ferro-ta-wasm 1.0.2 → 1.1.1

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Files changed (8) hide show
  1. package/README.md +20 -5
  2. package/package.json +1 -1
  3. package/pkg/README.md +20 -5
  4. package/pkg/ferro_ta_wasm.d.ts +1236 -22
  5. package/pkg/ferro_ta_wasm.js +4326 -109
  6. package/pkg/ferro_ta_wasm_bg.wasm +0 -0
  7. package/pkg/ferro_ta_wasm_bg.wasm.d.ts +333 -0
  8. package/pkg/package.json +1 -1
package/README.md CHANGED
@@ -11,7 +11,7 @@ npm install ferro-ta-wasm
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  ```
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  ```javascript
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- const { sma, ema, rsi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
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+ const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
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  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
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  const smaOut = sma(close, 3);
@@ -28,20 +28,23 @@ console.log('SMA:', Array.from(smaOut));
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  |------------|---------------|----------------------------------------------------|---------|
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  | Overlap | `sma` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Overlap | `ema` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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+ | Overlap | `wma` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Overlap | `bbands` | `close, timeperiod, nbdevup, nbdevdn` | `Array[upper, middle, lower]` |
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  | Momentum | `rsi` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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+ | Momentum | `adx` | `high, low, close: Float64Array, timeperiod` | `Float64Array` |
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  | Momentum | `macd` | `close, fastperiod, slowperiod, signalperiod` | `Array[macd, signal, hist]` |
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  | Momentum | `mom` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Momentum | `stochf` | `high, low, close, fastk_period, fastd_period` | `Array[fastk, fastd]` |
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  | Volatility | `atr` | `high, low, close: Float64Array, timeperiod` | `Float64Array` |
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  | Volume | `obv` | `close: Float64Array, volume: Float64Array` | `Float64Array` |
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+ | Volume | `mfi` | `high, low, close, volume: Float64Array, timeperiod` | `Float64Array` |
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  ### Adding more indicators
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- All implementations are self-contained in `src/lib.rs` — no external crate dependency needed.
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+ WASM exports live in `src/lib.rs` and can either implement logic directly or delegate to `ferro_ta_core`.
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  To add a new indicator:
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- 1. Implement the algorithm in a `#[wasm_bindgen]` function in `src/lib.rs`.
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+ 1. Add a `#[wasm_bindgen]` export in `src/lib.rs` (prefer delegating to `ferro_ta_core` where possible).
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  2. Add at least two `#[wasm_bindgen_test]` tests covering output length and a known value.
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  3. Update this README table.
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  4. Run `wasm-pack test --node` to verify.
@@ -79,7 +82,7 @@ wasm-pack build --target web --out-dir pkg-web
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  ## Usage (Node.js)
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  ```javascript
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- const { sma, ema, rsi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
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+ const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
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  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
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@@ -91,6 +94,10 @@ console.log('SMA:', Array.from(smaOut)); // [ NaN, NaN, 44.193, ... ]
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  const rsiOut = rsi(close, 5);
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  console.log('RSI:', Array.from(rsiOut));
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+ // WMA (period 5)
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+ const wmaOut = wma(close, 5);
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+ console.log('WMA:', Array.from(wmaOut));
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+
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  // Bollinger Bands (period 5, ±2σ) — returns [upper, middle, lower]
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  const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
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  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]);
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  const atrOut = atr(high, low, close, 3);
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  console.log('ATR:', Array.from(atrOut));
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+ // ADX (period 3)
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+ const adxOut = adx(high, low, close, 3);
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+ console.log('ADX:', Array.from(adxOut));
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+
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  // OBV
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  const volume = new Float64Array([1000, 1200, 900, 1500, 800, 600, 700]);
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  const obvOut = obv(close, volume);
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  console.log('OBV:', Array.from(obvOut));
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+
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+ // MFI (period 3)
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+ const mfiOut = mfi(high, low, close, volume, 3);
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+ console.log('MFI:', Array.from(mfiOut));
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  ```
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  ## Usage (Browser)
@@ -150,7 +165,7 @@ from source:
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  ## Limitations
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- - Only 9 indicators are currently exposed (SMA, EMA, BBANDS, RSI, MACD, MOM, STOCHF, ATR, OBV).
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+ - Only 12 indicators are currently exposed (SMA, EMA, WMA, BBANDS, RSI, ADX, MACD, MOM, STOCHF, ATR, OBV, MFI).
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  Additional indicators will be added following the same pattern in `src/lib.rs`.
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  - Large arrays (> 10M bars) may be slow due to JS↔WASM memory copies. For high-throughput
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  use cases prefer the Python (PyO3) binding.
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "ferro-ta-wasm",
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- "version": "1.0.2",
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+ "version": "1.1.1",
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  "description": "WebAssembly bindings for ferro-ta technical analysis indicators",
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  "main": "pkg/ferro_ta_wasm.js",
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  "types": "pkg/ferro_ta_wasm.d.ts",
package/pkg/README.md CHANGED
@@ -11,7 +11,7 @@ npm install ferro-ta-wasm
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  ```
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  ```javascript
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- const { sma, ema, rsi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
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+ const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('ferro-ta-wasm');
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  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
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  const smaOut = sma(close, 3);
@@ -28,20 +28,23 @@ console.log('SMA:', Array.from(smaOut));
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  |------------|---------------|----------------------------------------------------|---------|
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  | Overlap | `sma` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Overlap | `ema` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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+ | Overlap | `wma` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Overlap | `bbands` | `close, timeperiod, nbdevup, nbdevdn` | `Array[upper, middle, lower]` |
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  | Momentum | `rsi` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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+ | Momentum | `adx` | `high, low, close: Float64Array, timeperiod` | `Float64Array` |
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  | Momentum | `macd` | `close, fastperiod, slowperiod, signalperiod` | `Array[macd, signal, hist]` |
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  | Momentum | `mom` | `close: Float64Array, timeperiod: number` | `Float64Array` |
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  | Momentum | `stochf` | `high, low, close, fastk_period, fastd_period` | `Array[fastk, fastd]` |
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  | Volatility | `atr` | `high, low, close: Float64Array, timeperiod` | `Float64Array` |
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  | Volume | `obv` | `close: Float64Array, volume: Float64Array` | `Float64Array` |
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+ | Volume | `mfi` | `high, low, close, volume: Float64Array, timeperiod` | `Float64Array` |
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39
42
  ### Adding more indicators
40
43
 
