wickra-wasm 0.5.7 → 0.5.9
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 +137 -75
- package/package.json +1 -1
- package/wickra_wasm.d.ts +33 -0
- package/wickra_wasm.js +1 -1
- package/wickra_wasm_bg.js +241 -0
- package/wickra_wasm_bg.wasm +0 -0
package/README.md
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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=
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<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=423" alt="Wickra — streaming-first technical indicators" width="100%"></a>
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</p>
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[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
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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
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every one of the 423 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),
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## Why Wickra exists
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Wickra started as a personal itch. The existing TA libraries never quite fit the
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projects I was building, so I decided to build one from the ground up — partly to
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learn, partly because I genuinely enjoy taking something that already exists and
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trying to do it differently (and, ideally, better). It's open source because the
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useful version of that itch is the one other people can build on too.
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Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
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| Library | Install | Streaming | Languages | Indicators | Active |
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|------------------|-------------|-------------|-----------------------------|-----------:|--------|
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| **★ Wickra**| **clean** | **yes, O(1)** | **Python · Node · WASM · Rust** | **423** | **yes** |
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| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
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| ta-rs | clean | yes | Rust only | ~30 | stale |
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| yata | clean | partial | Rust only | ~35 | yes |
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| TA-Lib | yes (C deps)| no | many bindings | ~150 | barely |
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| pandas-ta | clean | no | Python | ~130 | slow |
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| finta | clean | no | Python | ~80 | stale |
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| talipp | clean | yes | Python | ~40 | yes |
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Wickra's edge is **breadth with reach**: 423 indicators that all update in O(1)
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per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
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single engine.
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**On speed — and why Wickra isn't the fastest.** It deliberately isn't. The
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leaner Rust crates (kand, ta-rs) win several of the micro-benchmarks below, and
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those losses are shown rather than hidden. The gap is a *choice*, not a ceiling:
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every `update` validates its input, runs a real warmup before it emits a value,
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and returns an `Option` so a single bad tick can't silently poison the state.
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ta-rs, by contrast, hands back a bare `f64` from the first tick with no
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validation. If Wickra threw all of that away — raw `f64` out, no checks, no
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warmup contract — it would match or beat the leanest crate on every row. It
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keeps the guarantees instead, and still wins RSI, Bollinger and ATR against kand.
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What no other library matches is the *combination*: catalogue size, native O(1)
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streaming, NaN-safety, and four first-class language targets at once.
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## Benchmarks
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Three comparisons, split by layer and mode. Read them as **relative** speedups
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on identical input — absolute µs depend on CPU, memory clock and OS scheduler,
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not a universal contract.
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- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
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Rust 1.92 (release
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Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
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- **Reproduce yourself:**
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- Rust core vs Rust crates: `cargo bench -p wickra-bench`
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- Python vs Python libs: `pip install -e bindings/python[bench]` then
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`python -m benchmarks.compare_libraries` (auto-detects installed peers).
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### 1. Rust core vs the other Rust TA crates
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Like-for-like, no language-binding overhead, over a 50 000-bar series (µs for
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the whole series, lower = faster). This is the honest engine comparison —
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Wickra wins some and loses some, and both are shown.
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**Streaming** (one value fed per `update`):
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| Indicator | **★ Wickra** | kand | ta-rs | yata |
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|------------------|------------------:|-----:|------:|-----:|
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| SMA(20) | 50 | 38 | 47 | 38 |
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| EMA(20) | 154 | 69 | 56 | 69 |
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| RSI(14) | 164 | 216 | 74 | — |
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| MACD(12, 26, 9) | 275 | 143 | 66 | — |
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| Bollinger(20, 2) | **128 ★** | 248 | 168 | — |
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| ATR(14) | 152 | 166 | 61 | — |
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**Batch** (whole series at once). Only Wickra and kand expose a batch API;
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ta-rs and yata are streaming-only.
