wickra 0.5.8 → 0.6.0

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=423" 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=429" 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)
@@ -48,7 +48,7 @@ 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 423 indicators; start at the
+  every one of the 429 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),
@@ -60,83 +60,135 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
 
 ## Why Wickra exists
 
-The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
-talipp, tulipy — and every one of them shares the same blind spot:
-
-| Library                | Install pain    | Streaming | Multi-language | Active |
-|------------------------|-----------------|-----------|----------------|--------|
-| **★&nbsp;Wickra**      | **clean**       | **yes**   | **Python + Node + WASM + Rust** | **yes** |
-| TA-Lib (Python)        | yes (C deps)    | no        | no             | barely |
-| pandas-ta              | clean           | no        | no             | slow   |
-| finta                  | clean           | no        | no             | stale  |
-| ta-lib-python          | yes (C deps)    | no        | no             | barely |
-| talipp                 | clean           | yes       | no             | yes    |
-| Tulip Indicators       | yes (C deps)    | no        | partial        | stale  |
-| ooples (C#)            | clean           | no        | C# only        | yes    |
-
-Wickra is the only library that combines all of: clean install, streaming,
-multi-language reach, and active maintenance.
-
-## Benchmark: how much faster is "streaming-first"?
-
-The numbers below were measured on a single developer workstation and are not
-guaranteed to reproduce identically on different hardware — absolute µs values
-depend on CPU, memory clock and OS scheduler. Read them as **relative
-speedups** between libraries on identical input, not as a universal
-performance contract.
+Wickra started as a personal itch. The existing TA libraries never quite fit the
+projects I was building, so I decided to build one from the ground up — partly to
+learn, partly because I genuinely enjoy taking something that already exists and
+trying to do it differently (and, ideally, better). It's open source because the
+useful version of that itch is the one other people can build on too.
+
+Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
+
+| Library          | Install     | Streaming   | Languages                   | Indicators | Active |
+|------------------|-------------|-------------|-----------------------------|-----------:|--------|
+| **★&nbsp;Wickra**| **clean**   | **yes, O(1)** | **Python · Node · WASM · Rust** | **423** | **yes** |
+| kand             | clean       | yes         | Python · WASM · Rust        |       ~60  | yes    |
+| ta-rs            | clean       | yes         | Rust only                   |       ~30  | stale  |
+| yata             | clean       | partial     | Rust only                   |       ~35  | yes    |
+| TA-Lib           | yes (C deps)| no          | many bindings               |      ~150  | barely |
+| pandas-ta        | clean       | no          | Python                      |      ~130  | slow   |
+| finta            | clean       | no          | Python                      |       ~80  | stale  |
+| talipp           | clean       | yes         | Python                      |       ~40  | yes    |
+
+Wickra's edge is **breadth with reach**: 429 indicators that all update in O(1)
+per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
+single engine.
+
+**On speed — and why Wickra isn't the fastest.** It deliberately isn't. The
+leaner Rust crates (kand, ta-rs) win several of the micro-benchmarks below, and
+those losses are shown rather than hidden. The gap is a *choice*, not a ceiling:
+every `update` validates its input, runs a real warmup before it emits a value,
+and returns an `Option` so a single bad tick can't silently poison the state.
+ta-rs, by contrast, hands back a bare `f64` from the first tick with no
+validation. If Wickra threw all of that away — raw `f64` out, no checks, no
+warmup contract — it would match or beat the leanest crate on every row. It
+keeps the guarantees instead, and still wins RSI, Bollinger and ATR against kand.
+What no other library matches is the *combination*: catalogue size, native O(1)
+streaming, NaN-safety, and four first-class language targets at once.
+
+## Benchmarks
+
+Three comparisons, split by layer and mode. Read them as **relative** speedups
+on identical input — absolute µs depend on CPU, memory clock and OS scheduler,
+not a universal contract.
 
 - **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
-  Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
-  Python 3.12, Node 20.
-- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
-  `python -m benchmarks.compare_libraries`. The script auto-detects every
-  installed peer library and runs them on the same generated inputs as
-  Wickra. The CI job `cross-library-bench` runs the same script on every
-  push and uploads the raw report as a build artefact.
-
-Lower µs/op = faster. Wickra wins every batch category outright, and the
-streaming gap widens linearly with how much history a batch-only library has
-to recompute on every tick.
-
-### Batch — single full pass over a 20 000-bar series
-
-Reading the table: each cell shows that library's runtime, plus how many times
-slower it is than Wickra in parentheses. **★** marks the winner per row.
-
-| Indicator           | **★&nbsp;Wickra**   | finta                       | talipp                        |
-|---------------------|---------------------|-----------------------------|-------------------------------|
-| SMA(20)             | **95.6 µs ★**       | 343.5 µs (3.6× slower)      | 7 640.6 µs (79.9× slower)     |
-| EMA(20)             | **64.6 µs ★**       | 223.1 µs (3.5× slower)      | 12 160.9 µs (188.2× slower)   |
-| RSI(14)             | **126.2 µs ★**      | 1 107.1 µs (8.8× slower)    | 15 792.2 µs (125.1× slower)   |
-| MACD(12, 26, 9)     | **119.0 µs ★**      | 531.8 µs (4.5× slower)      | 49 788.1 µs (418.2× slower)   |
-| Bollinger(20, 2.0)  | **105.3 µs ★**      | 812.0 µs (7.7× slower)      | 130 938.3 µs (1 243.7× slower)|
-| ATR(14)             | **123.5 µs ★**      | 5 144.8 µs (41.7× slower)   | 28 816.0 µs (233.4× slower)   |
-
-### Streaming — per-tick latency after seeding with 5 000 historical bars
-
-A batch-only library has to re-run its full indicator over the entire history on
-every new tick; Wickra updates state in O(1).
-
-| Indicator | **★&nbsp;Wickra (per tick)** | talipp (per tick)         |
-|-----------|---------------------|---------------------------|
-| RSI(14)   | **0.119 µs ★**      | 1.644 µs (13.8× slower)   |
-
-> TA-Lib and pandas-ta are not included here because both fail to install
-> cleanly on Windows without C build tooling — which is precisely the install
-> pain Wickra was built to remove. The benchmark script auto-detects every
-> peer library it can find and runs them on the same inputs as Wickra; install
-> them in your environment to see those rows light up too.
+  Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
+- **Reproduce yourself:**
+  - Rust core vs Rust crates: `cargo bench -p wickra-bench`
+  - Python vs Python libs: `pip install -e bindings/python[bench]` then
+    `python -m benchmarks.compare_libraries` (auto-detects installed peers).
+
+### 1. Rust core vs the other Rust TA crates
+
+Like-for-like, no language-binding overhead, over a 50 000-bar series (µs for
+the whole series, lower = faster). This is the honest engine comparison —
+Wickra wins some and loses some, and both are shown.
+
+**Streaming** (one value fed per `update`):
+
+| Indicator        | **★&nbsp;Wickra** | kand | ta-rs | yata |
+|------------------|------------------:|-----:|------:|-----:|
+| SMA(20)          | 50                | 38   | 47    | 38   |
+| EMA(20)          | 154               | 69   | 56    | 69   |
+| RSI(14)          | 164               | 216  | 74    | —    |
+| MACD(12, 26, 9)  | 275               | 143  | 66    | —    |
+| Bollinger(20, 2) | **128 ★**         | 248  | 168   | —    |
+| ATR(14)          | 152               | 166  | 61    | —    |
+
+**Batch** (whole series at once). Only Wickra and kand expose a batch API;
+ta-rs and yata are streaming-only.
