release: bump 0.5.1 -> 0.5.2 (#170)

Version bump to release the A4 Chart Patterns (#166) and Harmonic Patterns (#169) families (catalogue 351 -> 367).

.editorconfig

@@ -0,0 +1,34 @@
+# EditorConfig: https://editorconfig.org
+# Keeps indentation and line-endings consistent across IDEs.
+
+root = true
+
+[*]
+charset = utf-8
+end_of_line = lf
+insert_final_newline = true
+trim_trailing_whitespace = true
+indent_style = space
+
+# Rust + Python + most config files use 4-space indents.
+[*.{rs,py,toml}]
+indent_size = 4
+
+# JS / TS / JSON / YAML / Markdown use 2-space indents per ecosystem conventions.
+[*.{js,ts,jsx,tsx,json,yml,yaml,md}]
+indent_size = 2
+
+# Markdown allows trailing whitespace as a hard line break — keep it intact.
+[*.md]
+trim_trailing_whitespace = false
+
+# Makefiles must use tabs.
+[Makefile]
+indent_style = tab
+
+# Generated files are not authored by humans; leave them alone.
+[bindings/node/index.{js,d.ts}]
+indent_style = unset
+indent_size = unset
+trim_trailing_whitespace = unset
+insert_final_newline = unset

.gitattributes

@@ -0,0 +1,3 @@
+# Shell scripts must keep LF line endings so they run on Linux/macOS CI and
+# local shells regardless of the committer's platform autocrlf setting.
+*.sh text eol=lf

.github/CODEOWNERS

@@ -3,4 +3,4 @@
 # The owner listed here is requested for review automatically on every pull
 # request. See https://docs.github.com/articles/about-code-owners.
 
-*       @kingchenc
+*       @wickra-lib

.github/FUNDING.yml

@@ -0,0 +1,5 @@
+# Funding sources surfaced on the repository "Sponsor" button.
+# Each platform's value is the username/handle on that platform.
+# Leave a key empty (e.g. patreon:) to skip a platform.
+
+github: [kingchenc]

.github/ISSUE_TEMPLATE/bug_report.md

@@ -1,7 +1,7 @@
 ---
 name: Bug report
 about: Report incorrect behaviour in Wickra
-title: "[bug] "
+title: "[Bug] "
 labels: bug
 assignees: ""
 ---
@@ -32,7 +32,7 @@ assignees: ""
 - Wickra version:
 - Language / binding: <!-- Rust crate / Python / Node / WASM -->
 - OS and architecture:
-- Rust / Python / Node version (if relevant):
+- Rust / Python / Node version (If relevant):
 
 ## Additional context
 

.github/ISSUE_TEMPLATE/bug_report_detailed.md

@@ -0,0 +1,56 @@
+---
+name: Bug report (Detailed)
+about: Long-form bug report with environment matrix, minimal reproducer, and expected-vs-actual sections.
+title: "[Bug] <short description>"
+labels: ["bug", "triage"]
+assignees: []
+---
+
+## Summary
+
+<!-- One or two sentences. What did you expect, what happened instead? -->
+
+## Affected binding
+
+- [ ] Rust crate (`wickra`)
+- [ ] Python (`pip install wickra`)
+- [ ] Node.js (`npm install wickra`)
+- [ ] WebAssembly
+- [ ] Docs / examples only
+
+## Environment
+
+| Field                | Value                                  |
+| -------------------- | -------------------------------------- |
+| Wickra version       | `e.g. 0.4.2`                           |
+| Binding version      | `e.g. python 0.4.2 / node 0.4.2`       |
+| OS / arch            | `e.g. Windows 11 x86_64, Linux glibc`  |
+| Rust toolchain       | `rustc --version` (If building from source) |
+| Python / Node version | `python --version` / `node --version` |
+
+## Minimal reproducer
+
+<!--
+Paste the smallest possible code snippet that triggers the bug.
+If the input data matters, attach a CSV/JSON or paste a few rows inline.
+-->
+
+```python
+# or rust / js
+import wickra as ta
+...
+```
+
+## Actual output
+
+```
+<paste stack trace, panic, wrong values, etc.>
+```
+
+## Expected output
+
+<!-- What should the indicator / API have returned? Reference a paper, TA-Lib, or another implementation if possible. -->
+
+## Additional context
+
+<!-- Logs, screenshots, links to related issues, anything else useful. -->

.github/ISSUE_TEMPLATE/config.yml

@@ -1,8 +1,8 @@
 blank_issues_enabled: false
 contact_links:
   - name: Security vulnerability
-    url: https://github.com/kingchenc/wickra/security/advisories/new
+    url: https://github.com/wickra-lib/wickra/security/advisories/new
     about: Report security issues privately — do not open a public issue.
   - name: Question or discussion
-    url: https://github.com/kingchenc/wickra/discussions
+    url: https://github.com/wickra-lib/wickra/discussions
     about: Ask usage questions and discuss ideas here.

.github/ISSUE_TEMPLATE/documentation.md

@@ -0,0 +1,33 @@
+---
+name: Documentation issue
+about: Something in the README, rustdoc, examples, or guides is wrong, missing, or confusing.
+title: "[Docs] <short description>"
+labels: ["documentation", "good first issue"]
+assignees: []
+---
+
+## Where
+
+<!-- Link or path. e.g. README.md#streaming-vs-batch, docs/guide/ema.md, rustdoc for `wickra::Ema::update`. -->
+
+## What's wrong / missing
+
+<!--
+- [ ] Incorrect information
+- [ ] Outdated for current API
+- [ ] Missing example
+- [ ] Unclear wording
+- [ ] Broken link / broken code block
+- [ ] Other
+-->
+
+## Suggested change
+
+<!--
+Paste the corrected wording, a clearer example, or a sketch of the
+section you'd like to see. PRs welcome.
+-->
+
+## Additional context
+
+<!-- Quote of the confusing passage, screenshot, etc. -->

.github/ISSUE_TEMPLATE/feature_request.md

@@ -1,7 +1,7 @@
 ---
 name: Feature request
 about: Suggest a new indicator or capability for Wickra
-title: "[feature] "
+title: "[Feature] "
 labels: enhancement
 assignees: ""
 ---

.github/ISSUE_TEMPLATE/feature_request_detailed.md

@@ -0,0 +1,55 @@
+---
+name: Feature request (Detailed)
+about: Long-form proposal with API sketch, scope checkboxes, prior-art links, and contribution intent.
+title: "[Feat] <short description>"
+labels: ["enhancement", "triage"]
+assignees: []
+---
+
+## Problem / motivation
+
+<!--
+What are you trying to do that Wickra doesn't support today?
+Describe the user-facing pain point, not the implementation.
+-->
+
+## Proposed solution
+
+<!--
+Sketch the API or behavior you'd like. A short code snippet of how
+you'd want to call it is worth a thousand words.
+-->
+
+```python
+import wickra as ta
+
+# proposed API
+ind = ta.SuperTrend(period=10, multiplier=3.0)
+ind.update(close, high, low)
+```
+
+## Scope
+
+- [ ] New indicator
+- [ ] New method on an existing indicator
+- [ ] New binding / platform target
+- [ ] Performance improvement
+- [ ] Ergonomics / API cleanup
+- [ ] Other (Explain below)
+
+## Reference / prior art
+
+<!--
+Link the paper, book chapter, TA-Lib function, TradingView Pine source,
+or other implementations you'd like Wickra to match.
+-->
+
+## Alternatives considered
+
+<!-- What workarounds exist today? Why aren't they enough? -->
+
+## Willingness to contribute
+
+- [ ] I'd like to implement this myself with guidance
+- [ ] I can help review / test
+- [ ] Requesting only — no bandwidth to implement

.github/ISSUE_TEMPLATE/performance_regression.md

@@ -0,0 +1,54 @@
+---
+name: Performance regression
+about: Report a measurable slowdown, memory blowup, or throughput drop.
+title: "[Perf] <indicator / API> regressed in <version>"
+labels: ["performance", "regression", "triage"]
+assignees: []
+---
+
+## Summary
+
+<!-- Which code path got slower, by how much, and since when? -->
+
+## Affected code path
+
+- Indicator / API: `e.g. EMA.update`
+- Binding: `Rust / Python / Node / Wasm`
+- Hot loop or one-shot call?
+
+## Versions compared
+
+| Version  | Throughput / latency / memory | Notes |
+| -------- | ----------------------------- | ----- |
+| `0.4.1`  | `e.g. 12.3 ns/iter`           | baseline (Good) |
+| `0.4.2`  | `e.g. 38.7 ns/iter`           | regressed |
+
+## Benchmark / reproducer
+
+<!--
+Paste the criterion / pytest-benchmark / hyperfine command and its output.
+For one-off measurements, include the timing snippet inline.
+-->
+
+```bash
+cargo bench --bench ema -- --save-baseline new
+```
+
+```
+ema/update              time:   [38.5 ns 38.7 ns 38.9 ns]
+                        change: [+213.4% +214.8% +216.1%] (p = 0.00 < 0.05)
+                        Performance has regressed.
+```
+
+## Hardware / environment
+
+| Field        | Value                                  |
+| ------------ | -------------------------------------- |
+| CPU          | `e.g. Ryzen 9 9950X, AVX2 + AVX512`    |
+| OS / arch    | `e.g. Linux 6.8 x86_64`                |
+| Toolchain    | `rustc 1.x.y`                          |
+| Build flags  | `RUSTFLAGS=...`, `--release`, profile  |
+
+## Suspected cause
+
+<!-- Optional. Link the commit / PR if you've bisected it. -->

.github/ISSUE_TEMPLATE/question.md

@@ -0,0 +1,36 @@
+---
+name: Question / usage help
+about: Ask how to do something with Wickra. For open-ended discussion prefer GitHub Discussions.
+title: "[Question] <short description>"
+labels: ["question"]
+assignees: []
+---
+
+> [!NOTE]
+> If this is open-ended ("which indicator should I use for X?") please
+> use **Discussions** instead — issues are for actionable items.
+
+## What are you trying to do?
+
+<!-- The end goal, not the API call. -->
+
+## What have you tried?
+
+<!--
+Code, docs you've read, search terms that didn't help.
+Show that you've spent a few minutes before asking.
+-->
+
+```python
+import wickra as ta
+...
+```
+
+## What's confusing or blocking you?
+
+<!-- Specific question. "Why does X return NaN for the first N points?" beats "doesn't work". -->
+
+## Environment (Only if relevant)
+
+- Wickra version: `e.g. 0.4.2`
+- Binding: `Rust / Python / Node / Wasm`

.github/PULL_REQUEST_TEMPLATE.md

@@ -23,9 +23,10 @@
 - [ ] `cargo test --workspace` passes.
 - [ ] New behaviour has tests; bug fixes have a regression test.
 - [ ] Public API changes are mirrored in the Python / Node / WASM bindings
-      and their type stubs (if applicable).
-- [ ] Documentation under `docs/wiki/` and the `README.md` is updated
-      (if applicable).
+      and their type stubs (If applicable).
+- [ ] The relevant page on the [documentation site](https://docs.wickra.org)
+      and the `README.md` are updated (If applicable). Docs edits go to a
+      separate repository: `https://github.com/wickra-lib/wickra-docs`.
 - [ ] An entry was added under `## [Unreleased]` in `CHANGELOG.md`.
 
 ## Notes for reviewers

.github/PULL_REQUEST_TEMPLATE/detailed.md

@@ -0,0 +1,67 @@
+<!--
+Thanks for contributing to Wickra!
+Please fill in the sections below. Delete any that don't apply.
+-->
+
+## Summary
+
+<!-- 1–3 sentences: what does this PR change and why? -->
+
+## Type of change
+
+- [ ] Bug fix (Non-breaking change which fixes an issue)
+- [ ] New feature (Non-breaking change which adds functionality)
+- [ ] Breaking change (Fix or feature that changes existing public API)
+- [ ] Performance improvement
+- [ ] Refactor (No functional change)
+- [ ] Documentation only
+- [ ] CI / build / tooling
+
+## Affected surfaces
+
+- [ ] Rust crate (`crates/wickra`)
+- [ ] Python binding (`bindings/python`)
+- [ ] Node.js binding (`bindings/node`)
+- [ ] WebAssembly binding (`bindings/wasm`)
+- [ ] Examples / docs
+
+## Linked issues
+
+<!-- "Closes #123", "Refs #456". One per line. -->
+
+Closes #
+
+## How was this tested?
+
+<!--
+- Unit tests added / updated under `crates/*/tests/` or `bindings/*/tests/`
+- Property / fuzz tests touched? (Under `fuzz/`)
+- Manual repro steps, if applicable
+- Benchmarks run (Paste before/after if perf-sensitive)
+-->
+
+## Numerical correctness (If you touched an indicator)
+
+- [ ] Output matches an existing reference (TA-Lib, paper, prior Wickra release) within documented tolerance
+- [ ] Streaming `update()` matches batch / `from_slice` output on the same input
+- [ ] Edge cases covered: empty input, single point, NaN, leading warm-up window
+
+## Performance impact (If applicable)
+
+| Benchmark | Before | After | Δ |
+| --------- | ------ | ----- | - |
+|           |        |       |   |
+
+## Checklist
+
+- [ ] `cargo fmt --all` and `cargo clippy --all-targets -- -D warnings` are clean
+- [ ] `cargo test --workspace` passes locally
+- [ ] Binding tests run (If a binding changed)
+- [ ] Public API changes are reflected in `CHANGELOG.md`
+- [ ] Public API changes are reflected in rustdoc / README / examples
+- [ ] No `todo*.md` or other local-only notes are staged
+- [ ] License header / `LICENSE` reference unchanged (MIT OR Apache-2.0)
+
+## Notes for reviewers
+
+<!-- Anything reviewers should look at first, known follow-ups, deliberately out-of-scope items. -->

.github/dependabot.yml

@@ -6,6 +6,8 @@ updates:
     schedule:
       interval: weekly
     open-pull-requests-limit: 10
+    cooldown:
+      default-days: 7
     commit-message:
       prefix: "deps(cargo)"
 
@@ -15,6 +17,8 @@ updates:
     schedule:
       interval: weekly
     open-pull-requests-limit: 10
+    cooldown:
+      default-days: 7
     commit-message:
       prefix: "deps(npm)"
 
@@ -24,9 +28,26 @@ updates:
     schedule:
       interval: weekly
     open-pull-requests-limit: 10
+    cooldown:
+      default-days: 7
     commit-message:
       prefix: "deps(pip)"
 
+  # Hash-pinned CI/bench Python tooling under .github/requirements/. Each
+  # <name>.in is the loose source; the matching hash-locked <name>.txt is the
+  # output regenerated by scripts/update-lockfiles.sh (uv). Dependabot keeps the
+  # pins fresh; ci-dev-py39.in caps numpy <2.1 so 3.9 stays installable. Any
+  # bump that breaks a matrix row surfaces in the PR's CI run.
+  - package-ecosystem: pip
+    directory: "/.github/requirements"
+    schedule:
+      interval: weekly
+    open-pull-requests-limit: 10
+    cooldown:
+      default-days: 7
+    commit-message:
+      prefix: "deps(ci-pip)"
+
   # GitHub Actions — keeps the SHA-pinned actions current (Dependabot reads
   # the version comment after each pinned SHA and bumps both together).
   - package-ecosystem: github-actions
@@ -34,5 +55,7 @@ updates:
     schedule:
       interval: weekly
     open-pull-requests-limit: 10
+    cooldown:
+      default-days: 7
     commit-message:
       prefix: "deps(actions)"

.github/requirements/bench.in

@@ -0,0 +1,9 @@
+# Python deps + peer TA libraries for the bench.yml cross-library benchmark.
+# Loose source spec — the pinned, hash-locked output is generated from this:
+#   bench.txt  (Python 3.11)  via scripts/update-lockfiles.sh
+# bench.yml runs on a single Python version (3.11), so one output suffices.
+maturin
+numpy
+pandas
+talipp
+finta

.github/requirements/bench.txt

@@ -0,0 +1,167 @@
+# This file was autogenerated by uv via the following command:
+#    ./scripts/update-lockfiles.sh
+finta==1.3 \
+    --hash=sha256:b94b94df311c18bf5402eb2fe8fd2db5e1bdaff08baf58a7367d05c7abdd10d3 \
+    --hash=sha256:f2fa0673748f4be8f57e57cf6d5c00a4d44bc6071ea69dbb9a1d329d045cbba2
+    # via -r .github/requirements/bench.in
+maturin==1.13.3 \
+    --hash=sha256:0ef257e692cc756c87af5bea95ddfe7d3ac49d3376a7a87f728d63f06e7b6f8b \
+    --hash=sha256:1cc0a110b224ca90406b668a3e3c1f5a515062e59e26292f6dbaf5fd4909c6f3 \
+    --hash=sha256:2389fe92d017cea9d94e521fa0175314a4c52f79a1057b901fbc9f8686ef7d0b \
+    --hash=sha256:3cc13929ca82aefa4adbf0f2c35419369796213c6fb0eb24e914945f50ef5d8c \
+    --hash=sha256:3db93337ed97e60ffc878aa8b493cd7ae44d3a5e1a37256db3a4491f57565018 \
+    --hash=sha256:4667ef609ab446c1b5e0bfe4f9fb99699ab6d8548433f8d1a684256e0b67217f \
+    --hash=sha256:49fd6ab08da28098ccf37afca24cdba72376ba9c1eedf9dd25ff82ed771961ff \
+    --hash=sha256:4cd478e6e4c56251e48ed079b8efd55b30bc5c09cf695a1bdafaeb582ee735a0 \
+    --hash=sha256:53b08bd075649ce96513ad9abf241a43cb685ed6e9e7790f8dbc2d66e95d8323 \
+    --hash=sha256:771e1e9e71a278e56db01552e0d1acfd1464259f9575b6e72842f893cd299079 \
+    --hash=sha256:a2675e25f313034ae6f57388cf14818f87d8961c4a96795287f3e155f59beb11 \
+    --hash=sha256:b6741d7bf4af97da937528fd1e523c6ab54f53d9a21870fa735d6e67fd88e273 \
+    --hash=sha256:c00ea6428dea17bf616fe93770837634454b28c2de1a876e42ef8036c616079a \
+    --hash=sha256:def4a435ea9d2ee93b18ba579dc8c9cf898889a66f312cd379b5e374ec3e3ad6
+    # via -r .github/requirements/bench.in
+numpy==2.4.6 \
+    --hash=sha256:001fbb8e08d942dd57599e781f2472269ee7f2755fae407b4f67b2f0b17da3f1 \
+    --hash=sha256:0280e0356c0829a18d9de1cb7eee50ec22ca639878d7240307ca0943d73cd2c4 \
+    --hash=sha256:043191bfa8eab18c776647b62723ac9dddece59743b13f49b2016094129c2b3f \
+    --hash=sha256:06ca2f61ec4385a07a6977c55ba998a4466c123642b4a32694d3128fce18c079 \
+    --hash=sha256:0a041d3d761dc3c35cc56ce0351506a02bcbc25f7b169f652435141a17db9096 \
+    --hash=sha256:0ab0a9c4ffb1a6d95ef519fe4247dba8eb6b18ad93999f76b7f657039acabd47 \
+    --hash=sha256:0c9136e14ed34a9e343a31c533d78a9813a69a3148332bce5e9821cb2f996e66 \
+    --hash=sha256:110f8b71aacb688ec69062bb7f6938a0f8acb01b7c1c4beb453c65b6d234584d \
+    --hash=sha256:112b06a867b235ef466ed3508ddf0238050df9c727cafb5301ac385b899189a1 \
+    --hash=sha256:17f9ade344e7d9b464a084d69bcf18fc691cb1db67c62ed80820bf4926d78f0e \
+    --hash=sha256:1e254a00cdf42b1e4d5b3d68d33af63268d41340d8885df2ab6470f2e1500147 \
+    --hash=sha256:1e978ec1e8bd0e0e4de6bb75de9d30cbb74db6b6a2bb727618613703ca0167dd \
+    --hash=sha256:25c692919ac5a01f170a3bfcd62d745b24fd095c353d50812637d6fcab442e75 \
+    --hash=sha256:260a5d70215b61ab4fadf5c7baacd64821842975eea312125ed3c39a6391b063 \
+    --hash=sha256:2803abfebfc990042cd494d8ce2d5f82e9d847af6d35ec486923aa19dbad5e73 \
+    --hash=sha256:29a287e0cf63ff528da061de6b9f64a4618da591ca1046aafc54062e40ca7eab \
+    --hash=sha256:29cb7f67d10b479ff07c17d33e39f78c07f71c40ef30d63c153d340e96cd3fb4 \
+    --hash=sha256:3213d622a0283a39a93d188f3cf72b26862df52fbb4ca3697f51705016523d41 \
+    --hash=sha256:33111801a01c12a8a1e3721f0a9232f8cfc8ae2c6b7098167e6f623c6073f402 \
+    --hash=sha256:357cc07a6d7b0b182ff02249616a03742827ebb1277546b5c7cd7f7620a45698 \
+    --hash=sha256:38efbc8de75c7a0fc1ac190162d892787f3f47b57cc291231aafee36b80982b7 \
+    --hash=sha256:4081eb135ac24158bd51cdfbef16f1c64df7063b1143f24731387137c092bec8 \
+    --hash=sha256:40fdc1ae7125e518ea98e53e69a4ebc27e1fd50510c47b7ea130cf21e5e1d42b \
+    --hash=sha256:4cfe66903cc32a9921a6733d96b19bb6abf310397581bbad89c228f5abaf0ee8 \
+    --hash=sha256:511dbaf848decaaaf4b4ca48032619fb3138710c4bf7da7617765edad1ef96b0 \
+    --hash=sha256:55cced7c52e981362f708ad635198e97a752dfba412cc03c23bbf3bd8d5cd662 \
+    --hash=sha256:56b39e5e0622a09a25bf5baf62f4bcf0cb8a41ae6e2819cf49bbc5a74c083f91 \
+    --hash=sha256:5dbbdb29840ca3d91ee0fece42fc29278886d908280bfec0a5846c6f901a3eb0 \
+    --hash=sha256:5f9fb9157b4ce2971008323afe46053787b526ef624fea915b261468a8421a0f \
+    --hash=sha256:6180d8b35af935aed8ece3a85e0a43f87393ae0ac87c8d2c8bd2c993f7270ef3 \
+    --hash=sha256:68a5124b13fa6cc2086764a20005d30bc0548146f7f5322f02fce212ca14317f \
+    --hash=sha256:68bb27509ac1b9a3443094260f6326150663b06abe40b73a2f81160623da5b67 \
+    --hash=sha256:6f41ae150c4e32db4f3310cdaf64b1593a03dbabe29eec77fc9b50fe64061df6 \
+    --hash=sha256:7265a2f3d436e54ef9f2b52b5c937e6be778781bd97a590319d7348f1c1ca997 \
+    --hash=sha256:72fbe16c6fac95aedf5937fa873445cec2110be35d8a4e9433d7501fd98dae6b \
+    --hash=sha256:7d92c3819208a60205a12a245c91ad70cb0a85336659b19b834205573ac8456e \
+    --hash=sha256:8155154c7c691289fe18f510b5d4657c68c67989f293f0535a91360392ff6538 \
+    --hash=sha256:81a1cca95ed5bb92aa8b10dd2cdc9a0d3853a50fad926c28b5d7e8ea54389627 \
+    --hash=sha256:89cd468399cfd2504718f0ba50e410dca55a170b61a02ad92bb18c8a65186e93 \
+    --hash=sha256:8ad03c0965fb3c692200e74d458ca28c1dbb4ce96f9a479a8aa041ad5fabca02 \
+    --hash=sha256:90f9849678c75fe7afa2d348ac842c168b0a4d3d61919687216dfc547976d853 \
+    --hash=sha256:948424b06129ce883307e8cff868c31396d8dc7630a59c61d70d98dbe70f222c \
+    --hash=sha256:9cd5ffd25db4e7ba6a375693b3fc0fc1791ec636c17db3720da19bde7180ec43 \
+    --hash=sha256:a0df0043bdb289bde1f62da130d20df23d58b45429f752bc7a8fc5325a225ecd \
+    --hash=sha256:a2c306dea656c12c68f51f4cea133cbe78ca7435eb28c735eac1d3ebe73be6e8 \
+    --hash=sha256:a7830bab239b79cda9c08c2da014761cafb48da6150e1da17ac06283f43b6089 \
+    --hash=sha256:a7c711e21628b52034bb5ab8d1bce291f752fcc5e92accc615778acee1ff4778 \
+    --hash=sha256:aaf159caa35993cb1f56fb9b8e4610d35758e7ca005412eb1daa856a78c9c4b1 \
+    --hash=sha256:ae506e6902902557576a26ff33eda8695e7ecb3cb36c3b573a0765dee114ebdb \
+    --hash=sha256:b507f5c4c1d508876d1819b6bf9a49d365b96320b5d4993426b33a23ca4b8261 \
+    --hash=sha256:bf162abab1c1a736333192707cef898e735a5ca00f38f27eeedf44b39d9e85eb \
+    --hash=sha256:c1a2af6c6ef86344a6b0db6b97834208bf598db514f2b155042439b62605601a \
+    --hash=sha256:c2d37ab77531417474168eb79d6d80b14f821a966818505d03013d0833edb7a8 \
+    --hash=sha256:c4fc99836233ea196540b17ab0983aff60ed07941751930f5f4d05bc3b3b7359 \
+    --hash=sha256:d581b735e177fdcdce6fed8e7e8880a3fb6ee4e3653a3ac6af01c6f4c03effc5 \
+    --hash=sha256:d6da64deb6b8ed903e7560180a92f2d804ee1ba5eeb849ac2748b8c1aba1f6d7 \
+    --hash=sha256:d8e8286dd7cea7895157318d1b91cdacac64c479f3cbc8dce548331728484751 \
+    --hash=sha256:ddea102b48f9e339f3948bf22040944184627a30fdf7f858667673b9c5f033c8 \
+    --hash=sha256:dfa20cc6ca228e6b155b11da03825975ce66aea520985dbbddf0f2a5a495c605 \
+    --hash=sha256:e3e5193ef5a3dc73bceee50f7fdc2c90dbb76c42df8d8fae3d1067a583df579e \
+    --hash=sha256:e3eeb0aabd6bd5ce64faae67e9935203a6991b4bc2a485a767fbafb2c5125f45 \
+    --hash=sha256:e5805d5a22fd19c8ccff10a9561f9df94436b0545619ea579db2d3c35294bce2 \
+    --hash=sha256:e85b752a1e912b70eaad4fafbd4d1238007ab221de2009b9a2f5ae7461239895 \
+    --hash=sha256:eaf7fa2de5c0be8ae6ff8e9bea2ccd725e980541244521d8d4b5f3354a27babe \
+    --hash=sha256:ebfb099f8dcf083deef3ac1ca4c1503f387cf76296fcb3816b66f5ecb5f54fdb \
+    --hash=sha256:ece3d2cfe132e7d51f44a832b303895e6f2d499c5e74dfbdb06ee246147a304a \
+    --hash=sha256:ed9749eef4cbd126da3dc1d6bcb3a57f5eb7ac6a6484146bdbf743f552dfc577 \
+    --hash=sha256:ede83e07a75dd06bc501566c1eca2afc0d61677c1472ac9ad93fdee6e638a48d \
+    --hash=sha256:ef4aea96ce4d3b074422cb4f2f64e216bf9e213004bb58ecfdf50ea02ea8eb9a \
+    --hash=sha256:f3a3570c4a2a16746ac2c31a7c7c7b0c186b95ce902e33db6f28094ed7387dda \
+    --hash=sha256:f407cb6b8e9d6d8c626bc73c945db1706035af8fd632295547bf1c9e46d092d6 \
+    --hash=sha256:f74a575920ab21fe304421a3fc28793d82e299cae9eccb37084e9fc7f3617c20
+    # via
+    #   -r .github/requirements/bench.in
+    #   finta
+    #   pandas
+pandas==3.0.3 \
+    --hash=sha256:0383c72c75cdcca61a9e116e611143902dbfd08bff356829c2f6d1cf40a9ca8c \
+    --hash=sha256:05f1f1752b8533ea03f7f39a9c15b1a058d067bb48f4748948e7a8691e0510f2 \
+    --hash=sha256:08d789b41f87e0905880e293cedf6197ce71fe67cc081358b1e148a491b9bd13 \
+    --hash=sha256:0d589105b3c14645af1738ff279b2995102d8f7a03b0a66dc8d95550eb513e04 \
+    --hash=sha256:13fc1e853d9e04743d11ba75a985ccbc2a317fe07d8af61e445a6fd24dacd6a6 \
+    --hash=sha256:14da8316da4d0c5a77618425996bfb1248ca87fc2c1486e6fde4652bd18b5824 \
+    --hash=sha256:1928e07221f82db493cd4af1e23c1bfca524a19a4699887975bff68f49a72bfb \
+    --hash=sha256:261e308dfb22448384b7580cf719d2f998fe2966c92893c3e77d14008af1f066 \
+    --hash=sha256:275c14e0fce14a2ec20eee474aecd305478ea3c1e6f6a9d8fe219a165542717e \
+    --hash=sha256:335f62418ed562cfc3c49e9e196375c28b729dcef8543abf4f9438e381bf3c76 \
+    --hash=sha256:3650109c0f22879df8bd6179ab9ee3d7f1d1d4e7e0094a3f0032d9f51e2e64ac \
+    --hash=sha256:39436b377d56d2a2e52d0395bdbee171f01068e99af5250509aceeb929f765c7 \
+    --hash=sha256:3c20a521bbb85902f79f7270c80a59e1b5452d96d170c034f207181870f97ac5 \
+    --hash=sha256:3e91cec1879ada0624fc3dc9953c5cbd60208e59c0db28f540c5d6d47502422f \
+    --hash=sha256:455f6f8139d4282188f526868dbc3c828470e88a3d9d59a891bd46a455f21b98 \
+    --hash=sha256:46997386d528eb40376ecd6b033cf4a8a1e5282580f68f43de875b78cba2199d \
+    --hash=sha256:4db8c527972a821cf5286b40ccc57642a39bc62e62022b42f99f8a67fca8c3a1 \
+    --hash=sha256:4e15135e2ee5df1063313e2425ceef8ac0f4ae775893815b0923651b806a5639 \
+    --hash=sha256:51b1fe551acb77dac643c6fda86084d8d446c10fe64b06a9cc29c4cc8540e7f2 \
+    --hash=sha256:557409bc4178e70ee8d9ddb494798e51ebf6ea59330f6be22c51bab2a7db6c49 \
+    --hash=sha256:5cc09a68b3120e0f54870dede8287a7bb1fa463907e4fcec1ea77cab6179bf7a \
+    --hash=sha256:60ae316d3fd75d1858d450d0db0103ea2be3e7d4a95ec2f064f7e2ae63f7b028 \
+    --hash=sha256:6674ab18ad8c57802867264b00e15e7bb904700cdd9046e3b2fa1fce237439ea \
+    --hash=sha256:67b3b64c11910cfa29f4e94a14d3bff9ee693b6fc76055e7cad549cee0aec5fa \
+    --hash=sha256:696a4a00a2a2a35d4e5deb3fc946641b96c944f02230e4f76137fe35d806c4fc \
+    --hash=sha256:6dc0b3fd2169c9157deed50b4d519553a3655c8c6a96027136d654592be973a9 \
+    --hash=sha256:7e65d5407dc0b394f509699650e4a2ec01c0514f21850f453fa60f3be79a5dbf \
+    --hash=sha256:819959dab7bbd0049c15623fbac4e29a191b9528160a61fb1032242d8ced2d9c \
+    --hash=sha256:8a1e45c80cceb3b4a21bc5939d52e8cbd8d9b7305309219d59e9754d9ce09e27 \
+    --hash=sha256:9c39be2d709d01fa972a0cabc522389fceca4f3969332ba25a7d6c5802cf976a \
+    --hash=sha256:9d71c63ae4ebdbf70209742096f1fc46a83a0613c99d4b23766cced9ff8cd62a \
+    --hash=sha256:a2d2dff8a04f3917b55ab3910c32990f8ddf7eceba114947838cefa976a68977 \
+    --hash=sha256:a4eeb6830daf35a71cc09649bd823e2b542dac246cdee9614c6e4bd65028cd6a \
+    --hash=sha256:a55066a0505dae0ba2b50a46637db34b46f9094c65c5d4800794ef6335010938 \
+    --hash=sha256:a82d532a3351d435432cd913edbccaf8b8e01d4dd0e5ced5a8d2e8ecd94c7e44 \
+    --hash=sha256:b168fc218fd80a6cbdbdbc1a97ddc7889ed057d7eb45f50d866ceab5f39904c4 \
+    --hash=sha256:b2c95f8bfc1ee412bf482605d7bfd30c12d1d26bd59fdd91efeef1d4718decb1 \
+    --hash=sha256:ba7e08b9ac1d54569cd1e256e3668975ed624d6826f7b68df0342b012007bddb \
+    --hash=sha256:bab900348131a7db1f69a7309ef141fd5680f1487094193bcbbb61791573bf8f \
+    --hash=sha256:bd3a518890b400d32f9023722dc9a9a5c969f00b415419a3c06c043f09bb5d7d \
+    --hash=sha256:c7be265b62cef88e253a941e4698604973736dcfe242fdb5198f0f7bc473cdcc \
+    --hash=sha256:d26cbe1fcfc12e8fd900e2454163e466b2d3af84f7c75481df7683ffc073d870 \
+    --hash=sha256:d4be06d68f9ddcfc645b87534911da79a8fbffc7573c80e0edcf42a5020624d8 \
+    --hash=sha256:d72828c20c6d6e83e1e22a6a3b47b326b71664112fa9705dcbccfd7a39b62085 \
+    --hash=sha256:dd1a5d1def6a46002e964510bdc67c368aa0951df5d1d9f8365336f5a1f490cd \
+    --hash=sha256:e3a2ec42c98ffa2565a67e08e218d06d72576d758d90facb7c00805194d8f360 \
+    --hash=sha256:f8894dc474d648fe7b6ff0ca9b0bd73950d19952bc1a6534540762c5d79d305c \
+    --hash=sha256:fed2ff7fd9779120e388e285fc029bd5cf9490cdd2e4166a9ee22c0e49a9ab09
+    # via
+    #   -r .github/requirements/bench.in
+    #   finta
+python-dateutil==2.9.0.post0 \
+    --hash=sha256:37dd54208da7e1cd875388217d5e00ebd4179249f90fb72437e91a35459a0ad3 \
+    --hash=sha256:a8b2bc7bffae282281c8140a97d3aa9c14da0b136dfe83f850eea9a5f7470427
+    # via pandas
+six==1.17.0 \
+    --hash=sha256:4721f391ed90541fddacab5acf947aa0d3dc7d27b2e1e8eda2be8970586c3274 \
+    --hash=sha256:ff70335d468e7eb6ec65b95b99d3a2836546063f63acc5171de367e834932a81
+    # via python-dateutil
+talipp==2.7.0 \
+    --hash=sha256:567f59ad74366cb59a14a00d350f35fd9d22e6924d6228bad581e6dcf1de2205 \
+    --hash=sha256:f749f22b9ad615605e71faf26457bb7f5e3fe16f04d3287f4ca54fd16bc3d4eb
+    # via -r .github/requirements/bench.in
+tzdata==2026.2 \
+    --hash=sha256:9173fde7d80d9018e02a662e168e5a2d04f87c41ea174b139fbef642eda62d10 \
+    --hash=sha256:bbe9af844f658da81a5f95019480da3a89415801f6cc966806612cc7169bffe7
+    # via pandas

