wickra-wasm 0.9.0 → 0.9.2

package/README.md

@@ -18,12 +18,13 @@
 [![OpenSSF Best Practices](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/best-practices.svg)](https://www.bestpractices.dev/projects/13094)
 [![Build provenance](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/provenance.svg)](https://github.com/wickra-lib/wickra/attestations)
 [![Docs](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/docs.svg)](https://docs.wickra.org)
+[![Verified across 10 languages](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/verified.svg)](https://docs.wickra.org/FAQ#do-all-the-language-bindings-compute-the-same-values)
 
 **Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
 
 Wickra is a multi-language technical-analysis library with a Rust core and
-native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
-C# / .NET, Go, Java, R and any other C-capable language links against. Every indicator is a
+native bindings for Python, Node.js and WASM, plus a C ABI that C, C++,
+C#, Go, Java, R and any other C-capable language links against. Every indicator is a
 state machine that updates in O(1) per new data point, so live trading bots and
 historical backtests share the exact same implementation.
 
@@ -53,6 +54,7 @@ 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),
   [C](https://docs.wickra.org/Quickstart-C),
+  [C++](https://docs.wickra.org/Quickstart-C),
   [C#](https://docs.wickra.org/Quickstart-CSharp),
   [Go](https://docs.wickra.org/Quickstart-Go),
   [Java](https://docs.wickra.org/Quickstart-Java),
@@ -81,14 +83,19 @@ times to get there.
   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, five first-class targets.** Native **Python · Node.js ·
-  WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go, Java, R and any other C-capable language —
+- **One Rust core, five first-class targets.** Native **Rust · Python · Node.js ·
+  WASM** plus a **C ABI** for C, C++, C#, Go, Java, R and any other C-capable language —
   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 514 indicators**.
+- **Identical across every language — proven, not promised.** All 514 indicators
+  are replayed through **all 10 languages** (Rust · Python · Node.js · WASM · C ·
+  C++ · C# · Go · Java · R) and checked **bit-for-bit against the Rust reference**
+  via shared golden fixtures in CI. The math is verifiably the same everywhere —
+  this very check caught and fixed two real cross-language marshalling bugs.
 - **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
@@ -106,7 +113,7 @@ Every other library forces one of those compromises. Wickra doesn't:
 
 | Library          | Install     | Streaming   | Languages                   | Indicators | Active |
 |------------------|-------------|-------------|-----------------------------|-----------:|--------|
-| **★ Wickra**| **clean**   | **yes, O(1)** | **Rust · Python · Node · WASM · C · C# · Go · Java · R** | **514** | **yes** |
+| **★ Wickra**| **clean**   | **yes, O(1)** | **Rust · Python · Node.js · WASM · C · C++ · C# · Go · Java · R** | **514** | **yes** |
 | kand             | clean       | yes         | Python · WASM · Rust        |       ~60  | yes    |
 | ta-rs            | clean       | yes         | Rust only                   |       ~30  | stale  |
 | yata             | clean       | partial     | Rust only                   |       ~35  | yes    |
@@ -137,12 +144,38 @@ elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
 Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
 **[BENCHMARKS.md](BENCHMARKS.md)**.
 
+### Pick your language with eyes open — per-binding throughput
+
+Every binding calls the **same** Rust core, so this is **not** a speed claim — it
+is the raw cost of crossing each language's FFI boundary (`SMA(20)`, 200 000 bars,
+Ryzen 9 9950X, million updates/sec). **Batch is near-core everywhere; streaming is
+where the boundary shows** — so if you stream tick-by-tick, the table tells you
+which binding keeps up and which to avoid for hot loops.
+
+| Language        | streaming (Mupd/s) | batch (Mupd/s) |
+|-----------------|-------------------:|---------------:|
+| Rust (no FFI)   |                391 |            500 |
+| C / C++         |                383 |            330 |
+| C#              |                337 |            244 |
+| Python          |                 33 |            488 |
+| Java            |                 28 |            175 |
+| Go              |                 24 |            400 |
+| WASM            |                 19 |            167 |
+| Node.js         |                 17 |             10 |
+| R               |                0.1 |            193 |
+
+All ten share one verified implementation (see the verification badge above), so
+the *numbers* differ but the *values* are bit-for-bit identical. Methodology and
+the per-indicator breakdown are in [BENCHMARKS.md](BENCHMARKS.md#3-per-binding-throughput--the-cost-of-the-boundary).
+
 ## Indicators
 
