wickra-wasm 0.5.2 → 0.5.4

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
@@ -1,5 +1,5 @@
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  <p align="center">
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- <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=367" alt="Wickra — streaming-first technical indicators" width="100%"></a>
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+ <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=396" alt="Wickra — streaming-first technical indicators" width="100%"></a>
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  </p>
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  [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -48,7 +48,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
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  [Node](https://docs.wickra.org/Quickstart-Node),
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  [WASM](https://docs.wickra.org/Quickstart-WASM).
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  - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
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- every one of the 367 indicators; start at the
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+ every one of the 396 indicators; start at the
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  [indicators overview](https://docs.wickra.org/Indicators-Overview).
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  - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
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  [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -136,7 +136,7 @@ python -m benchmarks.compare_libraries
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  ## Indicators
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- 367 streaming-first indicators across twenty-three families. Every one passes the
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+ 396 streaming-first indicators across twenty-four families. Every one passes the
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  `batch == streaming` equivalence test, reference-value tests, and reset
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  semantics tests. Each has a per-indicator deep dive (formula, parameters,
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  warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -151,7 +151,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
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  | 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 |
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  | 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 |
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  | 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 |
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- | 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 |
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+ | 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, Spread AR(1) Coefficient |
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  | 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 |
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  | Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
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  | 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 |
@@ -160,7 +160,8 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
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  | 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, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack, Doji Star, Dragonfly Doji, Gravestone Doji, Long-Legged Doji, Rickshaw Man, Evening Doji Star, Morning Doji Star, Gap Side-by-Side White, High-Wave, Hikkake, Modified Hikkake, Homing Pigeon, On-Neck, In-Neck, Thrusting, Separating Lines, Kicking, Kicking by Length, Ladder Bottom, Mat Hold, Matching Low, Long Line, Short Line, Rising Three Methods, Falling Three Methods, Upside Gap Three Methods, Downside Gap Three Methods, Stalled Pattern, Stick Sandwich, Takuri, Closing Marubozu, Opening Marubozu, Tasuki Gap, Unique Three River, Concealing Baby Swallow |
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  | Chart Patterns | Double Top / Bottom, Triple Top / Bottom, Head and Shoulders, Triangle (asc/desc/sym), Wedge (rising/falling), Flag / Pennant, Rectangle / Range, Cup and Handle |
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  | Harmonic Patterns | AB=CD, Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives |
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- | 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 |
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+ | Fibonacci | Fibonacci Retracement, Fibonacci Extension, Fibonacci Projection, Auto-Fibonacci, Golden Pocket, Fibonacci Confluence, Fibonacci Fan, Fibonacci Arcs, Fibonacci Channel, Fibonacci Time Zones |
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+ | 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, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure |
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  | 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 |
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  | Market Profile | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
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  | Market Breadth | Advance/Decline Line, Advance/Decline Ratio, Advance/Decline Volume Line, McClellan Oscillator, McClellan Summation Index, TRIN / Arms Index, Breadth Thrust, New Highs - New Lows, High-Low Index, Percent Above Moving Average, Up/Down Volume Ratio, Bullish Percent Index, Cumulative Volume Index, Absolute Breadth Index, TICK Index |
@@ -244,7 +245,7 @@ A Python live-trading example using the public `websockets` package lives at
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  ```
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  wickra/
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  ├── crates/
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- │ ├── wickra-core/ core engine + all 367 indicators
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+ │ ├── wickra-core/ core engine + all 396 indicators
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  │ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
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  │ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
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  ├── bindings/
package/package.json CHANGED
@@ -5,7 +5,7 @@
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  "kingchenc <support@wickra.org>"
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  ],
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  "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
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- "version": "0.5.2",
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+ "version": "0.5.4",
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  "license": "MIT OR Apache-2.0",
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  "repository": {
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  "type": "git",
package/wickra_wasm.d.ts CHANGED
@@ -213,6 +213,16 @@ export class Alpha {
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  warmupPeriod(): number;
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  }
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+ export class AmihudIlliquidity {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ isReady(): boolean;
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+ constructor(period: number);
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+ reset(): void;
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+ update(price: number, size: number, is_buy: boolean): number | undefined;
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+ warmupPeriod(): number;
224
+ }
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+
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  export class AnchoredRSI {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -281,6 +291,17 @@ export class AtrTrailingStop {
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  update(high: number, low: number, close: number): number | undefined;
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  }
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293
 