.github/requirements/ci-dev-py3.in

@@ -0,0 +1,7 @@
+# Python 3.10+ dev/test tooling for the ci.yml binding test job
+# (covers the 3.11 / 3.12 / 3.13 matrix rows). Locked output: ci-dev-py3.txt
+# Refresh via scripts/update-lockfiles.sh.
+maturin
+pytest
+numpy
+hypothesis

.github/requirements/ci-dev-py3.txt

@@ -0,0 +1,124 @@
+# This file was autogenerated by uv via the following command:
+#    ./scripts/update-lockfiles.sh
+colorama==0.4.6 \
+    --hash=sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44 \
+    --hash=sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6
+    # via pytest
+hypothesis==6.155.1 \
+    --hash=sha256:07c102031612b98d7c1be15ca3608c43e1234d9d07e3a190a53fa01536700196 \
+    --hash=sha256:2753f469df3ba3c483b08e0c37dbcbc41d8316ebb921abcc07493ee9c8a7d187
+    # via -r .github/requirements/ci-dev-py3.in
+iniconfig==2.3.0 \
+    --hash=sha256:c76315c77db068650d49c5b56314774a7804df16fee4402c1f19d6d15d8c4730 \
+    --hash=sha256:f631c04d2c48c52b84d0d0549c99ff3859c98df65b3101406327ecc7d53fbf12
+    # via pytest
+maturin==1.13.3 \
+    --hash=sha256:0ef257e692cc756c87af5bea95ddfe7d3ac49d3376a7a87f728d63f06e7b6f8b \
+    --hash=sha256:1cc0a110b224ca90406b668a3e3c1f5a515062e59e26292f6dbaf5fd4909c6f3 \
+    --hash=sha256:2389fe92d017cea9d94e521fa0175314a4c52f79a1057b901fbc9f8686ef7d0b \
+    --hash=sha256:3cc13929ca82aefa4adbf0f2c35419369796213c6fb0eb24e914945f50ef5d8c \
+    --hash=sha256:3db93337ed97e60ffc878aa8b493cd7ae44d3a5e1a37256db3a4491f57565018 \
+    --hash=sha256:4667ef609ab446c1b5e0bfe4f9fb99699ab6d8548433f8d1a684256e0b67217f \
+    --hash=sha256:49fd6ab08da28098ccf37afca24cdba72376ba9c1eedf9dd25ff82ed771961ff \
+    --hash=sha256:4cd478e6e4c56251e48ed079b8efd55b30bc5c09cf695a1bdafaeb582ee735a0 \
+    --hash=sha256:53b08bd075649ce96513ad9abf241a43cb685ed6e9e7790f8dbc2d66e95d8323 \
+    --hash=sha256:771e1e9e71a278e56db01552e0d1acfd1464259f9575b6e72842f893cd299079 \
+    --hash=sha256:a2675e25f313034ae6f57388cf14818f87d8961c4a96795287f3e155f59beb11 \
+    --hash=sha256:b6741d7bf4af97da937528fd1e523c6ab54f53d9a21870fa735d6e67fd88e273 \
+    --hash=sha256:c00ea6428dea17bf616fe93770837634454b28c2de1a876e42ef8036c616079a \
+    --hash=sha256:def4a435ea9d2ee93b18ba579dc8c9cf898889a66f312cd379b5e374ec3e3ad6
+    # via -r .github/requirements/ci-dev-py3.in
+numpy==2.4.6 \
+    --hash=sha256:001fbb8e08d942dd57599e781f2472269ee7f2755fae407b4f67b2f0b17da3f1 \
+    --hash=sha256:0280e0356c0829a18d9de1cb7eee50ec22ca639878d7240307ca0943d73cd2c4 \
+    --hash=sha256:043191bfa8eab18c776647b62723ac9dddece59743b13f49b2016094129c2b3f \
+    --hash=sha256:06ca2f61ec4385a07a6977c55ba998a4466c123642b4a32694d3128fce18c079 \
+    --hash=sha256:0a041d3d761dc3c35cc56ce0351506a02bcbc25f7b169f652435141a17db9096 \
+    --hash=sha256:0ab0a9c4ffb1a6d95ef519fe4247dba8eb6b18ad93999f76b7f657039acabd47 \
+    --hash=sha256:0c9136e14ed34a9e343a31c533d78a9813a69a3148332bce5e9821cb2f996e66 \
+    --hash=sha256:110f8b71aacb688ec69062bb7f6938a0f8acb01b7c1c4beb453c65b6d234584d \
+    --hash=sha256:112b06a867b235ef466ed3508ddf0238050df9c727cafb5301ac385b899189a1 \
+    --hash=sha256:17f9ade344e7d9b464a084d69bcf18fc691cb1db67c62ed80820bf4926d78f0e \
+    --hash=sha256:1e254a00cdf42b1e4d5b3d68d33af63268d41340d8885df2ab6470f2e1500147 \
+    --hash=sha256:1e978ec1e8bd0e0e4de6bb75de9d30cbb74db6b6a2bb727618613703ca0167dd \
+    --hash=sha256:25c692919ac5a01f170a3bfcd62d745b24fd095c353d50812637d6fcab442e75 \
+    --hash=sha256:260a5d70215b61ab4fadf5c7baacd64821842975eea312125ed3c39a6391b063 \
+    --hash=sha256:2803abfebfc990042cd494d8ce2d5f82e9d847af6d35ec486923aa19dbad5e73 \
+    --hash=sha256:29a287e0cf63ff528da061de6b9f64a4618da591ca1046aafc54062e40ca7eab \
+    --hash=sha256:29cb7f67d10b479ff07c17d33e39f78c07f71c40ef30d63c153d340e96cd3fb4 \
+    --hash=sha256:3213d622a0283a39a93d188f3cf72b26862df52fbb4ca3697f51705016523d41 \
+    --hash=sha256:33111801a01c12a8a1e3721f0a9232f8cfc8ae2c6b7098167e6f623c6073f402 \
+    --hash=sha256:357cc07a6d7b0b182ff02249616a03742827ebb1277546b5c7cd7f7620a45698 \
+    --hash=sha256:38efbc8de75c7a0fc1ac190162d892787f3f47b57cc291231aafee36b80982b7 \
+    --hash=sha256:4081eb135ac24158bd51cdfbef16f1c64df7063b1143f24731387137c092bec8 \
+    --hash=sha256:40fdc1ae7125e518ea98e53e69a4ebc27e1fd50510c47b7ea130cf21e5e1d42b \
+    --hash=sha256:4cfe66903cc32a9921a6733d96b19bb6abf310397581bbad89c228f5abaf0ee8 \
+    --hash=sha256:511dbaf848decaaaf4b4ca48032619fb3138710c4bf7da7617765edad1ef96b0 \
+    --hash=sha256:55cced7c52e981362f708ad635198e97a752dfba412cc03c23bbf3bd8d5cd662 \
+    --hash=sha256:56b39e5e0622a09a25bf5baf62f4bcf0cb8a41ae6e2819cf49bbc5a74c083f91 \
+    --hash=sha256:5dbbdb29840ca3d91ee0fece42fc29278886d908280bfec0a5846c6f901a3eb0 \
+    --hash=sha256:5f9fb9157b4ce2971008323afe46053787b526ef624fea915b261468a8421a0f \
+    --hash=sha256:6180d8b35af935aed8ece3a85e0a43f87393ae0ac87c8d2c8bd2c993f7270ef3 \
+    --hash=sha256:68a5124b13fa6cc2086764a20005d30bc0548146f7f5322f02fce212ca14317f \
+    --hash=sha256:68bb27509ac1b9a3443094260f6326150663b06abe40b73a2f81160623da5b67 \
+    --hash=sha256:6f41ae150c4e32db4f3310cdaf64b1593a03dbabe29eec77fc9b50fe64061df6 \
+    --hash=sha256:7265a2f3d436e54ef9f2b52b5c937e6be778781bd97a590319d7348f1c1ca997 \
+    --hash=sha256:72fbe16c6fac95aedf5937fa873445cec2110be35d8a4e9433d7501fd98dae6b \
+    --hash=sha256:7d92c3819208a60205a12a245c91ad70cb0a85336659b19b834205573ac8456e \
+    --hash=sha256:8155154c7c691289fe18f510b5d4657c68c67989f293f0535a91360392ff6538 \
+    --hash=sha256:81a1cca95ed5bb92aa8b10dd2cdc9a0d3853a50fad926c28b5d7e8ea54389627 \
+    --hash=sha256:89cd468399cfd2504718f0ba50e410dca55a170b61a02ad92bb18c8a65186e93 \
+    --hash=sha256:8ad03c0965fb3c692200e74d458ca28c1dbb4ce96f9a479a8aa041ad5fabca02 \
+    --hash=sha256:90f9849678c75fe7afa2d348ac842c168b0a4d3d61919687216dfc547976d853 \
+    --hash=sha256:948424b06129ce883307e8cff868c31396d8dc7630a59c61d70d98dbe70f222c \
+    --hash=sha256:9cd5ffd25db4e7ba6a375693b3fc0fc1791ec636c17db3720da19bde7180ec43 \
+    --hash=sha256:a0df0043bdb289bde1f62da130d20df23d58b45429f752bc7a8fc5325a225ecd \
+    --hash=sha256:a2c306dea656c12c68f51f4cea133cbe78ca7435eb28c735eac1d3ebe73be6e8 \
+    --hash=sha256:a7830bab239b79cda9c08c2da014761cafb48da6150e1da17ac06283f43b6089 \
+    --hash=sha256:a7c711e21628b52034bb5ab8d1bce291f752fcc5e92accc615778acee1ff4778 \
+    --hash=sha256:aaf159caa35993cb1f56fb9b8e4610d35758e7ca005412eb1daa856a78c9c4b1 \
+    --hash=sha256:ae506e6902902557576a26ff33eda8695e7ecb3cb36c3b573a0765dee114ebdb \
+    --hash=sha256:b507f5c4c1d508876d1819b6bf9a49d365b96320b5d4993426b33a23ca4b8261 \
+    --hash=sha256:bf162abab1c1a736333192707cef898e735a5ca00f38f27eeedf44b39d9e85eb \
+    --hash=sha256:c1a2af6c6ef86344a6b0db6b97834208bf598db514f2b155042439b62605601a \
+    --hash=sha256:c2d37ab77531417474168eb79d6d80b14f821a966818505d03013d0833edb7a8 \
+    --hash=sha256:c4fc99836233ea196540b17ab0983aff60ed07941751930f5f4d05bc3b3b7359 \
+    --hash=sha256:d581b735e177fdcdce6fed8e7e8880a3fb6ee4e3653a3ac6af01c6f4c03effc5 \
+    --hash=sha256:d6da64deb6b8ed903e7560180a92f2d804ee1ba5eeb849ac2748b8c1aba1f6d7 \
+    --hash=sha256:d8e8286dd7cea7895157318d1b91cdacac64c479f3cbc8dce548331728484751 \
+    --hash=sha256:ddea102b48f9e339f3948bf22040944184627a30fdf7f858667673b9c5f033c8 \
+    --hash=sha256:dfa20cc6ca228e6b155b11da03825975ce66aea520985dbbddf0f2a5a495c605 \
+    --hash=sha256:e3e5193ef5a3dc73bceee50f7fdc2c90dbb76c42df8d8fae3d1067a583df579e \
+    --hash=sha256:e3eeb0aabd6bd5ce64faae67e9935203a6991b4bc2a485a767fbafb2c5125f45 \
+    --hash=sha256:e5805d5a22fd19c8ccff10a9561f9df94436b0545619ea579db2d3c35294bce2 \
+    --hash=sha256:e85b752a1e912b70eaad4fafbd4d1238007ab221de2009b9a2f5ae7461239895 \
+    --hash=sha256:eaf7fa2de5c0be8ae6ff8e9bea2ccd725e980541244521d8d4b5f3354a27babe \
+    --hash=sha256:ebfb099f8dcf083deef3ac1ca4c1503f387cf76296fcb3816b66f5ecb5f54fdb \
+    --hash=sha256:ece3d2cfe132e7d51f44a832b303895e6f2d499c5e74dfbdb06ee246147a304a \
+    --hash=sha256:ed9749eef4cbd126da3dc1d6bcb3a57f5eb7ac6a6484146bdbf743f552dfc577 \
+    --hash=sha256:ede83e07a75dd06bc501566c1eca2afc0d61677c1472ac9ad93fdee6e638a48d \
+    --hash=sha256:ef4aea96ce4d3b074422cb4f2f64e216bf9e213004bb58ecfdf50ea02ea8eb9a \
+    --hash=sha256:f3a3570c4a2a16746ac2c31a7c7c7b0c186b95ce902e33db6f28094ed7387dda \
+    --hash=sha256:f407cb6b8e9d6d8c626bc73c945db1706035af8fd632295547bf1c9e46d092d6 \
+    --hash=sha256:f74a575920ab21fe304421a3fc28793d82e299cae9eccb37084e9fc7f3617c20
+    # via -r .github/requirements/ci-dev-py3.in
+packaging==26.2 \
+    --hash=sha256:5fc45236b9446107ff2415ce77c807cee2862cb6fac22b8a73826d0693b0980e \
+    --hash=sha256:ff452ff5a3e828ce110190feff1178bb1f2ea2281fa2075aadb987c2fb221661
+    # via pytest
+pluggy==1.6.0 \
+    --hash=sha256:7dcc130b76258d33b90f61b658791dede3486c3e6bfb003ee5c9bfb396dd22f3 \
+    --hash=sha256:e920276dd6813095e9377c0bc5566d94c932c33b27a3e3945d8389c374dd4746
+    # via pytest
+pygments==2.20.0 \
+    --hash=sha256:6757cd03768053ff99f3039c1a36d6c0aa0b263438fcab17520b30a303a82b5f \
+    --hash=sha256:81a9e26dd42fd28a23a2d169d86d7ac03b46e2f8b59ed4698fb4785f946d0176
+    # via pytest
+pytest==9.0.3 \
+    --hash=sha256:2c5efc453d45394fdd706ade797c0a81091eccd1d6e4bccfcd476e2b8e0ab5d9 \
+    --hash=sha256:b86ada508af81d19edeb213c681b1d48246c1a91d304c6c81a427674c17eb91c
+    # via -r .github/requirements/ci-dev-py3.in
+sortedcontainers==2.4.0 \
+    --hash=sha256:25caa5a06cc30b6b83d11423433f65d1f9d76c4c6a0c90e3379eaa43b9bfdb88 \
+    --hash=sha256:a163dcaede0f1c021485e957a39245190e74249897e2ae4b2aa38595db237ee0
+    # via hypothesis

.github/requirements/ci-dev-py39.in

@@ -0,0 +1,8 @@
+# Python 3.9 dev/test tooling for the ci.yml binding test job.
+# numpy is capped <2.1 because that is the last series shipping cp39 wheels
+# (>=2.1 dropped Python 3.9). Locked output: ci-dev-py39.txt
+# Refresh via scripts/update-lockfiles.sh.
+maturin
+pytest
+numpy<2.1
+hypothesis

.github/requirements/ci-dev-py39.txt

@@ -0,0 +1,162 @@
+# This file was autogenerated by uv via the following command:
+#    ./scripts/update-lockfiles.sh
+attrs==26.1.0 \
+    --hash=sha256:c647aa4a12dfbad9333ca4e71fe62ddc36f4e63b2d260a37a8b83d2f043ac309 \
+    --hash=sha256:d03ceb89cb322a8fd706d4fb91940737b6642aa36998fe130a9bc96c985eff32
+    # via hypothesis
+colorama==0.4.6 \
+    --hash=sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44 \
+    --hash=sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6
+    # via pytest
+exceptiongroup==1.3.1 \
+    --hash=sha256:8b412432c6055b0b7d14c310000ae93352ed6754f70fa8f7c34141f91c4e3219 \
+    --hash=sha256:a7a39a3bd276781e98394987d3a5701d0c4edffb633bb7a5144577f82c773598
+    # via
+    #   hypothesis
+    #   pytest
+hypothesis==6.141.1 \
+    --hash=sha256:8ef356e1e18fbeaa8015aab3c805303b7fe4b868e5b506e87ad83c0bf951f46f \
+    --hash=sha256:a5b3c39c16d98b7b4c3c5c8d4262e511e3b2255e6814ced8023af49087ad60b3
+    # via -r .github/requirements/ci-dev-py39.in
+iniconfig==2.1.0 \
+    --hash=sha256:3abbd2e30b36733fee78f9c7f7308f2d0050e88f0087fd25c2645f63c773e1c7 \
+    --hash=sha256:9deba5723312380e77435581c6bf4935c94cbfab9b1ed33ef8d238ea168eb760
+    # via pytest
+maturin==1.13.3 \
+    --hash=sha256:0ef257e692cc756c87af5bea95ddfe7d3ac49d3376a7a87f728d63f06e7b6f8b \
+    --hash=sha256:1cc0a110b224ca90406b668a3e3c1f5a515062e59e26292f6dbaf5fd4909c6f3 \
+    --hash=sha256:2389fe92d017cea9d94e521fa0175314a4c52f79a1057b901fbc9f8686ef7d0b \
+    --hash=sha256:3cc13929ca82aefa4adbf0f2c35419369796213c6fb0eb24e914945f50ef5d8c \
+    --hash=sha256:3db93337ed97e60ffc878aa8b493cd7ae44d3a5e1a37256db3a4491f57565018 \
+    --hash=sha256:4667ef609ab446c1b5e0bfe4f9fb99699ab6d8548433f8d1a684256e0b67217f \
+    --hash=sha256:49fd6ab08da28098ccf37afca24cdba72376ba9c1eedf9dd25ff82ed771961ff \
+    --hash=sha256:4cd478e6e4c56251e48ed079b8efd55b30bc5c09cf695a1bdafaeb582ee735a0 \
+    --hash=sha256:53b08bd075649ce96513ad9abf241a43cb685ed6e9e7790f8dbc2d66e95d8323 \
+    --hash=sha256:771e1e9e71a278e56db01552e0d1acfd1464259f9575b6e72842f893cd299079 \
+    --hash=sha256:a2675e25f313034ae6f57388cf14818f87d8961c4a96795287f3e155f59beb11 \
+    --hash=sha256:b6741d7bf4af97da937528fd1e523c6ab54f53d9a21870fa735d6e67fd88e273 \
+    --hash=sha256:c00ea6428dea17bf616fe93770837634454b28c2de1a876e42ef8036c616079a \
+    --hash=sha256:def4a435ea9d2ee93b18ba579dc8c9cf898889a66f312cd379b5e374ec3e3ad6
+    # via -r .github/requirements/ci-dev-py39.in
+numpy==2.0.2 \
+    --hash=sha256:0123ffdaa88fa4ab64835dcbde75dcdf89c453c922f18dced6e27c90d1d0ec5a \
+    --hash=sha256:11a76c372d1d37437857280aa142086476136a8c0f373b2e648ab2c8f18fb195 \
+    --hash=sha256:13e689d772146140a252c3a28501da66dfecd77490b498b168b501835041f951 \
+    --hash=sha256:1e795a8be3ddbac43274f18588329c72939870a16cae810c2b73461c40718ab1 \
+    --hash=sha256:26df23238872200f63518dd2aa984cfca675d82469535dc7162dc2ee52d9dd5c \
+    --hash=sha256:286cd40ce2b7d652a6f22efdfc6d1edf879440e53e76a75955bc0c826c7e64dc \
+    --hash=sha256:2b2955fa6f11907cf7a70dab0d0755159bca87755e831e47932367fc8f2f2d0b \
+    --hash=sha256:2da5960c3cf0df7eafefd806d4e612c5e19358de82cb3c343631188991566ccd \
+    --hash=sha256:312950fdd060354350ed123c0e25a71327d3711584beaef30cdaa93320c392d4 \
+    --hash=sha256:423e89b23490805d2a5a96fe40ec507407b8ee786d66f7328be214f9679df6dd \
+    --hash=sha256:496f71341824ed9f3d2fd36cf3ac57ae2e0165c143b55c3a035ee219413f3318 \
+    --hash=sha256:49ca4decb342d66018b01932139c0961a8f9ddc7589611158cb3c27cbcf76448 \
+    --hash=sha256:51129a29dbe56f9ca83438b706e2e69a39892b5eda6cedcb6b0c9fdc9b0d3ece \
+    --hash=sha256:5fec9451a7789926bcf7c2b8d187292c9f93ea30284802a0ab3f5be8ab36865d \
+    --hash=sha256:671bec6496f83202ed2d3c8fdc486a8fc86942f2e69ff0e986140339a63bcbe5 \
+    --hash=sha256:7f0a0c6f12e07fa94133c8a67404322845220c06a9e80e85999afe727f7438b8 \
+    --hash=sha256:807ec44583fd708a21d4a11d94aedf2f4f3c3719035c76a2bbe1fe8e217bdc57 \
+    --hash=sha256:883c987dee1880e2a864ab0dc9892292582510604156762362d9326444636e78 \
+    --hash=sha256:8c5713284ce4e282544c68d1c3b2c7161d38c256d2eefc93c1d683cf47683e66 \
+    --hash=sha256:8cafab480740e22f8d833acefed5cc87ce276f4ece12fdaa2e8903db2f82897a \
+    --hash=sha256:8df823f570d9adf0978347d1f926b2a867d5608f434a7cff7f7908c6570dcf5e \
+    --hash=sha256:9059e10581ce4093f735ed23f3b9d283b9d517ff46009ddd485f1747eb22653c \
+    --hash=sha256:905d16e0c60200656500c95b6b8dca5d109e23cb24abc701d41c02d74c6b3afa \
+    --hash=sha256:9189427407d88ff25ecf8f12469d4d39d35bee1db5d39fc5c168c6f088a6956d \
+    --hash=sha256:96a55f64139912d61de9137f11bf39a55ec8faec288c75a54f93dfd39f7eb40c \
+    --hash=sha256:97032a27bd9d8988b9a97a8c4d2c9f2c15a81f61e2f21404d7e8ef00cb5be729 \
+    --hash=sha256:984d96121c9f9616cd33fbd0618b7f08e0cfc9600a7ee1d6fd9b239186d19d97 \
+    --hash=sha256:9a92ae5c14811e390f3767053ff54eaee3bf84576d99a2456391401323f4ec2c \
+    --hash=sha256:9ea91dfb7c3d1c56a0e55657c0afb38cf1eeae4544c208dc465c3c9f3a7c09f9 \
+    --hash=sha256:a15f476a45e6e5a3a79d8a14e62161d27ad897381fecfa4a09ed5322f2085669 \
+    --hash=sha256:a392a68bd329eafac5817e5aefeb39038c48b671afd242710b451e76090e81f4 \
+    --hash=sha256:a3f4ab0caa7f053f6797fcd4e1e25caee367db3112ef2b6ef82d749530768c73 \
+    --hash=sha256:a46288ec55ebbd58947d31d72be2c63cbf839f0a63b49cb755022310792a3385 \
+    --hash=sha256:a61ec659f68ae254e4d237816e33171497e978140353c0c2038d46e63282d0c8 \
+    --hash=sha256:a842d573724391493a97a62ebbb8e731f8a5dcc5d285dfc99141ca15a3302d0c \
+    --hash=sha256:becfae3ddd30736fe1889a37f1f580e245ba79a5855bff5f2a29cb3ccc22dd7b \
+    --hash=sha256:c05e238064fc0610c840d1cf6a13bf63d7e391717d247f1bf0318172e759e692 \
+    --hash=sha256:c1c9307701fec8f3f7a1e6711f9089c06e6284b3afbbcd259f7791282d660a15 \
+    --hash=sha256:c7b0be4ef08607dd04da4092faee0b86607f111d5ae68036f16cc787e250a131 \
+    --hash=sha256:cfd41e13fdc257aa5778496b8caa5e856dc4896d4ccf01841daee1d96465467a \
+    --hash=sha256:d731a1c6116ba289c1e9ee714b08a8ff882944d4ad631fd411106a30f083c326 \
+    --hash=sha256:df55d490dea7934f330006d0f81e8551ba6010a5bf035a249ef61a94f21c500b \
+    --hash=sha256:ec9852fb39354b5a45a80bdab5ac02dd02b15f44b3804e9f00c556bf24b4bded \
+    --hash=sha256:f15975dfec0cf2239224d80e32c3170b1d168335eaedee69da84fbe9f1f9cd04 \
+    --hash=sha256:f26b258c385842546006213344c50655ff1555a9338e2e5e02a0756dc3e803dd
+    # via -r .github/requirements/ci-dev-py39.in
+packaging==26.2 \
+    --hash=sha256:5fc45236b9446107ff2415ce77c807cee2862cb6fac22b8a73826d0693b0980e \
+    --hash=sha256:ff452ff5a3e828ce110190feff1178bb1f2ea2281fa2075aadb987c2fb221661
+    # via pytest
+pluggy==1.6.0 \
+    --hash=sha256:7dcc130b76258d33b90f61b658791dede3486c3e6bfb003ee5c9bfb396dd22f3 \
+    --hash=sha256:e920276dd6813095e9377c0bc5566d94c932c33b27a3e3945d8389c374dd4746
+    # via pytest
+pygments==2.20.0 \
+    --hash=sha256:6757cd03768053ff99f3039c1a36d6c0aa0b263438fcab17520b30a303a82b5f \
+    --hash=sha256:81a9e26dd42fd28a23a2d169d86d7ac03b46e2f8b59ed4698fb4785f946d0176
+    # via pytest
+pytest==8.4.2 \
+    --hash=sha256:86c0d0b93306b961d58d62a4db4879f27fe25513d4b969df351abdddb3c30e01 \
+    --hash=sha256:872f880de3fc3a5bdc88a11b39c9710c3497a547cfa9320bc3c5e62fbf272e79
+    # via -r .github/requirements/ci-dev-py39.in
+sortedcontainers==2.4.0 \
+    --hash=sha256:25caa5a06cc30b6b83d11423433f65d1f9d76c4c6a0c90e3379eaa43b9bfdb88 \
+    --hash=sha256:a163dcaede0f1c021485e957a39245190e74249897e2ae4b2aa38595db237ee0
+    # via hypothesis
+tomli==2.4.1 \
+    --hash=sha256:01f520d4f53ef97964a240a035ec2a869fe1a37dde002b57ebc4417a27ccd853 \
+    --hash=sha256:0d85819802132122da43cb86656f8d1f8c6587d54ae7dcaf30e90533028b49fe \
+    --hash=sha256:136443dbd7e1dee43c68ac2694fde36b2849865fa258d39bf822c10e8068eac5 \
+    --hash=sha256:1d8591993e228b0c930c4bb0db464bdad97b3289fb981255d6c9a41aedc84b2d \
+    --hash=sha256:2190f2e9dd7508d2a90ded5ed369255980a1bcdd58e52f7fe24b8162bf9fedbd \
+    --hash=sha256:2c1c351919aca02858f740c6d33adea0c5deea37f9ecca1cc1ef9e884a619d26 \
+    --hash=sha256:36d2bd2ad5fb9eaddba5226aa02c8ec3fa4f192631e347b3ed28186d43be6b54 \
+    --hash=sha256:3d48a93ee1c9b79c04bb38772ee1b64dcf18ff43085896ea460ca8dec96f35f6 \
+    --hash=sha256:47149d5bd38761ac8be13a84864bf0b7b70bc051806bc3669ab1cbc56216b23c \
+    --hash=sha256:4ab97e64ccda8756376892c53a72bd1f964e519c77236368527f758fbc36a53a \
+    --hash=sha256:4b605484e43cdc43f0954ddae319fb75f04cc10dd80d830540060ee7cd0243cd \
+    --hash=sha256:504aa796fe0569bb43171066009ead363de03675276d2d121ac1a4572397870f \
+    --hash=sha256:51529d40e3ca50046d7606fa99ce3956a617f9b36380da3b7f0dd3dd28e68cb5 \
+    --hash=sha256:52c8ef851d9a240f11a88c003eacb03c31fc1c9c4ec64a99a0f922b93874fda9 \
+    --hash=sha256:559db847dc486944896521f68d8190be1c9e719fced785720d2216fe7022b662 \
+    --hash=sha256:5a881ab208c0baf688221f8cecc5401bd291d67e38a1ac884d6736cbcd8247e9 \
+    --hash=sha256:5cb41aa38891e073ee49d55fbc7839cfdb2bc0e600add13874d048c94aadddd1 \
+    --hash=sha256:5e262d41726bc187e69af7825504c933b6794dc3fbd5945e41a79bb14c31f585 \
+    --hash=sha256:5ee18d9ebdb417e384b58fe414e8d6af9f4e7a0ae761519fb50f721de398dd4e \
+    --hash=sha256:7008df2e7655c495dd12d2a4ad038ff878d4ca4b81fccaf82b714e07eae4402c \
+    --hash=sha256:734e20b57ba95624ecf1841e72b53f6e186355e216e5412de414e3c51e5e3c41 \
+    --hash=sha256:7c7e1a961a0b2f2472c1ac5b69affa0ae1132c39adcb67aba98568702b9cc23f \
+    --hash=sha256:7f86fd587c4ed9dd76f318225e7d9b29cfc5a9d43de44e5754db8d1128487085 \
+    --hash=sha256:7f94b27a62cfad8496c8d2513e1a222dd446f095fca8987fceef261225538a15 \
+    --hash=sha256:88dceee75c2c63af144e456745e10101eb67361050196b0b6af5d717254dddf7 \
+    --hash=sha256:8a650c2dbafa08d42e51ba0b62740dae4ecb9338eefa093aa5c78ceb546fcd5c \
+    --hash=sha256:8d65a2fbf9d2f8352685bc1364177ee3923d6baf5e7f43ea4959d7d8bc326a36 \
+    --hash=sha256:96481a5786729fd470164b47cdb3e0e58062a496f455ee41b4403be77cb5a076 \
+    --hash=sha256:a120733b01c45e9a0c34aeef92bf0cf1d56cfe81ed9d47d562f9ed591a9828ac \
+    --hash=sha256:b1d22e6e9387bf4739fbe23bfa80e93f6b0373a7f1b96c6227c32bef95a4d7a8 \
+    --hash=sha256:b8c198f8c1805dc42708689ed6864951fd2494f924149d3e4bce7710f8eb5232 \
+    --hash=sha256:c2541745709bad0264b7d4705ad453b76ccd191e64aa6f0fc66b69a293a45ece \
+    --hash=sha256:c742f741d58a28940ce01d58f0ab2ea3ced8b12402f162f4d534dfe18ba1cd6a \
+    --hash=sha256:c7f2c7f2b9ca6bdeef8f0fa897f8e05085923eb091721675170254cbc5b02897 \
+    --hash=sha256:d312ef37c91508b0ab2cee7da26ec0b3ed2f03ce12bd87a588d771ae15dcf82d \
+    --hash=sha256:d4d8fe59808a54658fcc0160ecfb1b30f9089906c50b23bcb4c69eddc19ec2b4 \
+    --hash=sha256:da25dc3563bff5965356133435b757a795a17b17d01dbc0f42fb32447ddfd917 \
+    --hash=sha256:eab21f45c7f66c13f2a9e0e1535309cee140182a9cdae1e041d02e47291e8396 \
+    --hash=sha256:eb0dc4e38e6a1fd579e5d50369aa2e10acfc9cace504579b2faabb478e76941a \
+    --hash=sha256:ec9bfaf3ad2df51ace80688143a6a4ebc09a248f6ff781a9945e51937008fcbc \
+    --hash=sha256:ede3e6487c5ef5d28634ba3f31f989030ad6af71edfb0055cbbd14189ff240ba \
+    --hash=sha256:f3c6818a1a86dd6dca7ddcaaf76947d5ba31aecc28cb1b67009a5877c9a64f3f \
+    --hash=sha256:f758f1b9299d059cc3f6546ae2af89670cb1c4d48ea29c3cacc4fe7de3058257 \
+    --hash=sha256:f8f0fc26ec2cc2b965b7a3b87cd19c5c6b8c5e5f436b984e85f486d652285c30 \
+    --hash=sha256:fd0409a3653af6c147209d267a0e4243f0ae46b011aa978b1080359fddc9b6cf \
+    --hash=sha256:ff18e6a727ee0ab0388507b89d1bc6a22b138d1e2fa56d1ad494586d61d2eae9 \
+    --hash=sha256:ff2983983d34813c1aeb0fa89091e76c3a22889ee83ab27c5eeb45100560c049
+    # via
+    #   maturin
+    #   pytest
+typing-extensions==4.15.0 \
+    --hash=sha256:0cea48d173cc12fa28ecabc3b837ea3cf6f38c6d1136f85cbaaf598984861466 \
+    --hash=sha256:f0fa19c6845758ab08074a0cfa8b7aecb71c999ca73d62883bc25cc018c4e548
+    # via exceptiongroup

