Commit Graph

52 Commits

Author SHA1 Message Date
kingchenc 24e723fa7d feat: Family 02 Momentum Oscillators — RVI / PGO / KST / SMI / Laguerre / Connors / Inertia (#40)
* feat(rvi): add Relative Vigor Index

Dorsey's RVI = SMA(close - open, period) / SMA(high - low, period) over
a rolling window of period candles. Candle input, single parameter
period (default 10). Positive on average-bullish windows, negative on
average-bearish. Holds the previous value if the entire window has
zero range (denominator undefined).

Reference: Donald Dorsey, also pandas-ta rvi.

Touchpoints: rvi.rs + mod.rs + lib.rs re-export, PyRvi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values reference,
RviNode (4-column OHLC batch) + index.d.ts/index.js + indicators.test
.js factory + reference, WasmRvi + make_candle_ohlc helper, candle-fuzz
target + criterion bench, README + CHANGELOG.

* feat(pgo): add Pretty Good Oscillator

Mark Johnson's PGO = (close - SMA(close, period)) / EMA(TR, period).
Counts roughly how many ATR-equivalents the close sits from its
period-bar mean. Candle input, single parameter period (default 14).
Johnson's heuristic uses +3/-3 crossings as entry signals.

Touchpoints: pgo.rs + mod.rs + lib.rs re-export, PyPgo + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-close
reference, PgoNode (h/l/c) + index.d.ts/index.js + indicators.test.js
factory + reference, WasmPgo, candle-fuzz target + bench, README +
CHANGELOG.

* feat(kst): add Know Sure Thing (Pring)

Pring's long-horizon momentum oscillator: weighted sum of four
SMA-smoothed ROC series with fixed weights 1, 2, 3, 4, plus an SMA
signal line. Nine parameters (four ROC periods, four SMA periods, one
signal period); classic() applies Pring's recommended defaults.
Multi-output indicator emitting KstOutput { kst, signal }.

Touchpoints: kst.rs + mod.rs + lib.rs re-export, PyKst + __init__.py
+ test_new_indicators MULTI + test_known_values flat-input reference,
KstNode + KstValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmKst (manual JsValue object), scalar-fuzz
target (handled outside the f64-output drive helper), README +
CHANGELOG.

* feat(smi): add Stochastic Momentum Index (Blau)

Blau's doubly-EMA-smoothed bounded oscillator: measures the close's
displacement from the centre of the recent high-low range, scaled by
the smoothed range. Candle input, three parameters (period, d_period,
d2_period) with defaults 5 / 3 / 3.

Internally feeds both the displacement-EMA stack and the range-EMA
stack on every candle so they warm up in parallel (gating either
behind the other starves the second by one input).

Touchpoints: smi.rs + mod.rs + lib.rs re-export, PySmi + __init__.py
+ test_new_indicators CANDLE_SCALAR + test_known_values flat-input
reference, SmiNode + index.d.ts/index.js + indicators.test.js factory
+ reference, WasmSmi, candle-fuzz target, README + CHANGELOG.

* feat(laguerre-rsi): add Ehlers Laguerre RSI

Four-stage Laguerre polynomial filter wrapped in an RSI-style up/down
accumulator. Single gamma in [0, 1] (default 0.5) trades lag for
smoothness. State is seeded by setting all four L_i to the first input
so a constant series stays at the neutral 50. Output clamped to
[0, 100] to absorb floating-point rounding.

Reference: Ehlers, Time Warp - Without Space Travel, 2002.

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

* feat(connors-rsi): add Connors RSI (CRSI)

Larry Connors' 3-component aggregate: RSI(close), RSI(streak), and
PercentRank of the 1-period return over the last period_rank returns.
Each component is bounded in [0, 100] so the aggregate is too.
Three parameters (period_rsi, period_streak, period_rank) with
defaults 3 / 2 / 100. Streak tracks consecutive up/down runs (resets
to 0 on unchanged close).

Touchpoints: connors_rsi.rs + mod.rs + lib.rs re-export, PyConnorsRsi
+ __init__.py + test_new_indicators SCALAR + test_known_values bounded
reference, ConnorsRsiNode + index.d.ts/index.js + indicators.test.js
factory + reference, WasmConnorsRsi via scalar macro, scalar-fuzz
target, README + CHANGELOG.

* feat(inertia): add Dorsey Inertia (RVI + LinReg)

Donald Dorsey's Inertia — a LinearRegression smoothing of the RVI
series. Endpoint of an n-bar least-squares fit of RVI is the indicator
reading. Preserves trend direction while damping the ratio. Candle
input, two parameters (rvi_period, linreg_period) with defaults 14 / 20.

