2026-05-21 17:50:45 +02:00
|
|
|
|
//! WASM bindings for Wickra. Exposes every indicator with `Float64Array` I/O so
|
|
|
|
|
|
//! the API is essentially the same in the browser as it is in Python and Rust.
|
|
|
|
|
|
//!
|
|
|
|
|
|
//! Build with:
|
|
|
|
|
|
//! ```text
|
|
|
|
|
|
//! wasm-pack build bindings/wasm --target web --release
|
|
|
|
|
|
//! ```
|
|
|
|
|
|
|
|
|
|
|
|
#![allow(clippy::needless_pass_by_value)]
|
|
|
|
|
|
#![allow(missing_debug_implementations)] // wasm_bindgen wrappers expose JS objects, no need for Debug
|
|
|
|
|
|
|
|
|
|
|
|
use js_sys::{Float64Array, Object, Reflect};
|
|
|
|
|
|
use wasm_bindgen::prelude::*;
|
|
|
|
|
|
use wickra_core as wc;
|
|
|
|
|
|
use wickra_core::{BatchExt, Indicator};
|
|
|
|
|
|
|
|
|
|
|
|
fn map_err(e: wc::Error) -> JsError {
|
|
|
|
|
|
JsError::new(&e.to_string())
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
fn flatten(values: Vec<Option<f64>>) -> Vec<f64> {
|
|
|
|
|
|
values.into_iter().map(|v| v.unwrap_or(f64::NAN)).collect()
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
/// Optional helper: install `console.error` panic hook in the browser.
|
|
|
|
|
|
#[wasm_bindgen(js_name = installPanicHook)]
|
|
|
|
|
|
pub fn install_panic_hook() {
|
|
|
|
|
|
#[cfg(feature = "panic-hook")]
|
|
|
|
|
|
console_error_panic_hook::set_once();
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
/// Library version (matches the Cargo package version).
|
|
|
|
|
|
#[wasm_bindgen(js_name = version)]
|
|
|
|
|
|
pub fn version() -> String {
|
|
|
|
|
|
env!("CARGO_PKG_VERSION").to_string()
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
// ---------- Scalar-input indicators ----------
|
|
|
|
|
|
|
|
|
|
|
|
macro_rules! wasm_scalar_indicator {
|
|
|
|
|
|
($name:ident, $py_name:literal, $rust_ty:ty, $($arg:ident: $arg_ty:ty),*) => {
|
|
|
|
|
|
#[wasm_bindgen(js_name = $py_name)]
|
|
|
|
|
|
pub struct $name {
|
|
|
|
|
|
inner: $rust_ty,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = $py_name)]
|
|
|
|
|
|
impl $name {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new($($arg: $arg_ty),*) -> Result<$name, JsError> {
|
|
|
|
|
|
Ok($name {
|
|
|
|
|
|
inner: <$rust_ty>::new($($arg),*).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
|
|
|
|
self.inner.update(value)
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
|
|
|
|
|
let out = flatten(self.inner.batch(prices));
|
|
|
|
|
|
Float64Array::from(out.as_slice())
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) { self.inner.reset(); }
|
|
|
|
|
|
#[wasm_bindgen(js_name = isReady)] pub fn is_ready(&self) -> bool { self.inner.is_ready() }
|
|
|
|
|
|
#[wasm_bindgen(js_name = warmupPeriod)] pub fn warmup_period(&self) -> usize { self.inner.warmup_period() }
|
|
|
|
|
|
}
|
|
|
|
|
|
};
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
wasm_scalar_indicator!(WasmSma, "SMA", wc::Sma, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmEma, "EMA", wc::Ema, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmWma, "WMA", wc::Wma, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmRsi, "RSI", wc::Rsi, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmDema, "DEMA", wc::Dema, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmTema, "TEMA", wc::Tema, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmHma, "HMA", wc::Hma, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmRoc, "ROC", wc::Roc, period: usize);
|
|
|
|
|
|
wasm_scalar_indicator!(WasmTrix, "TRIX", wc::Trix, period: usize);
|
|
|
|
|
|
|
|
|
|
|
|
// ---------- KAMA (three params) ----------
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = KAMA)]
|
|
|
|
|
|
pub struct WasmKama {
|
|
|
|
|
|
inner: wc::Kama,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = KAMA)]
|
|
|
|
|
|
impl WasmKama {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(er_period: usize, fast: usize, slow: usize) -> Result<WasmKama, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Kama::new(er_period, fast, slow).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
|
|
|
|
self.inner.update(value)
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
|
|
|
|
|
let out = flatten(self.inner.batch(prices));
|
|
|
|
|
|
Float64Array::from(out.as_slice())
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
#[wasm_bindgen(js_name = isReady)]
|
|
|
|
|
|
pub fn is_ready(&self) -> bool {
|
|
|
|
|
|
self.inner.is_ready()
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
// ---------- MACD ----------
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = MACD)]
|
|
|
|
|
|
pub struct WasmMacd {
|
|
|
|
|
|
inner: wc::MacdIndicator,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = MACD)]