 514 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).
+semantics tests — and is replayed through **all 10 languages** and checked
+bit-for-bit against the Rust reference (golden fixtures, in CI). Each has a
+per-indicator deep dive (formula, parameters, warmup) at
+[docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 
 | Family | Indicators |
 |--------|-----------|
@@ -153,7 +186,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Volatility Cone |
 | Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands, 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 |
+| 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 Oscillator, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity, 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, 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 |
@@ -190,7 +223,7 @@ it — regenerate from the core).
 | Browser / WASM    | `npm install wickra-wasm`                     | `examples/wasm/index.html` |
 | Rust              | `cargo add wickra`                            | `examples/rust/src/bin/backtest.rs` |
 | C / C++ (C ABI)   | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
-| C# / .NET (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
+| C# (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
 | Go (cgo, C ABI)   | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
 | Java (FFM, C ABI)  | Maven Central `org.wickra:wickra`, see [`bindings/java`](bindings/java) | `examples/java` (`Streaming`) |
 | R (`.Call`, C ABI) | `R CMD INSTALL bindings/r`, see [`bindings/r`](bindings/r) | `examples/r/streaming.R` |
@@ -202,6 +235,29 @@ The wickra-core crate is `unsafe`-forbidden, so the native bindings are
 memory-safe end to end. The C ABI runs the same safe core; only its thin FFI
 boundary uses `unsafe`, and the caller owns handle lifetimes (`_new` / `_free`).
 
+## Requirements
+
+The minimum supported version per language. Prebuilt packages (Rust, Python,
+Node.js, WASM, C#) need only the runtime; the C-ABI bindings that compile on
+install — Go (cgo) and R (`.Call`) — also need a C compiler, and Java runs with
+`--enable-native-access=ALL-UNNAMED`.
+
+| Language    | Package                              | Minimum supported          |
+|-------------|--------------------------------------|----------------------------|
+| Rust        | crates.io · `wickra`                 | 1.86 (MSRV)                |
+| Python      | PyPI · `wickra` (abi3 wheel)         | 3.9 (tested through 3.13)  |
+| Node.js     | npm · `wickra` (N-API 8)             | 20 (tested on 22 · 24 LTS) |
+| WASM        | npm · `wickra-wasm`                  | any modern JS engine       |
+| C           | `wickra.h` + library (releases)      | C99 compiler               |
+| C++         | `wickra.hpp` over the C ABI          | C++14 compiler             |
+| C#          | NuGet · `Wickra`                     | .NET 8 (`net8.0`)          |
+| Go          | module · `wickra-lib/wickra-go`      | Go 1.23 (cgo)              |
+| Java        | Maven Central · `org.wickra:wickra`  | Java 22 (FFM / Panama)     |
+| R           | source package                       | R ≥ 2.10 (Rtools on Win.)  |
+
+Full per-language detail (runtime vs. build-from-source) is on the
+[Requirements page](https://docs.wickra.org/Requirements) in the docs.
+
 ## Rust API
 
 ```rust
@@ -247,8 +303,8 @@ while let Some(event) = stream.next_event().await? {
 }
 ```
 
-A Python live-trading example using the public `websockets` package lives at
-`examples/python/live_trading.py`.
+A Python live Binance feed example using the public `websockets` package lives at
+`examples/python/live_binance.py`.
 