Touchpoints: inertia.rs + mod.rs + lib.rs re-export, PyInertia +
__init__.py + test_new_indicators CANDLE_SCALAR + test_known_values
constant reference, InertiaNode (4-column OHLC batch) + index.d.ts /
index.js + indicators.test.js factory + reference, WasmInertia,
candle-fuzz target, README + CHANGELOG.

* test(kst): Move KST out of MULTI dict (it is scalar-input)

KST sits in the MULTI dict (candle-input, multi-output) but its
update() takes a single f64, not a candle tuple. The shared streaming
loop in test_multi_streaming_matches_batch fed the OHLCV tuple in,
which crashed with `TypeError: argument 'value': must be real number,
not tuple` on every Python matrix entry.

Split into a new MULTI_SCALAR_INPUT dict with its own test function
that feeds the close-price stream as floats. KST is currently the
only such indicator; structure is ready for future scalar-input
multi-output additions (e.g. some MACD-shaped indicators).

* test(coverage): Cover SMI zero-range and ConnorsRsi zero-prev cold paths

codecov/patch on PR 40 flagged two uncovered defensive branches:
- SMI returns self.current early when the smoothed range collapses to
  zero (`r2 <= 0.0`) so the formula stays defined. Exercised by feeding
  bars where high == low.
- ConnorsRsi skips the ROC ring-buffer update when the previous price
  is exactly zero so the divide-by-zero in `(input - prev) / prev` is
  impossible. Exercised by seeding the first bar at 0.0.
2026-05-25 15:28:56 +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 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 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 e6375746d3 docs: unify README across crates.io / PyPI / npm / GitHub
Three separate README files (root, bindings/node, bindings/python) had
been drifting independently — each registry showed a different project
page, which is exactly the consistency debt I want to avoid.

Single source of truth: /README.md. The three binding READMEs are
overwritten with the root README content as a baseline, and release.yml
gets a one-line cp step right before every publishing call so future
edits to /README.md propagate automatically:

- python-wheels job: cp README.md bindings/python/README.md before
  PyO3/maturin-action runs the wheel build
- python-sdist job: same, before the sdist build
- node-publish job: cp ../../README.md README.md (working-directory
  bindings/node) before the main 'npm publish wickra'
- wasm-publish job: cp README.md bindings/wasm/README.md before
  wasm-pack build (which copies the crate README into pkg/ on its own)

Cargo crates (wickra, wickra-core, wickra-data) already inherit
readme.workspace = true pointing at /README.md, so crates.io was already
correct — no change needed there.

The per-platform npm subpackages (bindings/node/npm/<target>/) keep
their tiny package.json with no README; they are install-time
optionalDependencies that the loader reads through, never user-facing
on the registry.

Effect: same README on github.com/kingchenc/wickra, crates.io/crates/wickra,
pypi.org/project/wickra, and npmjs.com/package/wickra. Will be live on
the registries with the next tag-push.
2026-05-23 22:45:16 +02:00
kingchenc 8aa74cb638 release(0.2.1): bump to 0.2.1, skipping Windows ARM64 this cycle
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
2026-05-23 22:20:20 +02:00
kingchenc 30444ce296 build: lift MSRV to 1.80 workspace / 1.88 node binding
The previous MSRV pins were below what current transitive dependencies
need:

  - rayon-core 1.13.0 (pulled in by the optional `parallel` feature on
    wickra-core via rayon) requires rustc >= 1.80; under the old 1.75
    workspace MSRV the CI MSRV job broke with "package `rayon-core
    v1.13.0` cannot be built because it requires rustc 1.80 or newer".
  - napi-build 2.3.2 (the build-script crate that napi-derive 2.x calls
    into) requires rustc >= 1.88; under the old 1.77 node-binding MSRV
    the CI MSRV-node job broke with "package `napi-build v2.3.2` cannot
    be built because it requires rustc 1.88 or newer".

Pinning the deps backwards would have frozen us out of upstream
security/fix releases for both crates. Lifting the MSRV is the cleaner
path for a young 0.x library — downstream consumers on older toolchains
can stay on the already-published 0.2.0.

