Commit Graph

97 Commits

Author SHA1 Message Date
kingchenc db186b18d3 docs(readme): star-history chart + ci(sync-about): sync docs config count (#188)
Add a dark-mode star-history chart under the README footer thank-you line (all existing badges kept), and make sync-about also patch the indicator count into wickra-docs .vitepress/config.ts.
2026-06-06 21:32:35 +02:00
kingchenc aacb9280f1 Honest tiered cross-library benchmark + streaming/batch perf (#186)
## Summary

An honest, tiered cross-library benchmark — and the optimization pass it triggered.

### Performance (wickra-core, outputs unchanged)
Profiling against the other Rust TA crates exposed real inefficiencies. Each
benchmarked indicator is now **5–79% faster** in both streaming and batch:

- **SMA, Bollinger**: flat `Box<[f64]>` ring buffers replace `VecDeque` (−69…79%).
- **RSI**: `100·ag/(ag+al)` collapses three divisions into one; Wilder smoothing
  hoists `1/period` out of the hot path (−46%).
- **ATR**: reciprocal hoisted (−42%).
- **EMA/RSI/ATR**: per-tick `Option<f64>` hot state → bare `f64` + ready flag.

Net result vs `kand`: Wickra now wins **RSI, Bollinger and ATR** (streaming), and
ties `ta-rs` on SMA — up from losing every indicator 1.5–6× before.

### Benchmark harness
New `crates/wickra-bench` (publish=false): a Criterion benchmark comparing Wickra
against `kand`, `ta-rs` and `yata` on an identical BTCUSDT candle series, in
streaming and batch modes. Peer APIs were verified against their source, not
guessed. Wired into the nightly `cross-library-bench` workflow as a separate job.

### Honest README
The benchmark section is rewritten into three layered tables (Rust core vs Rust
crates; Python vs the Python ecosystem) that **show the losses as well as the
wins**. The "only library that combines…" claim is gone; the new framing is
breadth + multi-language reach + the deliberate safety trade-off that costs raw
speed. Added an origin/why-slower rationale and a star CTA.

### Python benchmark
Added `tulipy` runners and expanded per-tick streaming coverage to SMA/EMA/RSI/
MACD/Bollinger. `bench.in`/`bench.txt` now lock `TA-Lib` + `tulipy` (hash-pinned);
`pandas-ta` stays out (it requires Python ≥ 3.12, the bench runs on 3.11).

### Notes
- TA-Lib/tulipy numbers in the README Python table are marked ⧗ — they are
  produced by the CI Linux job (C extensions don't build cleanly on every
  desktop), not measured locally.
- The matching `wickra-docs` prose update is committed separately and will be
  pushed with the release, per the docs-don't-lead-the-registries rule.

Verified locally: `cargo fmt`, `cargo test --workspace --all-features` (3413 core
+ bindings), `cargo clippy --workspace --all-targets --all-features -D warnings`,
Node build + 498 tests, and pytest all green.
2026-06-06 20:57:31 +02:00
kingchenc 05d2e5dc61 ci(scorecard): pass a read-only PAT for the Branch-Protection check (#168)
Pass a read-only fine-grained PAT (SCORECARD_TOKEN) as repo_token so the OpenSSF Scorecard Branch-Protection check can read classic branch-protection rules instead of failing with an internal error.
2026-06-03 22:51:28 +02:00
kingchenc 11dd659b5f Relicense from PolyForm Noncommercial to MIT OR Apache-2.0 (#158)
Relicenses Wickra from PolyForm Noncommercial 1.0.0 to the dual, OSI-approved **MIT OR Apache-2.0** (the de-facto Rust convention). Wickra becomes permissive, commercial-use-permitted open source; users may choose either license.

## Changes
- Replace `LICENSE` (PolyForm) with `LICENSE-MIT` + `LICENSE-APACHE` (full texts).
- Cargo: workspace `license = "MIT OR Apache-2.0"` (SPDX) + all 7 sub-crates switched from `license-file.workspace` to `license.workspace`.
- `deny.toml`: drop PolyForm from the allowlist.
- Python: `pyproject.toml` PEP 639 SPDX expression; remove the non-commercial classifier (verified: sdist metadata emits `License-Expression: MIT OR Apache-2.0`).
- Node: `package.json`, the 6 platform manifests and both lockfiles.
- README + Python/Node/WASM binding READMEs, CONTRIBUTING, CITATION.cff, PR template, and the WASM `pkg.license` step in `release.yml`.
- SECURITY.md: refresh supported versions 0.1.x -> 0.4.x.
- CHANGELOG: note the relicense under [Unreleased].

## Notes
- No code changes; metadata/text only. `cargo build` and `cargo deny check licenses` pass locally.
- GitHub will auto-detect "MIT, Apache-2.0" once this lands (currently NOASSERTION).
- Matching downstream changes (org `.github` profile, webpage, docs) are in separate PRs; merge those together with the relicense release so the live sites and org profile do not claim MIT before the packages do.
2026-06-03 18:49:39 +02:00
kingchenc 46dc8f5a00 ci(sync-about): read-only PR counter check, no bot fix-up push (#155)
## Problem
On every indicator PR the `sync-about` workflow found `docs/README.md` lagging `lib.rs` (the wiring only bumped `README.md`) and pushed a `wickra-bot` *"sync indicator count"* commit onto the PR head. That push uses `GITHUB_TOKEN`, which **triggers no workflows**, so it moved the PR head onto a commit with no CI run — and the **Codecov patch status** (keyed to the PR head sha) stopped surfacing on the PR.

## Fix
- The indicator wiring (`ScriptHelpers/_common.py` `wire_readme_counter`) now bumps **both** `README.md` and `docs/README.md` in the author's code commit, so the counter is already correct when CI runs.
- This workflow's PR flow is reduced to a **read-only check** that fails loud (fork and same-repo PRs alike) if either counter is stale, and **never pushes**.
- The `GITHUB_TOKEN` job permission drops from `contents: write` back to `read` (OpenSSF Scorecard: Token-Permissions). The removed `ctx` step + push steps are gone.
- The `main`/tag outward syncs (About description, docs/webpage/wiki/org) are **unchanged** — they use the `ABOUT_SYNC_TOKEN` PAT, not `GITHUB_TOKEN`.

## Effect
Indicator PRs keep their head on the code commit → the Codecov patch status surfaces again. No functional change to merged-main state (the counts still land, now inside the squash-merged code commit).
2026-06-03 15:40:24 +02:00
kingchenc 49c0fd7dd5 ci: Dependabot cooldown + accept residual zizmor notes (#136)
Clears the remaining zizmor code-scanning findings on this repo.

**Fixed**
- `dependabot-cooldown` (5): a 7-day cooldown on every update ecosystem
  (cargo, npm, pip, ci-pip, github-actions) so Dependabot waits a week after a
  release before opening the bump PR.

**Accepted via `.github/zizmor.yml`** (no workflow code changed)
- `template-injection` (sync-about.yml): false positive — every expansion is the
  internal `grep -c` indicator count, not attacker-controllable.
- `use-trusted-publishing` (release.yml): OIDC migration tracked separately.
- `superfluous-actions` (release.yml): `softprops/action-gh-release` kept deliberately.

Verified with zizmor 1.25.2: 0 findings.
2026-06-02 17:59:46 +02:00
kingchenc 73415cd2dc ci: zizmor security hardening (#133)
* ci: pass ref context through env in release tag step

zizmor flagged the "Resolve target tag" step in release.yml for
template-injection: github.event_name / github.ref / github.ref_name
were interpolated directly into the shell script. On a tag push the tag
name is attacker-influenceable, so a crafted tag could inject commands.

Move all three context values into the step env and reference them as
shell variables instead. Verified with zizmor 1.16.3: template-injection
findings on release.yml drop from 2 to 0.

* ci: accept release.yml build caches via zizmor config

The release pipeline restores Swatinem/rust-cache and actions/setup-node
caches as a deliberate optimisation. zizmor flags all eight under
cache-poisoning because release.yml publishes to crates.io / PyPI / npm.
The caches are maintainer-controlled and the restore speedup is kept on
purpose, so accept the finding via a zizmor config ignore for release.yml
rather than running cache-free release builds. (Six of the eight are
actions/setup-node, reported at Low confidence.)

