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kingchenc 389200f855 Add B9 Price Statistics deepening (5 indicators) (#197 )

Deepens the **Price Statistics** family (B9) with five rolling-statistics indicators (447 -> 452):

- **ShannonEntropy** — Shannon entropy of a binned rolling value distribution.
- **SampleEntropy** — Richman-Moorman sample entropy (regularity/complexity of a window).
- **KendallTau** — Kendall rank correlation (tau-b) over paired observations (pairwise; distinct from Pearson/Spearman).
- **JarqueBera** — Jarque-Bera normality test statistic over a rolling window.
- **RollingMinMaxScaler** — maps the latest value to 0..1 over a rolling window.

All scalar f64 input except KendallTau (pairwise). Multi-arg scalars (Shannon/Sample entropy) use hand-written Python/Node bindings + the variadic wasm macro; KendallTau uses the pair macros. Verified locally: 3668 core lib + 410 doc tests, clippy clean, 527 node tests, 871 pytest, counter 452.

2026-06-07 03:08:53 +02:00

README.md

Add B9 Price Statistics deepening (5 indicators) (#197 )

2026-06-07 03:08:53 +02:00

README.md

Documentation

Wickra's full documentation lives at docs.wickra.org.

That includes:

Quickstarts for Rust, Python, Node, and WASM.
A per-indicator deep dive for every one of the 452 indicators across the sixteen families (Moving Averages, Momentum Oscillators, Trend & Directional, Price Oscillators, Volatility & Bands, Bands & Channels, Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots & S/R, DeMark, Ichimoku & Charts, Candlestick Patterns, Market Profile, Risk / Performance) — see the indicators overview.
Reference pages: warmup periods, streaming vs batch, indicator chaining, and the data layer.
Guides: Cookbook, TA-Lib migration, FAQ.

Editing the docs

The documentation site is a separate git repository at https://github.com/wickra-lib/wickra-docs. Open a pull request there to propose changes; the site is built with VitePress and deploys to docs.wickra.org.