Updated:
  - Cargo.toml workspace rust-version 1.75 -> 1.80
  - bindings/node/Cargo.toml rust-version 1.77 -> 1.88
  - .github/workflows/ci.yml MSRV matrix names + toolchain values + comment
  - CHANGELOG.md [Unreleased] documents the bump
2026-05-23 20:22:35 +02:00
kingchenc 39a252ea66 release(0.2.0): bump version from 0.1.5 to 0.2.0
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
2026-05-23 19:58:02 +02:00
kingchenc c4ffcc2138 docs(node): correct doc-comment package name to wickra
The module doc-comment in bindings/node/src/lib.rs still pointed at
@wickra/wickra. The package is published as bare "wickra" — every
README, Quickstart and example already uses that name. Align the
inline doc with the published name.
2026-05-23 19:10:18 +02:00
kingchenc 896b71fc62 release(0.1.5): bump versions, finalize CHANGELOG, fail loud on missing platform binaries (R20, Z2)
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.
2026-05-23 10:58:08 +02:00
kingchenc 961fc1f3dc chore(node, readme): SPDX license, Node 18 engines, bench hardware spec (R15, R18, R19)
R15 — `bindings/node/package.json` and all six per-platform subpackage
templates (`npm/{darwin-arm64,darwin-x64,linux-arm64-gnu,linux-x64-gnu,
win32-arm64-msvc,win32-x64-msvc}/package.json`) plus the WASM
`release.yml` enrich step switch the `license` field from the npm
convention `SEE LICENSE IN LICENSE` to the SPDX identifier
`PolyForm-Noncommercial-1.0.0`. npm's license search and downstream
tooling can now surface the actual license.

R18 — every `engines.node` field is bumped from `>= 16` to `>= 18`.
The package's test script (`node --test __tests__/`) uses the built-in
`node --test` runner that landed in Node 18; advertising support for
Node 16 / 17 was a guarantee we never verified (CI tests on Node 18 /
20 only) and would have produced a confusing error on those versions.

R19 — README's benchmark section gains an explicit hardware /
software-version block and reframes the absolute µs values as a
relative-speedup snapshot rather than a universal contract. Also tells
the reader how to reproduce locally (`pip install -e
bindings/python[bench]` + `python -m benchmarks.compare_libraries`) and
where the CI artefact lives.

Side effects:

- R16 / R17 (built wheel under `bindings/python/dist/` and
  `examples/node/node_modules/`) — verified that both are already
  covered by `.gitignore` (`*.whl`, `dist/`, `**/node_modules/`) and
  were never tracked by git. The local directories have been cleared;
  no `.gitignore` change needed and no committed file removed.
2026-05-23 10:50:29 +02:00
kingchenc efcd6216c1 feat(bindings): expose RollingVWAP in Python, Node and WASM (R4)
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.
2026-05-23 01:43:00 +02:00
kingchenc 8b9e8e30b9 examples: move Node examples into a top-level examples/node/
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.

* `examples/node/package.json` is a `private` package that pulls the
  native binding via `file:../../bindings/node` and lists `ws` as a
  dev-dependency for the live-trading example. `require('..')` in each
  file becomes `require('wickra')` — exactly what a downstream user would
  write — and the file-header run instructions are updated to the new
  two-step workflow (`npm install` in bindings/node, then in
  examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
  `__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
  `**/node_modules/` so the new `examples/node/node_modules/` directory is
  not tracked.
* The README "Languages" table, project-layout block and
  `examples/README.md` Node section are updated for the new paths and run
  commands.

Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
2026-05-23 00:10:06 +02:00
kingchenc a1c646ae7c examples: move the bundled BTCUSDT datasets to a top-level examples/data/
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.
2026-05-23 00:01:52 +02:00
kingchenc 25454fa89a examples(node): add a live Binance trading example
Mirror examples/python/live_trading.py for the Node binding: connect to the
public Binance kline WebSocket, stream close prices through RSI / MACD /
Bollinger Bands, and print BUY/SELL candidate signals when all three agree.
The symbol and interval are validated before being spliced into the stream
URL, and non-kline frames (acks, heartbeats) are skipped.

Uses the standard `ws` package, added as a devDependency so it installs
with `npm install` for anyone running the examples but never reaches a
consumer of the published package.
2026-05-22 22:45:52 +02:00
kingchenc 2eabda5fa3 examples(node): add an offline backtest example
The Node binding shipped only one example (a synthetic streaming demo),
while Python and Rust both have a CSV backtest. Add the Node counterpart of
examples/python/backtest.py and crates/wickra/examples/backtest.rs: it reads
an OHLCV CSV, streams every candle through a basket of indicators (SMA, EMA,
RSI, MACD, Bollinger Bands, ATR, ADX, OBV) via the O(1) update call, and
prints a per-series summary.

