wickra 0.4.5 → 0.4.7

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=295" 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=325" 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 295 indicators; start at the
+  every one of the 325 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
 
-295 streaming-first indicators across nineteen families. Every one passes the
+325 streaming-first indicators across twenty 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).
@@ -143,15 +143,15 @@ 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), 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 |
-| 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, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands |
+| 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 |
@@ -160,6 +160,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
+| Market Breadth       | Advance/Decline Line |
 | 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,
@@ -239,7 +240,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 295 indicators
+│   ├── wickra-core/         core engine + all 325 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

@@ -33,6 +33,26 @@ export interface RelativeStrengthValue {
   /** RSI of the ratio. */
   ratioRsi: number
 }
+/** Kalman hedge-ratio result: dynamic hedge ratio, intercept, and spread. */
+export interface KalmanHedgeRatioValue {
+  /** Current hedge ratio (filtered slope of `a` on `b`). */
+  hedgeRatio: number
+  /** Current intercept (filtered level offset). */
+  intercept: number
+  /** Forecast error `a - (intercept + hedgeRatio*b)` — the spread signal. */
+  spread: number
+}
+/** Spread Bollinger-bands result: middle, upper and lower bands plus `%b`. */
+export interface SpreadBollingerBandsValue {
+  /** Middle band: the rolling mean of the spread. */
+  middle: number
+  /** Upper band. */
+  upper: number
+  /** Lower band. */
+  lower: number
+  /** `%b`: where the spread sits across the band (`0` lower, `1` upper). */
+  percentB: number
+}
 /** MACD triple: macd line, signal line, histogram. */
 export interface MacdValue {
   macd: number
@@ -45,6 +65,10 @@ export interface BollingerValue {
   lower: number
   stddev: number
 }
+export interface HtPhasorValue {
+  inphase: number
+  quadrature: number
+}
 export interface StochValue {
   k: number
   d: number
@@ -658,6 +682,60 @@ 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)
@@ -728,6 +806,84 @@ export declare class SpearmanCorrelation {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type RollingCorrelationNode = RollingCorrelation
+export declare class RollingCorrelation {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type RollingCovarianceNode = RollingCovariance
+export declare class RollingCovariance {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type OuHalfLifeNode = OuHalfLife
+export declare class OuHalfLife {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type SpreadHurstNode = SpreadHurst
+export declare class SpreadHurst {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type DistanceSsdNode = DistanceSsd
+export declare class DistanceSsd {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type BetaNeutralSpreadNode = BetaNeutralSpread
+export declare class BetaNeutralSpread {
+  constructor(period: number)
+  update(x: number, y: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array
+   * with `NaN` for warmup positions.
+   */
+  batch(x: Array<number>, y: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type PairSpreadZScoreNode = PairSpreadZScore
 /**
  * Pair spread z-score: two ctor params (`betaPeriod`, `zPeriod`), one `(a, b)`
@@ -787,6 +943,68 @@ export declare class RelativeStrengthAB {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type VarianceRatioNode = VarianceRatio
+/**
+ * Lo–MacKinlay variance ratio: two ctor params (`period`, `q`), one `(a, b)`
+ * pair per update, a single ratio out.
+ */
+export declare class VarianceRatio {
+  constructor(period: number, q: number)
+  update(a: number, b: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array with
+   * `NaN` for warmup positions.
+   */
+  batch(a: Array<number>, b: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type GrangerCausalityNode = GrangerCausality
+/**
+ * Granger causality F-statistic: two ctor params (`period`, `lag`), one
+ * `(a, b)` pair per update, a single F-statistic out.
+ */
+export declare class GrangerCausality {
