wickra 0.4.4 → 0.4.6

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=289" 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=314" 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)
@@ -47,7 +47,7 @@ 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 289 indicators; start at the
+  every one of the 314 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),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-289 streaming-first indicators across eighteen families. Every one passes the
+314 streaming-first indicators across nineteen 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).
@@ -143,22 +143,23 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Family | Indicators |
 |--------|-----------|
 | Moving Averages      | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
-| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
-| Trend & Directional  | MACD, ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter |
+| Momentum Oscillators | RSI (Wilder), Anchored RSI, Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia, ROC Percentage (ROCP), ROC Ratio (ROCR), ROC Ratio 100 (ROCR100) |
+| Trend & Directional  | MACD, MACD Fixed (MACDFIX), MACD Extended (MACDEXT), ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter, Plus DM, Minus DM, Plus DI, Minus DI, DX |
 | Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
 | 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 |
 | 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 |
-| Trailing Stops       | Parabolic SAR, 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 |
+| 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 |
 | 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 |
-| 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 |
-| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
+| 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 |
+| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
 | Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
 | DeMark               | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
 | 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) |
 | Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack, Doji Star, Dragonfly Doji, Gravestone Doji, Long-Legged Doji, Rickshaw Man, Evening Doji Star, Morning Doji Star, Gap Side-by-Side White, High-Wave, Hikkake, Modified Hikkake, Homing Pigeon, On-Neck, In-Neck, Thrusting, Separating Lines, Kicking, Kicking by Length, Ladder Bottom, Mat Hold, Matching Low, Long Line, Short Line, Rising Three Methods, Falling Three Methods, Upside Gap Three Methods, Downside Gap Three Methods, Stalled Pattern, Stick Sandwich, Takuri, Closing Marubozu, Opening Marubozu, Tasuki Gap, Unique Three River, Concealing Baby Swallow |
 | 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 |
 | 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), Initial Balance, Opening Range |
+| Market Profile       | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
 | Risk / Performance   | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
 
 Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
@@ -238,7 +239,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 289 indicators
+│   ├── wickra-core/         core engine + all 314 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/

