wickra 0.3.1 → 0.4.1

package/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, SuperSmoother, FisherTransform, InverseFisherTransform, Decycler, DecyclerOscillator, RoofingFilter, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, SpearmanCorrelation, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -332,6 +332,34 @@ module.exports.StdDev = StdDev
 module.exports.UlcerIndex = UlcerIndex
 module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
 module.exports.ZScore = ZScore
+module.exports.McGinleyDynamic = McGinleyDynamic
+module.exports.FRAMA = FRAMA
+module.exports.SuperSmoother = SuperSmoother
+module.exports.FisherTransform = FisherTransform
+module.exports.Decycler = Decycler
+module.exports.CenterOfGravity = CenterOfGravity
+module.exports.CyberneticCycle = CyberneticCycle
+module.exports.InstantaneousTrendline = InstantaneousTrendline
+module.exports.EhlersStochastic = EhlersStochastic
+module.exports.RVIVolatility = RVIVolatility
+module.exports.Variance = Variance
+module.exports.CoefficientOfVariation = CoefficientOfVariation
+module.exports.Skewness = Skewness
+module.exports.Kurtosis = Kurtosis
+module.exports.StandardError = StandardError
+module.exports.DetrendedStdDev = DetrendedStdDev
+module.exports.RSquared = RSquared
+module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
+module.exports.Autocorrelation = Autocorrelation
+module.exports.HurstExponent = HurstExponent
+module.exports.PearsonCorrelation = PearsonCorrelation
+module.exports.Beta = Beta
+module.exports.PairwiseBeta = PairwiseBeta
+module.exports.SpearmanCorrelation = SpearmanCorrelation
+module.exports.PairSpreadZScore = PairSpreadZScore
+module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
+module.exports.Cointegration = Cointegration
+module.exports.RelativeStrengthAB = RelativeStrengthAB
 module.exports.MACD = MACD
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
@@ -349,27 +377,25 @@ module.exports.VWAP = VWAP
 module.exports.RollingVWAP = RollingVWAP
 module.exports.AwesomeOscillator = AwesomeOscillator
 module.exports.Aroon = Aroon
-module.exports.KAMA = KAMA
-module.exports.RVI = RVI
-module.exports.PGO = PGO
-module.exports.KST = KST
-module.exports.SMI = SMI
-module.exports.LaguerreRSI = LaguerreRSI
-module.exports.ConnorsRSI = ConnorsRSI
 module.exports.Inertia = Inertia
-module.exports.ALMA = ALMA
-module.exports.McGinleyDynamic = McGinleyDynamic
-module.exports.FRAMA = FRAMA
-module.exports.VIDYA = VIDYA
-module.exports.JMA = JMA
-module.exports.Alligator = Alligator
-module.exports.EVWMA = EVWMA
-module.exports.APO = APO
+module.exports.ConnorsRSI = ConnorsRSI
+module.exports.LaguerreRSI = LaguerreRSI
+module.exports.SMI = SMI
+module.exports.KST = KST
+module.exports.PGO = PGO
+module.exports.RVI = RVI
 module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
-module.exports.CFO = CFO
-module.exports.ZeroLagMACD = ZeroLagMACD
-module.exports.ElderImpulse = ElderImpulse
 module.exports.STC = STC
+module.exports.ElderImpulse = ElderImpulse
+module.exports.ZeroLagMACD = ZeroLagMACD
+module.exports.CFO = CFO
+module.exports.APO = APO
+module.exports.KAMA = KAMA
+module.exports.EVWMA = EVWMA
+module.exports.Alligator = Alligator
+module.exports.JMA = JMA
+module.exports.VIDYA = VIDYA
+module.exports.ALMA = ALMA
 module.exports.T3 = T3
 module.exports.TSI = TSI
 module.exports.PMO = PMO
@@ -379,17 +405,17 @@ module.exports.VolumePriceTrend = VolumePriceTrend
 module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
 module.exports.ChaikinOscillator = ChaikinOscillator
 module.exports.ForceIndex = ForceIndex
-module.exports.EaseOfMovement = EaseOfMovement
-module.exports.KVO = KVO
-module.exports.VolumeOscillator = VolumeOscillator
 module.exports.NVI = NVI
 module.exports.PVI = PVI
+module.exports.VolumeOscillator = VolumeOscillator
+module.exports.KVO = KVO
 module.exports.WilliamsAD = WilliamsAD
 module.exports.AnchoredVWAP = AnchoredVWAP
 module.exports.DemandIndex = DemandIndex
 module.exports.TSV = TSV
 module.exports.VZO = VZO
 module.exports.MarketFacilitationIndex = MarketFacilitationIndex
+module.exports.EaseOfMovement = EaseOfMovement
 module.exports.SuperTrend = SuperTrend
 module.exports.ChandelierExit = ChandelierExit
 module.exports.ChandeKrollStop = ChandeKrollStop
@@ -411,26 +437,25 @@ module.exports.BalanceOfPower = BalanceOfPower
 module.exports.ChoppinessIndex = ChoppinessIndex
 module.exports.TrueRange = TrueRange
 module.exports.ChaikinVolatility = ChaikinVolatility
+module.exports.YangZhangVolatility = YangZhangVolatility
+module.exports.RogersSatchellVolatility = RogersSatchellVolatility
+module.exports.GarmanKlassVolatility = GarmanKlassVolatility
+module.exports.ParkinsonVolatility = ParkinsonVolatility
 module.exports.LinRegAngle = LinRegAngle
 module.exports.BollingerBandwidth = BollingerBandwidth
 module.exports.PercentB = PercentB
 module.exports.NATR = NATR
 module.exports.HistoricalVolatility = HistoricalVolatility
 module.exports.AroonOscillator = AroonOscillator
-module.exports.Vortex = Vortex
-module.exports.RWI = RWI
 module.exports.WaveTrend = WaveTrend
+module.exports.RWI = RWI
+module.exports.Vortex = Vortex
 module.exports.MassIndex = MassIndex
 module.exports.StochRSI = StochRSI
 module.exports.UltimateOscillator = UltimateOscillator
 module.exports.PPO = PPO
 module.exports.Coppock = Coppock
 module.exports.VWMA = VWMA
-module.exports.RVIVolatility = RVIVolatility
-module.exports.ParkinsonVolatility = ParkinsonVolatility
-module.exports.GarmanKlassVolatility = GarmanKlassVolatility
-module.exports.RogersSatchellVolatility = RogersSatchellVolatility
-module.exports.YangZhangVolatility = YangZhangVolatility
 module.exports.MaEnvelope = MaEnvelope
 module.exports.AccelerationBands = AccelerationBands
 module.exports.StarcBands = StarcBands
@@ -461,16 +486,9 @@ module.exports.TDRangeProjection = TDRangeProjection
 module.exports.TDDifferential = TDDifferential
 module.exports.TDOpen = TDOpen
 module.exports.TDRiskLevel = TDRiskLevel
-module.exports.SuperSmoother = SuperSmoother
-module.exports.FisherTransform = FisherTransform
 module.exports.InverseFisherTransform = InverseFisherTransform
-module.exports.Decycler = Decycler
 module.exports.DecyclerOscillator = DecyclerOscillator
 module.exports.RoofingFilter = RoofingFilter
-module.exports.CenterOfGravity = CenterOfGravity
-module.exports.CyberneticCycle = CyberneticCycle
-module.exports.InstantaneousTrendline = InstantaneousTrendline
-module.exports.EhlersStochastic = EhlersStochastic
 module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
 module.exports.HilbertDominantCycle = HilbertDominantCycle
 module.exports.AdaptiveCycle = AdaptiveCycle
@@ -479,19 +497,6 @@ module.exports.MAMA = MAMA
 module.exports.FAMA = FAMA
 module.exports.Ichimoku = Ichimoku
 module.exports.HeikinAshi = HeikinAshi
-module.exports.Variance = Variance
-module.exports.CoefficientOfVariation = CoefficientOfVariation
-module.exports.Skewness = Skewness
-module.exports.Kurtosis = Kurtosis
-module.exports.StandardError = StandardError
-module.exports.DetrendedStdDev = DetrendedStdDev
-module.exports.RSquared = RSquared
-module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
-module.exports.Autocorrelation = Autocorrelation
-module.exports.HurstExponent = HurstExponent
-module.exports.PearsonCorrelation = PearsonCorrelation
-module.exports.Beta = Beta
-module.exports.SpearmanCorrelation = SpearmanCorrelation
 module.exports.ValueArea = ValueArea
 module.exports.InitialBalance = InitialBalance
 module.exports.OpeningRange = OpeningRange
@@ -510,7 +515,6 @@ module.exports.Tweezer = Tweezer
 module.exports.SpinningTop = SpinningTop
 module.exports.ThreeInside = ThreeInside
 module.exports.ThreeOutside = ThreeOutside
-// Family 15: Risk / Performance metrics
 module.exports.SharpeRatio = SharpeRatio
 module.exports.SortinoRatio = SortinoRatio
 module.exports.CalmarRatio = CalmarRatio

