Commit Graph

16 Commits

Author SHA1 Message Date
kingchenc 8aa74cb638 release(0.2.1): bump to 0.2.1, skipping Windows ARM64 this cycle
The 0.2.0 release left wickra@npm stuck at 0.1.4 and never created a
GitHub Release entry because the brand-new `wickra-win32-arm64-msvc`
sub-package name was caught by npm's spam-detection filter on its first
publish attempt (same situation that affected `wickra-win32-x64-msvc`
through 0.1.4 until npm Support unblocked it). A support ticket is open;
until it is resolved, ship 0.2.1 for the five platforms whose
sub-packages are already on npm and re-add Windows ARM64 in a follow-up
release.

Changes for this cycle:
- bindings/node/package.json: remove "wickra-win32-arm64-msvc" from
  optionalDependencies and "aarch64-pc-windows-msvc" from
  napi.triples.additional.
- bindings/node/npm/win32-arm64-msvc/: removed (will be restored fresh
  once the npm name is unblocked).
- .github/workflows/release.yml: comment out the
  aarch64-pc-windows-msvc entry of the node-build matrix with a
  TODO/restore note.
- Bump every workspace and binding version to 0.2.1 (Cargo.toml,
  pyproject.toml, bindings/node/package.json, five npm/<target>
  templates, the wiki version table). Cargo.lock regenerated.
- CHANGELOG: new [0.2.1] block consolidating every fix that has landed
  on main since 0.2.0 (HV epsilon, examples CI step, fuzz cargo-fuzz
  install, MSRV 1.85 -> 1.86 / 1.77 -> 1.88, criterion 0.5 -> 0.8,
  tokio-tungstenite 0.24 -> 0.29, tick_aggregator gap-fill cap, every
  GitHub Action SHA-pin bump). Compare-link added.

The arm64 loader branch in bindings/node/index.js is left untouched: a
Windows ARM64 user installing 0.2.1 will get the standard
`Cannot find module 'wickra-win32-arm64-msvc'` error from the loader,
which is accurate. PyPI's win-arm64 wheel is unaffected.

Verified locally:
  cargo fmt/clippy/test --workspace --all-features -> 630 passed / 0 failed
  cargo build -p wickra-examples --bins -> clean
  cargo build -p wickra-node -> clean
2026-05-23 22:20:20 +02:00
kingchenc aea17a87af Merge pull request #16 from kingchenc/fix/criterion-0.8
deps: criterion 0.5 → 0.8 (replaces #10)
2026-05-23 21:43:28 +02:00
kingchenc 64faa707a4 deps: bump tokio-tungstenite 0.24 -> 0.29 (replaces #13)
Dependabot opened #13 to bump tokio-tungstenite from 0.24 to 0.29 but
the bare-version bump fails to compile: WebSocketConfig became
#[non_exhaustive] starting with 0.27, so the existing struct-literal
construction

    let ws_config = WebSocketConfig {
        max_message_size: Some(MAX_MESSAGE_SIZE),
        max_frame_size: Some(MAX_FRAME_SIZE),
        ..WebSocketConfig::default()
    };

produces

    error[E0639]: cannot create non-exhaustive struct using struct expression

Switch to the builder-style setters that 0.29 exposes on the default
value. Semantics are unchanged; both fields still carry the
MAX_MESSAGE_SIZE / MAX_FRAME_SIZE caps from the original config and the
rest of the WebSocketConfig defaults are preserved by starting from
WebSocketConfig::default().

This supersedes #13 — same target version, plus the code change
Dependabot can't make on its own.

Verified locally:
  cargo check -p wickra-data --features live-binance  # clean
  cargo test --workspace --all-features  # 630 passed / 0 failed
  cargo clippy --workspace --all-targets --all-features -- -D warnings
2026-05-23 21:31:57 +02:00
kingchenc 1011fa2bbd deps: bump criterion 0.5 -> 0.8 and switch to std::hint::black_box
Dependabot opened #10 to bump criterion from 0.5.1 to 0.8.2 but the
straight version bump fails to build: criterion::black_box was
deprecated in 0.6 and removed/marked deny-warn in 0.8, so the existing
`use criterion::{black_box, ...}` produces

    error: use of deprecated function `criterion::black_box`: use
    `std::hint::black_box()` instead

across every bench callsite. Switch the import to std::hint::black_box
(stable since Rust 1.66, well under our MSRV of 1.85) and drop the
criterion re-export.