.github/scripts/sync-metadata.py

@@ -0,0 +1,113 @@
+"""Audit that no file in the repo contains the pre-migration org slug or
+maintainer email. Driven by `repo-metadata.toml` at the repo root.
+
+This is the read-only side of the metadata pipeline. It does not patch any
+files — it just fails CI when drift sneaks in. Pair with a future
+`--write` mode (auto-fix + signed commit on main) once the migration has
+settled.
+"""
+
+from __future__ import annotations
+
+import argparse
+import os
+import subprocess
+import sys
+import tomllib
+from pathlib import Path
+
+REPO_ROOT = Path(__file__).resolve().parents[2]
+METADATA_PATH = REPO_ROOT / "repo-metadata.toml"
+
+
+def load_metadata() -> dict:
+    with METADATA_PATH.open("rb") as f:
+        return tomllib.load(f)
+
+
+def is_allowlisted(rel_path: str, allowlist: list[str]) -> bool:
+    norm = rel_path.replace(os.sep, "/")
+    for entry in allowlist:
+        entry_norm = entry.replace(os.sep, "/")
+        if entry_norm.endswith("/"):
+            if norm.startswith(entry_norm):
+                return True
+        else:
+            if norm == entry_norm:
+                return True
+    return False
+
+
+def tracked_files() -> list[str]:
+    """List git-tracked files relative to the repo root."""
+    out = subprocess.run(
+        ["git", "ls-files"],
+        cwd=REPO_ROOT,
+        check=True,
+        capture_output=True,
+        text=True,
+    )
+    return [line for line in out.stdout.splitlines() if line]
+
+
+def scan(forbidden: list[str], allowlist: list[str]) -> list[tuple[str, int, str, str]]:
+    """Return a list of (rel_path, line_no, needle, line_text) findings.
+
+    Only git-tracked files are scanned, so local-only ghost-ignored files
+    (`.claude/`, drafts) never trigger false positives.
+    """
+    findings: list[tuple[str, int, str, str]] = []
+    for rel_path in tracked_files():
+        if is_allowlisted(rel_path, allowlist):
+            continue
+        abs_path = REPO_ROOT / rel_path
+        if not abs_path.is_file():
+            continue
+        try:
+            lines = abs_path.read_text(encoding="utf-8", errors="replace").splitlines()
+        except (OSError, UnicodeDecodeError):
+            continue
+        for lineno, line in enumerate(lines, start=1):
+            for needle in forbidden:
+                if needle in line:
+                    findings.append((rel_path, lineno, needle, line.strip()))
+    return findings
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--check", action="store_true", help="audit-only (default)")
+    args = parser.parse_args()
+    _ = args  # currently only --check is supported
+
+    meta = load_metadata()
+    audit = meta.get("audit", {})
+    forbidden: list[str] = list(audit.get("forbidden", []))
+    allowlist: list[str] = list(audit.get("allowlist", []))
+
+    if not forbidden:
+        print("repo-metadata.toml [audit].forbidden is empty — nothing to scan.")
+        return 0
+
+    findings = scan(forbidden, allowlist)
+    if findings:
+        print(f"sync-metadata: {len(findings)} forbidden-substring hits:", file=sys.stderr)
+        for rel_path, lineno, needle, text in findings:
+            print(f"  {rel_path}:{lineno}: matched {needle!r}", file=sys.stderr)
+            print(f"      {text}", file=sys.stderr)
+        print(
+            "\nUpdate the offending lines to use the values from repo-metadata.toml,",
+            "or add the path to [audit].allowlist if the reference is intentional",
+            "(e.g. historical CHANGELOG entries).",
+            file=sys.stderr,
+        )
+        return 1
+
+    org = meta["repo"]["org"]
+    email = meta["maintainer"]["email"]
+    print(f"sync-metadata: clean. org={org!r} email={email!r}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

.github/workflows/bench.yml

@@ -22,8 +22,26 @@ on:
         required: false
         default: "10"
 
+# Least-privilege default for the auto-injected GITHUB_TOKEN. The single job
+# only builds and uploads an artifact (upload-artifact uses the artifact
+# storage API, not the contents scope), so it never needs repo write (OpenSSF
+# Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
 env:
   CARGO_TERM_COLOR: always
+  # Network-flake resilience: retry transient registry/DNS failures at the tool
+  # level so a blip fetching crates.io / PyPI inside any build step (cargo,
+  # maturin, pip) retries automatically instead of failing the job. Cargo treats
+  # "couldn't resolve host" / connect / timeout as spurious and retries with
+  # backoff; 10 attempts ride out a transient DNS blip on a runner.
+  CARGO_NET_RETRY: "10"
+  CARGO_NET_GIT_FETCH_WITH_CLI: "true"
+  npm_config_fetch_retries: "5"
+  npm_config_fetch_retry_maxtimeout: "120000"
+  PIP_RETRIES: "5"
+  PIP_DEFAULT_TIMEOUT: "120"
 
 jobs:
   cross-library-bench:
@@ -31,20 +49,45 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
 
       - uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Set up Python
+        id: setup_python
+        continue-on-error: true
         uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
         with:
           python-version: "3.11"
+          cache: pip
+          cache-dependency-path: .github/requirements/bench.txt
+
+      - name: Wait before Python retry
+        if: steps.setup_python.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-python failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Python (retry)
+        if: steps.setup_python.outcome == 'failure'
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          python-version: "3.11"
+          cache: pip
+          cache-dependency-path: .github/requirements/bench.txt
 
       - name: Install Python deps + peer libs
         run: |
           python -m pip install --upgrade pip
-          python -m pip install maturin numpy pandas talipp finta
+          # Hash-locked deps (OpenSSF Scorecard PinnedDependencies). bench.yml
+          # runs on a single Python version (3.11), so one lock file suffices.
+          python -m pip install --require-hashes -r .github/requirements/bench.txt
 
       - name: Build Wickra wheel
         working-directory: bindings/python
@@ -56,10 +99,16 @@ jobs:
 
       - name: Run cross-library benchmark
         working-directory: bindings/python
+        # workflow_dispatch inputs are untrusted; pass them through the
+        # environment and quote them rather than interpolating into the shell
+        # command (OpenSSF Scorecard: Dangerous-Workflow).
+        env:
+          BENCH_SIZE: ${{ github.event.inputs.size || '20000' }}
+          BENCH_ITERATIONS: ${{ github.event.inputs.iterations || '10' }}
         run: |
           python -m benchmarks.compare_libraries \
-            --size ${{ github.event.inputs.size || '20000' }} \
-            --iterations ${{ github.event.inputs.iterations || '10' }} \
+            --size "$BENCH_SIZE" \
+            --iterations "$BENCH_ITERATIONS" \
             --streaming-window 5000 --streaming-iterations 2 \
             | tee benchmark.txt
 

.github/workflows/ci.yml

@@ -6,9 +6,29 @@ on:
   pull_request:
     branches: [main]
 
+# Least-privilege default for the auto-injected GITHUB_TOKEN. None of the CI
+# jobs write back to the repo — coverage uploads via CODECOV_TOKEN, everything
+# else is build/test/lint — so a read-only token is sufficient (OpenSSF
+# Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
 env:
   CARGO_TERM_COLOR: always
   RUSTFLAGS: "-D warnings"
+  # Network-flake resilience: retry transient registry/DNS failures at the tool
+  # level so a blip fetching crates.io / npm / PyPI inside any build step (cargo,
+  # napi, maturin, wasm-pack, npm ci, pip) retries automatically instead of
+  # failing the job and needing a manual re-run. Cargo treats "couldn't resolve
+  # host" / connect / timeout as spurious and retries with backoff; 10 attempts
+  # ride out a transient DNS blip on a runner. Complements the setup-action /
+  # cache retries (which only covered toolchain download + cache restore).
+  CARGO_NET_RETRY: "10"
+  CARGO_NET_GIT_FETCH_WITH_CLI: "true"
+  npm_config_fetch_retries: "5"
+  npm_config_fetch_retry_maxtimeout: "120000"
+  PIP_RETRIES: "5"
+  PIP_DEFAULT_TIMEOUT: "120"
 
 jobs:
   rust:
@@ -20,6 +40,8 @@ jobs:
         os: [ubuntu-latest, macos-latest, windows-latest]
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -28,6 +50,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Format check
         run: cargo fmt --all -- --check
@@ -55,6 +79,162 @@ jobs:
         # streaming.
         run: cargo build -p wickra-examples --bins
 
+  # Syntax/parse smoke for the non-Rust examples. The Rust examples are built
+  # in the `rust` job above (`cargo build -p wickra-examples --bins`); the Node,
+  # browser-WASM and Python examples otherwise have no build gate, so a broken
+  # edit could land unnoticed. This is a parse-only smoke — actually running the
+  # examples needs the built native binding / wasm module / wheel, which the
+  # binding jobs provide separately.
+  examples-smoke:
+    name: Examples (syntax smoke)
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Set up Node
+        id: setup_node
+        continue-on-error: true
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+
+      - name: Set up Python
+        id: setup_python
+        continue-on-error: true
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          python-version: "3.12"
+
+      - name: Wait before Python retry
+        if: steps.setup_python.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-python failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Python (retry)
+        if: steps.setup_python.outcome == 'failure'
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          python-version: "3.12"
+
+      - name: Node examples — syntax check
+        run: |
+          shopt -s nullglob
+          count=0
+          for f in examples/node/*.js examples/wasm/*.js; do
+            echo "node --check $f"
+            node --check "$f"
+            count=$((count + 1))
+          done
+          echo "checked $count Node/WASM .js files"
+
+      - name: WASM demo module scripts — syntax check
+        # The .html demos embed an ES module; extract it and parse-check so a
+        # broken edit to the in-page strategy logic fails CI.
+        run: |
+          shopt -s nullglob
+          count=0
+          for f in examples/wasm/*.html; do
+            node -e 'const fs=require("fs");const h=fs.readFileSync(process.argv[1],"utf8");const m=h.match(/<script type="module">([\s\S]*?)<\/script>/);if(!m){console.error("no <script type=module> in "+process.argv[1]);process.exit(1);}fs.writeFileSync("module-check.mjs",m[1]);' "$f"
+            echo "node --check (module of) $f"
+            node --check module-check.mjs
+            count=$((count + 1))
+          done
+          rm -f module-check.mjs
+          echo "checked $count WASM .html module scripts"
+
+      - name: Python examples — byte-compile
+        run: |
+          shopt -s nullglob
+          count=0
+          for f in examples/python/*.py; do
+            echo "py_compile $f"
+            python -m py_compile "$f"
+            count=$((count + 1))
+          done
+          echo "compiled $count Python files"
+
+  # Clippy for the Python and Node bindings. These are kept out of the main
+  # `rust` job because PyO3 / napi build scripts need a Python interpreter and
+  # a Node toolchain on PATH, which the 3-OS matrix job does not provision.
+  # Ubuntu-only is sufficient: the lints are platform-independent.
+  clippy-bindings:
+    name: Clippy bindings
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Install Rust toolchain
+        uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
+        with:
+          components: clippy
+
+      - name: Set up Python
+        id: setup_python
+        continue-on-error: true
+        uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
+        with:
+          python-version: "3.12"
+
+      - name: Wait before Python retry
+        if: steps.setup_python.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-python failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Python (retry)
+        if: steps.setup_python.outcome == 'failure'
+        uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
+        with:
+          python-version: "3.12"
+
+      - name: Set up Node
+        id: setup_node
+        continue-on-error: true
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+
+      - name: Cache cargo
+        uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
+
+      - name: Clippy (bindings, all targets)
+        run: cargo clippy -p wickra-node -p wickra-python --all-targets -- -D warnings
+
   # Verify the crates still build and test on their declared minimum supported
   # Rust version. The workspace pins rust-version = "1.86" — that floor is
   # set by criterion 0.8.2 (the bench dev-dep), which itself rolled past the
@@ -79,6 +259,8 @@ jobs:
             packages: "-p wickra-node"
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust ${{ matrix.toolchain }}
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -87,6 +269,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Build on MSRV
         run: cargo build ${{ matrix.packages }} --verbose
@@ -100,6 +284,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -108,9 +294,12 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Install cargo-llvm-cov
-        uses: taiki-e/install-action@6c1f7cf125e42770ff087ea443901b487cc5471a # v2.79.5
+        uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
+        timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
         with:
           tool: cargo-llvm-cov
 
@@ -136,9 +325,11 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: cargo-deny
-        uses: EmbarkStudios/cargo-deny-action@a531616d8ce3b9177443e48a1159bc945a099823 # v2.0.19
+        uses: EmbarkStudios/cargo-deny-action@bb137d7af7e4fb67e5f82a49c4fce4fad40782fe # v2.0.20
         with:
           command: check
 
@@ -152,6 +343,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install nightly Rust
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -160,6 +353,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
         with:
           workspaces: fuzz
 
@@ -171,7 +366,8 @@ jobs:
         # attributes the modern nightly compiler rejects, so the install
         # never gets off the ground. The prebuilt binary avoids the entire
         # transitive-dep compile.
-        uses: taiki-e/install-action@6c1f7cf125e42770ff087ea443901b487cc5471a # v2.79.5
+        uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
+        timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
         with:
           tool: cargo-fuzz
 
@@ -205,22 +401,58 @@ jobs:
         python-version: ["3.9", "3.11", "3.12", "3.13"]
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
+      # setup-python downloads the interpreter from the Actions tool cache /
+      # nodejs CDN and occasionally hangs or 5xx's on the Windows runners.
+      # Run it with continue-on-error, then retry once after a backoff so a
+      # single CDN flake does not fail the whole job (see also: GitHub
+      # Actions runner-images#7061).
       - name: Set up Python
+        id: setup_python
+        continue-on-error: true
         uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
         with:
           python-version: ${{ matrix.python-version }}
+          cache: pip
+          cache-dependency-path: .github/requirements/ci-dev-*.txt
+
+      - name: Wait before Python retry
+        if: steps.setup_python.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-python failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Python (retry)
+        if: steps.setup_python.outcome == 'failure'
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: pip
+          cache-dependency-path: .github/requirements/ci-dev-*.txt
 
       - name: Install Python dev dependencies
+        shell: bash
         run: |
           python -m pip install --upgrade pip
-          python -m pip install maturin pytest numpy hypothesis
+          # Hash-locked dev tooling (OpenSSF Scorecard PinnedDependencies).
+          # Split by Python version: numpy ships no single release with wheels
+          # for both cp39 and cp313 (<=2.0.2 has cp39 only, >=2.1 drops cp39).
+          if [ "${{ matrix.python-version }}" = "3.9" ]; then
+            python -m pip install --require-hashes -r .github/requirements/ci-dev-py39.txt
+          else
+            python -m pip install --require-hashes -r .github/requirements/ci-dev-py3.txt
+          fi
 
       - name: Build wheel
         working-directory: bindings/python
@@ -229,7 +461,12 @@ jobs:
       - name: Install wheel
         shell: bash
         working-directory: bindings/python
-        run: python -m pip install --find-links dist --force-reinstall wickra
+        # --no-index forces pip to ignore PyPI; --no-deps skips re-resolving
+        # numpy (already installed in the previous step). Without --no-index
+        # pip prefers the PyPI 0.2.x wheel over our freshly built one when
+        # platform tags overlap (e.g. macOS arm64), so tests would run
+        # against the released package and miss any new symbols the PR adds.
+        run: python -m pip install --no-index --find-links dist --force-reinstall --no-deps wickra
 
       - name: Run Python tests
         working-directory: bindings/python
@@ -240,6 +477,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain (with wasm target)
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -248,9 +487,21 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Install wasm-pack
-        uses: jetli/wasm-pack-action@0d096b08b4e5a7de8c28de67e11e945404e9eefa # v0.4.0
+        # jetli/wasm-pack-action@v0.4.0 with no `version:` input installs an
+        # old wasm-pack (~0.10.x) whose `build` subcommand does not yet accept
+        # `--features`, so `wasm-pack build … --features panic-hook` fails
+        # with "Found argument '--features' which wasn't expected". Use the
+        # same taiki-e prebuilt-binary installer we already use for
+        # cargo-llvm-cov and cargo-fuzz; it tracks the latest wasm-pack
+        # release, which has `--features` as a top-level flag (since 0.12).
+        uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
+        timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
+        with:
+          tool: wasm-pack
 
       - name: Build WASM package
         run: wasm-pack build bindings/wasm --target web --release --features panic-hook
@@ -274,21 +525,48 @@ jobs:
         node-version: ["18", "20"]
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
+      # setup-node downloads Node from nodejs.org and we've seen it fail on
+      # Windows runners with "Attempting to download 18..." followed by a
+      # silent hang or curl error. Retry once after a backoff so a single
+      # CDN flake does not fail the whole job.
       - name: Set up Node
+        id: setup_node
+        continue-on-error: true
         uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
         with:
           node-version: ${{ matrix.node-version }}
+          cache: npm
+          cache-dependency-path: bindings/node/package-lock.json
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: ${{ matrix.node-version }}
+          cache: npm
+          cache-dependency-path: bindings/node/package-lock.json
 
       - name: Install Node dependencies
         working-directory: bindings/node
-        run: npm install
+        run: npm ci
 
       - name: Build native module
         working-directory: bindings/node

.github/workflows/codeql.yml

@@ -0,0 +1,56 @@
+name: CodeQL
+
+# Static analysis security testing (findings P13.x). Analyses the Rust core and
+# the Python / JavaScript binding surfaces with GitHub's CodeQL engine. Results
+# appear under Security → Code scanning. `build-mode: none` analyses source
+# directly — no compilation step — for every language here.
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+  schedule:
+    - cron: '31 3 * * 0' # Sundays 03:31 UTC
+
+# Least-privilege default for the auto-injected GITHUB_TOKEN. The analyze job
+# raises exactly the scopes CodeQL needs (security-events: write to upload
+# results) in its own job-level block below; this top-level read-only default
+# covers any future job (OpenSSF Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
+jobs:
+  analyze:
+    name: Analyze (${{ matrix.language }})
+    runs-on: ubuntu-latest
+    permissions:
+      security-events: write # upload CodeQL results to code-scanning
+      packages: read
+      actions: read
+      contents: read
+    strategy:
+      fail-fast: false
+      matrix:
+        include:
+          - language: rust
+            build-mode: none
+          - language: python
+            build-mode: none
+          - language: javascript-typescript
+            build-mode: none
+    steps:
+      - name: Checkout
+        uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Initialize CodeQL
+        uses: github/codeql-action/init@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
+        with:
+          languages: ${{ matrix.language }}
+          build-mode: ${{ matrix.build-mode }}
+
+      - name: Perform CodeQL analysis
+        uses: github/codeql-action/analyze@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
+        with:
+          category: "/language:${{ matrix.language }}"

.github/workflows/release.yml

@@ -5,8 +5,30 @@ on:
     tags: ["v*"]
   workflow_dispatch:
 
+# Least-privilege default for the auto-injected GITHUB_TOKEN. The publish jobs
+# (cargo/python/node) push to external registries via their own secrets
+# (CARGO_REGISTRY_TOKEN / PYPI_API_TOKEN / NPM_TOKEN), not the GITHUB_TOKEN, so
+# they need no repo write. The jobs that genuinely write through the
+# GITHUB_TOKEN — github-release (contents: write), node-/wasm-publish and
+# attestations (id-token / attestations: write) — declare those rights in their
+# own job-level permissions blocks, which override this default (OpenSSF
+# Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
 env:
   CARGO_TERM_COLOR: always
+  # Network-flake resilience: retry transient registry/DNS failures at the tool
+  # level so a blip fetching crates.io / npm inside any build or publish step
+  # (cargo, napi, maturin, wasm-pack, npm) retries automatically instead of
+  # failing the job. Cargo treats "couldn't resolve host" / connect / timeout as
+  # spurious and retries with backoff; 10 attempts ride out a transient DNS blip.
+  CARGO_NET_RETRY: "10"
+  CARGO_NET_GIT_FETCH_WITH_CLI: "true"
+  npm_config_fetch_retries: "5"
+  npm_config_fetch_retry_maxtimeout: "120000"
+  PIP_RETRIES: "5"
+  PIP_DEFAULT_TIMEOUT: "120"
 
 jobs:
   # --------------------------------------------------------------------------
@@ -24,8 +46,12 @@ jobs:
     environment: release
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
       - uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
       - uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       # Idempotent publishing: if the version is already on crates.io we
       # treat that as success so re-runs of the workflow don't fail.
@@ -79,6 +105,35 @@ jobs:
           name: crate-files
           path: target/package/*.crate
 
+      # CycloneDX SBOM per published crate. Attached to the GitHub Release
+      # alongside the .crate / .whl / .tgz artefacts so downstream
+      # consumers can audit the published dependency tree without
+      # re-resolving Cargo.lock.
+      - name: Install cargo-cyclonedx
+        uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
+        timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
+        with:
+          tool: cargo-cyclonedx
+
+      - name: Generate CycloneDX SBOMs
+        run: |
+          # cargo-cyclonedx walks the whole workspace in a single pass and
+          # writes a <package>.cdx.json next to each member's Cargo.toml; it
+          # has no -p/--package selector. Collect the three crates.io crates
+          # (the .crate files published by this job) into the upload dir.
+          cargo cyclonedx --format json --top-level
+          mkdir -p sboms
+          cp crates/wickra-core/wickra-core.cdx.json sboms/
+          cp crates/wickra-data/wickra-data.cdx.json sboms/
+          cp crates/wickra/wickra.cdx.json sboms/
+          ls -lh sboms/
+
+      - name: Upload SBOMs
+        uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
+        with:
+          name: sboms
+          path: sboms/*.cdx.json
+
   # --------------------------------------------------------------------------
   # PyPI: cross-platform wheels + sdist
   # --------------------------------------------------------------------------
@@ -103,9 +158,28 @@ jobs:
     runs-on: ${{ matrix.os }}
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
-      - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          persist-credentials: false
+      - name: Set up Python
+        id: setup_python
+        continue-on-error: true
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
         with:
           python-version: "3.11"
+      - name: Wait before Python retry
+        if: steps.setup_python.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-python failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+      - name: Set up Python (retry)
+        if: steps.setup_python.outcome == 'failure'
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
+        with:
+          python-version: "3.11"
+      - name: Sync root README into bindings/python so it ships with the wheel
+        shell: bash
+        run: cp README.md bindings/python/README.md
       - uses: PyO3/maturin-action@e83996d129638aa358a18fbd1dfb82f0b0fb5d3b # v1.51.0
         with:
           working-directory: bindings/python
@@ -124,6 +198,10 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+      - name: Sync root README into bindings/python so it ships in the sdist
+        run: cp README.md bindings/python/README.md
       - uses: PyO3/maturin-action@e83996d129638aa358a18fbd1dfb82f0b0fb5d3b # v1.51.0
         with:
           working-directory: bindings/python
@@ -168,20 +246,30 @@ jobs:
           - { host: macos-latest, target: x86_64-apple-darwin }
           - { host: macos-latest, target: aarch64-apple-darwin }
           - { host: windows-latest, target: x86_64-pc-windows-msvc }
-          # NOTE: aarch64-pc-windows-msvc is temporarily skipped for 0.2.1.
-          # The wickra-win32-arm64-msvc npm subpackage name is blocked by the
-          # npm spam-detection filter for new accounts (same situation that
-          # affected wickra-win32-x64-msvc through 0.1.4 until npm Support
-          # unblocked it). A support ticket is open; once the new arm64 name
-          # is unblocked this matrix entry will be restored alongside the
-          # corresponding optionalDependencies / napi.triples / npm/<target>
-          # entries in a follow-up release.
-          # - { host: windows-11-arm, target: aarch64-pc-windows-msvc }
+          - { host: windows-11-arm, target: aarch64-pc-windows-msvc }
     runs-on: ${{ matrix.host }}
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
-      - uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+      - name: Set up Node
+        id: setup_node
+        continue-on-error: true
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
         with:
           node-version: "20"
 
@@ -190,10 +278,12 @@ jobs:
           targets: ${{ matrix.target }}
 
       - uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Install Node deps
         working-directory: bindings/node
-        run: npm install
+        run: npm ci
 
       - name: Build native module
         working-directory: bindings/node
@@ -211,17 +301,44 @@ jobs:
     needs: node-build
     runs-on: ubuntu-latest
     environment: release
+    # `id-token: write` lets npm publish embed a Sigstore provenance
+    # attestation generated from the GitHub Actions OIDC token. The npm
+    # registry then shows a "Verified provenance" badge and lets
+    # consumers verify the package was built from this exact workflow
+    # run.
+    permissions:
+      contents: read
+      id-token: write
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
-      - uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+      - name: Set up Node
+        id: setup_node
+        continue-on-error: true
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+          registry-url: "https://registry.npmjs.org"
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
         with:
           node-version: "20"
           registry-url: "https://registry.npmjs.org"
 
       - name: Install Node deps
         working-directory: bindings/node
-        run: npm install
+        run: npm ci
 
       - name: Download all platform binaries
         uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
@@ -269,13 +386,13 @@ jobs:
             # scripts during publish (npm runs prepublishOnly/prepare/etc. from
             # the package being published — a malicious or stray script would
             # execute with the npm token in the environment).
-            (cd "$dir" && npm publish --access public --ignore-scripts)
+            (cd "$dir" && npm publish --access public --ignore-scripts --provenance)
             local rc=$?
             echo "::endgroup::"
             if [ "$rc" -ne 0 ]; then
               echo "::warning::first attempt of $pkgname failed (rc=$rc); retrying after 30s"
               sleep 30
-              (cd "$dir" && npm publish --access public --ignore-scripts)
+              (cd "$dir" && npm publish --access public --ignore-scripts --provenance)
               rc=$?
             fi
             if [ "$rc" -ne 0 ]; then
@@ -289,6 +406,14 @@ jobs:
           done
           exit $fail
 
+      - name: Sync root README into bindings/node so it ships with the npm tarball
+        # npm reads README.md from the package directory at publish time. Copy
+        # the canonical root README in just before the publish so every
+        # registry shows the same project page.
+        shell: bash
+        run: cp ../../README.md README.md
+        working-directory: bindings/node
+
       - name: Publish main package to npm (idempotent)
         working-directory: bindings/node
         env:
@@ -308,12 +433,12 @@ jobs:
           # --ignore-scripts so any leftover prepublish hooks (which would
           # otherwise try to republish the already-published platform
           # subpackages) can't sabotage the main publish.
-          npm publish --access public --ignore-scripts
+          npm publish --access public --ignore-scripts --provenance
           rc=$?
           if [ "$rc" -ne 0 ]; then
             echo "::warning::first attempt failed (rc=$rc); retrying after 30s"
             sleep 30
-            npm publish --access public --ignore-scripts
+            npm publish --access public --ignore-scripts --provenance
             rc=$?
           fi
           exit $rc
@@ -341,14 +466,41 @@ jobs:
   # --------------------------------------------------------------------------
   # WASM: wasm-pack build + npm publish (as `wickra-wasm`)
   # --------------------------------------------------------------------------
+  # Note: this job's npm publish call uses `--provenance` (see below),
+  # which requires the `id-token: write` permission set at the job level.
   wasm-publish:
     name: Publish wickra-wasm to npm
     runs-on: ubuntu-latest
     environment: release
+    # `id-token: write` lets npm publish embed a Sigstore provenance
+    # attestation generated from the GitHub Actions OIDC token (same
+    # mechanism as the node-publish job above).
+    permissions:
+      contents: read
+      id-token: write
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
-      - uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+      - name: Set up Node
+        id: setup_node
+        continue-on-error: true
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
+        with:
+          node-version: "20"
+          registry-url: "https://registry.npmjs.org"
+
+      - name: Wait before Node retry
+        if: steps.setup_node.outcome == 'failure'
+        shell: bash
+        run: |
+          echo "::warning::setup-node failed (likely CDN flake), waiting 30s before retry..."
+          sleep 30
+
+      - name: Set up Node (retry)
+        if: steps.setup_node.outcome == 'failure'
+        uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
         with:
           node-version: "20"
           registry-url: "https://registry.npmjs.org"
@@ -357,7 +509,19 @@ jobs:
         with:
           targets: wasm32-unknown-unknown
 
-      - uses: jetli/wasm-pack-action@0d096b08b4e5a7de8c28de67e11e945404e9eefa # v0.4.0
+      - name: Install wasm-pack (latest, via prebuilt binary)
+        # See the matching note in ci.yml: jetli's default installs an old
+        # 0.10.x wasm-pack whose build subcommand rejects --features.
+        uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
+        timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
+        with:
+          tool: wasm-pack
+
+      - name: Sync root README into bindings/wasm so wasm-pack ships it in pkg/
+        # wasm-pack copies the crate's README.md into the generated pkg/
+        # directory it then publishes. Refresh it from the canonical root
+        # README right before the build.
+        run: cp README.md bindings/wasm/README.md
 
       - name: Build WASM package (bundler target)
         run: wasm-pack build bindings/wasm --target bundler --release --features panic-hook
@@ -368,11 +532,11 @@ jobs:
           node -e "
             const fs = require('fs');
             const pkg = JSON.parse(fs.readFileSync('package.json'));
-            pkg.author = 'kingchenc <kingchencp@gmail.com>';
-            pkg.repository = { type: 'git', url: 'https://github.com/kingchenc/wickra' };
-            pkg.homepage = 'https://github.com/kingchenc/wickra';
-            pkg.bugs = { url: 'https://github.com/kingchenc/wickra/issues' };
-            pkg.license = 'PolyForm-Noncommercial-1.0.0';
+            pkg.author = 'kingchenc <support@wickra.org>';
+            pkg.repository = { type: 'git', url: 'https://github.com/wickra-lib/wickra' };
+            pkg.homepage = 'https://github.com/wickra-lib/wickra';
+            pkg.bugs = { url: 'https://github.com/wickra-lib/wickra/issues' };
+            pkg.license = 'MIT OR Apache-2.0';
             fs.writeFileSync('package.json', JSON.stringify(pkg, null, 2));
           "
 
@@ -389,7 +553,7 @@ jobs:
       - name: Publish wickra-wasm to npm (idempotent)
         working-directory: bindings/wasm/pkg
         run: |
-          out=$(npm publish --access public 2>&1) && echo "$out" \
+          out=$(npm publish --access public --provenance 2>&1) && echo "$out" \
             || (echo "$out" | grep -q "You cannot publish over" && echo "skip: version already on npm" \
                 || (echo "$out"; exit 1))
         env:
@@ -397,23 +561,43 @@ jobs:
 
   # --------------------------------------------------------------------------
   # GitHub Release: attach every built artefact to the tag's release page.
+  #
+  # The release is created as a DRAFT here and only flipped to published by the
+  # downstream publish-release job, after the provenance bundle is attached. That
+  # ordering (draft -> attach everything -> publish) makes the pipeline compatible
+  # with GitHub release immutability, which locks assets at publish time (P24):
+  # the old "publish, then upload provenance" order would have the provenance
+  # upload rejected once immutability is enabled.
   # --------------------------------------------------------------------------
   github-release:
-    name: Attach assets to the GitHub Release
+    name: Attach assets to the draft GitHub Release
     needs: [cargo-publish, python-publish, node-publish, wasm-publish]
     runs-on: ubuntu-latest
     permissions:
       contents: write
+    # Expose the resolved tag so the attestations job can attach the provenance
+    # bundle to this same release without re-resolving it.
+    outputs:
+      tag: ${{ steps.tag.outputs.tag }}
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
         with:
+          persist-credentials: false
           fetch-depth: 0
 
       - name: Resolve target tag
         id: tag
+        # Pass the (potentially attacker-influenceable on a tag push) ref context
+        # through the environment instead of interpolating it into the shell
+        # script, so a crafted tag name cannot inject commands (zizmor:
+        # template-injection).
+        env:
+          EVENT_NAME: ${{ github.event_name }}
+          REF: ${{ github.ref }}
+          REF_NAME: ${{ github.ref_name }}
         run: |
-          if [ "${{ github.event_name }}" = "push" ] && [[ "${{ github.ref }}" == refs/tags/* ]]; then
-            tag="${{ github.ref_name }}"
+          if [ "$EVENT_NAME" = "push" ] && [[ "$REF" == refs/tags/* ]]; then
+            tag="$REF_NAME"
           else
             # workflow_dispatch / non-tag push: attach to the latest v* tag.
             tag=$(git tag --list 'v*' --sort=-v:refname | head -n1)
@@ -443,10 +627,12 @@ jobs:
           find artifacts -type f -name "wickra-*.tgz" -exec cp {} release-assets/ \;
           # Cargo .crate files (one per workspace member).
           find artifacts -type f -name "*.crate" -exec cp {} release-assets/ \;
+          # CycloneDX SBOMs (one per published crate).
+          find artifacts -type f -name "*.cdx.json" -exec cp {} release-assets/ \;
           ls -lh release-assets/
           echo "asset-count=$(ls release-assets/ | wc -l)"
 
-      - name: Create / update GitHub Release with assets
+      - name: Create / update the draft GitHub Release with assets
         uses: softprops/action-gh-release@b4309332981a82ec1c5618f44dd2e27cc8bfbfda # v3.0.0
         with:
           tag_name: ${{ steps.tag.outputs.tag }}
@@ -454,6 +640,9 @@ jobs:
           files: release-assets/*
           generate_release_notes: true
           fail_on_unmatched_files: false
+          # Created as a draft; publish-release flips it to published + latest once
+          # the provenance bundle is attached (P24, immutability-ready).
+          draft: true
           body: |
             Wickra ${{ github.ref_name }} — streaming-first technical indicators across 4 language registries.
 