|
|
|
|
|
|
impl WasmMacd {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(fast: usize, slow: usize, signal: usize) -> Result<WasmMacd, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::MacdIndicator::new(fast, slow, signal).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn update(&mut self, value: f64) -> JsValue {
|
|
|
|
|
|
match self.inner.update(value) {
|
|
|
|
|
|
Some(o) => {
|
|
|
|
|
|
let obj = Object::new();
|
|
|
|
|
|
Reflect::set(&obj, &"macd".into(), &o.macd.into()).ok();
|
|
|
|
|
|
Reflect::set(&obj, &"signal".into(), &o.signal.into()).ok();
|
|
|
|
|
|
Reflect::set(&obj, &"histogram".into(), &o.histogram.into()).ok();
|
|
|
|
|
|
obj.into()
|
|
|
|
|
|
}
|
|
|
|
|
|
None => JsValue::NULL,
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
/// Returns a flat `Float64Array` of length `3 * n`: `[macd0, sig0, hist0, macd1, sig1, hist1, ...]`.
|
|
|
|
|
|
/// Use `result[3*i + 0/1/2]` to read each column. Warmup positions are NaN.
|
|
|
|
|
|
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
|
|
|
|
|
let n = prices.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
|
|
|
|
for (i, p) in prices.iter().enumerate() {
|
|
|
|
|
|
if let Some(o) = self.inner.update(*p) {
|
|
|
|
|
|
out[i * 3] = o.macd;
|
|
|
|
|
|
out[i * 3 + 1] = o.signal;
|
|
|
|
|
|
out[i * 3 + 2] = o.histogram;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Float64Array::from(out.as_slice())
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
#[wasm_bindgen(js_name = isReady)]
|
|
|
|
|
|
pub fn is_ready(&self) -> bool {
|
|
|
|
|
|
self.inner.is_ready()
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
// ---------- Bollinger ----------
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = BollingerBands)]
|
|
|
|
|
|
pub struct WasmBb {
|
|
|
|
|
|
inner: wc::BollingerBands,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = BollingerBands)]
|
|
|
|
|
|
impl WasmBb {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize, multiplier: f64) -> Result<WasmBb, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::BollingerBands::new(period, multiplier).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn update(&mut self, value: f64) -> JsValue {
|
|
|
|
|
|
match self.inner.update(value) {
|
|
|
|
|
|
Some(o) => {
|
|
|
|
|
|
let obj = Object::new();
|
|
|
|
|
|
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
|
|
|
|
|
|
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
|
|
|
|
|
|
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
|
|
|
|
|
|
Reflect::set(&obj, &"stddev".into(), &o.stddev.into()).ok();
|
|
|
|
|
|
obj.into()
|
|
|
|
|
|
}
|
|
|
|
|
|
None => JsValue::NULL,
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
/// Returns `[u0, m0, l0, sd0, u1, m1, l1, sd1, ...]`, length `4 * n`.
|
|
|
|
|
|
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
|
|
|
|
|
let n = prices.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 4];
|
|
|
|
|
|
for (i, p) in prices.iter().enumerate() {
|
|
|
|
|
|
if let Some(o) = self.inner.update(*p) {
|
|
|
|
|
|
out[i * 4] = o.upper;
|
|
|
|
|
|
out[i * 4 + 1] = o.middle;
|
|
|
|
|
|
out[i * 4 + 2] = o.lower;
|
|
|
|
|
|
out[i * 4 + 3] = o.stddev;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Float64Array::from(out.as_slice())
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
// ---------- Candle-input indicators ----------
|
|
|
|
|
|
|
|
|
|
|
|
fn make_candle(h: f64, l: f64, c: f64, v: f64) -> Result<wc::Candle, JsError> {
|
|
|
|
|
|
wc::Candle::new(c, h, l, c, v, 0).map_err(map_err)
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = ATR)]
|
|
|
|
|
|
pub struct WasmAtr {
|
|
|
|
|
|
inner: wc::Atr,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = ATR)]
|
|
|
|
|
|
impl WasmAtr {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmAtr, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Atr::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
|
|
|
|
|
|
let c = make_candle(high, low, close, 0.0)?;
|
|
|
|
|
|
Ok(self.inner.update(c))
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
|
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
|
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = Stochastic)]
|
|
|
|
|
|
pub struct WasmStoch {
|
|
|
|
|
|
inner: wc::Stochastic,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = Stochastic)]
|
|
|
|
|
|
impl WasmStoch {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(k_period: usize, d_period: usize) -> Result<WasmStoch, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Stochastic::new(k_period, d_period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
/// Returns `[k0, d0, k1, d1, ...]`, length `2 * n`.
