R15 — `bindings/node/package.json` and all six per-platform subpackage
templates (`npm/{darwin-arm64,darwin-x64,linux-arm64-gnu,linux-x64-gnu,
win32-arm64-msvc,win32-x64-msvc}/package.json`) plus the WASM
`release.yml` enrich step switch the `license` field from the npm
convention `SEE LICENSE IN LICENSE` to the SPDX identifier
`PolyForm-Noncommercial-1.0.0`. npm's license search and downstream
tooling can now surface the actual license.
R18 — every `engines.node` field is bumped from `>= 16` to `>= 18`.
The package's test script (`node --test __tests__/`) uses the built-in
`node --test` runner that landed in Node 18; advertising support for
Node 16 / 17 was a guarantee we never verified (CI tests on Node 18 /
20 only) and would have produced a confusing error on those versions.
R19 — README's benchmark section gains an explicit hardware /
software-version block and reframes the absolute µs values as a
relative-speedup snapshot rather than a universal contract. Also tells
the reader how to reproduce locally (`pip install -e
bindings/python[bench]` + `python -m benchmarks.compare_libraries`) and
where the CI artefact lives.
Side effects:
- R16 / R17 (built wheel under `bindings/python/dist/` and
`examples/node/node_modules/`) — verified that both are already
covered by `.gitignore` (`*.whl`, `dist/`, `**/node_modules/`) and
were never tracked by git. The local directories have been cleared;
no `.gitignore` change needed and no committed file removed.
The README and Streaming-vs-Batch benchmark tables were a stale snapshot
("5 000-bar series", numbers from an older machine). Re-run
`python -m benchmarks.compare_libraries` on the current hardware against
the same peer set (finta + talipp; TA-Lib and pandas-ta stay excluded on
Windows) and replace the tables with the fresh numbers.
The new run uses the script's current defaults: a 20 000-bar batch series
and a 5 000-bar seed + 15 000-bar live streaming workload — both more
representative of real backtests than the previous 5 000 / 2 000-bar
sizes. Wickra still wins every batch row outright (3.5× to 1 244× faster
than the nearest peer) and the streaming RSI is ~13.8× faster than
talipp's incremental implementation.
Finish the per-language `examples/<lang>/` restructure by relocating the
WASM browser demo from bindings/wasm/examples/ to examples/wasm/.
* `examples/wasm/index.html` is the moved file; its WASM module import
becomes `../../bindings/wasm/pkg/wickra_wasm.js` so the demo still loads
the wasm-pack output without copying it.
* bindings/wasm/README.md, Quickstart-WASM.md, examples/README.md and the
root README "Languages" + project-layout block all point at the new
path. The serve command in the docs now says "serve the repository root
and open examples/wasm/index.html".
`bindings/wasm/examples/` is empty after the move; the now-empty
directory is removed.
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.
* `examples/node/package.json` is a `private` package that pulls the
native binding via `file:../../bindings/node` and lists `ws` as a
dev-dependency for the live-trading example. `require('..')` in each
file becomes `require('wickra')` — exactly what a downstream user would
write — and the file-header run instructions are updated to the new
two-step workflow (`npm install` in bindings/node, then in
examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
`__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
`**/node_modules/` so the new `examples/node/node_modules/` directory is
not tracked.
* The README "Languages" table, project-layout block and
`examples/README.md` Node section are updated for the new paths and run
commands.
Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
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.
The top-level examples/ directory held only python/, which made the
examples look Python-only even though Rust, Node and WASM all ship their
own. Add examples/README.md: a single index of every runnable example
across Rust, Python, Node and WASM, each with its run command, plus a note
on the bundled BTCUSDT datasets.
Point the README "Languages" table at the Node backtest example and link
the new index from both the table and the project-layout section.
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).
The original taxonomy was four classical families plus a statistics group,
with the F1-F12 expansion slotted in as sub-categories. This regroups the
whole 71-indicator catalogue into eight top-level families, each with at
least five members:
Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9),
Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5),
Volume (9), Price Statistics (7).
- Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71
indicator pages moved with `git mv`. Every internal cross-link is
normalised to `../<family>/Indicator-X.md`, each page's `Family` field is
set to its new family, and two pre-existing `../Indicator-Chaining.md`
links (should have been `../../`) are corrected. A link check confirms
every relative wiki link resolves.
- Indicators-Overview.md fully rewritten around the eight families;
Home.md indicator reference and the README family table follow suit.
- Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the
46-indicator expansion (25 -> 71) and the eight-family taxonomy.
