Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input.
## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`)
| Indicator | Reading |
|-----------|---------|
| `AdvanceDeclineRatio` | advancers / decliners |
| `AdVolumeLine` | cumulative net advancing volume |
| `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances |
| `McClellanSummationIndex` | running total of the oscillator |
| `Trin` (Arms Index) | A/D ratio over up/down volume ratio |
| `BreadthThrust` (Zweig) | SMA of the advancing-issues share |
| `NewHighsNewLows` | new highs − new lows |
| `HighLowIndex` | SMA of the record-high percent |
| `PercentAboveMa` | % of the universe above its MA |
| `UpDownVolumeRatio` | advancing / declining volume |
| `BullishPercentIndex` | % on a point-and-figure buy signal |
| `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume |
| `AbsoluteBreadthIndex` | \|advancers − decliners\| |
| `TickIndex` | instantaneous net advancers − decliners |
## Input model
`AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers.
## Wiring
Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
## What
Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...).
## Core
- **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign.
- **`Error::InvalidCrossSection`** variant for the validation failures.
- **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick.
- New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty.
## Bindings
All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`):
- **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`).
- **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags.
- Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated.
## Tests / Fuzz
- Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists.
- Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch.
- New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`.
## Verify
- `cargo fmt --all` clean
- `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
- `cd bindings/node && npm run build && npm test` → 398 passed
- `maturin develop --release` + `pytest bindings/python/tests` → all passed
- counter check: mod-count 315 == lib-block 315
Introduces a BarBuilder trait for price-driven chart constructors that emit a variable number of bars per candle (deliberately not Indicator). Adds Renko (box-size bricks, 2-box reversal), Kagi (reversal-amount segments) and Point & Figure (box-size X/O columns, N-box reversal) in a new Alt-Chart Bars family, with custom Python/Node/WASM bindings, a dedicated fuzz target, tests and docs. Indicator count 292 -> 295.
Volume Profile exposes the full per-bin volume histogram (price bounds plus raw distribution) that Value Area reduces to POC/VAH/VAL. TPO Profile is the volume-agnostic Time-Price-Opportunity letter count over a rolling window. Both candle-input, Vec-output, Market Profile family, with custom Python/Node/WASM bindings, fuzz, benches, tests and docs. Indicator count 290 -> 292.
Cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Scalar f64 input, 0..=100 output; wired through core, Python, Node and WASM bindings, fuzz, benches, tests and docs. Indicator count 289 -> 290.
The final batch of the TA-Lib candlestick roadmap. Adds five patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.
- **Tasuki Gap** (`CDLTASUKIGAP`) — a 3-bar continuation: two same-coloured candles gap in the trend direction, then an opposite candle opens within the second body and closes back into the gap without filling it; upside +1, downside -1.
- **Unique Three River** (`CDLUNIQUE3RIVER`) — a 3-bar bullish reversal: a long black candle, a black candle probing a new low with its body inside the first, then a small white candle held below it; bullish +1.
- **Closing Marubozu** (`CDLCLOSINGMARUBOZU`) — a single long-bodied candle with no shadow on the close end; +1 (white, closes at the high) or -1 (black, closes at the low).
- **Opening Marubozu** — a single long-bodied candle with no shadow on the open end; +1 (white, opens at the low) or -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
- **Concealing Baby Swallow** (`CDLCONCEALBABYSWALL`) — a rare 4-bar bullish capitulation: two black marubozu, a black candle gapping down with an upper shadow into the second, then a large black candle engulfing it entirely; bullish +1.
Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages.
Counter 284 → 289 (mod-count == lib counted block; FAMILIES total 279 → 284).
Stacked on #140 (`feat/cdl-gap-methods`); base retargets to `main` as the stack merges down.
Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.
- **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1.
- **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1.
- **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1.
- **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1.
- **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1.
Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods).
Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279).
Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
Adds five TA-Lib candlestick patterns, all `Input = Candle`, `Output = f64`
(`+1.0` bullish / `-1.0` bearish / `0.0` no pattern), wired across core,
Python/Node/WASM bindings, fuzz, and tests.
- **Matching Low** (`CDLMATCHINGLOW`) — 2-bar bullish reversal: two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1.
