Second half of the eight indicators that fill out the new family taxonomy.
- Rust core: true_range.rs (TrueRange — the raw single-bar volatility ATR
averages), chaikin_volatility.rs (ChaikinVolatility — rate of change of a
smoothed high-low spread), z_score.rs (ZScore — price normalised against
its rolling mean and standard deviation) and linreg_angle.rs (LinRegAngle
— the rolling regression slope as a degree angle). Each with a full
Indicator impl, runnable doctest and reference / property / warmup /
reset / batch==streaming tests.
- Python / Node / WASM: classes wired through all three bindings (ZScore
and LinRegAngle ride the scalar macros where possible) plus .pyi stubs
and __init__.py / __all__ entries.
- Wiki: four new Indicator-*.md pages.
The eight-family taxonomy restructure (Overview / Home / README / folder
layout) lands next in F13c.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.
First half of the eight indicators that fill out the new family taxonomy.
- Rust core: accelerator_oscillator.rs (AcceleratorOscillator — AO minus a
short SMA of itself), balance_of_power.rs (BalanceOfPower — per-bar
(close-open)/(high-low)), choppiness_index.rs (ChoppinessIndex — summed
true range over the high-low span, log-scaled) and
vertical_horizontal_filter.rs (VerticalHorizontalFilter — net move over
total move). Each with a full Indicator impl, runnable doctest and
reference / property / warmup / reset / batch==streaming tests.
- Python / Node / WASM: classes wired through all three bindings
(BalanceOfPower carries an explicit open column; VHF rides the scalar
macros) plus .pyi stubs and __init__.py / __all__ entries.
- Wiki: four new Indicator-*.md pages.
The eight-family taxonomy restructure (Overview / Home / README / folder
layout) lands in F13c once F13b's four indicators are in.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 481 core tests,
25 data tests and 70 doctests green.
- Rust core: cmf.rs (Chaikin Money Flow — summed money-flow volume over
summed volume, bounded to [-1, +1]), chaikin_oscillator.rs (Chaikin
Oscillator — the MACD of the ADL, EMA(ADL, fast) - EMA(ADL, slow)),
force_index.rs (Elder's Force Index — EMA of price change scaled by
volume), ease_of_movement.rs (Arms' Ease of Movement — SMA of distance
travelled per unit of volume). Each with a full Indicator impl,
runnable doctest and reference / property / warmup / reset /
batch==streaming tests.
- Python: PyChaikinMoneyFlow / PyChaikinOscillator / PyForceIndex /
PyEaseOfMovement PyO3 classes + module registration + .pyi stubs.
- Node: explicit ChaikinMoneyFlowNode / ChaikinOscillatorNode /
ForceIndexNode / EaseOfMovementNode; index.d.ts and index.js updated.
- WASM: WasmChaikinMoneyFlow / WasmChaikinOscillator / WasmForceIndex /
WasmEaseOfMovement.
- Wiki: Indicator-ChaikinMoneyFlow/ChaikinOscillator/ForceIndex/
EaseOfMovement.md plus a new "Oscillators" sub-table in
Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 402 core tests,
25 data tests and 57 doctests green.
Completes the F9 family (Cumulative volume) end to end:
- Rust core: adl.rs (Accumulation/Distribution Line — cumulative
range-weighted volume) and vpt.rs (Volume-Price Trend — cumulative
volume scaled by percentage price change). Each with a full Indicator
impl, runnable doctest and reference / cumulative-property / warmup /
reset / batch==streaming tests.
- Python: PyAdl / PyVolumePriceTrend PyO3 classes + module registration
+ .pyi stubs (no parameters, like OBV/VWAP).
- Node: explicit AdlNode and VolumePriceTrendNode; index.d.ts and
index.js updated.
- WASM: WasmAdl and WasmVolumePriceTrend.
- Wiki: Indicator-Adl.md and Indicator-VolumePriceTrend.md plus rows in
Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 373 core tests,
25 data tests and 53 doctests green.
Completes the F7 family (Volatility) end to end:
- Rust core: natr.rs (ATR as a percentage of close), std_dev.rs
(rolling population standard deviation), ulcer_index.rs (RMS of
trailing-high drawdowns — downside-only risk), historical_volatility.rs
(annualised sample stddev of log returns). Each with a full Indicator
impl, runnable doctest and reference / constant-series / warmup /
reset / batch==streaming tests.
- Python: PyNatr / PyStdDev / PyUlcerIndex / PyHistoricalVolatility
PyO3 classes + module registration + .pyi stubs.
- Node: StdDevNode / UlcerIndexNode via the scalar macro, explicit
NatrNode and HistoricalVolatilityNode; index.d.ts and index.js updated.
- WASM: WasmStdDev / WasmUlcerIndex / WasmHistoricalVolatility via the
scalar macro, explicit WasmNatr.
- Wiki: Indicator-Natr/StdDev/UlcerIndex/HistoricalVolatility.md plus
rows in Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 350 core tests,
25 data tests and 49 doctests green.
Completes the F5 family (Price oscillators) end to end:
- Rust core: ppo.rs (Percentage Price Oscillator — MACD as a percentage
of the slow EMA), dpo.rs (Detrended Price Oscillator — shifted price
minus its SMA), coppock.rs (Coppock Curve — WMA of two summed ROCs).
Each with a full Indicator impl, runnable doctest and reference /
constant-series / warmup / reset / batch==streaming / non-finite tests.