294
+ export class AutoFib {
295
+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
299
+ constructor();
300
+ reset(): void;
301
+ update(high: number, low: number): any;
302
+ warmupPeriod(): number;
303
+ }
304
+
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  export class Autocorrelation {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -396,6 +417,15 @@ export class BetaNeutralSpread {
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  warmupPeriod(): number;
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  }
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+ export class BodySizePct {
421
+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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+ constructor();
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+ reset(): void;
426
+ update(open: number, high: number, low: number, close: number): number | undefined;
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+ }
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+
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  export class BollingerBands {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -614,6 +644,15 @@ export class ClassicPivots {
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  warmupPeriod(): number;
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  }
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646
 
647
+ export class CloseVsOpen {
648
+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
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+ constructor();
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+ reset(): void;
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+ update(open: number, high: number, low: number, close: number): number | undefined;
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+ }
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+
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  export class ClosingMarubozu {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -1099,6 +1138,17 @@ export class EveningDojiStar {
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  warmupPeriod(): number;
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  }
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1140
 
1141
+ export class Expectancy {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(prices: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor(period: number);
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+ reset(): void;
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+ update(value: number): number | undefined;
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+ warmupPeriod(): number;
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+ }
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+
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  export class FAMA {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -1132,6 +1182,94 @@ export class FallingThreeMethods {
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  warmupPeriod(): number;
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1183
  }
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1184
 
1185
+ export class FibArcs {
1186
+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor();
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+ reset(): void;
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+ update(high: number, low: number): any;
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+ warmupPeriod(): number;
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+ }
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+
1196
+ export class FibChannel {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor();
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+ reset(): void;
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+ update(high: number, low: number): any;
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+ warmupPeriod(): number;
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+ }
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+
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+ export class FibConfluence {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor();
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+ reset(): void;
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+ update(high: number, low: number): any;
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+ warmupPeriod(): number;
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+ }
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+
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+ export class FibExtension {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor();
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+ reset(): void;
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+ update(high: number, low: number): any;
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+ warmupPeriod(): number;
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+ }
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+
1229
+ export class FibFan {
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+ free(): void;
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+ [Symbol.dispose](): void;
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+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor();
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+ reset(): void;
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+ update(high: number, low: number): any;
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+ warmupPeriod(): number;
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+ }
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+
1240
+ export class FibProjection {
1241
+ free(): void;
1242
+ [Symbol.dispose](): void;
1243
+ batch(high: Float64Array, low: Float64Array): Float64Array;
1244
+ isReady(): boolean;
1245
+ constructor();
1246
+ reset(): void;
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+ update(high: number, low: number): any;
1248
+ warmupPeriod(): number;
1249
+ }
1250
+
1251
+ export class FibRetracement {
1252
+ free(): void;
1253
+ [Symbol.dispose](): void;
1254
+ batch(high: Float64Array, low: Float64Array): Float64Array;
1255
+ isReady(): boolean;
1256
+ constructor();
1257
+ reset(): void;
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+ update(high: number, low: number): any;
1259
+ warmupPeriod(): number;
1260
+ }
1261
+
1262
+ export class FibTimeZones {
1263
+ free(): void;
1264
+ [Symbol.dispose](): void;
1265
+ batch(high: Float64Array, low: Float64Array): Float64Array;
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+ isReady(): boolean;
1267
+ constructor();
1268
+ reset(): void;
1269
+ update(high: number, low: number): any;
1270
+ warmupPeriod(): number;
1271
+ }
1272
+
1135
1273
  export class FibonacciPivots {
1136
1274
  free(): void;
1137
1275
  [Symbol.dispose](): void;
@@ -1282,6 +1420,17 @@ export class Gartley {
1282
1420
  warmupPeriod(): number;
1283
1421
  }
1284
1422
 