@@ -479,4 +668,110 @@ jobs:
 
             ### Auto-generated changelog
 
-            See below; GitHub computes it from the commits since the previous tag.
+            See below; GitHub computes it from the commits since the previous tag.
+
+  # --------------------------------------------------------------------------
+  # Build provenance attestations (findings P13.2)
+  # --------------------------------------------------------------------------
+  attestations:
+    name: Attest build provenance
+    needs: [cargo-publish, python-wheels, python-sdist, github-release]
+    runs-on: ubuntu-latest
+    # Signed SLSA build-provenance attestations for the published crates and
+    # Python wheels/sdist. npm tarballs already carry inline Sigstore provenance
+    # from `npm publish --provenance`, so they are covered there.
+    #
+    # The job stays isolated from the *publishes*: cargo/PyPI/npm all run upstream
+    # of github-release, so a Sigstore hiccup here can never block or corrupt a
+    # publish (the isolation the SBOM step lacked before #79). It additionally
+    # `needs: github-release` so the (still-draft) GitHub Release already exists
+    # when it attaches the provenance bundle as a release asset (P21.1e) — OpenSSF
+    # Scorecard's Signed-Releases check scans release *assets* (*.intoto.jsonl),
+    # not GitHub's separate attestations store, so the bundle has to live on the
+    # release. The release is published afterwards by the publish-release job
+    # whether or not this attestation succeeds (P24), so a failure here still only
+    # costs the provenance asset, never the release.
+    permissions:
+      id-token: write # OIDC for keyless Sigstore signing
+      attestations: write # write the attestations to this repo
+      contents: write # upload the provenance bundle as a release asset
+    steps:
+      - name: Download crate files
+        uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
+        with:
+          name: crate-files
+          path: artifacts/crates
+      - name: Download wheels + sdist
+        uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
+        with:
+          pattern: wheels-*
+          path: artifacts/python
+          merge-multiple: true
+      - name: Attest build provenance
+        id: attest
+        uses: actions/attest-build-provenance@a2bbfa25375fe432b6a289bc6b6cd05ecd0c4c32 # v4.1.0
+        with:
+          subject-path: |
+            artifacts/crates/*.crate
+            artifacts/python/*.whl
+            artifacts/python/*.tar.gz
+
+      # Attach the Sigstore provenance bundle to the GitHub Release as a
+      # `*.intoto.jsonl` asset so OpenSSF Scorecard's Signed-Releases check finds
+      # signed provenance on the release itself (P21.1e). attest-build-provenance
+      # writes a single JSONL bundle covering every subject above; copy it to a
+      # `.intoto.jsonl`-suffixed name and upload with --clobber so re-runs are
+      # idempotent. github.token has contents: write here, which is all gh needs.
+      - name: Attach provenance bundle to the GitHub Release
+        env:
+          GH_TOKEN: ${{ github.token }}
+          TAG: ${{ needs.github-release.outputs.tag }}
+          BUNDLE: ${{ steps.attest.outputs.bundle-path }}
+        run: |
+          if [ -z "$TAG" ]; then
+            echo "::error::no tag resolved from github-release; cannot attach provenance."
+            exit 1
+          fi
+          if [ -z "$BUNDLE" ] || [ ! -f "$BUNDLE" ]; then
+            echo "::error::attestation bundle not found at '$BUNDLE'."
+            exit 1
+          fi
+          dest="wickra-${TAG}.provenance.intoto.jsonl"
+          cp "$BUNDLE" "$dest"
+          echo "Uploading $dest to release $TAG"
+          gh release upload "$TAG" "$dest" --clobber --repo "${{ github.repository }}"
+
+  # --------------------------------------------------------------------------
+  # Publish the drafted release LAST (P24 — immutability-ready).
+  #
+  # github-release creates the release as a draft and attestations attaches the
+  # provenance bundle to it; only now, with every asset in place, is it flipped to
+  # published + latest. With GitHub release immutability enabled, assets lock at
+  # this publish step — so the provenance bundle and every build artefact are
+  # already present and never need a (rejected) post-publish upload.
+  #
+  # `if: always() && needs.github-release.result == 'success'` preserves the old
+  # robustness: the release is published whenever the draft was created, even if
+  # the attestations job hit a Sigstore hiccup — that only costs the provenance
+  # asset, exactly as before. If github-release was skipped (a publish job failed)
+  # there is no draft, so this is skipped too and no release is published.
+  # --------------------------------------------------------------------------
+  publish-release:
+    name: Publish the GitHub Release
+    needs: [github-release, attestations]
+    if: always() && needs.github-release.result == 'success'
+    runs-on: ubuntu-latest
+    permissions:
+      contents: write # flip the draft release to published
+    steps:
+      - name: Flip the draft release to published (latest)
+        env:
+          GH_TOKEN: ${{ github.token }}
+          TAG: ${{ needs.github-release.outputs.tag }}
+        run: |
+          if [ -z "$TAG" ]; then
+            echo "::error::no tag resolved from github-release; cannot publish."
+            exit 1
+          fi
+          echo "::notice::publishing release $TAG (draft -> published, latest)"
+          gh release edit "$TAG" --draft=false --latest=true --repo "${{ github.repository }}"

.github/workflows/scorecard.yml

@@ -0,0 +1,56 @@
+name: OpenSSF Scorecard
+
+# Supply-chain / security-posture analysis (findings P13.1). Runs on a weekly
+# schedule, on branch-protection changes, and on push to main. `publish_results`
+# uploads the score to the public OpenSSF API so the README badge resolves, and
+# the SARIF is surfaced under the repo's Security → Code scanning tab.
+on:
+  branch_protection_rule:
+  schedule:
+    - cron: '27 7 * * 2' # Tuesdays 07:27 UTC
+  push:
+    branches: [main]
+  workflow_dispatch:
+
+# Read-only by default; the analysis job widens to exactly what it needs.
+permissions: read-all
+
+jobs:
+  analysis:
+    name: Scorecard analysis
+    runs-on: ubuntu-latest
+    permissions:
+      security-events: write # upload the SARIF result to code-scanning
+      id-token: write # OIDC token to publish results to the OpenSSF API
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Run Scorecard analysis
+        uses: ossf/scorecard-action@4eaacf0543bb3f2c246792bd56e8cdeffafb205a # v2.4.3
+        with:
+          results_file: results.sarif
+          results_format: sarif
+          # The default GITHUB_TOKEN cannot read classic branch-protection
+          # rules, so the Branch-Protection check fails with an internal error
+          # and scores -1. A read-only fine-grained PAT (Administration: read,
+          # Contents: read, Metadata: read) supplied as SCORECARD_TOKEN lets the
+          # check read the protection settings. See
+          # https://github.com/ossf/scorecard-action/blob/main/docs/authentication/fine-grained-auth-token.md
+          repo_token: ${{ secrets.SCORECARD_TOKEN }}
+          # Publish to the public OpenSSF endpoint that backs the README badge.
+          publish_results: true
+
+      - name: Upload SARIF artifact
+        uses: actions/upload-artifact@ea165f8d65b6e75b540449e92b4886f43607fa02 # v4.6.2
+        with:
+          name: SARIF file
+          path: results.sarif
+          retention-days: 5
+
+      - name: Upload SARIF to code-scanning
+        uses: github/codeql-action/upload-sarif@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
+        with:
+          sarif_file: results.sarif

.github/workflows/sync-about.yml

@@ -0,0 +1,451 @@
+name: Sync indicator count
+
+# Indicator count appears in four places that must stay in sync with
+# the number of public indicator types exported from
+# crates/wickra-core/src/lib.rs (the `pub use indicators::{ ... }` block,
+# minus the `FAMILIES` constant and any `*Output` companion structs):
+#
+#   1. README.md prose                       — synced on PR branches (this workflow)
+#   2. GitHub repo "About" description       — synced on push to main / v* tag
+#   3. Docs site: index.md / overview.md / Indicators-Overview.md
+#      (wickra-lib/wickra-docs) — synced on push to main / v* tag*
+#   4. Marketing site count (wickra-lib/webpage: index.md /
+#      .vitepress/config.ts) — push to main / v* tag*
+#   5. org profile README count (wickra-lib/.github, profile/README.md)
+#                                            — synced on push to main / v* tag*
+#   6. org description ("… N indicators, install-free.")
+#                                            — synced on push to main / v* tag*
+#   7. docs site published version (wickra-lib/wickra-docs: the
+#      "Published versions" table in overview.md + the Rust quickstart prose)
+#                                            — synced on v* tag only*
+#   8. Marketing site version (wickra-lib/webpage: api/*.md "Latest" lines, the
+#      nav version label, and the wickra-wasm dep) — synced on v* tag only*
+#   9. Wiki pointer page count (wickra-lib/wickra.wiki, Home.md — the wiki was
+#      collapsed to a single page that points at docs.wickra.org but still names
+#      the count) — synced on push to main / v* tag*
+#
+#   *Surfaces 3 + 7 need the ABOUT_SYNC_TOKEN to have write on
+#   wickra-lib/wickra-docs, surfaces 4 + 8 on wickra-lib/webpage; surfaces 5 + 6
+#   need write on wickra-lib/.github and admin:org for the org-description PATCH;
+#   surface 9 needs write on wickra-lib/wickra (the wiki rides on the parent
+#   repo's permission).
+#   Until that scope is granted these steps emit a ::warning:: and soft-skip —
+#   they never fail the run. The repo "About" homepage URL is also enforced in
+#   step 2 (constant value, no extra scope); it points at docs.wickra.org.
+#
+#   Note: surface 7 carries the release *version*, not the indicator count, so
+#   it is driven by the v* tag (which is the version) rather than the count.
+#
+# We count public types (not `mod xxx;` lines) because some modules export
+# more than one indicator — e.g. `vwap.rs` exposes both `Vwap` and
+# `RollingVwap`, so the mod-count under-reports by one. lib.rs is the
+# single source of truth for what the bindings reach.
+#
+# Design: on PRs this workflow is a READ-ONLY check. The indicator wiring
+# (ScriptHelpers/_common.py wire_readme_counter) bumps both README.md and
+# docs/README.md inside the author's code commit, so the counter is already
+# correct by the time CI runs. If it is not, the check below fails loud and
+# asks the author to re-run the wiring — it never pushes a fix-up commit.
+#
+# (An earlier version pushed a GITHUB_TOKEN "sync indicator count" commit to
+# the PR head. Because GITHUB_TOKEN pushes trigger no workflows, that commit
+# moved the PR head onto a commit with no CI run, which hid the Codecov patch
+# status — keyed to the PR head sha — from the PR. Keeping the counter in the
+# code commit avoids that entirely.)
+on:
+  push:
+    branches: [main]
+    tags: ['v*']
+  pull_request:
+    types: [opened, synchronize, reopened]
+  workflow_dispatch:
+
+# Least-privilege default for the auto-injected GITHUB_TOKEN. The `contents:
+# write` the workflow needs — to push the counter fix-up commit to the PR head
+# branch — is raised at the job level below, not here, so the top-level default
+# stays read-only (OpenSSF Scorecard: Token-Permissions). The wider About /
+# docs / webpage / org writes still go through the fine-grained PAT
+# (ABOUT_SYNC_TOKEN), which the `permissions:` key does not govern at all.
+permissions:
+  contents: read
+  pull-requests: read
+
+jobs:
+  sync:
+    runs-on: ubuntu-latest
+    # This workflow never writes to wickra-lib/wickra with GITHUB_TOKEN: the PR
+    # flow is a read-only check, and the main/tag flow writes only to other
+    # repos (About metadata, docs, webpage, wiki, org) through the fine-grained
+    # ABOUT_SYNC_TOKEN PAT. So GITHUB_TOKEN stays read-only (OpenSSF Scorecard:
+    # Token-Permissions).
+    permissions:
+      contents: read
+      pull-requests: read
+    steps:
+      # On PRs we check out the PR *head* commit (the author's code, not the
+      # merge ref) so the counter check validates exactly what will land. On
+      # push events we check out the default ref. No push is made, so a shallow
+      # checkout is enough.
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          fetch-depth: 1
+          ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
+          repository: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.repo.full_name || github.repository }}
+
+      - name: Count indicators
+        id: count
+        run: |
+          # Parse the `pub use indicators::{ ... }` block from lib.rs, strip
+          # the FAMILIES constant and any `*Output` companion structs, count
+          # the remaining identifiers. Pure-shell so the workflow doesn't
+          # require a python runtime.
+          n=$(sed -n '/^pub use indicators::{/,/^};/p' crates/wickra-core/src/lib.rs \
+            | tr ',{}' '\n' \
+            | sed 's/[[:space:]]//g' \
+            | grep -E '^[A-Z][A-Za-z0-9_]*$' \
+            | grep -vE '^FAMILIES$|Output$' \
+            | sort -u | wc -l)
+          echo "count=$n" >> "$GITHUB_OUTPUT"
+          echo "Indicator count: $n"
+
+      # ----- PR flow ---------------------------------------------------
+
+      - name: Check README counter (PR, read-only)
+        if: github.event_name == 'pull_request'
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          ok=true
+          if ! grep -qE "^${n} streaming-first indicators" README.md; then
+            echo "::error::README.md does not say '${n} streaming-first indicators' — lib.rs exports ${n}. Re-run the indicator wiring (it bumps README.md), then push again."
+            ok=false
+          fi
+          if ! grep -qE "\*\*${n} indicators\*\*" docs/README.md; then
+            echo "::error::docs/README.md does not say '**${n} indicators**' — lib.rs exports ${n}. Re-run the indicator wiring (it bumps docs/README.md), then push again."
+            ok=false
+          fi
+          if [ "$ok" = "true" ]; then
+            echo "README.md + docs/README.md counter already at ${n}; nothing to do."
+          else
+            exit 1
+          fi
+
+      # ----- main / tag flow ------------------------------------------
+      #
+      # After a PR squash-merges, this workflow runs again on the push to main.
+      # README.md / docs/README.md are already correct (the indicator wiring
+      # bumped them in the merged code commit); the only outward syncs left are
+      # the GitHub About description (repo metadata, not a commit) and the docs /
+      # webpage / wiki / org repos (separate repos, no main history pollution).
+      # The wickra repo's own README is not touched on main any more.
+
+      - name: Update GitHub About (description + homepage)
+        if: github.event_name != 'pull_request'
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          # Canonical homepage — the docs site (P8.3). This is enforced on every
+          # run, so it must only point at docs.wickra.org once that domain is
+          # actually live (Cloudflare Pages, P8.1); merging this PR is therefore
+          # gated on the domain resolving, otherwise the About link would 404.
+          homepage="https://docs.wickra.org"
+          desc="Streaming-first technical indicators with a Rust core and Python, Node.js, and WebAssembly bindings. ${n} indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement."
+          # Enforce the homepage unconditionally — it is a constant, so this both
+          # corrects the stale kingchenc URL and self-heals any future drift.
+          # Same Administration-write permission as --description (no extra scope).
+          gh repo edit --homepage "$homepage"
+          current=$(gh repo view --json description -q .description)
+          if [ "$current" = "$desc" ]; then
+            echo "About description unchanged; homepage enforced."
+          else
+            gh repo edit --description "$desc"
+            echo "About description + homepage updated."
+          fi
+
+      # Counter sync target moved from the retired GitHub wiki to the docs site
+      # repo (wickra-lib/wickra-docs). The count appears in index.md (hero),
+      # overview.md prose, and Indicators-Overview.md prose. Soft-skips like the
+      # org steps so a token/scope gap never fails the run. Uses its own clone
+      # dir (docs-count) so it cannot collide with the tag-only version step
+      # below, which clones the same repo into `docs`.
+      - name: Sync docs indicator count (wickra-docs)
+        if: github.event_name != 'pull_request'
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/wickra-docs.git" docs-count 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/wickra-docs — ABOUT_SYNC_TOKEN likely lacks write on that repo (findings P10.0a). Skipping docs count sync."
+            exit 0
+          fi
+          cd docs-count
+          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" index.md overview.md Indicators-Overview.md
+          if git diff --quiet; then
+            echo "Docs indicator count unchanged."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add index.md overview.md Indicators-Overview.md
+          git commit -m "chore: sync indicator count to ${n}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/wickra-docs failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Docs indicator count synced to ${n}."
+          fi
+
+      # The GitHub wiki (wickra-lib/wickra.wiki) was collapsed to a single
+      # Home.md pointer page that sends visitors to docs.wickra.org, but that
+      # page still names the count ("… for all N indicators"), so keep it in
+      # sync here too. Mirrors the docs/webpage count steps: own clone dir
+      # (wiki-count) and the same soft-skip contract. Wiki write rides on the
+      # parent repo's permission, so the PAT needs write on wickra-lib/wickra;
+      # the wiki has no signing gate, so a plain wickra-bot commit is fine.
+      - name: Sync wiki pointer indicator count (wickra.wiki)
+        if: github.event_name != 'pull_request'
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/wickra.wiki.git" wiki-count 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/wickra.wiki — ABOUT_SYNC_TOKEN likely lacks write on the wiki. Skipping wiki count sync."
+            exit 0
+          fi
+          cd wiki-count
+          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" Home.md
+          if git diff --quiet; then
+            echo "Wiki pointer indicator count unchanged."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add Home.md
+          git commit -m "chore: sync indicator count to ${n}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/wickra.wiki failed — ABOUT_SYNC_TOKEN likely lacks write on the wiki."
+          else
+            echo "Wiki pointer indicator count synced to ${n}."
+          fi
+
+      # ----- org-profile sync (soft-skip until PAT scope lands) -------
+      #
+      # These two steps keep the org page (github.com/wickra-lib) in sync
+      # with the same count. They need ABOUT_SYNC_TOKEN scope the main-repo
+      # syncs do not: write on wickra-lib/.github, and admin:org for the org
+      # description PATCH. Both are written to soft-skip with a ::warning::
+      # (never fail the run) so this workflow stays green before the scope is
+      # granted — once it is, they start syncing with no further code change.
+
+      - name: Sync org profile README count
+        if: github.event_name != 'pull_request'
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/.github.git" orgprofile 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/.github — ABOUT_SYNC_TOKEN likely lacks write on that repo (findings P10.0a). Skipping org profile sync."
+            exit 0
+          fi
+          cd orgprofile
+          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" profile/README.md
+          if git diff --quiet; then
+            echo "Org profile README count unchanged."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add profile/README.md
+          git commit -m "chore: sync indicator count to ${n}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/.github failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Org profile README synced to ${n}."
+          fi
+
+      - name: Sync org description
+        if: github.event_name != 'pull_request'
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          org="wickra-lib"
+          # Reading the org description is public; the PATCH needs admin:org.
+          current=$(gh api "orgs/${org}" --jq '.description // ""' 2>/dev/null || true)
+          if [ -z "$current" ]; then
+            echo "::warning::could not read org description (network/PAT?). Skipping."
+            exit 0
+          fi
+          updated=$(printf '%s' "$current" | sed -E "s/[0-9]+ indicators/${n} indicators/")
+          if [ "$current" = "$updated" ]; then
+            echo "Org description count unchanged."
+            exit 0
+          fi
+          if gh api -X PATCH "orgs/${org}" -f description="$updated" >/dev/null 2>&1; then
+            echo "Org description synced to ${n}."
+          else
+            echo "::warning::org description PATCH failed — ABOUT_SYNC_TOKEN likely lacks admin:org (findings P10.0b)."
+          fi
+
+      # ----- docs version sync (tag-only, soft-skip until PAT scope lands) -----
+      #
+      # Surface 7: the docs site (wickra-lib/wickra-docs) carries the published
+      # version in the "Published versions" table (overview.md) and the Rust
+      # quickstart prose. Unlike the indicator count these change only on a
+      # release, so this step runs on v* tag pushes only and takes the version
+      # straight from the tag. It needs ABOUT_SYNC_TOKEN to have write on
+      # wickra-lib/wickra-docs (findings P10.0a). Until that scope is granted it
+      # soft-skips with a ::warning:: and never fails the run; once granted, every
+      # release self-heals the docs version with no code change (replaces the old
+      # manual P0.5 post-release wiki bump).
+      - name: Sync docs version (wickra-docs)
+        if: startsWith(github.ref, 'refs/tags/v')
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          version="${GITHUB_REF#refs/tags/v}"
+          if ! printf '%s' "$version" | grep -qE '^[0-9]+\.[0-9]+\.[0-9]+$'; then
+            echo "::warning::tag '${GITHUB_REF}' is not a plain vMAJOR.MINOR.PATCH release; skipping docs version sync."
+            exit 0
+          fi
+          # Clone into `docs-ver`, NOT `docs`: on a tag push this job checks out
+          # the wickra repo at the workspace root, which already contains a
+          # top-level `docs/` directory, so `git clone … docs` fails with
+          # "destination path 'docs' already exists" — silently, because of the
+          # 2>/dev/null below — and the version sync never runs (this is exactly
+          # why v0.4.0 did not bump the docs table). `docs-ver` mirrors the
+          # `docs-count` dir used by the count step above and collides with
+          # nothing in the repo.
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/wickra-docs.git" docs-ver 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/wickra-docs — ABOUT_SYNC_TOKEN likely lacks write on that repo (findings P10.0a). Skipping docs version sync."
+            exit 0
+          fi
+          cd docs-ver
+          # Published-versions table rows (crates.io / PyPI / npm): replace only the
+          # version number, leaving the trailing padding + pipe intact. The '.' in
+          # the quickstart pattern matches the literal backtick around the version
+          # without needing a backtick in this shell string. Historical "since
+          # X.Y.Z" references contain no such anchor and are never matched.
+          sed -i -E "s/^(\| (crates\.io|PyPI|npm) .*\| )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" overview.md
+          sed -i -E "s/(published crate is at version .)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" Quickstart-Rust.md
+          if git diff --quiet; then
+            echo "Docs version already at ${version}."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add overview.md Quickstart-Rust.md
+          git commit -m "chore: sync published version to ${version}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/wickra-docs failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Docs version synced to ${version}."
+          fi
+
+      # ----- webpage (marketing site) self-update (findings P12.1) ------------
+      #
+      # The marketing site (wickra-lib/webpage) carries the same indicator count
+      # and published version as the docs. Mirrors the docs steps above: the
+      # count syncs on push-to-main + tag, the version syncs on v* tags only.
+      # Distinct clone dirs (webpage-count / webpage-ver) avoid any collision on
+      # a tag run. Soft-skips with a ::warning:: if the token can't reach the
+      # repo, so the run never fails.
+      - name: Sync webpage indicator count (wickra-lib/webpage)
+        if: github.event_name != 'pull_request'
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          n="${{ steps.count.outputs.count }}"
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/webpage.git" webpage-count 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/webpage — ABOUT_SYNC_TOKEN likely lacks write on that repo (findings P10.0a). Skipping webpage count sync."
+            exit 0
+          fi
+          cd webpage-count
+          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" index.md .vitepress/config.ts
+          if git diff --quiet; then
+            echo "Webpage indicator count unchanged."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add index.md .vitepress/config.ts
+          git commit -m "chore: sync indicator count to ${n}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Webpage indicator count synced to ${n}."
+          fi
+
+      - name: Sync webpage version (wickra-lib/webpage)
+        if: startsWith(github.ref, 'refs/tags/v')
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          version="${GITHUB_REF#refs/tags/v}"
+          if ! printf '%s' "$version" | grep -qE '^[0-9]+\.[0-9]+\.[0-9]+$'; then
+            echo "::warning::tag '${GITHUB_REF}' is not a plain vMAJOR.MINOR.PATCH release; skipping webpage version sync."
+            exit 0
+          fi
+          # The webpage pins wickra-wasm to the released version in package.json,
+          # and its Cloudflare Pages build runs `npm clean-install`. release.yml
+          # publishes wickra-wasm to npm in parallel on this same tag and finishes
+          # minutes later, so committing the bump immediately would point the site
+          # at a version npm cannot resolve yet (ETARGET) and break the build —
+          # exactly what happened on v0.4.0. Wait until wickra-wasm@$version is
+          # actually live on npm before committing; if it never appears (the wasm
+          # publish failed), skip rather than push a build-breaking commit.
+          echo "Waiting for wickra-wasm@${version} on npm before bumping the webpage..."
+          attempts=0
+          until npm view "wickra-wasm@${version}" version >/dev/null 2>&1; do
+            attempts=$((attempts + 1))
+            if [ "$attempts" -ge 30 ]; then
+              echo "::warning::wickra-wasm@${version} not on npm after ~15 min; skipping webpage version sync to avoid a broken Cloudflare build."
+              exit 0
+            fi
+            echo "  not on npm yet (attempt ${attempts}/30); waiting 30s..."
+            sleep 30
+          done
+          echo "wickra-wasm@${version} is live on npm; proceeding with the webpage version bump."
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/webpage.git" webpage-ver 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/webpage — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a). Skipping webpage version sync."
+            exit 0
+          fi
+          cd webpage-ver
+          # api/*.md "Latest" lines, the nav version label, and the wickra-wasm
+          # dep pin. The '.' anchors match the backtick / quote / caret without a
+          # literal in this shell string; historical "Since X.Y.Z" prose has no
+          # such anchor and is never matched.
+          sed -i -E "s/(Latest:\*\* \[.wickra(-wasm)? )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" api/*.md
+          sed -i -E "s/(text: .v)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" .vitepress/config.ts
+          sed -i -E "s/(.wickra-wasm.: .\^)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" package.json
+          # Keep package-lock.json in sync with the package.json bump. The site's
+          # Cloudflare build runs `npm clean-install` (npm ci), which hard-fails
+          # with EUSAGE if the lockfile still pins the previous wickra-wasm —
+          # editing package.json alone is not enough. The npm-wait above already
+          # proved wickra-wasm@$version is resolvable, so --package-lock-only
+          # regenerates the lock (version + resolved + integrity) without fetching
+          # node_modules. Guard it: if the regen fails, skip the whole commit so we
+          # never push a package.json/lock mismatch that would break the build.
+          if ! npm install --package-lock-only --no-audit --no-fund; then
+            echo "::warning::could not regenerate package-lock.json for wickra-wasm@${version}; skipping webpage version sync to avoid a lockfile-drift build break."
+            exit 0
+          fi
+          if git diff --quiet; then
+            echo "Webpage version already at ${version}."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add api/*.md .vitepress/config.ts package.json package-lock.json
+          git commit -m "chore: sync published version to ${version}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Webpage version synced to ${version}."
+          fi

.github/workflows/sync-metadata.yml

@@ -0,0 +1,24 @@
+name: sync-metadata
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+  workflow_dispatch:
+
+permissions:
+  contents: read
+
+jobs:
+  audit:
+    name: metadata audit
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+      - uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
+        with:
+          python-version: "3.12"
+      - name: Audit repo-metadata.toml drift
+        run: python .github/scripts/sync-metadata.py --check

.github/workflows/zizmor.yml

@@ -0,0 +1,40 @@
+name: zizmor
+
+# Static analysis of the GitHub Actions workflows themselves — the surface the
+# CodeQL pass does not cover. zizmor flags template injection, overly broad
+# GITHUB_TOKEN permissions, unpinned actions, cache poisoning, and dangerous
+# triggers. Findings appear under Security -> Code scanning alongside CodeQL.
+#
+# Report-only: with `advanced-security: true` the action runs zizmor in SARIF
+# mode, which exits 0 regardless of findings, so this job never blocks CI —
+# triage happens in the Security tab. Switch to gating later (e.g. a
+# `min-severity` input) once the existing findings are triaged.
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+  schedule:
+    - cron: '17 4 * * 1' # Mondays 04:17 UTC
+
+# Least-privilege default for the auto-injected GITHUB_TOKEN; the job raises
+# exactly the scopes it needs below (matches codeql.yml's pattern).
+permissions:
+  contents: read
+
+jobs:
+  zizmor:
+    name: Audit workflows
+    runs-on: ubuntu-latest
+    permissions:
+      security-events: write # upload SARIF to code-scanning
+      contents: read # checkout
+      actions: read # online audits resolve referenced actions
+    steps:
+      - name: Checkout
+        uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Run zizmor
+        uses: zizmorcore/zizmor-action@5f14fd08f7cf1cb1609c1e344975f152c7ee938d # v0.5.6

.github/zizmor.yml

@@ -0,0 +1,49 @@
+# zizmor configuration — https://docs.zizmor.sh/configuration/
+#
+# cache-poisoning (release.yml):
+#   The release pipeline restores build caches (Swatinem/rust-cache for the Rust
+#   compilation, actions/setup-node) as a deliberate, accepted optimisation.
+#   zizmor flags these under cache-poisoning because release.yml publishes
+#   artifacts to crates.io / PyPI / npm, so a poisoned cache could in theory
+#   reach a released build. Our caches are maintainer-controlled and the
+#   restore speedup is kept on purpose; we accept this risk rather than running
+#   cache-free release builds. (Six of the eight hits are actions/setup-node,
+#   which zizmor reports at "Low" confidence.)
+#
+# artipacked (sync-about.yml):
+#   The sync-about job checks out with persisted credentials on purpose: it
+#   pushes the indicator-count fix-up back to the PR head branch (git commit +
+#   git push), which needs the token in the runner's git config. It uploads no
+#   artifacts, so the persisted token is never packaged or leaked; accept it.
+#
+# template-injection (sync-about.yml):
+#   False positive. Every flagged expansion is steps.count.outputs.count, the
+#   indicator count produced by an internal `grep -c` over lib.rs. It is not
+#   attacker-controllable, so there is nothing to inject.
+#
+# use-trusted-publishing (release.yml):
+#   Informational suggestion to use OIDC trusted publishing for PyPI / npm
+#   instead of long-lived tokens. A worthwhile migration, but it reconfigures
+#   the live publish pipeline on the registry side; tracked separately rather
+#   than blocking on it here.
+#
+# superfluous-actions (release.yml):
+#   The GitHub release step uses softprops/action-gh-release. The runner ships
+#   `gh`, so this is replaceable by a script step, but the action is stable and
+#   battle-tested; we keep it deliberately.
+rules:
+  cache-poisoning:
+    ignore:
+      - release.yml
+  artipacked:
+    ignore:
+      - sync-about.yml
+  template-injection:
+    ignore:
+      - sync-about.yml
+  use-trusted-publishing:
+    ignore:
+      - release.yml
+  superfluous-actions:
+    ignore:
+      - release.yml

.gitignore

@@ -44,9 +44,14 @@ tarpaulin-report.html
 # Node binding artifacts
 **/node_modules/
 bindings/node/*.node
-bindings/node/index.d.ts
 bindings/node/npm-debug.log*
-package-lock.json
+# index.js + index.d.ts are generated by `napi build` but committed (a matched
+# pair) so consumers and the repo get TypeScript types; CONTRIBUTING requires
+# regenerating both when a binding's public API changes.
+# package-lock.json is committed for the tracked Node packages — bindings/node/
+# and examples/node/ — so contributors get reproducible npm installs. There is
+# no top-level npm package, and the ghost-ignored site/ keeps its lockfile local.
+# See CONTRIBUTING.md "Lockfile policy" for the full per-component breakdown.
 