With no argument it runs against the bundled BTCUSDT daily dataset, so it is
runnable out of the box; pass a path to use any other OHLCV CSV.
2026-05-22 22:43:21 +02:00
kingchenc c6938e8473 docs: refresh the stale Python and Node binding READMEs
The Python binding README still advertised "63 indicators across four
families" with the pre-restructure five-group taxonomy, missing the eight
indicators added since. Update it to "71 indicators across eight families"
with the catalogue grouped to match the main README.

The Node binding README referred to the package as @wickra/wickra in its
title, install command and import example; the published package is named
wickra (per bindings/node/package.json). Correct all three.
2026-05-22 22:21:49 +02:00
kingchenc d2f99efd78 F13c: restructure the indicator catalogue into eight families
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.
2026-05-22 21:21:56 +02:00
kingchenc 6643f7a81d F13b: add True Range, Chaikin Volatility, Z-Score and Linear Regression Angle
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.
2026-05-22 21:06:36 +02:00
kingchenc e452d35a27 F13a: add Accelerator Oscillator, Balance of Power, Choppiness Index and Vertical Horizontal Filter
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.
2026-05-22 20:57:52 +02:00
kingchenc 2f3b5cc3be F-Abschluss: wire the Python package, refresh docs and extend the test suites
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.
2026-05-22 20:04:13 +02:00
kingchenc 2d0ee926c5 F12: add price transforms and rolling linear regression
- Rust core: typical_price.rs ((H+L+C)/3), median_price.rs ((H+L)/2),
  weighted_close.rs ((H+L+2C)/4) — stateless per-bar OHLC transforms — and
  linreg.rs (LinearRegression — endpoint of a rolling ordinary-least-squares
  fit) and linreg_slope.rs (LinRegSlope — slope of that fit). Each with a
  full Indicator impl, runnable doctest and reference / property / warmup /
  reset / batch==streaming tests.
- Python: PyTypicalPrice / PyMedianPrice / PyWeightedClose /
  PyLinearRegression / PyLinRegSlope PyO3 classes + module registration +
  .pyi stubs.
- Node: explicit TypicalPriceNode / MedianPriceNode / WeightedCloseNode /
  LinearRegressionNode / LinRegSlopeNode; index.d.ts and index.js updated.
- WASM: explicit WasmTypicalPrice / WasmMedianPrice / WasmWeightedClose;
  WasmLinearRegression / WasmLinRegSlope via the scalar macro.
- Wiki: a new indicators/statistics/ folder with five Indicator-*.md pages,
  a new "Statistics" family in Indicators-Overview.md and Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests and 66 doctests green.
2026-05-22 19:52:04 +02:00
kingchenc 21bbd521b3 F11: add SuperTrend, Chandelier Exit, Chande Kroll Stop and ATR Trailing Stop
- Rust core: super_trend.rs (SuperTrend — ATR-banded trailing stop with
  flip logic; SuperTrendOutput { value, direction }), chandelier_exit.rs
  (Chandelier Exit — ATR stop hung off the window's highest high / lowest
  low; ChandelierExitOutput { long_stop, short_stop }),
  chande_kroll_stop.rs (Chande Kroll Stop — a two-stage ATR stop;
  ChandeKrollStopOutput { stop_long, stop_short }), atr_trailing_stop.rs
  (ATR Trailing Stop — a single ratcheting close-based stop). Each with a
  full Indicator impl, runnable doctest and reference / property / warmup
  / reset / batch==streaming tests.
- Python: PySuperTrend / PyChandelierExit / PyChandeKrollStop /
  PyAtrTrailingStop PyO3 classes (struct outputs as tuples and (n, 2)
  arrays) + module registration + .pyi stubs.
- Node: explicit SuperTrendNode / ChandelierExitNode / ChandeKrollStopNode
  / AtrTrailingStopNode with SuperTrendValue / ChandelierExitValue /
  ChandeKrollStopValue objects; index.d.ts and index.js updated.
- WASM: WasmSuperTrend / WasmChandelierExit / WasmChandeKrollStop /
  WasmAtrTrailingStop.
- Wiki: Indicator-SuperTrend/ChandelierExit/ChandeKrollStop/
  AtrTrailingStop.md plus rows in the "Trailing stop" table of
  Indicators-Overview.md and entries in Home.md.
- Add clippy.toml with doc-valid-idents for the proper noun "LeBeau".

