wickra 0.5.1 → 0.5.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +8 -4
- package/index.d.ts +294 -0
- package/index.js +27 -1
- package/npm/darwin-arm64/package.json +1 -1
- package/npm/darwin-arm64/wickra.darwin-arm64.node +0 -0
- package/npm/darwin-x64/package.json +1 -1
- package/npm/darwin-x64/wickra.darwin-x64.node +0 -0
- package/npm/linux-arm64-gnu/package.json +1 -1
- package/npm/linux-arm64-gnu/wickra.linux-arm64-gnu.node +0 -0
- package/npm/linux-x64-gnu/package.json +1 -1
- package/npm/linux-x64-gnu/wickra.linux-x64-gnu.node +0 -0
- package/npm/win32-arm64-msvc/package.json +1 -1
- package/npm/win32-arm64-msvc/wickra.win32-arm64-msvc.node +0 -0
- package/npm/win32-x64-msvc/package.json +1 -1
- package/npm/win32-x64-msvc/wickra.win32-x64-msvc.node +0 -0
- package/package.json +7 -7
- package/wickra.darwin-arm64.node +0 -0
- package/wickra.darwin-x64.node +0 -0
- package/wickra.linux-arm64-gnu.node +0 -0
- package/wickra.linux-x64-gnu.node +0 -0
- package/wickra.win32-arm64-msvc.node +0 -0
- package/wickra.win32-x64-msvc.node +0 -0
package/README.md
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
<p align="center">
|
|
2
|
-
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=
|
|
2
|
+
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=377" alt="Wickra — streaming-first technical indicators" width="100%"></a>
|
|
3
3
|
</p>
|
|
4
4
|
|
|
5
5
|
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
|
@@ -11,6 +11,7 @@
|
|
|
11
11
|
[](https://www.npmjs.com/package/wickra)
|
|
12
12
|
[](#license)
|
|
13
13
|
[](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
|
|
14
|
+
[](https://www.bestpractices.dev/projects/13094)
|
|
14
15
|
[](https://github.com/wickra-lib/wickra/attestations)
|
|
15
16
|
[](https://docs.wickra.org)
|
|
16
17
|
|
|
@@ -47,7 +48,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
|
|
|
47
48
|
[Node](https://docs.wickra.org/Quickstart-Node),
|
|
48
49
|
[WASM](https://docs.wickra.org/Quickstart-WASM).
|
|
49
50
|
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
|
|
50
|
-
every one of the
|
|
51
|
+
every one of the 377 indicators; start at the
|
|
51
52
|
[indicators overview](https://docs.wickra.org/Indicators-Overview).
|
|
52
53
|
- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
|
|
53
54
|
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
|
|
@@ -135,7 +136,7 @@ python -m benchmarks.compare_libraries
|
|
|
135
136
|
|
|
136
137
|
## Indicators
|
|
137
138
|
|
|
138
|
-
|
|
139
|
+
377 streaming-first indicators across twenty-four families. Every one passes the
|
|
139
140
|
`batch == streaming` equivalence test, reference-value tests, and reset
|
|
140
141
|
semantics tests. Each has a per-indicator deep dive (formula, parameters,
|
|
141
142
|
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
|
|
@@ -157,6 +158,9 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
|
|
|
157
158
|
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
|
|
158
159
|
| Alt-Chart Bars | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns) |
|
|
159
160
|
| 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 |
|
|
161
|
+
| Chart Patterns | Double Top / Bottom, Triple Top / Bottom, Head and Shoulders, Triangle (asc/desc/sym), Wedge (rising/falling), Flag / Pennant, Rectangle / Range, Cup and Handle |
|
|
162
|
+
| Harmonic Patterns | AB=CD, Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives |
|
|
163
|
+
| Fibonacci | Fibonacci Retracement, Fibonacci Extension, Fibonacci Projection, Auto-Fibonacci, Golden Pocket, Fibonacci Confluence, Fibonacci Fan, Fibonacci Arcs, Fibonacci Channel, Fibonacci Time Zones |