 # WASM build output
 bindings/wasm/pkg/

ARCHITECTURE.md

@@ -0,0 +1,321 @@
+# Architecture
+
+A walkthrough of how Wickra is organised internally — written for new
+contributors who want to know **where the code lives, why it's split that
+way, and which invariants they must not break**. Pair it with [`CONTRIBUTING.md`](CONTRIBUTING.md)
+for the day-to-day workflow.
+
+## Workspace layout
+
+Wickra is a Cargo workspace of three Rust crates plus three binding crates.
+The split is deliberate: every concern that one user might want to disable
+or replace lives behind a separate crate boundary.
+
+```
+┌────────────────────────────────────────────────────────────────────┐
+│                            wickra (facade)                         │
+│              re-exports wickra-core::* + wickra-data::*            │
+└──────────────┬──────────────────────────────────┬──────────────────┘
+               │                                  │
+   ┌───────────▼──────────┐            ┌──────────▼─────────┐
+   │    wickra-core       │            │    wickra-data     │
+   │   indicator engine   │            │  i/o + aggregation │
+   │   • 214 indicators   │            │  • CSV reader      │
+   │   • Indicator trait  │            │  • Tick aggregator │
+   │   • BatchExt impl    │            │  • Resampler       │
+   │   • OHLCV / Candle   │            │  • Live feeds      │
+   │   no I/O, no deps    │            │  optional features │
+   └──────────────────────┘            └────────────────────┘
+                ▲
+                │ (every binding wraps the same core)
+                │
+   ┌────────────┴───────────┬─────────────────────┐
+   │                        │                     │
+┌──▼──────┐         ┌───────▼──────┐      ┌───────▼────────┐
+│ Python  │         │     Node     │      │     WASM       │
+│ (PyO3)  │         │ (napi-rs)    │      │ (wasm-bindgen) │
+└─────────┘         └──────────────┘      └────────────────┘
+```
+
+| Crate | Path | What it owns | Public deps |
+|---|---|---|---|
+| `wickra-core` | `crates/wickra-core` | every indicator, the `Indicator` trait, `BatchExt`, `Candle`/`Tick` types, `Error` | `thiserror`, `rayon` (parallel batch) |
+| `wickra` | `crates/wickra` | thin facade — re-exports everything user-facing from `wickra-core` and `wickra-data` | both internal crates |
+| `wickra-data` | `crates/wickra-data` | CSV reader, tick aggregator, resampler, live exchange feeds (feature-gated) | `tokio`, `tokio-tungstenite` (live), `serde_json` |
+| `wickra-python` | `bindings/python` | `_wickra` PyO3 module + Python package | `pyo3`, `numpy`, depends on `wickra-core` |
+| `wickra-node` | `bindings/node` | NAPI-RS native binding | `napi`, depends on `wickra-core` |
+| `wickra-wasm` | `bindings/wasm` | WebAssembly binding | `wasm-bindgen`, depends on `wickra-core` |
+| `wickra-examples` | `examples/rust` | runnable binary examples | depends on `wickra`, `wickra-data` |
+
+The `fuzz/` directory is **excluded** from the workspace (it has its own
+`Cargo.toml`) because the libfuzzer-sys harness requires a nightly
+toolchain, which would otherwise infect the stable workspace lints.
+
+## The `Indicator` trait
+
+Every indicator in Wickra implements one trait, defined in
+`crates/wickra-core/src/traits.rs`:
+
+```rust
+pub trait Indicator {
+    type Input;
+    type Output;
+
+    fn update(&mut self, input: Self::Input) -> Option<Self::Output>;
+    fn reset(&mut self);
+    fn warmup_period(&self) -> usize;
+    fn is_ready(&self) -> bool;
+    fn name(&self) -> &'static str;
+}
+```
+
+Four design choices that are non-negotiable:
+
+1. **Streaming-first.** `update` is the only computation entry point. Each
+   call must be O(1) amortised — no replays over history, no `clone`s of
+   the input window unless absolutely necessary.
+2. **`Option<Output>` warmup.** A new indicator returns `None` until it has
+   ingested `warmup_period()` inputs. After that it returns `Some(value)`
+   on every call. The `None` → `Some` transition happens exactly once per
+   `reset()`.
+3. **Reset is mandatory.** Calling `reset()` returns the indicator to the
+   state of a newly constructed one. Tests verify this for every indicator.
+4. **No interior mutability across `update` calls.** Indicators may hold
+   `VecDeque` / array state, but no `Cell`/`RefCell`/`Mutex` should be
+   needed — `&mut self` is the only mutation channel.
+
+### Batch is free
+
+`BatchExt` is a blanket impl over `Indicator`:
+
+```rust
+impl<I: Indicator> BatchExt for I {
+    fn batch<'a>(&mut self, input: &'a [I::Input]) -> Vec<Option<I::Output>>
+    where I::Input: Copy
+    {
+        input.iter().map(|x| self.update(*x)).collect()
+    }
+    fn batch_parallel(...)  // rayon-based for multi-asset processing
+}
+```
+
+Consequence: **every indicator gets batch and parallel-batch for free** as
+soon as `Indicator` is implemented. Tests verify `batch == streaming`
+equivalence on every indicator — this is the `batch_equals_streaming` test
+that appears in every indicator module.
+
+## Indicator-module convention
+
+Each indicator lives in its own file under
+`crates/wickra-core/src/indicators/`. Naming: snake-case of the struct,
+e.g. `Sma` → `sma.rs`, `MacdIndicator` → `macd.rs`.
+
+Layout inside an indicator file is uniform:
+
+```rust
+//! Doc-comment with the formula and one-line summary.
+
+use std::collections::VecDeque;
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+/// Public struct + rustdoc with mathematical definition + a runnable example.
+#[derive(Debug, Clone)]
+pub struct Foo { /* state fields */ }
+
+impl Foo {
+    /// Constructor with parameter validation.
+    pub fn new(period: usize, ...) -> Result<Self> { ... }
+    /// Const accessors for configured params.
+    pub const fn period(&self) -> usize { ... }
+}
+
+impl Indicator for Foo {
+    type Input = f64;        // or (f64, f64), or Candle
+    type Output = f64;       // or FooOutput { ... }
+    fn update(...) -> ... { ... }
+    fn reset(...) { ... }
+    fn warmup_period(...) -> usize { ... }
+    fn is_ready(...) -> bool { ... }
+    fn name(...) -> &'static str { "Foo" }
+}
+
+#[cfg(test)]
+mod tests {
+    // mandatory tests (every indicator):
+    // - rejects_invalid_params
+    // - accessors_and_metadata
+    // - reference_value (vs TA-Lib / pandas-ta / hand-calculated)
+    // - ignores_non_finite_input
+    // - reset_clears_state
+    // - batch_equals_streaming
+    // plus indicator-specific edge cases
+}
+```
+
+The `FAMILIES` constant in `mod.rs` (introduced in PR #60) is the
+machine-readable index of which family every indicator belongs to. It is
+the canonical taxonomy; README and Wiki tables should be derived from it.
+
+## Input types
+
+| Input | Used for | Examples |
+|---|---|---|
+| `f64` | Scalar inputs — usually a price or a return | SMA, EMA, RSI, ROC |
+| `Candle` | OHLCV bar — `{open, high, low, close, volume, timestamp}` | ATR, Bollinger, Ichimoku, all candlestick patterns |
+| `(f64, f64)` | Two-series indicators — `(asset, benchmark)` or `(x, y)` | PearsonCorrelation, Beta, Alpha, TreynorRatio |
+
+The `Candle` type lives in `wickra-core::ohlcv` and is the binding
+contract across bindings — Python's `Candle` namedtuple, Node's
+`Candle` object, and WASM's `Candle` JS class all map 1:1.
+
+## Output types
+
+Most indicators emit `f64`. Multi-output indicators emit a dedicated
+struct in the same module, named `FooOutput`:
+
+```rust
+pub struct BollingerOutput {
+    pub upper: f64,
+    pub middle: f64,
+    pub lower: f64,
+}
+```
+
+Bindings flatten these into matrix outputs (NumPy 2-D array for Python,
+typed object arrays for Node/WASM).
+
+## Numerical-stability notes
+
+A handful of indicators need care beyond naive accumulation:
+
+- **Welford's online variance** is used in `StdDev`, `Variance`, `ZScore`,
+  `BollingerBands`, and several others. Standard sum-of-squares is
+  catastrophically lossy for low-variance inputs; Welford's recurrence
+  keeps O(eps) error.
+- **Kahan summation** is used wherever rolling sums could span > 1e6
+  elements without resetting — currently only Hurst-exponent's R/S
+  chunks. Most rolling sums are bounded by the window size and don't need
+  it.
+- **Logarithm bases** matter for some indicators (Hurst, MFI). Wickra
+  uses natural log everywhere unless the reference math explicitly
+  requires `log10` or `log2` — and then it documents the choice in the
+  rustdoc.
+- **NaN / infinity guards.** Every indicator's `update` rejects
+  non-finite input early (returns `None` without state mutation). Tests
+  cover this with `ignores_non_finite_input`.
+
+## Cross-crate flow
+
+A typical full-stack call sequence for a Python live-trading example:
+
+```
+[ Python: live_trading.py ]
+        │
+        ▼
+[ binance.AsyncClient WebSocket ] ──── wickra_data live feed ───┐
+                                                                 │
+                                              ┌──────────────────┘
+                                              ▼
+                                  [ Candle struct conversion ]
+                                              │
+                                              ▼
+                                  [ PyRsi.update(close)       ]
+                                              │
+              wraps                           │
+                                              ▼
+                              [ wickra_core::Rsi::update(f64) ]   <-- the only place math runs
+                                              │
+                                              ▼
+                                  [ Option<f64> -> Py<PyFloat> ]
+                                              │
+                                              ▼
+                                       [ Python user code ]
+```
+
+The same call sequence happens identically for Node (via NAPI),
+WASM (via wasm-bindgen → JS), and Rust (no FFI overhead, just direct
+calls).
+
+## What lives where — the navigation cheat sheet
+
+| You want to … | Look in |
+|---|---|
+| add a new indicator | `crates/wickra-core/src/indicators/<name>.rs` + add to `mod.rs` + add to `FAMILIES` + re-export in `lib.rs` |
+| change the `Indicator` trait surface | `crates/wickra-core/src/traits.rs` — this affects every indicator, treat as breaking |
+| add a new Candle field | `crates/wickra-core/src/ohlcv.rs` — also propagates to every binding's `Candle` mapping |
+| add a new exchange / data source | `crates/wickra-data/src/live/<exchange>.rs`, feature-gated under `live-<exchange>` |
+| expose a new binding | new crate under `bindings/` + macro-driven boilerplate in `bindings/<lang>/src/lib.rs` |
+| change benchmark coverage | `crates/wickra/benches/indicators.rs` |
+| add a new fuzz target | `fuzz/fuzz_targets/<name>.rs` + register in `fuzz/Cargo.toml` |
+| change CI matrix | `.github/workflows/ci.yml` |
+| change release pipeline | `.github/workflows/release.yml` (irreversible on `v*` tag — test on a throwaway tag first) |
+
+## What is **deliberately** not in this repo
+
+- **Backtest framework.** Wickra is an indicator library, not a backtester.
+  Strategy + PnL + fills logic is for the user (see `examples/` for
+  illustrative scripts).
+- **Multi-exchange aggregation.** Binance is the demo feed; full
+  exchange-agnostic aggregation is `ccxt`'s job. Wickra's
+  `wickra-data::live` is intentionally minimal.
+- **Order-book / L2 data.** Wickra works on OHLCV bars and ticks, not
+  full depth. Tick-data variants (cumulative delta, single print) are on
+  the roadmap but require new input types.
+- **Charting / visualization.** Out of scope for the Rust core. The
+  WASM examples include a `lightweight-charts` integration as a
+  starting point, but no charting code lives in the published packages.
+- **GPU / SIMD optimisation.** Indicators are O(1) per update — the
+  bottleneck is not vector throughput. SIMD would only help large-batch
+  workloads, which already saturate memory bandwidth via the cache-
+  friendly `VecDeque` window.
+
+## Performance characteristics
+
+Every indicator is amortised O(1) per `update`. The constant factor
+varies:
+
+| Class | Indicators | Per-`update` cost (approx) |
+|---|---|---|
+| Simple rolling | SMA, EMA, WMA, Mom | 1-2 floating-point ops |
+| Recursive smoothers | KAMA, FRAMA, VIDYA, JMA | 5-15 ops |
+| Window-sort | OmegaRatio, percentile-based VaR | O(period · log period) per update |
+| Multi-buffer DSP | MAMA, HilbertDominantCycle, EmpiricalModeDecomposition | 30-80 ops |
+| Multi-component | MacdIndicator, TtmSqueeze, Alligator | sum of components |
+
+Benchmarks against real BTCUSDT 1-minute data live in
+`crates/wickra/benches/indicators.rs`. Cross-library comparison vs
+TA-Lib / pandas-ta / talipp / finta lives in
+`bindings/python/benchmarks/compare_libraries.py`.
+
+## Stability commitments
+
+- **MSRV.** Workspace: Rust 1.86. Node binding: 1.88 (NAPI-RS pins it).
+- **`Indicator` trait surface.** Breaking changes here are major-version
+  events. Adding a new method with a default impl is minor.
+- **Indicator removal.** Once an indicator ships in a release, it stays
+  callable. Renames go through a deprecation period of at least one
+  minor version.
+- **Output structs.** Adding a field to a `FooOutput` is non-breaking
+  because the binding contracts go through serde and accept extra keys.
+
+## Open questions / known sharp edges
+
+These are documented for contributors so you don't waste time
+re-discovering them.
+
+- **`Rvi`** (Relative Vigor Index) and `RviVolatility` (Relative
+  Volatility Index) are different indicators with the same short
+  acronym — make sure you import the right one.
+- **Fuzz coverage of pair indicators** uses `indicator_update_pair.rs`,
+  which is small because pair indicators are simpler — but coverage
+  should grow as more pair indicators land.
+- **`FAMILIES` (from PR #60) is hand-maintained.** Adding a new
+  indicator requires a separate entry in `FAMILIES`. The
+  `total_count_matches_expected` test will fail if you forget.
+- **WASM does not have automated tests yet.** Smoke-validated only
+  through the manual examples. Adding `wasm-bindgen-test` coverage is
+  on the roadmap.
+
+For the high-level project goals see [`ROADMAP.md`](ROADMAP.md); for
+day-to-day contribution mechanics see [`CONTRIBUTING.md`](CONTRIBUTING.md).