1423
+ export class GoldenPocket {
1424
+ free(): void;
1425
+ [Symbol.dispose](): void;
1426
+ batch(high: Float64Array, low: Float64Array): Float64Array;
1427
+ isReady(): boolean;
1428
+ constructor();
1429
+ reset(): void;
1430
+ update(high: number, low: number): any;
1431
+ warmupPeriod(): number;
1432
+ }
1433
+
1285
1434
  export class GrangerCausality {
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1435
  free(): void;
1287
1436
  [Symbol.dispose](): void;
@@ -1434,6 +1583,15 @@ export class HighLowIndex {
1434
1583
  warmupPeriod(): number;
1435
1584
  }
1436
1585
 
1586
+ export class HighLowRange {
1587
+ free(): void;
1588
+ [Symbol.dispose](): void;
1589
+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
1590
+ constructor();
1591
+ reset(): void;
1592
+ update(open: number, high: number, low: number, close: number): number | undefined;
1593
+ }
1594
+
1437
1595
  export class HighWave {
1438
1596
  free(): void;
1439
1597
  [Symbol.dispose](): void;
@@ -1655,6 +1813,17 @@ export class JMA {
1655
1813
  warmupPeriod(): number;
1656
1814
  }
1657
1815
 
1816
+ export class JumpIndicator {
1817
+ free(): void;
1818
+ [Symbol.dispose](): void;
1819
+ batch(prices: Float64Array): Float64Array;
1820
+ isReady(): boolean;
1821
+ constructor(period: number, threshold: number);
1822
+ reset(): void;
1823
+ update(value: number): number | undefined;
1824
+ warmupPeriod(): number;
1825
+ }
1826
+
1658
1827
  export class KAMA {
1659
1828
  free(): void;
1660
1829
  [Symbol.dispose](): void;
@@ -1893,6 +2062,17 @@ export class LiquidationFeatures {
1893
2062
  warmupPeriod(): number;
1894
2063
  }
1895
2064
 
2065
+ export class LogReturn {
2066
+ free(): void;
2067
+ [Symbol.dispose](): void;
2068
+ batch(prices: Float64Array): Float64Array;
2069
+ isReady(): boolean;
2070
+ constructor(period: number);
2071
+ reset(): void;
2072
+ update(value: number): number | undefined;
2073
+ warmupPeriod(): number;
2074
+ }
2075
+
1896
2076
  export class LongLeggedDoji {
1897
2077
  free(): void;
1898
2078
  [Symbol.dispose](): void;
@@ -2346,6 +2526,16 @@ export class OrderBookImbalanceTopN {
2346
2526
  warmupPeriod(): number;
2347
2527
  }
2348
2528
 
2529
+ export class OrderFlowImbalance {
2530
+ free(): void;
2531
+ [Symbol.dispose](): void;
2532
+ isReady(): boolean;
2533
+ constructor(period: number);
2534
+ reset(): void;
2535
+ update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
2536
+ warmupPeriod(): number;
2537
+ }
2538
+
2349
2539
  export class OuHalfLife {
2350
2540
  free(): void;
2351
2541
  [Symbol.dispose](): void;
@@ -2706,6 +2896,17 @@ export class RealizedSpread {
2706
2896
  warmupPeriod(): number;
2707
2897
  }
2708
2898
 