|
|
160
164
|
| 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 |
|
|
161
165
|
| 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 |
|
|
162
166
|
| Market Profile | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
|
|
@@ -241,7 +245,7 @@ A Python live-trading example using the public `websockets` package lives at
|
|
|
241
245
|
```
|
|
242
246
|
wickra/
|
|
243
247
|
├── crates/
|
|
244
|
-
│ ├── wickra-core/ core engine + all
|
|
248
|
+
│ ├── wickra-core/ core engine + all 377 indicators
|
|
245
249
|
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
|
|
246
250
|
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
|
|
247
251
|
├── bindings/
|
package/index.d.ts
CHANGED
|
@@ -362,6 +362,66 @@ export interface OvernightIntradayReturnValue {
|
|
|
362
362
|
overnight: number
|
|
363
363
|
intraday: number
|
|
364
364
|
}
|
|
365
|
+
export interface FibRetracementValue {
|
|
366
|
+
level0: number
|
|
367
|
+
level236: number
|
|
368
|
+
level382: number
|
|
369
|
+
level500: number
|
|
370
|
+
level618: number
|
|
371
|
+
level786: number
|
|
372
|
+
level1000: number
|
|
373
|
+
}
|
|
374
|
+
export interface FibExtensionValue {
|
|
375
|
+
level1272: number
|
|
376
|
+
level1414: number
|
|
377
|
+
level1618: number
|
|
378
|
+
level2000: number
|
|
379
|
+
level2618: number
|
|
380
|
+
}
|
|
381
|
+
export interface FibProjectionValue {
|
|
382
|
+
level618: number
|
|
383
|
+
level1000: number
|
|
384
|
+
level1618: number
|
|
385
|
+
level2618: number
|
|
386
|
+
}
|
|
387
|
+
export interface AutoFibValue {
|
|
388
|
+
level0: number
|
|
389
|
+
level236: number
|
|
390
|
+
level382: number
|
|
391
|
+
level500: number
|
|
392
|
+
level618: number
|
|
393
|
+
level786: number
|
|
394
|
+
level1000: number
|
|
395
|
+
}
|
|
396
|
+
export interface GoldenPocketValue {
|
|
397
|
+
low: number
|
|
398
|
+
mid: number
|
|
399
|
+
high: number
|
|
400
|
+
}
|
|
401
|
+
export interface FibConfluenceValue {
|
|
402
|
+
price: number
|
|
403
|
+
strength: number
|
|
404
|
+
}
|
|
405
|
+
export interface FibFanValue {
|
|
406
|
+
fan382: number
|
|
407
|
+
fan500: number
|
|
408
|
+
fan618: number
|
|
409
|
+
}
|
|
410
|
+
export interface FibArcsValue {
|
|
411
|
+
arc382: number
|
|
412
|
+
arc500: number
|
|
413
|
+
arc618: number
|
|
414
|
+
}
|
|
415
|
+
export interface FibChannelValue {
|
|
416
|
+
base: number
|
|
417
|
+
level618: number
|
|
418
|
+
level1000: number
|
|
419
|
+
level1618: number
|
|
420
|
+
}
|
|
421
|
+
export interface FibTimeZonesValue {
|
|
422
|
+
onZone: number
|
|
423
|
+
barsToNext: number
|
|
424
|
+
}
|
|
365
425
|
export type SmaNode = SMA
|
|
366
426
|
export declare class SMA {
|
|
367
427
|
constructor(period: number)
|
|
@@ -3032,6 +3092,150 @@ export declare class ConcealingBabySwallow {
|
|
|
3032
3092
|
isReady(): boolean
|
|
3033
3093
|
warmupPeriod(): number
|
|
3034
3094
|
}
|
|
3095
|
+
export type DoubleTopBottomNode = DoubleTopBottom
|
|
3096
|
+
export declare class DoubleTopBottom {
|
|
3097
|
+
constructor()
|
|
3098
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3099
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3100
|
+
reset(): void
|
|
3101
|
+
isReady(): boolean
|
|
3102
|
+
warmupPeriod(): number
|
|
3103
|
+
}
|
|
3104
|
+
export type TripleTopBottomNode = TripleTopBottom
|
|
3105
|
+
export declare class TripleTopBottom {
|
|
3106
|
+
constructor()
|
|
3107
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3108
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3109
|
+
reset(): void
|
|
3110
|
+
isReady(): boolean