Adds .github/zizmor.yml; release.yml now reports 0 high findings.

* ci: drop persisted checkout credentials on read-only jobs

zizmor's artipacked audit flags every actions/checkout that keeps the
default persisted credential: the token is written to the runner's
.git/config, where it can leak if a later step packs .git into an
uploaded artifact, or be read by another step in the same job.

Set persist-credentials: false on the 20 checkouts whose jobs never push
or authenticate to git (build/test/clippy/msrv/coverage/supply-chain/
fuzz/python/wasm/node in ci.yml, plus bench.yml, codeql.yml, the seven
release.yml build/publish jobs, and sync-metadata.yml). The publish and
release jobs authenticate to crates.io / npm / PyPI / the GitHub API with
their own tokens, not persisted git credentials, so this is safe.

sync-about.yml genuinely pushes the indicator-count fix-up to the PR
branch, so it keeps its credential and is accepted via .github/zizmor.yml.
zizmor artipacked for the repo drops to 0 (0 high, 0 medium remaining).
2026-06-02 02:08:40 +02:00
kingchenc ad51dbc1a3 fix: keep docs/README indicator count in sync-about (#131)
* fix: keep docs/README indicator count in sync-about

The docs/README.md pointer prose names the indicator count
("**N indicators**") but was never part of the sync-about counter
pipeline, so it drifted to 214 while the real count (lib.rs) is 249.

Add docs/README.md to the PR-flow gate check, the patch sed, and the
fix-up commit so future count changes keep it in sync, and correct the
current stale value to 249.

* docs: fix stale Wiki reference in CONTRIBUTING layout table

The project-layout table still described docs/ as a "Pointer to the
project Wiki" even though the wiki was retired and the docs moved to
docs.wickra.org (wickra-lib/wickra-docs). Align the row with the
already-correct doc-site section further down the same file.
2026-06-01 23:35:03 +02:00
kingchenc 458ef2385e ci: add zizmor GitHub Actions security scanning (#129) 2026-06-01 22:34:03 +02:00
kingchenc 433b06367f ci: bump actions/checkout v4.3.1 -> v6.0.2 in codeql & scorecard (#124) 2026-06-01 20:24:20 +02:00
kingchenc 511d3a27f7 ci: self-updating README banner + fix webpage count sync (#119)
* ci: fix webpage count sync crashing on removed public/hero.svg

The webpage indicator-count sync sed'd index.md, .vitepress/config.ts and
public/hero.svg, but hero.svg was removed from wickra-lib/webpage (the count is
now baked into og-banner.webp at build time from index.md). Under 'bash -e' the
missing file made sed exit 2 before the commit/push, so the count never reached
the webpage repo and its OG banner stayed stale — masked green by the step's
continue-on-error. Drops public/hero.svg from the sed and git add; index.md and
.vitepress/config.ts (both still carry the count) remain.

* docs: point README banner at the self-updating org profile image

Switches the top README banner from https://wickra.org/og-banner.webp (baked at
webpage deploy time) to the org profile banner that wickra-lib/.github's
banner.yml regenerates from the indicator count on every sync
(raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp).
The ?v=227 query busts GitHub's Camo image cache; the next commit teaches
sync-about to bump it with the count.

* ci: bump README banner cache-buster alongside the indicator count

Extends the PR-head README counter patch to also rewrite wickra-banner.webp?v=N
to the current count. The banner now points at the org profile image, whose
content changes when .github/banner.yml regenerates it; bumping the ?v query
busts GitHub's Camo cache so the README shows the new banner immediately. Rides
in the existing count-sync commit, so no extra commit lands on main.

* docs: changelog entry for self-updating README banner and sync fix
2026-06-01 18:19:23 +02:00
kingchenc 5b23b36261 ci: pin CI dependency installs by hash (Scorecard PinnedDependencies) (#114)
* ci: use npm ci instead of npm install for reproducible installs

Pins the node binding dependency install to the committed package-lock.json
integrity hashes (OpenSSF Scorecard PinnedDependencies). npm ci installs
strictly from the lockfile; npm install could resolve newer patch versions.
Covers ci.yml and both release.yml node steps.

* ci: hash-pin Python dev tooling in ci.yml (Scorecard #19)

Replaces the unpinned 'pip install maturin pytest numpy hypothesis' with a
hash-locked '--require-hashes -r' install (OpenSSF Scorecard PinnedDependencies).

Two lock files are needed because numpy publishes no single release with wheels
for both cp39 and cp313 (<=2.0.2 has cp39 only, >=2.1 drops cp39):
  ci-dev-py39.txt  numpy 2.0.2  (Python 3.9, + tomli/exceptiongroup)
  ci-dev-py3.txt   numpy 2.4.6  (Python 3.10+)

The step selects the file by matrix.python-version under shell: bash. Both are
generated from ci-dev.in via uv (scripts/update-lockfiles.sh, added next).

* ci: hash-pin Python deps in bench.yml (Scorecard #16)

Replaces the unpinned 'pip install maturin numpy pandas talipp finta' with a
hash-locked '--require-hashes -r .github/requirements/bench.txt' install.
bench.yml runs on a single Python version (3.11), so one lock file (generated
from bench.in via uv) is sufficient.

* build: add scripts/update-lockfiles.sh to regenerate all lockfiles

One command refreshes every committed lockfile across languages: Cargo.lock and
fuzz/Cargo.lock (cargo update), the Node binding package-lock.json, and the
hash-pinned Python requirements under .github/requirements/ (uv pip compile
--generate-hashes). Uses uv for the Python locks so a target Python version's
hashed transitive closure can be resolved without that interpreter installed
(needed for the numpy cp39/cp313 split); bootstraps uv if absent.

.gitattributes pins *.sh to LF so the script stays runnable on Linux/macOS.

* ci: split ci-dev requirements per Python version + Dependabot rehash

Splits the single ci-dev.in into ci-dev-py39.in (numpy <2.1, the last series
with cp39 wheels) and ci-dev-py3.in (3.10+), giving a 1:1 .in->.txt layout.
The cap keeps Python 3.9 permanently installable and stops Dependabot from
proposing 3.9-breaking numpy bumps.

Adds a Dependabot pip entry on /.github/requirements so the hash-locked tooling
is kept current automatically; the canonical manual refresh stays
scripts/update-lockfiles.sh. Only the '# via -r' provenance lines in the .txt
change; no package versions or hashes move.

* ci: cache pip and npm downloads in the PR-loop jobs

Adds setup-python cache: pip (ci.yml python matrix + bench.yml, keyed on the
hash-locked requirements) and setup-node cache: npm (ci.yml node job, keyed on
bindings/node/package-lock.json), on both the primary and retry setup steps.

Scoped to jobs that actually install dependencies; the examples-smoke and
clippy-bindings jobs install nothing and are left uncached. release.yml is
intentionally left out: it runs only on tag push (not the PR loop) and is the
publish-critical path, so no caching is added there.

* docs: document hash-pinned requirements and update-lockfiles.sh

Updates the lockfile-policy table: the bindings/python row no longer claims CI
installs tooling unpinned, and a new .github/requirements row documents the
hash-locked CI/bench tooling and the per-Python-version ci-dev split. Adds a
paragraph pointing contributors at scripts/update-lockfiles.sh (uv-based,
self-bootstrapping) as the canonical lockfile refresh.

* docs: changelog entry for hash-pinned CI dependency installs
2026-06-01 17:58:31 +02:00
kingchenc 1ab9bc70d1 ci(release): make the release immutability-ready (draft then publish) (#108)
GitHub release immutability locks a release's assets at publish time. The
current flow publishes the release in github-release and only afterwards uploads
the Sigstore provenance bundle (P21.1e) via 'gh release upload', which
immutability would reject (actions/attest-build-provenance#734).

Reorder to draft -> attach everything -> publish:
- github-release now creates the release as a draft (draft: true) with all build
  artefacts.
- attestations attaches the provenance bundle to the draft (gh release upload
  works on drafts), unchanged otherwise.
- a new publish-release job flips the draft to published + latest, gated on
  'always() && needs.github-release.result == success' so a Sigstore hiccup in
  attestations costs only the provenance asset, never the release — the same
  isolation as before. A skipped github-release (failed publish) skips this too.

