wickra-wasm 0.6.4 → 0.6.6

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=452" 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=467" 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 452 indicators; start at the
+  every one of the 467 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),
@@ -58,19 +58,44 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
   [FAQ](https://docs.wickra.org/FAQ).
 
-## Why Wickra exists
-
-Wickra started as a personal itch. The existing TA libraries never quite fit the
-projects I was building, so I decided to build one from the ground up — partly to
-learn, partly because I genuinely enjoy taking something that already exists and
-trying to do it differently (and, ideally, better). It's open source because the
-useful version of that itch is the one other people can build on too.
-
-Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
+## Why Wickra
+
+Most TA libraries are fast, *or* multi-language, *or* broad. Wickra refuses to
+pick. It's the streaming-first engine built for the workload the others treat as
+an afterthought — **live, tick-by-tick data** — without giving up the breadth of
+a full batch library, and without making you reimplement your indicators four
+times to get there.
+
+- **The biggest streaming-native catalogue, period.** 467 indicators across 24
+  families — candlesticks, harmonic & chart patterns, market profile, market
+  breadth, Renko/Kagi/Point&Figure bars, Ehlers DSP cycles, risk/performance
+  metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
+  none of them stream.
+- **One Rust core, four first-class targets.** Native **Python · Node.js ·
+  WebAssembly · Rust** — identical math, identical results, zero per-language
+  reimplementation and zero GIL bottleneck.
+- **Correct by construction, not by hope.** Every `update` validates its input,
+  runs a real warmup, and returns an `Option` so a single bad tick can't silently
+  poison state. `batch == streaming` is **bit-exact, fuzzed and 100 %-line-covered
+  for all 467 indicators**.
+- **Orders of magnitude faster where it counts.** In streaming Wickra is **9–58×**
+  faster than the only other incremental peer and **thousands of times** faster
+  than recompute-on-every-tick libraries. On batch it wins several rows outright
+  and trades the simple recurrences (SMA, EMA, MACD) for its guarantees — and
+  the losses are shown, not hidden.
+- **Install in one line, anywhere.** `pip install wickra` / `npm install wickra` —
+  precompiled wheels and binaries, **no C toolchain, none of TA-Lib's setup pain**.
+  macOS · Linux · Windows.
+- **Batteries included.** Indicator chaining, a streaming OHLCV CSV reader, and a
+  live Binance kline feed ship in the box.
+- **Truly permissive.** **MIT OR Apache-2.0** — drop it straight into commercial
+  and closed-source work.
+
+Every other library forces one of those compromises. Wickra doesn't:
 
 | Library          | Install     | Streaming   | Languages                   | Indicators | Active |
 |------------------|-------------|-------------|-----------------------------|-----------:|--------|
-| **★&nbsp;Wickra**| **clean**   | **yes, O(1)** | **Python · Node · WASM · Rust** | **423** | **yes** |
+| **★&nbsp;Wickra**| **clean**   | **yes, O(1)** | **Python · Node · WASM · Rust** | **467** | **yes** |
 | kand             | clean       | yes         | Python · WASM · Rust        |       ~60  | yes    |
 | ta-rs            | clean       | yes         | Rust only                   |       ~30  | stale  |
 | yata             | clean       | partial     | Rust only                   |       ~35  | yes    |
@@ -79,116 +104,31 @@ 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**: 452 indicators that all update in O(1)
-per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
-single engine.
-
-**On speed — and why Wickra isn't the fastest.** It deliberately isn't. The
-leaner Rust crates (kand, ta-rs) win several of the micro-benchmarks below, and
-those losses are shown rather than hidden. The gap is a *choice*, not a ceiling:
-every `update` validates its input, runs a real warmup before it emits a value,
-and returns an `Option` so a single bad tick can't silently poison the state.
-ta-rs, by contrast, hands back a bare `f64` from the first tick with no
-validation. If Wickra threw all of that away — raw `f64` out, no checks, no
-warmup contract — it would match or beat the leanest crate on every row. It
-keeps the guarantees instead, and still wins RSI, Bollinger and ATR against kand.
-What no other library matches is the *combination*: catalogue size, native O(1)
-streaming, NaN-safety, and four first-class language targets at once.
+Broad, multi-language, streaming-native **and** honest about its trade-offs — at
+the same time. That's the combination no one else ships.
+
+## Why Wickra exists
+
+Wickra started as a personal itch. The existing TA libraries never quite fit the
+projects I was building, so I decided to build one from the ground up — partly to
+learn, partly because I genuinely enjoy taking something that already exists and
+trying to do it differently (and, ideally, better). It's open source because the
+useful version of that itch is the one other people can build on too.
 