41
- All implementations are self-contained in `src/lib.rs` — no external crate dependency needed.
44
+ WASM exports live in `src/lib.rs` and can either implement logic directly or delegate to `ferro_ta_core`.
42
45
  To add a new indicator:
43
46
 
44
- 1. Implement the algorithm in a `#[wasm_bindgen]` function in `src/lib.rs`.
47
+ 1. Add a `#[wasm_bindgen]` export in `src/lib.rs` (prefer delegating to `ferro_ta_core` where possible).
45
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  2. Add at least two `#[wasm_bindgen_test]` tests covering output length and a known value.
46
49
  3. Update this README table.
47
50
  4. Run `wasm-pack test --node` to verify.
@@ -79,7 +82,7 @@ wasm-pack build --target web --out-dir pkg-web
79
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  ## Usage (Node.js)
80
83
 
81
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  ```javascript
82
- const { sma, ema, rsi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
85
+ const { sma, ema, wma, rsi, adx, mfi, bbands, atr, obv, macd } = require('./pkg/ferro_ta_wasm.js');
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86
 
84
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  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
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@@ -91,6 +94,10 @@ console.log('SMA:', Array.from(smaOut)); // [ NaN, NaN, 44.193, ... ]
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  const rsiOut = rsi(close, 5);
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  console.log('RSI:', Array.from(rsiOut));
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+ // WMA (period 5)
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+ const wmaOut = wma(close, 5);
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+ console.log('WMA:', Array.from(wmaOut));
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+
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  // Bollinger Bands (period 5, ±2σ) — returns [upper, middle, lower]
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  const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
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103
  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]);
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  const atrOut = atr(high, low, close, 3);
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  console.log('ATR:', Array.from(atrOut));
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+ // ADX (period 3)
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+ const adxOut = adx(high, low, close, 3);
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+ console.log('ADX:', Array.from(adxOut));
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+
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  // OBV
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  const volume = new Float64Array([1000, 1200, 900, 1500, 800, 600, 700]);
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  const obvOut = obv(close, volume);
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  console.log('OBV:', Array.from(obvOut));
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+
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+ // MFI (period 3)
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+ const mfiOut = mfi(high, low, close, volume, 3);
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+ console.log('MFI:', Array.from(mfiOut));
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  ```
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130
 
116
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  ## Usage (Browser)
@@ -150,7 +165,7 @@ from source:
150
165
 
151
166
  ## Limitations
152
167
 
153
- - Only 9 indicators are currently exposed (SMA, EMA, BBANDS, RSI, MACD, MOM, STOCHF, ATR, OBV).
168
+ - Only 12 indicators are currently exposed (SMA, EMA, WMA, BBANDS, RSI, ADX, MACD, MOM, STOCHF, ATR, OBV, MFI).
154
169
  Additional indicators will be added following the same pattern in `src/lib.rs`.
155
170
  - Large arrays (> 10M bars) may be slow due to JS↔WASM memory copies. For high-throughput
156
171
  use cases prefer the Python (PyO3) binding.