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| Indicator | **★ Wickra** | kand |
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|------------------|------------------:|-----:|
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| SMA(20) | 82 | 42 |
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| EMA(20) | 159 | 74 |
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| RSI(14) | **253 ★** | 274 |
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| MACD(12, 26, 9) | 681 | 283 |
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| Bollinger(20, 2) | **445 ★** | 462 |
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| ATR(14) | 175 | 173 |
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ta-rs is the per-indicator speed champion on almost every row — it returns a
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bare `f64` with no warmup state and no input validation, trading away the
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`None`-warmup and NaN-safety semantics Wickra keeps. Against kand, Wickra wins
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streaming RSI, Bollinger and ATR (and batch RSI + Bollinger); Bollinger is the
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one row where Wickra is the outright fastest of all four. The leaner crates
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still win the pure recurrences (EMA, MACD) and SMA. yata exposes only SMA/EMA as
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raw-value methods, so its other rows are omitted rather than faked.
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### 2. Python vs the Python TA ecosystem — batch
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Full pass over a 20 000-bar series, µs/op (lower = faster). **★** per row.
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| Indicator | **★ Wickra** | finta | TA-Lib | tulipy |
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|------------------|------------------:|---------------------|--------|--------|
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| SMA(20) | **59.6 ★** | 354.2 (5.9× slower) | ⧗ | ⧗ |
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| EMA(20) | **88.4 ★** | 309.3 (3.5× slower) | ⧗ | ⧗ |
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| RSI(14) | **77.3 ★** | 1 283 (16.6× slower)| ⧗ | ⧗ |
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| MACD(12, 26, 9) | **116.4 ★** | 529.5 (4.6× slower) | ⧗ | ⧗ |
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| Bollinger(20, 2) | **146.0 ★** | 1 246 (8.5× slower) | ⧗ | ⧗ |
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| ATR(14) | **135.8 ★** | 3 812 (28× slower) | ⧗ | ⧗ |
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> ⧗ = published by the CI Linux job. TA-Lib and tulipy ship C extensions that
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> don't build cleanly on every desktop, so their canonical numbers come from the
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> `cross-library-bench` workflow rather than this local table. pandas-ta needs
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> Python ≥ 3.12 and isn't in the 3.11 CI matrix. The script auto-detects
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> whichever peers are installed in your environment.
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### 3. Python — streaming (per-tick latency)
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Seed 5 000 bars, then feed ticks one at a time. talipp is the only Python peer
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with a true incremental API; batch-only libraries like TA-Lib must recompute the
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entire history on every tick — Wickra updates in O(1).
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| Indicator | **★ Wickra (per tick)** | talipp (per tick) |
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| SMA(20) | **0.067 µs ★** | 0.63 µs (9.4× slower) |
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| EMA(20) | **0.051 µs ★** | 0.63 µs (12.2× slower) |
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| RSI(14) | **0.053 µs ★** | 1.00 µs (19.1× slower) |
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| MACD(12, 26, 9) | **0.071 µs ★** | 3.64 µs (51.5× slower) |
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| Bollinger(20, 2) | **0.085 µs ★** | 4.87 µs (57.2× slower) |
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Run the suite yourself:
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```bash
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cargo bench -p wickra-bench # Rust core vs kand / ta-rs / yata
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pip install -e bindings/python[bench] # Python peers
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python -m benchmarks.compare_libraries
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```
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## Indicators
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423 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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| 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), Disparity Index, Fisher RSI, RSX, Dynamic Momentum Index, Stochastic CCI, RMI, Derivative Oscillator, Elder Ray, Intraday Momentum Index, QQE |
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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, TTM Trend, Trend Strength Index, Qstick, Polarized Fractal Efficiency, Wave PM, Gator Oscillator, Kase Permission Stochastic |
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| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
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| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC, TSF Oscillator, MACD Histogram, PPO Histogram |
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| 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 |
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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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```
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wickra/
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├── crates/
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│ ├── wickra-core/ core engine + all
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│ ├── wickra-core/ core engine + all 423 indicators
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│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
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│
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│ ├── wickra-data/ CSV reader, tick aggregator, live exchange feeds
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│ └── wickra-bench/ internal cross-library benchmark harness (not published)
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├── bindings/
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│ ├── python/ PyO3 + maturin (publishes on PyPI)
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│ ├── node/ napi-rs (publishes on npm)
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└── .github/workflows/ CI and release pipelines
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```
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Wickra's own regression benchmarks live in `crates/wickra/benches/`; the
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cross-library comparison against kand, ta-rs and yata lives in the internal
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`crates/wickra-bench/` crate. Runnable Rust examples live in the workspace member
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crate at `examples/rust/`. There is no top-level `benches/` directory.