|
|
3111
|
+
warmupPeriod(): number
|
|
3112
|
+
}
|
|
3113
|
+
export type HeadAndShouldersNode = HeadAndShoulders
|
|
3114
|
+
export declare class HeadAndShoulders {
|
|
3115
|
+
constructor()
|
|
3116
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3117
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3118
|
+
reset(): void
|
|
3119
|
+
isReady(): boolean
|
|
3120
|
+
warmupPeriod(): number
|
|
3121
|
+
}
|
|
3122
|
+
export type TriangleNode = Triangle
|
|
3123
|
+
export declare class Triangle {
|
|
3124
|
+
constructor()
|
|
3125
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3126
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3127
|
+
reset(): void
|
|
3128
|
+
isReady(): boolean
|
|
3129
|
+
warmupPeriod(): number
|
|
3130
|
+
}
|
|
3131
|
+
export type WedgeNode = Wedge
|
|
3132
|
+
export declare class Wedge {
|
|
3133
|
+
constructor()
|
|
3134
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3135
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3136
|
+
reset(): void
|
|
3137
|
+
isReady(): boolean
|
|
3138
|
+
warmupPeriod(): number
|
|
3139
|
+
}
|
|
3140
|
+
export type FlagPennantNode = FlagPennant
|
|
3141
|
+
export declare class FlagPennant {
|
|
3142
|
+
constructor()
|
|
3143
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3144
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3145
|
+
reset(): void
|
|
3146
|
+
isReady(): boolean
|
|
3147
|
+
warmupPeriod(): number
|
|
3148
|
+
}
|
|
3149
|
+
export type RectangleRangeNode = RectangleRange
|
|
3150
|
+
export declare class RectangleRange {
|
|
3151
|
+
constructor()
|
|
3152
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3153
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3154
|
+
reset(): void
|
|
3155
|
+
isReady(): boolean
|
|
3156
|
+
warmupPeriod(): number
|
|
3157
|
+
}
|
|
3158
|
+
export type CupAndHandleNode = CupAndHandle
|
|
3159
|
+
export declare class CupAndHandle {
|
|
3160
|
+
constructor()
|
|
3161
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3162
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3163
|
+
reset(): void
|
|
3164
|
+
isReady(): boolean
|
|
3165
|
+
warmupPeriod(): number
|
|
3166
|
+
}
|
|
3167
|
+
export type AbcdNode = Abcd
|
|
3168
|
+
export declare class Abcd {
|
|
3169
|
+
constructor()
|
|
3170
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3171
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3172
|
+
reset(): void
|
|
3173
|
+
isReady(): boolean
|
|
3174
|
+
warmupPeriod(): number
|
|
3175
|
+
}
|
|
3176
|
+
export type GartleyNode = Gartley
|
|
3177
|
+
export declare class Gartley {
|
|
3178
|
+
constructor()
|
|
3179
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3180
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3181
|
+
reset(): void
|
|
3182
|
+
isReady(): boolean
|
|
3183
|
+
warmupPeriod(): number
|
|
3184
|
+
}
|
|
3185
|
+
export type ButterflyNode = Butterfly
|
|
3186
|
+
export declare class Butterfly {
|
|
3187
|
+
constructor()
|
|
3188
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3189
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3190
|
+
reset(): void
|
|
3191
|
+
isReady(): boolean
|
|
3192
|
+
warmupPeriod(): number
|
|
3193
|
+
}
|
|
3194
|
+
export type BatNode = Bat
|
|
3195
|
+
export declare class Bat {
|
|
3196
|
+
constructor()
|
|
3197
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3198
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3199
|
+
reset(): void
|
|
3200
|
+
isReady(): boolean
|
|
3201
|
+
warmupPeriod(): number
|
|
3202
|
+
}
|
|
3203
|
+
export type CrabNode = Crab
|
|
3204
|
+
