wickra-wasm 0.5.3 → 0.5.5

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=377" 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=403" 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 377 indicators; start at the
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+ every one of the 403 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),
@@ -136,14 +136,14 @@ python -m benchmarks.compare_libraries
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  ## Indicators
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- 377 streaming-first indicators across twenty-four families. Every one passes the
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+ 403 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).
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  | Family | Indicators |
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  |--------|-----------|
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- | Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
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+ | Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, SWMA, GMA, EHMA, Median MA, Adaptive Laguerre, GD, Holt-Winters |
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  | Momentum Oscillators | RSI (Wilder), Anchored RSI, Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia, ROC Percentage (ROCP), ROC Ratio (ROCR), ROC Ratio 100 (ROCR100) |
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  | Trend & Directional | MACD, MACD Fixed (MACDFIX), MACD Extended (MACDEXT), 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, Plus DM, Minus DM, Plus DI, Minus DI, DX |
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  | Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
@@ -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 |
@@ -161,7 +161,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
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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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  | 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 |
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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 |
@@ -245,7 +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 377 indicators
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+ │ ├── wickra-core/ core engine + all 403 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": "0.5.3",
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+ "version": "0.5.5",
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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
@@ -154,6 +154,17 @@ export class AdaptiveCycle {
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  warmupPeriod(): number;
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  }
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+ export class AdaptiveLaguerre {
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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 AdvanceBlock {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -213,6 +224,16 @@ 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;
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+ }
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+
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  export class AnchoredRSI {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -407,6 +428,15 @@ export class BetaNeutralSpread {
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  warmupPeriod(): number;
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  }
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+ export class BodySizePct {
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+ 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 BollingerBands {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -625,6 +655,15 @@ export class ClassicPivots {
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  warmupPeriod(): number;
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  }
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+ export class CloseVsOpen {
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+ 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;
@@ -1014,6 +1053,17 @@ export class DrawdownDuration {
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  warmupPeriod(): number;
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  }
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+ export class EHMA {
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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 EMA {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -1110,6 +1160,17 @@ export class EveningDojiStar {
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  warmupPeriod(): number;
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  }
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+ 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;
@@ -1337,6 +1398,28 @@ export class FundingRateZScore {
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  warmupPeriod(): number;
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  }
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1400
 
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+ export class GD {
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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, v: number);
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+ reset(): void;
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+ update(value: number): number | undefined;
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+ warmupPeriod(): number;
1410
+ }
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+
1412
+ export class GMA {
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+ free(): void;
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+ [Symbol.dispose](): void;
1415
+ batch(prices: Float64Array): Float64Array;
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+ isReady(): boolean;
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+ constructor(period: number);
1418
+ reset(): void;
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+ update(value: number): number | undefined;
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+ warmupPeriod(): number;
1421
+ }
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+
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  export class GainLossRatio {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -1544,6 +1627,15 @@ export class HighLowIndex {
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  warmupPeriod(): number;
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  }
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1629
 
1630
+ export class HighLowRange {
1631
+ free(): void;
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+ [Symbol.dispose](): void;
1633
+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
1634
+ constructor();
1635
+ reset(): void;
1636
+ update(open: number, high: number, low: number, close: number): number | undefined;
1637
+ }
1638
+
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1639
  export class HighWave {
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  free(): void;
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  [Symbol.dispose](): void;
@@ -1599,6 +1691,17 @@ export class HistoricalVolatility {
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  warmupPeriod(): number;
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  }
1601
1693
 
1694
+ export class HoltWinters {
1695
+ free(): void;
1696
+ [Symbol.dispose](): void;
1697
+ batch(prices: Float64Array): Float64Array;
1698
+ isReady(): boolean;
1699
+ constructor(alpha: number, beta: number);
1700
+ reset(): void;
1701
+ update(value: number): number | undefined;
1702
+ warmupPeriod(): number;
1703
+ }
1704
+
1602
1705
  export class HomingPigeon {
1603
1706
  free(): void;
1604
1707
  [Symbol.dispose](): void;
@@ -1765,6 +1868,17 @@ export class JMA {
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1868
  warmupPeriod(): number;
1766
1869
  }
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1870
 
1871
+ export class JumpIndicator {
1872
+ free(): void;
1873
+ [Symbol.dispose](): void;
1874
+ batch(prices: Float64Array): Float64Array;
1875
+ isReady(): boolean;
1876
+ constructor(period: number, threshold: number);
1877
+ reset(): void;
1878
+ update(value: number): number | undefined;
1879
+ warmupPeriod(): number;
1880
+ }
1881
+
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1882
  export class KAMA {
1769
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  free(): void;
1770
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  [Symbol.dispose](): void;
@@ -2003,6 +2117,17 @@ export class LiquidationFeatures {
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2117
  warmupPeriod(): number;
2004
2118
  }
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2119
 
