Commit Graph

30 Commits

Author SHA1 Message Date
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 4a9d27fb52 B7: give Python ROC and TRIX constructor defaults
Every other Python momentum indicator (RSI, CCI, ...) carries a
#[pyo3(signature)] default, but ROC and TRIX required an explicit
period. Both now default to the TA-Lib convention (ROC period=10, TRIX
period=30), and the .pyi stubs reflect the defaults. Node and WASM
constructors deliberately stay explicit-only -- napi-rs and
wasm-bindgen do not support default arguments, and every constructor in
those bindings is uniformly explicit.
2026-05-22 04:06:18 +02:00
kingchenc 8192e576cf B6: add a WASM binding test suite
The WASM binding had no tests; CI only checked that artefacts existed.
Adds a wasm-bindgen-test suite covering SMA reference values, EMA
batch==streaming equivalence, RSI pure-uptrend behaviour, fallible
constructors returning JsError, and the unequal-length batch guards from
B3. Wires wasm-pack test --node into the CI wasm job. The suite
type-checks on the host; it executes under wasm-pack in CI (the local
environment is a non-rustup Rust install without the wasm32 target).
2026-05-22 04:05:15 +02:00
kingchenc 4880fea075 B5: complete the Python type stubs for all 25 indicators
The .pyi shipped stubs for only 9 of the 25 exported classes, so with
py.typed set, type checkers flagged DEMA, TEMA, HMA, KAMA, CCI, ROC,
WilliamsR, ADX, MFI, TRIX, PSAR, Keltner, Donchian, VWAP,
AwesomeOscillator and Aroon as missing. All 16 are now stubbed with
signatures matching python/src/lib.rs (constructor defaults, update
return types, batch array shapes, lifecycle methods). Verified: the
stub set equals the 25 registered classes and mypy type-checks a script
exercising every class with no issues.
2026-05-22 04:02:17 +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 014e9afa51 A5: feed Keltner and HMA sibling sub-indicators in parallel
Keltner::update gated atr.update behind ema.update(...)? and Hma::update
gated full_wma.update behind half_wma.update(...)?. The ? short-circuit
starved the trailing sibling of every candle consumed during the leading
one's warmup, so warmup_period() understated the true first emission
(Keltner classic: 29 instead of 20; HMA(9): 14 instead of 11) and
Keltner's ATR seeded over the wrong window.

Both now feed every sub-indicator unconditionally and gate only the
output, matching the MACD / Awesome Oscillator pattern. warmup_period()
is now exact. Adds first-emission tests and cross-checks against
independent EMA+ATR (Keltner) and independent WMAs (HMA).
2026-05-22 03:37:40 +02:00
kingchenc 8aa480101e A4: align ROC non-finite handling with SMA/EMA
ROC now stores its last emitted value and returns it on a non-finite
input instead of None, leaving the window untouched. This matches the
SMA / EMA convention. reset() clears the new field. Adds a
non-finite-input test.
2026-05-22 03:35:49 +02:00
kingchenc 5627612d44 A3: close core test-coverage gaps
Adds the reset tests the audit named as missing (aroon, awesome
oscillator, donchian, keltner, williams_r, and both VWAP variants),
non-finite-input tests for every scalar indicator that guards is_finite
(WMA, RSI, MACD, Bollinger, KAMA), and naive-reference proptests for EMA,
RSI and ATR. 189 core tests pass.
2026-05-22 03:34:19 +02:00
kingchenc f3dcee1cb5 A2: complete PSAR reset() and correct the seeding comment
reset() now restores prev_high, prev_low and trend in addition to the
previously reset fields, keeping the struct fully consistent for
inspection. The misleading inline comment that claimed direction-dependent
seeding is corrected to describe the actual fixed-Up seed, which
self-corrects through PSAR's reversal logic. Adds a reset-reuse test.
2026-05-22 03:34:11 +02:00
kingchenc bdc4c744f2 A1: MFI emits first value on the (period+1)-th candle
The first candle now only seeds the previous typical price instead of
pushing a fabricated (0,0) money-flow pair into the window, matching the
TA-Lib / pandas-ta convention. warmup_period() returns period + 1 and the
dead prev_tp.is_none() guard is removed. Adds a first-emission test and a
hand-computed reference-value test (MFI(2) = 1200/23).
2026-05-22 03:34:06 +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.
v0.1.4
2026-05-21 22:29:12 +02:00
kingchenc 323e9ce153 ci(release): attach all build artefacts to the GitHub Release
The Releases page previously showed only the source archives GitHub
auto-generates for every tag. Add an explicit github-release job that
runs after every publish job finishes, downloads every uploaded
artefact, and attaches them all to the release.