 ## Benchmarks
 
-Three comparisons, split by layer and mode. Read them as **relative** speedups
-on identical input — absolute µs depend on CPU, memory clock and OS scheduler,
-not a universal contract.
-
-- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
-  Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
-- **Reproduce yourself:**
-  - Rust core vs Rust crates: `cargo bench -p wickra-bench`
-  - Python vs Python libs: `pip install -e bindings/python[bench]` then
-    `python -m benchmarks.compare_libraries` (auto-detects installed peers).
-
-### 1. Rust core vs the other Rust TA crates
-
-Like-for-like, no language-binding overhead, over a 50 000-bar series (µs for
-the whole series, lower = faster). This is the honest engine comparison —
-Wickra wins some and loses some, and both are shown.
-
-**Streaming** (one value fed per `update`):
-
-| Indicator        | **★&nbsp;Wickra** | kand | ta-rs | yata |
-|------------------|------------------:|-----:|------:|-----:|
-| SMA(20)          | 50                | 38   | 47    | 38   |
-| EMA(20)          | 154               | 69   | 56    | 69   |
-| RSI(14)          | 164               | 216  | 74    | —    |
-| MACD(12, 26, 9)  | 275               | 143  | 66    | —    |
-| Bollinger(20, 2) | **128 ★**         | 248  | 168   | —    |
-| ATR(14)          | 152               | 166  | 61    | —    |
-
-**Batch** (whole series at once). Only Wickra and kand expose a batch API;
-ta-rs and yata are streaming-only.
-
-| Indicator        | **★&nbsp;Wickra** | kand |
-|------------------|------------------:|-----:|
-| SMA(20)          | 82                | 42   |
-| EMA(20)          | 159               | 74   |
-| RSI(14)          | **253 ★**         | 274  |
-| MACD(12, 26, 9)  | 681               | 283  |
-| Bollinger(20, 2) | **445 ★**         | 462  |
-| ATR(14)          | 175               | 173  |
-
-ta-rs is the per-indicator speed champion on almost every row — it returns a
-bare `f64` with no warmup state and no input validation, trading away the
-`None`-warmup and NaN-safety semantics Wickra keeps. Against kand, Wickra wins
-streaming RSI, Bollinger and ATR (and batch RSI + Bollinger); Bollinger is the
-one row where Wickra is the outright fastest of all four. The leaner crates
-still win the pure recurrences (EMA, MACD) and SMA. yata exposes only SMA/EMA as
-raw-value methods, so its other rows are omitted rather than faked.
-
-### 2. Python vs the Python TA ecosystem — batch
-
-Full pass over a 20 000-bar series, µs/op (lower = faster). **★** per row.
-
-| Indicator        | **★&nbsp;Wickra** | finta               | TA-Lib | tulipy |
-|------------------|------------------:|---------------------|--------|--------|
-| SMA(20)          | **59.6 ★**        | 354.2 (5.9× slower) | ⧗      | ⧗      |
-| EMA(20)          | **88.4 ★**        | 309.3 (3.5× slower) | ⧗      | ⧗      |
-| RSI(14)          | **77.3 ★**        | 1 283 (16.6× slower)| ⧗      | ⧗      |
-| MACD(12, 26, 9)  | **116.4 ★**       | 529.5 (4.6× slower) | ⧗      | ⧗      |
-| Bollinger(20, 2) | **146.0 ★**       | 1 246 (8.5× slower) | ⧗      | ⧗      |
-| ATR(14)          | **135.8 ★**       | 3 812 (28× slower)  | ⧗      | ⧗      |
-
-> ⧗ = published by the CI Linux job. TA-Lib and tulipy ship C extensions that
-> don't build cleanly on every desktop, so their canonical numbers come from the
-> `cross-library-bench` workflow rather than this local table. pandas-ta needs
-> Python ≥ 3.12 and isn't in the 3.11 CI matrix. The script auto-detects
-> whichever peers are installed in your environment.
-
-### 3. Python — streaming (per-tick latency)
-
-Seed 5 000 bars, then feed ticks one at a time. talipp is the only Python peer
-with a true incremental API; batch-only libraries like TA-Lib must recompute the
-entire history on every tick — Wickra updates in O(1).
-
-| Indicator        | **★&nbsp;Wickra (per tick)** | talipp (per tick)       |
-|------------------|------------------------------:|-------------------------|
-| SMA(20)          | **0.067 µs ★**                | 0.63 µs (9.4× slower)   |
-| EMA(20)          | **0.051 µs ★**                | 0.63 µs (12.2× slower)  |
-| RSI(14)          | **0.053 µs ★**                | 1.00 µs (19.1× slower)  |
-| MACD(12, 26, 9)  | **0.071 µs ★**                | 3.64 µs (51.5× slower)  |
-| Bollinger(20, 2) | **0.085 µs ★**                | 4.87 µs (57.2× slower)  |
-
-Run the suite yourself:
+Wickra updates every indicator in **O(1)** per tick. In **streaming** — the
+workload it is built for — it is **9–58× faster** than the only other incremental
+peer and **thousands of times** faster than recompute-on-every-tick libraries.
+**Batch** is competitive: it wins several rows outright and trades a few µs
+elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
 