 ## Project layout
 
@@ -264,15 +320,15 @@ wickra/
 │   ├── node/                napi-rs (publishes on npm)
 │   ├── wasm/                wasm-bindgen (browsers, bundlers, Node)
 │   ├── c/                   C ABI (cdylib + staticlib) + generated include/wickra.h
-│   ├── csharp/              .NET binding over the C ABI (publishes on NuGet)
+│   ├── csharp/              C# binding over the C ABI (publishes on NuGet)
 │   ├── go/                  Go binding over the C ABI via cgo (module tag)
 │   ├── r/                   R binding over the C ABI via .Call (R package)
 │   └── java/                Java binding over the C ABI via the FFM API (Maven Central)
 ├── examples/                examples/README.md indexes every language
 │   ├── data/                real BTCUSDT OHLCV datasets, one per timeframe
 │   ├── rust/                Rust workspace member (`wickra-examples`)
-│   ├── python/              backtest, live trading, parallel assets, multi-tf
-│   ├── node/                streaming, backtest, live trading (load `wickra`)
+│   ├── python/              backtest, live Binance feed, parallel assets, multi-tf
+│   ├── node/                streaming, backtest, live Binance feed (load `wickra`)
 │   ├── wasm/                browser demo for `wickra-wasm`
 │   ├── c/                   C smoke + streaming, C++ RAII wrapper
 │   ├── csharp/              streaming, backtest, strategies (load `Wickra`)
@@ -312,7 +368,7 @@ cargo build -p wickra-c --release
 cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
 cmake --build examples/c/build && ctest --test-dir examples/c/build --output-on-failure
 
-# C# / .NET binding (requires the .NET 8 SDK; links the C ABI above)
+# C# binding (requires the .NET 8 SDK; links the C ABI above)
 dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj
 
 # Go binding (requires a C compiler for cgo; links the C ABI above)
@@ -358,11 +414,15 @@ Every layer is covered; run the suites with the commands in
 - `bindings/java`: JUnit cases covering one indicator per FFI archetype
   (scalar/batch, multi-output, bars, profile, array input) plus batch equivalence.
 
-The four C-ABI bindings (C#, Go, Java, R) additionally replay a shared,
-language-neutral golden fixture (`testdata/golden/*.csv`, generated by
-`cargo run -p wickra-examples --bin gen_golden`) and assert exact parity with the
-Rust reference outputs across every archetype (SMA, EMA, RSI, ATR, MACD, ADX,
-Beta), catching FFI wiring bugs the math-only core tests cannot see.
+On top of those per-binding tests, **all 10 languages** (Rust, Python, Node.js,
+WASM, C, C++, C#, Go, Java, R) replay a shared, language-neutral golden fixture
+(`testdata/golden/*.csv`, generated by
+`cargo run -p wickra-examples --bin gen_golden`) and assert **bit-for-bit parity
+with the Rust reference for every one of the 514 indicators** across every
+archetype (scalar, multi-output, pairwise, derivatives-tick, cross-section,
+order-book, trade, profile, alt-chart bars, footprint). This catches FFI wiring
+bugs the math-only core tests cannot see — it has already found and fixed real
+cross-language marshalling bugs in the Java and R bindings.
 
 ## Contributing
 

package/package.json

@@ -5,7 +5,7 @@
     "kingchenc <support@wickra.org>"
   ],
   "description": "WASM bindings for the Wickra streaming-first technical indicators library.",
-  "version": "0.9.0",
+  "version": "0.9.2",
   "license": "MIT OR Apache-2.0",
   "repository": {
     "type": "git",

package/wickra_wasm.d.ts

@@ -30,6 +30,15 @@ export class ADL {
     update(high: number, low: number, close: number, volume: number): number | undefined;
 }
 
+export class ADOSC {
+    free(): void;
+    [Symbol.dispose](): void;
+    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
+    constructor();
+    reset(): void;
+    update(high: number, low: number, close: number): number | undefined;
+}
+
 export class ADX {
     free(): void;
     [Symbol.dispose](): void;
@@ -5705,15 +5714,6 @@ export class WickRatio {
     update(open: number, high: number, low: number, close: number): number | undefined;
 }
 
