ferro-ta-wasm 1.0.1 → 1.0.6

package/README.md

@@ -11,7 +11,7 @@ npm install ferro-ta-wasm
 ```
 
 ```javascript
-const { sma, ema, rsi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
+const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
 
 const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
 const smaOut = sma(close, 3);
@@ -28,20 +28,23 @@ console.log('SMA:', Array.from(smaOut));
 |------------|---------------|----------------------------------------------------|---------|
 | Overlap    | `sma`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Overlap    | `ema`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
+| Overlap    | `wma`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Overlap    | `bbands`      | `close, timeperiod, nbdevup, nbdevdn`              | `Array[upper, middle, lower]` |
 | Momentum   | `rsi`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
+| Momentum   | `adx`         | `high, low, close: Float64Array, timeperiod`       | `Float64Array` |
 | Momentum   | `macd`        | `close, fastperiod, slowperiod, signalperiod`      | `Array[macd, signal, hist]` |
 | Momentum   | `mom`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Momentum   | `stochf`      | `high, low, close, fastk_period, fastd_period`     | `Array[fastk, fastd]` |
 | Volatility | `atr`         | `high, low, close: Float64Array, timeperiod`       | `Float64Array` |
 | Volume     | `obv`         | `close: Float64Array, volume: Float64Array`        | `Float64Array` |
+| Volume     | `mfi`         | `high, low, close, volume: Float64Array, timeperiod` | `Float64Array` |
 
 ### Adding more indicators
 
-All implementations are self-contained in `src/lib.rs` — no external crate dependency needed.
+WASM exports live in `src/lib.rs` and can either implement logic directly or delegate to `ferro_ta_core`.
 To add a new indicator:
 
-1. Implement the algorithm in a `#[wasm_bindgen]` function in `src/lib.rs`.
+1. Add a `#[wasm_bindgen]` export in `src/lib.rs` (prefer delegating to `ferro_ta_core` where possible).
 2. Add at least two `#[wasm_bindgen_test]` tests covering output length and a known value.
 3. Update this README table.
 4. Run `wasm-pack test --node` to verify.
@@ -79,7 +82,7 @@ wasm-pack build --target web --out-dir pkg-web
 ## Usage (Node.js)
 
 ```javascript
-const { sma, ema, rsi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
+const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
 
 const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
 
@@ -91,6 +94,10 @@ console.log('SMA:', Array.from(smaOut));  // [ NaN, NaN, 44.193, ... ]
 const rsiOut = rsi(close, 5);
 console.log('RSI:', Array.from(rsiOut));
 
+// WMA (period 5)
+const wmaOut = wma(close, 5);
+console.log('WMA:', Array.from(wmaOut));
+
 // Bollinger Bands (period 5, ±2σ) — returns [upper, middle, lower]
 const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
 console.log('BBANDS upper:', Array.from(upper));
@@ -107,10 +114,18 @@ const low    = new Float64Array([43.0, 44.0, 45.0, 44.0, 43.0, 42.0, 43.0]);
 const atrOut = atr(high, low, close, 3);
 console.log('ATR:', Array.from(atrOut));
 
+// ADX (period 3)
+const adxOut = adx(high, low, close, 3);
+console.log('ADX:', Array.from(adxOut));
+
 // OBV
 const volume  = new Float64Array([1000, 1200, 900, 1500, 800, 600, 700]);
 const obvOut  = obv(close, volume);
 console.log('OBV:', Array.from(obvOut));
+
+// MFI (period 3)
+const mfiOut = mfi(high, low, close, volume, 3);
+console.log('MFI:', Array.from(mfiOut));
 ```
 
 ## Usage (Browser)
@@ -150,7 +165,7 @@ from source:
 
 ## Limitations
 
-- Only 9 indicators are currently exposed (SMA, EMA, BBANDS, RSI, MACD, MOM, STOCHF, ATR, OBV).
+- Only 12 indicators are currently exposed (SMA, EMA, WMA, BBANDS, RSI, ADX, MACD, MOM, STOCHF, ATR, OBV, MFI).
   Additional indicators will be added following the same pattern in `src/lib.rs`.
 - Large arrays (> 10M bars) may be slow due to JS↔WASM memory copies.  For high-throughput
   use cases prefer the Python (PyO3) binding.

