wickra-wasm 0.6.3 → 0.6.4

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=447" 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=452" 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 447 indicators; start at the
+  every one of the 452 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**: 447 indicators that all update in O(1)
+Wickra's edge is **breadth with reach**: 452 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
 
-447 streaming-first indicators across twenty-four families. Every one passes the
+452 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).
@@ -203,7 +203,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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, Quartile Bands, Bomar Bands, Median Channel, Projection Bands, Projection Oscillator |
 | 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, Kase DevStop, Elder SafeZone, ATR Ratchet, NRTR, Time-Based Stop, Modified MA 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, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity Index, Better Volume, Volume-Weighted MACD |
-| Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient |
+| Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient, Jarque-Bera, Rolling Min-Max Scaler, Shannon Entropy, Sample Entropy, Kendall Tau |
 | Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
 | Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
 | DeMark               | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
@@ -297,7 +297,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 447 indicators
+│   ├── wickra-core/         core engine + all 452 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)

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
-  "version": "0.6.3",
+  "version": "0.6.4",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -2050,6 +2050,17 @@ export class InvertedHammer {
     warmupPeriod(): number;
 }
 
+export class JARQUEBERA {
+    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 JMA {
     free(): void;
     [Symbol.dispose](): void;
@@ -2194,6 +2205,21 @@ export class Keltner {
     warmupPeriod(): number;
 }
 
+export class KendallTau {
+    free(): void;
+    [Symbol.dispose](): void;
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     */
+    batch(x: Float64Array, y: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(x: number, y: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class Kicking {
     free(): void;
     [Symbol.dispose](): void;
@@ -3274,6 +3300,17 @@ export class ROCR100 {
     warmupPeriod(): number;
 }
 
+export class ROLLINGMINMAX {
+    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 RSI {
     free(): void;
     [Symbol.dispose](): void;
@@ -3564,6 +3601,17 @@ export class RoofingFilter {
     warmupPeriod(): number;
 }
 
+export class SAMPLEENT {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, m: number, r_factor: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class SAREXT {
     free(): void;
     [Symbol.dispose](): void;
@@ -3573,6 +3621,17 @@ export class SAREXT {
     update(high: number, low: number, close: number): number | undefined;
 }
 
+export class SHANNONENT {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, bins: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class SMA {
     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, AtrRatchet, AtrTrailingStop, AutoFib, Autocorrelation, AverageDailyRange, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth, BomarBands, 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, ElderSafeZone, 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, IntradayIntensity, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JMA, JumpIndicator, KAMA, KST, KVO, KagiBars, KalmanHedgeRatio, KaseDevStop, 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, MedianChannel, MedianMA, MedianPrice, Microprice, ModifiedMaStop, MorningDojiStar, MorningEveningStar, NATR, NVI, NewHighsNewLows, Nrtr, 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, ProjectionBands, ProjectionOscillator, QQE, Qstick, QuartileBands, 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, TimeBasedStop, TimeOfDayReturnProfile, TpoProfile, TradeImbalance, TradeVolumeIndex, TrendLabel, TreynorRatio, Triangle, Trin, TripleTopBottom, TrueRange, TsfOscillator, TtmSqueeze, TurnOfMonth, Tweezer, TwiggsMoneyFlow, 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, VolumeRsi, VolumeWeightedMacd, Vortex, Vpin, VwapStdDevBands, WAVE_PM, WMA, Wad, 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, AtrRatchet, AtrTrailingStop, AutoFib, Autocorrelation, AverageDailyRange, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth, BomarBands, 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, ElderSafeZone, 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, IntradayIntensity, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JARQUEBERA, JMA, JumpIndicator, KAMA, KST, KVO, KagiBars, KalmanHedgeRatio, KaseDevStop, KasePermissionStochastic, KellyCriterion, Keltner, KendallTau, 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, MedianChannel, MedianMA, MedianPrice, Microprice, ModifiedMaStop, MorningDojiStar, MorningEveningStar, NATR, NVI, NewHighsNewLows, Nrtr, 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, ProjectionBands, ProjectionOscillator, QQE, Qstick, QuartileBands, QuotedSpread, RMI, ROC, ROCP, ROCR, ROCR100, ROLLINGMINMAX, 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, SAMPLEENT, SAREXT, SHANNONENT, 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, TimeBasedStop, TimeOfDayReturnProfile, TpoProfile, TradeImbalance, TradeVolumeIndex, TrendLabel, TreynorRatio, Triangle, Trin, TripleTopBottom, TrueRange, TsfOscillator, TtmSqueeze, TurnOfMonth, Tweezer, TwiggsMoneyFlow, 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, VolumeRsi, VolumeWeightedMacd, Vortex, Vpin, VwapStdDevBands, WAVE_PM, WMA, Wad, 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

@@ -14943,6 +14943,82 @@ export class InvertedHammer {
 }
 if (Symbol.dispose) InvertedHammer.prototype[Symbol.dispose] = InvertedHammer.prototype.free;
 