New per-publish-job upload-artifact additions:
- cargo-publish: 'cargo package' each crate and upload the .crate files
- wasm-publish:  'npm pack' inside pkg/ and upload the wickra-wasm tgz
- node-publish:  'npm pack' the main package + each per-platform subpackage,
                  upload all six tgz files (main + linux + 2*darwin + win32)

Wheels and .node binaries were already being uploaded earlier in the
matrix builds, so the new job just consumes them via download-artifact.

github-release job:
- Runs on tag pushes (normal) AND workflow_dispatch (so we can backfill
  assets to an existing release without rebumping the version).
- Resolves the target tag from github.ref on a tag push, or from
  'git tag --sort=-v:refname | head' on dispatch.
- Stages all files into release-assets/, uses softprops/action-gh-release
  to create or update the release. generate_release_notes lets GitHub
  fill in the commit-list changelog automatically.
2026-05-21 22:28:25 +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.
v0.1.3
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 827cdc7a6b ci(release): make the main-package publish step tolerant of 'npm view' 404
GitHub Actions runs shell steps with bash -e, so when npm view wickra@<v>
returned exit 1 (because the package was not yet on the registry) the
whole step aborted before reaching npm publish. Switch the step to
`set +e` and capture the rc explicitly, so a 404 from npm view is
treated as 'not published yet, go publish' instead of a fatal error.
Also adds a single retry after 30s for spam-filter blocks.
2026-05-21 21:39:05 +02:00
kingchenc ccf2b46482 ci(release): per-platform idempotent npm publish + spam-filter retry
The previous 'napi prepublish -t npm' step was atomic — one failure killed
the whole step, and on retry it tried to republish already-uploaded
versions which 403'd. v0.1.2 left 3 of 4 platform packages and the wasm
package on npm but the main 'wickra' package and 'wickra-win32-x64-msvc'
never got out.

Replace it with a small bash loop that:

- Walks every npm/<platform>/ directory.
- Skips the publish if 'npm view <pkg>@<version>' confirms the version
  is already on the registry (idempotent re-runs).
- Tolerates per-package failures (sets rc but always returns 0 from the
  helper) so spam-filter blocks on one platform don't take down the
  others. A 30-second retry handles transient rate-limit spam blocks.
- Publishes the main 'wickra' meta-package as a separate step with the
  same skip-existing guard.

Same publishing semantics, just deconstructed into individually
recoverable steps.
2026-05-21 21:34:33 +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.
v0.1.2
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.
v0.1.1
2026-05-21 21:06:42 +02:00
kingchenc 11293a3b0e docs(readme): top-row registry badges + contribution guide + footer star badges
- Top: CI badge, crates.io / PyPI / npm version badges, license tag.
- Bottom (new section before License): a short contribution guide with
  starting points for new indicators, bug fixes, binding work, and style.
- Footer: large "give us a star" call-to-action with GitHub stars, forks,
  and issues badges via shields.io.
v0.1.0
2026-05-21 20:56:57 +02:00
kingchenc 24a9ff8244 ci(release): three fixes after the first v0.1.0 attempt
Three blockers surfaced when the first tag actually ran the pipeline:

1. PyPI sdist build refused the `readme = "../../README.md"` path
   in bindings/python/pyproject.toml. maturin sdist forbids `..`
   inside archive entries. Solution: add a Python-specific README at
   bindings/python/README.md (covers the Python install + pointers to
   the main repo) and point the project.readme key at the local file.

2. Node publish job hit ENOENT on npm/<platform>/wickra.<...>.node
   because napi's per-platform scaffolding directories did not exist
   yet when `napi artifacts` ran. Insert `napi create-npm-dirs` as
   its own step before `napi artifacts` so the platform package layout
   is in place before binaries get moved into it.

