wickra-wasm 0.6.9 → 0.7.0

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=485" 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=488" 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 485 indicators; start at the
+  every one of the 488 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),
@@ -66,7 +66,7 @@ an afterthought — **live, tick-by-tick data** — without giving up the breadt
 a full batch library, and without making you reimplement your indicators four
 times to get there.
 
-- **The biggest streaming-native catalogue, period.** 485 indicators across 24
+- **The biggest streaming-native catalogue, period.** 488 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
@@ -77,7 +77,7 @@ times to get there.
 - **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 485 indicators**.
+  for all 488 indicators**.
 - **Orders of magnitude faster where it counts.** In streaming Wickra is **11–56×**
   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
@@ -95,7 +95,7 @@ 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** | **485** | **yes** |
+| **★&nbsp;Wickra**| **clean**   | **yes, O(1)** | **Python · Node · WASM · Rust** | **488** | **yes** |
 | kand             | clean       | yes         | Python · WASM · Rust        |       ~60  | yes    |
 | ta-rs            | clean       | yes         | Rust only                   |       ~30  | stale  |
 | yata             | clean       | partial     | Rust only                   |       ~35  | yes    |
@@ -128,7 +128,7 @@ Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
 
 ## Indicators
 
-485 streaming-first indicators across twenty-four families. Every one passes the
+488 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).
@@ -153,7 +153,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Chart Patterns       | Double Top / Bottom, Triple Top / Bottom, Head and Shoulders, Triangle (asc/desc/sym), Wedge (rising/falling), Flag / Pennant, Rectangle / Range, Cup and Handle |
 | Harmonic Patterns    | AB=CD, Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives |
 | Fibonacci            | Fibonacci Retracement, Fibonacci Extension, Fibonacci Projection, Auto-Fibonacci, Golden Pocket, Fibonacci Confluence, Fibonacci Fan, Fibonacci Arcs, Fibonacci Channel, Fibonacci Time Zones |
-| Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure |
+| Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure, Trade-Sign Autocorrelation, Hasbrouck Information Share |
 | Derivatives          | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
 | Market Profile       | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
 | Market Breadth       | Advance/Decline Line, Advance/Decline Ratio, Advance/Decline Volume Line, McClellan Oscillator, McClellan Summation Index, TRIN / Arms Index, Breadth Thrust, New Highs - New Lows, High-Low Index, Percent Above Moving Average, Up/Down Volume Ratio, Bullish Percent Index, Cumulative Volume Index, Absolute Breadth Index, TICK Index |
@@ -237,7 +237,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 485 indicators
+│   ├── wickra-core/         core engine + all 488 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": "0.6.9",
+  "version": "0.7.0",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -1896,6 +1896,21 @@ export class HaramiCross {
     warmupPeriod(): number;
 }
 
+export class HasbrouckInformationShare {
+    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 HeadAndShoulders {
     free(): void;
     [Symbol.dispose](): void;
@@ -3319,6 +3334,16 @@ export class PiercingDarkCloud {
     warmupPeriod(): number;
 }
 
+export class Pin {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor(window: number);
+    reset(): void;
+    update(price: number, size: number, is_buy: boolean): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class PivotReversal {
     free(): void;
     [Symbol.dispose](): void;
@@ -4805,6 +4830,16 @@ export class TradeImbalance {
     warmupPeriod(): number;
 }
 
+export class TradeSignAutocorrelation {
+    free(): void;
+    [Symbol.dispose](): void;
+    isReady(): boolean;
+    constructor(period: number);
+    reset(): void;
+    update(price: number, size: number, is_buy: boolean): number | undefined;
+    warmupPeriod(): number;
+}
+
 export class TradeVolumeIndex {
     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 {
-    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, CandleVolume, 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, DumplingTop, DynamicMomentumIndex, EHMA, EMA, EVENBETTERSINE, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, ElderRay, ElderSafeZone, EmpiricalModeDecomposition, Engulfing, Equivolume, EveningDojiStar, EwmaVolatility, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherRSI, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FryPanBottom, 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, HaramiCross, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator, 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, NewPriceLines, 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, SmoothedHeikinAshi, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands, SpreadHurst, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StickSandwich, StochRSI, Stochastic, StochasticCCI, SuperSmoother, SuperTrend, T3, TDCamouflage, TDClop, TDClopwin, TDCombo, TDCountdown, TDDWave, TDDeMarker, TDDifferential, TDLines, TDMovingAverage, TDOpen, TDPressure, TDPropulsion, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TDTrap, TEMA, TII, TRENDFLEX, TREND_STRENGTH_INDEX, TRIMA, TRIX, TSF, TSI, TSV, TTM_TREND, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, TimeBasedStop, TimeOfDayReturnProfile, TowerTopBottom, TpoProfile, TradeImbalance, TradeVolumeIndex, TrendLabel, TreynorRatio, Triangle, Trin, TripleTopBottom, Tristar, 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
+    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, CandleVolume, 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, DumplingTop, DynamicMomentumIndex, EHMA, EMA, EVENBETTERSINE, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, ElderRay, ElderSafeZone, EmpiricalModeDecomposition, Engulfing, Equivolume, EveningDojiStar, EwmaVolatility, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherRSI, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FryPanBottom, 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, HaramiCross, HasbrouckInformationShare, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator, 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, NewPriceLines, 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, Pin, 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, SmoothedHeikinAshi, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands, SpreadHurst, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, StickSandwich, StochRSI, Stochastic, StochasticCCI, SuperSmoother, SuperTrend, T3, TDCamouflage, TDClop, TDClopwin, TDCombo, TDCountdown, TDDWave, TDDeMarker, TDDifferential, TDLines, TDMovingAverage, TDOpen, TDPressure, TDPropulsion, TDREI, TDRangeProjection, TDRiskLevel, TDSequential, TDSetup, TDTrap, TEMA, TII, TRENDFLEX, TREND_STRENGTH_INDEX, TRIMA, TRIX, TSF, TSI, TSV, TTM_TREND, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, TimeBasedStop, TimeOfDayReturnProfile, TowerTopBottom, TpoProfile, TradeImbalance, TradeSignAutocorrelation, TradeVolumeIndex, TrendLabel, TreynorRatio, Triangle, Trin, TripleTopBottom, Tristar, 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";