+
+| Indicator        | **★&nbsp;Wickra** | kand |
+|------------------|------------------:|-----:|
+| SMA(20)          | 82                | 42   |
+| EMA(20)          | 159               | 74   |
+| RSI(14)          | **253 ★**         | 274  |
+| MACD(12, 26, 9)  | 681               | 283  |
+| Bollinger(20, 2) | **445 ★**         | 462  |
+| ATR(14)          | 175               | 173  |
+
+ta-rs is the per-indicator speed champion on almost every row — it returns a
+bare `f64` with no warmup state and no input validation, trading away the
+`None`-warmup and NaN-safety semantics Wickra keeps. Against kand, Wickra wins
+streaming RSI, Bollinger and ATR (and batch RSI + Bollinger); Bollinger is the
+one row where Wickra is the outright fastest of all four. The leaner crates
+still win the pure recurrences (EMA, MACD) and SMA. yata exposes only SMA/EMA as
+raw-value methods, so its other rows are omitted rather than faked.
+
+### 2. Python vs the Python TA ecosystem — batch
+
+Full pass over a 20 000-bar series, µs/op (lower = faster). **★** per row.
+
+| Indicator        | **★&nbsp;Wickra** | finta               | TA-Lib | tulipy |
+|------------------|------------------:|---------------------|--------|--------|
+| SMA(20)          | **59.6 ★**        | 354.2 (5.9× slower) | ⧗      | ⧗      |
+| EMA(20)          | **88.4 ★**        | 309.3 (3.5× slower) | ⧗      | ⧗      |
+| RSI(14)          | **77.3 ★**        | 1 283 (16.6× slower)| ⧗      | ⧗      |
+| MACD(12, 26, 9)  | **116.4 ★**       | 529.5 (4.6× slower) | ⧗      | ⧗      |
+| Bollinger(20, 2) | **146.0 ★**       | 1 246 (8.5× slower) | ⧗      | ⧗      |
+| ATR(14)          | **135.8 ★**       | 3 812 (28× slower)  | ⧗      | ⧗      |
+
+> ⧗ = published by the CI Linux job. TA-Lib and tulipy ship C extensions that
+> don't build cleanly on every desktop, so their canonical numbers come from the
+> `cross-library-bench` workflow rather than this local table. pandas-ta needs
+> Python ≥ 3.12 and isn't in the 3.11 CI matrix. The script auto-detects
+> whichever peers are installed in your environment.
+
+### 3. Python — streaming (per-tick latency)
+
+Seed 5 000 bars, then feed ticks one at a time. talipp is the only Python peer
+with a true incremental API; batch-only libraries like TA-Lib must recompute the
+entire history on every tick — Wickra updates in O(1).
+
+| Indicator        | **★&nbsp;Wickra (per tick)** | talipp (per tick)       |
+|------------------|------------------------------:|-------------------------|
+| SMA(20)          | **0.067 µs ★**                | 0.63 µs (9.4× slower)   |
+| EMA(20)          | **0.051 µs ★**                | 0.63 µs (12.2× slower)  |
+| RSI(14)          | **0.053 µs ★**                | 1.00 µs (19.1× slower)  |
+| MACD(12, 26, 9)  | **0.071 µs ★**                | 3.64 µs (51.5× slower)  |
+| Bollinger(20, 2) | **0.085 µs ★**                | 4.87 µs (57.2× slower)  |
 
 Run the suite yourself:
 
 ```bash
-pip install -e bindings/python[bench]
+cargo bench -p wickra-bench            # Rust core vs kand / ta-rs / yata
+pip install -e bindings/python[bench]  # Python peers
 python -m benchmarks.compare_libraries
 ```
 
 ## Indicators
 
-423 streaming-first indicators across twenty-four families. Every one passes the
+429 streaming-first indicators across twenty-four families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -147,7 +199,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | 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), Disparity Index, Fisher RSI, RSX, Dynamic Momentum Index, Stochastic CCI, RMI, Derivative Oscillator, Elder Ray, Intraday Momentum Index, QQE |
 | 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, TTM Trend, Trend Strength Index, Qstick, Polarized Fractal Efficiency, Wave PM, Gator Oscillator, Kase Permission Stochastic |
 | Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC, TSF Oscillator, MACD Histogram, PPO Histogram |
-| Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
+| Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Volatility Cone |
 | Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
 | 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 |
@@ -245,9 +297,10 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 423 indicators
+│   ├── wickra-core/         core engine + all 429 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
-│   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
+│   ├── wickra-data/         CSV reader, tick aggregator, live exchange feeds
+│   └── wickra-bench/        internal cross-library benchmark harness (not published)
 ├── bindings/
 │   ├── python/              PyO3 + maturin (publishes on PyPI)
 │   ├── node/                napi-rs (publishes on npm)
@@ -261,9 +314,10 @@ wickra/
 └── .github/workflows/       CI and release pipelines
 ```
 
-Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
-in the workspace member crate at `examples/rust/`. There is no top-level
-`benches/` directory.