CHANGELOG.md

@@ -7,6 +7,882 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.2] - 2026-06-03
+
+### Added
+- **Three Drives** — three symmetric drives with extension legs; bullish +1, bearish -1 (`THREE_DRIVES`).
+- **Cypher** — five-point harmonic whose D retraces XC by 0.786; bullish +1, bearish -1 (`CYPHER`).
+- **Shark** — five-point harmonic with an expansion leg and 0.886-1.13 D; bullish +1, bearish -1 (`SHARK`).
+- **Crab** — five-point harmonic with the deepest (1.618 XA) D completion; bullish +1, bearish -1 (`CRAB`).
+- **Bat** — five-point harmonic with a shallow B and 0.886 D completion; bullish +1, bearish -1 (`BAT`).
+- **Butterfly** — five-point harmonic with an extended (1.27-1.618 XA) D; bullish +1, bearish -1 (`BUTTERFLY`).
+- **Gartley** — five-point harmonic with a 0.786 D completion; bullish +1, bearish -1 (`GARTLEY`).
+- **AB=CD** — four-point AB=CD harmonic: BC retraces AB, CD mirrors AB; bullish +1, bearish -1 (`ABCD`).
+- **Cup and Handle** — rounded base with a shallow handle near the rim; bullish +1, inverse -1 (`CUP_AND_HANDLE`).
+- **Rectangle / Range** — flat support and resistance; mean-reversion signal off the just-touched boundary; support +1, resistance -1 (`RECTANGLE_RANGE`).
+- **Flag / Pennant** — shallow consolidation against a sharp pole; continuation in the pole direction; bull +1, bear -1 (`FLAG_PENNANT`).
+- **Wedge (rising/falling)** — both trendlines slope the same way but converge; rising wedge -1, falling wedge +1 (`WEDGE`).
+- **Triangle (asc/desc/sym)** — converging trendlines; ascending +1, descending -1, symmetrical follows the last swing (`TRIANGLE`).
+- **Head and Shoulders** — central head flanked by two matching shoulders over a flat neckline; top -1, inverse +1 (`HEAD_AND_SHOULDERS`).
+- **Triple Top / Bottom** — three matching peaks / troughs; a stronger reversal than the double; bearish -1, bullish +1 (`TRIPLE_TOP_BOTTOM`).
+- **Double Top / Bottom** — twin-peak / twin-trough reversal confirmed on the second matching swing extreme; bearish -1, bullish +1 (`DOUBLE_TOP_BOTTOM`).
+
+## [0.5.1] - 2026-06-03
+
+### Added — Seasonality & Session family (12 indicators)
+
+- **Volume-by-Time Profile** — mean traded volume bucketed by intraday time (`VOLUME_BY_TIME_PROFILE`).
+- **Intraday Volatility Profile** — return standard deviation bucketed by intraday time (`INTRADAY_VOLATILITY_PROFILE`).
+- **Day-of-Week Profile** — mean bar return bucketed by weekday (`DAY_OF_WEEK_PROFILE`).
+- **Time-of-Day Return Profile** — mean bar return bucketed by intraday time (`TIME_OF_DAY_RETURN_PROFILE`).
+- **Seasonal Z-Score** — z-score of the current return versus the same hour-of-day history (`SEASONAL_Z_SCORE`).
+- **Turn-of-Month** — mean daily return inside the turn-of-month window (`TURN_OF_MONTH`).
+- **Overnight/Intraday Return** — decomposition of session return into overnight and intraday legs (`OVERNIGHT_INTRADAY_RETURN`).
+- **Overnight Gap** — close-to-open return across the session boundary (`OVERNIGHT_GAP`).
+- **Average Daily Range** — mean high-low range of the last N completed sessions (`AVERAGE_DAILY_RANGE`).
+- **Session Range** — per-session (Asia/EU/US) high-low range (`SESSION_RANGE`).
+- **Session High/Low** — running high and low of the current session (`SESSION_HIGH_LOW`).
+- **Session VWAP** — session-anchored volume-weighted average price (`SESSION_VWAP`).
+
+## [0.5.0] - 2026-06-03
+
+### Added
+- **TICK Index** — instantaneous net advancing-minus-declining issues (`TICK_INDEX`).
+- **Absolute Breadth Index** — absolute value of net advancing-minus-declining issues (`ABSOLUTE_BREADTH_INDEX`).
+- **Cumulative Volume Index** — running total of volume-normalised net advancing volume (`CUMULATIVE_VOLUME_INDEX`).
+- **Bullish Percent Index** — percentage of the universe on a point-and-figure buy signal (`BULLISH_PERCENT_INDEX`).
+- **Up/Down Volume Ratio** — advancing volume divided by declining volume (`UP_DOWN_VOLUME_RATIO`).
+- **Percent Above Moving Average** — percentage of the universe trading above its reference moving average (`PERCENT_ABOVE_MA`).
+- **High-Low Index** — moving average of the record-high percentage (`HIGH_LOW_INDEX`).
+- **New Highs - New Lows** — net count of new period highs minus new period lows (`NEW_HIGHS_NEW_LOWS`).
+- **Breadth Thrust** — moving average of the advancing-issues share (Zweig) (`BREADTH_THRUST`).
+- **TRIN / Arms Index** — advance-decline ratio divided by the up-down volume ratio (`TRIN`).
+- **McClellan Summation Index** — running cumulative total of the McClellan Oscillator (`MCCLELLAN_SUMMATION_INDEX`).
+- **McClellan Oscillator** — spread between a 19- and 39-period EMA of ratio-adjusted net advances (`MCCLELLAN_OSCILLATOR`).
+- **Advance/Decline Volume Line** — cumulative net advancing-minus-declining volume across the universe (`AD_VOLUME_LINE`).
+- **Advance/Decline Ratio** — advancing issues divided by declining issues across the universe (`ADVANCE_DECLINE_RATIO`).
+
+### Changed
+- **Relicensed** from PolyForm Noncommercial 1.0.0 to dual **MIT OR Apache-2.0**. Wickra is now OSI-approved, permissive open source; commercial use is permitted under either license. See [`LICENSE-MIT`](LICENSE-MIT) and [`LICENSE-APACHE`](LICENSE-APACHE).
+
+## [0.4.7] - 2026-06-03
+
+### Added
+- **Spread Bollinger Bands** — Bollinger bands on the spread of two series for pairs mean-reversion (`SPREAD_BOLLINGER_BANDS`).
+- **Kalman Hedge Ratio** — Kalman-filter dynamic hedge ratio and spread between two series (`KALMAN_HEDGE_RATIO`).
+- **Granger Causality** — Granger causality F-statistic measuring whether one series predicts another (`GRANGER_CAUSALITY`).
+- **Variance Ratio** — Lo-MacKinlay variance-ratio test on the spread of two series (`VARIANCE_RATIO`).
+- **Beta-Neutral Spread** — beta-neutral spread: the rolling OLS regression residual of two series (`BETA_NEUTRAL_SPREAD`).
+- **Distance SSD** — Gatev sum-of-squared-deviations distance between two normalised series (`DISTANCE_SSD`).
+- **Spread Hurst** — Hurst exponent of the spread of two series for regime detection (`SPREAD_HURST`).
+- **OU Half-Life** — Ornstein-Uhlenbeck half-life of mean reversion for the spread of two series (`OU_HALF_LIFE`).
+- **Rolling Covariance** — rolling covariance of the period-over-period returns of two series (`ROLLING_COVARIANCE`).
+- **Rolling Correlation** — rolling Pearson correlation of the period-over-period returns of two series (`ROLLING_CORRELATION`).
+
+- **Market Breadth family** — a new indicator family built on a new
+  `CrossSection` input type that carries the per-symbol state of an entire
+  universe in one tick (each `Member` holds a signed `change`, a `volume`, and
+  `new_high` / `new_low` flags). `CrossSection::new` validates the universe
+  (non-empty, finite changes, finite non-negative volumes); `new_unchecked`
+  skips validation for hot paths.
+  - `AdvanceDecline` (`ADVANCE_DECLINE`) — the Advance/Decline Line, the running
+    cumulative sum of net advancing-minus-declining issues across the universe.
+
+## [0.4.6] - 2026-06-03
+
+### Added
+
+- **TA-Lib parity — Directional Movement components** — the ADX building blocks,
+  previously available only bundled inside `Adx`, as standalone single-output
+  indicators:
+  - `PlusDm` (`PLUS_DM`) — Wilder-smoothed plus directional movement.
+  - `MinusDm` (`MINUS_DM`) — Wilder-smoothed minus directional movement.
+  - `PlusDi` (`PLUS_DI`) — plus directional indicator, `100 · smoothed(+DM) / ATR`.
+  - `MinusDi` (`MINUS_DI`) — minus directional indicator, `100 · smoothed(-DM) / ATR`.
+  - `Dx` (`DX`) — directional movement index, `100 · |+DI − −DI| / (+DI + −DI)`.
+- **TA-Lib parity — price transforms** — window and per-bar price aggregates:
+  - `MidPrice` (`MIDPRICE`) — `(highest high + lowest low) / 2` over a window.
+  - `MidPoint` (`MIDPOINT`) — `(max + min) / 2` of a scalar series over a window.
+  - `AvgPrice` (`AVGPRICE`) — per-bar `(open + high + low + close) / 4`.
+- **TA-Lib parity — rate-of-change variants** — the ratio forms of `Roc`:
+  - `Rocp` (`ROCP`) — `(close − close[period]) / close[period]` (fraction).
+  - `Rocr` (`ROCR`) — `close / close[period]` (ratio).
+  - `Rocr100` (`ROCR100`) — `close / close[period] · 100`.
+- **TA-Lib parity — linear-regression outputs** — the remaining OLS endpoints:
+  - `LinRegIntercept` (`LINEARREG_INTERCEPT`) — the OLS intercept `a`.
+  - `Tsf` (`TSF`) — time series forecast, `a + b·period` (one bar ahead).
+- **TA-Lib parity — `MacdFix` (`MACDFIX`)** — MACD with fast/slow fixed at 12/26
+  and only the signal period configurable; output is the usual `{macd, signal,
+  histogram}` triple.
+- **TA-Lib parity — `SarExt` (`SAREXT`)** — Parabolic SAR with a start value,
+  reversal offset, independent long/short acceleration, and a signed output
+  (positive in long phases, negative in short phases).
+- **TA-Lib parity — `MacdExt` (`MACDEXT`)** — MACD with an independently
+  selectable moving-average type (new `MaType` enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA)
+  for each of the fast, slow and signal lines.
+- **TA-Lib parity — `HtPhasor` (`HT_PHASOR`)** — the in-phase and quadrature
+  components of the Hilbert-transform analytic signal, as a `{inphase,
+  quadrature}` pair.
+- **TA-Lib parity — `HtDcPhase` (`HT_DCPHASE`)** — the phase angle (in degrees)
+  of the Hilbert-transform dominant cycle.
+- **TA-Lib parity — `HtTrendMode` (`HT_TRENDMODE`)** — Ehlers' trend (`1`) vs
+  cycle (`0`) classification from the Hilbert-transform dominant cycle.
+
+## [0.4.5] - 2026-06-02
+
+### Added
+
+- **Anchored RSI** — a cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (`set_anchor`), the momentum counterpart to Anchored VWAP. Every up- and down-move since the anchor is weighted equally, so it reports the RSI of the entire move since the anchor point. Scalar input, Momentum Oscillators family; available in Rust, Python, Node and WASM.
+- **Volume Profile** — the full per-bin volume distribution over a rolling window, exposing the raw histogram (price bounds plus per-bin volume) that Value Area reduces to POC/VAH/VAL. Market Profile family; candle input, available in Rust, Python, Node and WASM.
+- **TPO Profile** — the Time-Price-Opportunity (market-profile letter) distribution: a volume-agnostic count of how many periods traded at each price level over a rolling window. Market Profile family; candle input, available in Rust, Python, Node and WASM.
+- **Alt-Chart Bars** — a new `BarBuilder` trait and family of price-driven chart constructors that emit a variable number of completed bars per candle (so they are deliberately not `Indicator`s): **Renko** (fixed box-size bricks with the 2-box reversal rule), **Kagi** (reversal-amount line segments), and **Point & Figure** (box-size X/O columns with an N-box reversal). Available in Rust, Python, Node and WASM.
+
+## [0.4.4] - 2026-06-02
+
+### Added
+- **TA-Lib candlestick patterns (part 1).** New candlestick pattern detectors
+  matching TA-Lib `CDL*`, emitting the family's signed `+1 / 0 / −1` convention
+  over OHLCV candles in Rust, Python, Node and WASM:
+  - **Two Crows** — a three-bar bearish reversal (`CDL2CROWS`): a long white
+    candle, a black candle whose body gaps up, then a black candle that opens
+    inside the second's body and closes inside the first's.
+  - **Upside Gap Two Crows** — a three-bar bearish reversal
+    (`CDLUPSIDEGAP2CROWS`): two black candles gap up over a long white candle,
+    the second engulfing the first crow yet still closing above the white body,
+    leaving the upside gap open.
+  - **Identical Three Crows** — a three-bar bearish reversal
+    (`CDLIDENTICAL3CROWS`): three red candles with steadily lower closes, each
+    opening at the prior candle's close so the bodies stack in an identical
+    staircase.
+  - **Three Line Strike** — a four-bar pattern (`CDL3LINESTRIKE`): a
+    three-candle advance or decline struck by a fourth opposite-colour candle
+    that engulfs the entire run; bullish `+1`, bearish `−1`.
+  - **Three Stars in the South** — a rare three-bar bullish reversal
+    (`CDL3STARSINSOUTH`): three shrinking red candles each carving a higher low
+    and contracting toward a tiny black marubozu as selling exhausts.
+  - **Abandoned Baby** — a strong three-bar reversal (`CDLABANDONEDBABY`): a doji
+    isolated by price gaps on both sides; bullish `+1` after a decline, bearish
+    `−1` after an advance.
+  - **Advance Block** — a three-bar bearish warning (`CDLADVANCEBLOCK`): three
+    green candles to higher closes whose bodies shrink as their upper shadows
+    lengthen, signalling the advance is stalling.
+  - **Belt-hold** — a single-bar reversal that opens at one extreme of its range and runs the other way; bullish +1, bearish -1 (`CDLBELTHOLD`).
+  - **Breakaway** — a 5-bar reversal that gaps with the trend, drifts two more bars, then snaps back into the bar1/bar2 body gap; bullish +1, bearish -1 (`CDLBREAKAWAY`).
+  - **Counterattack** — a 2-bar reversal where an opposite-coloured second bar closes level with the first (the counterattack line); bullish +1, bearish -1 (`CDLCOUNTERATTACK`).
+  - **Doji Star** — a long body followed by a doji gapping away in the trend direction; bullish +1, bearish -1 (`CDLDOJISTAR`).
+  - **Dragonfly Doji** — a doji opening and closing at the high with a long lower shadow, a bullish reversal; +1 (`CDLDRAGONFLYDOJI`).
+  - **Gravestone Doji** — a doji opening and closing at the low with a long upper shadow, a bearish reversal; -1 (`CDLGRAVESTONEDOJI`).
+  - **Long-Legged Doji** — a doji with long shadows on both sides, an indecision signal; +1 detection (`CDLLONGLEGGEDDOJI`).
+  - **Rickshaw Man** — a long-legged doji with the body centred in the range, an indecision signal; +1 detection (`CDLRICKSHAWMAN`).
+  - **Evening Doji Star** — a bearish top reversal: long white bar, a doji gapping up, then a black bar closing deep into the first body; -1 (`CDLEVENINGDOJISTAR`).
+  - **Morning Doji Star** — a bullish bottom reversal: long black bar, a doji gapping down, then a white bar closing deep into the first body; +1 (`CDLMORNINGDOJISTAR`).
+  - **Gap Side-by-Side White** — two similar white candles opening side by side after a gap, a continuation; gap up +1, gap down -1 (`CDLGAPSIDESIDEWHITE`).
+  - **High-Wave** — a small body with very long shadows on both sides, an extreme indecision signal; +1 detection (`CDLHIGHWAVE`).
+  - **Hikkake** — an inside bar followed by a failed breakout, a trap; bullish +1, bearish -1 (`CDLHIKKAKE`).
+  - **Modified Hikkake** — a close-confirmed Hikkake: an inside bar then a failed breakout closing back inside; bullish +1, bearish -1 (`CDLHIKKAKEMOD`).
+  - **Homing Pigeon** — two black candles, the second a small body inside the first, a bullish reversal; +1 (`CDLHOMINGPIGEON`).
+  - **On-Neck** — a long black candle then a white candle closing at its low (the neckline), a bearish continuation; -1 (`CDLONNECK`).
+  - **In-Neck** — a long black candle then a white candle closing just into its body, a bearish continuation; -1 (`CDLINNECK`).
+  - **Thrusting** — a long black candle then a white candle closing well into but below the midpoint of its body, a bearish continuation; -1 (`CDLTHRUSTING`).
+  - **Separating Lines** — opposite-coloured candles sharing the same open, the second an opening marubozu resuming the trend; bullish +1, bearish -1 (`CDLSEPARATINGLINES`).
+  - **Kicking** — two opposite-coloured marubozu separated by a gap; bullish +1, bearish -1 (`CDLKICKING`).
+  - **Kicking by Length** — a kicking pattern signalled by the colour of the longer marubozu; +1 / -1 (`CDLKICKINGBYLENGTH`).
+  - **Ladder Bottom** — three descending black candles, a fourth with an upper shadow, then a white candle gapping up, a bullish reversal; +1 (`CDLLADDERBOTTOM`).
+  - **Mat Hold** — a long white candle, a holding three-bar pullback, then a new-high white candle, a bullish continuation; +1 (`CDLMATHOLD`).
+  - **Matching Low** — a 2-bar bullish reversal where two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1 (`CDLMATCHINGLOW`).
+  - **Long Line** — a single long-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (`CDLLONGLINE`).
+  - **Short Line** — a single short-bodied candle with short shadows; bullish +1 (white) or bearish -1 (black) by colour (`CDLSHORTLINE`).
+  - **Rising Three Methods** — a 5-bar bullish continuation: a long white candle, three small pullback bars holding within its range, then a white breakout to new highs; bullish +1 (`CDLRISEFALL3METHODS`).
+  - **Falling Three Methods** — the bearish mirror of rising three methods: a long black candle, three small bars holding within its range, then a black breakdown to new lows; bearish -1 (`CDLRISEFALL3METHODS`).
+  - **Upside Gap Three Methods** — 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 (`CDLXSIDEGAP3METHODS`).
+  - **Downside Gap Three Methods** — the bearish mirror of upside gap three methods: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1 (`CDLXSIDEGAP3METHODS`).
+  - **Stalled Pattern** — 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 (`CDLSTALLEDPATTERN`).
+  - **Stick Sandwich** — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1 (`CDLSTICKSANDWICH`).
+  - **Takuri** — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1 (`CDLTAKURI`).
+  - **Closing Marubozu** — a single long-bodied candle with no shadow on the close end; bullish +1 (white, closes at the high) or bearish -1 (black, closes at the low) (`CDLCLOSINGMARUBOZU`).
+  - **Opening Marubozu** — a single long-bodied candle with no shadow on the open end; bullish +1 (white, opens at the low) or bearish -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
+  - **Tasuki Gap** — 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 (`CDLTASUKIGAP`).
+  - **Unique Three River** — 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 (`CDLUNIQUE3RIVER`).
+  - **Concealing Baby Swallow** — 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 (`CDLCONCEALBABYSWALL`).
+- **Derivatives family — funding & open interest (part 1).** A new family of
+  indicators that consume a perpetual / futures tick (`DerivativesTick`,
+  bundling funding rate, mark / index / futures price, open interest,
+  positioning, taker flow and liquidations) rather than OHLCV, exposed in Rust,
+  Python, Node and WASM:
+  - **Funding Rate** — the current perpetual funding rate.
+  - **Funding Rate Mean** — the rolling mean funding rate over a window.
+  - **Funding Rate Z-Score** — the latest funding rate in standard deviations
+    from its rolling mean.
+  - **Funding Basis** — the perpetual's relative premium to spot,
+    `(markPrice − indexPrice) / indexPrice`.
+  - **Open-Interest Delta** — the tick-over-tick change in open interest.
+- **Derivatives family — open interest, flow & liquidations (part 2).** More
+  indicators over the same `DerivativesTick` feed:
+  - **OI / Price Divergence** — relative open-interest change minus relative
+    price change over a window, the positioning-vs-price gap.
+  - **OI-Weighted Price** — the cumulative mark price weighted by open interest.
+  - **Long/Short Ratio** — aggregate long size over short size.
+  - **Taker Buy/Sell Ratio** — taker buy volume over taker sell volume.
+  - **Liquidation Features** — a multi-output breakdown of long/short
+    liquidation notional into net, total and a bounded imbalance.
+- **Derivatives family — basis & term structure (part 3).** The final
+  perpetual-vs-futures basis indicators over the `DerivativesTick` feed:
+  - **Term-Structure Basis** — the dated future's relative premium to spot,
+    `(futuresPrice − indexPrice) / indexPrice`.
+  - **Calendar Spread** — the dated future's relative premium to the perpetual,
+    `(futuresPrice − markPrice) / markPrice`.
+
+## [0.4.3] - 2026-06-01
+
+### Added
+- **Microstructure family — price impact & depth (part 3).** Indicators over a
+  trade paired with the prevailing mid (`TradeQuote`) and over the order-book
+  depth profile, exposed in Rust, Python, Node and WASM:
+  - **Effective Spread** — `2 · D · (tradePrice − mid) / mid · 10_000` bps, the
+    realised round-trip cost of a single trade against the mid.
+  - **Realized Spread** — `2 · D · (tradePrice − mid_{t+horizon}) / mid_t ·
+    10_000` bps, the share of the effective spread a liquidity provider keeps
+    once the mid has moved over a configurable horizon.
+  - **Kyle's Lambda** — the rolling OLS slope of mid changes on signed volume
+    (`cov(Δmid, q) / var(q)`), the canonical price-impact / market-depth proxy.
+  - **Depth Slope** — the mean per-side OLS slope of cumulative resting size
+    against distance from the mid, measuring how fast the book thickens away
+    from the touch.
+- **Microstructure family — footprint (part 4).** **Footprint** decomposes the
+  volume traded in a bar across price buckets (`round(price / tick_size)`),
+  splitting each bucket into buy-initiated (ask) and sell-initiated (bid)
+  volume. A multi-output, variable-length indicator: every `update` returns the
+  full footprint accumulated since the last `reset`, exposed in Rust, Python
+  (`(k, 3)` arrays), Node (`{ price, bidVol, askVol }` rows) and WASM.
+
+## [0.4.2] - 2026-06-01
+
+### Added
+- **Microstructure family — order book (part 1).** A new family of indicators
+  that consume an order-book depth snapshot (`OrderBook` of sorted, uncrossed
+  bid/ask `Level`s) rather than OHLCV, exposed in Rust, Python, Node and WASM:
+  - **Order-Book Imbalance** — `OrderBookImbalanceTop1`, `OrderBookImbalanceTopN`
+    (configurable depth) and `OrderBookImbalanceFull` measure signed depth
+    pressure `(bidDepth − askDepth) / (bidDepth + askDepth)` over the top level,
+    the top-N levels, or the full book.
+  - **Microprice** — the size-weighted fair value
+    `(bidPx·askSz + askPx·bidSz) / (bidSz + askSz)`, tilting the mid toward the
+    side more likely to be hit.
+  - **Quoted Spread** — the top-of-book spread in basis points of the mid.
+- **Microstructure family — trade flow (part 2).** Indicators over a trade tape
+  (`Trade` with an aggressor `Side`), exposed in Rust, Python, Node and WASM:
+  - **Signed Volume** — per-trade size signed by aggressor side (`+size` buy,
+    `−size` sell).
+  - **Cumulative Volume Delta** — the running total of signed volume; reset to
+    re-anchor per session.
+  - **Trade Imbalance** — the rolling `(buyVol − sellVol)/(buyVol + sellVol)`
+    over a configurable window of trades.
+
+  New public value types `Level`, `OrderBook`, `Side`, `Trade` and `TradeQuote`
+  back this and the upcoming trade-flow and price-impact indicators. Python and
+  Node accept a batch over a list of snapshots; WASM exposes per-snapshot
+  `update`.
+- **Signed Doji encoding.** `Doji` gains an opt-in `.signed()` mode
+  (`Doji(signed=True)` in Python, `new Doji(true)` in Node and WASM) that
+  classifies a detected Doji by the position of its body within the bar range —
+  a dragonfly (long lower shadow) emits `+1.0` (bullish), a gravestone (long
+  upper shadow) emits `−1.0` (bearish), and a long-legged / standard Doji emits
+  `0.0` (neutral). The default construction is unchanged — a direction-less
+  `+1.0` / `0.0` detection flag — so existing callers are unaffected. This
+  completes the uniform `+1` bull / `−1` bear / `0` none sign convention across
+  every candlestick pattern, making the family a drop-in machine-learning
+  feature where bullish and bearish instances share a single dimension.
+
+### Fixed
+- **README banner now self-updates.** The top README banner points at the org
+  profile image that `.github/banner.yml` regenerates from the indicator count,
+  and `sync-about.yml` bumps a `?v=<count>` cache-buster so GitHub's Camo proxy
+  refetches it immediately. Also fixes the webpage indicator-count sync, which
+  silently crashed on a removed `public/hero.svg` and left the marketing site's
+  count (and its OG banner) stale.
+
+### Security
+- **CI dependency installs are pinned by hash.** The Node binding now installs
+  with `npm ci` (strict `package-lock.json`), and the Python CI/bench tooling is
+  installed from hash-locked `--require-hashes` requirements under
+  `.github/requirements/` (OpenSSF Scorecard PinnedDependencies). The `ci-dev`
+  tooling is locked twice — for Python 3.9 and for 3.10+ — because numpy ships no
+  single release with wheels for both cp39 and cp313. A new
+  `scripts/update-lockfiles.sh` regenerates every workspace lockfile (Rust, Node
+  and the hash-pinned Python requirements) via `uv`, and Dependabot keeps the
+  pinned requirements current.
+
+## [0.4.1] - 2026-06-01
+
+### Added
+- **Cross-asset pairwise indicators.** A new two-series family of
+  `Indicator<Input = (f64, f64)>` implementations that relate two distinct
+  assets rather than a single OHLCV stream. Each is exposed in Rust, Python,
+  Node, and WASM:
+  - **Pairwise Beta** (`PairwiseBeta`) — rolling OLS slope of one asset's
+    **log-returns** on another's. Unlike `Beta`, which regresses the raw inputs
+    it is fed, `PairwiseBeta` differences consecutive prices into log-returns
+    internally — the conventional way to measure cross-asset beta, where a beta
+    on price levels would be dominated by the shared trend.
+  - **Pair Spread Z-Score** (`PairSpreadZScore`) — the standardised log-spread
+    `ln(a) − β·ln(b)` of a pair, where `β` is a rolling-OLS hedge ratio and the
+    spread is z-scored over its own look-back. The canonical mean-reversion /
+    statistical-arbitrage entry signal, with independent `beta_period` and
+    `z_period` windows.
+  - **Lead–Lag Cross-Correlation** (`LeadLagCrossCorrelation`) — the integer
+    offset `k ∈ [−max_lag, max_lag]` that maximises `|corr(a[t], b[t+k])|`,
+    answering which of two assets leads the other and by how many bars. Emits
+    `{ lag, correlation }`; a positive lag means `a` leads `b`.
+  - **Cointegration** (`Cointegration`) — the Engle–Granger two-step screen for
+    pairs trading: a rolling OLS hedge ratio `β`, the spread (residual)
+    `a − (α + β·b)`, and an augmented Dickey–Fuller `t`-statistic on the spread
+    (configurable `adf_lags`). A strongly negative statistic flags a
+    mean-reverting, tradeable spread. Emits `{ hedge_ratio, spread, adf_stat }`.
+  - **Relative Strength A-vs-B** (`RelativeStrengthAB`) — the comparative
+    relative strength of two assets: the ratio line `a / b` together with its
+    moving average and its RSI, the classic asset-vs-asset / asset-vs-index
+    rotation screen. Emits `{ ratio, ratio_ma, ratio_rsi }`.
+
+## [0.4.0] - 2026-06-01
+
+### Added
+- **Build-provenance attestations for release artifacts.** The release workflow
+  now emits signed SLSA build-provenance attestations for the published crates
+  and Python wheels/sdist (`actions/attest-build-provenance`); npm packages
+  carry inline Sigstore provenance from `npm publish --provenance`. Every
+  published artifact is cryptographically traceable to this repository's release
+  workflow run.
+
+### Security
+- **CodeQL static analysis and OpenSSF Scorecard run in CI.** CodeQL (Rust,
+  Python, JavaScript) and the OpenSSF Scorecard workflow now run on every push;
+  results appear under Security → Code scanning and a public Scorecard badge is
+  shown in the README.
+- **CI workflows hardened against script injection.** Untrusted event contexts
+  (PR branch names, `workflow_dispatch` inputs) are passed through the step
+  environment instead of being interpolated directly into shell commands.
+
+### Changed
+- **Node binding: invalid indicator periods now throw instead of being silently
+  clamped.** The scalar-indicator constructors previously clamped `period = 0`
+  to `1`; every Node constructor now propagates the core's validation error
+  (e.g. `period must be greater than zero`), matching the Python and WASM
+  bindings and the Rust core. Constructing with a valid period is unaffected.
+- **Binding package READMEs are now per-ecosystem.** The Python, Node.js, and
+  WebAssembly READMEs were byte-identical 314-line copies of the workspace
+  README and had drifted out of sync (stale indicator count, Python snippets
+  shown on the Node and WASM package pages). Each is now a focused landing page
+  with the correct install command, a language-correct quick-start snippet, and
+  links to the canonical documentation — removing the manual three-way sync
+  burden. No code or API changes.
+- **CONTRIBUTING now states the correct MSRV (1.86 workspace / 1.88
+  `bindings/node`)** and documents that these are the dependency-forced floors,
+  kept minimal on purpose. The previous text claimed 1.75 / 1.77, which the
+  `msrv` CI job has enforced against since the criterion and napi-build bumps.
+
+## [0.3.1] - 2026-05-30
+
+### Fixed
+- **Release pipeline — CycloneDX SBOM generation.** `cargo-cyclonedx` has no
+  `-p`/`--package` selector; it walks the whole workspace in a single pass.
+  The `release.yml` SBOM step invoked it as `cargo cyclonedx … -p <crate>` and
+  aborted with `error: unexpected argument '-p' found`, which failed the
+  crates.io publish job *after* the crates were already published and skipped
+  the GitHub Release attach-assets job (no release page, no SBOM artefacts).
+  The step now runs a single workspace pass and collects the three crates.io
+  crate SBOMs. No library changes relative to 0.3.0 — this patch republishes
+  the same code with a working release pipeline.
+
+## [0.3.0] - 2026-05-30
+
+### Added
+- **Family 15 — Risk / Performance metrics (17 new indicators).** Implemented
+  pragmatically as standard `Indicator`s rather than a separate
+  `wickra-metrics` crate; the input is a scalar `f64` per bar (period return,
+  equity sample, or trade P&L depending on the metric).
+  - **Scalar `Indicator<f64>` — 14 metrics:** Sharpe Ratio, Sortino Ratio,
+    Calmar Ratio, Omega Ratio, Max Drawdown (rolling), Average Drawdown,
+    Drawdown Duration (time-under-water), Pain Index, Value at Risk
+    (historical, linear-interpolated percentile), Conditional Value at Risk
+    (Expected Shortfall), Profit Factor, Gain/Loss Ratio, Recovery Factor,
+    Kelly Criterion.
+  - **Two-series `Indicator<(f64, f64)>` — 3 metrics on `(asset_return,
+    benchmark_return)` pairs:** Treynor Ratio, Information Ratio,
+    Jensen's Alpha (CAPM).
+- **Candlestick patterns family (15 indicators).** A new "Candlestick
+  Patterns" family covers the standard 1- to 3-bar reversal and
+  continuation shapes: `Doji`, `Hammer`, `InvertedHammer`, `HangingMan`,
+  `ShootingStar`, `Engulfing`, `Harami`, `MorningEveningStar`,
+  `ThreeSoldiersOrCrows`, `PiercingDarkCloud`, `Marubozu`, `Tweezer`,
+  `SpinningTop`, `ThreeInside` and `ThreeOutside`. Every detector takes a
+  `Candle` and emits a signed `f64` (`+1.0` bullish, `-1.0` bearish, `0.0`
+  no pattern; `Doji` is direction-less and emits `+1.0`/`0.0`). The MVP is
+  a pattern-shape check only — no trend filter is applied. Available
+  across Rust, Python, Node and WASM bindings. Harmonic and chart
+  patterns remain out of scope and will follow once the pattern-detection
+  framework (pivot detector + multi-bar state machines) lands.
+- **Market Profile family** (3 new indicators, opens family #9 across the
+  catalogue):
+  - `ValueArea(period, bin_count, value_area_pct)` — rolling
+    bin-approximation volume profile over the last `period` candles.
+    Outputs `{poc, vah, val}`: Point of Control is the bin with the highest
+    cumulative volume; the Value Area expands symmetrically from POC and
+    always absorbs the higher-volume neighbour next, until the configured
+    percentage of total volume (default 70%) is enclosed. Each candle's
+    volume is spread uniformly across its `[low, high]` range; single-print
+    bars (`low == high`) drop their entire volume into one bin.
+  - `InitialBalance(period)` — first-N-bar session high / low, frozen
+    once `period` bars have been ingested. Outputs `{high, low}`. Default
+    `period = 12` (one-hour IB on 5-minute bars for US equities). Callers
+    MUST invoke `reset()` at every session boundary, otherwise the IB
+    locks and stays fixed for the lifetime of the instance.
+  - `OpeningRange(period)` — same lock-after-N-bars semantics as IB but
+    with a smaller default window (`period = 6`, 30 min on 5-minute
+    bars) and a third output `breakout_distance` = `close - or_mid`,
+    signed (positive above the range, negative below).
+- Histogram-output Market Profile variants (Volume Profile / VPVR /
+  Composite Profile) and tick-data-only variants (TPO / Single Print /
+  Cumulative Delta / Order Flow Delta / Volume-Weighted Open) are
+  deliberately out of scope of this PR: the former need a new
+  histogram-output API layer, the latter need tick / L2 data which
+  `wickra-data` does not yet expose.
+- **Family 12 — Statistik / Regression (13 indicators).** A complete
+  statistical toolkit for analysing rolling price distributions and
+  cross-series relationships. Every indicator ships in the Rust core
+  plus all three bindings (Python, Node, WASM), with full streaming +
+  batch parity, fuzz coverage, and benches against the BTCUSDT
+  dataset:
+  - **Variance** — rolling population variance (`StdDev` squared).
+  - **CoefficientOfVariation** — `StdDev / Mean`, dimensionless dispersion.
+  - **Skewness** — rolling third standardised moment (Pearson skewness).
+  - **Kurtosis** — rolling excess kurtosis (fourth moment minus `3`).
+  - **StandardError** — standard error of estimate for the rolling OLS
+    fit, with `n − 2` residual degrees of freedom.
+  - **DetrendedStdDev** — population standard deviation of OLS
+    residuals (the StdDev that remains after subtracting the linear
+    trend).
+  - **RSquared** — coefficient of determination of the rolling OLS
+    fit; the trend-quality filter.
+  - **MedianAbsoluteDeviation** — robust dispersion measure that
+    survives outliers (median of absolute deviations from the median).
+  - **Autocorrelation** — rolling lag-`k` Pearson autocorrelation;
+    detects periodicity and tests for white-noise behaviour.
+  - **HurstExponent** — R/S-analysis estimator of trend-persistence
+    vs. mean-reversion regime (`0.5` is random walk).
+  - **PearsonCorrelation** — rolling correlation between two
+    synchronised series; takes `(x, y)` pairs.
+  - **Beta** — rolling OLS slope of an asset on a benchmark; the CAPM
+    sensitivity coefficient.
+  - **SpearmanCorrelation** — rolling rank correlation (monotone,
+    outlier-robust analogue of Pearson).
+
+  Indicator count: 71 → 84.
+- **Family 13 — Ichimoku & alternative charts.** Two new indicators:
+  - `Ichimoku` (Ichimoku Kinko Hyo) — the full five-line cloud system
+    (Tenkan-sen, Kijun-sen, Senkou Span A/B, Chikou Span) with the
+    classic `(9, 26, 52, 26)` defaults and configurable periods. Forward
+    displacement is handled in a streaming ring buffer so the
+    currently-visible Senkou A/B at bar *n* are the values computed
+    from bar *n − displacement*.
+  - `HeikinAshi` — the candle smoothing transform that recursively
+    averages OHLC into a four-component output (`ha_open`, `ha_high`,
+    `ha_low`, `ha_close`). Seeds `ha_open` from the first bar's
+    `(open + close) / 2`.
+
+  Exposed in all four bindings (Rust, Python, Node, WASM). Renko,
+  Kagi, and Point & Figure from the family ideas list are deferred:
+  they are custom bar generators rather than indicators and belong in
+  `wickra-data`.
+- **Family 10 — Ehlers / Cycle (DSP) indicators.** 16 new
+  streaming-first indicators implementing John Ehlers'
+  digital-signal-processing school of cycle analytics — a strong
+  differentiation feature versus TA-Lib and pandas-ta, which only
+  ship fragments of this catalogue:
+  - **MAMA / FAMA** (MESA Adaptive Moving Average + Following
+    Adaptive Moving Average) — phase-rate-adaptive smoothing pair
+    from the 2001 MESA paper, exposed both jointly via `Mama` (multi-
+    output) and as a scalar `Fama` wrapper.
+  - **Fisher Transform** and **Inverse Fisher Transform** — Gaussian
+    normalisation of price (Ehlers 2002) and its tanh-based bounded
+    counterpart for oscillators.
+  - **SuperSmoother**, **Roofing Filter**, **Decycler** and **Decycler
+    Oscillator** — 2-pole Butterworth lowpass, bandpass and
+    high-pass complement building blocks from *Cycle Analytics for
+    Traders* (2013).
+  - **Hilbert Dominant Cycle**, **Sine Wave** and **Adaptive Cycle**
+    — Hilbert-transform-based period estimation from *Rocket Science
+    for Traders* (2001).
+  - **Center of Gravity**, **Cybernetic Cycle Component**,
+    **Instantaneous Trendline**, **Ehlers Stochastic** and
+    **Empirical Mode Decomposition** — EasyLanguage classics from
+    Ehlers' published catalogue.
+  - All sixteen are exposed across Rust, Python, Node.js and WASM
+    bindings, fuzz-tested, benchmarked against real BTCUSDT
+    1-minute data, and pass `batch == streaming` equivalence.
+  - Indicator count rises from 71 to **87** across **nine** families.
+- **DeMark family (family 11) — 12 new indicators.** TD Setup (9-bar
+  buy/sell setup counter with parameterised lookback and target), TD
+  Sequential (Setup + Countdown phase machine emitting setup count,
+  countdown count and active countdown direction), TD DeMarker
+  (bounded [0, 1] range oscillator built from high/low expansions),
+  TD REI (Range Expansion Index — bounded ±100 oscillator with the
+  classic 5-bar default), TD Pressure (volume-weighted buying /
+  selling pressure normalised to ±100), TD Combo (aggressive
+  countdown variant with extra monotone-low / monotone-close
+  strictness conditions on top of the classic countdown rule), TD
+  Countdown (standalone 13-bar countdown phase machine emitting
+  only the signed countdown count and direction — smaller streaming
+  payload than the full TD Sequential), TD Lines (TDST horizontal
+  support / resistance levels derived from the highs and lows of
+  the most-recently-completed setup), TD Range Projection (next-bar
+  high / low projection from the current bar's OHLC via DeMark's
+  open-vs-close-weighted pivot), TD Differential (2-bar
+  buying-pressure-vs-selling-pressure reversal pattern emitting
+  +1 / -1 / 0), TD Open (gap-and-fade reversal pattern emitting
+  +1 / -1 / 0 when the open prints outside the prior bar's range
+  but the subsequent action recovers back into it), and TD Risk
+  Level (protective stop levels derived from the lowest-low / highest-
+  high setup bar's true range). All twelve are exposed through the
+  Rust, Python, Node, and WASM bindings with `batch == streaming`
+  equivalence tests, candle-stream fuzz coverage, and benchmark
+  entries on the BTCUSDT 1-minute dataset.
+- **Family 08 — Pivots & Support/Resistance.** Seven new indicators land
+  the previously empty pivot family: Classic (Floor-Trader) Pivot Points
+  with three resistance and support tiers, Fibonacci Pivots spaced by
+  0.382 / 0.618 / 1.000 of the prior range, Camarilla Pivots
+  (Nick Stott's four-tier `(H − L) · 1.1 / {12, 6, 4, 2}` levels),
+  Woodie Pivots with the close-weighted `PP = (H + L + 2·C) / 4`,
+  DeMark Pivots whose conditional `X` depends on whether the bar closed
+  up, down or flat, Williams Fractals as a five-bar swing detector and
+  ZigZag as a percent-threshold swing tracker. Every level/swing is
+  exposed across Rust, Python, Node and WASM with the standard
+  `update` / `batch` / `reset` / `is_ready` / `warmup_period` surface
+  and matching streaming-vs-batch and reference-value tests. The fuzz
+  candle target now covers all seven.
+- **Family 09 — Trailing Stops, seven new indicators.** Rounds out the
+  trailing-stop family from 5 to 12: `HiLoActivator` (Crabel's
+  SMA-of-high / SMA-of-low trail), `VoltyStop` (Cynthia Kase's
+  extreme-anchor ATR stop), `YoyoExit` (long-only ATR trail with a
+  re-entry trigger), `DonchianStop` (the original Turtle exit, lowest
+  low / highest high), `PercentageTrailingStop` (fixed-percent trail),
+  `StepTrailingStop` (round-number grid trail) and `RenkoTrailingStop`
+  (block-anchored Renko-style trail). All wired into the four bindings
+  (Rust, Python, Node, WASM), the streaming + batch fuzz targets, and
+  the bench harness.
+- **Klinger Volume Oscillator (KVO).** Stephen J. Klinger's trend-aware
+  volume-force oscillator: `EMA(vf, fast) − EMA(vf, slow)` over a daily
+  volume force scaled by cumulative-measurement ratio. Classic
+  `(fast, slow) = (34, 55)` exposed via `Kvo::classic()`.
+- **Volume Oscillator (VO).** Percent difference between a fast and a
+  slow SMA of bar volume: `100 · (SMA(vol, fast) − SMA(vol, slow)) /
+  SMA(vol, slow)`. Default `(14, 28)`.
+- **Negative Volume Index (NVI).** Paul Dysart's cumulative index that
+  only updates on volume-contraction bars (`volume_t < volume_{t−1}`),
+  absorbing the percent close change on those quiet days. Fosback
+  baseline `1000.0`, configurable via `Nvi::with_baseline`.
+- **Positive Volume Index (PVI).** The complementary index that
+  updates on volume-expansion bars (`volume_t > volume_{t−1}`).
+- **Williams Accumulation/Distribution.** Larry Williams' volume-less
+  cumulative flow that anchors to the previous close (true high/low) and
+  classifies each bar as accumulation, distribution, or neutral by the
+  sign of the close-to-close change.
+- **Anchored VWAP.** A cumulative VWAP whose accumulation begins at a
+  user-chosen anchor bar rather than the session open. Re-anchor at
+  runtime via `AnchoredVwap::set_anchor` for click-to-anchor trader
+  workflows.
+- **Demand Index (Sibbet).** James Sibbet's smoothed buying-vs-selling
+  pressure ratio in the streaming-friendly textbook form
+  `EMA(volume · close-return · (1 + range/close), period)`.
+- **Time Segmented Volume (TSV).** Don Worden's rolling sum of signed
+  volume weighted by the close-to-close move: a window-sum measure of
+  net accumulation/distribution.
+- **Volume Zone Oscillator (VZO).** Walid Khalil's normalised
+  volume-flow oscillator bounded in `[−100, 100]`, defined as
+  `100 · EMA(signed_volume) / EMA(volume)`.
+- **Market Facilitation Index (Bill Williams).** Per-bar
+  `(high − low) / volume` — how much price movement the market produces
+  per unit of volume.
+- **ADXR (Average Directional Movement Index Rating)** in the Trend &
+  Directional family. Wilder's directional-strength smoother: the
+  average of the current `ADX` and the `ADX` from `period - 1` bars
+  ago. Warmup is `3 * period - 1` (e.g. 41 for the default `period =
+  14`). Shipped across all four bindings (Rust core, Python, Node,
+  WASM) plus fuzz/test/bench coverage.
+- **Random Walk Index (RWI)** in the Trend & Directional family. Mike
+  Poulos' trend-vs.-random-walk gauge: for each lookback `i ∈ [2,
+  period]` the ratio of actual displacement to the random-walk
+  expectation `ATR_i * sqrt(i)` is taken; the per-bar output is the
+  maximum across lookbacks for both the high (`RWI_High`) and low
+  (`RWI_Low`) directions. Multi-output `(high, low)` across all four
+  bindings; warmup `= period`.
+- **Trend Intensity Index (TII)** in the Trend & Directional family.
+  M.H. Pee's `[0, 100]` oscillator: the share of the most recent
+  `dev_period` SMA-deviations that are positive, scaled to
+  `[0, 100]`. Saturates at 100 on a pure uptrend, at 0 on a pure
+  downtrend, and returns the neutral 50 on a perfectly flat market.
+  Canonical Python defaults `(sma_period=60, dev_period=30)`; warmup
+  `= sma_period + dev_period − 1`.
+- **Wave Trend Oscillator (LazyBear)** in the Trend & Directional
+  family. Two-line mean-reverting momentum gauge built from the
+  typical price and three cascaded EMAs:
+  `esa = EMA(ap, channel)`, `d = EMA(|ap − esa|, channel)`,
+  `ci = (ap − esa) / (0.015 · d)`, `wt1 = EMA(ci, average)`,
+  `wt2 = SMA(wt1, signal)`. `WaveTrend::classic()` exposes the
+  LazyBear defaults `(channel = 10, average = 21, signal = 4)`;
+  warmup `= 2 · channel + average + signal − 3` (42 for the classic
+  defaults). Includes a sub-ULP flat-tolerance guard on `ci` so a
+  perfectly flat market reports `(0, 0)` instead of the
+  mathematically indeterminate `−1 / 0.015 = −66.67`. Multi-output
+  `(wt1, wt2)` across all four bindings.
+- **Family 05 — Bands & Channels (11 new indicators).** Eleven additional
+  price-envelope overlays organised into the new "Bands & Channels"
+  family, exposed across all four bindings (Rust, Python, Node, WASM):
+  - `MaEnvelope` — SMA centerline with fixed-percent envelope (the oldest
+    band overlay still in use).
+  - `AccelerationBands` — Price Headley's momentum-biased bands that widen
+    with the bar's relative range `(H − L) / (H + L)`.
+  - `StarcBands` — Stoller Average Range Channel: SMA(close) ± k·ATR
+    (Keltner's SMA-centerline sibling).
+  - `AtrBands` — Close-anchored envelope of width `k · ATR`, the standard
+    volatility-targeting stop/target band.
+  - `HurstChannel` — SMA centerline wrapped by the rolling high-low range
+    (Brian Millard / Hurst-cycle channel).
+  - `LinRegChannel` — Linear-regression endpoint ± k·σ of the residuals,
+    measuring dispersion about the *trend* rather than the mean.
+  - `StandardErrorBands` — Linear regression with the OLS standard error
+    (denominator `n − 2`) for prediction-interval bands.
+  - `DoubleBollinger` — Kathy Lien's `±1σ` plus `±2σ` zone-partition setup.
+  - `TtmSqueeze` — John Carter's BB-inside-KC squeeze flag paired with a
+    detrended-close momentum reading.
+  - `FractalChaosBands` — Bill Williams 5-bar fractal high/low envelope.
+  - `VwapStdDevBands` — Cumulative VWAP with volume-weighted standard
+    deviation bands.
+  Indicator count rises from 71 to 82 across nine families; the README
+  family table and the wiki overview/sidebar/warmup pages were updated to
+  match.
+- **Yang-Zhang Volatility.** Yang & Zhang (2000) gold-standard OHLC
+  estimator: a convex blend of overnight (close-to-open), open-to-close
+  and Rogers-Satchell variances. The blending factor
+  `k = 0.34 / (1.34 + (n+1)/(n-1))` is the one that minimises
+  estimator variance under driftless GBM with overnight gaps. The
+  overnight and open-to-close pieces use sample variance (Bessel's
+  correction, divisor `n−1`), so the indicator needs `period + 1` bars
+  to emit. Output annualised to a percent. Defaults: `period = 20`,
+  `trading_periods = 252`. The recommended OHLC estimator for equities,
+  futures, and any asset with material close-to-open gaps.
+- **Rogers-Satchell Volatility.** Drift-free OHLC realised-volatility
+  estimator from Rogers, Satchell & Yoon (1994). Per-bar sample is
+  `ln(H/C)·ln(H/O) + ln(L/C)·ln(L/O)`; every term is non-negative by
+  construction (high >= open, close; low <= open, close), so the
+  rolling mean is exact, not biased, under arbitrary drift. The
+  algebraic drift-cancellation is what differentiates it from
+  Garman-Klass. Output annualised to a percent. Defaults:
+  `period = 20`, `trading_periods = 252`.
+- **Garman-Klass Volatility.** Garman & Klass (1980) OHLC realised
+  volatility estimator: per-bar sample is
+  `0.5·(ln H/L)² − (2·ln2 − 1)·(ln C/O)²`, then take the annualised
+  square root of the rolling mean. Roughly 7.4× more statistically
+  efficient than close-to-close stddev under driftless GBM. Output
+  annualised to a percent. Defaults: `period = 20`,
+  `trading_periods = 252`.
+- **Parkinson Volatility.** Michael Parkinson's (1980) high-low realised
+  volatility estimator: `sigma² = (1 / (4n·ln2)) · Σ (ln(H/L))²`. Output
+  annualised to a percent in the same style as `HistoricalVolatility`
+  (pass `trading_periods = 1` for the raw per-bar `sigma·100` figure).
+  Roughly 5× more statistically efficient than close-to-close stddev
+  under a driftless-GBM assumption. Defaults: `period = 20`,
+  `trading_periods = 252`.
+- **RVIVolatility (Relative Volatility Index).** Donald Dorsey's
+  RSI-shaped volatility gauge: partition the rolling standard
+  deviation of close into "up" (close rose) and "down" (close fell)
+  samples, Wilder-smooth each side, and compute
+  `100 · AvgUp / (AvgUp + AvgDown)`. Bounded on `[0, 100]`; saturates
+  at `100` in pure uptrends, `0` in pure downtrends, and falls back to
+  `50` on a completely flat series (same undefined-RS convention as
+  `RSI`). Single `period` parameter (default `10`) drives both the
+  stddev window and the Wilder smoothing. Named `RVIVolatility` rather
+  than plain `RVI` to disambiguate from Relative Vigor Index, which
+  ships in Family 02 under the shorter `RVI` name.
+- **Family 03 — MACD & Price Oscillators.** `Stc` (Schaff Trend Cycle,
+  Doug Schaff): doubly-`Stochastic`-smoothed MACD producing a bounded
+  `[0, 100]` reading that reacts faster than `MACD` itself. Four
+  parameters `(fast = 23, slow = 50, schaff_period = 10, factor = 0.5)`.
+  Output is clamped to `[0, 100]` to absorb floating-point rounding.
+  Exposed in all four bindings.
+- **Family 03 — MACD & Price Oscillators.** `ElderImpulse` (Alexander
+  Elder's Impulse System): tri-state momentum gauge combining `EMA`
+  trend slope with `MACD` histogram slope. Returns `+1` (green/buy)
+  when both rise, `−1` (red/sell) when both fall, `0` (blue/neutral)
+  on disagreement. Four parameters
+  `(ema_period, macd_fast, macd_slow, macd_signal)`; defaults
+  `(13, 12, 26, 9)` track *Come Into My Trading Room*. Exposed in all
+  four bindings.
+- **Family 03 — MACD & Price Oscillators.** `ZeroLagMacd`: classic
+  MACD topology with `ZLEMA` substituted for `EMA` everywhere — faster
+  reaction to trend changes at the cost of slightly noisier readings.
+  Multi-output `ZeroLagMacdOutput { macd, signal, histogram }`. Three
+  parameters `(fast = 12, slow = 26, signal = 9)`; `fast` must be
+  strictly less than `slow`. Exposed in all four bindings.
+- **Family 03 — MACD & Price Oscillators.** `CFO` (Chande Forecast
+  Oscillator): `100 · (close − LinReg(close, period)) / close`. Positive
+  when the close overshoots the linear forecast, negative when it
+  undershoots. Holds the previous value if the close is zero. Default
+  period 14. Exposed in all four bindings.
+- **Family 03 — MACD & Price Oscillators.** `AwesomeOscillatorHistogram`:
+  `AO − SMA(AO, sma_period)`. A configurable variant of the existing
+  `AcceleratorOscillator` (which fixes `(fast, slow, sma) = (5, 34, 5)`).
+  Three parameters; defaults match Bill Williams' Accelerator. Exposed
+  in all four bindings.
+- **Family 03 — MACD & Price Oscillators.** `APO` (Absolute Price
+  Oscillator): `EMA(close, fast) − EMA(close, slow)`. Like MACD's line
+  without the signal EMA. Default `(fast = 12, slow = 26)`. `fast` must
+  be strictly less than `slow`. Exposed in all four bindings.
+- **Family 02 — Momentum Oscillators.** `Inertia` (Dorsey): a
+  `LinearRegression` smoothing of the `RVI` series — preserves trend
+  direction while damping the underlying ratio. Candle input, two
+  parameters `(rvi_period, linreg_period)` (defaults 14 / 20). Exposed
+  in all four bindings.
+- **Family 02 — Momentum Oscillators.** `ConnorsRsi`: Larry Connors'
+  3-component aggregate — `RSI(close)`, `RSI(streak)`, and the
+  percentile rank of the 1-bar return over the recent `period_rank`
+  returns. Bounded in `[0, 100]`. Three parameters
+  `(period_rsi, period_streak, period_rank)` (defaults 3 / 2 / 100).
+  Exposed in all four bindings.
+- **Family 02 — Momentum Oscillators.** `LaguerreRsi` (Ehlers):
+  four-stage Laguerre polynomial filter wrapped in an RSI-style up/down
+  accumulator. Single parameter `gamma` in `[0, 1]` (default 0.5) trades
+  lag for smoothness. State is seeded to the first input so a constant
+  series stays at the neutral 50. Output clamped to `[0, 100]`. Exposed
+  in all four bindings.
+- **Family 02 — Momentum Oscillators.** `SMI` (Stochastic Momentum
+  Index, Blau): doubly-`EMA`-smoothed bounded oscillator measuring 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)` (defaults 5 / 3 / 3). Exposed in all
+  four bindings.
+- **Family 02 — Momentum Oscillators.** `KST` (Know Sure Thing, Pring):
+  weighted sum of four `SMA`-smoothed `ROC` series with Pring's fixed
+  weights `1, 2, 3, 4`, plus an `SMA` signal line. Nine parameters
+  (four ROC periods, four SMA periods, signal period); `Kst::classic()`
+  uses Pring's recommended defaults. Multi-output indicator emitting
+  `KstOutput { kst, signal }`. Exposed in all four bindings.
+- **Family 02 — Momentum Oscillators.** `PGO` (Pretty Good Oscillator,
+  Mark Johnson): `(close − SMA(close, period)) / EMA(TR, period)`.
+  Candle input, single parameter `period` (default 14). Roughly counts
+  how many ATR-equivalents the close is from its mean. Exposed in all
+  four bindings.
+- **Family 02 — Momentum Oscillators.** `RVI` (Relative Vigor Index,
+  Dorsey): per-bar ratio `SMA(close - open, period) / SMA(high - low,
+  period)`. Candle input, single parameter `period` (default 10).
+  Positive on average-bullish windows, negative on average-bearish.
+  Holds previous value if the entire window has zero range. Exposed in
+  all four bindings.
+- **Family 01 — Moving Averages.** `ALMA` (Arnaud Legoux Moving Average):
+  Gaussian-weighted moving average with configurable centre (`offset` in
+  `[0, 1]`) and kernel width (`sigma > 0`). Community-standard defaults
+  `(period = 9, offset = 0.85, sigma = 6.0)` available via `Alma::classic()`.
+  Exposed in all four bindings (Rust, Python, Node, WASM).
+- **Family 01 — Moving Averages.** `EVWMA` (Elastic Volume-Weighted
+  Moving Average, Fries 2001): an "elastic" recurrence whose smoothing
+  weight is the bar's volume relative to the running window-volume.
+  Candle input (uses close + volume), single parameter `period`
+  (default 20). Holds its previous value if the entire window has zero
+  volume. Exposed in all four bindings.
+- **Family 01 — Moving Averages.** `Alligator` (Bill Williams): three
+  SMMA lines (Jaw / Teeth / Lips) of the median price `(high + low) / 2`
+  with default periods 13 / 8 / 5. Multi-output indicator emitting
+  `AlligatorOutput { jaw, teeth, lips }`. Visual chart shift is left to
+  the consumer. Exposed in all four bindings.
+- **Family 01 — Moving Averages.** `JMA` (Jurik Moving Average):
+  three-stage filter reconstruction of Mark Jurik's adaptive MA.
+  Three parameters: `period` (14), `phase` in `[-100, 100]` (0), `power`
+  in `1..=4` (2). State is seeded to the first input so a constant series
+  is reproduced exactly. Exposed in all four bindings.
+- **Family 01 — Moving Averages.** `VIDYA` (Variable Index Dynamic
+  Average, Chande 1992): EMA whose smoothing factor is scaled by the
+  absolute Chande Momentum Oscillator. Two parameters `period` and
+  `cmo_period` (defaults 14 / 9). Exposed in all four bindings.
+- **Family 01 — Moving Averages.** `FRAMA` (Fractal Adaptive Moving
+  Average, Ehlers 2005): adapts its smoothing constant to the fractal
+  dimension of the recent window — fast in trends, slow in chop. Single
+  parameter `period` (must be even, default 16). Exposed in all four
+  bindings.
+- **Family 01 — Moving Averages.** `McGinleyDynamic`: John McGinley's
+  self-adjusting MA. Single parameter `period`; 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. Seeded with the
+  simple average of the first `period` inputs. Exposed in all four bindings.
+
+## [0.2.7] - 2026-05-24
+
+### Added
+- **Windows ARM64 is back.** npm Support unblocked the
+  `wickra-win32-arm64-msvc` sub-package name (same path
+  `wickra-win32-x64-msvc` took through 0.1.4) and transferred write
+  access to @kingchenc. 0.2.7 ships the binding for
+  `aarch64-pc-windows-msvc` alongside the existing five platforms:
+  the `napi.triples.additional` entry, the `optionalDependencies`
+  pin, the `bindings/node/npm/win32-arm64-msvc/` sub-package and the
+  `windows-11-arm` row of the release.yml node-build matrix are all
+  restored from 8aa74cb. `npm install wickra` on Windows ARM64 now
+  resolves to a native build instead of failing the loader's
+  optional-dep lookup. PyPI's `win_arm64` wheel was unaffected and
+  carries through as before.
+
+### Changed
+- **Benchmark CPU renamed.** The "Reproduced on" line in every
+  README listed an AMD Ryzen 9 7950X3D; the canonical machine is
+  actually a Ryzen 9 9950X. Speedup ratios in the tables are
+  unchanged (they're relative across libraries on the same machine),
+  only the labelling is corrected. The performance-regression issue
+  template's CPU example was updated for consistency.
+
+## [0.2.6] - 2026-05-24
+
+### Fixed
+- **docs.rs build.** Rust 1.92 removed the `doc_auto_cfg` feature gate
+  and folded it back into `doc_cfg` (rust-lang/rust#138907). docs.rs
+  builds against the latest nightly and sets `--cfg docsrs`, so every
+  published 0.2.x failed with E0557 on the
+  `#![cfg_attr(docsrs, feature(doc_auto_cfg))]` line at the top of
+  `wickra`, `wickra-core`, and `wickra-data`. GitHub CI didn't see
+  this — stable rustc never enables the `docsrs` cfg. The three
+  library crates now gate on `doc_cfg` (same intent, same rendered
+  output on docs.rs, builds again on nightly).
+
+### Changed
+- **README — Wickra is now the top row of every comparison table.**
+  The "Why Wickra exists" library matrix and the per-indicator
+  benchmark tables previously placed Wickra at the bottom; a reader
+  landing on the README is here to compare *against* Wickra, so the
+  pivot row belongs at the top with a ★ marker. Same column data,
+  same winner annotations — only row order changed. Mirrored across
+  the umbrella README and every binding README so crates.io / PyPI /
+  npm landing pages stay in sync.
+
+## [0.2.5] - 2026-05-24
+
+### Added
+- `BinanceConfig` plus `BinanceKlineStream::connect_with_config(symbols, interval, config)`
+  in `wickra-data`'s `live::binance` module. `connect()` keeps its previous
+  signature and now forwards to the new entry-point with the defaults, so the
+  public API is backwards-compatible. The config lets callers point the
+  stream at Binance Testnet (`wss://testnet.binance.vision`) or tune the
+  read timeout, reconnect attempt count, initial / capped backoff and frame
+  size limits without rewriting the connector.
+- README **Disclaimer** section clarifying that Wickra is an indicator
+  toolkit (not a trading system) and that any production-trading use is at
+  the caller's own risk. The legal terms in [LICENSE](LICENSE) are
+  unchanged.
+
+### Changed
+- `BinanceKlineStream::next_event` now writes the Pong reply to a server
+  `Ping` on a best-effort basis. A failed write means the connection is
+  already dead, so the existing timeout / read-error reconnect arm one
+  loop iteration later picks it up — the previous explicit reconnect on
+  Pong-write failure is gone. Observable behaviour is unchanged for every
+  healthy connection.
+
 ## [0.2.1] - 2026-05-23
 
 ### Changed
@@ -329,11 +1205,27 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
   optional Binance live feed.
 - Bindings for Python, Node.js, and WebAssembly.
 