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
|
|
|
|
|
let n = high.len();
|
|
|
|
|
|
if low.len() != n || close.len() != n {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
|
|
|
|
for i in 0..n {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
if let Some(o) = self.inner.update(c) {
|
|
|
|
|
|
out[i * 2] = o.k;
|
|
|
|
|
|
out[i * 2 + 1] = o.d;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = OBV)]
|
|
|
|
|
|
pub struct WasmObv {
|
|
|
|
|
|
inner: wc::Obv,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
impl Default for WasmObv {
|
|
|
|
|
|
fn default() -> Self {
|
|
|
|
|
|
Self::new()
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = OBV)]
|
|
|
|
|
|
impl WasmObv {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new() -> WasmObv {
|
|
|
|
|
|
Self {
|
|
|
|
|
|
inner: wc::Obv::new(),
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
|
|
|
|
|
|
if close.len() != volume.len() {
|
|
|
|
|
|
return Err(JsError::new("close and volume must be equal length"));
|
|
|
|
|
|
}
|
|
|
|
|
|
let mut out = Vec::with_capacity(close.len());
|
|
|
|
|
|
for i in 0..close.len() {
|
|
|
|
|
|
let c = make_candle(close[i], close[i], close[i], volume[i])?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn reset(&mut self) {
|
|
|
|
|
|
self.inner.reset();
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = ADX)]
|
|
|
|
|
|
pub struct WasmAdx {
|
|
|
|
|
|
inner: wc::Adx,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = ADX)]
|
|
|
|
|
|
impl WasmAdx {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmAdx, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Adx::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
/// Returns `[plusDi, minusDi, adx]` × n, length `3n`.
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let n = high.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
|
|
|
|
for i in 0..n {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
if let Some(o) = self.inner.update(c) {
|
|
|
|
|
|
out[i * 3] = o.plus_di;
|
|
|
|
|
|
out[i * 3 + 1] = o.minus_di;
|
|
|
|
|
|
out[i * 3 + 2] = o.adx;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = WilliamsR)]
|
|
|
|
|
|
pub struct WasmWilliamsR {
|
|
|
|
|
|
inner: wc::WilliamsR,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = WilliamsR)]
|
|
|
|
|
|
impl WasmWilliamsR {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmWilliamsR, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::WilliamsR::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = CCI)]
|
|
|
|
|
|
pub struct WasmCci {
|
|
|
|
|
|
inner: wc::Cci,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = CCI)]
|
|
|
|
|
|
impl WasmCci {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmCci, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Cci::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = MFI)]
|
|
|
|
|
|
pub struct WasmMfi {
|
|
|
|
|
|
inner: wc::Mfi,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = MFI)]
|
|
|
|
|
|
impl WasmMfi {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmMfi, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Mfi::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
volume: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
2026-05-22 04:14:18 +02:00
|
|
|
|
return Err(JsError::new(
|
|
|
|
|
|
"high, low, close, volume must be equal length",
|
|
|
|
|
|
));
|
2026-05-22 03:55:27 +02:00
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], volume[i])?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = PSAR)]
|
|
|
|
|
|
pub struct WasmPsar {
|
|
|
|
|
|
inner: wc::Psar,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = PSAR)]
|
|
|
|
|
|
impl WasmPsar {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(af_start: f64, af_step: f64, af_max: f64) -> Result<WasmPsar, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Psar::new(af_start, af_step, af_max).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = Keltner)]
|
|
|
|
|
|
pub struct WasmKeltner {
|
|
|
|
