wickra-wasm 0.5.5 → 0.5.7

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 @@
1
1
  <p align="center">
2
- <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>
2
+ <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=420" alt="Wickra — streaming-first technical indicators" width="100%"></a>
3
3
  </p>
4
4
 
5
5
  [![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)**:
48
48
  [Node](https://docs.wickra.org/Quickstart-Node),
49
49
  [WASM](https://docs.wickra.org/Quickstart-WASM).
50
50
  - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
51
- every one of the 403 indicators; start at the
51
+ every one of the 420 indicators; start at the
52
52
  [indicators overview](https://docs.wickra.org/Indicators-Overview).
53
53
  - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
54
54
  [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -136,7 +136,7 @@ python -m benchmarks.compare_libraries
136
136
 
137
137
  ## Indicators
138
138
 
139
- 403 streaming-first indicators across twenty-four families. Every one passes the
139
+ 420 streaming-first indicators across twenty-four families. Every one passes the
140
140
  `batch == streaming` equivalence test, reference-value tests, and reset
141
141
  semantics tests. Each has a per-indicator deep dive (formula, parameters,
142
142
  warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -144,8 +144,8 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
144
144
  | Family | Indicators |
145
145
  |--------|-----------|
146
146
  | 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 |
147
- | 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) |
148
- | 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 |
147
+ | 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), Disparity Index, Fisher RSI, RSX, Dynamic Momentum Index, Stochastic CCI, RMI, Derivative Oscillator, Elder Ray, Intraday Momentum Index, QQE |
148
+ | 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, TTM Trend, Trend Strength Index, Qstick, Polarized Fractal Efficiency, Wave PM, Gator Oscillator, Kase Permission Stochastic |
149
149
  | Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
150
150
  | Volatility & Bands | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
151
151
  | 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 |
@@ -245,7 +245,7 @@ A Python live-trading example using the public `websockets` package lives at
245
245
  ```
246
246
  wickra/
247
247
  ├── crates/
248
- │ ├── wickra-core/ core engine + all 403 indicators
248
+ │ ├── wickra-core/ core engine + all 420 indicators
249
249
  │ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
250
250
  │ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
251
251
  ├── bindings/
package/package.json CHANGED
@@ -5,7 +5,7 @@
5
5
  "kingchenc <support@wickra.org>"
6
6
  ],
7
7
  "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
8
- "version": "0.5.5",
8
+ "version": "0.5.7",
9
9
  "license": "MIT OR Apache-2.0",
10
10
  "repository": {
11
11
  "type": "git",
package/wickra_wasm.d.ts CHANGED
@@ -917,6 +917,17 @@ export class DepthSlope {
917
917
  warmupPeriod(): number;
918
918
  }
919
919
 
920
+ export class DerivativeOscillator {
921
+ free(): void;
922
+ [Symbol.dispose](): void;
923
+ batch(prices: Float64Array): Float64Array;
924
+ isReady(): boolean;
925
+ constructor(rsi_period: number, smooth1: number, smooth2: number, signal_period: number);
926
+ reset(): void;
927
+ update(value: number): number | undefined;
928
+ warmupPeriod(): number;
929
+ }
930
+
920
931
  export class DetrendedStdDev {
921
932
  free(): void;
922
933
  [Symbol.dispose](): void;
@@ -928,6 +939,17 @@ export class DetrendedStdDev {
928
939
  warmupPeriod(): number;
929
940
  }
930
941
 
942
+ export class DisparityIndex {
943
+ free(): void;
944
+ [Symbol.dispose](): void;
945
+ batch(prices: Float64Array): Float64Array;
946
+ isReady(): boolean;
947
+ constructor(period: number);
948
+ reset(): void;
949
+ update(value: number): number | undefined;
950
+ warmupPeriod(): number;
951
+ }
952
+
931
953
  export class DistanceSsd {
932
954
  free(): void;
933
955
  [Symbol.dispose](): void;
@@ -1053,6 +1075,17 @@ export class DrawdownDuration {
1053
1075
  warmupPeriod(): number;
1054
1076
  }
1055
1077
 
1078
+ export class DynamicMomentumIndex {
1079
+ free(): void;
1080
+ [Symbol.dispose](): void;
1081
+ batch(prices: Float64Array): Float64Array;
1082
+ isReady(): boolean;
1083
+ constructor(period: number);
1084
+ reset(): void;
1085
+ update(value: number): number | undefined;
1086
+ warmupPeriod(): number;
1087
+ }
1088
+
1056
1089
  export class EHMA {
1057
1090
  free(): void;
1058
1091
  [Symbol.dispose](): void;
@@ -1127,6 +1160,23 @@ export class ElderImpulse {
1127
1160
  warmupPeriod(): number;
1128
1161
  }
1129
1162
 
1163
+ export class ElderRay {
1164
+ free(): void;
1165
+ [Symbol.dispose](): void;
1166
+ /**
1167
+ * Returns `[bull0, bear0, bull1, bear1, ...]`, length `2 * n`.