+Wickra's own regression benchmarks live in `crates/wickra/benches/`; the
+cross-library comparison against kand, ta-rs and yata lives in the internal
+`crates/wickra-bench/` crate. Runnable Rust examples live in the workspace member
+crate at `examples/rust/`. There is no top-level `benches/` directory.
 
 ## Building everything from source
 
@@ -271,7 +325,8 @@ in the workspace member crate at `examples/rust/`. There is no top-level
 # Rust core + tests
 cargo test --workspace
 cargo clippy --workspace --all-targets -- -D warnings
-cargo bench -p wickra
+cargo bench -p wickra           # Wickra's own regression benchmarks
+cargo bench -p wickra-bench     # cross-library comparison (kand, ta-rs, yata)
 
 # Python binding (requires Rust toolchain + maturin)
 cd bindings/python
@@ -371,3 +426,10 @@ The library is provided **as is**, without warranty of any kind; see
 <p align="center">
   If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
 </p>
+
+<p align="center">
+  <a href="https://star-history.com/#wickra-lib/wickra&Date">
+    <img alt="Wickra star history" width="640"
+         src="https://api.star-history.com/svg?repos=wickra-lib/wickra&type=Date&theme=dark">
+  </a>
+</p>

package/index.d.ts

@@ -5,6 +5,17 @@
 
 /** Library version (matches the Rust crate version). */
 export declare function version(): string
+/**
+ * Volatility-cone result: current realized volatility and its lookback
+ * envelope (min / median / max) plus the percentile rank of `current`.
+ */
+export interface VolatilityConeValue {
+  current: number
+  min: number
+  median: number
+  max: number
+  percentile: number
+}
 /** Lead/lag result: the offset that maximises correlation, and that correlation. */
 export interface LeadLagValue {
   /** Offset that maximises `|corr(a, b shifted)|`. Positive ⇒ `a` leads `b`. */
@@ -987,6 +998,51 @@ export declare class TsfOscillator {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type BipowerVariationNode = BipowerVariation
+export declare class BipowerVariation {
+  constructor(period: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type EwmaVolatilityNode = EwmaVolatility
+export declare class EwmaVolatility {
+  constructor(lambda: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type Garch11Node = Garch11
+export declare class Garch11 {
+  constructor(omega: number, alpha: number, beta: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type VolatilityOfVolatilityNode = VolatilityOfVolatility
+export declare class VolatilityOfVolatility {
+  constructor(volWindow: number, vovWindow: number)
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type VolatilityConeNode = VolatilityCone
+export declare class VolatilityCone {
+  constructor(window: number, lookback: number)
+  update(high: number, low: number, close: number): VolatilityConeValue | null
+  batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type JumpIndicatorNode = JumpIndicator
 export declare class JumpIndicator {
   constructor(period: number, threshold: number)
@@ -1574,6 +1630,15 @@ export declare class KasePermissionStochastic {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type VolatilityRatioNode = VolatilityRatio
+export declare class VolatilityRatio {
+  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 StochNode = Stochastic
 export declare class Stochastic {