Correct with immutability off (today: release ends published with every asset)
and on (later, user toggle: all assets present before the lock). No behaviour
removed; nothing deleted.
2026-06-01 12:06:20 +02:00
kingchenc 2ab578bee8 docs: surface docs.wickra.org + keep the wiki pointer count in sync (#107)
* docs(readme): surface the documentation site (docs.wickra.org)

The README never linked the canonical docs at docs.wickra.org — visitors had
no path from the repo to the per-indicator deep dives, quickstarts, and
guides. Add a docs badge, a Documentation section mirroring the binding
READMEs and docs/README.md, and an Indicators-Overview link in the indicator
section.

* ci(sync-about): keep the wiki pointer page's indicator count in sync

The GitHub wiki was collapsed to a single Home.md that points at
docs.wickra.org but still names the indicator count ('… for all N indicators').
Add a count-sync step mirroring the docs/webpage steps — clone wickra.wiki into
its own dir, sed Home.md, commit as wickra-bot, push — with the same
continue-on-error soft-skip so a missing PAT scope never fails the run.
2026-06-01 04:10:00 +02:00
kingchenc 2be39b8b98 ci(release): attach Sigstore provenance bundle as a release asset (P21.1e) (#106)
OpenSSF Scorecard's Signed-Releases check scans the GitHub Release *assets* for
signed/provenance files (`*.intoto.jsonl`, `*.sig`, ...). It does not look at
GitHub's separate attestations store, so although the attestations job has signed
the published bytes since v0.4.0, the v0.4.0 release assets carried no provenance
file and the check stayed at 0.

Attach the Sigstore provenance bundle (already produced by
actions/attest-build-provenance) to the release as `wickra-<tag>.provenance.intoto.jsonl`:

- github-release now exposes its resolved tag as a job output.
- attestations `needs: github-release` (so the Release already exists), gains
  `contents: write`, gives the attest step an id, and uploads the bundle with
  `gh release upload --clobber` (idempotent on re-runs).

Publishes stay fully isolated — cargo/PyPI/npm all run upstream of github-release,
so a Sigstore hiccup here can never block or corrupt a publish; at worst the
release just lacks the provenance asset. Signed-Releases climbs over the next
releases as each tag carries the bundle.
2026-06-01 04:09:09 +02:00
kingchenc 99af5f8ee1 ci: retry transient registry/DNS flakes at the cargo/npm/pip tool level (#105)
The v0.4.0-era CI failure was a runner network blip — `napi build` invokes cargo,
whose fetch of index.crates.io hit "Could not resolve host: index.crates.io" and
failed the Node-on-macOS job, forcing a manual re-run. The earlier flake-hardening
(setup-node/setup-python + rust-cache retries) only covered toolchain download and
cache restore, not the registry fetches inside the actual build/publish steps.

Set tool-level network retries as workflow env so every cargo/napi/maturin/
wasm-pack/npm/pip invocation in every job inherits them — including the nested
cargo calls inside napi/maturin/wasm-pack:

- CARGO_NET_RETRY=10 (default 3): cargo classes DNS-resolve / connect / timeout
  errors as spurious and retries with backoff; 10 attempts ride out a transient
  blip instead of failing the job.
- CARGO_NET_GIT_FETCH_WITH_CLI=true: more robust git-dep fetches.
- npm_config_fetch_retries=5 / maxtimeout=120s: npm ci/install registry retries.
- PIP_RETRIES=5 / PIP_DEFAULT_TIMEOUT=120: pip install resilience.

Applied to ci.yml, release.yml and bench.yml (the workflows that build). No more
manual re-runs for transient registry flakes.
2026-06-01 04:08:18 +02:00
kingchenc bff1148d20 ci(sync-about): fix docs version-sync clone collision + webpage npm race (#104)
* ci(sync-about): fix docs version-sync clone collision + webpage npm race

Two real release-time bugs surfaced by the v0.4.0 release, where the docs
"Published versions" table never updated and the marketing-site Cloudflare
build failed:

1. docs version sync never ran. The "Sync docs version (wickra-docs)" step
   cloned into a directory literally named `docs`, but on a tag push the job
   checks out the wickra repo at the workspace root, which already contains a
   top-level `docs/` directory. `git clone … docs` therefore failed with
   "destination path 'docs' already exists", silenced by `2>/dev/null` and
   misreported as a missing-token warning, so the docs version table stayed at
   the previous release. Clone into `docs-ver` instead (mirrors the `docs-count`
   dir the count step already uses); it collides with nothing in the repo.

2. webpage build broke on a version race. The "Sync webpage version" step bumps
   package.json's `wickra-wasm` pin to the released version and pushes
   immediately, but release.yml publishes wickra-wasm to npm in parallel on the
   same tag and finishes minutes later. Cloudflare's `npm clean-install` then
   hit `ETARGET: No matching version found for wickra-wasm@^0.4.0`. Poll npm for
   wickra-wasm@<version> (up to ~15 min) before committing; if it never appears
   the step skips with a warning rather than pushing a build-breaking commit.

Both steps were designed to mirror each other across docs/webpage; these fixes
restore that symmetry so every release self-heals both sites.

* ci(sync-about): regenerate webpage package-lock on version bump

Third v0.4.0 release-sync defect: the webpage version step seds package.json's
wickra-wasm pin but never touched package-lock.json, so even after wickra-wasm
went live on npm the Cloudflare build still failed with
`npm ci` EUSAGE: "lock file's wickra-wasm@0.3.1 does not satisfy
wickra-wasm@0.4.0".

After the package.json sed, run `npm install --package-lock-only` so the lockfile
(version + resolved + integrity) matches the new pin; commit package-lock.json
alongside package.json. The earlier npm-wait already guarantees the version is
resolvable. Guarded: if the regen fails the step skips the whole commit rather
than push a package.json/lock mismatch.

The live site was unblocked out-of-band by a matching lockfile commit on the
webpage repo; this makes it self-heal on every future release.
2026-06-01 02:02:19 +02:00
kingchenc ebddc5e376 ci: set least-privilege top-level token permissions (P21.1b) (#103)
The auto-injected GITHUB_TOKEN defaulted to write-all in ci.yml, bench.yml
and release.yml (no top-level permissions block), and codeql.yml declared
its scopes only at job level. Add a top-level `permissions: contents: read`
to all four so the token starts read-only and only the jobs that genuinely
write through it raise the scope:

- release.yml: github-release keeps contents: write; node-/wasm-publish and
  attestations keep their id-token / attestations: write blocks. The
  cargo/python/node publish jobs push to crates.io/PyPI/npm via their own
  registry secrets, not the GITHUB_TOKEN, so read-only is correct for them.
- codeql.yml: analyze keeps security-events: write (job level).
- ci.yml / bench.yml: no job writes back to the repo (coverage uploads via
  CODECOV_TOKEN; bench only uploads an artifact), so no job override is needed.

sync-about.yml already had a top-level block but at contents: write; demote
the top level to read and move contents: write down to the single `sync` job
(the PR-head counter push is the only GITHUB_TOKEN write). The cross-repo
About/docs/webpage/org writes are unaffected — they run through the
fine-grained ABOUT_SYNC_TOKEN, which the permissions key does not govern.

Raises OpenSSF Scorecard Token-Permissions from 0 toward 10.
2026-06-01 02:01:31 +02:00
kingchenc 01dd08714b ci: harden workflows against network/CDN flakes (resilient cache + setup retries) (#101) 2026-06-01 01:07:56 +02:00
kingchenc 0fa70c9882 ci: pin remaining GitHub Actions to commit SHAs (P21.1c) (#100) 2026-06-01 01:07:34 +02:00
kingchenc debe4523d5 ci: pass untrusted workflow contexts via env to prevent shell injection (P21.1a) (#99) 2026-06-01 00:32:24 +02:00
kingchenc f7b91f6fa5 chore: use support@wickra.org for contact/author email; drop dead sponsor link (#97)
Now that the wickra.org catch-all mailbox exists, move the project contact +
package-author email off the personal gmail to support@wickra.org across all
surfaces: CODE_OF_CONDUCT, SECURITY, CITATION.cff, Cargo.toml, the npm + PyPI
author fields, the release.yml npm author, and repo-metadata.toml. (The
package-author changes take effect on the next published release.)

repo-metadata.toml's [audit].forbidden still pins kingchencp@gmail.com (the
private commit email) as a banned substring — unchanged.