2899
+ export class RealizedVolatility {
2900
+ free(): void;
2901
+ [Symbol.dispose](): void;
2902
+ batch(prices: Float64Array): Float64Array;
2903
+ isReady(): boolean;
2904
+ constructor(period: number);
2905
+ reset(): void;
2906
+ update(value: number): number | undefined;
2907
+ warmupPeriod(): number;
2908
+ }
2909
+
2709
2910
  export class RecoveryFactor {
2710
2911
  free(): void;
2711
2912
  [Symbol.dispose](): void;
@@ -2728,6 +2929,17 @@ export class RectangleRange {
2728
2929
  warmupPeriod(): number;
2729
2930
  }
2730
2931
 
2932
+ export class RegimeLabel {
2933
+ free(): void;
2934
+ [Symbol.dispose](): void;
2935
+ batch(prices: Float64Array): Float64Array;
2936
+ isReady(): boolean;
2937
+ constructor(vol_period: number, lookback: number);
2938
+ reset(): void;
2939
+ update(value: number): number | undefined;
2940
+ warmupPeriod(): number;
2941
+ }
2942
+
2731
2943
  export class RelativeStrengthAB {
2732
2944
  free(): void;
2733
2945
  [Symbol.dispose](): void;
@@ -2801,6 +3013,16 @@ export class RogersSatchellVolatility {
2801
3013
  warmupPeriod(): number;
2802
3014
  }
2803
3015
 
3016
+ export class RollMeasure {
3017
+ free(): void;
3018
+ [Symbol.dispose](): void;
3019
+ isReady(): boolean;
3020
+ constructor(period: number);
3021
+ reset(): void;
3022
+ update(price: number, size: number, is_buy: boolean): number | undefined;
3023
+ warmupPeriod(): number;
3024
+ }
3025
+
2804
3026
  export class RollingCorrelation {
2805
3027
  free(): void;
2806
3028
  [Symbol.dispose](): void;
@@ -2831,6 +3053,39 @@ export class RollingCovariance {
2831
3053
  warmupPeriod(): number;
2832
3054
  }
2833
3055
 
3056
+ export class RollingIqr {
3057
+ free(): void;
3058
+ [Symbol.dispose](): void;
3059
+ batch(prices: Float64Array): Float64Array;
3060
+ isReady(): boolean;
3061
+ constructor(period: number);
3062
+ reset(): void;
3063
+ update(value: number): number | undefined;
3064
+ warmupPeriod(): number;
3065
+ }
3066
+
3067
+ export class RollingPercentileRank {
3068
+ free(): void;
3069
+ [Symbol.dispose](): void;
3070
+ batch(prices: Float64Array): Float64Array;
3071
+ isReady(): boolean;
3072
+ constructor(period: number);
3073
+ reset(): void;
3074
+ update(value: number): number | undefined;
3075
+ warmupPeriod(): number;
3076
+ }
3077
+
3078
+ export class RollingQuantile {
3079
+ free(): void;
3080
+ [Symbol.dispose](): void;
3081
+ batch(prices: Float64Array): Float64Array;
3082
+ isReady(): boolean;
3083
+ constructor(period: number, quantile: number);
3084
+ reset(): void;
3085
+ update(value: number): number | undefined;
3086
+ warmupPeriod(): number;
3087
+ }
3088
+
2834
3089
  export class RollingVWAP {
2835
3090
  free(): void;
2836
3091
  [Symbol.dispose](): void;
@@ -3074,6 +3329,21 @@ export class SpinningTop {
3074
3329
  warmupPeriod(): number;
3075
3330
  }
3076
3331
 
3332
+ export class SpreadAr1Coefficient {
3333
+ free(): void;
3334
+ [Symbol.dispose](): void;
3335
+ /**
3336
+ * Batch over two equally-sized arrays. Returns one `f64` per
3337
+ * input position (`NaN` during warmup).
3338
+ */
3339
+ batch(x: Float64Array, y: Float64Array): Float64Array;
3340
+ isReady(): boolean;
3341
+ constructor(period: number);
3342
+ reset(): void;
3343
+ update(x: number, y: number): number | undefined;
3344
+ warmupPeriod(): number;
3345
+ }
3346
+
3077
3347
  export class SpreadBollingerBands {
3078
3348
  free(): void;
3079
3349
  [Symbol.dispose](): void;
@@ -3644,6 +3914,17 @@ export class TradeImbalance {
3644
3914
  warmupPeriod(): number;
3645
3915
  }
3646
3916
 