This supersedes #10 — same target version, plus the code change
Dependabot can't make on its own.

Verified locally:
  cargo bench -p wickra --no-run  # builds clean
  cargo clippy --workspace --all-targets --all-features -- -D warnings
  cargo test --workspace  # 630 passed / 0 failed
2026-05-23 21:30:09 +02:00
dependabot[bot] 99490f8604 deps(cargo): bump serde_json from 1.0.149 to 1.0.150
Bumps [serde_json](https://github.com/serde-rs/json) from 1.0.149 to 1.0.150.
- [Release notes](https://github.com/serde-rs/json/releases)
- [Commits](https://github.com/serde-rs/json/compare/v1.0.149...v1.0.150)

---
updated-dependencies:
- dependency-name: serde_json
  dependency-version: 1.0.150
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-05-23 18:49:27 +00:00
kingchenc 39a252ea66 release(0.2.0): bump version from 0.1.5 to 0.2.0
This release carries the full post-audit work — 46 new indicators
(25 → 71), an eight-family taxonomy restructure, new bindings for
RollingVWAP, the WASM streaming-update parity, the pyo3/numpy CVE
fix, the SMA/Bollinger drift bound, the O(1) LinearRegression
refactor, the UlcerIndex deque and the PSAR is_ready/reset fixes
plus a refreshed example suite and wiki. The earlier 0.1.5 number
was never published; jumping straight to 0.2.0 is the cleaner signal
for the scope of the change.

Bumped:
- Cargo.toml workspace + wickra-core workspace-dep version
- bindings/python/pyproject.toml
- bindings/node/package.json + optionalDependencies (six platform pins)
- 6 x bindings/node/npm/<target>/package.json
- Cargo.lock regenerated
- CHANGELOG.md [0.2.0] header + compare-link
- docs/wiki/Home.md published-versions table
- docs/wiki/Quickstart-{Rust,Node,WASM}.md + Warmup-Periods.md
  version-pinned narrative lines

Verified locally:
- cargo fmt/clippy/test (628 passed, 0 failed)
- cargo deny check (no suppression)
- bindings/node node --test (92/92)
- bindings/python pytest (118/118)
- import wickra reports 0.2.0 with 72 indicator classes
2026-05-23 19:58:02 +02:00
kingchenc 896b71fc62 release(0.1.5): bump versions, finalize CHANGELOG, fail loud on missing platform binaries (R20, Z2)
Versions bumped to 0.1.5 in every authoritative location:

- workspace `Cargo.toml` (`[workspace.package].version`, the
  `wickra-core` path dependency pin).
- `bindings/python/pyproject.toml`.
- `bindings/node/package.json` (main + all six `optionalDependencies`
  pins).
- All six per-platform `bindings/node/npm/<target>/package.json`
  templates.

CHANGELOG: the accumulated `[Unreleased]` block is promoted to
`[0.1.5] - TBD` (date left for the user to set at tag time); the new
`[Unreleased]` header sits empty above it; the compare link table is
extended with `[0.1.5]: …compare/v0.1.4...v0.1.5` and the
`[Unreleased]` link is repointed to `…compare/v0.1.5...HEAD`.

Wiki refresh for 0.1.5 (R20 + Z2):

- `Home.md` version pin table updated; the Quickstart-Node hint replaces
  the "spam filter holding back Windows" caveat with "0.1.5 is the
  first release in which `npm install wickra` works end-to-end on
  Windows" (npm Support released the name on 2026-05-22).
- `Quickstart-Node.md`'s Windows caveat is rewritten to explain the
  history (`0.1.1`–`0.1.4` of `wickra-win32-x64-msvc` are burned) and
  the resolution (0.1.5+ installs cleanly).
- `Quickstart-Rust.md` version mention bumped.
- `Warmup-Periods.md` note bumped + corrected: every Node and WASM
  class — single- and multi-output — now exposes `warmupPeriod()` after
  R3 (this branch), not only the single-output ones.

`release.yml` `publish_dir` no longer silently swallows a
second-attempt platform-package publish failure with a `::warning::`
and `return 0`. A real failure (after the existing 30s retry) now
emits an `::error::` and fails the job. The original mask is exactly
what allowed the `wickra-win32-x64-msvc@0.1.1–0.1.4` spam-filter
rejections to land four times in a row without anyone noticing (audit
finding R20). Failing loud means the next regression of this shape is
caught at the release run, not by a Windows user trying to
`require('wickra')`.

