feat(bindings): expose RollingVWAP in Python, Node and WASM (R4)
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.
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@@ -115,3 +115,23 @@ def test_obv_streaming_matches_batch(ohlc_series):
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rows.append(streamer.update((float(c), float(c), float(c), float(c), float(v), 0)))
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streamed = np.array([math.nan if x is None else x for x in rows], dtype=np.float64)
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assert _equal_with_nan(batch, streamed)
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def test_rolling_vwap_streaming_matches_batch(ohlc_series):
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# RollingVWAP(20) on the shared OHLC series. Provides finite-memory VWAP
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# parity coverage now that the indicator is exposed across all bindings.
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high, low, close = ohlc_series
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volume = np.linspace(100.0, 200.0, num=close.size, dtype=np.float64)
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batch = ta.RollingVWAP(20).batch(high, low, close, volume)
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streamer = ta.RollingVWAP(20)
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rows = []
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for h, l, c, v in zip(high, low, close, volume):
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rows.append(streamer.update((float(c), float(h), float(l), float(c), float(v), 0)))
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streamed = np.array([math.nan if x is None else x for x in rows], dtype=np.float64)
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assert _equal_with_nan(batch, streamed)
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assert streamer.period == 20
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assert streamer.warmup_period() == 20
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assert streamer.is_ready()
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streamer.reset()
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assert not streamer.is_ready()
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