|
|
inner: wc::Keltner,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = Keltner)]
|
|
|
|
|
|
impl WasmKeltner {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(
|
|
|
|
|
|
ema_period: usize,
|
|
|
|
|
|
atr_period: usize,
|
|
|
|
|
|
multiplier: f64,
|
|
|
|
|
|
) -> Result<WasmKeltner, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Keltner::new(ema_period, atr_period, multiplier).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
|
|
|
|
return Err(JsError::new("high, low, close must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let n = high.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
|
|
|
|
for i in 0..n {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
|
|
|
|
|
if let Some(o) = self.inner.update(c) {
|
|
|
|
|
|
out[i * 3] = o.upper;
|
|
|
|
|
|
out[i * 3 + 1] = o.middle;
|
|
|
|
|
|
out[i * 3 + 2] = o.lower;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = Donchian)]
|
|
|
|
|
|
pub struct WasmDonchian {
|
|
|
|
|
|
inner: wc::Donchian,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = Donchian)]
|
|
|
|
|
|
impl WasmDonchian {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmDonchian, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Donchian::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() {
|
|
|
|
|
|
return Err(JsError::new("high and low must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let n = high.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
|
|
|
|
for i in 0..n {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], low[i], 0.0)?;
|
|
|
|
|
|
if let Some(o) = self.inner.update(c) {
|
|
|
|
|
|
out[i * 3] = o.upper;
|
|
|
|
|
|
out[i * 3 + 1] = o.middle;
|
|
|
|
|
|
out[i * 3 + 2] = o.lower;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = VWAP)]
|
|
|
|
|
|
pub struct WasmVwap {
|
|
|
|
|
|
inner: wc::Vwap,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
impl Default for WasmVwap {
|
|
|
|
|
|
fn default() -> Self {
|
|
|
|
|
|
Self::new()
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = VWAP)]
|
|
|
|
|
|
impl WasmVwap {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new() -> WasmVwap {
|
|
|
|
|
|
Self {
|
|
|
|
|
|
inner: wc::Vwap::new(),
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(
|
|
|
|
|
|
&mut self,
|
|
|
|
|
|
high: &[f64],
|
|
|
|
|
|
low: &[f64],
|
|
|
|
|
|
close: &[f64],
|
|
|
|
|
|
volume: &[f64],
|
|
|
|
|
|
) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
2026-05-22 04:14:18 +02:00
|
|
|
|
return Err(JsError::new(
|
|
|
|
|
|
"high, low, close, volume must be equal length",
|
|
|
|
|
|
));
|
2026-05-22 03:55:27 +02:00
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], close[i], volume[i])?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = AwesomeOscillator)]
|
|
|
|
|
|
pub struct WasmAo {
|
|
|
|
|
|
inner: wc::AwesomeOscillator,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = AwesomeOscillator)]
|
|
|
|
|
|
impl WasmAo {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(fast: usize, slow: usize) -> Result<WasmAo, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::AwesomeOscillator::new(fast, slow).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() {
|
|
|
|
|
|
return Err(JsError::new("high and low must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let mut out = Vec::with_capacity(high.len());
|
|
|
|
|
|
for i in 0..high.len() {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], low[i], 0.0)?;
|
|
|
|
|
|
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_name = Aroon)]
|
|
|
|
|
|
pub struct WasmAroon {
|
|
|
|
|
|
inner: wc::Aroon,
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen(js_class = Aroon)]
|
|
|
|
|
|
impl WasmAroon {
|
|
|
|
|
|
#[wasm_bindgen(constructor)]
|
|
|
|
|
|
pub fn new(period: usize) -> Result<WasmAroon, JsError> {
|
|
|
|
|
|
Ok(Self {
|
|
|
|
|
|
inner: wc::Aroon::new(period).map_err(map_err)?,
|
|
|
|
|
|
})
|
|
|
|
|
|
}
|
|
|
|
|
|
/// Returns `[up0, down0, up1, down1, ...]`, length `2n`.
