wickra-wasm 0.5.9 → 0.6.0

package/README.md

@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=423" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=429" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -48,7 +48,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [Node](https://docs.wickra.org/Quickstart-Node),
   [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 423 indicators; start at the
+  every one of the 429 indicators; start at the
   [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
   [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -79,7 +79,7 @@ Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
 | finta            | clean       | no          | Python                      |       ~80  | stale  |
 | talipp           | clean       | yes         | Python                      |       ~40  | yes    |
 
-Wickra's edge is **breadth with reach**: 423 indicators that all update in O(1)
+Wickra's edge is **breadth with reach**: 429 indicators that all update in O(1)
 per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
 single engine.
 
@@ -188,7 +188,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-423 streaming-first indicators across twenty-four families. Every one passes the
+429 streaming-first indicators across twenty-four families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -199,7 +199,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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 |
 | 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 |
 | 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 |
-| 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 |
+| 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, Volatility Cone |
 | Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
 | Trailing Stops       | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
 | Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
@@ -297,7 +297,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 423 indicators
+│   ├── wickra-core/         core engine + all 429 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   ├── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 │   └── wickra-bench/        internal cross-library benchmark harness (not published)
@@ -428,8 +428,8 @@ The library is provided **as is**, without warranty of any kind; see
 </p>
 
 <p align="center">
-  <a href="https://github.com/wickra-lib/wickra">
-    <img alt="Star Wickra on GitHub"
-         src="https://img.shields.io/badge/%E2%AD%90%20Star%20Wickra%20on%20GitHub-1f2328?style=for-the-badge&logo=github&logoColor=ffd866&labelColor=1f2328">
+  <a href="https://star-history.com/#wickra-lib/wickra&Date">
+    <img alt="Wickra star history" width="640"
+         src="https://api.star-history.com/svg?repos=wickra-lib/wickra&type=Date&theme=dark">
   </a>
 </p>

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
-  "version": "0.5.9",
+  "version": "0.6.0",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -428,6 +428,17 @@ export class BetaNeutralSpread {
     warmupPeriod(): number;
 }
 
+export class BipowerVariation {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class BodySizePct {
     free(): void;
     [Symbol.dispose](): void;
@@ -1210,6 +1221,17 @@ export class EveningDojiStar {
     warmupPeriod(): number;
 }
 
+export class EwmaVolatility {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(lambda: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class Expectancy {
     free(): void;
     [Symbol.dispose](): void;
@@ -1503,6 +1525,17 @@ export class GapSideBySideWhite {
     warmupPeriod(): number;
 }
 
+export class Garch11 {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(omega: number, alpha: number, beta: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class GarmanKlassVolatility {
     free(): void;
     [Symbol.dispose](): void;
@@ -4515,6 +4548,37 @@ export class VerticalHorizontalFilter {
     warmupPeriod(): number;
 }
 
+export class VolatilityCone {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(window: number, lookback: number);
+    reset(): void;
+    update(high: number, low: number, close: number): any;
+    warmupPeriod(): number;
+}
+
+export class VolatilityOfVolatility {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(vol_window: number, vov_window: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
+export class VolatilityRatio {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
+    constructor(period: number);
+    reset(): void;
+    update(high: number, low: number, close: number): number | undefined;
+}
+
 export class VoltyStop {
     free(): void;
     [Symbol.dispose](): void;

package/wickra_wasm.js

@@ -5,5 +5,5 @@ import { __wbg_set_wasm } from "./wickra_wasm_bg.js";
 __wbg_set_wasm(wasm);
 
 export {
-    ADL, ADX, ADXR, ALMA, APO, ATR, AVGPRICE, AbandonedBaby, 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
+    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, BipowerVariation, 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, EwmaVolatility, 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, Garch11, 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, VolatilityCone, VolatilityOfVolatility, VolatilityRatio, 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
 } from "./wickra_wasm_bg.js";

package/wickra_wasm_bg.js

@@ -3179,6 +3179,82 @@ export class BetaNeutralSpread {
 }
 if (Symbol.dispose) BetaNeutralSpread.prototype[Symbol.dispose] = BetaNeutralSpread.prototype.free;
 
+export class BipowerVariation {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        BipowerVariationFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_bipowervariation_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} prices
+     * @returns {Float64Array}
+     */
+    batch(prices) {
+        const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
+        const len0 = WASM_VECTOR_LEN;
+        const ret = wasm.bipowervariation_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.bipowervariation_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.bipowervariation_new(retptr, period);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            BipowerVariationFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.bipowervariation_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.bipowervariation_update(retptr, this.__wbg_ptr, value);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.bipowervariation_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) BipowerVariation.prototype[Symbol.dispose] = BipowerVariation.prototype.free;
+
 export class BodySizePct {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -8880,6 +8956,82 @@ export class EveningDojiStar {
 }
 if (Symbol.dispose) EveningDojiStar.prototype[Symbol.dispose] = EveningDojiStar.prototype.free;
 
+export class EwmaVolatility {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        EwmaVolatilityFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_ewmavolatility_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} prices
+     * @returns {Float64Array}
+     */
+    batch(prices) {
+        const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
+        const len0 = WASM_VECTOR_LEN;
+        const ret = wasm.ewmavolatility_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.ewmavolatility_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} lambda
+     */
+    constructor(lambda) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.ewmavolatility_new(retptr, lambda);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            EwmaVolatilityFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.ewmavolatility_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.ewmavolatility_update(retptr, this.__wbg_ptr, value);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.ewmavolatility_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) EwmaVolatility.prototype[Symbol.dispose] = EwmaVolatility.prototype.free;
+
 export class Expectancy {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -11000,6 +11152,84 @@ export class GapSideBySideWhite {
 }
 if (Symbol.dispose) GapSideBySideWhite.prototype[Symbol.dispose] = GapSideBySideWhite.prototype.free;
 