Also remove the FUNDING.yml custom "https://wickra.org/sponsor" entry: that
page 404s, so the Sponsor button linked to a dead URL. The GitHub Sponsors
entry (github: [kingchenc]) stays.
2026-05-31 23:22:57 +02:00
kingchenc 5030360a0c ci: CodeQL SAST workflow + badge (P13.6) (#96)
* ci: add OpenSSF Scorecard workflow + badge (P13.1)

* ci(release): attest build provenance for crates + Python artifacts (P13.2)

* docs(readme): add GitHub release badge (P13.4)

* ci: add CodeQL SAST workflow + badge (P13.6)
2026-05-31 22:34:00 +02:00
kingchenc cee174c0de ci(release): build-provenance attestations for crates + Python (P13.2) (#91)
* ci: add OpenSSF Scorecard workflow + badge (P13.1)

* ci(release): attest build provenance for crates + Python artifacts (P13.2)
2026-05-31 22:13:06 +02:00
kingchenc c8e5d8a658 ci: add OpenSSF Scorecard workflow + badge (P13.1) (#90) 2026-05-31 22:05:00 +02:00
kingchenc dc2e19e762 ci(sync-about): self-update the marketing site count + version (P12.1) (#95)
* ci(sync-about): auto-sync the published version to wickra-docs on release

* ci(sync-about): retarget indicator-count sync from wiki to wickra-docs + point About homepage at docs.wickra.org (P8.3)

* ci(sync-about): self-update the marketing site (webpage) count + version (P12.1)
2026-05-31 22:04:32 +02:00
kingchenc d8212beff6 ci(sync-about): retarget count sync to wickra-docs + point About at docs.wickra.org (P8.3) (#88)
* ci(sync-about): auto-sync the published version to wickra-docs on release

* ci(sync-about): retarget indicator-count sync from wiki to wickra-docs + point About homepage at docs.wickra.org (P8.3)
2026-05-31 21:57:42 +02:00
kingchenc 86a595d505 ci(sync-about): auto-sync the published version to wickra-docs on release (#87) 2026-05-31 21:48:53 +02:00
kingchenc 9309bf9d60 docs(P6.4): repoint all doc links from the GitHub wiki to docs.wickra.org (#86)
The documentation now lives in the wickra-lib/wickra-docs VitePress repo and
will deploy to docs.wickra.org. Rewrite every tracked, user-facing wiki link
in the main repo to the new canonical site:

- docs/README.md, CONTRIBUTING.md, PULL_REQUEST_TEMPLATE.md
- bindings/{node,python,wasm}/README.md, examples/wasm/README.md
- repo-metadata.toml: wiki_url/wiki_git -> docs_url/docs_git

Page paths map 1:1 to VitePress clean URLs (e.g. /wiki/Quickstart-Rust.md ->
docs.wickra.org/Quickstart-Rust). The sync-about.yml wiki-sync step is left
untouched on purpose: it stays until the docs site is live (tracked as P8.3).
The GitHub wiki itself is not deleted yet for the same reason.
2026-05-31 21:48:24 +02:00
kingchenc 21c86f348f examples + bindings: Node/WASM strategy parity + test/benchmark parity (P2 + P3) (#81)
* examples(node): add RSI mean-reversion strategy

Node counterpart of strategy_rsi_mean_reversion.{py,rs}: RSI(14) < 30 long,
> 70 exit, 0.1% fees, hourly BTCUSDT. Output verified byte-identical to the
Rust reference (37 trades W24/L13, -17.84% return, 46.89% max drawdown).

* examples(node): add MACD + ADX trend-filter strategy

Node counterpart of strategy_macd_adx.{py,rs}: MACD(12,26,9) histogram
crossover entries gated by ADX(14) > 20, hourly BTCUSDT, 0.1% fees. Output
verified byte-identical to the Rust reference (246 trades W90/L156, -47.19%
return, 53.75% max drawdown).

* examples(node): add Bollinger-squeeze breakout strategy

Node counterpart of strategy_bollinger_squeeze.{py,rs}: enter on a fresh
180-bar Bollinger-bandwidth low + close above the upper band, exit on a
2*ATR(14) stop or upper-band collapse, daily BTCUSDT, 0.1% fees. Output
verified byte-identical to the Rust reference (1 trade, -7.82% return,
13.01% max drawdown).

* examples(wasm): add RSI mean-reversion strategy demo

Browser counterpart of strategy_rsi_mean_reversion.{py,js,rs}: RSI(14) < 30
long, > 70 exit, 0.1% fees, summary table. Same signal/fill/PnL/equity loop as
the runtime-verified Node example; loads via the established wickra_wasm.js
init + fetch-CSV pattern. (wasm32 build runs in CI.)

* examples(wasm): add MACD + ADX trend-filter strategy demo

Browser counterpart of strategy_macd_adx.{py,js,rs}: MACD(12,26,9) histogram
crossover gated by ADX(14) > 20, hourly BTCUSDT, 0.1% fees. Logic identical to
the runtime-verified Node example; standard wickra_wasm.js init + fetch-CSV
loader. (wasm32 build runs in CI.)

* examples(wasm): add Bollinger-squeeze breakout strategy demo

Browser counterpart of strategy_bollinger_squeeze.{py,js,rs}: fresh 180-bar
Bollinger-bandwidth low + upper-band breakout, 2*ATR(14) stop, daily BTCUSDT,
0.1% fees. Logic identical to the runtime-verified Node example; standard
wickra_wasm.js init + fetch-CSV loader. (wasm32 build runs in CI.)

* ci: add examples syntax-smoke job (P2.3)

The Rust examples are built by 'cargo build -p wickra-examples --bins'; the
Node, browser-WASM and Python examples had no build gate. New job parse-checks
every examples/{node,wasm}/*.js, extracts and node --checks each WASM .html
module script, and python -m py_compile's every examples/python/*.py — so a
broken example edit fails CI instead of landing silently.

* docs(examples): list the new Node + WASM strategy examples

Add the three Node strategy scripts and three WASM strategy demos to the
examples README tables, bringing Node and WASM to parity with the existing
Rust and Python strategy rows.

* chore(examples): refresh examples/node lockfile for the linked wickra binding

npm install rewrote the file: dependency snapshot of the local wickra binding
that the examples link against (version 0.1.4 -> 0.3.1, license + engines
fields), which had gone stale in the committed lockfile.

* test(node): add input-validation suite

Node counterpart of bindings/python/tests/test_input_validation.py: invalid
constructor parameters (ATR zero period, MACD non-increasing fast/slow,
BollingerBands negative multiplier, PSAR step > max, ValueArea period/pct,
InitialBalance/OpeningRange zero period, Ichimoku non-increasing periods,
Ehlers-family ordering) and unequal-length candle/ValueArea batch inputs all
throw a JS Error. Validated against the built binding.

* test(node): add indicator completeness contract

Introspects every exported indicator class and asserts the full interface
(update / batch / reset / isReady / warmupPeriod) plus the pre-warmup contract
for zero-arg indicators, and guards that the full catalogue (>= 200 classes)
is exported. Catches a new indicator wired without the standard methods, or a
stale/partial native build dropping exports, with no per-indicator boilerplate.

* test(wasm): broaden scalar streaming-vs-batch coverage

Extend the inline wasm-bindgen-test suite with a streaming==batch check across
~70 scalar indicators spanning moving averages, momentum, volatility,
statistics/regression, Ehlers/cycle and risk/performance families (previously
only EMA + the candle-input group were covered per-indicator), plus four more
invalid-constructor assertions. Constructor args mirror the CI-passing Node
factories. Host-compiles (cargo test -p wickra-wasm --no-run); executed in CI
via wasm-pack test --node.

* bench(node): add indicator throughput benchmark

Node counterpart of the Rust criterion benches / Python compare_libraries:
measures streaming (per-tick update) and batch throughput in Mupd/s across a
representative indicator set over a synthetic OHLCV series (--bars, default
200k). Dependency-free; wired as 'npm run bench'.