package/npm/darwin-arm64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-arm64.node",
   "files": [

package/npm/darwin-x64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-x64",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-x64.node",
   "files": [

package/npm/linux-arm64-gnu/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-linux-arm64-gnu",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-arm64-gnu.node",
   "files": [

package/npm/linux-x64-gnu/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-linux-x64-gnu",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-x64-gnu.node",
   "files": [

package/npm/win32-arm64-msvc/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-win32-arm64-msvc",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.win32-arm64-msvc.node",
   "files": [

package/npm/win32-x64-msvc/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-win32-x64-msvc",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.win32-x64-msvc.node",
   "files": [

package/package.json

@@ -1,8 +1,8 @@
 {
   "name": "wickra",
-  "version": "0.3.1",
+  "version": "0.4.1",
   "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
-  "author": "kingchenc <wickra.lib@gmail.com>",
+  "author": "kingchenc <support@wickra.org>",
   "main": "index.js",
   "types": "index.d.ts",
   "license": "PolyForm-Noncommercial-1.0.0",
@@ -47,12 +47,12 @@
     "node": ">= 18"
   },
   "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.3.1",
-    "wickra-linux-arm64-gnu": "0.3.1",
-    "wickra-darwin-x64": "0.3.1",
-    "wickra-darwin-arm64": "0.3.1",
-    "wickra-win32-x64-msvc": "0.3.1",
-    "wickra-win32-arm64-msvc": "0.3.1"
+    "wickra-linux-x64-gnu": "0.4.1",
+    "wickra-linux-arm64-gnu": "0.4.1",
+    "wickra-darwin-x64": "0.4.1",
+    "wickra-darwin-arm64": "0.4.1",
+    "wickra-win32-x64-msvc": "0.4.1",
+    "wickra-win32-arm64-msvc": "0.4.1"
   },
   "scripts": {
     "build": "napi build --platform --release",
@@ -60,7 +60,8 @@
     "artifacts": "napi artifacts",
     "universal": "napi universal",
     "version": "napi version",
-    "test": "node --test __tests__/"
+    "test": "node --test __tests__/",
+    "bench": "node benchmarks/throughput.js"
   },
   "devDependencies": {
     "@napi-rs/cli": "^2.18.0"