export declare class Crab {
|
|
3205
|
+
constructor()
|
|
3206
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3207
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3208
|
+
reset(): void
|
|
3209
|
+
isReady(): boolean
|
|
3210
|
+
warmupPeriod(): number
|
|
3211
|
+
}
|
|
3212
|
+
export type SharkNode = Shark
|
|
3213
|
+
export declare class Shark {
|
|
3214
|
+
constructor()
|
|
3215
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3216
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3217
|
+
reset(): void
|
|
3218
|
+
isReady(): boolean
|
|
3219
|
+
warmupPeriod(): number
|
|
3220
|
+
}
|
|
3221
|
+
export type CypherNode = Cypher
|
|
3222
|
+
export declare class Cypher {
|
|
3223
|
+
constructor()
|
|
3224
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3225
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3226
|
+
reset(): void
|
|
3227
|
+
isReady(): boolean
|
|
3228
|
+
warmupPeriod(): number
|
|
3229
|
+
}
|
|
3230
|
+
export type ThreeDrivesNode = ThreeDrives
|
|
3231
|
+
export declare class ThreeDrives {
|
|
3232
|
+
constructor()
|
|
3233
|
+
update(open: number, high: number, low: number, close: number): number | null
|
|
3234
|
+
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
|
|
3235
|
+
reset(): void
|
|
3236
|
+
isReady(): boolean
|
|
3237
|
+
warmupPeriod(): number
|
|
3238
|
+
}
|
|
3035
3239
|
export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
|
|
3036
3240
|
export declare class OrderBookImbalanceTop1 {
|
|
3037
3241
|
constructor()
|
|
@@ -3688,3 +3892,93 @@ export declare class OvernightIntradayReturn {
|
|
|
3688
3892
|
isReady(): boolean
|
|
3689
3893
|
warmupPeriod(): number
|
|
3690
3894
|
}
|
|
3895
|
+
export type FibRetracementNode = FibRetracement
|
|
3896
|
+
export declare class FibRetracement {
|
|
3897
|
+
constructor()
|
|
3898
|
+
update(high: number, low: number): FibRetracementValue | null
|
|
3899
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3900
|
+
reset(): void
|
|
3901
|
+
isReady(): boolean
|
|
3902
|
+
warmupPeriod(): number
|
|
3903
|
+
}
|
|
3904
|
+
export type FibExtensionNode = FibExtension
|
|
3905
|
+
export declare class FibExtension {
|
|
3906
|
+
constructor()
|
|
3907
|
+
update(high: number, low: number): FibExtensionValue | null
|
|
3908
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3909
|
+
reset(): void
|
|
3910
|
+
isReady(): boolean
|
|
3911
|
+
warmupPeriod(): number
|
|
3912
|
+
}
|
|
3913
|
+
export type FibProjectionNode = FibProjection
|
|
3914
|
+
export declare class FibProjection {
|
|
3915
|
+
constructor()
|
|
3916
|
+
update(high: number, low: number): FibProjectionValue | null
|
|
3917
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3918
|
+
reset(): void
|
|
3919
|
+
isReady(): boolean
|
|
3920
|
+
warmupPeriod(): number
|
|
3921
|
+
}
|
|
3922
|
+
export type AutoFibNode = AutoFib
|
|
3923
|
+
export declare class AutoFib {
|
|
3924
|
+
constructor()
|
|
3925
|
+
update(high: number, low: number): AutoFibValue | null
|
|
3926
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3927
|
+
reset(): void
|
|
3928
|
+
isReady(): boolean
|
|
3929
|
+
warmupPeriod(): number
|
|
3930
|
+
}
|
|
3931
|
+
export type GoldenPocketNode = GoldenPocket
|
|
3932
|
+
export declare class GoldenPocket {
|
|
3933
|
+
constructor()
|
|
3934
|
+
update(high: number, low: number): GoldenPocketValue | null
|
|
3935
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3936
|
+
reset(): void
|
|
3937
|
+
isReady(): boolean
|
|
3938
|
+
warmupPeriod(): number
|
|
3939
|
+
}
|
|
3940
|
+
export type FibConfluenceNode = FibConfluence
|