2120
+ export class LogReturn {
2121
+ free(): void;
2122
+ [Symbol.dispose](): void;
2123
+ batch(prices: Float64Array): Float64Array;
2124
+ isReady(): boolean;
2125
+ constructor(period: number);
2126
+ reset(): void;
2127
+ update(value: number): number | undefined;
2128
+ warmupPeriod(): number;
2129
+ }
2130
+
2006
2131
  export class LongLeggedDoji {
2007
2132
  free(): void;
2008
2133
  [Symbol.dispose](): void;
@@ -2268,6 +2393,17 @@ export class MedianAbsoluteDeviation {
2268
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  warmupPeriod(): number;
2269
2394
  }
2270
2395
 
2396
+ export class MedianMA {
2397
+ free(): void;
2398
+ [Symbol.dispose](): void;
2399
+ batch(prices: Float64Array): Float64Array;
2400
+ isReady(): boolean;
2401
+ constructor(period: number);
2402
+ reset(): void;
2403
+ update(value: number): number | undefined;
2404
+ warmupPeriod(): number;
2405
+ }
2406
+
2271
2407
  export class MedianPrice {
2272
2408
  free(): void;
2273
2409
  [Symbol.dispose](): void;
@@ -2456,6 +2592,16 @@ export class OrderBookImbalanceTopN {
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  warmupPeriod(): number;
2457
2593
  }
2458
2594
 
2595
+ export class OrderFlowImbalance {
2596
+ free(): void;
2597
+ [Symbol.dispose](): void;
2598
+ isReady(): boolean;
2599
+ constructor(period: number);
2600
+ reset(): void;
2601
+ update(bid_px: Float64Array, bid_sz: Float64Array, ask_px: Float64Array, ask_sz: Float64Array): number | undefined;
2602
+ warmupPeriod(): number;
2603
+ }
2604
+
2459
2605
  export class OuHalfLife {
2460
2606
  free(): void;
2461
2607
  [Symbol.dispose](): void;
@@ -2816,6 +2962,17 @@ export class RealizedSpread {
2816
2962
  warmupPeriod(): number;
2817
2963
  }
2818
2964
 
2965
+ export class RealizedVolatility {
2966
+ free(): void;
2967
+ [Symbol.dispose](): void;
2968
+ batch(prices: Float64Array): Float64Array;
2969
+ isReady(): boolean;
2970
+ constructor(period: number);
2971
+ reset(): void;
2972
+ update(value: number): number | undefined;
2973
+ warmupPeriod(): number;
2974
+ }
2975
+
2819
2976
  export class RecoveryFactor {
2820
2977
  free(): void;
2821
2978
  [Symbol.dispose](): void;
@@ -2838,6 +2995,17 @@ export class RectangleRange {
2838
2995
  warmupPeriod(): number;
2839
2996
  }
2840
2997
 
2998
+ export class RegimeLabel {
2999
+ free(): void;
3000
+ [Symbol.dispose](): void;
3001
+ batch(prices: Float64Array): Float64Array;
3002
+ isReady(): boolean;
3003
+ constructor(vol_period: number, lookback: number);
3004
+ reset(): void;
3005
+ update(value: number): number | undefined;
3006
+ warmupPeriod(): number;
3007
+ }
3008
+
2841
3009
  export class RelativeStrengthAB {
2842
3010
  free(): void;
2843
3011
  [Symbol.dispose](): void;
@@ -2911,6 +3079,16 @@ export class RogersSatchellVolatility {
2911
3079
  warmupPeriod(): number;
2912
3080
  }
2913
3081
 
3082
+ export class RollMeasure {
3083
+ free(): void;
3084
+ [Symbol.dispose](): void;
3085
+ isReady(): boolean;
3086
+ constructor(period: number);
3087
+ reset(): void;
3088
+ update(price: number, size: number, is_buy: boolean): number | undefined;
3089
+ warmupPeriod(): number;
3090
+ }
3091
+
2914
3092
  export class RollingCorrelation {
2915
3093
  free(): void;
2916
3094
  [Symbol.dispose](): void;
@@ -2941,6 +3119,39 @@ export class RollingCovariance {
2941
3119
  warmupPeriod(): number;
2942
3120
  }
2943
3121
 
3122
+ export class RollingIqr {
3123
+ free(): void;
3124
+ [Symbol.dispose](): void;
3125
+ batch(prices: Float64Array): Float64Array;
3126
+ isReady(): boolean;
3127
+ constructor(period: number);
3128
+ reset(): void;
3129
+ update(value: number): number | undefined;
3130
+ warmupPeriod(): number;
3131
+ }
3132
+
3133
+ export class RollingPercentileRank {
3134
+ free(): void;
3135
+ [Symbol.dispose](): void;
3136
+ batch(prices: Float64Array): Float64Array;
3137
+ isReady(): boolean;
3138
+ constructor(period: number);
3139
+ reset(): void;
3140
+ update(value: number): number | undefined;
3141
+ warmupPeriod(): number;
3142
+ }
3143
+
3144
+ export class RollingQuantile {
3145
+ free(): void;
3146
+ [Symbol.dispose](): void;
3147
+ batch(prices: Float64Array): Float64Array;
3148
+ isReady(): boolean;
3149
+ constructor(period: number, quantile: number);
3150
+ reset(): void;
3151
+ update(value: number): number | undefined;
3152
+ warmupPeriod(): number;
3153
+ }
3154
+
2944
3155
  export class RollingVWAP {
2945
3156
  free(): void;
2946
3157
  [Symbol.dispose](): void;
@@ -3017,6 +3228,17 @@ export class STC {
3017
3228
  warmupPeriod(): number;
3018
3229
  }
3019
3230
 