   constructor(kPeriod: number, dPeriod: 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, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, LogReturn, RealizedVolatility, RollingIqr, RollingPercentileRank, TrendLabel, WinRate, Expectancy, SWMA, GMA, EHMA, MedianMA, AdaptiveLaguerre, DisparityIndex, FisherRSI, RSX, DynamicMomentumIndex, TREND_STRENGTH_INDEX, TsfOscillator, JumpIndicator, RegimeLabel, RollingQuantile, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpreadAr1Coefficient, 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, CloseVsOpen, BodySizePct, WickRatio, HighLowRange, StochasticCCI, IMI, QQE, ElderRay, TTM_TREND, Qstick, POLARIZED_FRACTAL_EFFICIENCY, WAVE_PM, GatorOscillator, KasePermissionStochastic, 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, GD, HoltWinters, RMI, DerivativeOscillator, MacdHistogram, PpoHistogram, 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, OrderFlowImbalance, Vpin, AmihudIlliquidity, RollMeasure, 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
+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, LogReturn, RealizedVolatility, RollingIqr, RollingPercentileRank, TrendLabel, WinRate, Expectancy, SWMA, GMA, EHMA, MedianMA, AdaptiveLaguerre, DisparityIndex, FisherRSI, RSX, DynamicMomentumIndex, TREND_STRENGTH_INDEX, TsfOscillator, BipowerVariation, EwmaVolatility, Garch11, VolatilityOfVolatility, VolatilityCone, JumpIndicator, RegimeLabel, RollingQuantile, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpreadAr1Coefficient, 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, CloseVsOpen, BodySizePct, WickRatio, HighLowRange, StochasticCCI, IMI, QQE, ElderRay, TTM_TREND, Qstick, POLARIZED_FRACTAL_EFFICIENCY, WAVE_PM, GatorOscillator, KasePermissionStochastic, VolatilityRatio, 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, GD, HoltWinters, RMI, DerivativeOscillator, MacdHistogram, PpoHistogram, 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, OrderFlowImbalance, Vpin, AmihudIlliquidity, RollMeasure, 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
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -374,6 +374,11 @@ module.exports.RSX = RSX
 module.exports.DynamicMomentumIndex = DynamicMomentumIndex
 module.exports.TREND_STRENGTH_INDEX = TREND_STRENGTH_INDEX
 module.exports.TsfOscillator = TsfOscillator
+module.exports.BipowerVariation = BipowerVariation
+module.exports.EwmaVolatility = EwmaVolatility
+module.exports.Garch11 = Garch11
+module.exports.VolatilityOfVolatility = VolatilityOfVolatility
+module.exports.VolatilityCone = VolatilityCone
 module.exports.JumpIndicator = JumpIndicator
 module.exports.RegimeLabel = RegimeLabel
 module.exports.RollingQuantile = RollingQuantile
@@ -426,6 +431,7 @@ module.exports.POLARIZED_FRACTAL_EFFICIENCY = POLARIZED_FRACTAL_EFFICIENCY
 module.exports.WAVE_PM = WAVE_PM
 module.exports.GatorOscillator = GatorOscillator
 module.exports.KasePermissionStochastic = KasePermissionStochastic
+module.exports.VolatilityRatio = VolatilityRatio
 module.exports.Stochastic = Stochastic
 module.exports.OBV = OBV
 module.exports.ADX = ADX

package/npm/darwin-arm64/package.json

@@ -1,6 +1,6 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
+  "version": "0.6.0",
   "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": "0.5.8",
-    "wickra-linux-arm64-gnu": "0.5.8",
-    "wickra-darwin-x64": "0.5.8",
-    "wickra-darwin-arm64": "0.5.8",
-    "wickra-win32-x64-msvc": "0.5.8",
-    "wickra-win32-arm64-msvc": "0.5.8"
+    "wickra-linux-x64-gnu": "0.6.0",
+    "wickra-linux-arm64-gnu": "0.6.0",
+    "wickra-darwin-x64": "0.6.0",
+    "wickra-darwin-arm64": "0.6.0",
+    "wickra-win32-x64-msvc": "0.6.0",
+    "wickra-win32-arm64-msvc": "0.6.0"
   },
   "scripts": {
     "build": "napi build --platform --release",