- **Long Line** (`CDLLONGLINE`) — a candle whose range beats a rolling average of recent ranges with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Short Line** (`CDLSHORTLINE`) — a compact candle whose range falls below the rolling average with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Rising Three Methods** (`CDLRISEFALL3METHODS`) — 5-bar bullish continuation: a long white candle, three small bars holding within its range, then a white breakout to new highs; bullish +1.
- **Falling Three Methods** (`CDLRISEFALL3METHODS`) — the bearish mirror: a long black candle, three small bars within its range, then a black breakdown to new lows; bearish -1.
Counter 274 → 279 (mod-count == lib counted block; FAMILIES total 269 → 274).
Stacked on #138 (part 6 of 9); base retargets to `main` as the chain merges.
* feat: add hikkake-modified, homing-pigeon and neck-line candlestick patterns
Five patterns, all `Input = Candle`, `Output = f64`:
- Modified Hikkake (CDLHIKKAKEMOD) — a close-confirmed Hikkake: an inside bar
then a breakout that closes back inside the inside-bar range; bullish +1,
bearish -1.
- Homing Pigeon (CDLHOMINGPIGEON) — two black candles, the second a small body
inside the first, a bullish reversal; +1.
- On-Neck (CDLONNECK) — long black bar then a white bar closing at its low (the
neckline), a bearish continuation; -1.
- In-Neck (CDLINNECK) — long black bar then a white bar closing just into its
body, a bearish continuation; -1.
- Thrusting (CDLTHRUSTING) — long black bar then a white bar closing well into
but below the midpoint of its body, a bearish continuation; -1.
Counter 264 -> 269 (mod-count == lib counted block; FAMILIES total 259 -> 264).
* chore: sync indicator count to 269
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add doji-star, gap, high-wave and hikkake candlestick patterns
Five patterns, all `Input = Candle`, `Output = f64`:
- Evening Doji Star (CDLEVENINGDOJISTAR) — bearish top reversal: long white bar,
a doji gapping up, then a black bar closing deep into the first body; -1
(penetration configurable, default 0.3).
- Morning Doji Star (CDLMORNINGDOJISTAR) — bullish bottom reversal mirror; +1.
- Gap Side-by-Side White (CDLGAPSIDESIDEWHITE) — two similar white candles
opening side by side after a gap, a continuation; gap up +1, gap down -1.
- High-Wave (CDLHIGHWAVE) — a small body with very long shadows on both sides,
an extreme indecision flag; +1 on detection.
- Hikkake (CDLHIKKAKE) — an inside bar followed by a failed breakout (a trap);
bullish +1, bearish -1.
Counter 259 -> 264 (mod-count == lib counted block; FAMILIES total 254 -> 259).
* chore: sync indicator count to 264
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add Doji-family candlestick patterns
Five single-/two-bar Doji patterns, all `Input = Candle`, `Output = f64`:
- Doji Star (CDLDOJISTAR) — a long body followed by a doji gapping away in the
trend direction; bullish +1 (after a black bar), bearish -1 (after a white bar).
- Dragonfly Doji (CDLDRAGONFLYDOJI) — a doji opening and closing at the high with
a long lower shadow; bullish +1.
- Gravestone Doji (CDLGRAVESTONEDOJI) — a doji opening and closing at the low with
a long upper shadow; bearish -1.
- Long-Legged Doji (CDLLONGLEGGEDDOJI) — a doji with long shadows on both sides; a
non-directional indecision flag, +1 on detection.
- Rickshaw Man (CDLRICKSHAWMAN) — a long-legged doji with the body centred in the
range; a non-directional indecision flag, +1 on detection.
Counter 254 -> 259 (mod-count == lib counted block; FAMILIES total 249 -> 254).
* chore: sync indicator count to 259
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* feat: add Abandoned Baby candlestick pattern (CDLABANDONEDBABY)
* feat: add Advance Block candlestick pattern (CDLADVANCEBLOCK)
* feat: add Belt Hold candlestick pattern (CDLBELTHOLD)
* feat: add Breakaway and Counterattack candlestick patterns (CDLBREAKAWAY, CDLCOUNTERATTACK)
Breakaway is a 5-bar reversal: a trend gaps away on the second bar, drifts
two more bars, then the fifth bar snaps back and closes inside the bar1/bar2
body gap (bullish +1, bearish -1). Counterattack is a 2-bar reversal where an
opposite-coloured long second bar closes level with the first (the counterattack
line; bullish +1, bearish -1).