package/package.json

@@ -1,12 +1,13 @@
 {
   "name": "ferro-ta-wasm",
-  "version": "1.0.1",
+  "version": "1.0.6",
   "description": "WebAssembly bindings for ferro-ta technical analysis indicators",
   "main": "pkg/ferro_ta_wasm.js",
   "types": "pkg/ferro_ta_wasm.d.ts",
   "files": ["pkg"],
   "scripts": {
     "build": "wasm-pack build --target nodejs --out-dir pkg",
+    "bench": "node bench.js",
     "prepack": "npm run build && node -e \"require('fs').rmSync('pkg/.gitignore', { force: true })\"",
     "test": "wasm-pack test --node"
   },

package/pkg/README.md

@@ -11,7 +11,7 @@ npm install ferro-ta-wasm
 ```
 
 ```javascript
-const { sma, ema, rsi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
+const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
 
 const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
 const smaOut = sma(close, 3);
@@ -28,20 +28,23 @@ console.log('SMA:', Array.from(smaOut));
 |------------|---------------|----------------------------------------------------|---------|
 | Overlap    | `sma`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Overlap    | `ema`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
+| Overlap    | `wma`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Overlap    | `bbands`      | `close, timeperiod, nbdevup, nbdevdn`              | `Array[upper, middle, lower]` |
 | Momentum   | `rsi`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
+| Momentum   | `adx`         | `high, low, close: Float64Array, timeperiod`       | `Float64Array` |
 | Momentum   | `macd`        | `close, fastperiod, slowperiod, signalperiod`      | `Array[macd, signal, hist]` |
 | Momentum   | `mom`         | `close: Float64Array, timeperiod: number`          | `Float64Array` |
 | Momentum   | `stochf`      | `high, low, close, fastk_period, fastd_period`     | `Array[fastk, fastd]` |
 | Volatility | `atr`         | `high, low, close: Float64Array, timeperiod`       | `Float64Array` |
 | Volume     | `obv`         | `close: Float64Array, volume: Float64Array`        | `Float64Array` |
+| Volume     | `mfi`         | `high, low, close, volume: Float64Array, timeperiod` | `Float64Array` |
 
 ### Adding more indicators
 
-All implementations are self-contained in `src/lib.rs` — no external crate dependency needed.
+WASM exports live in `src/lib.rs` and can either implement logic directly or delegate to `ferro_ta_core`.
 To add a new indicator:
 
-1. Implement the algorithm in a `#[wasm_bindgen]` function in `src/lib.rs`.
+1. Add a `#[wasm_bindgen]` export in `src/lib.rs` (prefer delegating to `ferro_ta_core` where possible).
 2. Add at least two `#[wasm_bindgen_test]` tests covering output length and a known value.
 3. Update this README table.
 4. Run `wasm-pack test --node` to verify.
@@ -79,7 +82,7 @@ wasm-pack build --target web --out-dir pkg-web
 ## Usage (Node.js)
 
 ```javascript
-const { sma, ema, rsi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
+const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
 
 const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
 
@@ -91,6 +94,10 @@ console.log('SMA:', Array.from(smaOut));  // [ NaN, NaN, 44.193, ... ]
 const rsiOut = rsi(close, 5);
 console.log('RSI:', Array.from(rsiOut));
 
+// WMA (period 5)
+const wmaOut = wma(close, 5);
+console.log('WMA:', Array.from(wmaOut));
+
 // Bollinger Bands (period 5, ±2σ) — returns [upper, middle, lower]
 const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
 console.log('BBANDS upper:', Array.from(upper));
@@ -107,10 +114,18 @@ const low    = new Float64Array([43.0, 44.0, 45.0, 44.0, 43.0, 42.0, 43.0]);
 const atrOut = atr(high, low, close, 3);
 console.log('ATR:', Array.from(atrOut));
 
+// ADX (period 3)
+const adxOut = adx(high, low, close, 3);
+console.log('ADX:', Array.from(adxOut));
+
 // OBV
 const volume  = new Float64Array([1000, 1200, 900, 1500, 800, 600, 700]);
 const obvOut  = obv(close, volume);
 console.log('OBV:', Array.from(obvOut));
+
+// MFI (period 3)
+const mfiOut = mfi(high, low, close, volume, 3);
+console.log('MFI:', Array.from(mfiOut));
 ```
 