|
|
|
|
|
|
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
|
2026-05-22 03:55:27 +02:00
|
|
|
|
if high.len() != low.len() {
|
|
|
|
|
|
return Err(JsError::new("high and low must be equal length"));
|
|
|
|
|
|
}
|
2026-05-21 17:50:45 +02:00
|
|
|
|
let n = high.len();
|
|
|
|
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
|
|
|
|
for i in 0..n {
|
|
|
|
|
|
let c = make_candle(high[i], low[i], low[i], 0.0)?;
|
|
|
|
|
|
if let Some(o) = self.inner.update(c) {
|
|
|
|
|
|
out[i * 2] = o.up;
|
|
|
|
|
|
out[i * 2 + 1] = o.down;
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
Ok(Float64Array::from(out.as_slice()))
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
2026-05-22 04:05:15 +02:00
|
|
|
|
|
|
|
|
|
|
#[cfg(test)]
|
|
|
|
|
|
mod tests {
|
|
|
|
|
|
use super::*;
|
|
|
|
|
|
use wasm_bindgen_test::wasm_bindgen_test;
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen_test]
|
|
|
|
|
|
fn sma_batch_reference_values() {
|
|
|
|
|
|
// SMA(3) of [2, 4, 6, 8, 10] -> [NaN, NaN, 4, 6, 8].
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let mut sma = WasmSma::new(3).expect("valid period");
|
2026-05-22 04:05:15 +02:00
|
|
|
|
let out = sma.batch(&[2.0, 4.0, 6.0, 8.0, 10.0]);
|
|
|
|
|
|
assert!(out.get_index(0).is_nan());
|
|
|
|
|
|
assert!(out.get_index(1).is_nan());
|
|
|
|
|
|
assert_eq!(out.get_index(2), 4.0);
|
|
|
|
|
|
assert_eq!(out.get_index(3), 6.0);
|
|
|
|
|
|
assert_eq!(out.get_index(4), 8.0);
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen_test]
|
|
|
|
|
|
fn ema_batch_equals_streaming() {
|
|
|
|
|
|
let prices: Vec<f64> = (1..=60)
|
|
|
|
|
|
.map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 5.0)
|
|
|
|
|
|
.collect();
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let batch = WasmEma::new(14).expect("valid").batch(&prices);
|
|
|
|
|
|
let mut ema = WasmEma::new(14).expect("valid");
|
2026-05-22 04:05:15 +02:00
|
|
|
|
for (i, &p) in prices.iter().enumerate() {
|
|
|
|
|
|
let b = batch.get_index(i as u32);
|
|
|
|
|
|
match ema.update(p) {
|
|
|
|
|
|
Some(v) => assert!((v - b).abs() < 1e-9, "streaming != batch at {i}"),
|
|
|
|
|
|
None => assert!(b.is_nan(), "expected NaN during warmup at {i}"),
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen_test]
|
|
|
|
|
|
fn rsi_pure_uptrend_yields_100() {
|
|
|
|
|
|
let prices: Vec<f64> = (1..=20).map(f64::from).collect();
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let out = WasmRsi::new(14).expect("valid").batch(&prices);
|
2026-05-22 04:05:15 +02:00
|
|
|
|
for i in 14..prices.len() {
|
|
|
|
|
|
assert_eq!(out.get_index(i as u32), 100.0);
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen_test]
|
|
|
|
|
|
fn invalid_constructors_return_err() {
|
|
|
|
|
|
assert!(WasmSma::new(0).is_err());
|
|
|
|
|
|
assert!(WasmMacd::new(0, 0, 0).is_err());
|
|
|
|
|
|
assert!(WasmMacd::new(26, 12, 9).is_err());
|
|
|
|
|
|
assert!(WasmBb::new(20, -1.0).is_err());
|
|
|
|
|
|
assert!(WasmPsar::new(0.30, 0.02, 0.20).is_err());
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
#[wasm_bindgen_test]
|
|
|
|
|
|
fn batch_rejects_unequal_lengths() {
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let mut atr = WasmAtr::new(14).expect("valid");
|
2026-05-22 04:05:15 +02:00
|
|
|
|
assert!(atr.batch(&[1.0, 2.0], &[1.0], &[1.0, 2.0]).is_err());
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let mut stoch = WasmStoch::new(14, 3).expect("valid");
|
2026-05-22 04:05:15 +02:00
|
|
|
|
assert!(stoch
|
|
|
|
|
|
.batch(&[1.0, 2.0, 3.0], &[1.0], &[1.0, 2.0, 3.0])
|
|
|
|
|
|
.is_err());
|
2026-05-22 16:47:16 +02:00
|
|
|
|
let mut mfi = WasmMfi::new(14).expect("valid");
|
2026-05-22 04:05:15 +02:00
|
|
|
|
assert!(mfi
|
|
|
|
|
|
.batch(&[1.0, 2.0], &[1.0, 2.0], &[1.0, 2.0], &[1.0])
|
|
|
|
|
|
.is_err());
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|