-```bash
-cargo bench -p wickra-bench            # Rust core vs kand / ta-rs / yata
-pip install -e bindings/python[bench]  # Python peers
-python -m benchmarks.compare_libraries
-```
+Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
+**[BENCHMARKS.md](BENCHMARKS.md)**.
 
 ## Indicators
 
-452 streaming-first indicators across twenty-four families. Every one passes the
+467 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).
@@ -204,8 +144,8 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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, 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 |
+| 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, Highpass Filter, Reflex, Trendflex, Correlation Trend Indicator, Adaptive RSI, Universal Oscillator, Adaptive CCI, Bandpass Filter, Even Better Sinewave, Autocorrelation Periodogram |
+| Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag, Central Pivot Range, Murrey Math Lines, Andrews Pitchfork, Volume-Weighted Support/Resistance, Pivot Reversal |
 | 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 |
 | Ichimoku & Charts    | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
 | Alt-Chart Bars       | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns) |
@@ -297,7 +237,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 452 indicators
+│   ├── wickra-core/         core engine + all 467 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": "0.6.4",
+  "version": "0.6.6",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -1,6 +1,26 @@
 /* tslint:disable */
 /* eslint-disable */
 
+export class ADAPTIVECCI {
+    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 ADAPTIVERSI {
+    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 ADL {
     free(): void;
     [Symbol.dispose](): void;
@@ -69,6 +89,17 @@ export class ATR {
     update(high: number, low: number, close: number): number | undefined;
 }
 
+export class AUTOCORRPGRAM {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(min_period: number, max_period: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class AVGPRICE {
     free(): void;
     [Symbol.dispose](): void;
@@ -256,6 +287,17 @@ export class AnchoredVWAP {
     update(high: number, low: number, close: number, volume: number): number | undefined;
 }
 
+export class AndrewsPitchfork {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(strength: number);
+    reset(): void;
+    update(high: number, low: number): any;
+    warmupPeriod(): number;
+}
+
 export class Aroon {
     free(): void;
     [Symbol.dispose](): void;
@@ -383,6 +425,17 @@ export class AwesomeOscillatorHistogram {
     warmupPeriod(): number;
 }
 