-export class WilliamsAD {
-    free(): void;
-    [Symbol.dispose](): void;
-    batch(high: Float64Array, low: Float64Array, close: Float64Array): Float64Array;
-    constructor();
-    reset(): void;
-    update(high: number, low: number, close: number): number | undefined;
-}
-
 export class WilliamsFractals {
     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, BurkeRatio, Butterfly, CCI, CFO, CMO, CTI, CalendarSpread, CalmarRatio, Camarilla, CandleVolume, CenterOfGravity, CentralPivotRange, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, CoefficientOfVariation, Cointegration, CommonSenseRatio, CompositeProfile, 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, DollarBars, Donchian, DonchianStop, DoubleBollinger, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, DumplingTop, DynamicMomentumIndex, EHMA, EMA, EVENBETTERSINE, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, ElderRay, ElderSafeZone, EmpiricalModeDecomposition, Engulfing, Equivolume, EstimatedLeverageRatio, EveningDojiStar, EwmaVolatility, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherRSI, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FryPanBottom, FundingBasis, FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore, GD, GMA, GainLossRatio, GainToPainRatio, 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, HighLowVolumeNodes, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HoltWinters, HomingPigeon, HurstChannel, HurstExponent, IMI, Ichimoku, IdenticalThreeCrows, ImbalanceBars, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, IntradayIntensity, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JARQUEBERA, JMA, JumpIndicator, KAMA, KRatio, 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, M2Measure, MACD, MACDEXT, MACDFIX, MAMA, MFI, MIDPOINT, MIDPRICE, MINUS_DI, MINUS_DM, MOM, MaEnvelope, MacdHistogram, MarketFacilitationIndex, MartinRatio, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianMA, MedianPrice, Microprice, ModifiedMaStop, MorningDojiStar, MorningEveningStar, MurreyMathLines, NATR, NVI, NakedPoc, NewHighsNewLows, NewPriceLines, Nrtr, OBV, OIPriceDivergence, OIWeighted, OiToVolumeRatio, OmegaRatio, OnNeck, OpenInterestDelta, OpenInterestMomentum, 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, PerpetualPremiumIndex, PiercingDarkCloud, Pin, PivotReversal, PointAndFigureBars, PpoHistogram, ProfileShape, ProfitFactor, ProjectionBands, ProjectionOscillator, QQE, Qstick, QuartileBands, QuotedSpread, REFLEX, RMI, ROC, ROCP, ROCR, ROCR100, ROLLINGMINMAX, RSI, RSX, RSquared, RVI, RVIVolatility, RWI, RangeBars, RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVWAP, RoofingFilter, RunBars, SAMPLEENT, SAREXT, SHANNONENT, SMA, SMI, SMMA, STC, SWMA, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, SinglePrints, Skewness, SmoothedHeikinAshi, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands, SpreadHurst, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, SterlingRatio, 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, TailRatio, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineBreakBars, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickBars, 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, UpsidePotentialRatio, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, VolatilityCone, VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeBars, 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, ADOSC, 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, BurkeRatio, Butterfly, CCI, CFO, CMO, CTI, CalendarSpread, CalmarRatio, Camarilla, CandleVolume, CenterOfGravity, CentralPivotRange, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, CoefficientOfVariation, Cointegration, CommonSenseRatio, CompositeProfile, 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, DollarBars, Donchian, DonchianStop, DoubleBollinger, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DrawdownDuration, DumplingTop, DynamicMomentumIndex, EHMA, EMA, EVENBETTERSINE, EVWMA, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, ElderRay, ElderSafeZone, EmpiricalModeDecomposition, Engulfing, Equivolume, EstimatedLeverageRatio, EveningDojiStar, EwmaVolatility, Expectancy, FAMA, FRAMA, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FisherRSI, FisherTransform, FlagPennant, Footprint, ForceIndex, FractalChaosBands, FryPanBottom, FundingBasis, FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore, GD, GMA, GainLossRatio, GainToPainRatio, 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, HighLowVolumeNodes, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, HoltWinters, HomingPigeon, HurstChannel, HurstExponent, IMI, Ichimoku, IdenticalThreeCrows, ImbalanceBars, InNeck, Inertia, InformationRatio, InitialBalance, InstantaneousTrendline, IntradayIntensity, IntradayVolatilityProfile, InverseFisherTransform, InvertedHammer, JARQUEBERA, JMA, JumpIndicator, KAMA, KRatio, 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, M2Measure, MACD, MACDEXT, MACDFIX, MAMA, MFI, MIDPOINT, MIDPRICE, MINUS_DI, MINUS_DM, MOM, MaEnvelope, MacdHistogram, MarketFacilitationIndex, MartinRatio, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianMA, MedianPrice, Microprice, ModifiedMaStop, MorningDojiStar, MorningEveningStar, MurreyMathLines, NATR, NVI, NakedPoc, NewHighsNewLows, NewPriceLines, Nrtr, OBV, OIPriceDivergence, OIWeighted, OiToVolumeRatio, OmegaRatio, OnNeck, OpenInterestDelta, OpenInterestMomentum, 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, PerpetualPremiumIndex, PiercingDarkCloud, Pin, PivotReversal, PointAndFigureBars, PpoHistogram, ProfileShape, ProfitFactor, ProjectionBands, ProjectionOscillator, QQE, Qstick, QuartileBands, QuotedSpread, REFLEX, RMI, ROC, ROCP, ROCR, ROCR100, ROLLINGMINMAX, RSI, RSX, RSquared, RVI, RVIVolatility, RWI, RangeBars, RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVWAP, RoofingFilter, RunBars, SAMPLEENT, SAREXT, SHANNONENT, SMA, SMI, SMMA, STC, SWMA, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, SinglePrints, Skewness, SmoothedHeikinAshi, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands, SpreadHurst, StalledPattern, StandardError, StandardErrorBands, StarcBands, StdDev, StepTrailingStop, SterlingRatio, 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, TailRatio, TakerBuySellRatio, Takuri, TasukiGap, TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineBreakBars, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickBars, 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, UpsidePotentialRatio, VIDYA, VWAP, VWMA, VZO, ValueArea, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, VolatilityCone, VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeBars, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeRsi, VolumeWeightedMacd, VolumeWeightedSr, Vortex, Vpin, VwapStdDevBands, WAVE_PM, WMA, Wad, WaveTrend, Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsR, WinRate, WoodiePivots, YangZhangVolatility, YoyoExit, ZLEMA, ZScore, ZeroLagMACD, ZigZag, installPanicHook, version
 } from "./wickra_wasm_bg.js";

