Brummel
ae1d4564f5
Add Ema, the std-lib's first recursive/stateful producer: exponential moving average with alpha = 2/(length+1). The building block MACD (and DEMA, MACD-histogram, etc.) needs, and a worked example of a node whose param sizes its math, not its input window. Seeding is ratified as SMA-seeded (ta-lib convention): the EMA stays silent until it has seen length samples, seeds with their SMA, then runs the recurrence. Chosen over a first-value seed for three substantive reasons -- warm-up consistency with Sma (both emit None until length samples), parity with the EMA traders expect (ta-lib MACD seeds this way), and statistical honesty (no average claimed from a single observation). A first-value seed was the proof-of-concept convenience; rejected. Performance: recursive state means lookback = 1 (length sizes alpha, not the window); eval is O(1) time and state via ema += alpha*(x - ema), with no hot-path allocation (the output buffer is reused). Tested: warm-up-then-smooth (a step input separates it from a plain SMA), length-1 identity, label, and factory/schema agreement.
34 lines
1.1 KiB
Rust
34 lines
1.1 KiB
Rust
//! `aura-std` — the standard node library shipped with the engine.
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//!
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//! The universal, batteries-included building blocks every project gets for
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//! free: common indicators (SMA, ATR, RSI, …), resamplers, the `SessionNode`,
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//! standard combinators, and broker nodes (the sim-optimal broker + realistic
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//! broker profiles). Depends only on `aura-core` (the shared contract).
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//!
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//! This is the top tier of the three-tier node-reuse model (contract C16):
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//!
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//! - `aura-std` — universal blocks, here, ship with the engine;
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//! - shared node crates — cross-project-reusable blocks, in their own repos,
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//! pulled in as cargo git dependencies;
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//! - project-local `nodes/` — experimental, project-specific blocks.
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//!
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//! The first block lands with the walking skeleton: [`Sma`], the simple moving
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//! average — a worked producer node proving the `aura-core` `Node` contract.
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mod add;
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mod ema;
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mod exposure;
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mod lincomb;
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mod recorder;
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mod sim_broker;
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mod sma;
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mod sub;
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pub use add::Add;
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pub use ema::Ema;
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pub use exposure::Exposure;
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pub use lincomb::LinComb;
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pub use recorder::Recorder;
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pub use sim_broker::SimBroker;
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pub use sma::Sma;
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pub use sub::Sub;
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