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## Building everything from source
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# Rust core + tests
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cargo test --workspace
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cargo clippy --workspace --all-targets -- -D warnings
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cargo bench -p wickra
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cargo bench -p wickra # Wickra's own regression benchmarks
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cargo bench -p wickra-bench # cross-library comparison (kand, ta-rs, yata)
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# Python binding (requires Rust toolchain + maturin)
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cd bindings/python
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If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
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</p>
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<a href="https://github.com/wickra-lib/wickra">
|
|
432
|
+
<img alt="Star Wickra on GitHub"
|
|
433
|
+
src="https://img.shields.io/badge/%E2%AD%90%20Star%20Wickra%20on%20GitHub-1f2328?style=for-the-badge&logo=github&logoColor=ffd866&labelColor=1f2328">
|
|
434
|
+
</a>
|
|
435
|
+
</p>
|
package/package.json
CHANGED
package/wickra_wasm.d.ts
CHANGED
|
@@ -2401,6 +2401,17 @@ export class MaEnvelope {
|
|
|
2401
2401
|
warmupPeriod(): number;
|
|
2402
2402
|
}
|
|
2403
2403
|
|
|
2404
|
+
export class MacdHistogram {
|
|
2405
|
+
free(): void;
|
|
2406
|
+
[Symbol.dispose](): void;
|
|
2407
|
+
batch(prices: Float64Array): Float64Array;
|
|
2408
|
+
isReady(): boolean;
|
|
2409
|
+
constructor(fast: number, slow: number, signal: number);
|
|
2410
|
+
reset(): void;
|
|
2411
|
+
update(value: number): number | undefined;
|
|
2412
|
+
warmupPeriod(): number;
|
|
2413
|
+
}
|
|
2414
|
+
|
|
2404
2415
|
export class MarketFacilitationIndex {
|
|
2405
2416
|
free(): void;
|
|
2406
2417
|
[Symbol.dispose](): void;
|
|
@@ -2954,6 +2965,17 @@ export class PointAndFigureBars {
|
|
|
2954
2965
|
update(close: number): Array<any>;
|
|
2955
2966
|
}
|
|
2956
2967
|
|
|
2968
|
+
export class PpoHistogram {
|
|
2969
|
+
free(): void;
|
|
2970
|
+
[Symbol.dispose](): void;
|
|
2971
|
+
batch(prices: Float64Array): Float64Array;
|
|
2972
|
+
isReady(): boolean;
|
|
2973
|
+
constructor(fast: number, slow: number, signal: number);
|
|
2974
|
+
reset(): void;
|
|
2975
|
+
update(value: number): number | undefined;
|
|
2976
|
+
warmupPeriod(): number;
|
|
2977
|
+
}
|
|
2978
|
+
|
|
2957
2979
|
export class ProfitFactor {
|
|
2958
2980
|
free(): void;
|
|
2959
2981
|
[Symbol.dispose](): void;
|
|
@@ -4262,6 +4284,17 @@ export class TrueRange {
|
|
|
4262
4284
|
update(high: number, low: number, close: number): number | undefined;
|
|
4263
4285
|
}
|
|
4264
4286
|
|
|
4287
|
+
export class TsfOscillator {
|
|
4288
|
+
free(): void;
|
|
4289
|
+
[Symbol.dispose](): void;
|
|
4290
|
+
batch(prices: Float64Array): Float64Array;
|
|
4291
|
+
isReady(): boolean;
|
|
4292
|
+
constructor(period: number);
|
|
4293
|
+
reset(): void;
|
|