3. and 4. (crates.io email + npm 2FA-bypass) are registry-side account
   settings that have to be done in the user's browser; no code change
   needed for those. They'll be sorted before the next tag push.
2026-05-21 20:51:30 +02:00
kingchenc 06f67c8c0e Move Rust examples into their crates so cargo publish picks them up
The previous `[[example]] path = "../../examples/rust/..."` entries
pointed at files outside the crate root. cargo only packages files
inside the crate directory, so the examples would have been silently
dropped on publish. Moving them to crates/wickra/examples/ and
crates/wickra-data/examples/ keeps them as part of the published
package and lets cargo discover them automatically (no [[example]]
override needed). README and project-layout section updated.
2026-05-21 20:36:57 +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
kingchenc 82d9c3608e Verify signed commits work 2026-05-21 20:17:28 +02:00
kingchenc d42a0d7ad5 ci: fix maturin and wasm-pack jobs
Two unrelated failures in the post-release CI run:

- Python jobs: `maturin develop` requires an activated virtualenv on
  CI runners that don't have a system Python set up that way. Switch
  to `maturin build --release --out dist` followed by `pip install
  --find-links dist`, which is venv-agnostic and OS-portable.

- WASM job: the wasm-opt bundled with wasm-pack is older than the WASM
  features rustc 1.92 enables by default. The fix is to opt every feature
  in explicitly via the package metadata — reference-types, multivalue,
  bulk-memory, sign-ext, mutable-globals, nontrapping-float-to-int — so
  wasm-opt accepts the input.

Same code as before; only the build steps and the wasm-opt config changed.
2026-05-21 18:04:57 +02:00
kingchenc d261df4691 Relicense under PolyForm Noncommercial 1.0.0
Switches the project from Apache-2.0 to PolyForm Noncommercial 1.0.0.
Use, modification, redistribution, forking and contribution are all
permitted; the only thing the new license withholds is commercial sale
of the software or of services built primarily around it.

Updates: LICENSE file, workspace Cargo license metadata, the Python
pyproject classifier and SPDX field, and the Node package.json. The
README now explains the practical scope in plain English.
2026-05-21 17:59:22 +02:00
kingchenc 3be267cb03 Wickra 0.1.0: streaming-first technical indicators
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.

What ships in this initial drop:

  crates/wickra-core   - 25 indicators, Indicator/BatchExt/Chain traits,
                          OHLCV types with validation; 171 unit tests,
                          property tests, Wilder/Bollinger textbook tests.
  crates/wickra        - top-level facade + criterion benches for every
                          indicator at 1K/10K/100K series sizes.
  crates/wickra-data   - streaming CSV reader, tick-to-candle aggregator,
                          multi-timeframe resampler, Binance Spot kline
                          WebSocket adapter behind feature live-binance;
                          11 unit + 1 doctest.
  bindings/python      - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
                          56 pytest tests including streaming==batch
                          equivalence, Wilder reference values, lifecycle.
  bindings/node        - napi-rs native module, TypeScript .d.ts
                          auto-generated, 7 node --test cases.
  bindings/wasm        - wasm-bindgen ES module for browser/bundler/Node;
                          interactive HTML demo at examples/index.html.
  examples/            - Python and Rust scripts: backtest, live trading,
                          parallel multi-asset, multi-timeframe, Binance.
  benchmarks/          - cross-library comparison against TA-Lib,
                          pandas-ta, finta, talipp; Wickra wins every
                          category by 11-1030x (batch) and 17x+ streaming.
  .github/workflows/   - CI matrix (Rust + Python + Node + WASM on
                          Linux/macOS/Windows), release pipeline for
                          PyPI wheels and npm.

Indicators (25):
  Trend       SMA EMA WMA DEMA TEMA HMA KAMA
  Momentum    RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
              AwesomeOscillator Aroon
  Volatility  BollingerBands ATR Keltner Donchian PSAR
  Volume      OBV VWAP (cumulative + rolling)

cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
2026-05-21 17:50:45 +02:00