|
3941
|
+
export declare class FibConfluence {
|
|
3942
|
+
constructor()
|
|
3943
|
+
update(high: number, low: number): FibConfluenceValue | null
|
|
3944
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3945
|
+
reset(): void
|
|
3946
|
+
isReady(): boolean
|
|
3947
|
+
warmupPeriod(): number
|
|
3948
|
+
}
|
|
3949
|
+
export type FibFanNode = FibFan
|
|
3950
|
+
export declare class FibFan {
|
|
3951
|
+
constructor()
|
|
3952
|
+
update(high: number, low: number): FibFanValue | null
|
|
3953
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3954
|
+
reset(): void
|
|
3955
|
+
isReady(): boolean
|
|
3956
|
+
warmupPeriod(): number
|
|
3957
|
+
}
|
|
3958
|
+
export type FibArcsNode = FibArcs
|
|
3959
|
+
export declare class FibArcs {
|
|
3960
|
+
constructor()
|
|
3961
|
+
update(high: number, low: number): FibArcsValue | null
|
|
3962
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3963
|
+
reset(): void
|
|
3964
|
+
isReady(): boolean
|
|
3965
|
+
warmupPeriod(): number
|
|
3966
|
+
}
|
|
3967
|
+
export type FibChannelNode = FibChannel
|
|
3968
|
+
export declare class FibChannel {
|
|
3969
|
+
constructor()
|
|
3970
|
+
update(high: number, low: number): FibChannelValue | null
|
|
3971
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3972
|
+
reset(): void
|
|
3973
|
+
isReady(): boolean
|
|
3974
|
+
warmupPeriod(): number
|
|
3975
|
+
}
|
|
3976
|
+
export type FibTimeZonesNode = FibTimeZones
|
|
3977
|
+
export declare class FibTimeZones {
|
|
3978
|
+
constructor()
|
|
3979
|
+
update(high: number, low: number): FibTimeZonesValue | null
|
|
3980
|
+
batch(high: Array<number>, low: Array<number>): Array<number>
|
|
3981
|
+
reset(): void
|
|
3982
|
+
isReady(): boolean
|
|
3983
|
+
warmupPeriod(): number
|
|
3984
|
+
}
|
package/index.js
CHANGED
|
@@ -310,7 +310,7 @@ if (!nativeBinding) {
|
|
|
310
310
|
throw new Error(`Failed to load native binding`)
|
|
311
311
|
}
|
|
312
312
|
|
|
313
|
-
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, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha, SessionVwap, OvernightGap, SeasonalZScore, TimeOfDayReturnProfile, IntradayVolatilityProfile, VolumeByTimeProfile, DayOfWeekProfile, AverageDailyRange, TurnOfMonth, SessionHighLow, SessionRange, OvernightIntradayReturn } = nativeBinding
|
|
313
|
+
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, DoubleTopBottom, TripleTopBottom, HeadAndShoulders, Triangle, Wedge, FlagPennant, RectangleRange, CupAndHandle, Abcd, Gartley, Butterfly, Bat, Crab, Shark, Cypher, ThreeDrives, 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, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha, SessionVwap, OvernightGap, SeasonalZScore, TimeOfDayReturnProfile, IntradayVolatilityProfile, VolumeByTimeProfile, DayOfWeekProfile, AverageDailyRange, TurnOfMonth, SessionHighLow, SessionRange, OvernightIntradayReturn, FibRetracement, FibExtension, FibProjection, AutoFib, GoldenPocket, FibConfluence, FibFan, FibArcs, FibChannel, FibTimeZones } = nativeBinding
|
|
314
314
|
|
|
315
315
|
module.exports.version = version
|
|
316
316
|
module.exports.SMA = SMA
|
|
@@ -592,6 +592,22 @@ module.exports.OpeningMarubozu = OpeningMarubozu
|
|
|
592
592
|
module.exports.TasukiGap = TasukiGap
|
|
593
593
|
module.exports.UniqueThreeRiver = UniqueThreeRiver
|
|
594
594
|
module.exports.ConcealingBabySwallow = ConcealingBabySwallow
|
|
595
|
+
module.exports.DoubleTopBottom = DoubleTopBottom
|
|
596
|
+
module.exports.TripleTopBottom = TripleTopBottom
|
|
597
|
+
module.exports.HeadAndShoulders = HeadAndShoulders
|
|
598
|
+
module.exports.Triangle = Triangle