4294
|
+
update(value: number): number | undefined;
|
|
4295
|
+
warmupPeriod(): number;
|
|
4296
|
+
}
|
|
4297
|
+
|
|
4265
4298
|
export class TtmSqueeze {
|
|
4266
4299
|
free(): void;
|
|
4267
4300
|
[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, 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
|
|
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, MacdHistogram, 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, PpoHistogram, 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, TsfOscillator, 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";
|
package/wickra_wasm_bg.js
CHANGED
|
@@ -17294,6 +17294,84 @@ export class MaEnvelope {
|
|
|
17294
17294
|
}
|
|
17295
17295
|
if (Symbol.dispose) MaEnvelope.prototype[Symbol.dispose] = MaEnvelope.prototype.free;
|
|
17296
17296
|
|
|
17297
|
+
export class MacdHistogram {
|
|
17298
|
+
__destroy_into_raw() {
|
|
17299
|
+
const ptr = this.__wbg_ptr;
|
|
17300
|
+
this.__wbg_ptr = 0;
|
|
17301
|
+
MacdHistogramFinalization.unregister(this);
|
|
17302
|
+
return ptr;
|
|
17303
|
+
}
|
|
17304
|
+
free() {
|
|
17305
|
+
const ptr = this.__destroy_into_raw();
|
|
17306
|
+
wasm.__wbg_macdhistogram_free(ptr, 0);
|
|
17307
|
+
}
|
|
17308
|
+
/**
|
|
17309
|
+
* @param {Float64Array} prices
|
|
17310
|
+
* @returns {Float64Array}
|
|
17311
|
+
*/
|
|
17312
|
+
batch(prices) {
|
|
17313
|
+
const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
|
|
17314
|
+
const len0 = WASM_VECTOR_LEN;
|
|
17315
|
+
const ret = wasm.macdhistogram_batch(this.__wbg_ptr, ptr0, len0);
|
|
17316
|
+
return takeObject(ret);
|
|
17317
|
+
}
|
|
17318
|
+
/**
|
|
17319
|
+
* @returns {boolean}
|
|
17320
|
+
*/
|
|
17321
|
+
isReady() {
|
|
17322
|
+
const ret = wasm.macdhistogram_isReady(this.__wbg_ptr);
|
|
17323
|
+
return ret !== 0;
|
|
17324
|
+
}
|
|
17325
|
+
/**
|
|
17326
|
+
* @param {number} fast
|
|
17327
|
+
* @param {number} slow
|
|
17328
|
+
* @param {number} signal
|
|
17329
|
+
*/
|
|
17330
|
+
constructor(fast, slow, signal) {
|
|
17331
|
+
try {
|
|
17332
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
17333
|
+
wasm.macdhistogram_new(retptr, fast, slow, signal);
|
|
17334
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
17335
|
+
var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
|
|
17336
|
+
var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
|
|
17337
|
+
if (r2) {
|
|
17338
|
+
throw takeObject(r1);
|
|
17339
|
+
}
|
|
17340
|
+
this.__wbg_ptr = r0;
|
|
17341
|
+
MacdHistogramFinalization.register(this, this.__wbg_ptr, this);
|
|
17342
|
+
return this;
|
|
17343
|
+
} finally {
|
|
17344
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
17345
|
+
}
|
|
17346
|
+
}
|
|
17347
|
+
reset() {
|
|
17348
|
+
wasm.macdhistogram_reset(this.__wbg_ptr);
|
|
17349
|
+
}
|
|
17350
|
+
/**
|
|
17351
|
+
* @param {number} value
|
|
17352
|
+
* @returns {number | undefined}
|
|
17353
|
+
*/
|
|
17354
|
+
update(value) {
|
|
17355
|
+
try {
|
|
17356
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
17357
|
+
wasm.macdhistogram_update(retptr, this.__wbg_ptr, value);
|
|
17358
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
17359
|
+