Also suppress libtest's spanless `large_stack_arrays` false positive in
wickra-core test builds: the `#[test]` harness collects every test into a
compiler-generated array of references that crosses clippy's 16 KB threshold
once the suite passes ~2048 unit tests. The allow is scoped to `cfg(test)`, so
library code is still linted for genuinely large stack arrays.
* chore: sync indicator count to 254
---------
Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
* 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.
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.
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.
* 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.
The 84 markdown files under docs/wiki/ are now published to the
project's GitHub Wiki at https://github.com/kingchenc/wickra/wiki —
a separate git repository (https://github.com/kingchenc/wickra.wiki.git)
that GitHub hosts natively with its own UI, search and history. The
flat layout that the GitHub Wiki requires has been generated, all
internal cross-links rewritten, and a _Sidebar.md groups the 71
indicators by their canonical 8 families.
Effects:
- docs/wiki/ is removed from the main repo (-84 files). docs/README.md
now just points readers at the Wiki.
- PR template + CONTRIBUTING text updated to point at the Wiki instead
of the in-repo path. The Wiki repo is separately cloneable and
editable via the GitHub web UI.
- examples/wasm/README.md cross-link fixed to use the Wiki URL.
- The (still in-repo) CHANGELOG keeps its historical references to
docs/wiki/ paths — those describe what the tree looked like at past
releases and stay accurate as history.
- README.md, license, all source unaffected.
The Wiki itself ships with _Sidebar.md / _Footer.md generated from the
8-families taxonomy and 503/503 cross-links resolved.
The 0.2.0 release left wickra@npm stuck at 0.1.4 and never created a
GitHub Release entry because the brand-new `wickra-win32-arm64-msvc`
sub-package name was caught by npm's spam-detection filter on its first
publish attempt (same situation that affected `wickra-win32-x64-msvc`
through 0.1.4 until npm Support unblocked it). A support ticket is open;
until it is resolved, ship 0.2.1 for the five platforms whose
sub-packages are already on npm and re-add Windows ARM64 in a follow-up
release.
Changes for this cycle:
- bindings/node/package.json: remove "wickra-win32-arm64-msvc" from
optionalDependencies and "aarch64-pc-windows-msvc" from
napi.triples.additional.
- bindings/node/npm/win32-arm64-msvc/: removed (will be restored fresh
once the npm name is unblocked).
- .github/workflows/release.yml: comment out the
aarch64-pc-windows-msvc entry of the node-build matrix with a
TODO/restore note.
- Bump every workspace and binding version to 0.2.1 (Cargo.toml,
pyproject.toml, bindings/node/package.json, five npm/<target>
templates, the wiki version table). Cargo.lock regenerated.
- CHANGELOG: new [0.2.1] block consolidating every fix that has landed
on main since 0.2.0 (HV epsilon, examples CI step, fuzz cargo-fuzz
install, MSRV 1.85 -> 1.86 / 1.77 -> 1.88, criterion 0.5 -> 0.8,
tokio-tungstenite 0.24 -> 0.29, tick_aggregator gap-fill cap, every
GitHub Action SHA-pin bump). Compare-link added.
The arm64 loader branch in bindings/node/index.js is left untouched: a
Windows ARM64 user installing 0.2.1 will get the standard
`Cannot find module 'wickra-win32-arm64-msvc'` error from the loader,
which is accurate. PyPI's win-arm64 wheel is unaffected.
Verified locally:
cargo fmt/clippy/test --workspace --all-features -> 630 passed / 0 failed
cargo build -p wickra-examples --bins -> clean
cargo build -p wickra-node -> clean
This release carries the full post-audit work — 46 new indicators
(25 → 71), an eight-family taxonomy restructure, new bindings for
RollingVWAP, the WASM streaming-update parity, the pyo3/numpy CVE
fix, the SMA/Bollinger drift bound, the O(1) LinearRegression
refactor, the UlcerIndex deque and the PSAR is_ready/reset fixes
plus a refreshed example suite and wiki. The earlier 0.1.5 number
was never published; jumping straight to 0.2.0 is the cleaner signal
for the scope of the change.