This commit does NOT push, tag, or trigger a release — the user
publishes the 0.1.5 tag themselves once the manual npm-republish
smoke test confirms `wickra-win32-x64-msvc@0.1.5` accepts publish on
the freshly-released name.
2026-05-23 10:58:08 +02:00
kingchenc c99cf54a1f fix(security): upgrade pyo3 and numpy to 0.28, fix RUSTSEC-2025-0020
Bumps the Python binding from pyo3 0.22 / numpy 0.22 to 0.28 / 0.28,
which resolves RUSTSEC-2025-0020 — a buffer overflow in
`PyString::from_object` that affected every published Python wheel.

Migration:

- `into_pyarray_bound(py)` → `into_pyarray(py)` (numpy 0.23 dropped the
  `_bound` transitional suffix; the method now returns `Bound<'py, _>`
  directly).
- `downcast::<PyDict>` → `cast::<PyDict>` (pyo3 renamed the method on
  `PyAnyMethods`).
- Every `#[pyclass]` declares `skip_from_py_object` to opt out of the
  now-deprecated automatic `FromPyObject` derive for `Clone` types.
  Indicators are stateful — silently extracting them by value-clone is
  never the intended FFI semantics.
- Workspace clippy gains `unused_self = "allow"` on the python crate
  only: Python's `__repr__` protocol forces `&self` even for parameter-
  less indicators where the body does not read state.
- `map_err` arms collapsed into a single `PyValueError` arm
  (clippy::match_same_arms).

`deny.toml` no longer suppresses RUSTSEC-2025-0020; `cargo deny check`
is green on advisories, bans, licenses and sources without exceptions.
2026-05-23 01:26:55 +02:00
kingchenc 747d1a5b1b examples: move Rust examples into a top-level examples/rust/ crate
The three Rust examples (backtest, fetch_btcusdt, live_binance) used to
live each in their own crate's examples/ dir, splitting the example set
across crates and burying it inside the source tree. Move them into a new
workspace member crate at `examples/rust/` (package `wickra-examples`,
`publish = false`) so all language examples sit under one top-level
`examples/<lang>/` tree.

* `examples/rust/Cargo.toml` declares the per-binary deps (wickra,
  wickra-data with the `live-binance` feature always on, serde_json, tokio
  for the macro and current-thread runtime).
* `examples/rust/src/bin/{backtest,fetch_btcusdt,live_binance}.rs` are the
  three migrated binaries; their doc-comments and the fetch_btcusdt output
  path are updated for the new location and run command
  (`cargo run -p wickra-examples --bin <name>`).
* Workspace `Cargo.toml` lists the new member; the now-empty
  `[dev-dependencies]` extras (`wickra`, `tokio` in wickra-data and
  `serde_json` in wickra) that existed only for these examples are dropped.
* The `[[example]] live_binance` table is removed from wickra-data's
  manifest since the file moved out.
* README "Languages" + project-layout, examples/README.md, Quickstart-Rust
  and Data-Layer are pointed at the new paths and commands.

`cargo build -p wickra-examples` and `cargo run --release -p wickra-examples
--bin backtest -- examples/data/btcusdt-1d.csv` both succeed; the rest of
the workspace (core, data, wickra) builds, clippies (`--all-targets -D
warnings`) and tests (508 core + 28 data + 1 integration + 74+3+1
doctests) all stay green.
2026-05-23 00:07:07 +02:00
kingchenc 2b3a1b7384 examples: add real BTCUSDT candle datasets from Binance
Add seven OHLCV datasets under crates/wickra/examples/data/, one per
timeframe (1m/5m/15m/1h/12h/1d/1month), holding real BTCUSDT spot klines
fetched from the Binance REST API. The new fetch_btcusdt example
regenerates them: it paginates the klines endpoint through the system
curl, parses with serde_json, validates every candle via Candle::new and
keeps only fully closed buckets.

The indicator benchmarks now run against the 1m dataset instead of a
synthetic series, and a new example_data integration test checks that
every file parses and carries evenly spaced, monotonic timestamps.