var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
|
|
17360
|
+
return r0 === 0 ? undefined : r2;
|
|
17361
|
+
} finally {
|
|
17362
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
17363
|
+
}
|
|
17364
|
+
}
|
|
17365
|
+
/**
|
|
17366
|
+
* @returns {number}
|
|
17367
|
+
*/
|
|
17368
|
+
warmupPeriod() {
|
|
17369
|
+
const ret = wasm.macdhistogram_warmupPeriod(this.__wbg_ptr);
|
|
17370
|
+
return ret >>> 0;
|
|
17371
|
+
}
|
|
17372
|
+
}
|
|
17373
|
+
if (Symbol.dispose) MacdHistogram.prototype[Symbol.dispose] = MacdHistogram.prototype.free;
|
|
17374
|
+
|
|
17297
17375
|
export class MarketFacilitationIndex {
|
|
17298
17376
|
__destroy_into_raw() {
|
|
17299
17377
|
const ptr = this.__wbg_ptr;
|
|
@@ -21384,6 +21462,84 @@ export class PointAndFigureBars {
|
|
|
21384
21462
|
}
|
|
21385
21463
|
if (Symbol.dispose) PointAndFigureBars.prototype[Symbol.dispose] = PointAndFigureBars.prototype.free;
|
|
21386
21464
|
|
|
21465
|
+
export class PpoHistogram {
|
|
21466
|
+
__destroy_into_raw() {
|
|
21467
|
+
const ptr = this.__wbg_ptr;
|
|
21468
|
+
this.__wbg_ptr = 0;
|
|
21469
|
+
PpoHistogramFinalization.unregister(this);
|
|
21470
|
+
return ptr;
|
|
21471
|
+
}
|
|
21472
|
+
free() {
|
|
21473
|
+
const ptr = this.__destroy_into_raw();
|
|
21474
|
+
wasm.__wbg_ppohistogram_free(ptr, 0);
|
|
21475
|
+
}
|
|
21476
|
+
/**
|
|
21477
|
+
* @param {Float64Array} prices
|
|
21478
|
+
* @returns {Float64Array}
|
|
21479
|
+
*/
|
|
21480
|
+
batch(prices) {
|
|
21481
|
+
const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
|
|
21482
|
+
const len0 = WASM_VECTOR_LEN;
|
|
21483
|
+
const ret = wasm.ppohistogram_batch(this.__wbg_ptr, ptr0, len0);
|
|
21484
|
+
return takeObject(ret);
|
|
21485
|
+
}
|
|
21486
|
+
/**
|
|
21487
|
+
* @returns {boolean}
|
|
21488
|
+
*/
|
|
21489
|
+
isReady() {
|
|
21490
|
+
const ret = wasm.ppohistogram_isReady(this.__wbg_ptr);
|
|
21491
|
+
return ret !== 0;
|
|
21492
|
+
}
|
|
21493
|
+
/**
|
|
21494
|
+
* @param {number} fast
|
|
21495
|
+
* @param {number} slow
|
|
21496
|
+
* @param {number} signal
|
|
21497
|
+
*/
|
|
21498
|
+
constructor(fast, slow, signal) {
|
|
21499
|
+
try {
|
|
21500
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
21501
|
+
wasm.ppohistogram_new(retptr, fast, slow, signal);
|
|
21502
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
21503
|
+
var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
|
|
21504
|
+
var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
|
|
21505
|
+
if (r2) {
|
|
21506
|
+
throw takeObject(r1);
|
|
21507
|
+
}
|
|
21508
|
+
this.__wbg_ptr = r0;
|
|
21509
|
+
PpoHistogramFinalization.register(this, this.__wbg_ptr, this);
|
|
21510
|
+
return this;
|
|
21511
|
+
} finally {
|
|
21512
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
21513
|
+
}
|
|
21514
|
+
}
|
|
21515
|
+
reset() {
|
|
21516
|
+
wasm.ppohistogram_reset(this.__wbg_ptr);
|
|
21517
|
+
}
|
|
21518
|
+
/**
|
|
21519
|
+
* @param {number} value
|
|
21520
|
+
* @returns {number | undefined}
|
|
21521
|
+
*/
|
|
21522
|
+
update(value) {
|
|
21523
|
+
try {
|
|
21524
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
21525
|
+
wasm.ppohistogram_update(retptr, this.__wbg_ptr, value);
|