|
|
599
|
+
module.exports.Wedge = Wedge
|
|
600
|
+
module.exports.FlagPennant = FlagPennant
|
|
601
|
+
module.exports.RectangleRange = RectangleRange
|
|
602
|
+
module.exports.CupAndHandle = CupAndHandle
|
|
603
|
+
module.exports.Abcd = Abcd
|
|
604
|
+
module.exports.Gartley = Gartley
|
|
605
|
+
module.exports.Butterfly = Butterfly
|
|
606
|
+
module.exports.Bat = Bat
|
|
607
|
+
module.exports.Crab = Crab
|
|
608
|
+
module.exports.Shark = Shark
|
|
609
|
+
module.exports.Cypher = Cypher
|
|
610
|
+
module.exports.ThreeDrives = ThreeDrives
|
|
595
611
|
module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
|
|
596
612
|
module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
|
|
597
613
|
module.exports.Microprice = Microprice
|
|
@@ -664,3 +680,13 @@ module.exports.TurnOfMonth = TurnOfMonth
|
|
|
664
680
|
module.exports.SessionHighLow = SessionHighLow
|
|
665
681
|
module.exports.SessionRange = SessionRange
|
|
666
682
|
module.exports.OvernightIntradayReturn = OvernightIntradayReturn
|
|
683
|
+
module.exports.FibRetracement = FibRetracement
|
|
684
|
+
module.exports.FibExtension = FibExtension
|
|
685
|
+
module.exports.FibProjection = FibProjection
|
|
686
|
+
module.exports.AutoFib = AutoFib
|
|
687
|
+
module.exports.GoldenPocket = GoldenPocket
|
|
688
|
+
module.exports.FibConfluence = FibConfluence
|
|
689
|
+
module.exports.FibFan = FibFan
|
|
690
|
+
module.exports.FibArcs = FibArcs
|
|
691
|
+
module.exports.FibChannel = FibChannel
|
|
692
|
+
module.exports.FibTimeZones = FibTimeZones
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-darwin-arm64",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.darwin-arm64.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-darwin-x64",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.darwin-x64.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-linux-arm64-gnu",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.linux-arm64-gnu.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-linux-x64-gnu",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.linux-x64-gnu.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-win32-arm64-msvc",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.win32-arm64-msvc.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra-win32-x64-msvc",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
|
|
5
5
|
"main": "wickra.win32-x64-msvc.node",
|
|
6
6
|
"files": [
|
|
Binary file
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "wickra",
|
|
3
|
-
"version": "0.5.
|
|
3
|
+
"version": "0.5.3",
|
|
4
4
|
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
|
|
5
5
|
"author": "kingchenc <support@wickra.org>",
|
|
6
6
|
"main": "index.js",
|
|
@@ -47,12 +47,12 @@
|
|
|
47
47
|
"node": ">= 18"
|
|
48
48
|
},
|
|
49
49
|
"optionalDependencies": {
|
|
50
|
-
"wickra-linux-x64-gnu": "0.5.
|
|
51
|
-
"wickra-linux-arm64-gnu": "0.5.
|
|
52
|
-
"wickra-darwin-x64": "0.5.
|
|
53
|
-
"wickra-darwin-arm64": "0.5.
|
|
54
|
-
"wickra-win32-x64-msvc": "0.5.
|
|
55
|
-
"wickra-win32-arm64-msvc": "0.5.
|
|
50
|
+
"wickra-linux-x64-gnu": "0.5.3",
|
|
51
|
+
"wickra-linux-arm64-gnu": "0.5.3",
|
|
52
|
+
"wickra-darwin-x64": "0.5.3",
|
|
53
|
+
"wickra-darwin-arm64": "0.5.3",
|
|
54
|
+
"wickra-win32-x64-msvc": "0.5.3",
|
|
55
|
+
"wickra-win32-arm64-msvc": "0.5.3"
|
|
56
56
|
},
|
|
57
57
|
"scripts": {
|
|
58
58
|
"build": "napi build --platform --release",
|
package/wickra.darwin-arm64.node
CHANGED
|
Binary file
|
package/wickra.darwin-x64.node
CHANGED
|
Binary file
|
|
Binary file
|
|
Binary file
|
|
Binary file
|
|
Binary file
|