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 427 core tests,
25 data tests and 61 doctests green.
2026-05-22 19:42:14 +02:00
kingchenc 0b11a523a0 F10: add Chaikin Money Flow, Chaikin Oscillator, Force Index and Ease of Movement
- 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.
2026-05-22 19:25:32 +02:00
kingchenc 81962485af F9: add Accumulation/Distribution Line and Volume-Price Trend
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.
2026-05-22 18:38:21 +02:00
kingchenc 99dd144576 F8: add Bollinger Bandwidth and %b
Completes the F8 family (Bands & channels) end to end:

- Rust core: bollinger_bandwidth.rs ((upper - lower) / middle — the
  squeeze gauge) and percent_b.rs ((price - lower) / (upper - lower) —
  price position within the bands, unclamped). Both wrap BollingerBands
  and carry a full Indicator impl, runnable doctest and reference /
  constant-series / definition-consistency / warmup / reset /
  batch==streaming tests.
- Python: PyBollingerBandwidth / PyPercentB PyO3 classes + module
  registration + .pyi stubs (defaults (20, 2.0)).
- Node: explicit BollingerBandwidthNode and PercentBNode; index.d.ts
  and index.js updated.
- WASM: WasmBollingerBandwidth / WasmPercentB via the scalar macro.
- Wiki: Indicator-BollingerBandwidth.md and Indicator-PercentB.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 362 core tests,
25 data tests and 51 doctests green.
2026-05-22 18:30:49 +02:00
kingchenc 6c58d3827c F7: add NATR, StdDev, Ulcer Index and Historical Volatility
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.
2026-05-22 18:26:29 +02:00
kingchenc 16c0639f0c F6: add Aroon Oscillator, Vortex and Mass Index
Completes the F6 family (Trend strength) end to end:

- Rust core: aroon_oscillator.rs (AroonUp - AroonDown, one-line trend
  gauge), vortex.rs (Vortex Indicator VI+/VI- with the VortexOutput
  struct), mass_index.rs (Dorsey's range-expansion sum of the
  EMA-of-range ratio). Each with a full Indicator impl, runnable doctest
  and reference / saturation / warmup / reset / batch==streaming tests.
- Python: PyAroonOscillator / PyVortex / PyMassIndex PyO3 classes +
  module registration + .pyi stubs (defaults Aroon=14, Vortex=14,
  MassIndex=(9,25)).
- Node: explicit AroonOscillatorNode, VortexNode (with VortexValue
  object) and MassIndexNode; index.d.ts and index.js updated.
- WASM: WasmAroonOscillator, WasmVortex, WasmMassIndex.
- Wiki: Indicator-AroonOscillator/Vortex/MassIndex.md plus rows in
  Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 320 core tests,
25 data tests and 45 doctests green.
2026-05-22 18:17:38 +02:00
kingchenc 54148cad5b F5: add PPO, DPO and Coppock Curve price oscillators
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.
2026-05-22 18:09:10 +02:00
kingchenc e24e7726ce F4: add StochRSI and Ultimate Oscillator
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.
2026-05-22 18:02:44 +02:00
kingchenc 7728151c87 F3: add MOM, CMO, TSI and PMO momentum indicators
Completes the F3 family (Momentum) end to end:

- Rust core: mom.rs (raw price-difference momentum), cmo.rs (Chande
  Momentum Oscillator — unsmoothed gain/loss sum, bounded [-100,100]),
  tsi.rs (True Strength Index — double-EMA-smoothed momentum ratio),
  pmo.rs (DecisionPoint Price Momentum Oscillator — doubly-smoothed ROC
  with the 2/period custom smoothing). Each with a full Indicator impl,
  runnable doctest and reference-value / saturation / warmup / reset /
  batch==streaming / non-finite tests.
- Python: PyMom / PyCmo / PyTsi / PyPmo PyO3 classes + module
  registration + .pyi stubs (defaults MOM=10, CMO=14, TSI=(25,13),
  PMO=(35,20)).
- Node: MomNode / CmoNode via the scalar macro, explicit TsiNode and
  PmoNode; index.d.ts and index.js updated.
- WASM: WasmMom / WasmCmo / WasmTsi / WasmPmo via the scalar macro.
- Wiki: Indicator-Mom/Cmo/Tsi/Pmo.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 262 core tests,
25 data tests and 37 doctests green.
2026-05-22 17:53:46 +02:00
kingchenc 780a176072 F2: add ZLEMA, T3 and VWMA advanced moving averages
Completes the F2 family (Advanced MAs) end to end:

- Rust core: zlema.rs (Zero-Lag EMA over the de-lagged series
  2·price − price[lag]), t3.rs (Tillson's six-EMA cascade with the
  volume-factor polynomial), vwma.rs (volume-weighted rolling mean with
  a zero-volume fallback to the unweighted mean). Each with a full
  Indicator impl, runnable doctest and reference-value / warmup /
  reset / batch==streaming / non-finite tests.
- Python: PyZlema / PyT3 / PyVwma PyO3 classes + module registration
  + .pyi stubs (T3 defaults v=0.7).
- Node: ZlemaNode via the scalar macro, explicit T3Node and VwmaNode
  classes; index.d.ts and index.js updated.
- WASM: WasmZlema / WasmT3 via the scalar macro, explicit WasmVwma.
- Wiki: Indicator-Zlema.md, Indicator-T3.md, Indicator-Vwma.md plus
  rows in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 232 core tests,
25 data tests and 33 doctests green.
2026-05-22 17:45:02 +02:00
kingchenc ed7324115c F1: wire SMMA and TRIMA through every binding and the wiki
Completes the F1 family (Simple & Weighted MAs). The Rust core for both
SMMA (Wilder's RMA) and TRIMA (triangular MA) already landed; this adds
the remaining Definition-of-Done steps:

- Python: PySmma / PyTrima PyO3 classes + module registration + .pyi stubs.
- Node: SmmaNode / TrimaNode via the scalar-indicator macro; index.d.ts
  and index.js updated for the two new classes.
- WASM: WasmSmma / WasmTrima via the scalar-indicator macro.
- Wiki: Indicator-Smma.md and Indicator-Trima.md (full pages) plus rows
  in Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 208 core tests,
25 data tests and 31 doctests green.
2026-05-22 17:34:38 +02:00
kingchenc b919c33dee E17: add a runnable Node example
bindings/node had no examples/ directory — the README pointed at a test
file as its "Example". (bindings/wasm/examples/index.html already
exists and is a complete browser demo, so only the Node side was
missing.)

Add bindings/node/examples/streaming.js: a deterministic synthetic
price series fed tick by tick through SMA, EMA, RSI and MACD, printing
a status line and flagging overbought/oversold candidates — the same
O(1)-per-update streaming model a live bot would use. Verified against
the built native module.
2026-05-22 16:22:52 +02:00
kingchenc 2fc7a90ec0 B11: ship npm binaries for linux-arm64 and win32-arm64
The napi loader resolves wickra-linux-arm64-gnu and
wickra-win32-arm64-msvc, but neither was published, so require('wickra')
failed on those platforms. Adds both to napi.triples and
optionalDependencies, adds their npm/ package templates, and extends the
release node-build matrix to build them on GitHub's native ARM runners
(ubuntu-24.04-arm, windows-11-arm).
2026-05-22 04:17:23 +02:00
kingchenc 490ce28645 B10: document the interleaved layout of Node MACD/Bollinger batch
MacdNode.batch and BollingerNode.batch return flat interleaved arrays
(3*n and 4*n) but index.d.ts only said Array<number>. Adds /// doc
comments describing the layout; napi-rs now propagates them into the
generated index.d.ts as JSDoc.
2026-05-22 04:15:31 +02:00
kingchenc 59c435fbd5 chore: apply rustfmt to binding/core sources and sync Cargo.lock
Normalises whitespace in sources committed earlier in this branch
before rustfmt was run over them (Node/WASM bindings, and three core
indicator test modules), and records the wasm-bindgen-test dependency
tree added in B6 into Cargo.lock. No functional change; cargo fmt --all
--check is now clean.
2026-05-22 04:14:18 +02:00
kingchenc aeea6a89bb B8: add a comprehensive Node binding test suite
The Node binding had only 7 smoke cases with no streaming-vs-batch or
candle-indicator coverage. Adds indicators.test.js: streaming update()
matches batch() for all 25 indicators (scalar, candle-scalar and
interleaved multi-output), a lifecycle check that every indicator
exposes reset/isReady/warmupPeriod, and reference values (SMA(3),
MFI(2)=1200/23, RSI uptrend, MACD histogram). 38 Node tests pass.
2026-05-22 04:07:42 +02:00
kingchenc ad3b068d47 B4: complete reset/isReady/warmupPeriod across Node indicators
KAMA and the nine candle indicators (CCI, WilliamsR, MFI, PSAR,
Keltner, Donchian, VWAP, AO, Aroon) exposed none of the three lifecycle
methods; Stochastic/OBV/ADX exposed only reset; MACD/Bollinger/ATR
lacked warmupPeriod. Every indicator now exposes reset(), isReady() and
warmupPeriod(), matching the scalar-macro surface. Verified against the
rebuilt module (e.g. MACD warmupPeriod 34, Stochastic 16, KAMA 11).
2026-05-22 03:59:20 +02:00
kingchenc b4613a74c8 B3: guard candle batch methods against unequal-length arrays
Candle batch() methods that index parallel high/low/close/volume arrays
without first checking their lengths panic on a length mismatch. Adds an
equal-length guard returning a clean error to the 11 affected Node
methods (Stochastic, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian,
VWAP, AO, Aroon), the 10 affected WASM methods, and the 8 affected
Python methods (WilliamsR, ADX, MFI, PSAR, Keltner, VWAP, AO, Aroon) --
matching the guard ATR/OBV already had. Verified in Node: mismatched
arrays now throw instead of crashing.
2026-05-22 03:55:27 +02:00
kingchenc a0884fa010 B2: make fallible Node constructors throw instead of panicking
The 14 candle and multi-parameter indicator constructors passed raw
parameters through must() (an expect()), so invalid arguments such as
new MACD(0,0,0) or new BollingerBands(20,-1) aborted the whole process
over the napi boundary (the release profile sets panic=abort).