- Python: PyPpo / PyDpo / PyCoppock PyO3 classes + module registration
+ .pyi stubs (defaults PPO=(12,26), DPO=20, Coppock=(14,11,10)).
- Node: DpoNode via the scalar macro, explicit PpoNode and CoppockNode;
index.d.ts and index.js updated.
- WASM: WasmDpo / WasmPpo / WasmCoppock via the scalar macro.
- Wiki: Indicator-Ppo/Dpo/Coppock.md plus rows in Indicators-Overview.md
and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 300 core tests,
25 data tests and 42 doctests green.
Completes the F4 family (Stochastic oscillators) end to end:
- Rust core: stoch_rsi.rs (Stochastic Oscillator applied to the RSI
series, bounded [0,100]) and ultimate_oscillator.rs (Larry Williams'
weighted three-timeframe buying-pressure oscillator). Each with a full
Indicator impl, runnable doctest and reference / saturation / bounds /
warmup / reset / batch==streaming tests.
- Python: PyStochRsi / PyUltimateOscillator PyO3 classes + module
registration + .pyi stubs (defaults StochRSI=(14,14), UO=(7,14,28)).
- Node: explicit StochRsiNode and UltimateOscillatorNode; index.d.ts
and index.js updated.
- WASM: WasmStochRsi via the scalar macro, explicit
WasmUltimateOscillator.
- Wiki: Indicator-StochRsi.md and Indicator-UltimateOscillator.md plus
rows in Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 278 core tests,
25 data tests and 39 doctests green.
Completes the F2 family (Advanced MAs) end to end:
- Rust core: zlema.rs (Zero-Lag EMA over the de-lagged series
2·price − price[lag]), t3.rs (Tillson's six-EMA cascade with the
volume-factor polynomial), vwma.rs (volume-weighted rolling mean with
a zero-volume fallback to the unweighted mean). Each with a full
Indicator impl, runnable doctest and reference-value / warmup /
reset / batch==streaming / non-finite tests.
- Python: PyZlema / PyT3 / PyVwma PyO3 classes + module registration
+ .pyi stubs (T3 defaults v=0.7).
- Node: ZlemaNode via the scalar macro, explicit T3Node and VwmaNode
classes; index.d.ts and index.js updated.
- WASM: WasmZlema / WasmT3 via the scalar macro, explicit WasmVwma.
- Wiki: Indicator-Zlema.md, Indicator-T3.md, Indicator-Vwma.md plus
rows in Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 232 core tests,
25 data tests and 33 doctests green.
Completes the F1 family (Simple & Weighted MAs). The Rust core for both
SMMA (Wilder's RMA) and TRIMA (triangular MA) already landed; this adds
the remaining Definition-of-Done steps:
- Python: PySmma / PyTrima PyO3 classes + module registration + .pyi stubs.
- Node: SmmaNode / TrimaNode via the scalar-indicator macro; index.d.ts
and index.js updated for the two new classes.
- WASM: WasmSmma / WasmTrima via the scalar-indicator macro.
- Wiki: Indicator-Smma.md and Indicator-Trima.md (full pages) plus rows
in Indicators-Overview.md and entries in Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 208 core tests,
25 data tests and 31 doctests green.
MacdNode.batch and BollingerNode.batch return flat interleaved arrays
(3*n and 4*n) but index.d.ts only said Array<number>. Adds /// doc
comments describing the layout; napi-rs now propagates them into the
generated index.d.ts as JSDoc.
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.
KAMA and the nine candle indicators (CCI, WilliamsR, MFI, PSAR,
Keltner, Donchian, VWAP, AO, Aroon) exposed none of the three lifecycle
methods; Stochastic/OBV/ADX exposed only reset; MACD/Bollinger/ATR
lacked warmupPeriod. Every indicator now exposes reset(), isReady() and
warmupPeriod(), matching the scalar-macro surface. Verified against the
rebuilt module (e.g. MACD warmupPeriod 34, Stochastic 16, KAMA 11).
Candle batch() methods that index parallel high/low/close/volume arrays
without first checking their lengths panic on a length mismatch. Adds an
equal-length guard returning a clean error to the 11 affected Node
methods (Stochastic, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian,
VWAP, AO, Aroon), the 10 affected WASM methods, and the 8 affected
Python methods (WilliamsR, ADX, MFI, PSAR, Keltner, VWAP, AO, Aroon) --
matching the guard ATR/OBV already had. Verified in Node: mismatched
arrays now throw instead of crashing.
The 14 candle and multi-parameter indicator constructors passed raw
parameters through must() (an expect()), so invalid arguments such as
new MACD(0,0,0) or new BollingerBands(20,-1) aborted the whole process
over the napi boundary (the release profile sets panic=abort).
napi-rs 2.16 does accept a #[napi(constructor)] returning
napi::Result<Self> (the old must() comment was wrong), so each now
returns napi::Result<Self> and throws a clean JS error via map_err.
must()/clamp_period stay for the scalar macro, where period is clamped
and the Result is provably Ok. Verified: every invalid constructor
throws, valid ones still build.
Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian,
VWAP, AwesomeOscillator and Aroon previously exposed only batch() in the
Node binding, so a streaming-first library could not actually stream
them from Node. Each now has an update() mirroring the AtrNode pattern,
with the same input arity and output type as its batch() counterpart.
Verified against the rebuilt native module.
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