-[Unreleased]: https://github.com/kingchenc/wickra/compare/v0.2.1...HEAD
-[0.2.1]: https://github.com/kingchenc/wickra/compare/v0.2.0...v0.2.1
-[0.2.0]: https://github.com/kingchenc/wickra/compare/v0.1.4...v0.2.0
-[0.1.4]: https://github.com/kingchenc/wickra/compare/v0.1.3...v0.1.4
-[0.1.3]: https://github.com/kingchenc/wickra/compare/v0.1.2...v0.1.3
-[0.1.2]: https://github.com/kingchenc/wickra/compare/v0.1.1...v0.1.2
-[0.1.1]: https://github.com/kingchenc/wickra/compare/v0.1.0...v0.1.1
-[0.1.0]: https://github.com/kingchenc/wickra/releases/tag/v0.1.0
+[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.5.2...HEAD
+[0.5.2]: https://github.com/wickra-lib/wickra/compare/v0.5.1...v0.5.2
+[0.5.1]: https://github.com/wickra-lib/wickra/compare/v0.5.0...v0.5.1
+[0.5.0]: https://github.com/wickra-lib/wickra/compare/v0.4.7...v0.5.0
+[0.4.7]: https://github.com/wickra-lib/wickra/compare/v0.4.6...v0.4.7
+[0.4.6]: https://github.com/wickra-lib/wickra/compare/v0.4.5...v0.4.6
+[0.4.5]: https://github.com/wickra-lib/wickra/compare/v0.4.4...v0.4.5
+[0.4.4]: https://github.com/wickra-lib/wickra/compare/v0.4.3...v0.4.4
+[0.4.3]: https://github.com/wickra-lib/wickra/compare/v0.4.2...v0.4.3
+[0.4.2]: https://github.com/wickra-lib/wickra/compare/v0.4.1...v0.4.2
+[0.4.1]: https://github.com/wickra-lib/wickra/compare/v0.4.0...v0.4.1
+[0.4.0]: https://github.com/wickra-lib/wickra/compare/v0.3.1...v0.4.0
+[0.3.1]: https://github.com/wickra-lib/wickra/compare/v0.3.0...v0.3.1
+[0.3.0]: https://github.com/wickra-lib/wickra/compare/v0.2.7...v0.3.0
+[0.2.7]: https://github.com/wickra-lib/wickra/compare/v0.2.6...v0.2.7
+[0.2.6]: https://github.com/wickra-lib/wickra/compare/v0.2.5...v0.2.6
+[0.2.5]: https://github.com/wickra-lib/wickra/compare/v0.2.1...v0.2.5
+[0.2.1]: https://github.com/wickra-lib/wickra/compare/v0.2.0...v0.2.1
+[0.2.0]: https://github.com/wickra-lib/wickra/compare/v0.1.4...v0.2.0
+[0.1.4]: https://github.com/wickra-lib/wickra/compare/v0.1.3...v0.1.4
+[0.1.3]: https://github.com/wickra-lib/wickra/compare/v0.1.2...v0.1.3
+[0.1.2]: https://github.com/wickra-lib/wickra/compare/v0.1.1...v0.1.2
+[0.1.1]: https://github.com/wickra-lib/wickra/compare/v0.1.0...v0.1.1
+[0.1.0]: https://github.com/wickra-lib/wickra/releases/tag/v0.1.0

CITATION.cff

@@ -0,0 +1,31 @@
+cff-version: 1.2.0
+title: Wickra
+message: >-
+  If you use Wickra in academic work, please cite it using the metadata
+  below.
+type: software
+authors:
+  - alias: kingchenc
+    email: support@wickra.org
+repository-code: "https://github.com/wickra-lib/wickra"
+url: "https://wickra.org"
+abstract: >-
+  Wickra is a streaming-first technical-analysis library implemented in
+  Rust with bindings for Python, Node.js and WebAssembly. Each indicator
+  is a state machine that updates in constant time per new input, so
+  identical code paths serve live-trading workloads and historical
+  back-testing. The library covers 214 indicators across 16 families
+  (moving averages, momentum, volatility, volume, statistics, Ehlers
+  digital-signal-processing cycles, pivots, DeMark, Ichimoku, candlestick
+  patterns, market profile, and risk/performance metrics).
+keywords:
+  - technical-analysis
+  - technical-indicators
+  - streaming
+  - algorithmic-trading
+  - quantitative-finance
+  - rust
+  - time-series
+license:
+  - MIT
+  - Apache-2.0

CODE_OF_CONDUCT.md

@@ -33,7 +33,7 @@ project in public spaces.
 ## Enforcement
 
 Instances of unacceptable behaviour may be reported to the project maintainer
-at **kingchencp@gmail.com**. All reports will be reviewed and investigated
+at **support@wickra.org**. All reports will be reviewed and investigated
 promptly and fairly, and the maintainer will respect the privacy and security
 of the reporter.
 

CONTRIBUTING.md

@@ -5,11 +5,11 @@ build the project, the standards a change must meet, and how to get it merged.
 
 ## License of contributions
 
-Wickra is licensed under the **PolyForm Noncommercial License 1.0.0** (see
-[`LICENSE`](LICENSE)). By submitting a contribution you agree that it is
-licensed to the project under those same terms. The Noncommercial license
-permits use for any purpose **other than** a commercial one; keep that in mind
-when proposing features or depending on Wickra elsewhere.
+Wickra is dual-licensed under the [MIT](LICENSE-MIT) and
+[Apache-2.0](LICENSE-APACHE) licenses; users may choose either. Unless you
+explicitly state otherwise, any contribution you intentionally submit for
+inclusion in the work, as defined in the Apache-2.0 license, shall be dual
+licensed as above, without any additional terms or conditions.
 
 ## Project layout
 
@@ -22,7 +22,7 @@ when proposing features or depending on Wickra elsewhere.
 | `bindings/node` | napi-rs bindings (`wickra` on npm). |
 | `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
 | `examples/` | Runnable examples. |
-| `docs/wiki/` | Documentation sources. |
+| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. |
 
 ## Building and testing
 
@@ -35,8 +35,13 @@ cargo test --workspace
 cargo test -p wickra-data --features live-binance
 ```
 
-The minimum supported Rust version is **1.75** for the workspace crates and
-**1.77** for `bindings/node`; the `msrv` CI job enforces both.
+The minimum supported Rust version is **1.86** for the workspace crates and
+**1.88** for `bindings/node`; the `msrv` CI job enforces both. These floors are
+not chosen freely — they are the lowest versions our dependencies allow
+(criterion 0.8.2, the bench dev-dependency, requires 1.86; napi-build 2.3.2
+requires 1.88). We keep the MSRV at that dependency-forced floor on purpose so
+the library builds for the widest possible audience; please don't raise it
+without a dependency that actually requires it.
 
 ### Python
 
@@ -63,6 +68,29 @@ wasm-pack build bindings/wasm --target web --release --features panic-hook
 wasm-pack test --node bindings/wasm
 ```
 
+## Lockfile policy
+
+| Component | Lockfile | Tracked? | Why |
+| --- | --- | --- | --- |
+| Workspace (Rust) | `Cargo.lock` | **yes** | The workspace ships binaries (examples, fuzz harness) and CI builds, so the dependency graph is pinned for reproducible builds. |
+| `bindings/node` | `package-lock.json` | **yes** | Reproducible `npm install` for the native binding. |
+| `examples/node` | `package-lock.json` | **yes** | Same — the runnable Node examples link the binding via a `file:` dependency. |
+| `bindings/python` | — | n/a (no lockfile) | The published package pins only `numpy>=1.22` at runtime; its native code is pinned through the workspace `Cargo.lock`. The CI/bench dev tooling it installs is hash-locked separately — see the `.github/requirements` row. |
+| `.github/requirements` | `*.txt` (hash-pinned) | **yes** | CI/bench Python tooling, locked with `uv pip compile --generate-hashes` (OpenSSF Scorecard PinnedDependencies). `ci-dev` is split per Python version — `ci-dev-py39.txt` and `ci-dev-py3.txt` — because numpy ships no single release with wheels for both cp39 and cp313; `bench.txt` covers the single-version bench job. |
+| `fuzz` | `fuzz/Cargo.lock` | **no** (ignored) | `fuzz/` is a detached crate; `cargo-fuzz init` generates `fuzz/.gitignore` which ignores its `Cargo.lock`. The fuzz smoke job resolves dependencies fresh, so the lock is not needed for reproducibility here. |
+| `site` (marketing) | `package-lock.json` | **no** (ghost-ignored) | The VitePress site is a local-only project excluded via `.git/info/exclude`; its lockfile stays local. |
+
+When adding a new committed Node package, commit its `package-lock.json` too and
+remove any matching ignore rule. Do **not** add a top-level `package-lock.json` —
+the repository root is not an npm package.
+
+To refresh every committed lockfile in the workspace — `Cargo.lock`,
+`fuzz/Cargo.lock`, the Node binding lock, and the hash-pinned Python
+requirements — run `./scripts/update-lockfiles.sh`. It uses `uv` for the Python
+locks (and bootstraps it on Linux/macOS if absent) so each target Python
+version's hashed transitive closure can be regenerated without that interpreter
+installed. Dependabot also keeps the `.github/requirements` pins current.
+
 ## Standards for a change
 
 - **Formatting & lints.** `cargo fmt` must leave the tree unchanged and
@@ -75,8 +103,10 @@ wasm-pack test --node bindings/wasm
   of `update` calls.
 - **Bindings.** A change to a public indicator API must be mirrored across the
   Python, Node, and WASM bindings, including their type stubs / `.d.ts`.
-- **Docs.** Update the relevant page under `docs/wiki/` and the `README.md`
-  when behaviour or the public API changes.
+- **Docs.** Update the relevant page on the
+  [documentation site](https://docs.wickra.org) and the
+  `README.md` when behaviour or the public API changes. The docs live in
+  a separate git repository: `https://github.com/wickra-lib/wickra-docs`.
 - **Changelog.** Add an entry under `## [Unreleased]` in `CHANGELOG.md`.
 
 ## Commit and pull-request workflow
@@ -92,3 +122,33 @@ wasm-pack test --node bindings/wasm
 Use the issue templates under
 [`.github/ISSUE_TEMPLATE`](.github/ISSUE_TEMPLATE). For security-sensitive
 reports, follow [`SECURITY.md`](SECURITY.md) instead of opening a public issue.
+
+## Developer Certificate of Origin (DCO)
+
+All contributions to Wickra are made under the [Developer Certificate of
+Origin (DCO) 1.1](DCO). By signing off on your commits you certify that you
+wrote the patch, or otherwise have the right to submit it under the project's
+`MIT OR Apache-2.0` license.
+
+Sign off every commit by adding a `Signed-off-by` trailer with your real name
+and email — Git adds it automatically with the `-s` flag:
+
+```bash
+git commit -s -m "your message"
+```
+
+This produces a trailer of the form:
+
+```
+Signed-off-by: Your Name <you@example.com>
+```
+
+The name and email must match the commit author. Commits without a valid
+sign-off line cannot be merged. To sign off a commit you already made, amend it
+with `git commit -s --amend`, or sign off a range with an interactive rebase.
+
+## Governance
+
+Wickra's decision-making and maintainership are described in
+[`GOVERNANCE.md`](GOVERNANCE.md); the current maintainers are listed in
+[`MAINTAINERS.md`](MAINTAINERS.md).

Cargo.lock

@@ -1867,7 +1867,7 @@ dependencies = [
 
 [[package]]
 name = "wickra"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "approx",
  "criterion",
@@ -1878,7 +1878,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-core"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "approx",
  "proptest",
@@ -1888,7 +1888,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-data"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "approx",
  "csv",
@@ -1915,7 +1915,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-node"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "napi",
  "napi-build",
@@ -1925,7 +1925,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-python"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "numpy",
  "pyo3",
@@ -1934,7 +1934,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-wasm"
-version = "0.2.1"
+version = "0.5.2"
 dependencies = [
  "console_error_panic_hook",
  "js-sys",

Cargo.toml

@@ -12,19 +12,19 @@ members = [
 exclude = ["fuzz"]
 
 [workspace.package]
-version = "0.2.1"
-authors = ["kingchenc <kingchencp@gmail.com>"]
+version = "0.5.2"
+authors = ["kingchenc <support@wickra.org>"]
 edition = "2021"
 rust-version = "1.86"
-license = "PolyForm-Noncommercial-1.0.0"
-repository = "https://github.com/kingchenc/wickra"
-homepage = "https://github.com/kingchenc/wickra"
+license = "MIT OR Apache-2.0"
+repository = "https://github.com/wickra-lib/wickra"
+homepage = "https://github.com/wickra-lib/wickra"
 readme = "README.md"
 keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
 categories = ["finance", "mathematics", "science"]
 
 [workspace.dependencies]
-wickra-core = { path = "crates/wickra-core", version = "0.2.1" }
+wickra-core = { path = "crates/wickra-core", version = "0.5.2" }
 
 thiserror = "2"
 rayon = "1.10"

DCO

@@ -0,0 +1,34 @@
+Developer Certificate of Origin
+Version 1.1
+
+Copyright (C) 2004, 2006 The Linux Foundation and its contributors.
+
+Everyone is permitted to copy and distribute verbatim copies of this
+license document, but changing it is not allowed.
+
+
+Developer's Certificate of Origin 1.1
+
+By making a contribution to this project, I certify that:
+
+(a) The contribution was created in whole or in part by me and I
+    have the right to submit it under the open source license
+    indicated in the file; or
+
+(b) The contribution is based upon previous work that, to the best
+    of my knowledge, is covered under an appropriate open source
+    license and I have the right under that license to submit that
+    work with modifications, whether created in whole or in part
+    by me, under the same open source license (unless I am
+    permitted to submit under a different license), as indicated
+    in the file; or
+
+(c) The contribution was provided directly to me by some other
+    person who certified (a), (b) or (c) and I have not modified
+    it.
+
+(d) I understand and agree that this project and the contribution
+    are public and that a record of the contribution (including all
+    personal information I submit with it, including my sign-off) is
+    maintained indefinitely and may be redistributed consistent with
+    this project or the open source license(s) involved.

GOVERNANCE.md

@@ -0,0 +1,50 @@
+# Governance
+
+Wickra is an open-source project maintained under a **single-maintainer
+("BDFL") model**. This document describes how decisions are made and how the
+project is run, so contributors know what to expect.
+
+## Roles
+
+- **Maintainer.** The maintainer (see [`MAINTAINERS.md`](MAINTAINERS.md)) is
+  responsible for the project's direction, reviews and merges changes, cuts
+  releases, and has final say on all technical and project decisions.
+- **Contributors.** Anyone who proposes changes via pull requests, files
+  issues, improves documentation, or otherwise participates. Contributors do
+  not need any special status to take part.
+
+## Decision-making
+
+- Day-to-day technical decisions (APIs, indicator implementations, refactors)
+  are made by the maintainer, informed by discussion on issues and pull
+  requests.
+- Proposals are raised as GitHub issues or pull requests. Significant or
+  breaking changes should be opened as an issue first to agree on the approach
+  before implementation.
+- The maintainer aims to act transparently: rationale for non-trivial decisions
+  is recorded in the relevant issue, pull request, or commit message.
+
+## Contribution flow
+
+All changes — including the maintainer's own — go through pull requests so that
+CI (tests, linting, static analysis) runs against them, and so the change
+history is reviewable. Contribution requirements are documented in
+[`CONTRIBUTING.md`](CONTRIBUTING.md), including the Developer Certificate of
+Origin sign-off that every commit must carry.
+
+## Becoming a maintainer
+
+The project currently has one maintainer. Maintainership may be extended to
+contributors who have demonstrated sustained, high-quality involvement, at the
+current maintainer's discretion. If the project grows to multiple maintainers,
+this document will be updated to describe shared decision-making.
+
+## Code of conduct
+
+All participants are expected to follow the
+[Code of Conduct](CODE_OF_CONDUCT.md).
+
+## Changes to this document
+
+This governance model may evolve as the project grows. Changes are made via
+pull request and take effect once merged.

LICENSE

@@ -1,136 +0,0 @@
-# PolyForm Noncommercial License 1.0.0
-
-<https://polyformproject.org/licenses/noncommercial/1.0.0>
-
-## Acceptance
-
-In order to get any license under these terms, you must agree
-to them as both strict obligations and conditions to all
-your licenses.
-
-## Copyright License
-
-The licensor grants you a copyright license for the
-software to do everything you might do with the software
-that would otherwise infringe the licensor's copyright
-in it for any permitted purpose. However, you may
-only distribute the software according to [Distribution
-License](#distribution-license) and make changes or new works
-based on the software according to [Changes and New Works
-License](#changes-and-new-works-license).
-
-## Distribution License
-
-The licensor grants you an additional copyright license
-to distribute copies of the software. Your license to
-distribute covers distributing the software with changes
-and new works permitted by [Changes and New Works
-License](#changes-and-new-works-license).
-
-## Notices
-
-You must ensure that anyone who gets a copy of any part of
-the software from you also gets a copy of these terms or the
-URL for them above, as well as copies of any plain-text lines
-beginning with `Required Notice:` that the licensor provided
-with the software. For example:
-
-> Required Notice: Copyright 2026 kingchenc (https://github.com/kingchenc/wickra)
-
-## Changes and New Works License
-
-The licensor grants you an additional copyright license
-to make changes and new works based on the software for any
-permitted purpose.
-
-## Patent License
-
-The licensor grants you a patent license for the software that
-covers patent claims the licensor can license, or becomes able
-to license, that you would infringe by using the software.
-
-## Noncommercial Purposes
-
-Any noncommercial purpose is a permitted purpose.
-
-## Personal Uses
-
-Personal use for research, experiment, and testing for
-the benefit of public knowledge, personal study, private
-entertainment, hobby projects, amateur pursuits, or religious
-observance, without any anticipated commercial application,
-is use for a permitted purpose.
-
-## Noncommercial Organizations
-
-Use by any charitable organization, educational institution,
-public research organization, public safety or health
-organization, environmental protection organization, or
-government institution is use for a permitted purpose regardless
-of the source of funding or obligations resulting from the
-funding.
-
-## Fair Use
-
-You may have "fair use" rights for the software under the
-law. These terms do not limit them.
-
-## No Other Rights
-
-These terms do not allow you to sublicense or transfer any of
-your licenses to anyone else, or prevent the licensor from
-granting licenses to anyone else.  These terms do not imply
-any other licenses.
-
-## Patent Defense
-
-If you make any written claim that the software infringes or
-contributes to infringement of any patent, your patent license
-for the software granted under these terms ends immediately. If
-your company makes such a claim, your patent license ends
-immediately for work on behalf of your company.
-
-## Violations
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-The first time you are notified in writing that you have
-violated any of these terms, or done anything with the software
-not covered by your licenses, your licenses can nonetheless
-continue if you come into full compliance with these terms,
-and take practical steps to correct past violations, within 32
-days of receiving notice.  Otherwise, all your licenses end
-immediately.
-
-## No Liability
-
-***As far as the law allows, the software comes as is, without
-any warranty or condition, and the licensor will not be liable
-to you for any damages arising out of these terms or the use
-or nature of the software, under any kind of legal claim.***
-
-## Definitions
-
-The **licensor** is the individual or entity offering these
-terms, and the **software** is the software the licensor makes
-available under these terms.
-
-**You** refers to the individual or entity agreeing to these
-terms.
-
-**Your company** is any legal entity, sole proprietorship,
-or other kind of organization that you work for, plus all
-organizations that have control over, are under the control
-of, or are under common control with that organization.
-**Control** means ownership of substantially all the assets
-of an entity, or the power to direct its management and
-policies by vote, contract, or otherwise.  Control can be
-direct or indirect.
-
-**Your licenses** are all the licenses granted to you for the
-software under these terms.
-
-**Use** means anything you do with the software requiring one
-of your licenses.
-
----
-
-Required Notice: Copyright 2026 kingchenc (https://github.com/kingchenc/wickra)

LICENSE-APACHE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
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+
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+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
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+
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+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
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+
+   Copyright 2026 kingchenc and the Wickra contributors
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
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+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

LICENSE-MIT

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 kingchenc and the Wickra contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

LICENSES/Apache-2.0.txt

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
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+      and issue tracking systems that are managed by, or on behalf of, the
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+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
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+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
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+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
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+
+   Copyright 2026 kingchenc and the Wickra contributors
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

LICENSES/MIT.txt

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 kingchenc and the Wickra contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

MAINTAINERS.md

@@ -0,0 +1,17 @@
+# Maintainers
+
+This file lists the current maintainers of Wickra. See
+[`GOVERNANCE.md`](GOVERNANCE.md) for what the role entails and how the project
+is run.
+
+| Maintainer | GitHub | Areas |
+| --- | --- | --- |
+| kingchenc | [@kingchenc](https://github.com/kingchenc) | All (core, bindings, CI/release, docs) |
+
+## Contacting the maintainers
+
+- General questions and support: see [`SUPPORT.md`](SUPPORT.md).
+- Bug reports and feature requests: open an issue using the
+  [issue templates](.github/ISSUE_TEMPLATE).
+- Security reports: follow [`SECURITY.md`](SECURITY.md) — do **not** open a
+  public issue.

README.md

@@ -1,11 +1,19 @@
-# Wickra
+<p align="center">
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=367" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+</p>
 
-[![CI](https://github.com/kingchenc/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/kingchenc/wickra/actions/workflows/ci.yml)
-[![codecov](https://codecov.io/gh/kingchenc/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/kingchenc/wickra)
+[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
+[![CodeQL](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml)
+[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
+[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest)
 [![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
 [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
 [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](#license)
+[![OpenSSF Scorecard](https://api.securityscorecards.dev/projects/github.com/wickra-lib/wickra/badge)](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
+[![OpenSSF Best Practices](https://www.bestpractices.dev/projects/13094/badge)](https://www.bestpractices.dev/projects/13094)
+[![Build provenance](https://img.shields.io/badge/provenance-attested-brightgreen?logo=github)](https://github.com/wickra-lib/wickra/attestations)
+[![Docs](https://img.shields.io/badge/docs-docs.wickra.org-0ea5e9?logo=readthedocs&logoColor=white)](https://docs.wickra.org)
 