napi-rs 2.16 does accept a #[napi(constructor)] returning
napi::Result<Self> (the old must() comment was wrong), so each now
returns napi::Result<Self> and throws a clean JS error via map_err.
must()/clamp_period stay for the scalar macro, where period is clamped
and the Result is provably Ok. Verified: every invalid constructor
throws, valid ones still build.
2026-05-22 03:44:56 +02:00
kingchenc 4b6f25a32c B1: add update() to the 12 Node candle indicators
Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian,
VWAP, AwesomeOscillator and Aroon previously exposed only batch() in the
Node binding, so a streaming-first library could not actually stream
them from Node. Each now has an update() mirroring the AtrNode pattern,
with the same input arity and output type as its batch() counterpart.
Verified against the rebuilt native module.
2026-05-22 03:41:47 +02:00
kingchenc 528e5c9174 Release 0.1.4: add GitHub Release asset attachments
Pure tooling release on top of 0.1.3. The library code is unchanged;
only the release workflow grew a new github-release job that attaches
every built artefact to the GitHub Release page so users have direct
download links next to the source archives:

- Python wheels (5 platforms) + sdist
- Native Node bindings (linux-x64-gnu, darwin-x64, darwin-arm64, win32-x64-msvc)
- npm-pack tarballs for the main wickra package, every per-platform
  subpackage, and wickra-wasm
- Cargo .crate files for wickra-core, wickra-data, wickra

The job runs at the end of the release pipeline and also accepts
workflow_dispatch so future asset-only fixups don't require a version
bump.
2026-05-21 22:29:12 +02:00
kingchenc 529f302f73 Release 0.1.3: full pipeline working end to end
CI is now green across all 20 jobs:
- Rust on Linux/macOS/Windows
- Python 3.9/3.11/3.12 on Linux/macOS/Windows
- Node 18/20 on Linux/macOS/Windows (Windows previously failed
  because ci.yml built the native module without --platform; fixed
  in the previous commit)
- WASM build
- Cross-library benchmark report

This tag re-publishes 0.1.3 across crates.io / PyPI / npm so a single
version covers every working binding. The release workflow's idempotent
publish steps mean re-runs are safe; the new code in this version is
just the build-script and loader changes that fixed CI.
2026-05-21 22:08:48 +02:00
kingchenc 5c40acd288 ci+loader: build with --platform; ship napi-generated loader
The Windows Node 18 and Node 20 CI jobs failed because:

- ci.yml ran 'napi build --release' (no --platform), which produces a
  filename without the target triple ('wickra.node').
- The committed loader at bindings/node/index.js looked for the
  triple-suffixed file ('wickra.win32-x64-msvc.node') and then for the
  per-platform npm subpackage as a fallback.
- 'wickra-win32-x64-msvc' isn't on npm yet (blocked by the spam filter),
  so Windows had nothing to load. Linux and macOS passed only because
  their optionalDependencies do exist on npm and got fetched.

Two-part fix:

- ci.yml now runs 'napi build --platform --release', matching release.yml.
  --platform encodes the target triple in the filename, so the loader's
  primary lookup always finds the freshly built binary on every host.

- bindings/node/index.js is now the canonical napi-rs auto-generated
  loader (it gets regenerated by 'napi build'). It covers all the platforms
  napi knows about (linux glibc/musl, Android, FreeBSD, ARM, etc.) rather
  than just the four we publish, so unsupported platforms get a clear
  'this binding isn't built for your system' error instead of a confusing
  ENOENT.