1168
+ */
1169
+ batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
1170
+ isReady(): boolean;
1171
+ constructor(period: number);
1172
+ reset(): void;
1173
+ /**
1174
+ * Streaming update. Returns `{ bullPower, bearPower }` once warm, else `null`.
1175
+ */
1176
+ update(high: number, low: number, close: number): any;
1177
+ warmupPeriod(): number;
1178
+ }
1179
+
1130
1180
  export class EmpiricalModeDecomposition {
1131
1181
  free(): void;
1132
1182
  [Symbol.dispose](): void;
@@ -1303,6 +1353,17 @@ export class FibonacciPivots {
1303
1353
  warmupPeriod(): number;
1304
1354
  }
1305
1355
 
1356
+ export class FisherRSI {
1357
+ free(): void;
1358
+ [Symbol.dispose](): void;
1359
+ batch(prices: Float64Array): Float64Array;
1360
+ isReady(): boolean;
1361
+ constructor(period: number);
1362
+ reset(): void;
1363
+ update(value: number): number | undefined;
1364
+ warmupPeriod(): number;
1365
+ }
1366
+
1306
1367
  export class FisherTransform {
1307
1368
  free(): void;
1308
1369
  [Symbol.dispose](): void;
@@ -1464,6 +1525,23 @@ export class Gartley {
1464
1525
  warmupPeriod(): number;
1465
1526
  }
1466
1527
 
1528
+ export class GatorOscillator {
1529
+ free(): void;
1530
+ [Symbol.dispose](): void;
1531
+ /**
1532
+ * Returns `[upper0, lower0, upper1, lower1, ...]`, length `2 * n`.
1533
+ */
1534
+ batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
1535
+ isReady(): boolean;
1536
+ constructor(jaw_period: number, teeth_period: number, lips_period: number);
1537
+ reset(): void;
1538
+ /**
1539
+ * Streaming update. Returns `{ upper, lower }` once warm, else `null`.
1540
+ */
1541
+ update(high: number, low: number, close: number): any;
1542
+ warmupPeriod(): number;
1543
+ }
1544
+
1467
1545
  export class GoldenPocket {
1468
1546
  free(): void;
1469
1547
  [Symbol.dispose](): void;
@@ -1735,6 +1813,23 @@ export class HurstExponent {
1735
1813
  warmupPeriod(): number;
1736
1814
  }
1737
1815
 
1816
+ export class IMI {
1817
+ free(): void;
1818
+ [Symbol.dispose](): void;
1819
+ /**
1820
+ * Batch over open/high/low/close arrays; `NaN` during warmup.
1821
+ */
1822
+ batch(open: Float64Array, high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
1823
+ isReady(): boolean;
1824
+ constructor(period: number);
1825
+ reset(): void;
1826
+ /**
1827
+ * Streaming update over one candle's open/high/low/close.
1828
+ */
1829
+ update(open: number, high: number, low: number, close: number): number | undefined;
1830
+ warmupPeriod(): number;
1831
+ }
1832
+
1738
1833
  export class Ichimoku {
1739
1834
  free(): void;
1740
1835
  [Symbol.dispose](): void;
@@ -1943,6 +2038,23 @@ export class KalmanHedgeRatio {
1943
2038
  warmupPeriod(): number;
1944
2039
  }
1945
2040
 
2041
+ export class KasePermissionStochastic {
2042
+ free(): void;
2043
+ [Symbol.dispose](): void;
2044
+ /**
2045
+ * Returns `[fast0, slow0, fast1, slow1, ...]`, length `2 * n`.