package/wickra_wasm_bg.js

@@ -236,6 +236,78 @@ export class ADL {
 }
 if (Symbol.dispose) ADL.prototype[Symbol.dispose] = ADL.prototype.free;
 
+export class ADOSC {
+    __destroy_into_raw() {
+        const ptr = this.__wbg_ptr;
+        this.__wbg_ptr = 0;
+        ADOSCFinalization.unregister(this);
+        return ptr;
+    }
+    free() {
+        const ptr = this.__destroy_into_raw();
+        wasm.__wbg_adosc_free(ptr, 0);
+    }
+    /**
+     * @param {Float64Array} high
+     * @param {Float64Array} low
+     * @param {Float64Array} close
+     * @returns {Float64Array}
+     */
+    batch(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
+            const ptr0 = passArrayF64ToWasm0(high, wasm.__wbindgen_export3);
+            const len0 = WASM_VECTOR_LEN;
+            const ptr1 = passArrayF64ToWasm0(low, wasm.__wbindgen_export3);
+            const len1 = WASM_VECTOR_LEN;
+            const ptr2 = passArrayF64ToWasm0(close, wasm.__wbindgen_export3);
+            const len2 = WASM_VECTOR_LEN;
+            wasm.adosc_batch(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
+            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
+            if (r2) {
+                throw takeObject(r1);
+            }
+            return takeObject(r0);
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(16);
+        }
+    }
+    constructor() {
+        const ret = wasm.adosc_new();
+        this.__wbg_ptr = ret;
+        ADOSCFinalization.register(this, this.__wbg_ptr, this);
+        return this;
+    }
+    reset() {
+        wasm.adosc_reset(this.__wbg_ptr);
+    }
+    /**
+     * @param {number} high
+     * @param {number} low
+     * @param {number} close
+     * @returns {number | undefined}
+     */
+    update(high, low, close) {
+        try {
+            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
+            wasm.adosc_update(retptr, this.__wbg_ptr, high, low, close);
+            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
+            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
+            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
+            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
+            if (r5) {
+                throw takeObject(r4);
+            }
+            return r0 === 0 ? undefined : r2;
+        } finally {
+            wasm.__wbindgen_add_to_stack_pointer(32);
+        }
+    }
+}
+if (Symbol.dispose) ADOSC.prototype[Symbol.dispose] = ADOSC.prototype.free;
+
 export class ADX {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -41612,78 +41684,6 @@ export class WickRatio {
 }
 if (Symbol.dispose) WickRatio.prototype[Symbol.dispose] = WickRatio.prototype.free;
 
