Twelve WASM classes previously exposed only `batch()` (and not even
`reset()` for ten of them): ADX, WilliamsR, CCI, MFI, PSAR, Keltner,
Donchian, VWAP, AwesomeOscillator, Aroon, Stochastic, OBV. Browser
consumers wanting per-tick updates had to replay `batch()` on every new
candle — the opposite of the library's streaming-first promise.
Each class now exposes:
- `update(...)` — per-tick streaming update with the same column inputs
as `batch()`. Single-output indicators return `Option<f64>`. Multi-
output indicators (ADX, Keltner, Donchian, Aroon, Stochastic) return a
named JS object (`{ plusDi, minusDi, adx }`, `{ upper, middle, lower }`,
`{ up, down }`, `{ k, d }`) once warm, or `null` during warmup. This
matches the existing `SuperTrend` convention so JS code can treat all
multi-output WASM indicators uniformly.
- `reset()`, `isReady()`, `warmupPeriod()` — bring the lifecycle API to
full parity with Python and Node.
`WasmKama` also gains the previously missing `warmupPeriod()` (R8). A
single new `wasm-bindgen-test` exercises every newly wired class against
a deterministic 40-bar synthetic OHLCV stream, asserting that
streaming `update` matches `batch` value-by-value and that the lifecycle
contract behaves the same as the core indicator.
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.
* examples/README.md — replace the single-row WASM section with a build
block (one-time `wasm-pack` build), a serve note, and the full
five-row table (`index`, `backtest`, `live_trading`, `multi_timeframe`,
`parallel_assets`).
* examples/wasm/README.md — new dedicated index for the WASM demos
with the build and serve commands and a description of every file
including the module worker companion.
* CHANGELOG.md `[Unreleased]` gains three bullets: the Python and Node
`fetch_btcusdt` siblings; the four new WASM browser demos; and the
three new wiki pages from Z6 (TA-Lib-Migration, Cookbook, FAQ).
Three content gaps in the wiki: there was no migration story for users
porting from TA-Lib, no strategy cookbook, and no FAQ. Add all three as
self-contained pages and link them from Home.md's "Wiki contents".
* docs/wiki/TA-Lib-Migration.md — full one-to-one mapping table from
every common talib.X(...) call to the equivalent Wickra expression,
plus a "what Wickra has that TA-Lib does not" / "what TA-Lib has that
Wickra does not (yet)" delta.
* docs/wiki/Cookbook.md — seven concrete strategy recipes (RSI mean
reversion, MACD histogram crossover, Bollinger breakout, ADX-gated
trend, multi-timeframe confirmation, SuperTrend trailing stop,
Chain<EMA, RSI>) with Rust or Python snippets.
* docs/wiki/FAQ.md — common questions on warmup, NaN handling, thread
safety, installation, performance and comparing Wickra to TA-Lib /
pandas-ta / talipp / finta.
Also extend the [Unreleased] CHANGELOG entry that records the
examples/<lang>/ restructure with the wiki additions; Home.md gains
three new bullets under "Wiki contents".
The seven BTCUSDT OHLCV datasets used to live under
crates/wickra/examples/data/, which buried them inside a Rust crate even
though the Node backtest example and the upcoming Rust/Node/WASM example
restructure need to reach them too. Move them to the workspace-level
examples/data/ so every language's examples can resolve the same path.
The bench (crates/wickra/benches/indicators.rs), the example_data
integration test, fetch_btcusdt.rs and the Node backtest example all take
the new ../../examples/data/ path; Data-Layer.md, examples/README.md and
the CHANGELOG entry are updated to match. No data file content changes.
Add the still-unreleased Z1/Z2 work to the [Unreleased] section: the seven
real-BTCUSDT example datasets plus the fetch_btcusdt example, the
Timeframe::minutes/hours/days constructors, and the switch of the indicator
benchmarks from a synthetic series to the checked-in BTCUSDT dataset.
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.
kingchenc