扩展指标

2026-07-09 05:08:16 +08:00
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+# ferro-ta WASM
+
+WebAssembly bindings for the [ferro-ta](https://github.com/pratikbhadane24/ferro-ta) technical analysis library. Full feature parity with the Python and Rust core packages.
+
+## Install from npm
+
+```bash
+npm install ferro-ta-wasm
+```
+
+```javascript
+const ferro = require('ferro-ta-wasm');
+
+const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
+console.log('SMA:', Array.from(ferro.sma(close, 3)));
+console.log('RSI:', Array.from(ferro.rsi(close, 14)));
+```
+
+## Available Indicators (200+ exports)
+
+| Category | Functions | Examples |
+|----------|-----------|----------|
+| Overlap Studies (20) | Moving averages, bands, SAR | `sma`, `ema`, `wma`, `dema`, `tema`, `trima`, `kama`, `t3`, `bbands`, `macd`, `macdfix`, `macdext`, `sar`, `sarext`, `mama`, `midpoint`, `midprice`, `ma`, `mavp`, `hull_ma` |
+| Momentum (26) | Oscillators, directional movement | `rsi`, `mom`, `stoch`, `stochf`, `adx`, `adxr`, `dx`, `plus_di`, `minus_di`, `roc`, `willr`, `aroon`, `aroonosc`, `cci`, `bop`, `stochrsi`, `apo`, `ppo`, `cmo`, `trix_indicator`, `ultosc` |
+| Candlestick Patterns (61) | All TA-Lib patterns | `cdlhammer`, `cdlengulfing`, `cdldoji`, `cdlmorningstar`, `cdlshootingstar`, ... (all 61) |
+| Volatility (3) | True range, ATR | `atr`, `natr`, `trange` |
+| Volume (6) | On-balance volume, accumulation | `obv`, `mfi`, `vwap`, `vwma`, `ad`, `adosc` |
+| Price Transforms (4) | Synthetic prices | `avgprice`, `medprice`, `typprice`, `wclprice` |
+| Cycle / Hilbert (6) | Hilbert Transform suite | `ht_trendline`, `ht_dcperiod`, `ht_dcphase`, `ht_phasor`, `ht_sine`, `ht_trendmode` |
+| Statistics (10) | Regression, correlation | `stddev`, `var`, `linearreg`, `linearreg_slope`, `linearreg_intercept`, `linearreg_angle`, `tsf`, `beta_rolling`, `correl` |
+| Math (19) | Operators and transforms | `math_add`, `math_sub`, `math_mult`, `math_div`, `transform_sin`, `transform_cos`, `transform_exp`, `transform_sqrt`, ... |
+| Extended (10) | Supertrend, channels, Ichimoku | `supertrend`, `donchian`, `keltner_channels`, `ichimoku`, `pivot_points`, `chandelier_exit`, `choppiness_index` |
+| Streaming API (9 classes) | Bar-by-bar stateful | `WasmStreamingSMA`, `WasmStreamingEMA`, `WasmStreamingRSI`, `WasmStreamingATR`, `WasmStreamingBBands`, `WasmStreamingMACD`, `WasmStreamingStoch`, `WasmStreamingVWAP`, `WasmStreamingSupertrend` |
+| Options (14) | Pricing, Greeks, IV | `black_scholes_price`, `black_76_price`, `black_scholes_greeks`, `implied_volatility`, `iv_rank`, `smile_metrics`, ... |
+| Futures (12) | Basis, roll, curve | `futures_basis`, `annualized_basis`, `roll_yield`, `weighted_continuous`, `calendar_spreads`, `curve_summary`, ... |
+| Backtesting (9) | Signal generation, engines | `backtest_core`, `backtest_ohlcv`, `rsi_threshold_signals`, `macd_crossover_signals`, `walk_forward_indices`, `monte_carlo_bootstrap`, ... |
+| Alerts & Regime (7) | Signals and regime detection | `check_threshold`, `check_cross`, `regime_adx`, `regime_combined`, `detect_breaks_cusum` |
+| Batch & Portfolio (9) | Multi-asset analytics | `batch_sma`, `batch_ema`, `batch_rsi`, `correlation_matrix`, `portfolio_volatility`, `drawdown_series` |
+| Aggregation (8) | Tick/volume/time bars | `aggregate_tick_bars`, `aggregate_volume_bars_ticks`, `volume_bars`, `ohlcv_agg` |
+
+## Prerequisites
+
+```bash
+# Install Rust (if not already present)
+curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
+
+# Install wasm-pack
+curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh
+```
+
+## Build
+
+```bash
+cd wasm/
+
+# Build both Node.js and web targets
+npm run build
+
+# Or build individually:
+npm run build:node   # → node/
+npm run build:web    # → web/
+```
+
+This produces two directories:
+- `node/` -- CommonJS glue for Node.js (`require()`)
+- `web/` -- ESM glue for browsers and web workers (`import`)
+
+Both contain `ferro_ta_wasm.js`, `ferro_ta_wasm_bg.wasm`, and `ferro_ta_wasm.d.ts`.
+
+## Usage (Node.js)
+
+```javascript
+const {
+  sma, ema, rsi, bbands, macd, atr, adx, obv, mfi,
+  cdlhammer, cdlengulfing,
+  WasmStreamingSMA,
+} = require('ferro-ta-wasm');
+
+const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10]);
+const high  = new Float64Array([45.0, 46.0, 47.0, 46.0, 45.0, 44.0, 45.0]);
+const low   = new Float64Array([43.0, 44.0, 45.0, 44.0, 43.0, 42.0, 43.0]);
+
+// Indicators
+console.log('SMA:', Array.from(sma(close, 3)));
+console.log('RSI:', Array.from(rsi(close, 5)));
+
+// Multi-output
+const [upper, middle, lower] = bbands(close, 5, 2.0, 2.0);
+const [macdLine, signal, hist] = macd(close, 3, 5, 2);
+
+// Streaming (bar-by-bar)
+const stream = new WasmStreamingSMA(3);
+for (const price of close) {
+  console.log('streaming SMA:', stream.update(price));
+}
+```
+
+## Usage (Browser)
+
+```html
+<script type="module">
+  import init, { sma, rsi, macd } from './pkg-web/ferro_ta_wasm.js';
+  await init();
+
+  const close = new Float64Array([44.34, 44.09, 44.15, 43.61, 44.33]);
+  console.log('SMA:', Array.from(sma(close, 3)));
+</script>
+```
+
+## Run Tests
+
+```bash
+cd wasm/
+wasm-pack test --node
+```
+
+## Limitations
+
+- Large arrays (> 10M bars) may be slow due to JS-WASM memory copies. For high-throughput use cases prefer the Python (PyO3) binding.
+- WASM does not support multi-threading natively in browsers (SharedArrayBuffer requires COOP/COEP headers).
+- The npm package ships both Node.js (`require`) and browser/web worker (`import`) builds. Conditional exports in `package.json` select the right one automatically.
+
+## License
+
+MIT