3917
+ export class TrendLabel {
3918
+ free(): void;
3919
+ [Symbol.dispose](): void;
3920
+ batch(prices: Float64Array): Float64Array;
3921
+ isReady(): boolean;
3922
+ constructor(period: number);
3923
+ reset(): void;
3924
+ update(value: number): number | undefined;
3925
+ warmupPeriod(): number;
3926
+ }
3927
+
3647
3928
  export class TreynorRatio {
3648
3929
  free(): void;
3649
3930
  [Symbol.dispose](): void;
@@ -3980,6 +4261,16 @@ export class Vortex {
3980
4261
  update(high: number, low: number, close: number): any;
3981
4262
  }
3982
4263
 
4264
+ export class Vpin {
4265
+ free(): void;
4266
+ [Symbol.dispose](): void;
4267
+ isReady(): boolean;
4268
+ constructor(bucket_volume: number, num_buckets: number);
4269
+ reset(): void;
4270
+ update(price: number, size: number, is_buy: boolean): number | undefined;
4271
+ warmupPeriod(): number;
4272
+ }
4273
+
3983
4274
  export class VwapStdDevBands {
3984
4275
  free(): void;
3985
4276
  [Symbol.dispose](): void;
@@ -4035,6 +4326,15 @@ export class WeightedClose {
4035
4326
  update(high: number, low: number, close: number): number | undefined;
4036
4327
  }
4037
4328
 
4329
+ export class WickRatio {
4330
+ free(): void;
4331
+ [Symbol.dispose](): void;
4332
+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
4333
+ constructor();
4334
+ reset(): void;
4335
+ update(open: number, high: number, low: number, close: number): number | undefined;
4336
+ }
4337
+
4038
4338
  export class WilliamsAD {
4039
4339
  free(): void;
4040
4340
  [Symbol.dispose](): void;
@@ -4071,6 +4371,17 @@ export class WilliamsR {
4071
4371
  warmupPeriod(): number;
4072
4372
  }
4073
4373
 
4374
+ export class WinRate {
4375
+ free(): void;
4376
+ [Symbol.dispose](): void;
4377
+ batch(prices: Float64Array): Float64Array;
4378
+ isReady(): boolean;
4379
+ constructor(period: number);
4380
+ reset(): void;
4381
+ update(value: number): number | undefined;
4382
+ warmupPeriod(): number;
4383
+ }
4384
+
4074
4385
  export class WoodiePivots {
4075
4386
  free(): void;
4076
4387
  [Symbol.dispose](): void;
package/wickra_wasm.js CHANGED
@@ -5,5 +5,5 @@ import { __wbg_set_wasm } from "./wickra_wasm_bg.js";
5
5
  __wbg_set_wasm(wasm);
6
6
 
