Wickra 0.1.0: streaming-first technical indicators

A multi-language technical analysis library: 25 indicators across trend, momentum, volatility, and volume families, every one a state machine with O(1) per-tick updates. Batch evaluation is provided by a blanket extension trait over the streaming primitive, so live trading bots and historical backtests run the same code path. What ships in this initial drop: crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits, OHLCV types with validation; 171 unit tests, property tests, Wilder/Bollinger textbook tests. crates/wickra - top-level facade + criterion benches for every indicator at 1K/10K/100K series sizes. crates/wickra-data - streaming CSV reader, tick-to-candle aggregator, multi-timeframe resampler, Binance Spot kline WebSocket adapter behind feature live-binance; 11 unit + 1 doctest. bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi), 56 pytest tests including streaming==batch equivalence, Wilder reference values, lifecycle. bindings/node - napi-rs native module, TypeScript .d.ts auto-generated, 7 node --test cases. bindings/wasm - wasm-bindgen ES module for browser/bundler/Node; interactive HTML demo at examples/index.html. examples/ - Python and Rust scripts: backtest, live trading, parallel multi-asset, multi-timeframe, Binance. benchmarks/ - cross-library comparison against TA-Lib, pandas-ta, finta, talipp; Wickra wins every category by 11-1030x (batch) and 17x+ streaming. .github/workflows/ - CI matrix (Rust + Python + Node + WASM on Linux/macOS/Windows), release pipeline for PyPI wheels and npm. Indicators (25): Trend SMA EMA WMA DEMA TEMA HMA KAMA Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX AwesomeOscillator Aroon Volatility BollingerBands ATR Keltner Donchian PSAR Volume OBV VWAP (cumulative + rolling) cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
2026-05-21 17:50:45 +02:00
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+//! 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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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> {
+        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()))
+    }
+}