+  constructor(period: number, lag: number)
+  update(a: number, b: number): number | null
+  /**
+   * Batch over two equally-sized arrays. Returns a length-`n` array with
+   * `NaN` for warmup positions.
+   */
+  batch(a: Array<number>, b: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type KalmanHedgeRatioNode = KalmanHedgeRatio
+export declare class KalmanHedgeRatio {
+  constructor(delta: number, observationVar: number)
+  update(a: number, b: number): KalmanHedgeRatioValue | null
+  /**
+   * Batch over two equally-sized arrays. Returns a flat array of length
+   * `3 * n`, interleaved per row as `[hedgeRatio0, intercept0, spread0, ...]`.
+   * Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
+   */
+  batch(a: Array<number>, b: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type SpreadBollingerBandsNode = SpreadBollingerBands
+export declare class SpreadBollingerBands {
+  constructor(period: number, numStd: number)
+  update(a: number, b: number): SpreadBollingerBandsValue | null
+  /**
+   * Batch over two equally-sized arrays. Returns a flat array of length
+   * `4 * n`, interleaved per row as `[middle0, upper0, lower0, percentB0, ...]`.
+   * Read column `j` of row `i` as `result[i * 4 + j]`. Warmup rows are `NaN`.
+   */
+  batch(a: Array<number>, b: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type MacdNode = MACD
 export declare class MACD {
   constructor(fast: number, slow: number, signal: number)
@@ -801,6 +1019,36 @@ 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)
@@ -824,6 +1072,91 @@ 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)
@@ -2010,6 +2343,24 @@ 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()
@@ -2893,6 +3244,15 @@ export declare class CalendarSpread {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type AdvanceDeclineNode = AdvanceDecline
+export declare class AdvanceDecline {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type SharpeRatioNode = SharpeRatio
 export declare class SharpeRatio {
   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, 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, 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
+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, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, 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, AdvanceDecline, 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
@@ -350,19 +350,46 @@ 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
 module.exports.Beta = Beta
 module.exports.PairwiseBeta = PairwiseBeta
 module.exports.SpearmanCorrelation = SpearmanCorrelation
+module.exports.RollingCorrelation = RollingCorrelation
+module.exports.RollingCovariance = RollingCovariance
+module.exports.OuHalfLife = OuHalfLife
+module.exports.SpreadHurst = SpreadHurst
+module.exports.DistanceSsd = DistanceSsd
+module.exports.BetaNeutralSpread = BetaNeutralSpread
 module.exports.PairSpreadZScore = PairSpreadZScore
 module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
 module.exports.Cointegration = Cointegration
 module.exports.RelativeStrengthAB = RelativeStrengthAB
+module.exports.VarianceRatio = VarianceRatio
+module.exports.GrangerCausality = GrangerCausality
+module.exports.KalmanHedgeRatio = KalmanHedgeRatio
+module.exports.SpreadBollingerBands = SpreadBollingerBands
 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
@@ -491,6 +518,8 @@ 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
@@ -588,6 +617,7 @@ module.exports.TakerBuySellRatio = TakerBuySellRatio
 module.exports.LiquidationFeatures = LiquidationFeatures
 module.exports.TermStructureBasis = TermStructureBasis
 module.exports.CalendarSpread = CalendarSpread
+module.exports.AdvanceDecline = AdvanceDecline
 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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
+  "version": "0.4.7",
   "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": "0.4.5",
-    "wickra-linux-arm64-gnu": "0.4.5",
-    "wickra-darwin-x64": "0.4.5",
-    "wickra-darwin-arm64": "0.4.5",
-    "wickra-win32-x64-msvc": "0.4.5",
-    "wickra-win32-arm64-msvc": "0.4.5"
+    "wickra-linux-x64-gnu": "0.4.7",
+    "wickra-linux-arm64-gnu": "0.4.7",
+    "wickra-darwin-x64": "0.4.7",
+    "wickra-darwin-arm64": "0.4.7",
+    "wickra-win32-x64-msvc": "0.4.7",
+    "wickra-win32-arm64-msvc": "0.4.7"
   },
   "scripts": {
     "build": "napi build --platform --release",