wickra-wasm 0.4.6 → 0.4.7

package/README.md

@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=314" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=325" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [Node](https://docs.wickra.org/Quickstart-Node),
   [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 314 indicators; start at the
+  every one of the 325 indicators; start at the
   [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
   [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-314 streaming-first indicators across nineteen families. Every one passes the
+325 streaming-first indicators across twenty families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -150,7 +150,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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 |
 | Trailing Stops       | Parabolic SAR, Parabolic SAR Extended (SAREXT), 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 |
 | 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 |
-| 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, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast |
+| 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, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands |
 | Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
 | Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
 | 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 |
@@ -160,6 +160,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
 | Derivatives          | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
 | Market Profile       | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
+| Market Breadth       | Advance/Decline Line |
 | 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) |
 
 Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
@@ -239,7 +240,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 314 indicators
+│   ├── wickra-core/         core engine + all 325 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
-  "version": "0.4.6",
+  "version": "0.4.7",
   "license": "PolyForm-Noncommercial-1.0.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -134,6 +134,16 @@ export class AdvanceBlock {
     warmupPeriod(): number;
 }
 
+export class AdvanceDecline {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(change: Float64Array, volume: Float64Array, new_high: Float64Array, new_low: Float64Array): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class Alligator {
     free(): void;
     [Symbol.dispose](): void;
@@ -309,6 +319,21 @@ export class Beta {
     warmupPeriod(): number;
 }
 
+export class BetaNeutralSpread {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class BollingerBands {
     free(): void;
     [Symbol.dispose](): void;
@@ -706,6 +731,21 @@ export class DetrendedStdDev {
     warmupPeriod(): number;
 }
 
+export class DistanceSsd {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class Doji {
     free(): void;
     [Symbol.dispose](): void;
@@ -1062,6 +1102,21 @@ export class GarmanKlassVolatility {
     warmupPeriod(): number;
 }
 
+export class GrangerCausality {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays of prices. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(a: Float64Array, b: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, lag: number);
+    reset(): void;
+    update(a: number, b: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class GravestoneDoji {
     free(): void;
     [Symbol.dispose](): void;
@@ -1434,6 +1489,24 @@ export class KagiBars {
     update(close: number): Array<any>;
 }
 
+export class KalmanHedgeRatio {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Flat `Float64Array` of length `3 * n`:
+     * `[hedgeRatio0, intercept0, spread0, hedgeRatio1, ...]`. Warmup rows are NaN.
+     */
+    batch(a: Float64Array, b: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(delta: number, observation_var: number);
+    reset(): void;
+    /**
+     * Returns `{ hedgeRatio, intercept, spread }`, or `null` during warmup.
+     */
+    update(a: number, b: number): any;
+    warmupPeriod(): number;
+}
+
 export class KellyCriterion {
     free(): void;
     [Symbol.dispose](): void;
@@ -2031,6 +2104,21 @@ export class OrderBookImbalanceTopN {
     warmupPeriod(): number;
 }
 
+export class OuHalfLife {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class PGO {
     free(): void;
     [Symbol.dispose](): void;
@@ -2429,6 +2517,36 @@ export class RogersSatchellVolatility {
     warmupPeriod(): number;
 }
 
+export class RollingCorrelation {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
+export class RollingCovariance {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class RollingVWAP {
     free(): void;
     [Symbol.dispose](): void;
@@ -2619,6 +2737,39 @@ export class SpinningTop {
     warmupPeriod(): number;
 }
 
+export class SpreadBollingerBands {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Flat `Float64Array` of length `4 * n`:
+     * `[middle0, upper0, lower0, percentB0, middle1, ...]`. Warmup rows are NaN.
+     */
+    batch(a: Float64Array, b: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, num_std: number);
+    reset(): void;
+    /**
+     * Returns `{ middle, upper, lower, percentB }`, or `null` during warmup.
+     */
+    update(a: number, b: number): any;
+    warmupPeriod(): number;
+}
+
+export class SpreadHurst {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class StalledPattern {
     free(): void;
     [Symbol.dispose](): void;
@@ -3318,6 +3469,21 @@ export class Variance {
     warmupPeriod(): number;
 }
 
+export class VarianceRatio {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays of prices. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(a: Float64Array, b: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, q: number);
+    reset(): void;
+    update(a: number, b: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class VerticalHorizontalFilter {
     free(): void;
     [Symbol.dispose](): void;

package/wickra_wasm.js

@@ -5,5 +5,5 @@ import { __wbg_set_wasm } from "./wickra_wasm_bg.js";
 __wbg_set_wasm(wasm);
 