* docs(wasm): list strategy demos + document the benchmark story

Add the three new strategy demos to the WASM examples table and a Performance
section: parallel_assets.html is the in-browser benchmark, with raw throughput
covered by the Rust criterion / Python / Node benchmarks (the WASM engine is the
same core compiled to wasm32).
2026-05-31 05:09:26 +02:00
kingchenc a2ff35f5f9 ci(sync-about): auto-sync repo homepage + org profile from the indicator count (#84)
Extend the count-sync workflow to drive three more surfaces from the same
single count, so the org page never drifts again:

- Repo About **homepage** URL — enforced unconditionally via
  `gh repo edit --homepage` in the existing About step (fixes the stale
  kingchenc URL and self-heals). Uses the same Administration-write
  permission as --description, so NO extra token scope.
- Org **profile README** count (wickra-lib/.github, profile/README.md) —
  clone + sed + bot commit/push, same pattern as the Sync Wiki step.
- Org **description** field ('… N indicators, install-free.') — gh api PATCH.

The two org steps need ABOUT_SYNC_TOKEN scope the main-repo syncs do not
(write on wickra-lib/.github; admin:org for the description PATCH). Both are
written to soft-skip with a ::warning:: and continue-on-error, so the run
stays green until the scope is granted — then they sync with no further
change. Homepage swap-point to a docs domain is a one-line change.

Refs findings P9 / P10.
2026-05-31 03:02:32 +02:00
kingchenc f1fed6cdd5 ci(release): fix CycloneDX SBOM generation (cargo-cyclonedx has no -p flag) (#79)
cargo-cyclonedx 0.5.9 walks the whole workspace in a single pass and
writes a <package>.cdx.json next to each member's Cargo.toml; it has no
-p/--package selector. The previous three 'cargo cyclonedx ... -p <crate>'
invocations aborted with 'error: unexpected argument -p found', failing
the cargo-publish job after the crates were already published and, in
turn, skipping the github-release attach-assets job (it needs all four
publish jobs). v0.3.0 published to every registry but got no GitHub
Release page or SBOM assets as a result.

Replace the three invalid calls with a single workspace pass and copy
the three crates.io crate SBOMs into the upload dir.
2026-05-30 19:26:30 +02:00
dependabot[bot] 37e5e19b57 deps(actions): bump taiki-e/install-action from 2.79.5 to 2.79.15 (#76)
Bumps [taiki-e/install-action](https://github.com/taiki-e/install-action) from 2.79.5 to 2.79.15.
- [Release notes](https://github.com/taiki-e/install-action/releases)
- [Changelog](https://github.com/taiki-e/install-action/blob/main/CHANGELOG.md)
- [Commits](https://github.com/taiki-e/install-action/compare/6c1f7cf125e42770ff087ea443901b487cc5471a...0fd46367812ee04360509b4169d9f659d6892bb2)

---
updated-dependencies:
- dependency-name: taiki-e/install-action
  dependency-version: 2.79.15
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-30 18:54:31 +02:00
dependabot[bot] c189075491 deps(actions): bump EmbarkStudios/cargo-deny-action (#74)
Bumps [EmbarkStudios/cargo-deny-action](https://github.com/embarkstudios/cargo-deny-action) from 2.0.19 to 2.0.20.
- [Release notes](https://github.com/embarkstudios/cargo-deny-action/releases)
- [Commits](https://github.com/embarkstudios/cargo-deny-action/compare/a531616d8ce3b9177443e48a1159bc945a099823...bb137d7af7e4fb67e5f82a49c4fce4fad40782fe)

---
updated-dependencies:
- dependency-name: EmbarkStudios/cargo-deny-action
  dependency-version: 2.0.20
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-30 18:52:23 +02:00
dependabot[bot] 74dd82a867 deps(actions): bump actions/checkout from 4 to 6 (#75)
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 6.
- [Release notes](https://github.com/actions/checkout/releases)
- [Commits](https://github.com/actions/checkout/compare/v4...v6)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-version: '6'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-30 18:52:15 +02:00
kingchenc 2945b47e1a feat(release): add CycloneDX SBOMs and npm provenance attestations (#66)
Two modern supply-chain-trust additions to the release pipeline,
neither of which changes what gets published — only adds verifiable
signals attached to existing releases.

1. **CycloneDX SBOMs.** `cargo-cyclonedx` is installed in the
   cargo-publish job after the .crate files are built, and runs once
   per published crate (`wickra-core`, `wickra-data`, `wickra`). The
   resulting `*.cdx.json` files are uploaded as the `sboms` artifact,
   then attached to the GitHub Release alongside the existing wheels,
   tarballs, .node binaries and .crate files. Future security advisories
   can answer "is my version of crate X transitive in wickra Y.Z?" by
   reading the SBOM directly instead of resolving the lockfile.

2. **npm `--provenance` flag** on every npm publish call:
   - main `wickra` package (node-publish, first + retry)
   - per-platform `wickra-<triple>` subpackages (node-publish loop)
   - `wickra-wasm` (wasm-publish)

   Provenance attestations are generated server-side by npm from the
   GitHub Actions OIDC token. The publishing jobs gain
   `permissions: id-token: write` so the runner can exchange that
   token. The npm page for each published version will then carry the
   "Verified provenance" badge, which proves the tarball was built by
   *this* workflow run and not by an arbitrary local laptop with the
   NPM_TOKEN.

Skipped deliberately (to keep this PR focused, possibly follow-ups):
- Sigstore cosign signing of artefacts (different audit story; can be
  layered on after npm-provenance lands).
- SLSA build-provenance attestations via `actions/attest-build-provenance`
  (would target every artefact uniformly; the npm-provenance flag is
  the more pragmatic first cut).

YAML structure validated (8 jobs intact). No production code touched.
This PR conflicts with PR #59 only in line-by-line URL substitutions
on release.yml — rebase after #59 should be clean.
2026-05-30 18:23:47 +02:00
kingchenc fb6eae7fe2 docs: add ARCHITECTURE, ROADMAP, CITATION, FUNDING, editorconfig (#62)
Five governance + onboarding files that collectively close the
"no high-level documentation outside of README" gap.

- ARCHITECTURE.md: workspace layout, Indicator trait contract,
  per-indicator file conventions, numerical-stability notes,
  cross-crate flow diagram, navigation cheatsheet, deliberate
  non-goals, performance characteristics, stability commitments.
- ROADMAP.md: north star, 0.3 / 0.4 / 0.5 release windows,
  indicator-wishlist intake rules, explicit non-goals, versioning policy.
- CITATION.cff: GitHub-renders as "Cite this repository" button;
  enables academic adoption.
- .github/FUNDING.yml: surfaces Sponsor button on the repo page.
- .editorconfig: normalises indent/EOL across IDEs (Rust/Python 4 spaces,
  JS/TS/JSON/YAML/MD 2 spaces, Makefile tabs).

Touches no Rust source, no CI workflows, no behaviour. Additive only.
URLs in ROADMAP/CITATION already reference the post-transfer
`wickra-lib/wickra` org so the files stay valid once the org migration
in PR #59 lands; merge this PR only after #59 to keep main consistent.
2026-05-30 18:20:52 +02:00
kingchenc 0edb9f4857 fix(bindings): clear clippy pedantic lints and lint bindings in CI (#77)
* fix(bindings): clear clippy pedantic lints and lint bindings in CI

Resolve the pedantic lints that only surfaced under a full
`cargo clippy --workspace` (the CI clippy job covered only the core
crates, so the Python/Node bindings drifted):

- manual_midpoint: `(a + b) / 2.0` -> `f64::midpoint(a, b)` (node + python)
- new_without_default: add `Default` impls for the six no-arg Node nodes
- type_complexity: factor the pivot/Ichimoku return tuples into
  `PivotLevels` / `WoodieLevels` / `IchimokuLines` aliases (python)
- many_single_char_names: allow at crate level — OHLCV batch helpers bind
  the conventional o/h/l/c/v column names

Add a dedicated `clippy-bindings` CI job (ubuntu-only, with Python + Node
toolchains) so future binding lints fail CI instead of slipping through.