package/wickra_wasm_bg.js

@@ -13871,6 +13871,99 @@ export class HaramiCross {
 }
 if (Symbol.dispose) HaramiCross.prototype[Symbol.dispose] = HaramiCross.prototype.free;
 
+export class HasbrouckInformationShare {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        HasbrouckInformationShareFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_hasbrouckinformationshare_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.hasbrouckinformationshare_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.hasbrouckinformationshare_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.hasbrouckinformationshare_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;
+            HasbrouckInformationShareFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.hasbrouckinformationshare_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.hasbrouckinformationshare_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.hasbrouckinformationshare_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) HasbrouckInformationShare.prototype[Symbol.dispose] = HasbrouckInformationShare.prototype.free;
+
 export class HeadAndShoulders {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -24058,6 +24151,79 @@ export class PiercingDarkCloud {
 }
 if (Symbol.dispose) PiercingDarkCloud.prototype[Symbol.dispose] = PiercingDarkCloud.prototype.free;
 
+export class Pin {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        PinFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_pin_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.pin_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} window
+     */
+    constructor(window) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.pin_new(retptr, 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;
+            PinFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.pin_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} price
+     * @param {number} size
+     * @param {boolean} is_buy
+     * @returns {number | undefined}
+     */
+    update(price, size, is_buy) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.pin_update(retptr, this.__wbg_ptr, price, size, is_buy);
+            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);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.pin_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) Pin.prototype[Symbol.dispose] = Pin.prototype.free;
+
 export class PivotReversal {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -34906,6 +35072,79 @@ export class TradeImbalance {
 }
 if (Symbol.dispose) TradeImbalance.prototype[Symbol.dispose] = TradeImbalance.prototype.free;
 
+export class TradeSignAutocorrelation {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        TradeSignAutocorrelationFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_tradesignautocorrelation_free(ptr, 0);
+    }
+    /**
+     * @returns {boolean}
+     */
+    isReady() {
+        const ret = wasm.tradesignautocorrelation_isReady(this.__wbg_ptr);
+        return ret !== 0;
+    }
+    /**
+     * @param {number} period
+     */
+    constructor(period) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            wasm.tradesignautocorrelation_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;
+            TradeSignAutocorrelationFinalization.register(this, this.__wbg_ptr, this);
+            return this;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    reset() {
+        wasm.tradesignautocorrelation_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} price
+     * @param {number} size
+     * @param {boolean} is_buy
+     * @returns {number | undefined}
+     */
+    update(price, size, is_buy) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.tradesignautocorrelation_update(retptr, this.__wbg_ptr, price, size, is_buy);
+            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);
+        }
+    }
+    /**
+     * @returns {number}
+     */
+    warmupPeriod() {
+        const ret = wasm.tradesignautocorrelation_warmupPeriod(this.__wbg_ptr);
+        return ret >>> 0;
+    }
+}
+if (Symbol.dispose) TradeSignAutocorrelation.prototype[Symbol.dispose] = TradeSignAutocorrelation.prototype.free;
+
 export class TradeVolumeIndex {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -40881,6 +41120,9 @@ const HaramiFinalization = (typeof FinalizationRegistry === 'undefined')
 const HaramiCrossFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_haramicross_free(ptr, 1));
+const HasbrouckInformationShareFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_hasbrouckinformationshare_free(ptr, 1));
 const HeadAndShouldersFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_headandshoulders_free(ptr, 1));
@@ -41247,6 +41489,9 @@ const PGOFinalization = (typeof FinalizationRegistry === 'undefined')
 const PiercingDarkCloudFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_piercingdarkcloud_free(ptr, 1));
+const PinFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_pin_free(ptr, 1));
 const PivotReversalFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_pivotreversal_free(ptr, 1));
@@ -41631,6 +41876,9 @@ const TpoProfileFinalization = (typeof FinalizationRegistry === 'undefined')
 const TradeImbalanceFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_tradeimbalance_free(ptr, 1));
+const TradeSignAutocorrelationFinalization = (typeof FinalizationRegistry === 'undefined')
+    ? { register: () => {}, unregister: () => {} }
+    : new FinalizationRegistry(ptr => wasm.__wbg_tradesignautocorrelation_free(ptr, 1));
 const TradeVolumeIndexFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_tradevolumeindex_free(ptr, 1));