-export class WilliamsAD {
-    __destroy_into_raw() {
-        const ptr = this.__wbg_ptr;
-        this.__wbg_ptr = 0;
-        WilliamsADFinalization.unregister(this);
-        return ptr;
-    }
-    free() {
-        const ptr = this.__destroy_into_raw();
-        wasm.__wbg_williamsad_free(ptr, 0);
-    }
-    /**
-     * @param {Float64Array} high
-     * @param {Float64Array} low
-     * @param {Float64Array} close
-     * @returns {Float64Array}
-     */
-    batch(high, low, close) {
-        try {
-            const retptr = wasm.__wbindgen_add_to_stack_pointer(-16);
-            const ptr0 = passArrayF64ToWasm0(high, wasm.__wbindgen_export3);
-            const len0 = WASM_VECTOR_LEN;
-            const ptr1 = passArrayF64ToWasm0(low, wasm.__wbindgen_export3);
-            const len1 = WASM_VECTOR_LEN;
-            const ptr2 = passArrayF64ToWasm0(close, wasm.__wbindgen_export3);
-            const len2 = WASM_VECTOR_LEN;
-            wasm.williamsad_batch(retptr, this.__wbg_ptr, ptr0, len0, ptr1, len1, ptr2, len2);
-            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
-            var r1 = getDataViewMemory0().getInt32(retptr + 4 * 1, true);
-            var r2 = getDataViewMemory0().getInt32(retptr + 4 * 2, true);
-            if (r2) {
-                throw takeObject(r1);
-            }
-            return takeObject(r0);
-        } finally {
-            wasm.__wbindgen_add_to_stack_pointer(16);
-        }
-    }
-    constructor() {
-        const ret = wasm.williamsad_new();
-        this.__wbg_ptr = ret;
-        WilliamsADFinalization.register(this, this.__wbg_ptr, this);
-        return this;
-    }
-    reset() {
-        wasm.williamsad_reset(this.__wbg_ptr);
-    }
-    /**
-     * @param {number} high
-     * @param {number} low
-     * @param {number} close
-     * @returns {number | undefined}
-     */
-    update(high, low, close) {
-        try {
-            const retptr = wasm.__wbindgen_add_to_stack_pointer(-32);
-            wasm.williamsad_update(retptr, this.__wbg_ptr, high, low, close);
-            var r0 = getDataViewMemory0().getInt32(retptr + 4 * 0, true);
-            var r2 = getDataViewMemory0().getFloat64(retptr + 8 * 1, true);
-            var r4 = getDataViewMemory0().getInt32(retptr + 4 * 4, true);
-            var r5 = getDataViewMemory0().getInt32(retptr + 4 * 5, true);
-            if (r5) {
-                throw takeObject(r4);
-            }
-            return r0 === 0 ? undefined : r2;
-        } finally {
-            wasm.__wbindgen_add_to_stack_pointer(32);
-        }
-    }
-}
-if (Symbol.dispose) WilliamsAD.prototype[Symbol.dispose] = WilliamsAD.prototype.free;
-
 export class WilliamsFractals {
     __destroy_into_raw() {
         const ptr = this.__wbg_ptr;
@@ -42659,9 +42659,9 @@ const AccelerationBandsFinalization = (typeof FinalizationRegistry === 'undefine
 const AcceleratorOscillatorFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_acceleratoroscillator_free(ptr, 1));
-const WilliamsADFinalization = (typeof FinalizationRegistry === 'undefined')
+const ADOSCFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
-    : new FinalizationRegistry(ptr => wasm.__wbg_williamsad_free(ptr, 1));
+    : new FinalizationRegistry(ptr => wasm.__wbg_adosc_free(ptr, 1));
 const AdVolumeLineFinalization = (typeof FinalizationRegistry === 'undefined')
     ? { register: () => {}, unregister: () => {} }
     : new FinalizationRegistry(ptr => wasm.__wbg_advolumeline_free(ptr, 1));