2046
+ */
2047
+ batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
2048
+ isReady(): boolean;
2049
+ constructor(length: number, smooth: number);
2050
+ reset(): void;
2051
+ /**
2052
+ * Streaming update. Returns `{ fast, slow }` once warm, else `null`.
2053
+ */
2054
+ update(high: number, low: number, close: number): any;
2055
+ warmupPeriod(): number;
2056
+ }
2057
+
1946
2058
  export class KellyCriterion {
1947
2059
  free(): void;
1948
2060
  [Symbol.dispose](): void;
@@ -2678,6 +2790,17 @@ export class PMO {
2678
2790
  warmupPeriod(): number;
2679
2791
  }
2680
2792
 
2793
+ export class POLARIZED_FRACTAL_EFFICIENCY {
2794
+ free(): void;
2795
+ [Symbol.dispose](): void;
2796
+ batch(prices: Float64Array): Float64Array;
2797
+ isReady(): boolean;
2798
+ constructor(period: number, smoothing: number);
2799
+ reset(): void;
2800
+ update(value: number): number | undefined;
2801
+ warmupPeriod(): number;
2802
+ }
2803
+
2681
2804
  export class PPO {
2682
2805
  free(): void;
2683
2806
  [Symbol.dispose](): void;
@@ -2842,6 +2965,40 @@ export class ProfitFactor {
2842
2965
  warmupPeriod(): number;
2843
2966
  }
2844
2967
 
2968
+ export class QQE {
2969
+ free(): void;
2970
+ [Symbol.dispose](): void;
2971
+ /**
2972
+ * Returns `[rsiMa0, trailing0, rsiMa1, trailing1, ...]`, length `2 * n`.
2973
+ */
2974
+ batch(prices: Float64Array): Float64Array;
2975
+ isReady(): boolean;
2976
+ constructor(rsi_period: number, smoothing: number, factor: number);
2977
+ reset(): void;
2978
+ /**
2979
+ * Streaming update. Returns `{ rsiMa, trailingLine }` once warm, else `null`.
2980
+ */
2981
+ update(value: number): any;
2982
+ warmupPeriod(): number;
2983
+ }
2984
+
2985
+ export class Qstick {
2986
+ free(): void;
2987
+ [Symbol.dispose](): void;
2988
+ /**
2989
+ * Batch over open/close arrays; `NaN` during warmup.
2990
+ */
2991
+ batch(open: Float64Array, close: Float64Array): Float64Array;
2992
+ isReady(): boolean;
2993
+ constructor(period: number);
2994
+ reset(): void;
2995
+ /**
2996
+ * Streaming update over one candle's open and close.