+export class Garch11 {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        Garch11Finalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_garch11_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} prices
+     * @returns {Float64Array}
+     */
+    batch(prices) {
+        const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
+        const len0 = WASM_VECTOR_LEN;
+        const ret = wasm.garch11_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.garch11_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} omega
+     * @param {number} alpha
+     * @param {number} beta
+     */
+    constructor(omega, alpha, beta) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.garch11_new(retptr, omega, alpha, beta);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            Garch11Finalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.garch11_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.garch11_update(retptr, this.__wbg_ptr, value);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.garch11_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) Garch11.prototype[Symbol.dispose] = Garch11.prototype.free;
+
 export class GarmanKlassVolatility {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -32712,6 +32942,269 @@ export class VerticalHorizontalFilter {
 }
 if (Symbol.dispose) VerticalHorizontalFilter.prototype[Symbol.dispose] = VerticalHorizontalFilter.prototype.free;
 
+export class VolatilityCone {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        VolatilityConeFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_volatilitycone_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} high
+     * @param {Float64Array} low
+     * @param {Float64Array} close
+     * @returns {Float64Array}
+     */
+    batch(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            const ptr0 = passArrayF64ToWasm0(high, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(low, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(close, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            wasm.volatilitycone_batch(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            return takeObject(r0);
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.volatilitycone_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} window
+     * @param {number} lookback
+     */
+    constructor(window, lookback) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.volatilitycone_new(retptr, window, lookback);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            VolatilityConeFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.volatilitycone_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} high
+     * @param {number} low
+     * @param {number} close
+     * @returns {any}
+     */
+    update(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.volatilitycone_update(retptr, this.__wbg_ptr, high, low, close);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            return takeObject(r0);
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.volatilitycone_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) VolatilityCone.prototype[Symbol.dispose] = VolatilityCone.prototype.free;
+
+export class VolatilityOfVolatility {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        VolatilityOfVolatilityFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_volatilityofvolatility_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} prices
+     * @returns {Float64Array}
+     */
+    batch(prices) {
+        const ptr0 = passArrayF64ToWasm0(prices, wasm.__wbindgen_export3);
+        const len0 = WASM_VECTOR_LEN;
+        const ret = wasm.volatilityofvolatility_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.volatilityofvolatility_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} vol_window
+     * @param {number} vov_window
+     */
+    constructor(vol_window, vov_window) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.volatilityofvolatility_new(retptr, vol_window, vov_window);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            VolatilityOfVolatilityFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.volatilityofvolatility_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.volatilityofvolatility_update(retptr, this.__wbg_ptr, value);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.volatilityofvolatility_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) VolatilityOfVolatility.prototype[Symbol.dispose] = VolatilityOfVolatility.prototype.free;
+
+export class VolatilityRatio {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        VolatilityRatioFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_volatilityratio_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} high
+     * @param {Float64Array} low
+     * @param {Float64Array} close
+     * @returns {Float64Array}
+     */
+    batch(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            const ptr0 = passArrayF64ToWasm0(high, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(low, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(close, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            wasm.volatilityratio_batch(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            return takeObject(r0);
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.volatilityratio_new(retptr, period);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            this.__wbg_ptr = r0;
+            VolatilityRatioFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.volatilityratio_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} high
+     * @param {number} low
+     * @param {number} close
+     * @returns {number | undefined}
+     */
+    update(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.volatilityratio_update(retptr, this.__wbg_ptr, high, low, close);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+}
+if (Symbol.dispose) VolatilityRatio.prototype[Symbol.dispose] = VolatilityRatio.prototype.free;
+
 export class VoltyStop {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -35048,6 +35541,9 @@ const BetaFinalization = (typeof FinalizationRegistry === 'undefined')
 const BetaNeutralSpreadFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_betaneutralspread_free(ptr, 1));
+const BipowerVariationFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_bipowervariation_free(ptr, 1));
 const BodySizePctFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_bodysizepct_free(ptr, 1));
@@ -35255,6 +35751,9 @@ const EveningDojiStarFinalization = (typeof FinalizationRegistry === 'undefined'
 const EVWMAFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_evwma_free(ptr, 1));
+const EwmaVolatilityFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_ewmavolatility_free(ptr, 1));
 const ExpectancyFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_expectancy_free(ptr, 1));
@@ -35330,6 +35829,9 @@ const GainLossRatioFinalization = (typeof FinalizationRegistry === 'undefined')
 const GapSideBySideWhiteFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_gapsidebysidewhite_free(ptr, 1));
+const Garch11Finalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_garch11_free(ptr, 1));
 const GarmanKlassVolatilityFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_garmanklassvolatility_free(ptr, 1));
@@ -36116,6 +36618,15 @@ const VerticalHorizontalFilterFinalization = (typeof FinalizationRegistry === 'u
 const VIDYAFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_vidya_free(ptr, 1));
+const VolatilityConeFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_volatilitycone_free(ptr, 1));
+const VolatilityOfVolatilityFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_volatilityofvolatility_free(ptr, 1));
+const VolatilityRatioFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_volatilityratio_free(ptr, 1));
 const VoltyStopFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_voltystop_free(ptr, 1));