Bumped:
- Cargo.toml workspace + wickra-core workspace-dep version
- bindings/python/pyproject.toml
- bindings/node/package.json + optionalDependencies (six platform pins)
- 6 x bindings/node/npm/<target>/package.json
- Cargo.lock regenerated
- CHANGELOG.md [0.2.0] header + compare-link
- docs/wiki/Home.md published-versions table
- docs/wiki/Quickstart-{Rust,Node,WASM}.md + Warmup-Periods.md
version-pinned narrative lines
Verified locally:
- cargo fmt/clippy/test (628 passed, 0 failed)
- cargo deny check (no suppression)
- bindings/node node --test (92/92)
- bindings/python pytest (118/118)
- import wickra reports 0.2.0 with 72 indicator classes
Indicators-Overview.md listed RollingVwap as its own row in the Volume
table (count = 9, total = 72), but Home.md and README.md treat it as
a sub-variant of Vwap (count = 8, total = 71). Drop the standalone row
in Indicators-Overview and fold the rolling variant into the Vwap row.
Warmup-Periods.md keeps both constructors (Vwap::new() and
RollingVwap::new(n) have different warmup periods, which is the whole
purpose of that page) but adds a note explaining that the row count
exceeds the 71 canonical indicators by one.
The Quickstart-Node API-surface table claimed `warmupPeriod()` was
"not exposed on every multi-output class". After the B-series fixes
in `todo-detailed.md` and the R3/R8 pass on this branch, every Node
indicator class — single- and multi-output, scalar- and candle-input —
exposes `warmupPeriod()`. Updated the note accordingly.
The Quickstart-WASM page only mentioned `MACD` and `BollingerBands` as
multi-output indicators. After R3 (this branch) every candle-input
WASM class also exposes a structured `update`: `Stochastic`, `ADX`,
`Keltner`, `Donchian`, `Aroon` (plus `SuperTrend`, which has always
been there).
The "Multi-output indicators" section now lists every multi-output
shape in a table, and a short note at the end calls out the 0.1.5
parity: every candle-input indicator ships `update` / `batch` /
`reset` / `isReady` / `warmupPeriod`, so browser code doesn't need
to replay `batch` on each tick anymore.
Three indicator pages get a short follow-up paragraph that surfaces an
internal implementation detail the audit findings made user-visible:
- `Indicator-LinearRegression.md` gains a "Complexity" section explaining
the O(1) update (precomputed `Σx`, `Σxx`; incrementally slid `Σy`,
`Σxy` via the closed-form sliding identity), and the existing
"Reset" bullet mentions the additional running accumulators. The same
story applies to `LinRegSlope` and `LinRegAngle` (the page now links
to both rather than repeating the derivation three times).
- `Indicator-Sma.md` and `Indicator-BollingerBands.md` mention the
periodic reseed (`16 · period` updates) that caps floating-point
drift on long-running streams. Amortised cost is still O(1) and the
user-facing behaviour on benign inputs is unchanged.
No behavioural claim, no API claim, no example changes — just narrative
catching up with the implementation.
Versions bumped to 0.1.5 in every authoritative location:
- workspace `Cargo.toml` (`[workspace.package].version`, the
`wickra-core` path dependency pin).
- `bindings/python/pyproject.toml`.
- `bindings/node/package.json` (main + all six `optionalDependencies`
pins).
- All six per-platform `bindings/node/npm/<target>/package.json`
templates.
CHANGELOG: the accumulated `[Unreleased]` block is promoted to
`[0.1.5] - TBD` (date left for the user to set at tag time); the new
`[Unreleased]` header sits empty above it; the compare link table is
extended with `[0.1.5]: …compare/v0.1.4...v0.1.5` and the
`[Unreleased]` link is repointed to `…compare/v0.1.5...HEAD`.
Wiki refresh for 0.1.5 (R20 + Z2):
- `Home.md` version pin table updated; the Quickstart-Node hint replaces
the "spam filter holding back Windows" caveat with "0.1.5 is the
first release in which `npm install wickra` works end-to-end on
Windows" (npm Support released the name on 2026-05-22).