3231
+ export class SWMA {
3232
+ free(): void;
3233
+ [Symbol.dispose](): void;
3234
+ batch(prices: Float64Array): Float64Array;
3235
+ isReady(): boolean;
3236
+ constructor(period: number);
3237
+ reset(): void;
3238
+ update(value: number): number | undefined;
3239
+ warmupPeriod(): number;
3240
+ }
3241
+
3020
3242
  export class SeasonalZScore {
3021
3243
  free(): void;
3022
3244
  [Symbol.dispose](): void;
@@ -3184,6 +3406,21 @@ export class SpinningTop {
3184
3406
  warmupPeriod(): number;
3185
3407
  }
3186
3408
 
3409
+ export class SpreadAr1Coefficient {
3410
+ free(): void;
3411
+ [Symbol.dispose](): void;
3412
+ /**
3413
+ * Batch over two equally-sized arrays. Returns one `f64` per
3414
+ * input position (`NaN` during warmup).
3415
+ */
3416
+ batch(x: Float64Array, y: Float64Array): Float64Array;
3417
+ isReady(): boolean;
3418
+ constructor(period: number);
3419
+ reset(): void;
3420
+ update(x: number, y: number): number | undefined;
3421
+ warmupPeriod(): number;
3422
+ }
3423
+
3187
3424
  export class SpreadBollingerBands {
3188
3425
  free(): void;
3189
3426
  [Symbol.dispose](): void;
@@ -3754,6 +3991,17 @@ export class TradeImbalance {
3754
3991
  warmupPeriod(): number;
3755
3992
  }
3756
3993
 
3994
+ export class TrendLabel {
3995
+ free(): void;
3996
+ [Symbol.dispose](): void;
3997
+ batch(prices: Float64Array): Float64Array;
3998
+ isReady(): boolean;
3999
+ constructor(period: number);
4000
+ reset(): void;
4001
+ update(value: number): number | undefined;
4002
+ warmupPeriod(): number;
4003
+ }
4004
+
3757
4005
  export class TreynorRatio {
3758
4006
  free(): void;
3759
4007
  [Symbol.dispose](): void;
@@ -4090,6 +4338,16 @@ export class Vortex {
4090
4338
  update(high: number, low: number, close: number): any;
4091
4339
  }
4092
4340
 
4341
+ export class Vpin {
4342
+ free(): void;
4343
+ [Symbol.dispose](): void;
4344
+ isReady(): boolean;
4345
+ constructor(bucket_volume: number, num_buckets: number);
4346
+ reset(): void;
4347
+ update(price: number, size: number, is_buy: boolean): number | undefined;
4348
+ warmupPeriod(): number;
4349
+ }
4350
+
4093
4351
  export class VwapStdDevBands {
4094
4352
  free(): void;
4095
4353
  [Symbol.dispose](): void;
@@ -4145,6 +4403,15 @@ export class WeightedClose {
4145
4403
  update(high: number, low: number, close: number): number | undefined;
4146
4404
  }
4147
4405
 
4406
+ export class WickRatio {
4407
+ free(): void;
4408
+ [Symbol.dispose](): void;
4409
+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
4410
+ constructor();
4411
+ reset(): void;
4412
+ update(open: number, high: number, low: number, close: number): number | undefined;
4413
+ }
4414
+
4148
4415
  export class WilliamsAD {
4149
4416
  free(): void;
4150
4417
  [Symbol.dispose](): void;
@@ -4181,6 +4448,17 @@ export class WilliamsR {
4181
4448
  warmupPeriod(): number;
4182
4449
  }
4183
4450
 
4451
+ export class WinRate {
4452
+ free(): void;
4453
+ [Symbol.dispose](): void;
4454
+ batch(prices: Float64Array): Float64Array;
4455
+ isReady(): boolean;
4456
+ constructor(period: number);
4457
+ reset(): void;
4458
+ update(value: number): number | undefined;
4459
+ warmupPeriod(): number;
4460
+ }
4461
+
4184
4462
  export class WoodiePivots {
4185
4463
  free(): void;
4186
4464
  [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, AutoFib, 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, 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, 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, AdaptiveLaguerre, 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, EHMA, 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, GD, GMA, 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, HoltWinters, 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, MedianMA, 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, SWMA, 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";