2997
+ */
2998
+ update(open: number, close: number): number | undefined;
2999
+ warmupPeriod(): number;
3000
+ }
3001
+
2845
3002
  export class QuotedSpread {
2846
3003
  free(): void;
2847
3004
  [Symbol.dispose](): void;
@@ -2852,6 +3009,17 @@ export class QuotedSpread {
2852
3009
  warmupPeriod(): number;
2853
3010
  }
2854
3011
 
3012
+ export class RMI {
3013
+ free(): void;
3014
+ [Symbol.dispose](): void;
3015
+ batch(prices: Float64Array): Float64Array;
3016
+ isReady(): boolean;
3017
+ constructor(period: number, momentum: number);
3018
+ reset(): void;
3019
+ update(value: number): number | undefined;
3020
+ warmupPeriod(): number;
3021
+ }
3022
+
2855
3023
  export class ROC {
2856
3024
  free(): void;
2857
3025
  [Symbol.dispose](): void;
@@ -2907,6 +3075,17 @@ export class RSI {
2907
3075
  warmupPeriod(): number;
2908
3076
  }
2909
3077
 
3078
+ export class RSX {
3079
+ free(): void;
3080
+ [Symbol.dispose](): void;
3081
+ batch(prices: Float64Array): Float64Array;
3082
+ isReady(): boolean;
3083
+ constructor(period: number);
3084
+ reset(): void;
3085
+ update(value: number): number | undefined;
3086
+ warmupPeriod(): number;
3087
+ }
3088
+
2910
3089
  export class RSquared {
2911
3090
  free(): void;
2912
3091
  [Symbol.dispose](): void;
@@ -3557,6 +3736,15 @@ export class Stochastic {
3557
3736
  warmupPeriod(): number;
3558
3737
  }
3559
3738
 
3739
+ export class StochasticCCI {
3740
+ free(): void;
3741
+ [Symbol.dispose](): void;
3742
+ batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
3743
+ constructor(period: number);
3744
+ reset(): void;
3745
+ update(high: number, low: number, close: number): number | undefined;
3746
+ }
3747
+
3560
3748
  export class SuperSmoother {
3561
3749
  free(): void;
3562
3750
  [Symbol.dispose](): void;
@@ -3774,6 +3962,17 @@ export class TII {
3774
3962
  warmupPeriod(): number;
3775
3963
  }
3776
3964
 
3965
+ export class TREND_STRENGTH_INDEX {
3966
+ free(): void;
3967
+ [Symbol.dispose](): void;
3968
+ batch(prices: Float64Array): Float64Array;
3969
+ isReady(): boolean;
3970
+ constructor(period: number);
3971
+ reset(): void;
3972
+ update(value: number): number | undefined;
3973
+ warmupPeriod(): number;
3974
+ }
3975
+
3777
3976
  export class TRIMA {
3778
3977
  free(): void;
3779
3978
  [Symbol.dispose](): void;
@@ -3827,6 +4026,15 @@ export class TSV {
3827
4026
  update(close: number, volume: number): number | undefined;
3828
4027
  }
3829
4028
 
4029
+ export class TTM_TREND {
4030
+ free(): void;
4031
+ [Symbol.dispose](): void;
4032
+ batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
4033
+ constructor(period: number);
4034
+ reset(): void;
4035
+ update(high: number, low: number, close: number): number | undefined;
4036
+ }
4037
+
3830
4038
  export class TakerBuySellRatio {
3831
4039
  free(): void;
3832
4040
  [Symbol.dispose](): void;
@@ -4362,6 +4570,17 @@ export class VwapStdDevBands {
4362
4570
  warmupPeriod(): number;
4363
4571
  }
4364
4572
 
4573
+ export class WAVE_PM {
4574
+ free(): void;
4575
+ [Symbol.dispose](): void;
4576
+ batch(prices: Float64Array): Float64Array;
4577
+ isReady(): boolean;
4578
+ constructor(length: number, smoothing: number);
4579
+ reset(): void;
4580
+ update(value: number): number | undefined;
4581
+ warmupPeriod(): number;
4582
+ }
4583
+
4365
4584
  export class WMA {
4366
4585
  free(): void;
4367
4586
  [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, 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
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, DerivativeOscillator, DetrendedStdDev, DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian, DonchianStop, DoubleBollinger, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, DynamicMomentumIndex, EHMA, EMA, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, ElderRay, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherRSI, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GD, GMA, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GatorOscillator, 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, IMI, Ichimoku, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JMA, JumpIndicator, KAMA, KST, KVO, KagiBars, KalmanHedgeRatio, KasePermissionStochastic, 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, POLARIZED_FRACTAL_EFFICIENCY, PPO, PSAR, PVI, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, PiercingDarkCloud, PointAndFigureBars, ProfitFactor, QQE, Qstick, QuotedSpread, RMI, ROC, ROCP, ROCR, ROCR100, RSI, RSX, 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, StochasticCCI, SuperSmoother, SuperTrend, T3, TDCombo, TDCountdown, TDDeMarker, TDDifferential, TDLines, TDOpen, TDPressure, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TEMA, TII, TREND_STRENGTH_INDEX, TRIMA, TRIX, TSF, TSI, TSV, TTM_TREND, 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, WAVE_PM, 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";