wickra-wasm 0.2.7 → 0.3.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/README.md CHANGED
@@ -1,7 +1,7 @@
1
1
  # Wickra
2
2
 
3
- [![CI](https://github.com/kingchenc/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/kingchenc/wickra/actions/workflows/ci.yml)
4
- [![codecov](https://codecov.io/gh/kingchenc/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/kingchenc/wickra)
3
+ [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
4
+ [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
5
5
  [![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
6
6
  [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
7
7
  [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
@@ -109,20 +109,28 @@ python -m benchmarks.compare_libraries
109
109
 
110
110
  ## Indicators
111
111
 
112
- 71 streaming-first indicators across eight families. Every one passes the
112
+ 214 streaming-first indicators across sixteen families. Every one passes the
113
113
  `batch == streaming` equivalence test, reference-value tests, and reset
114
114
  semantics tests.
115
115
 
116
116
  | Family | Indicators |
117
117
  |--------|-----------|
118
- | Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA |
119
- | Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator |
120
- | Trend & Directional | MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter |
121
- | Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power |
122
- | Volatility & Bands | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility |
123
- | Trailing Stops | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop |
124
- | Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement |
125
- | Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle |
118
+ | Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
119
+ | Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
120
+ | Trend & Directional | MACD, ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter |
121
+ | Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
122
+ | Volatility & Bands | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
123
+ | Bands & Channels | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
124
+ | Trailing Stops | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
125
+ | Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
126
+ | Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Spearman Correlation |
127
+ | Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
128
+ | Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
129
+ | DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
130
+ | Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
131
+ | Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down |
132
+ | Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
133
+ | Risk / Performance | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
126
134
 
127
135
  Adding a new indicator means implementing one trait in Rust; all four bindings
128
136
  inherit it automatically.
@@ -195,7 +203,7 @@ A Python live-trading example using the public `websockets` package lives at
195
203
  ```
196
204
  wickra/
197
205
  ├── crates/
198
- │ ├── wickra-core/ core engine + all 71 indicators
206
+ │ ├── wickra-core/ core engine + all 214 indicators
199
207
  │ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
200
208
  │ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
201
209
  ├── bindings/
@@ -256,7 +264,7 @@ Every layer is covered; run the suites with the commands in
256
264
  ## Contributing
257
265
 
258
266
  Contributions are very welcome — issues, bug reports, ideas, and pull requests
259
- all land in the same place: <https://github.com/kingchenc/wickra>.
267
+ all land in the same place: <https://github.com/wickra-lib/wickra>.
260
268
 
261
269
  A short orientation for first-time contributors:
262
270
 
@@ -300,14 +308,14 @@ The library is provided **as is**, without warranty of any kind; see
300
308
  ---
301
309
 
302
310
  <p align="center">
303
- <a href="https://github.com/kingchenc/wickra/stargazers">
304
- <img alt="GitHub stars" src="https://img.shields.io/github/stars/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
311
+ <a href="https://github.com/wickra-lib/wickra/stargazers">
312
+ <img alt="GitHub stars" src="https://img.shields.io/github/stars/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
305
313
  </a>
306
- <a href="https://github.com/kingchenc/wickra/network/members">
307
- <img alt="GitHub forks" src="https://img.shields.io/github/forks/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
314
+ <a href="https://github.com/wickra-lib/wickra/network/members">
315
+ <img alt="GitHub forks" src="https://img.shields.io/github/forks/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
308
316
  </a>
309
- <a href="https://github.com/kingchenc/wickra/issues">
310
- <img alt="GitHub issues" src="https://img.shields.io/github/issues/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
317
+ <a href="https://github.com/wickra-lib/wickra/issues">
318
+ <img alt="GitHub issues" src="https://img.shields.io/github/issues/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
311
319
  </a>
312
320
  </p>
313
321
 
package/package.json CHANGED
@@ -2,14 +2,14 @@
2
2
  "name": "wickra-wasm",
3
3
  "type": "module",
4
4
  "collaborators": [
5
- "kingchenc <kingchencp@gmail.com>"
5
+ "kingchenc <wickra.lib@gmail.com>"
6
6
  ],
7
7
  "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
8
- "version": "0.2.7",
8
+ "version": "0.3.1",
9
9
  "license": "PolyForm-Noncommercial-1.0.0",
10
10
  "repository": {
11
11
  "type": "git",
12
- "url": "https://github.com/kingchenc/wickra"
12
+ "url": "https://github.com/wickra-lib/wickra"
13
13
  },
14
14
  "files": [
15
15
  "wickra_wasm_bg.wasm",
@@ -18,7 +18,7 @@
18
18
  "wickra_wasm.d.ts"
19
19
  ],
20
20
  "main": "wickra_wasm.js",
21
- "homepage": "https://github.com/kingchenc/wickra",
21
+ "homepage": "https://github.com/wickra-lib/wickra",
22
22
  "types": "wickra_wasm.d.ts",
23
23
  "sideEffects": [
24
24
  "./wickra_wasm.js",
@@ -31,8 +31,8 @@
31
31
  "technical-analysis",
32
32
  "ta"
33
33
  ],
34
- "author": "kingchenc <kingchencp@gmail.com>",
34
+ "author": "kingchenc <wickra.lib@gmail.com>",
35
35
  "bugs": {
36
- "url": "https://github.com/kingchenc/wickra/issues"
36
+ "url": "https://github.com/wickra-lib/wickra/issues"
37
37
  }
38
38
  }