|
21526
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
21527
|
+
var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
|
|
21528
|
+
return r0 === 0 ? undefined : r2;
|
|
21529
|
+
} finally {
|
|
21530
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
21531
|
+
}
|
|
21532
|
+
}
|
|
21533
|
+
/**
|
|
21534
|
+
* @returns {number}
|
|
21535
|
+
*/
|
|
21536
|
+
warmupPeriod() {
|
|
21537
|
+
const ret = wasm.ppohistogram_warmupPeriod(this.__wbg_ptr);
|
|
21538
|
+
return ret >>> 0;
|
|
21539
|
+
}
|
|
21540
|
+
}
|
|
21541
|
+
if (Symbol.dispose) PpoHistogram.prototype[Symbol.dispose] = PpoHistogram.prototype.free;
|
|
21542
|
+
|
|
21387
21543
|
export class ProfitFactor {
|
|
21388
21544
|
__destroy_into_raw() {
|
|
21389
21545
|
const ptr = this.__wbg_ptr;
|
|
@@ -30790,6 +30946,82 @@ export class TrueRange {
|
|
|
30790
30946
|
}
|
|
30791
30947
|
if (Symbol.dispose) TrueRange.prototype[Symbol.dispose] = TrueRange.prototype.free;
|
|
30792
30948
|
|
|
30949
|
+
export class TsfOscillator {
|
|
30950
|
+
__destroy_into_raw() {
|
|
30951
|
+
const ptr = this.__wbg_ptr;
|
|
30952
|
+
this.__wbg_ptr = 0;
|
|
30953
|
+
TsfOscillatorFinalization.unregister(this);
|
|
30954
|
+
return ptr;
|
|
30955
|
+
}
|
|
30956
|
+
free() {
|
|
30957
|
+
const ptr = this.__destroy_into_raw();
|
|
30958
|
+
wasm.__wbg_tsfoscillator_free(ptr, 0);
|
|
30959
|
+
}
|
|
30960
|
+
/**
|
|
30961
|
+
* @param {Float64Array} prices
|
|
30962
|
+
* @returns {Float64Array}
|
|
30963
|
+
*/
|
|
30964
|
+
batch(prices) {
|
|
30965
|
+
const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
|
|
30966
|
+
const len0 = WASM_VECTOR_LEN;
|
|
30967
|
+
const ret = wasm.tsfoscillator_batch(this.__wbg_ptr, ptr0, len0);
|
|
30968
|
+
return takeObject(ret);
|
|
30969
|
+
}
|
|
30970
|
+
/**
|
|
30971
|
+
* @returns {boolean}
|
|
30972
|
+
*/
|
|
30973
|
+
isReady() {
|
|
30974
|
+
const ret = wasm.tsfoscillator_isReady(this.__wbg_ptr);
|
|
30975
|
+
return ret !== 0;
|
|
30976
|
+
}
|
|
30977
|
+
/**
|
|
30978
|
+
* @param {number} period
|
|
30979
|
+
*/
|
|
30980
|
+
constructor(period) {
|
|
30981
|
+
try {
|
|
30982
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
30983
|
+
wasm.tsfoscillator_new(retptr, period);
|
|
30984
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
30985
|
+
var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
|
|
30986
|
+
var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
|
|
30987
|
+
if (r2) {
|
|
30988
|
+
throw takeObject(r1);
|
|
30989
|
+
}
|
|
30990
|
+
this.__wbg_ptr = r0;
|
|
30991
|
+
TsfOscillatorFinalization.register(this, this.__wbg_ptr, this);
|
|
30992
|
+
return this;
|
|
30993
|
+
} finally {
|
|
30994
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
30995
|
+
}
|
|
30996
|
+
}
|
|
30997
|
+
reset() {
|
|
30998
|
+
wasm.tsfoscillator_reset(this.__wbg_ptr);
|
|
30999
|
+
}
|
|
31000
|
+
/**
|
|
31001
|
+
* @param {number} value
|
|
31002
|
+
* @returns {number | undefined}
|
|
31003
|
+
*/
|
|
31004
|
+
update(value) {
|
|
31005
|
+
try {
|
|
31006
|
+
const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
|
|
31007
|
+
wasm.tsfoscillator_update(retptr, this.__wbg_ptr, value);
|
|
31008
|
+