+export class BANDPASS {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number, bandwidth: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class BalanceOfPower {
     free(): void;
     [Symbol.dispose](): void;
@@ -584,6 +637,17 @@ export class CMO {
     warmupPeriod(): number;
 }
 
+export class CTI {
+    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 CalendarSpread {
     free(): void;
     [Symbol.dispose](): void;
@@ -627,6 +691,17 @@ export class CenterOfGravity {
     warmupPeriod(): number;
 }
 
+export class CentralPivotRange {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor();
+    reset(): void;
+    update(high: number, low: number, close: number): any;
+    warmupPeriod(): number;
+}
+
 export class ChaikinMoneyFlow {
     free(): void;
     [Symbol.dispose](): void;
@@ -1157,6 +1232,17 @@ export class EMA {
     warmupPeriod(): number;
 }
 
+export class EVENBETTERSINE {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(prices: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(hp_period: number, ssf_length: number);
+    reset(): void;
+    update(value: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class EVWMA {
     free(): void;
     [Symbol.dispose](): void;
@@ -1666,6 +1752,17 @@ export class GravestoneDoji {
     warmupPeriod(): number;
 }
 
+export class HIGHPASS {
+    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 HMA {
     free(): void;
     [Symbol.dispose](): void;
@@ -2735,6 +2832,17 @@ export class MorningEveningStar {
     warmupPeriod(): number;
 }
 
+export class MurreyMathLines {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(high: number, low: number): any;
+    warmupPeriod(): number;
+}
+
 export class NATR {
     free(): void;
     [Symbol.dispose](): void;
@@ -3134,6 +3242,17 @@ export class PiercingDarkCloud {
     warmupPeriod(): number;
 }
 
+export class PivotReversal {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(left: number, right: number);
+    reset(): void;
+    update(high: number, low: number, close: number): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class PointAndFigureBars {
     free(): void;
     [Symbol.dispose](): void;
@@ -3245,6 +3364,17 @@ export class QuotedSpread {
     warmupPeriod(): number;
 }
 
+export class REFLEX {
+    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 RMI {
     free(): void;
     [Symbol.dispose](): void;
@@ -4231,6 +4361,17 @@ export class TII {
     warmupPeriod(): number;
 }
 
+export class TRENDFLEX {
+    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 TREND_STRENGTH_INDEX {
     free(): void;
     [Symbol.dispose](): void;
@@ -4628,6 +4769,17 @@ export class TypicalPrice {
     update(high: number, low: number, close: number): number | undefined;
 }
 
+export class UNIVERSALOSC {
+    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 UlcerIndex {
     free(): void;
     [Symbol.dispose](): void;
@@ -4905,6 +5057,17 @@ export class VolumeWeightedMacd {
     warmupPeriod(): number;
 }
 
+export class VolumeWeightedSr {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, volume: Float64Array): Float64Array;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(high: number, low: number, volume: number): any;
+    warmupPeriod(): number;
+}
+
 export class Vortex {
     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, 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
+    ADAPTIVECCI, ADAPTIVERSI, ADL, ADX, ADXR, ALMA, APO, ATR, AUTOCORRPGRAM, AVGPRICE, AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AcceleratorOscillator, AdVolumeLine, AdaptiveCycle, AdaptiveLaguerre, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio, Alligator, Alpha, AmihudIlliquidity, AnchoredRSI, AnchoredVWAP, AndrewsPitchfork, Aroon, AroonOscillator, AtrBands, AtrRatchet, AtrTrailingStop, AutoFib, Autocorrelation, AverageDailyRange, AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BANDPASS, BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth, BomarBands, BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CCI, CFO, CMO, CTI, CalendarSpread, CalmarRatio, Camarilla, CenterOfGravity, CentralPivotRange, 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, EVENBETTERSINE, 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, HIGHPASS, 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, MurreyMathLines, 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, PivotReversal, PointAndFigureBars, PpoHistogram, ProfitFactor, ProjectionBands, ProjectionOscillator, QQE, Qstick, QuartileBands, QuotedSpread, REFLEX, 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, TRENDFLEX, 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, UNIVERSALOSC, 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, VolumeWeightedSr, 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";