* ci: lint Python and Node bindings in a dedicated clippy job

The main `rust` job's clippy step only covers wickra-core/wickra/
wickra-data/wickra-wasm, so pedantic lints in the PyO3/napi bindings
slipped through. Add an ubuntu-only `clippy-bindings` job that
provisions Python + Node (needed by the build scripts) and runs
`cargo clippy -p wickra-node -p wickra-python --all-targets -- -D warnings`.
2026-05-30 18:16:21 +02:00
kingchenc 62ab84c472 chore(migration): switch org to wickra-lib and maintainer email to wickra.lib@gmail.com (#59)
Introduce repo-metadata.toml as single source of truth for repo identity
(org slug, maintainer email, canonical URLs) and add sync-metadata.yml
workflow with a Python audit script that fails CI if any tracked file
drifts back to pre-migration values.

Bulk-replace across 24 tracked files:
- kingchenc/wickra -> wickra-lib/wickra (URL segment)
- kingchencp@gmail.com -> wickra.lib@gmail.com (maintainer email)
- @kingchenc -> @wickra-lib (CODEOWNERS mention only)

Person-name credits are preserved: LICENSE copyright holder, Cargo.toml
authors handle, and CHANGELOG historical @kingchenc reference all remain
unchanged. Crate / PyPI / npm package names also untouched.

Merge this PR only after the kingchenc/wickra -> wickra-lib/wickra org
transfer has happened on the GitHub side, otherwise all badges and
repository links 404 until the transfer is performed.
2026-05-30 12:18:10 +02:00
kingchenc 0f2ff9c3c7 chore(sync-about): count public indicator types, not module files (#70)
* chore(sync-about): count public indicator types, not module files

The sync-about workflow counted `mod xxx;` lines in
crates/wickra-core/src/indicators/mod.rs to derive the indicator count
that gets propagated to README, the GitHub About description, and the
wiki. That under-reported by one because `vwap.rs` exports two public
types — `Vwap` (cumulative) and `RollingVwap` (finite window) — from
the same module. The bindings reach both, so users see 214 indicators
even though there are only 213 source files.

Fix the count by parsing the canonical `pub use indicators::{ ... }`
block in lib.rs, dropping the `FAMILIES` constant and any `*Output`
companion structs, and counting the remaining public types. Pure-shell
implementation so the workflow doesn't grow a python dependency.

Sync README to the corrected count (213 -> 214) in the same commit so
the PR validates cleanly through the workflow's PR-flow.

* docs(bindings): sync per-binding READMEs and docs/ pointer to 214 / 16

The bindings/{node,python,wasm}/README.md files (which ship to
npm / PyPI / npm again) and docs/README.md (the pointer to the
wiki) all carried the stale '71 streaming-first indicators across
eight families' header from before the family expansion. Pull the
canonical 16-family table out of the main README into all three
binding READMEs and update docs/README.md to list every family by
name, so a user landing on PyPI / npm sees the current catalogue
shape.
2026-05-30 00:40:13 +02:00
kingchenc d9d3ad18aa feat: Family 03 MACD & Price Oscillators — APO / AO-Hist / CFO / Zero-Lag MACD / Elder Impulse / STC (#41)
* feat(apo): add Absolute Price Oscillator

EMA(close, fast) - EMA(close, slow). Like MACD without the signal EMA.
Defaults to (fast = 12, slow = 26); fast must be strictly less than
slow.

Touchpoints: apo.rs + mod.rs + lib.rs re-export, PyApo + __init__.py
+ test_new_indicators SCALAR + test_known_values flat reference,
ApoNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmApo via scalar macro, scalar-fuzz target, README + CHANGELOG.

* fix(apo): add PyApo + ApoNode + WasmApo bindings missed from ec269d8

The previous APO commit (ec269d8) only registered APO in the Python
__init__.py / Node index.js / Node index.d.ts / fuzz / tests / docs.
The actual PyApo pyclass, ApoNode napi class, and WasmApo wasm class
edits silently no-op'd because the underlying lib.rs files had been
touched by a branch switch between Read and Edit. The bindings were
therefore advertising APO from the Python module / Node package /
WASM module but not actually exposing it.

Fix: insert PyApo block + add_class call in bindings/python/src/lib.rs,
ApoNode block in bindings/node/src/lib.rs, WasmApo macro line in
bindings/wasm/src/lib.rs. cargo test workspace stays at 615 (no new
tests added; the existing test_known_values + indicators.test.js
references would have failed at import once the bindings rebuilt
without these classes).

* feat(ao-histogram): add Awesome Oscillator Histogram

AO - SMA(AO, sma_period). A configurable variant of the existing
AcceleratorOscillator (which fixes fast=5, slow=34, sma=5).
Three parameters; defaults match Bill Williams' Accelerator.

Touchpoints: awesome_oscillator_histogram.rs + mod.rs + lib.rs
re-export, PyAoHist + __init__.py + test_new_indicators CANDLE_SCALAR
+ test_known_values flat reference, AwesomeOscillatorHistogramNode +
index.d.ts/index.js + indicators.test.js factory + reference,
WasmAoHist, candle-fuzz target, README + CHANGELOG.

* feat(cfo): add Chande Forecast Oscillator

100 * (close - LinReg(close, period)) / close. Positive when close
overshoots the linear forecast, negative when it undershoots. Holds
the previous value if the close is zero (percentage form undefined).
Single param period (default 14).

Touchpoints: cfo.rs + mod.rs + lib.rs re-export, PyCfo + __init__.py
+ test_new_indicators SCALAR + test_known_values linear reference,
CfoNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmCfo via scalar macro, scalar-fuzz target, README + CHANGELOG.

* fix(cfo): add WasmCfo binding missed from 733afd9

* feat(zero-lag-macd): add Zero-Lag MACD

Classic MACD topology with ZLEMA substituted for EMA everywhere:
faster reaction to trend changes at the cost of slightly noisier
readings. Multi-output ZeroLagMacdOutput { macd, signal, histogram }.
Three parameters (fast = 12, slow = 26, signal = 9); fast must be
strictly less than slow.

Touchpoints: zero_lag_macd.rs + mod.rs + lib.rs re-export, PyZeroLagMacd
+ __init__.py + test_new_indicators MULTI + test_known_values flat
reference, ZeroLagMacdNode + ZeroLagMacdValue + index.d.ts/index.js +
indicators.test.js multi factory + reference, WasmZeroLagMacd, scalar
fuzz with hand-rolled drive (multi-output bypasses the f64-only
helper), README + CHANGELOG.

* feat(elder-impulse): add Alexander Elder Impulse System

Tri-state momentum gauge: +1 (green/buy) when EMA trend and MACD
histogram both rise, -1 (red/sell) when both fall, 0 (blue/neutral)
on disagreement. Four parameters (ema_period, macd_fast, macd_slow,
macd_signal); defaults (13, 12, 26, 9) match Elder.

Internally feeds both branches on every input so they warm in parallel;
needs one bar past the slowest branch to seed direction state.

Touchpoints: elder_impulse.rs + mod.rs + lib.rs re-export, PyElderImpulse
+ __init__.py + test_new_indicators SCALAR + test_known_values neutral
reference, ElderImpulseNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmElderImpulse via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(stc): add Schaff Trend Cycle

Doug Schaff's doubly-Stochastic-smoothed MACD. Bounded [0, 100]
reading that reacts faster than MACD by extracting the percentile of
MACD within a recent window, half-EMA-smoothing it, and re-stochasing
the smoothed series. Four parameters (fast = 23, slow = 50,
schaff_period = 10, factor = 0.5); fast must be strictly less than
slow and factor must lie in (0, 1].

Output clamped to [0, 100] to absorb floating-point rounding. The
stochastic stages clamp to 0 when their rolling range collapses (flat
input or perfectly monotone trend), so a flat series settles
deterministically at 0 after warmup.

Touchpoints: stc.rs + mod.rs + lib.rs re-export, PyStc + __init__.py
+ test_new_indicators SCALAR + test_known_values flat reference,
StcNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmStc via scalar macro, scalar-fuzz target, README + CHANGELOG.

* fix(stc): rename last_stc -> last_value to satisfy clippy

* ci: Retry setup-node and setup-python on CDN flakes

Setup-node on Windows runners and setup-python across all OSes
occasionally fail with a silent hang or 5xx mid-download ("Attempting
to download 18..." → fail in <1s) — pure upstream CDN flake. The fix
ran on this branch's previous merge commit (24e723f) had to be
re-triggered manually via `gh run rerun --failed`.