var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
|
|
31009
|
+
var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
|
|
31010
|
+
return r0 === 0 ? undefined : r2;
|
|
31011
|
+
} finally {
|
|
31012
|
+
wasm.__wbindgen_add_to_stack_pointer(16);
|
|
31013
|
+
}
|
|
31014
|
+
}
|
|
31015
|
+
/**
|
|
31016
|
+
* @returns {number}
|
|
31017
|
+
*/
|
|
31018
|
+
warmupPeriod() {
|
|
31019
|
+
const ret = wasm.tsfoscillator_warmupPeriod(this.__wbg_ptr);
|
|
31020
|
+
return ret >>> 0;
|
|
31021
|
+
}
|
|
31022
|
+
}
|
|
31023
|
+
if (Symbol.dispose) TsfOscillator.prototype[Symbol.dispose] = TsfOscillator.prototype.free;
|
|
31024
|
+
|
|
30793
31025
|
export class TtmSqueeze {
|
|
30794
31026
|
__destroy_into_raw() {
|
|
30795
31027
|
const ptr = this.__wbg_ptr;
|
|
@@ -35311,6 +35543,9 @@ const MACDEXTFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
|
35311
35543
|
const MACDFIXFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35312
35544
|
? { register: () => {}, unregister: () => {} }
|
|
35313
35545
|
: new FinalizationRegistry(ptr => wasm.__wbg_macdfix_free(ptr, 1));
|
|
35546
|
+
const MacdHistogramFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35547
|
+
? { register: () => {}, unregister: () => {} }
|
|
35548
|
+
: new FinalizationRegistry(ptr => wasm.__wbg_macdhistogram_free(ptr, 1));
|
|
35314
35549
|
const MAMAFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35315
35550
|
? { register: () => {}, unregister: () => {} }
|
|
35316
35551
|
: new FinalizationRegistry(ptr => wasm.__wbg_mama_free(ptr, 1));
|
|
@@ -35479,6 +35714,9 @@ const POLARIZED_FRACTAL_EFFICIENCYFinalization = (typeof FinalizationRegistry ==
|
|
|
35479
35714
|
const PPOFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35480
35715
|
? { register: () => {}, unregister: () => {} }
|
|
35481
35716
|
: new FinalizationRegistry(ptr => wasm.__wbg_ppo_free(ptr, 1));
|
|
35717
|
+
const PpoHistogramFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35718
|
+
? { register: () => {}, unregister: () => {} }
|
|
35719
|
+
: new FinalizationRegistry(ptr => wasm.__wbg_ppohistogram_free(ptr, 1));
|
|
35482
35720
|
const ProfitFactorFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35483
35721
|
? { register: () => {}, unregister: () => {} }
|
|
35484
35722
|
: new FinalizationRegistry(ptr => wasm.__wbg_profitfactor_free(ptr, 1));
|
|
@@ -35815,6 +36053,9 @@ const TrueRangeFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
|
35815
36053
|
const TSFFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35816
36054
|
? { register: () => {}, unregister: () => {} }
|
|
35817
36055
|
: new FinalizationRegistry(ptr => wasm.__wbg_tsf_free(ptr, 1));
|
|
36056
|
+
const TsfOscillatorFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
36057
|
+
? { register: () => {}, unregister: () => {} }
|
|
36058
|
+
: new FinalizationRegistry(ptr => wasm.__wbg_tsfoscillator_free(ptr, 1));
|
|
35818
36059
|
const TSIFinalization = (typeof FinalizationRegistry === 'undefined')
|
|
35819
36060
|
? { register: () => {}, unregister: () => {} }
|
|
35820
36061
|
: new FinalizationRegistry(ptr => wasm.__wbg_tsi_free(ptr, 1));
|
package/wickra_wasm_bg.wasm
CHANGED
|
Binary file
|