 ## Usage (Browser)
@@ -150,7 +165,7 @@ from source:
 
 ## Limitations
 
-- Only 9 indicators are currently exposed (SMA, EMA, BBANDS, RSI, MACD, MOM, STOCHF, ATR, OBV).
+- Only 12 indicators are currently exposed (SMA, EMA, WMA, BBANDS, RSI, ADX, MACD, MOM, STOCHF, ATR, OBV, MFI).
   Additional indicators will be added following the same pattern in `src/lib.rs`.
 - Large arrays (> 10M bars) may be slow due to JS↔WASM memory copies.  For high-throughput
   use cases prefer the Python (PyO3) binding.

package/pkg/ferro_ta_wasm.d.ts

@@ -1,6 +1,20 @@
 /* tslint:disable */
 /* eslint-disable */
 
+/**
+ * Average Directional Movement Index (Wilder smoothing).
+ *
+ * # Arguments
+ * - `high`       – `Float64Array` of high prices.
+ * - `low`        – `Float64Array` of low prices.
+ * - `close`      – `Float64Array` of close prices.
+ * - `timeperiod` – look-back period (default 14, minimum 1).
+ *
+ * # Returns
+ * `Float64Array`; warm-up values are `NaN`.
+ */
+export function adx(high: Float64Array, low: Float64Array, close: Float64Array, timeperiod: number): Float64Array;
+
 /**
  * Average True Range (Wilder smoothing, TA-Lib compatible).
  *
@@ -57,6 +71,21 @@ export function ema(close: Float64Array, timeperiod: number): Float64Array;
  */
 export function macd(close: Float64Array, fastperiod: number, slowperiod: number, signalperiod: number): Array<any>;
 
+/**
+ * Money Flow Index.
+ *
+ * # Arguments
+ * - `high`       – `Float64Array` of high prices.
+ * - `low`        – `Float64Array` of low prices.
+ * - `close`      – `Float64Array` of close prices.
+ * - `volume`     – `Float64Array` of volume values.
+ * - `timeperiod` – look-back period (default 14, minimum 1).
+ *
+ * # Returns
+ * `Float64Array`; warm-up values are `NaN`.
+ */
+export function mfi(high: Float64Array, low: Float64Array, close: Float64Array, volume: Float64Array, timeperiod: number): Float64Array;
+
 /**
  * Momentum — difference between current close and close *timeperiod* bars ago.
  *
@@ -119,3 +148,15 @@ export function sma(close: Float64Array, timeperiod: number): Float64Array;
  * A `js_sys::Array` containing two `Float64Array` elements: `[fastk, fastd]`.
  */
 export function stochf(high: Float64Array, low: Float64Array, close: Float64Array, fastk_period: number, fastd_period: number): Array<any>;
+
+/**
+ * Weighted Moving Average.
+ *
+ * # Arguments
+ * - `close` – `Float64Array` of close prices.
+ * - `timeperiod` – look-back window (default 30, minimum 1).
+ *
+ * # Returns
+ * `Float64Array` with the first `timeperiod - 1` values set to `NaN`.
+ */
+export function wma(close: Float64Array, timeperiod: number): Float64Array;