Wrap both setup actions with continue-on-error and a follow-up retry
step that waits 30s and re-runs the same setup. The retry only fires
when the first attempt failed (steps.<id>.outcome == 'failure'), so a
green setup costs nothing extra. The retry uses the identical pinned
SHA so we still get supply-chain verification on both attempts.

Applied to ci.yml (Python matrix and Node matrix). release.yml has
the same setup-node / setup-python steps but is rarely re-run, so
the existing manual rerun pattern stays sufficient for now.

* test(zero-lag-macd): Fix MULTI dict shape mismatch + cover warmup_period

ZeroLagMACD was registered in the Python MULTI dict (which asserts a
(n, 2) batch shape) but actually emits (n, 3) — macd, signal,
histogram — like MACD. Moved out into its own standalone test
test_zero_lag_macd_streaming_matches_batch (3-tuple shape), and
included in the lifecycle sweep. Mirrors the existing Alligator
pattern for 3-output candle indicators.

Also adds a unit test for ZeroLagMacd::warmup_period that pins both
the (12, 26, 9) classic case and a small-period config — these four
lines were the codecov/patch miss on PR 41.
2026-05-25 17:26:46 +02:00
kingchenc 7f1a6df202 ci(sync-about): Push counter fix to PR branch instead of main (#56)
Previously the workflow patched README.md on main after every push,
producing an unsigned 'chore: sync indicator count' commit per merge.
Now the README counter is kept in sync on the PR side instead: on
every pull_request event, the workflow checks out the PR's head ref,
compares grep -c '^mod ' to the README counter, and if they differ,
pushes a fix-up commit back onto the PR branch using the default
GITHUB_TOKEN.

When the PR is squash-merged, that fix-up commit is folded into the
single web-flow-signed merge commit on main — so main's history never
shows a separate bot commit. About description and Wiki sync still
run on push to main / v* tags via the existing PAT, since both reach
outside the main repo (Administration:write and the .wiki repo).

For PRs from forks the workflow cannot push back; it emits a hard
::error:: pointing at README.md so the contributor can fix the
counter manually.

Pushes via GITHUB_TOKEN do not re-trigger downstream workflows
(GitHub's anti-recursion policy), so the fix-up commit costs zero
extra CI minutes — only sync-about itself re-runs on the next
synchronize event and no-ops once the counter matches.
2026-05-25 17:22:38 +02:00
kingchenc 1cd5d1d8da fix(ci): Drop site/index.md from sync-about workflow (#55)
site/ is local-only (listed in .git/info/exclude), so the sed call in
the Patch step aborted the workflow on every push to main with
"sed: can't read site/index.md: No such file or directory". That kept
the README counter from being committed and skipped the wiki sync.

Patches README only now. site/ stays out of CI until the marketing
site is promoted.
2026-05-25 15:08:01 +02:00
kingchenc 466faddd87 feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)
* feat(alma): add Arnaud Legoux Moving Average

Gaussian-weighted moving average with configurable centre (offset in
[0, 1]) and kernel width (sigma > 0). Pre-computes normalised weights
at construction so each update is a single rolling window dot product.

Reference: Arnaud Legoux and Dimitrios Kouzis-Loukas, 2009.

Touchpoints:
- crates/wickra-core: alma.rs + mod.rs + lib.rs re-export
- bindings/python: PyAlma + __init__.py + test_new_indicators +
  test_known_values reference
- bindings/node: AlmaNode + index.d.ts/index.js + indicators.test.js
  factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers ALMA(9, 0.85, 6.0)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(mcginley): add McGinley Dynamic moving average

John McGinley's self-adjusting moving average with the recurrence
MD + (price - MD) / (0.6 * period * (price / MD)^4). Speeds up when
price falls below the indicator and damps when price runs above the
indicator. Seeded with the simple average of the first period inputs.

Reference: McGinley, Technical Analysis of Stocks & Commodities, 1990.

Touchpoints:
- crates/wickra-core: mcginley_dynamic.rs + mod.rs + lib.rs re-export
- bindings/python: PyMcGinleyDynamic + __init__.py + test_new_indicators
  + test_known_values reference
- bindings/node: McGinleyDynamicNode (scalar macro) + index.d.ts/index.js
  + indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers McGinleyDynamic(10)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(frama): add Fractal Adaptive Moving Average

Ehlers' FRAMA adapts its smoothing constant to the fractal dimension of
the recent window: tight tracking in trends, heavy smoothing in chop.
Uses the close-only variant where max/min over each window half drive
the dimension estimate. Period must be even (default 16).

Reference: Ehlers, Fractal Adaptive Moving Average, 2005.

Touchpoints:
- crates/wickra-core: frama.rs + mod.rs + lib.rs re-export
- bindings/python: PyFrama + __init__.py + test_new_indicators +
  test_known_values reference (constant series + uptrend tracking)
- bindings/node: FramaNode (scalar macro) + index.d.ts/index.js +
  indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers Frama(16)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(vidya): add Variable Index Dynamic Average

Chande's VIDYA — an EMA whose alpha scales with |CMO(cmo_period)| / 100.
Strong directional momentum lifts the smoothing constant toward the
EMA-of-period rate; flat or choppy windows shrink it toward zero so
VIDYA coasts on its previous value. Two parameters: period (14) and
cmo_period (9). Reuses the existing wickra-core Cmo internally.

Reference: Chande, Stocks & Commodities, 1992.

Also fixes a silent gap from d37fbd1 (feat(frama)): the PyFrama Python
class wrapper and its add_class registration were dropped because the
two edits hit "File has not been read yet" errors that scrolled past
in a batch. Adds them here alongside VIDYA's bindings.

Touchpoints (VIDYA): vidya.rs + mod.rs + lib.rs re-export, PyVidya +
__init__.py + test_new_indicators + test_known_values reference,
VidyaNode (manual two-param binding) + index.d.ts/index.js +
indicators.test.js factory + reference, wasm_scalar_indicator! macro,
fuzz target, bench, README + CHANGELOG.

* feat(jma): add Jurik Moving Average

Three-stage filter reconstruction of Mark Jurik's adaptive MA (the
algorithm is proprietary; this is the form used by most open-source
ports since the 1999 TASC article). Parameters: period (14), phase in
[-100, 100] (0), power in 1..=4 (2). State is seeded by setting
e0 = JMA = first input so a constant input stream is reproduced exactly.

Touchpoints: jma.rs + mod.rs + lib.rs re-export, PyJma + __init__.py +
test_new_indicators + test_known_values reference, JmaNode (manual
three-param binding) + index.d.ts/index.js + indicators.test.js factory
+ reference, wasm_scalar_indicator! macro, fuzz target, bench, README +
CHANGELOG.

* feat(alligator): add Bill Williams Alligator

Three SMMA lines (Jaw / Teeth / Lips) over the median price
(high + low) / 2 with default periods 13 / 8 / 5. Multi-output
indicator returning AlligatorOutput { jaw, teeth, lips }. The
original chart variant shifts each line forward for display; we
publish the unshifted SMMA values and leave the visual shift to
the consumer.

Reference: Bill Williams, Trading Chaos, 1995.

Touchpoints: alligator.rs + mod.rs + lib.rs re-export, PyAlligator
(Candle input, returns 3-tuple, ndarray (n, 3) batch) + __init__.py
+ test_new_indicators + test_known_values reference, AlligatorNode +
AlligatorValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmAlligator (manual JsValue object) +
candle-fuzz target + README + CHANGELOG.

* feat(evwma): add Elastic Volume-Weighted Moving Average

Christian P. Fries' elastic recurrence where the smoothing weight is the
bar's volume relative to the running window total:

  V_sum_t = sum of volumes over the last period candles
  EVWMA_t = ((V_sum_t - v_t) * EVWMA_{t-1} + v_t * close_t) / V_sum_t

A bar whose volume is small barely moves the average; a bar that
dominates the window pulls it strongly toward that bar's close. Seeded
with the close of the first full window; holds its previous value if
the entire window has zero volume.

Reference: Fries, Wilmott Magazine, 2001.

Touchpoints: evwma.rs + mod.rs + lib.rs re-export, PyEvwma (close +
volume batch) + __init__.py + test_new_indicators CANDLE_SCALAR +
test_known_values reference, EvwmaNode + index.d.ts/index.js +
indicators.test.js candleScalar factory + reference, WasmEvwma,
candle-fuzz target + README + CHANGELOG.