Local sanity: 'npx napi build --platform --release' then 'node --test
__tests__/' succeeds end to end on Windows; the eight existing tests
pass.
2026-05-21 21:53:49 +02:00
kingchenc de39415413 ci(release): drop prepublishOnly hook + ignore-scripts on main publish
The root cause of the previous failure was the package.json
"prepublishOnly": "napi prepublish -t npm" script. When the workflow
ran `npm publish` for the main wickra package it implicitly invoked
that hook, which re-attempted to publish every platform subpackage and
hit 403 "cannot publish over 0.1.2" because they were already on
the registry. The error trail looked like it came from the main
publish step but the failing command was actually the hook.

Two-part fix:
- Remove prepublishOnly entirely from bindings/node/package.json. The
  release workflow already does the per-platform publish itself, in a
  loop, idempotently.
- Belt-and-braces: pass --ignore-scripts when publishing the main
  package so any prepublish-hook drift in the future is suppressed.
2026-05-21 21:43:57 +02:00
kingchenc 1aa7df1c97 fix(node): commit npm/<platform>/ templates + optionalDependencies
`napi create-npm-dir` failed in CI with both invocations we tried:
positional arg form (`-t <triple> .`) was rejected as extraneous,
and the no-arg form crashed with "path must be a string, received
undefined". The fix used by every napi-rs reference project: commit
the four platform package.json templates directly under
bindings/node/npm/<target>/ instead of generating them at publish time.

- bindings/node/npm/{linux-x64-gnu,darwin-x64,darwin-arm64,win32-x64-msvc}/
  each contain a static package.json with the correct os / cpu / libc
  filters so npm only installs the right binary per platform.
- Main package.json gains optionalDependencies referencing all four
  platform packages by version, so `npm install wickra` pulls the
  matching binary on each user's machine.
- Release workflow drops the broken `create-npm-dir` loop. The
  `napi artifacts` step now just copies the .node files from the
  build artefacts into the existing npm/ directories before publish.

Bump every version to 0.1.2; cargo / pypi / wickra-wasm jobs are
idempotent so they accept the 0.1.1 they already published while still
emitting the new 0.1.2.
2026-05-21 21:16:33 +02:00
kingchenc 371d338a8b Release 0.1.1: fix Node publish + bump everything
v0.1.0 reached crates.io, PyPI, and the wickra-wasm npm package, but
the wickra Node binding never published because the workflow called
`napi create-npm-dirs` (plural). The actual napi CLI command is
`create-npm-dir` (singular, per target).

Changes that make the next tag's release actually finish:

- workflow: replace the broken step with a loop that runs
  `napi create-npm-dir -t <triple>` for each of our four build targets.

- workflow: every registry publish step now treats "version already
  uploaded" as success. That makes re-runs (and partial-failure
  recoveries) safe instead of failing the whole job.

- bindings/node/package.json: trim the napi.triples list to the four
  platforms we actually build (linux-x64-gnu, darwin-x64, darwin-arm64,
  win32-x64-msvc). The previous defaults+9-extras configuration would
  have made napi prepublish expect platform packages we never produced.

- bindings/node/index.js: switch from local-only binary lookup to the
  proper napi loader that tries the local `.node` file first and falls
  back to the per-platform npm subpackage that's installed as an
  optional dependency in production.

- Versions across all four published packages bumped to 0.1.1 so the
  Node binding can publish for the first time alongside refreshed
  cargo/pypi/wasm artefacts.
2026-05-21 21:06:42 +02:00
kingchenc 1295b63e1f Wire release pipeline to crates.io, PyPI, and npm
On every v* tag push the release workflow now publishes the project to
all three public registries in parallel:

- crates.io: wickra-core then wickra-data then wickra, with a 45-second
  sleep between each so the registry index can refresh before the next
  publish step asserts the previous version is available.

- PyPI: maturin-action builds wheels for Linux x86_64 + aarch64, macOS
  x86_64 + aarch64, and Windows x64, plus an sdist; all artefacts upload
  to PyPI via MATURIN_PYPI_TOKEN.

- npm: napi-rs builds a native binary per platform (linux-x64-gnu,
  darwin-x64, darwin-arm64, win32-x64-msvc), publishes each as its own
  platform package, then publishes the main `wickra` meta-package
  that resolves to the right platform at install time.

- WASM: wasm-pack builds the bundler-target package and publishes it as
  `wickra-wasm` on npm, with the auto-generated package.json enriched
  with the author/repo/license metadata.

Package metadata was unified so all targets point at kingchenc/wickra
on GitHub; the Node binding is now plain `wickra` (the @wickra/ scope
was unnecessary because the bare name was free). README install table
updated to match.
2026-05-21 20:35:18 +02:00