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feat(bindings): expose RollingVWAP in Python, Node and WASM (R4)

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The rolling-window VWAP indicator (`wickra_core::RollingVwap`) was only
available in the Rust crate, even though the README's Volume-family
table already advertised "VWAP (cumulative + rolling)" as a cross-
language feature. Users on Python, Node or in the browser had to fall
back to the cumulative `VWAP` or re-implement the rolling variant
themselves.

This commit closes the gap end-to-end:

- Python: `wickra.RollingVWAP(period)` — same constructor / `update` /
  `batch` / `reset` / `is_ready` / `warmup_period` surface as `VWAP`,
  plus a `period` property and a typed `__repr__`. The `__init__.py`
  re-exports it and `__all__` lists it; the `.pyi` stub matches.
- Node: `RollingVWAP(period)` — napi class with the same lifecycle,
  exported from `index.js` and declared in `index.d.ts`.
- WASM: `RollingVWAP(period)` — wasm-bindgen class with the same
  `Float64Array` I/O as `VWAP`.

Tests added:

- Python: `test_rolling_vwap_streaming_matches_batch` — exercises
  `update == batch` plus the full lifecycle on the shared OHLC fixture.
- Node: `RollingVWAP` row in the `candleScalar` parity table — covered
  by the generic streaming-vs-batch + lifecycle harness.
- WASM: dedicated `wasm-bindgen-test` mirrors the Python test.

The wiki page `Indicator-Vwap.md` drops the "Rust-only" caveat and
gains Python / Node / WASM examples.
This commit is contained in:
kingchenc
2026-05-23 01:43:00 +02:00
parent 3a6b5ebae3
commit efcd6216c1
10 changed files with 322 additions and 5 deletions
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CHANGELOG.md
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@@ -8,6 +8,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
### Added
- `RollingVWAP` is now exposed in Python, Node and WASM under that name
(previously the rolling-window VWAP existed only in the Rust core, even
though the README's volume-family table already advertised
`VWAP (cumulative + rolling)`). All four bindings now ship the same
cumulative `VWAP` plus the finite-window `RollingVWAP(period)`. The wiki page
`Indicator-Vwap.md` adds Python, Node and WASM examples and drops the
"Rust-only" caveat.
- WASM binding now exposes the streaming `update()` method on every candle-input
indicator: `Adx`, `WilliamsR`, `Cci`, `Mfi`, `Psar`, `Keltner`, `Donchian`,
`Vwap`, `AwesomeOscillator`, `Aroon`, `Stochastic`, and `Obv`. Multi-output