* ci: Force local wheel install in Python jobs

Use --no-index --no-deps so the Python matrix installs the freshly
built wheel from dist/ and never falls back to PyPI. Previously pip
sometimes picked the released 0.2.x wheel on macOS / Windows when its
platform tag was a wider match than the local build, which made the
job test the released package and miss any new symbols added in the
PR (e.g. AttributeError: module 'wickra' has no attribute 'ALMA').
numpy is already installed by the preceding pip step, so --no-deps
is safe.
2026-05-25 15:01:14 +02:00
kingchenc 178fbfd68e ci: Add sync-about workflow to auto-update indicator count (#38)
Counts `mod xxx;` declarations in crates/wickra-core/src/indicators/mod.rs
on every push to main, every PR, and every v* tag push. On non-PR runs
it syncs the count into:

- GitHub repo About description (via `gh repo edit`)
- README.md + site/index.md (commit with [skip ci] back to main)
- Wiki: Home.md, FAQ.md, Streaming-vs-Batch.md

Requires a `ABOUT_SYNC_TOKEN` secret (classic PAT with `repo` scope, or
fine-grained PAT with Administration+Contents write on the wickra repo).
PR runs are read-only: count is logged but nothing is mutated, so forks
cannot trigger writes.
2026-05-25 14:52:58 +02:00
kingchenc e30b3c6b35 release: 0.2.7 (Windows ARM64 restored + CPU label fix) (#37)
* chore(docs): rename benchmark CPU from 7950X3D to 9950X

The "Reproduced on" line in the umbrella + binding READMEs and the
benchmark page on the site listed the wrong AMD CPU. The benchmarks
were actually produced on a Ryzen 9 9950X, not a 7950X3D. Same
column for absolute µs values applies — the speedup ratios in the
tables are unchanged either way because they're relative across
libraries on the same machine.

The performance-regression issue template's CPU example also
updated for consistency (it was a generic placeholder, but matching
the canonical machine makes the example concrete).

* chore(npm): restore Windows ARM64 sub-package + napi matrix entry

npm Support unblocked the `wickra-win32-arm64-msvc` package name and
transferred write access to @kingchenc (placeholder 0.0.1-security
was published from their side; we ship our first real version on
top of that). This re-enables every change 8aa74cb temporarily
backed out for 0.2.1:

- bindings/node/package.json: re-add `aarch64-pc-windows-msvc` to
  napi.triples.additional and `wickra-win32-arm64-msvc` to
  optionalDependencies.
- bindings/node/npm/win32-arm64-msvc/package.json: restored — name,
  cpu = arm64, os = win32, version pinned to the workspace.
- .github/workflows/release.yml: re-enable the
  `windows-11-arm / aarch64-pc-windows-msvc` row in the node-build
  matrix and drop the "temporarily skipped" comment block.

After the next tag-push this binding will be published alongside
the other five platforms and `npm install wickra` on Windows ARM64
will resolve to a native build instead of failing the loader's
optional-dep lookup.

* release: bump workspace + bindings to 0.2.7

Workspace, every binding (Python, Node, six platform stubs incl. the
restored win32-arm64-msvc), and the CHANGELOG all move together to
0.2.7. wickra-win32-arm64-msvc is now part of the standard publish
matrix and will land on npm alongside the other five binaries.

The 0.2.7 CHANGELOG entry consolidates the two changes this cycle:
- Windows ARM64 binding restored (npm Support unblocked the name).
- Benchmark CPU label corrected (Ryzen 9 9950X, not 7950X3D).
2026-05-24 11:46:49 +02:00
kingchenc 070be2eb27 release: 0.2.6 (docs.rs fix + README table reordering) (#36)
* fix(docs-rs): rename `doc_auto_cfg` to `doc_cfg` after Rust 1.92 merge

`doc_auto_cfg` was removed in Rust 1.92.0 and folded back into
`doc_cfg` (rust-lang/rust#138907). docs.rs builds with the latest
nightly and sets `--cfg docsrs`, so the previous

    #![cfg_attr(docsrs, feature(doc_auto_cfg))]

aborts compilation with E0557 on every published 0.2.x. GitHub CI
never tripped this — stable rustc ignores the line because nothing
sets the `docsrs` cfg there.

Switch all three published library crates (`wickra`, `wickra-core`,
`wickra-data`) to the merged-into `doc_cfg` gate. Same intent, same
on-docs.rs output, builds again on nightly.

* docs(readme): float Wickra to the top of the comparison tables

Reorders the "Why Wickra exists" library-comparison table and the two
benchmark headers so Wickra is the first row (with a ★ marker) instead
of the last. The previous order placed Wickra at the bottom, which
buries the only row a reader landing on the README is here to compare
against. Same column data, same ★/winner annotations, just the row
order flipped and a ★ prefix on the Wickra label.

Mirrored across the umbrella README and every binding README so the
crates.io / PyPI / npm landing pages stay in sync.

* release: bump workspace + bindings to 0.2.6

Workspace, every binding (Python, Node, Node platform stubs), the
release.yml comment and the CHANGELOG all move together to 0.2.6 so
the next tagged release lines every artefact up.

0.2.6 carries two changes from the [0.2.6] CHANGELOG entry:
- fix(docs-rs): swap the now-removed `doc_auto_cfg` feature gate for
  the merged-into `doc_cfg` so docs.rs nightly builds resume.
- docs(readme): float ★ Wickra to the top of every comparison table
  across the umbrella + binding READMEs.

wickra-win32-arm64-msvc stays excluded for this release with the same
npm spam-filter rationale that held for 0.2.5.
2026-05-24 03:20:13 +02:00
kingchenc 221f7a71bc chore(github): add detailed issue & PR templates, capitalize title prefixes
Adds five new issue templates (bug_report_detailed, feature_request_detailed,
performance_regression, documentation, question) alongside the existing
short forms, plus an optional detailed PR template under
.github/PULL_REQUEST_TEMPLATE/ that contributors can opt into via the
?template=detailed.md URL. Existing templates keep their behavior; only
title prefixes and prose-paren wording were capitalized for consistency.
2026-05-24 02:33:01 +02:00
kingchenc b5afc0a7e7 release: bump workspace + bindings to 0.2.5 (#35)
Workspace, every binding (Python, Node, Node platform stubs), and the
release.yml comment are all updated together so the next tagged release
on `v0.2.5` lines every artefact up.

Also adds a short README "Disclaimer" section pointing out that Wickra
is an indicator toolkit, not a trading system, and that production
use is at the caller's own risk. The legal terms in LICENSE (PolyForm
Noncommercial 1.0.0, "No Liability") already cover the warranty / as-is
language — the README section just makes the trading-specific framing
visible without burying it in a click-through.

CHANGELOG carries the new 0.2.5 entry with the API addition
(`BinanceConfig` + `connect_with_config`) and the best-effort Pong
write change in `BinanceKlineStream::next_event`. wickra-win32-arm64-msvc
stays excluded for this release with the same npm-spam-filter rationale
that held for 0.2.1.
2026-05-24 02:16:40 +02:00
kingchenc 3fcf2094f1 ci(wasm): install wasm-pack via taiki-e prebuilt instead of jetli's stale 0.10
jetli/wasm-pack-action@v0.4.0 with no version: input installs whatever
wasm-pack the action's bundled installer fetches — currently a ~0.10.x
release whose 'build' subcommand does not yet accept --features. Our
build invocation 'wasm-pack build … --features panic-hook' now fails
with

    error: Found argument '--features' which wasn't expected, or isn't
    valid in this context
    USAGE: wasm-pack build --release --target <target>

even though that exact command worked on past runs where the action
happened to install a newer wasm-pack. (The bundler-target release.yml
job passed for v0.2.1 only because it shared the same cached install
on that runner.)

wasm-pack's --features top-level flag has been stable since 0.12.0, so
the fix is to install a fresh wasm-pack each run. Switch both the ci.yml
'WASM build' step and the release.yml 'wasm-publish' job to the same
taiki-e/install-action prebuilt-binary installer we already use for
cargo-llvm-cov and cargo-fuzz. taiki-e tracks the latest wasm-pack
release and the install is a single binary download — no compile, no
shell installer.

The wasm-pack invocations themselves are unchanged.
2026-05-23 23:00:13 +02:00