package/index.d.ts

@@ -45,6 +45,10 @@ export interface BollingerValue {
   lower: number
   stddev: number
 }
+export interface HtPhasorValue {
+  inphase: number
+  quadrature: number
+}
 export interface StochValue {
   k: number
   d: number
@@ -270,6 +274,16 @@ export interface ValueAreaValue {
   vah: number
   val: number
 }
+export interface VolumeProfileValue {
+  priceLow: number
+  priceHigh: number
+  bins: Array<number>
+}
+export interface TpoProfileValue {
+  priceLow: number
+  priceHigh: number
+  counts: Array<number>
+}
 export interface InitialBalanceValue {
   high: number
   low: number
@@ -300,6 +314,21 @@ export interface LiquidationFeaturesValue {
   total: number
   imbalance: number
 }
+export interface RenkoBrickValue {
+  open: number
+  close: number
+  direction: number
+}
+export interface KagiSegmentValue {
+  start: number
+  end: number
+  direction: number
+}
+export interface PnfColumnValue {
+  direction: number
+  high: number
+  low: number
+}
 export type SmaNode = SMA
 export declare class SMA {
   constructor(period: number)
@@ -633,6 +662,60 @@ export declare class MedianAbsoluteDeviation {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type MidPointNode = MIDPOINT
+export declare class MIDPOINT {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type RocpNode = ROCP
+export declare class ROCP {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type RocrNode = ROCR
+export declare class ROCR {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type Rocr100Node = ROCR100
+export declare class ROCR100 {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type LinRegInterceptNode = LINEARREG_INTERCEPT
+export declare class LINEARREG_INTERCEPT {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TsfNode = TSF
+export declare class TSF {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type AutocorrelationNode = Autocorrelation
 export declare class Autocorrelation {
   constructor(period: number, lag: number)
@@ -776,6 +859,36 @@ export declare class MACD {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type MacdFixNode = MACDFIX
+export declare class MACDFIX {
+  constructor(signal: number)
+  update(value: number): MacdValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `3 * n`,
+   * interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MacdExtNode = MACDEXT
+export declare class MACDEXT {
+  /**
+   * Moving-average types are TA-Lib `MA_Type` codes `0..=5`
+   * (SMA, EMA, WMA, DEMA, TEMA, TRIMA).
+   */
+  constructor(fast: number, fastMatype: number, slow: number, slowMatype: number, signal: number, signalMatype: number)
+  update(value: number): MacdValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `3 * n`,
+   * interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type BollingerNode = BollingerBands
 export declare class BollingerBands {
   constructor(period: number, multiplier: number)
@@ -799,6 +912,91 @@ export declare class ATR {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type PlusDmNode = PLUS_DM
+export declare class PLUS_DM {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MinusDmNode = MINUS_DM
+export declare class MINUS_DM {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type PlusDiNode = PLUS_DI
+export declare class PLUS_DI {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MinusDiNode = MINUS_DI
+export declare class MINUS_DI {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type DxNode = DX
+export declare class DX {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type MidPriceNode = MIDPRICE
+export declare class MIDPRICE {
+  constructor(period: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type AvgPriceNode = AVGPRICE
+export declare class AVGPRICE {
+  constructor()
+  update(open: number, high: number, low: number, close: number): number | null
+  batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type SarExtNode = SAREXT
+export declare class SAREXT {
+  constructor(startValue: number, offsetOnReverse: number, accelInitLong: number, accelLong: number, accelMaxLong: number, accelInitShort: number, accelShort: number, accelMaxShort: number)
+  update(high: number, low: number, close: number): number | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type HtPhasorNode = HT_PHASOR
+export declare class HT_PHASOR {
+  constructor()
+  update(value: number): HtPhasorValue | null
+  /**
+   * Batch over a price array. Returns a flat array of length `2 * n`,
+   * interleaved per row as `[inphase0, quadrature0, inphase1, ...]`.
+   */
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type StochNode = Stochastic
 export declare class Stochastic {
   constructor(kPeriod: number, dPeriod: number)
@@ -1224,6 +1422,16 @@ export declare class WilliamsAD {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type AnchoredRsiNode = AnchoredRSI
+export declare class AnchoredRSI {
+  constructor()
+  setAnchor(): void
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type AnchoredVwapNode = AnchoredVWAP
 export declare class AnchoredVWAP {
   constructor()
@@ -1975,6 +2183,24 @@ export declare class EmpiricalModeDecomposition {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type HtDcPhaseNode = HT_DCPHASE
+export declare class HT_DCPHASE {
+  constructor()
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type HtTrendModeNode = HT_TRENDMODE
+export declare class HT_TRENDMODE {
+  constructor()
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type HilbertDominantCycleNode = HilbertDominantCycle
 export declare class HilbertDominantCycle {
   constructor()
@@ -2054,6 +2280,24 @@ export declare class ValueArea {
   update(high: number, low: number, volume: number): ValueAreaValue | null
   batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
 }
+export type VolumeProfileNode = VolumeProfile
+export declare class VolumeProfile {
+  constructor(period: number, binCount: number)
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+  update(high: number, low: number, volume: number): VolumeProfileValue | null
+  batch(high: Array<number>, low: Array<number>, volume: Array<number>): Array<number>
+}
+export type TpoProfileNode = TpoProfile
+export declare class TpoProfile {
+  constructor(period: number, binCount: number)
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+  update(high: number, low: number): TpoProfileValue | null
+  batch(high: Array<number>, low: Array<number>): Array<number>
+}
 export type InitialBalanceNode = InitialBalance
 export declare class InitialBalance {
   constructor(period: number)
@@ -2984,6 +3228,31 @@ export declare class InformationRatio {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type RenkoBarsNode = RenkoBars
+export declare class RenkoBars {
+  constructor(boxSize: number)
+  update(close: number): Array<RenkoBrickValue>
+  batch(close: Array<number>): Array<RenkoBrickValue>
+  boxSize(): number
+  reset(): void
+}
+export type KagiBarsNode = KagiBars
+export declare class KagiBars {
+  constructor(reversal: number)
+  update(close: number): Array<KagiSegmentValue>
+  batch(close: Array<number>): Array<KagiSegmentValue>
+  reversal(): number
+  reset(): void
+}
+export type PointAndFigureBarsNode = PointAndFigureBars
+export declare class PointAndFigureBars {
+  constructor(boxSize: number, reversal: number)
+  update(close: number): Array<PnfColumnValue>
+  batch(close: Array<number>): Array<PnfColumnValue>
+  boxSize(): number
+  reversal(): number
+  reset(): void
+}
 export type AlphaNode = Alpha
 export declare class Alpha {
   constructor(period: number, riskFree: number)