+export class JARQUEBERA {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        JARQUEBERAFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_jarquebera_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.jarquebera_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.jarquebera_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.jarquebera_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;
+            JARQUEBERAFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.jarquebera_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.jarquebera_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.jarquebera_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) JARQUEBERA.prototype[Symbol.dispose] = JARQUEBERA.prototype.free;
+
 export class JMA {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -15886,6 +15962,99 @@ export class Keltner {
 }
 if (Symbol.dispose) Keltner.prototype[Symbol.dispose] = Keltner.prototype.free;
 
+export class KendallTau {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        KendallTauFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_kendalltau_free(ptr, 0);
+    }
+    /**
+     * Batch over two equally-sized arrays. Returns one `f64` per
+     * input position (`NaN` during warmup).
+     * @param {Float64Array} x
+     * @param {Float64Array} y
+     * @returns {Float64Array}
+     */
+    batch(x, y) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            const ptr0 = passArrayF64ToWasm0(x, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(y, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            wasm.kendalltau_batch(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1);
+            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.kendalltau_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.kendalltau_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;
+            KendallTauFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.kendalltau_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} x
+     * @param {number} y
+     * @returns {number | undefined}
+     */
+    update(x, y) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.kendalltau_update(retptr, this.__wbg_ptr, x, y);
+            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.kendalltau_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) KendallTau.prototype[Symbol.dispose] = KendallTau.prototype.free;
+
 export class Kicking {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -23494,6 +23663,82 @@ export class ROCR100 {
 }
 if (Symbol.dispose) ROCR100.prototype[Symbol.dispose] = ROCR100.prototype.free;
 
+export class ROLLINGMINMAX {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        ROLLINGMINMAXFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_rollingminmax_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.rollingminmax_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.rollingminmax_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.rollingminmax_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;
+            ROLLINGMINMAXFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.rollingminmax_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.rollingminmax_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.rollingminmax_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) ROLLINGMINMAX.prototype[Symbol.dispose] = ROLLINGMINMAX.prototype.free;
+
 export class RSI {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -25563,6 +25808,84 @@ export class RoofingFilter {
 }
 if (Symbol.dispose) RoofingFilter.prototype[Symbol.dispose] = RoofingFilter.prototype.free;
 
+export class SAMPLEENT {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        SAMPLEENTFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_sampleent_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.sampleent_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.sampleent_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     * @param {number} m
+     * @param {number} r_factor
+     */
+    constructor(period, m, r_factor) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.sampleent_new(retptr, period, m, r_factor);
+            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;
+            SAMPLEENTFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.sampleent_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.sampleent_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.sampleent_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) SAMPLEENT.prototype[Symbol.dispose] = SAMPLEENT.prototype.free;
+
 export class SAREXT {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -25656,6 +25979,83 @@ export class SAREXT {
 }
 if (Symbol.dispose) SAREXT.prototype[Symbol.dispose] = SAREXT.prototype.free;
 
+export class SHANNONENT {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        SHANNONENTFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_shannonent_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.shannonent_batch(this.__wbg_ptr, ptr0, len0);
+        return takeObject(ret);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.shannonent_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     * @param {number} bins
+     */
+    constructor(period, bins) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.shannonent_new(retptr, period, bins);
+            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;
+            SHANNONENTFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.shannonent_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} value
+     * @returns {number | undefined}
+     */
+    update(value) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.shannonent_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.shannonent_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) SHANNONENT.prototype[Symbol.dispose] = SHANNONENT.prototype.free;
+
 export class SMA {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -37563,6 +37963,9 @@ const InverseFisherTransformFinalization = (typeof FinalizationRegistry === 'und
 const InvertedHammerFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_invertedhammer_free(ptr, 1));
+const JARQUEBERAFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_jarquebera_free(ptr, 1));
 const JMAFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_jma_free(ptr, 1));
@@ -37590,6 +37993,9 @@ const KellyCriterionFinalization = (typeof FinalizationRegistry === 'undefined')
 const KeltnerFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_keltner_free(ptr, 1));
+const KendallTauFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_kendalltau_free(ptr, 1));
 const KickingFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_kicking_free(ptr, 1));
@@ -37932,6 +38338,9 @@ const RollingCovarianceFinalization = (typeof FinalizationRegistry === 'undefine
 const RollingIqrFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_rollingiqr_free(ptr, 1));
+const ROLLINGMINMAXFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_rollingminmax_free(ptr, 1));
 const RollingPercentileRankFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_rollingpercentilerank_free(ptr, 1));
@@ -37959,6 +38368,9 @@ const RVIVolatilityFinalization = (typeof FinalizationRegistry === 'undefined')
 const RWIFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_rwi_free(ptr, 1));
+const SAMPLEENTFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_sampleent_free(ptr, 1));
 const SAREXTFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_sarext_free(ptr, 1));
@@ -37977,6 +38389,9 @@ const SessionRangeFinalization = (typeof FinalizationRegistry === 'undefined')
 const SessionVwapFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_sessionvwap_free(ptr, 1));
+const SHANNONENTFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_shannonent_free(ptr, 1));
 const SharkFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_shark_free(ptr, 1));