The monthly file is named btcusdt-1month.csv rather than btcusdt-1M.csv
so it does not collide with btcusdt-1m.csv on case-insensitive
filesystems (Windows, default macOS).
2026-05-22 21:47:17 +02:00
kingchenc 59c435fbd5 chore: apply rustfmt to binding/core sources and sync Cargo.lock
Normalises whitespace in sources committed earlier in this branch
before rustfmt was run over them (Node/WASM bindings, and three core
indicator test modules), and records the wasm-bindgen-test dependency
tree added in B6 into Cargo.lock. No functional change; cargo fmt --all
--check is now clean.
2026-05-22 04:14:18 +02:00
kingchenc 528e5c9174 Release 0.1.4: add GitHub Release asset attachments
Pure tooling release on top of 0.1.3. The library code is unchanged;
only the release workflow grew a new github-release job that attaches
every built artefact to the GitHub Release page so users have direct
download links next to the source archives:

- Python wheels (5 platforms) + sdist
- Native Node bindings (linux-x64-gnu, darwin-x64, darwin-arm64, win32-x64-msvc)
- npm-pack tarballs for the main wickra package, every per-platform
  subpackage, and wickra-wasm
- Cargo .crate files for wickra-core, wickra-data, wickra

The job runs at the end of the release pipeline and also accepts
workflow_dispatch so future asset-only fixups don't require a version
bump.
2026-05-21 22:29:12 +02:00
kingchenc 529f302f73 Release 0.1.3: full pipeline working end to end
CI is now green across all 20 jobs:
- Rust on Linux/macOS/Windows
- Python 3.9/3.11/3.12 on Linux/macOS/Windows
- Node 18/20 on Linux/macOS/Windows (Windows previously failed
  because ci.yml built the native module without --platform; fixed
  in the previous commit)
- WASM build
- Cross-library benchmark report

This tag re-publishes 0.1.3 across crates.io / PyPI / npm so a single
version covers every working binding. The release workflow's idempotent
publish steps mean re-runs are safe; the new code in this version is
just the build-script and loader changes that fixed CI.
2026-05-21 22:08:48 +02:00
kingchenc 1aa7df1c97 fix(node): commit npm/<platform>/ templates + optionalDependencies
`napi create-npm-dir` failed in CI with both invocations we tried:
positional arg form (`-t <triple> .`) was rejected as extraneous,
and the no-arg form crashed with "path must be a string, received
undefined". The fix used by every napi-rs reference project: commit
the four platform package.json templates directly under
bindings/node/npm/<target>/ instead of generating them at publish time.

- bindings/node/npm/{linux-x64-gnu,darwin-x64,darwin-arm64,win32-x64-msvc}/
  each contain a static package.json with the correct os / cpu / libc
  filters so npm only installs the right binary per platform.
- Main package.json gains optionalDependencies referencing all four
  platform packages by version, so `npm install wickra` pulls the
  matching binary on each user's machine.
- Release workflow drops the broken `create-npm-dir` loop. The
  `napi artifacts` step now just copies the .node files from the
  build artefacts into the existing npm/ directories before publish.

Bump every version to 0.1.2; cargo / pypi / wickra-wasm jobs are
idempotent so they accept the 0.1.1 they already published while still
emitting the new 0.1.2.
2026-05-21 21:16:33 +02:00
kingchenc 371d338a8b Release 0.1.1: fix Node publish + bump everything
v0.1.0 reached crates.io, PyPI, and the wickra-wasm npm package, but
the wickra Node binding never published because the workflow called
`napi create-npm-dirs` (plural). The actual napi CLI command is
`create-npm-dir` (singular, per target).

Changes that make the next tag's release actually finish:

- workflow: replace the broken step with a loop that runs
  `napi create-npm-dir -t <triple>` for each of our four build targets.

- workflow: every registry publish step now treats "version already
  uploaded" as success. That makes re-runs (and partial-failure
  recoveries) safe instead of failing the whole job.

- bindings/node/package.json: trim the napi.triples list to the four
  platforms we actually build (linux-x64-gnu, darwin-x64, darwin-arm64,
  win32-x64-msvc). The previous defaults+9-extras configuration would
  have made napi prepublish expect platform packages we never produced.

- bindings/node/index.js: switch from local-only binary lookup to the
  proper napi loader that tries the local `.node` file first and falls
  back to the per-platform npm subpackage that's installed as an
  optional dependency in production.

- Versions across all four published packages bumped to 0.1.1 so the
  Node binding can publish for the first time alongside refreshed
  cargo/pypi/wasm artefacts.
2026-05-21 21:06:42 +02:00
kingchenc 3be267cb03 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