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, 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, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, 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, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, 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, AnchoredRSI, 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, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -350,6 +350,12 @@ module.exports.StandardError = StandardError
 module.exports.DetrendedStdDev = DetrendedStdDev
 module.exports.RSquared = RSquared
 module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
+module.exports.MIDPOINT = MIDPOINT
+module.exports.ROCP = ROCP
+module.exports.ROCR = ROCR
+module.exports.ROCR100 = ROCR100
+module.exports.LINEARREG_INTERCEPT = LINEARREG_INTERCEPT
+module.exports.TSF = TSF
 module.exports.Autocorrelation = Autocorrelation
 module.exports.HurstExponent = HurstExponent
 module.exports.PearsonCorrelation = PearsonCorrelation
@@ -361,8 +367,19 @@ module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
 module.exports.Cointegration = Cointegration
 module.exports.RelativeStrengthAB = RelativeStrengthAB
 module.exports.MACD = MACD
+module.exports.MACDFIX = MACDFIX
+module.exports.MACDEXT = MACDEXT
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
+module.exports.PLUS_DM = PLUS_DM
+module.exports.MINUS_DM = MINUS_DM
+module.exports.PLUS_DI = PLUS_DI
+module.exports.MINUS_DI = MINUS_DI
+module.exports.DX = DX
+module.exports.MIDPRICE = MIDPRICE
+module.exports.AVGPRICE = AVGPRICE
+module.exports.SAREXT = SAREXT
+module.exports.HT_PHASOR = HT_PHASOR
 module.exports.Stochastic = Stochastic
 module.exports.OBV = OBV
 module.exports.ADX = ADX
@@ -410,6 +427,7 @@ module.exports.PVI = PVI
 module.exports.VolumeOscillator = VolumeOscillator
 module.exports.KVO = KVO
 module.exports.WilliamsAD = WilliamsAD
+module.exports.AnchoredRSI = AnchoredRSI
 module.exports.AnchoredVWAP = AnchoredVWAP
 module.exports.DemandIndex = DemandIndex
 module.exports.TSV = TSV
@@ -490,6 +508,8 @@ module.exports.InverseFisherTransform = InverseFisherTransform
 module.exports.DecyclerOscillator = DecyclerOscillator
 module.exports.RoofingFilter = RoofingFilter
 module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
+module.exports.HT_DCPHASE = HT_DCPHASE
+module.exports.HT_TRENDMODE = HT_TRENDMODE
 module.exports.HilbertDominantCycle = HilbertDominantCycle
 module.exports.AdaptiveCycle = AdaptiveCycle
 module.exports.SineWave = SineWave
@@ -498,6 +518,8 @@ module.exports.FAMA = FAMA
 module.exports.Ichimoku = Ichimoku
 module.exports.HeikinAshi = HeikinAshi
 module.exports.ValueArea = ValueArea
+module.exports.VolumeProfile = VolumeProfile
+module.exports.TpoProfile = TpoProfile
 module.exports.InitialBalance = InitialBalance
 module.exports.OpeningRange = OpeningRange
 module.exports.Doji = Doji
@@ -601,4 +623,7 @@ module.exports.RecoveryFactor = RecoveryFactor
 module.exports.KellyCriterion = KellyCriterion
 module.exports.TreynorRatio = TreynorRatio
 module.exports.InformationRatio = InformationRatio
+module.exports.RenkoBars = RenkoBars
+module.exports.KagiBars = KagiBars
+module.exports.PointAndFigureBars = PointAndFigureBars
 module.exports.Alpha = Alpha

package/npm/darwin-arm64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.4.4",
+  "version": "0.4.6",
   "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": "0.4.4",
+  "version": "0.4.6",
   "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": "0.4.4",
+  "version": "0.4.6",
   "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": "0.4.4",
+  "version": "0.4.6",
   "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": "0.4.4",
+  "version": "0.4.6",
   "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": "0.4.4",
+  "version": "0.4.6",
   "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

@@ -1,6 +1,6 @@
 {
   "name": "wickra",
-  "version": "0.4.4",
+  "version": "0.4.6",
   "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
   "author": "kingchenc <support@wickra.org>",
   "main": "index.js",
@@ -47,12 +47,12 @@
     "node": ">= 18"
   },
   "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.4.4",
-    "wickra-linux-arm64-gnu": "0.4.4",
-    "wickra-darwin-x64": "0.4.4",
-    "wickra-darwin-arm64": "0.4.4",
-    "wickra-win32-x64-msvc": "0.4.4",
-    "wickra-win32-arm64-msvc": "0.4.4"
+    "wickra-linux-x64-gnu": "0.4.6",
+    "wickra-linux-arm64-gnu": "0.4.6",
+    "wickra-darwin-x64": "0.4.6",
+    "wickra-darwin-arm64": "0.4.6",
+    "wickra-win32-x64-msvc": "0.4.6",
+    "wickra-win32-arm64-msvc": "0.4.6"
   },
   "scripts": {
     "build": "napi build --platform --release",