- `Quickstart-Node.md`'s Windows caveat is rewritten to explain the
history (`0.1.1`–`0.1.4` of `wickra-win32-x64-msvc` are burned) and
the resolution (0.1.5+ installs cleanly).
- `Quickstart-Rust.md` version mention bumped.
- `Warmup-Periods.md` note bumped + corrected: every Node and WASM
class — single- and multi-output — now exposes `warmupPeriod()` after
R3 (this branch), not only the single-output ones.
`release.yml` `publish_dir` no longer silently swallows a
second-attempt platform-package publish failure with a `::warning::`
and `return 0`. A real failure (after the existing 30s retry) now
emits an `::error::` and fails the job. The original mask is exactly
what allowed the `wickra-win32-x64-msvc@0.1.1–0.1.4` spam-filter
rejections to land four times in a row without anyone noticing (audit
finding R20). Failing loud means the next regression of this shape is
caught at the release run, not by a Windows user trying to
`require('wickra')`.
This commit does NOT push, tag, or trigger a release — the user
publishes the 0.1.5 tag themselves once the manual npm-republish
smoke test confirms `wickra-win32-x64-msvc@0.1.5` accepts publish on
the freshly-released name.
PSAR — the wiki page still claimed "Node streaming. Not exposed in the
Node binding." That was true for an early release but is no longer:
the Node binding has exposed `psar.update(high, low, close)` since the
B1 fix in todo-detailed.md, and the WASM binding now exposes the same
streaming surface (audit finding R3, this branch). The page lists all
three streaming + batch shapes and adds a paragraph on the new
`is_ready` convention (audit finding R6 — flips on the first non-None
SAR, not on the seed candle).
HistoricalVolatility — the "Non-positive prices" edge-case note still
described the old behaviour ("that return is treated as 0"). The new
behaviour skips the bad tick entirely (audit finding R13): the
indicator's state is left untouched, the previous valid value is
returned, and the next real tick re-anchors against the previous
*valid* price. Updated the note to describe the new behaviour and
explain why (silently treating bad ticks as "no movement" underreports
realised volatility).
The rolling-window VWAP indicator (`wickra_core::RollingVwap`) was only
available in the Rust crate, even though the README's Volume-family
table already advertised "VWAP (cumulative + rolling)" as a cross-
language feature. Users on Python, Node or in the browser had to fall
back to the cumulative `VWAP` or re-implement the rolling variant
themselves.
This commit closes the gap end-to-end:
- Python: `wickra.RollingVWAP(period)` — same constructor / `update` /
`batch` / `reset` / `is_ready` / `warmup_period` surface as `VWAP`,
plus a `period` property and a typed `__repr__`. The `__init__.py`
re-exports it and `__all__` lists it; the `.pyi` stub matches.
- Node: `RollingVWAP(period)` — napi class with the same lifecycle,
exported from `index.js` and declared in `index.d.ts`.
- WASM: `RollingVWAP(period)` — wasm-bindgen class with the same
`Float64Array` I/O as `VWAP`.
Tests added:
- Python: `test_rolling_vwap_streaming_matches_batch` — exercises
`update == batch` plus the full lifecycle on the shared OHLC fixture.
- Node: `RollingVWAP` row in the `candleScalar` parity table — covered
by the generic streaming-vs-batch + lifecycle harness.
- WASM: dedicated `wasm-bindgen-test` mirrors the Python test.
The wiki page `Indicator-Vwap.md` drops the "Rust-only" caveat and
gains Python / Node / WASM examples.
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.
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".
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.
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 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.
Timeframe gained new/millis/seconds/one_minute_ms; add minutes, hours and
days alongside them. Each builds on seconds (minutes(5) -> a 300-second
bucket), consistent with Timeframe::seconds, and guards the multiplication
with checked_mul so an oversized n yields Error::InvalidTimeframe instead
of an overflow panic. A non-positive n is rejected by Timeframe::new.
Each method carries a runnable doctest, and unit tests cover the known
bucket sizes, non-positive rejection and overflow rejection.
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.
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.
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.
- 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.
kingchenc