7
7
  export {
8
- ADL, ADX, ADXR, ALMA, APO, ATR, AVGPRICE, AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AcceleratorOscillator, AdVolumeLine, AdaptiveCycle, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio, Alligator, Alpha, AnchoredRSI, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, Autocorrelation, AverageDailyRange, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BollingerBands, BollingerBandwidth, BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CCI, CFO, CMO, CalendarSpread, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, ClosingMarubozu, CoefficientOfVariation, Cointegration, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRSI, Coppock, Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DEMA, DPO, DX, DayOfWeekProfile, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar, Donchian, DonchianStop, DoubleBollinger, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, FAMA, FRAMA, FallingThreeMethods, FibonacciPivots, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GrangerCausality, GravestoneDoji, HMA, HT_DCPHASE, HT_PHASOR, HT_TRENDMODE, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi, HiLoActivator, HighLowIndex, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HomingPigeon, HurstChannel, HurstExponent, Ichimoku, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, IntradayVolatilityProfile, 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, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Microprice, MorningDojiStar, MorningEveningStar, NATR, NVI, NewHighsNewLows, OBV, OIPriceDivergence, OIWeighted, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife, OvernightGap, OvernightIntradayReturn, PGO, PLUS_DI, PLUS_DM, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, PiercingDarkCloud, PointAndFigureBars, ProfitFactor, QuotedSpread, ROC, ROCP, ROCR, ROCR100, RSI, RSquared, RVI, RVIVolatility, RWI, RealizedSpread, RecoveryFactor, RectangleRange, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingCorrelation, RollingCovariance, RollingVWAP, RoofingFilter, SAREXT, SMA, SMI, SMMA, STC, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, 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, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, TimeOfDayReturnProfile, TpoProfile, TradeImbalance, TreynorRatio, Triangle, Trin, TripleTopBottom, TrueRange, TtmSqueeze, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, VwapStdDevBands, WMA, WaveTrend, Wedge, WeightedClose, WilliamsAD, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
8
+ ADL, ADX, ADXR, ALMA, APO, ATR, AVGPRICE, AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AcceleratorOscillator, AdVolumeLine, AdaptiveCycle, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio, Alligator, Alpha, AmihudIlliquidity, AnchoredRSI, AnchoredVWAP, Aroon, AroonOscillator, AtrBands, AtrTrailingStop, AutoFib, Autocorrelation, AverageDailyRange, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BodySizePct, BollingerBands, BollingerBandwidth, BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CCI, CFO, CMO, CalendarSpread, CalmarRatio, Camarilla, CenterOfGravity, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, CoefficientOfVariation, Cointegration, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRSI, Coppock, Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DEMA, DPO, DX, DayOfWeekProfile, Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar, Donchian, DonchianStop, DoubleBollinger, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, EMA, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GoldenPocket, GrangerCausality, GravestoneDoji, HMA, HT_DCPHASE, HT_PHASOR, HT_TRENDMODE, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HomingPigeon, HurstChannel, HurstExponent, Ichimoku, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JMA, JumpIndicator, KAMA, KST, KVO, KagiBars, KalmanHedgeRatio, KellyCriterion, Keltner, Kicking, KickingByLength, Kurtosis, KylesLambda, LINEARREG_INTERCEPT, LadderBottom, LaguerreRSI, LeadLagCrossCorrelation, LinRegAngle, LinRegChannel, LinRegSlope, LinearRegression, LiquidationFeatures, LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MACD, MACDEXT, MACDFIX, MAMA, MFI, MIDPOINT, MIDPRICE, MINUS_DI, MINUS_DM, MOM, MaEnvelope, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Microprice, MorningDojiStar, MorningEveningStar, NATR, NVI, NewHighsNewLows, OBV, OIPriceDivergence, OIWeighted, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn, PGO, PLUS_DI, PLUS_DM, PMO, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, PiercingDarkCloud, PointAndFigureBars, ProfitFactor, QuotedSpread, ROC, ROCP, ROCR, ROCR100, RSI, RSquared, RVI, RVIVolatility, RWI, RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVWAP, RoofingFilter, SAREXT, SMA, SMI, SMMA, STC, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, 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, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, TimeOfDayReturnProfile, TpoProfile, TradeImbalance, TrendLabel, TreynorRatio, Triangle, Trin, TripleTopBottom, TrueRange, TtmSqueeze, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, Vortex, Vpin, VwapStdDevBands, WMA, WaveTrend, Wedge, WeightedClose, WickRatio, WilliamsAD, WilliamsFractals, WilliamsR, WinRate, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
9
9
  } from "./wickra_wasm_bg.js";