- Tests: Node indicators.test.js and Python test_new_indicators.py cover
all eight new indicators (Node 91/91, Python 117/117 green).
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
Finalises the F1-F12 indicator expansion (25 -> 63 indicators).
- Python `wickra/__init__.py`: import and re-export all 63 indicators,
grouped by family, with a matching `__all__`. The package previously
exposed only the original 25 even though the compiled module and the
`.pyi` stubs already carried the rest.
- Docs: `Home.md` and `README.md` indicator counts and family tables
updated to 63; `Indicators-Overview.md` already restructured per family
in F10-F12; `Warmup-Periods.md` gains all 38 new indicators across the
single- and multi-output tables (and the stale two-arg `Psar::new`
example is corrected to three args); `CHANGELOG.md` `[Unreleased]` lists
every new indicator by family.
- Tests: `bindings/node/__tests__/indicators.test.js` covers all 63
indicators (streaming==batch plus four new reference-value checks),
80/80 green; new `bindings/python/tests/test_new_indicators.py` covers
the 38 additions (streaming==batch, shapes, reference values,
lifecycle), Python suite 105/105 green.
- `bindings/node/index.js` regenerated by `napi build`.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests, 66 doctests, 80 Node tests and 105 Python tests green;
`cargo check -p wickra-wasm --tests` green.
CI had no coverage measurement, and although .gitignore listed coverage
artefacts nothing produced them.
Add a `coverage` job that runs cargo-llvm-cov over the three pure-Rust
crates (with wickra-data's live-binance feature so the Binance parser
tests count), emits lcov, and uploads to Codecov. The Codecov upload
uses fail_ci_if_error: false so a Codecov outage cannot break CI. Both
new actions (taiki-e/install-action, codecov/codecov-action) are
SHA-pinned. Add a coverage badge to the README.
- "## Indicators in 0.1.0" -> "## Indicators" (the heading drifted from
the actual version; making it version-neutral stops the drift).
- Project layout: there is no top-level benches/ directory — Rust
benches and examples live inside their crate. The tree now shows
crates/wickra/benches, the per-crate examples, and the new
bindings/node and bindings/wasm examples/ directories.
- Node "Example" pointed at a test file; it now points at the real
bindings/node/examples/streaming.js (added in E17).
- "## Test counts" hardcoded numbers (171/11/56/7) that drift on every
added test. Replaced with a version-neutral "## Testing" section that
describes what each suite covers, including the WASM tests.
- Top: CI badge, crates.io / PyPI / npm version badges, license tag.
- Bottom (new section before License): a short contribution guide with
starting points for new indicators, bug fixes, binding work, and style.
- Footer: large "give us a star" call-to-action with GitHub stars, forks,
and issues badges via shields.io.
The previous `[[example]] path = "../../examples/rust/..."` entries
pointed at files outside the crate root. cargo only packages files
inside the crate directory, so the examples would have been silently
dropped on publish. Moving them to crates/wickra/examples/ and
crates/wickra-data/examples/ keeps them as part of the published
package and lets cargo discover them automatically (no [[example]]
override needed). README and project-layout section updated.
On every v* tag push the release workflow now publishes the project to
all three public registries in parallel:
- crates.io: wickra-core then wickra-data then wickra, with a 45-second
sleep between each so the registry index can refresh before the next
publish step asserts the previous version is available.
- PyPI: maturin-action builds wheels for Linux x86_64 + aarch64, macOS
x86_64 + aarch64, and Windows x64, plus an sdist; all artefacts upload
to PyPI via MATURIN_PYPI_TOKEN.
- npm: napi-rs builds a native binary per platform (linux-x64-gnu,
darwin-x64, darwin-arm64, win32-x64-msvc), publishes each as its own
platform package, then publishes the main `wickra` meta-package
that resolves to the right platform at install time.
- WASM: wasm-pack builds the bundler-target package and publishes it as
`wickra-wasm` on npm, with the auto-generated package.json enriched
with the author/repo/license metadata.
Package metadata was unified so all targets point at kingchenc/wickra
on GitHub; the Node binding is now plain `wickra` (the @wickra/ scope
was unnecessary because the bare name was free). README install table
updated to match.
Switches the project from Apache-2.0 to PolyForm Noncommercial 1.0.0.
Use, modification, redistribution, forking and contribution are all
permitted; the only thing the new license withholds is commercial sale
of the software or of services built primarily around it.
Updates: LICENSE file, workspace Cargo license metadata, the Python
pyproject classifier and SPDX field, and the Node package.json. The
README now explains the practical scope in plain English.
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.
kingchenc