package/pkg/ferro_ta_wasm.js

@@ -1,5 +1,28 @@
 /* @ts-self-types="./ferro_ta_wasm.d.ts" */
 
+/**
+ * Average Directional Movement Index (Wilder smoothing).
+ *
+ * # Arguments
+ * - `high`       – `Float64Array` of high prices.
+ * - `low`        – `Float64Array` of low prices.
+ * - `close`      – `Float64Array` of close prices.
+ * - `timeperiod` – look-back period (default 14, minimum 1).
+ *
+ * # Returns
+ * `Float64Array`; warm-up values are `NaN`.
+ * @param {Float64Array} high
+ * @param {Float64Array} low
+ * @param {Float64Array} close
+ * @param {number} timeperiod
+ * @returns {Float64Array}
+ */
+function adx(high, low, close, timeperiod) {
+    const ret = wasm.adx(high, low, close, timeperiod);
+    return ret;
+}
+exports.adx = adx;
+
 /**
  * Average True Range (Wilder smoothing, TA-Lib compatible).
  *
@@ -90,6 +113,31 @@ function macd(close, fastperiod, slowperiod, signalperiod) {
 }
 exports.macd = macd;
 
+/**
+ * Money Flow Index.
+ *
+ * # Arguments
+ * - `high`       – `Float64Array` of high prices.
+ * - `low`        – `Float64Array` of low prices.
+ * - `close`      – `Float64Array` of close prices.
+ * - `volume`     – `Float64Array` of volume values.
+ * - `timeperiod` – look-back period (default 14, minimum 1).
+ *
+ * # Returns
+ * `Float64Array`; warm-up values are `NaN`.
+ * @param {Float64Array} high
+ * @param {Float64Array} low
+ * @param {Float64Array} close
+ * @param {Float64Array} volume
+ * @param {number} timeperiod
+ * @returns {Float64Array}
+ */
+function mfi(high, low, close, volume, timeperiod) {
+    const ret = wasm.mfi(high, low, close, volume, timeperiod);
+    return ret;
+}
+exports.mfi = mfi;
+
 /**
  * Momentum — difference between current close and close *timeperiod* bars ago.
  *
@@ -191,6 +239,25 @@ function stochf(high, low, close, fastk_period, fastd_period) {
 }
 exports.stochf = stochf;
 
+/**
+ * Weighted Moving Average.
+ *
+ * # Arguments
+ * - `close` – `Float64Array` of close prices.
+ * - `timeperiod` – look-back window (default 30, minimum 1).
+ *
+ * # Returns
+ * `Float64Array` with the first `timeperiod - 1` values set to `NaN`.
+ * @param {Float64Array} close
+ * @param {number} timeperiod
+ * @returns {Float64Array}
+ */
+function wma(close, timeperiod) {
+    const ret = wasm.wma(close, timeperiod);
+    return ret;
+}
+exports.wma = wma;
+
 function __wbg_get_imports() {
     const import0 = {
         __proto__: null,

package/pkg/ferro_ta_wasm_bg.wasm.d.ts

@@ -1,14 +1,17 @@
 /* tslint:disable */
 /* eslint-disable */
 export const memory: WebAssembly.Memory;
+export const adx: (a: any, b: any, c: any, d: number) => any;
 export const atr: (a: any, b: any, c: any, d: number) => any;
 export const bbands: (a: any, b: number, c: number, d: number) => any;
 export const ema: (a: any, b: number) => any;
 export const macd: (a: any, b: number, c: number, d: number) => any;
+export const mfi: (a: any, b: any, c: any, d: any, e: number) => any;
 export const mom: (a: any, b: number) => any;
 export const obv: (a: any, b: any) => any;
 export const rsi: (a: any, b: number) => any;
 export const sma: (a: any, b: number) => any;
 export const stochf: (a: any, b: any, c: any, d: number, e: number) => any;
+export const wma: (a: any, b: number) => any;
 export const __wbindgen_externrefs: WebAssembly.Table;
 export const __wbindgen_start: () => void;

package/pkg/package.json

@@ -1,7 +1,7 @@
 {
   "name": "ferro_ta_wasm",
   "description": "WebAssembly bindings for ferro-ta technical analysis indicators",
-  "version": "1.0.0",
+  "version": "1.0.6",
   "license": "MIT",
   "files": [
     "ferro_ta_wasm_bg.wasm",