 export {
-    ADL, ADX, ADXR, ALMA, APO, ATR, AVGPRICE, AbandonedBaby, AccelerationBands, AcceleratorOscillator, AdaptiveCycle, AdvanceBlock, Alligator, Alpha, AnchoredRSI, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth, Breakaway, CCI, CFO, CMO, CalendarSpread, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, ClosingMarubozu, CoefficientOfVariation, Cointegration, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRSI, Coppock, Counterattack, CumulativeVolumeDelta, CyberneticCycle, DEMA, DPO, DX, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DepthSlope, DetrendedStdDev, Doji, DojiStar, Donchian, DonchianStop, DoubleBollinger, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, FAMA, FRAMA, FallingThreeMethods, FibonacciPivots, FisherTransform, Footprint, ForceIndex, FractalChaosBands, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, GravestoneDoji, HMA, HT_DCPHASE, HT_PHASOR, HT_TRENDMODE, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HomingPigeon, HurstChannel, HurstExponent, Ichimoku, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, JMA, KAMA, KST, KVO, KagiBars, KellyCriterion, Keltner, Kicking, KickingByLength, Kurtosis, KylesLambda, LINEARREG_INTERCEPT, LadderBottom, LaguerreRSI, LeadLagCrossCorrelation, LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, LiquidationFeatures, LongLeggedDoji, LongLine, LongShortRatio, MACD, MACDEXT, MACDFIX, MAMA, MFI, MIDPOINT, MIDPRICE, MINUS_DI, MINUS_DM, MOM, MaEnvelope, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Microprice, MorningDojiStar, MorningEveningStar, NATR, NVI, OBV, OIPriceDivergence, OIWeighted, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PGO, PLUS_DI, PLUS_DM, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, PiercingDarkCloud, PointAndFigureBars, ProfitFactor, QuotedSpread, ROC, ROCP, ROCR, ROCR100, RSI, RSquared, RVI, RVIVolatility, RWI, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingVWAP, RoofingFilter, SAREXT, SMA, SMI, SMMA, STC, SeparatingLines, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StickSandwich, StochRSI, Stochastic, SuperSmoother, SuperTrend, T3, TDCombo, TDCountdown, TDDeMarker, TDDifferential, TDLines, TDOpen, TDPressure, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TEMA, TII, TRIMA, TRIX, TSF, TSI, TSV, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TpoProfile, TradeImbalance, TreynorRatio, TrueRange, TtmSqueeze, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VerticalHorizontalFilter, VoltyStop, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, VwapStdDevBands, WMA, WaveTrend, WeightedClose, WilliamsAD, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
+    ADL, ADX, ADXR, ALMA, APO, ATR, AVGPRICE, AbandonedBaby, AccelerationBands, AcceleratorOscillator, AdaptiveCycle, AdvanceBlock, AdvanceDecline, Alligator, Alpha, AnchoredRSI, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BetaNeutralSpread, BollingerBands, BollingerBandwidth, Breakaway, CCI, CFO, CMO, CalendarSpread, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, ClosingMarubozu, CoefficientOfVariation, Cointegration, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRSI, Coppock, Counterattack, CumulativeVolumeDelta, CyberneticCycle, DEMA, DPO, DX, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar, Donchian, DonchianStop, DoubleBollinger, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, FAMA, FRAMA, FallingThreeMethods, FibonacciPivots, FisherTransform, Footprint, ForceIndex, FractalChaosBands, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, GrangerCausality, GravestoneDoji, HMA, HT_DCPHASE, HT_PHASOR, HT_TRENDMODE, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HomingPigeon, HurstChannel, HurstExponent, Ichimoku, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, JMA, KAMA, KST, KVO, KagiBars, KalmanHedgeRatio, KellyCriterion, Keltner, Kicking, KickingByLength, Kurtosis, KylesLambda, LINEARREG_INTERCEPT, LadderBottom, LaguerreRSI, LeadLagCrossCorrelation, LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, LiquidationFeatures, LongLeggedDoji, LongLine, LongShortRatio, MACD, MACDEXT, MACDFIX, MAMA, MFI, MIDPOINT, MIDPRICE, MINUS_DI, MINUS_DM, MOM, MaEnvelope, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Microprice, MorningDojiStar, MorningEveningStar, NATR, NVI, OBV, OIPriceDivergence, OIWeighted, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife, PGO, PLUS_DI, PLUS_DM, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, PiercingDarkCloud, PointAndFigureBars, ProfitFactor, QuotedSpread, ROC, ROCP, ROCR, ROCR100, RSI, RSquared, RVI, RVIVolatility, RWI, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingCorrelation, RollingCovariance, RollingVWAP, RoofingFilter, SAREXT, SMA, SMI, SMMA, STC, SeparatingLines, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadBollingerBands, SpreadHurst, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StickSandwich, StochRSI, Stochastic, SuperSmoother, SuperTrend, T3, TDCombo, TDCountdown, TDDeMarker, TDDifferential, TDLines, TDOpen, TDPressure, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TEMA, TII, TRIMA, TRIX, TSF, TSI, TSV, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TpoProfile, TradeImbalance, TreynorRatio, TrueRange, TtmSqueeze, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, VoltyStop, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, VwapStdDevBands, WMA, WaveTrend, WeightedClose, WilliamsAD, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
 } from "./wickra_wasm_bg.js";