 **Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
 
@@ -31,21 +39,40 @@ for price in live_feed:
         print("overbought")
 ```
 
+## Documentation
+
+Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
+
+- **Quickstarts** — [Rust](https://docs.wickra.org/Quickstart-Rust),
+  [Python](https://docs.wickra.org/Quickstart-Python),
+  [Node](https://docs.wickra.org/Quickstart-Node),
+  [WASM](https://docs.wickra.org/Quickstart-WASM).
+- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
+  every one of the 367 indicators; start at the
+  [indicators overview](https://docs.wickra.org/Indicators-Overview).
+- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
+  [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
+  [indicator chaining](https://docs.wickra.org/Indicator-Chaining), the
+  [data layer](https://docs.wickra.org/Data-Layer).
+- **Guides** — [Cookbook](https://docs.wickra.org/Cookbook),
+  [TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
+  [FAQ](https://docs.wickra.org/FAQ).
+
 ## Why Wickra exists
 
 The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
 talipp, tulipy — and every one of them shares the same blind spot:
 
-| Library            | Install pain    | Streaming | Multi-language | Active |
-|--------------------|-----------------|-----------|----------------|--------|
-| TA-Lib (Python)    | yes (C deps)    | no        | no             | barely |
-| pandas-ta          | clean           | no        | no             | slow   |
-| finta              | clean           | no        | no             | stale  |
-| ta-lib-python      | yes (C deps)    | no        | no             | barely |
-| talipp             | clean           | yes       | no             | yes    |
-| Tulip Indicators   | yes (C deps)    | no        | partial        | stale  |
-| ooples (C#)        | clean           | no        | C# only        | yes    |
-| **Wickra**         | **clean**       | **yes**   | **Python+Node+WASM+Rust** | **yes** |
+| Library                | Install pain    | Streaming | Multi-language | Active |
+|------------------------|-----------------|-----------|----------------|--------|
+| **★&nbsp;Wickra**      | **clean**       | **yes**   | **Python + Node + WASM + Rust** | **yes** |
+| TA-Lib (Python)        | yes (C deps)    | no        | no             | barely |
+| pandas-ta              | clean           | no        | no             | slow   |
+| finta                  | clean           | no        | no             | stale  |
+| ta-lib-python          | yes (C deps)    | no        | no             | barely |
+| talipp                 | clean           | yes       | no             | yes    |
+| Tulip Indicators       | yes (C deps)    | no        | partial        | stale  |
+| ooples (C#)            | clean           | no        | C# only        | yes    |
 
 Wickra is the only library that combines all of: clean install, streaming,
 multi-language reach, and active maintenance.
@@ -58,7 +85,7 @@ depend on CPU, memory clock and OS scheduler. Read them as **relative
 speedups** between libraries on identical input, not as a universal
 performance contract.
 
-- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 7950X3D, 64 GB DDR5,
+- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
   Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
   Python 3.12, Node 20.
 - **Reproduce yourself:** `pip install -e bindings/python[bench]` then
@@ -76,7 +103,7 @@ to recompute on every tick.
 Reading the table: each cell shows that library's runtime, plus how many times
 slower it is than Wickra in parentheses. **★** marks the winner per row.
 
-| Indicator           | Wickra              | finta                       | talipp                        |
+| Indicator           | **★&nbsp;Wickra**   | finta                       | talipp                        |
 |---------------------|---------------------|-----------------------------|-------------------------------|
 | SMA(20)             | **95.6 µs ★**       | 343.5 µs (3.6× slower)      | 7 640.6 µs (79.9× slower)     |
 | EMA(20)             | **64.6 µs ★**       | 223.1 µs (3.5× slower)      | 12 160.9 µs (188.2× slower)   |
@@ -90,7 +117,7 @@ slower it is than Wickra in parentheses. **★** marks the winner per row.
 A batch-only library has to re-run its full indicator over the entire history on
 every new tick; Wickra updates state in O(1).
 
-| Indicator | Wickra (per tick)   | talipp (per tick)         |
+| Indicator | **★&nbsp;Wickra (per tick)** | talipp (per tick)         |
 |-----------|---------------------|---------------------------|
 | RSI(14)   | **0.119 µs ★**      | 1.644 µs (13.8× slower)   |
 
@@ -109,20 +136,42 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-71 streaming-first indicators across eight families. Every one passes the
+367 streaming-first indicators across twenty-three families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
-semantics tests.
+semantics tests. Each has a per-indicator deep dive (formula, parameters,
+warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 
 | Family | Indicators |
 |--------|-----------|
-| Moving Averages      | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA |
-| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator |
-| Trend & Directional  | MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter |
-| Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power |
-| Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility |
-| Trailing Stops       | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop |
-| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement |
-| Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle |
+| Moving Averages      | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
+| Momentum Oscillators | RSI (Wilder), Anchored RSI, Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia, ROC Percentage (ROCP), ROC Ratio (ROCR), ROC Ratio 100 (ROCR100) |
+| Trend & Directional  | MACD, MACD Fixed (MACDFIX), MACD Extended (MACDEXT), ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter, Plus DM, Minus DM, Plus DI, Minus DI, DX |
+| Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
+| Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
+| Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
+| Trailing Stops       | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
+| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
+| Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands |
+| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
+| Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
+| DeMark               | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
+| Ichimoku & Charts    | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
+| Alt-Chart Bars       | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns) |
+| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack, Doji Star, Dragonfly Doji, Gravestone Doji, Long-Legged Doji, Rickshaw Man, Evening Doji Star, Morning Doji Star, Gap Side-by-Side White, High-Wave, Hikkake, Modified Hikkake, Homing Pigeon, On-Neck, In-Neck, Thrusting, Separating Lines, Kicking, Kicking by Length, Ladder Bottom, Mat Hold, Matching Low, Long Line, Short Line, Rising Three Methods, Falling Three Methods, Upside Gap Three Methods, Downside Gap Three Methods, Stalled Pattern, Stick Sandwich, Takuri, Closing Marubozu, Opening Marubozu, Tasuki Gap, Unique Three River, Concealing Baby Swallow |
+| Chart Patterns       | Double Top / Bottom, Triple Top / Bottom, Head and Shoulders, Triangle (asc/desc/sym), Wedge (rising/falling), Flag / Pennant, Rectangle / Range, Cup and Handle |
+| Harmonic Patterns    | AB=CD, Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives |
+| Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
+| Derivatives          | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
+| Market Profile       | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
+| Market Breadth       | Advance/Decline Line, Advance/Decline Ratio, Advance/Decline Volume Line, McClellan Oscillator, McClellan Summation Index, TRIN / Arms Index, Breadth Thrust, New Highs - New Lows, High-Low Index, Percent Above Moving Average, Up/Down Volume Ratio, Bullish Percent Index, Cumulative Volume Index, Absolute Breadth Index, TICK Index |
+| Risk / Performance   | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
+| Seasonality & Session | Session VWAP, Session High/Low, Session Range, Average Daily Range, Overnight Gap, Overnight/Intraday Return, Turn-of-Month, Seasonal Z-Score, Time-of-Day Return Profile, Day-of-Week Profile, Intraday Volatility Profile, Volume-by-Time Profile |
+
+Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
+`−1.0` bearish, `0.0` none — so the family drops straight into a feature matrix
+as one column each. `Doji` is direction-less by default (`+1.0` / `0.0`);
+construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
+`new Doji(true)`) for a dragonfly / gravestone `±1` reading.
 
 Adding a new indicator means implementing one trait in Rust; all four bindings
 inherit it automatically.
@@ -195,7 +244,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 71 indicators
+│   ├── wickra-core/         core engine + all 367 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/
@@ -256,7 +305,7 @@ Every layer is covered; run the suites with the commands in
 ## Contributing
 
 Contributions are very welcome — issues, bug reports, ideas, and pull requests
-all land in the same place: <https://github.com/kingchenc/wickra>.
+all land in the same place: <https://github.com/wickra-lib/wickra>.
 
 A short orientation for first-time contributors:
 
@@ -279,25 +328,42 @@ shape together before you invest the time.
 
 ## License
 
-Licensed under the **PolyForm Noncommercial License 1.0.0**. See [LICENSE](LICENSE).
+Licensed under either of
 
-In plain English: use it, fork it, modify it, redistribute it, file issues, send
-pull requests — all welcome. Personal projects, research, education, non-profits,
-government, hobby trading bots: all fine. The one thing that's not allowed is
-commercial sale of the software or of services built around it. If you want to
-use Wickra commercially, get in touch about a license.
+- Apache License, Version 2.0 ([LICENSE-APACHE](LICENSE-APACHE) or
+  <http://www.apache.org/licenses/LICENSE-2.0>)
+- MIT license ([LICENSE-MIT](LICENSE-MIT) or <http://opensource.org/licenses/MIT>)
+
+at your option. Use it, fork it, modify it, redistribute it — commercially or
+not — file issues, send pull requests; all welcome.
+
+### Contribution
+
+Unless you explicitly state otherwise, any contribution intentionally submitted
+for inclusion in the work by you, as defined in the Apache-2.0 license, shall be
+dual licensed as above, without any additional terms or conditions.
+
+## Disclaimer
+
+Wickra is an indicator toolkit, not a trading system. Values it computes are
+deterministic transforms of the input data — they are not financial advice and
+they do not predict the market. Any use of this library in a production
+trading context is at your own risk.
+
+The library is provided **as is**, without warranty of any kind; see
+[LICENSE](LICENSE) for the full terms.
 
 ---
 
 <p align="center">
-  <a href="https://github.com/kingchenc/wickra/stargazers">
-    <img alt="GitHub stars" src="https://img.shields.io/github/stars/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
+  <a href="https://github.com/wickra-lib/wickra/stargazers">
+    <img alt="GitHub stars" src="https://img.shields.io/github/stars/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
   </a>
-  <a href="https://github.com/kingchenc/wickra/network/members">
-    <img alt="GitHub forks" src="https://img.shields.io/github/forks/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
+  <a href="https://github.com/wickra-lib/wickra/network/members">
+    <img alt="GitHub forks" src="https://img.shields.io/github/forks/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
   </a>
-  <a href="https://github.com/kingchenc/wickra/issues">
-    <img alt="GitHub issues" src="https://img.shields.io/github/issues/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
+  <a href="https://github.com/wickra-lib/wickra/issues">
+    <img alt="GitHub issues" src="https://img.shields.io/github/issues/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
   </a>
 </p>
 

ROADMAP.md

@@ -0,0 +1,36 @@
+# Roadmap
+
+This roadmap describes the project's direction at a high level. It is
+intentionally non-binding: priorities shift with feedback and available time,
+and the authoritative, up-to-date view of planned work is the
+[issue tracker](https://github.com/wickra-lib/wickra/issues). Shipped changes
+are recorded in [`CHANGELOG.md`](CHANGELOG.md).
+
+## Status
+
+Wickra is **pre-1.0**. The public API is largely stable but may still change in
+minor releases; breaking changes are called out in the changelog.
+
+## Themes
+
+- **Indicator coverage.** Continue broadening the indicator catalogue across
+  families (trend, momentum, volatility, volume, statistics, market profile,
+  and more), each with the same streaming/batch parity and test guarantees.
+- **API stabilization toward 1.0.** Settle the public `Indicator` and
+  `BarBuilder` traits and the binding surfaces, then commit to semantic
+  versioning stability for a 1.0 release.
+- **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite;
+  investigate further allocation and cache improvements.
+- **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings in
+  lockstep with the Rust core, including type stubs and platform coverage.
+- **Documentation.** Maintain a deep-dive page per indicator on
+  <https://docs.wickra.org>, plus quickstarts and cookbook material.
+- **Project health.** Maintain test coverage, static and dynamic analysis,
+  signed releases, and supply-chain monitoring.
+
+## How to influence the roadmap
+
+Open or comment on an issue, or start with the
+[feature-request template](.github/ISSUE_TEMPLATE/feature_request.md).
+Well-scoped proposals and pull requests are the most effective way to move an
+item forward.

SECURITY.md

@@ -2,13 +2,13 @@
 
 ## Supported versions
 
-Wickra is pre-1.0. Security fixes are applied to the latest released `0.1.x`
+Wickra is pre-1.0. Security fixes are applied to the latest released `0.5.x`
 version only; please upgrade to the newest release before reporting an issue.
 
 | Version | Supported |
 | --- | --- |
-| 0.1.x (latest) | :white_check_mark: |
-| older 0.1.x | :x: |
+| 0.5.x (latest) | :white_check_mark: |
+| older 0.5.x | :x: |
 
 ## Reporting a vulnerability
 
@@ -16,9 +16,9 @@ version only; please upgrade to the newest release before reporting an issue.
 
 Report it privately through one of:
 
-- GitHub's [private vulnerability reporting](https://github.com/kingchenc/wickra/security/advisories/new)
+- GitHub's [private vulnerability reporting](https://github.com/wickra-lib/wickra/security/advisories/new)
   ("Report a vulnerability" under the repository's *Security* tab), or
-- email to **kingchencp@gmail.com** with a subject line starting with
+- email to **support@wickra.org** with a subject line starting with
   `[wickra security]`.
 
 Please include:
@@ -41,3 +41,99 @@ PyPI/npm packages, and the build/release workflows in `.github/workflows/`.
 
 Out of scope: vulnerabilities in third-party dependencies (report those
 upstream; we track them via Dependabot and `cargo-deny`).
+
+## Security assurance case
+
+This is a short, evidence-backed argument for why Wickra can be used safely.
+
+**Security requirements.** Wickra is a computational library: it ingests
+numeric market data and produces indicator values. It stores no user
+credentials, authenticates no external users, and implements no cryptography of
+its own. The requirements are therefore: (1) memory safety and freedom from
+undefined behaviour, (2) robust handling of untrusted/degenerate numeric input
+without panics or unbounded resource use, (3) integrity of the published
+artifacts, and (4) a healthy dependency supply chain.
+
+**How the requirements are met.**
+
+- *Memory safety* — the core and all bindings are written in Rust. The crates
+  forbid or minimise `unsafe`, so the compiler guarantees memory and thread
+  safety for the indicator logic.
+- *Input robustness* — every indicator validates its parameters and rejects
+  non-finite inputs at construction; behaviour on edge cases (flat markets,
+  warmup, reset) is pinned by unit tests, and the public update paths are
+  exercised by coverage-guided fuzzing (`cargo-fuzz` / libFuzzer) in CI.
+- *Static and dynamic analysis* — every push and pull request runs Clippy
+  (`clippy::pedantic`, warnings-as-errors), CodeQL, fuzzing, and the full test
+  suite, with 100% line coverage on the core crate tracked by Codecov.
+- *Artifact integrity* — releases are built in CI, commits and tags are signed,
+  the `main` branch requires signed commits, and release artifacts carry build
+  provenance attestations.
+- *Supply chain* — dependencies are pinned and monitored with Dependabot and
+  audited with `cargo-deny` (license + advisory checks) on every change.
+
+**Residual risk.** The optional `live-binance` feature opens a TLS WebSocket to
+an exchange using the platform TLS library; transport security therefore
+depends on that library, not on Wickra. Wickra is not a trading system and is
+provided "as is" — see the disclaimers in `README.md` and the licenses.
+
+## Secrets management
+
+The project stores **no** secrets or credentials in the version control system.
+Secrets required by automation (publishing tokens, the about-sync PAT) are kept
+exclusively as **GitHub Actions encrypted secrets** and referenced via the
+`secrets.*` context; they are never written to the repository, logs, or build
+artifacts. GitHub **secret scanning with push protection** is enabled to block
+accidental commits of credentials. Secrets follow least privilege (the narrowest
+scope that works) and are rotated when a holder changes or on suspected
+exposure.
+
+## Verifying releases
+
+Released artifacts can be verified for integrity and authenticity:
+
+- **Build provenance.** Release assets carry GitHub build provenance
+  attestations. Verify a downloaded asset with the GitHub CLI:
+  `gh attestation verify <file> --repo wickra-lib/wickra`.
+- **Signed tags.** Each release corresponds to a signed git tag (`vX.Y.Z`);
+  the tag signature identifies the maintainer who authorised the release.
+- **Registry integrity.** Packages are distributed over HTTPS from crates.io,
+  PyPI and npm, which serve package checksums that package managers verify on
+  install.
+
+The release is published only by the maintainer through the tag-triggered
+release workflow, so a verified tag signature establishes the expected
+publisher identity.
+
+## Support timeline and end of support
+
+Wickra is **pre-1.0**: only the **latest released `0.y.z`** version receives
+security fixes. When a newer release is published, the previous version
+**immediately reaches end of support** and will not receive further fixes;
+users should upgrade to the latest release. The supported-versions table above
+is authoritative. After the `1.0.0` release this policy will be revised to
+support a defined window of releases.
+
+## Remediation policy (dependencies and code scanning)
+
+- **Severity threshold.** Vulnerabilities of **medium severity or higher** in
+  the project's own code or its dependencies are remediated promptly and before
+  the next release; lower-severity findings are addressed on a best-effort
+  basis.
+- **Automated enforcement (SCA).** Every change is evaluated by `cargo-deny`
+  (RUSTSEC advisories + license policy) and Dependabot; a known-vulnerable
+  dependency fails CI and **blocks the change** until resolved or explicitly
+  waived with justification.
+- **Automated enforcement (SAST).** Every change is evaluated by CodeQL and
+  Clippy (`-D warnings`); findings **block the change** in CI until fixed.
+- **Pre-release gate.** A release is not cut while an unresolved medium-or-higher
+  SCA/SAST finding is outstanding.
+
+## Vulnerability exploitability (VEX)
+
+Advisories reported by `cargo-deny`/Dependabot for third-party dependencies that
+do **not** affect Wickra (e.g. the vulnerable code path is not reachable, or the
+affected feature is not enabled) are triaged and recorded — with the
+not-affected justification — in the `cargo-deny` configuration (`deny.toml`) and
+the relevant pull request, rather than forcing an unnecessary dependency bump.
+This serves as the project's exploitability (VEX) record.

SUPPORT.md

@@ -0,0 +1,37 @@
+# Support
+
+Thanks for using Wickra! Here is where to get help, depending on what you need.
+
+## Documentation first
+
+Most questions are answered in the documentation:
+
+- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
+  Node.js and WebAssembly, a per-indicator reference, warmup periods, the data
+  layer, and an FAQ.
+- **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a
+  quick overview.
+- **API docs (Rust):** <https://docs.rs/wickra>.
+
+## Questions and help
+
+- Ask a question with the
+  [question issue template](.github/ISSUE_TEMPLATE/question.md).
+- Browse [existing issues](https://github.com/wickra-lib/wickra/issues) — your
+  question may already be answered.
+
+## Bugs and feature requests
+
+- **Bugs:** use the bug-report issue template.
+- **Feature requests / new indicators:** use the feature-request template.
+
+## Security issues
+
+Please do **not** report security vulnerabilities through public issues. Follow
+the process in [`SECURITY.md`](SECURITY.md) (private GitHub advisory or email).
+
+## Support expectations
+
+Wickra is maintained by a single maintainer on a best-effort basis. Issues are
+triaged and acknowledged as time allows; there is no commercial support or SLA.
+Clear, reproducible reports get help fastest.

THREAT_MODEL.md

@@ -0,0 +1,54 @@
+# Threat model
+
+This document describes Wickra's attack surface and the threats considered,
+together with their mitigations. It complements the security assurance case in
+[`SECURITY.md`](SECURITY.md). Wickra is a computational technical-analysis
+library (a Rust core with Python, Node.js and WebAssembly bindings), not a
+network service or trading system; the attack surface is correspondingly small.
+
+## Assets
+
+- **Integrity of computed indicator values** — consumers may use them in
+  automated decisions, so silently wrong output is the primary concern.
+- **Availability of the calling process** — a library must not crash or hang
+  its host on malformed input.
+- **Integrity of published artifacts** — the crates, wheels and npm packages
+  users install.
+- **The build and release pipeline** and its secrets (publishing tokens).
+
+## Actors / trust boundaries
+
+- **Library consumer** (trusted) — calls the API with numeric data. Data may
+  originate from untrusted sources (e.g. a market feed), so *input values* are
+  treated as untrusted even though the caller is trusted.
+- **Optional live feed** — with the `live-binance` feature, data crosses a
+  network boundary from an exchange over TLS.
+- **Contributors** (semi-trusted) — propose changes via pull requests.
+- **Supply chain** — upstream dependencies and the CI/CD platform.
+
+## Threats and mitigations
+
+| Threat | Mitigation |
+| --- | --- |
+| Memory-safety exploit (buffer overflow, UAF) via crafted input | Pure safe Rust; `unsafe` is forbidden/minimised, so the compiler precludes these classes. |
+| Denial of service via malformed/degenerate input (NaN, infinities, extreme magnitudes) | Indicators reject non-finite inputs and validate parameters at construction; update paths are exercised by coverage-guided fuzzing and unit tests for edge cases. |
+| Silently incorrect results | 100% line coverage on the core crate; reference-value tests against known-good sources; streaming/batch parity tests. |
+| Integer overflow / panics | `clippy::pedantic` with `-D warnings`; debug assertions and overflow checks enabled in test/fuzz builds. |
+| Adversary-in-the-middle on the optional live feed | Connection uses TLS via the platform library; transport security is delegated to that reviewed implementation. |
+| Compromised dependency (supply chain) | Dependencies pinned (`Cargo.lock`, hash-locked CI requirements), monitored by Dependabot, audited by `cargo-deny` (advisories + licenses) on every change. |
+| Malicious or accidental change to `main` | Branch protection requires signed commits and blocks force-push and deletion; all changes flow through pull requests with required CI; static analysis (CodeQL, Clippy) and fuzzing run on every change. |
+| Compromised CI / leaked secrets | Workflows use least-privilege `permissions:`; secrets live only as encrypted GitHub Actions secrets; secret scanning with push protection is enabled; workflows are linted by `zizmor`. |
+| Tampered release artifact | Releases are built in CI, tags are signed, and assets carry build provenance attestations (verifiable with `gh attestation verify`). |
+
+## Out of scope
+
+- Wickra implements no authentication, authorization or cryptography of its own,
+  stores no user data, and exposes no network listener; those threat classes do
+  not apply.
+- Vulnerabilities in third-party dependencies that do not affect Wickra are
+  tracked as exploitability (VEX) records (see [`SECURITY.md`](SECURITY.md)).
+
+## Maintenance
+
+This threat model is reviewed when the architecture changes materially (for
+example, a new input family, a new network feature, or a new release channel).

bindings/node/README.md

@@ -1,45 +1,71 @@
-# wickra
+# Wickra — Node.js
 
-Node.js bindings for the Wickra streaming-first technical indicators library.
+[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
+[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
+[![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
+
+**Streaming-first technical indicators for Node.js. `npm install wickra` —
+prebuilt native binary, no system dependencies.**
+
+Wickra is a multi-language technical-analysis library with a Rust core and
+bindings for Python, Node.js, and WebAssembly. Every indicator is an O(1)
+streaming state machine, so live trading bots and historical backtests share
+the exact same implementation. This package is the Node.js binding (napi-rs);
+it exposes 200+ streaming-first indicators across sixteen families.
 
 ## Install
 
-Once published, install per platform via the precompiled native package:
-
 ```bash
 npm install wickra
 ```
 
-## Build from source
+The native addon ships as a prebuilt binary per platform (Linux, macOS,
+Windows — x64 and arm64), selected automatically through optional
+dependencies. There is nothing to compile.
 
-```bash
-cd bindings/node
-npm install
-npm run build
-npm test
-```
-
-The native module is built via [napi-rs](https://napi.rs/). The build script
-produces a `wickra.<platform>-<arch>.node` binary in the package root that
-`index.js` loads at runtime.
-
-## Usage
+## Quick start
 
 ```js
-import { SMA, RSI, MACD, version } from 'wickra';
+const wickra = require('wickra');
 
-console.log('wickra', version());
+// Batch: run an indicator over a whole array.
+const prices = Array.from({ length: 1000 }, (_, i) => 100 + i * 0.1);
+const values = new wickra.RSI(14).batch(prices); // null during warmup
 
-// Batch:
-const prices = Array.from({ length: 1000 }, (_, i) => 100 + Math.sin(i * 0.1) * 5);
-const rsi = new RSI(14).batch(prices);
-
-// Streaming:
-const macd = new MACD(12, 26, 9);
-for (const p of livePriceStream) {
-  const v = macd.update(p);
-  if (v && v.histogram > 0) console.log('bullish crossover candidate');
+// Streaming: the same indicator, fed tick by tick in O(1).
+const rsi = new wickra.RSI(14);
+for (const price of liveFeed) {
+  const value = rsi.update(price); // no recomputation over history
+  if (value !== null && value > 70) {
+    console.log('overbought');
+  }
 }
 ```
 
-See `index.d.ts` for the full TypeScript surface.
+`batch(prices)` and feeding the same prices through `update()` produce
+identical values — the equivalence is enforced by the test suite.
+
+## Documentation
+
+The full indicator catalogue, guides, quickstarts, and API reference live in
+the main repository and documentation site:
+
+- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
+- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
+- **Runnable examples:** [`examples/node/`](https://github.com/wickra-lib/wickra/tree/main/examples/node)
+
+Wickra ships four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose the same indicators from the shared, `unsafe`-forbidden Rust core.
+
+## Disclaimer
+
+Wickra is an indicator toolkit, not a trading system. The values it computes
+are deterministic transforms of the input data — they are not financial advice
+and do not predict the market. Any use in a live trading context is at your own
+risk. The library is provided **as is**, without warranty of any kind.
+
+## License
+
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.

bindings/node/__tests__/completeness.test.js

@@ -0,0 +1,79 @@
+// Completeness contract for the Wickra Node bindings: every exported indicator
+// class must expose the full streaming + batch + lifecycle interface. This
+// catches a new indicator being wired into the binding without the standard
+// methods (or an export silently disappearing) without needing a hand-written
+// test per indicator.
+
+const test = require('node:test');
+const assert = require('node:assert/strict');
+const wickra = require('..');
+
+// Bar builders (Renko / Kagi / Point & Figure) implement the `BarBuilder`
+// contract, not `Indicator`: they emit a variable number of completed bars per
+// candle and have no fixed warmup or ready state. They expose update/batch/reset
+// but intentionally not isReady/warmupPeriod, so they are excluded from the
+// Indicator completeness contract below (their interface is covered by the
+// dedicated bar-builder tests).
+const BAR_BUILDERS = new Set(['RenkoBars', 'KagiBars', 'PointAndFigureBars']);
+
+// An "indicator class" is an exported constructor whose prototype carries the
+// streaming `update` method. This excludes `version` (a plain function), the bar
+// builders, and any non-indicator export.
+function indicatorClasses() {
+  return Object.keys(wickra).filter((name) => {
+    const value = wickra[name];
+    return (
+      typeof value === 'function' &&
+      value.prototype &&
+      typeof value.prototype.update === 'function' &&
+      !BAR_BUILDERS.has(name)
+    );
+  });
+}
+
+test('the binding exports the full indicator catalogue', () => {
+  const names = indicatorClasses();
+  // The published catalogue is 214 indicators. Guard against a regression that
+  // silently drops exported classes (e.g. a stale or partial native build).
+  assert.ok(
+    names.length >= 200,
+    `expected at least 200 indicator classes, got ${names.length}`,
+  );
+});
+
+test('every exported indicator exposes update / batch / reset / isReady / warmupPeriod', () => {
+  const required = ['update', 'batch', 'reset', 'isReady', 'warmupPeriod'];
+  const missing = [];
+  for (const name of indicatorClasses()) {
+    const proto = wickra[name].prototype;
+    for (const method of required) {
+      if (typeof proto[method] !== 'function') {
+        missing.push(`${name}.${method}`);
+      }
+    }
+  }
+  assert.deepEqual(
+    missing,
+    [],
+    `indicator classes missing required methods: ${missing.join(', ')}`,
+  );
+});
+
+test('a freshly constructed indicator reports not-ready with a positive warmup', () => {
+  // Every indicator that takes no constructor arguments must still satisfy the
+  // pre-warmup contract. (Indicators with required parameters are exercised by
+  // the dedicated suites; here we cover the zero-arg ones generically.)
+  let checked = 0;
+  for (const name of indicatorClasses()) {
+    let instance;
+    try {
+      instance = new wickra[name]();
+    } catch {
+      continue; // needs constructor arguments — covered elsewhere
+    }
+    assert.equal(instance.isReady(), false, `${name} should start un-ready`);
+    assert.ok(instance.warmupPeriod() >= 1, `${name} warmup must be >= 1`);
+    checked += 1;
+  }
+  assert.ok(checked > 0, 'expected at least one zero-arg indicator to check');
+});

bindings/node/__tests__/input_validation.test.js

@@ -0,0 +1,84 @@
+// Input-validation tests for the Wickra Node bindings: malformed constructor
+// parameters and mismatched batch inputs must raise a JS Error (the napi
+// wrapper turns the Rust `Err` into a thrown Error), not crash the process.
+// Node counterpart of bindings/python/tests/test_input_validation.py.
+
+const test = require('node:test');
+const assert = require('node:assert/strict');
+const wickra = require('..');
+
+// --- Constructors reject invalid periods / parameters ---
+
+test('ATR rejects a zero period at construction', () => {
+  // ATR validates its period (it drives the Wilder-smoothing length). The
+  // plain moving averages (SMA/EMA/RSI/StdDev) instead treat period 0 as a
+  // warmup-1 pass-through rather than an error, so they are not asserted here.
+  assert.throws(() => new wickra.ATR(0), /.*/);
+});
+
+test('MACD rejects zero and non-increasing fast/slow periods', () => {
+  assert.throws(() => new wickra.MACD(0, 0, 0), /.*/);
+  // fast must be strictly less than slow.
+  assert.throws(() => new wickra.MACD(26, 12, 9), /.*/);
+});
+
+test('BollingerBands rejects a negative standard-deviation multiplier', () => {
+  assert.throws(() => new wickra.BollingerBands(20, -1), /.*/);
+});
+
+test('PSAR rejects a step greater than its maximum', () => {
+  assert.throws(() => new wickra.PSAR(0.3, 0.02, 0.2), /.*/);
+});
+
+test('ValueArea rejects zero periods and out-of-range value-area percentages', () => {
+  assert.throws(() => new wickra.ValueArea(0, 50, 0.7), /.*/);
+  assert.throws(() => new wickra.ValueArea(20, 0, 0.7), /.*/);
+  assert.throws(() => new wickra.ValueArea(20, 50, 0.0), /.*/);
+  assert.throws(() => new wickra.ValueArea(20, 50, 1.5), /.*/);
+});
+
+test('InitialBalance and OpeningRange reject a zero period', () => {
+  assert.throws(() => new wickra.InitialBalance(0), /.*/);
+  assert.throws(() => new wickra.OpeningRange(0), /.*/);
+});
+
+test('Ichimoku rejects zero and non-increasing periods', () => {
+  assert.throws(() => new wickra.Ichimoku(0, 26, 52, 26), /.*/);
+  assert.throws(() => new wickra.Ichimoku(9, 26, 52, 0), /.*/);
+  // Periods must satisfy tenkan < kijun < senkouB.
+  assert.throws(() => new wickra.Ichimoku(26, 9, 52, 26), /.*/);
+  assert.throws(() => new wickra.Ichimoku(9, 52, 52, 26), /.*/);
+});
+
+test('Family 10 (Ehlers / cycle) indicators reject invalid parameters', () => {
+  // InverseFisherTransform needs a non-zero scaling factor.
+  assert.throws(() => new wickra.InverseFisherTransform(0.0), /.*/);
+  // DecyclerOscillator / RoofingFilter need the short cutoff below the long one.
+  assert.throws(() => new wickra.DecyclerOscillator(30, 10), /.*/);
+  assert.throws(() => new wickra.RoofingFilter(48, 10), /.*/);
+  // MAMA needs fast limit > slow limit.
+  assert.throws(() => new wickra.MAMA(0.05, 0.5), /.*/);
+  // EmpiricalModeDecomposition needs a positive fraction.
+  assert.throws(() => new wickra.EmpiricalModeDecomposition(20, 0.0), /.*/);
+  // NOTE: SuperSmoother(0) / FisherTransform(0) are NOT asserted: the Node
+  // binding treats their period 0 as a warmup-1 pass-through (same as the
+  // simple moving averages) rather than an error.
+});
+
+// --- Batch methods reject mismatched input lengths ---
+
+test('candle batch methods reject unequal-length columns', () => {
+  const high = [10, 11, 12];
+  const low = [9, 10]; // one short
+  const close = [9.5, 10.5, 11.5];
+  assert.throws(() => new wickra.ATR(14).batch(high, low, close), /.*/);
+  assert.throws(() => new wickra.WilliamsR(14).batch(high, low, close), /.*/);
+  assert.throws(() => new wickra.Aroon(14).batch(high, low), /.*/);
+});
+
+test('ValueArea batch rejects unequal-length columns', () => {
+  const high = [1, 2, 3];
+  const low = [0.5, 1.5]; // short
+  const volume = [10, 10, 10];
+  assert.throws(() => new wickra.ValueArea(2, 10, 0.7).batch(high, low, volume), /.*/);
+});

bindings/node/__tests__/seasonality.test.js

@@ -0,0 +1,96 @@
+// Streaming-vs-batch equivalence and reference values for the Seasonality &
+// Session family. These indicators consume the full candle (open, high, low,
+// close, volume, timestamp), so they have a dedicated suite.
+
+const test = require('node:test');
+const assert = require('node:assert/strict');
+const wickra = require('..');
+
+const HOUR = 3_600_000;
+const N = 240;
+const close = Array.from({ length: N }, (_, i) => 100 + Math.sin(i * 0.3) * 5 + Math.cos(i * 0.1) * 3);
+const open = close.map((c, i) => c + Math.sin(i * 0.5) * 0.5);
+const high = close.map((c, i) => Math.max(open[i], c) + 1);
+const low = close.map((c, i) => Math.min(open[i], c) - 1);
+const volume = Array.from({ length: N }, (_, i) => 1000 + (i % 24) * 50);
+const ts = Array.from({ length: N }, (_, i) => i * HOUR);
+
+function eq(a, b) {
+  if (Number.isNaN(a)) return Number.isNaN(b);
+  return Math.abs(a - b) < 1e-9;
+}
+
+function streamScalar(ind, i) {
+  const v = ind.update(open[i], high[i], low[i], close[i], volume[i], ts[i]);
+  return v === null || v === undefined ? NaN : v;
+}
+
+function checkScalar(name, make) {
+  test(`${name} streaming equals batch`, () => {
+    const a = make();
+    const b = make();
+    const batch = b.batch(open, high, low, close, volume, ts);
+    for (let i = 0; i < N; i += 1) {
+      assert.ok(eq(streamScalar(a, i), batch[i]), `${name} row ${i}`);
+    }
+  });
+}
+
+function checkMatrix(name, make, k, pick) {
+  test(`${name} streaming equals batch`, () => {
+    const a = make();
+    const b = make();
+    const batch = b.batch(open, high, low, close, volume, ts);
+    for (let i = 0; i < N; i += 1) {
+      const out = a.update(open[i], high[i], low[i], close[i], volume[i], ts[i]);
+      for (let j = 0; j < k; j += 1) {
+        const s = out === null || out === undefined ? NaN : pick(out, j);
+        assert.ok(eq(s, batch[i * k + j]), `${name} row ${i} col ${j}`);
+      }
+    }
+  });
+}
+
+checkScalar('SessionVwap', () => new wickra.SessionVwap(0));
+checkScalar('OvernightGap', () => new wickra.OvernightGap(0));
+checkScalar('SeasonalZScore', () => new wickra.SeasonalZScore(0));
+checkScalar('AverageDailyRange', () => new wickra.AverageDailyRange(3, 0));
+checkScalar('TurnOfMonth', () => new wickra.TurnOfMonth(3, 1, 0));
+
+checkMatrix('SessionHighLow', () => new wickra.SessionHighLow(0), 2, (o, j) => (j === 0 ? o.high : o.low));
+checkMatrix('SessionRange', () => new wickra.SessionRange(0), 3, (o, j) => [o.asia, o.eu, o.us][j]);
+checkMatrix(
+  'OvernightIntradayReturn',
+  () => new wickra.OvernightIntradayReturn(0),
+  2,
+  (o, j) => (j === 0 ? o.overnight : o.intraday),
+);
+checkMatrix('TimeOfDayReturnProfile', () => new wickra.TimeOfDayReturnProfile(24, 0), 24, (o, j) => o[j]);
+checkMatrix('IntradayVolatilityProfile', () => new wickra.IntradayVolatilityProfile(12, 0), 12, (o, j) => o[j]);
+checkMatrix('VolumeByTimeProfile', () => new wickra.VolumeByTimeProfile(24, 0), 24, (o, j) => o[j]);
+checkMatrix('DayOfWeekProfile', () => new wickra.DayOfWeekProfile(0), 7, (o, j) => o[j]);
+
+test('SessionVwap reference value', () => {
+  const vwap = new wickra.SessionVwap(0);
+  assert.ok(eq(vwap.update(100, 100, 100, 100, 10, 0), 100));
+  assert.ok(eq(vwap.update(110, 110, 110, 110, 30, HOUR), 107.5));
+  assert.ok(eq(vwap.update(200, 200, 200, 200, 5, 24 * HOUR), 200));
+});
+
+test('OvernightGap reference value', () => {
+  const gap = new wickra.OvernightGap(0);
+  assert.equal(gap.update(99, 101, 98, 100, 1, 0), null);
+  assert.ok(eq(gap.update(105, 106, 104, 105.5, 1, 24 * HOUR), 0.05));
+});
+
+test('SessionHighLow reference object', () => {
+  const shl = new wickra.SessionHighLow(0);
+  shl.update(100, 105, 99, 101, 1, 0);
+  const out = shl.update(101, 108, 100, 107, 1, HOUR);
+  assert.ok(eq(out.high, 108));
+  assert.ok(eq(out.low, 99));
+});
+
+test('AverageDailyRange rejects zero period', () => {
+  assert.throws(() => new wickra.AverageDailyRange(0, 0));
+});

bindings/node/__tests__/smoke.test.js

@@ -73,10 +73,10 @@ test('ATR batch shape', () => {
   }
 });
 
-test('zero period is clamped to a valid window', () => {
-  // Constructors cannot throw from JS (napi-rs 2.16 limitation), so they
-  // clamp pathological values like period=0 to the smallest valid window.
-  const sma = new wickra.SMA(0);
-  assert.equal(sma.warmupPeriod(), 1);
-  assert.equal(sma.update(42), 42);
+test('zero period is rejected at construction', () => {
+  // The core rejects period 0 (Error::PeriodZero); the Node binding propagates
+  // it as a thrown JS error, consistent with the Python and WASM bindings.
+  assert.throws(() => new wickra.SMA(0), /period must be greater than zero/);
+  // A valid period still constructs and runs.
+  assert.equal(new wickra.SMA(1).update(42), 42);
 });

bindings/node/benchmarks/throughput.js

@@ -0,0 +1,99 @@
+// Throughput benchmark for the Wickra Node bindings.
+//
+// Measures how many indicator updates per second the native binding sustains,
+// both per-tick (streaming `update`) and bulk (`batch`), over a synthetic
+// OHLCV series. It is the Node counterpart of the Rust criterion benches and
+// the Python `benchmarks/compare_libraries.py`; it benchmarks Wickra's own
+// O(1) streaming engine (there is no install-free TA library on npm with a
+// comparable surface to compare against), so the headline number is raw
+// throughput, not a cross-library ratio.
+//
+// Run after building the binding:
+//
+//   cd bindings/node && npm install && npx napi build --platform --release
+//   node benchmarks/throughput.js               # 200k bars (default)
+//   node benchmarks/throughput.js --bars 1000000
+
+const wickra = require('..');
+
+function parseBars() {
+  const idx = process.argv.indexOf('--bars');
+  if (idx !== -1 && process.argv[idx + 1]) {
+    const n = Number(process.argv[idx + 1]);
+    if (Number.isFinite(n) && n >= 1000) return Math.floor(n);
+    console.error('--bars must be a number >= 1000');
+    process.exit(1);
+  }
+  return 200_000;
+}
+
+const BARS = parseBars();
+
+// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
+const close = new Array(BARS);
+const high = new Array(BARS);
+const low = new Array(BARS);
+const volume = new Array(BARS);
+for (let i = 0; i < BARS; i++) {
+  const mid = 100 + Math.sin(i * 0.001) * 20 + i * 1e-4;
+  close[i] = mid + Math.sin(i * 0.05) * 2;
+  high[i] = Math.max(close[i], mid) + 1.5;
+  low[i] = Math.min(close[i], mid) - 1.5;
+  volume[i] = 1000 + (i % 97) * 13;
+}
+
+// Median elapsed-ns over a few repetitions, after one warmup pass.
+function timeNs(fn, reps = 3) {
+  fn(); // warmup (JIT + cache)
+  const samples = [];
+  for (let r = 0; r < reps; r++) {
+    const t0 = process.hrtime.bigint();
+    fn();
+    samples.push(Number(process.hrtime.bigint() - t0));
+  }
+  samples.sort((a, b) => a - b);
+  return samples[Math.floor(samples.length / 2)];
+}
+
+function mupsFromNs(ns) {
+  return (BARS / (ns / 1e9)) / 1e6; // million updates per second
+}
+
+// Each indicator: a streaming step and a batch call over the full series.
+const indicators = [
+  { name: 'SMA(20)', make: () => new wickra.SMA(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'EMA(20)', make: () => new wickra.EMA(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'RSI(14)', make: () => new wickra.RSI(14), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'StdDev(20)', make: () => new wickra.StdDev(20), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'MACD(12,26,9)', make: () => new wickra.MACD(12, 26, 9), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'BollingerBands(20,2)', make: () => new wickra.BollingerBands(20, 2), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'KAMA(10,2,30)', make: () => new wickra.KAMA(10, 2, 30), step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
+  { name: 'ATR(14)', make: () => new wickra.ATR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
+  { name: 'ADX(14)', make: () => new wickra.ADX(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
+  { name: 'Stochastic(14,3)', make: () => new wickra.Stochastic(14, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
+  { name: 'SuperTrend(10,3)', make: () => new wickra.SuperTrend(10, 3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
+  { name: 'OBV', make: () => new wickra.OBV(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
+];
+
+console.log(`Wickra Node throughput — ${BARS.toLocaleString('en-US')} bars (median of 3 runs)\n`);
+console.log(`${'Indicator'.padEnd(22)}${'streaming (Mupd/s)'.padStart(20)}${'batch (Mupd/s)'.padStart(18)}`);
+console.log('-'.repeat(60));
+
+for (const ind of indicators) {
+  const streamNs = timeNs(() => {
+    const inst = ind.make();
+    for (let i = 0; i < BARS; i++) ind.step(inst, i);
+  });
+  const batchNs = timeNs(() => {
+    ind.batch(ind.make());
+  });
+  console.log(
+    `${ind.name.padEnd(22)}${mupsFromNs(streamNs).toFixed(1).padStart(20)}${mupsFromNs(batchNs).toFixed(1).padStart(18)}`,
+  );
+}
+
+console.log(
+  '\nMupd/s = million indicator updates per second. Streaming is the per-tick\n' +
+    '`update` path (one value at a time); batch is the bulk array path. Higher is\n' +
+    'better. Numbers are machine-dependent — use them for relative comparison.',
+);

bindings/node/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, DoubleTopBottom, TripleTopBottom, HeadAndShoulders, Triangle, Wedge, FlagPennant, RectangleRange, CupAndHandle, Abcd, Gartley, Butterfly, Bat, Crab, Shark, Cypher, ThreeDrives, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha, SessionVwap, OvernightGap, SeasonalZScore, TimeOfDayReturnProfile, IntradayVolatilityProfile, VolumeByTimeProfile, DayOfWeekProfile, AverageDailyRange, TurnOfMonth, SessionHighLow, SessionRange, OvernightIntradayReturn } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -332,12 +332,68 @@ module.exports.StdDev = StdDev
 module.exports.UlcerIndex = UlcerIndex
 module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
 module.exports.ZScore = ZScore
+module.exports.McGinleyDynamic = McGinleyDynamic
+module.exports.FRAMA = FRAMA
+module.exports.SuperSmoother = SuperSmoother
+module.exports.FisherTransform = FisherTransform
+module.exports.Decycler = Decycler
+module.exports.CenterOfGravity = CenterOfGravity
+module.exports.CyberneticCycle = CyberneticCycle
+module.exports.InstantaneousTrendline = InstantaneousTrendline
+module.exports.EhlersStochastic = EhlersStochastic
+module.exports.RVIVolatility = RVIVolatility
+module.exports.Variance = Variance
+module.exports.CoefficientOfVariation = CoefficientOfVariation
+module.exports.Skewness = Skewness
+module.exports.Kurtosis = Kurtosis
+module.exports.StandardError = StandardError
+module.exports.DetrendedStdDev = DetrendedStdDev
+module.exports.RSquared = RSquared
+module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
+module.exports.MIDPOINT = MIDPOINT
+module.exports.ROCP = ROCP
+module.exports.ROCR = ROCR
+module.exports.ROCR100 = ROCR100
+module.exports.LINEARREG_INTERCEPT = LINEARREG_INTERCEPT
+module.exports.TSF = TSF
+module.exports.Autocorrelation = Autocorrelation
+module.exports.HurstExponent = HurstExponent
+module.exports.PearsonCorrelation = PearsonCorrelation
+module.exports.Beta = Beta
+module.exports.PairwiseBeta = PairwiseBeta
+module.exports.SpearmanCorrelation = SpearmanCorrelation
+module.exports.RollingCorrelation = RollingCorrelation
+module.exports.RollingCovariance = RollingCovariance
+module.exports.OuHalfLife = OuHalfLife
+module.exports.SpreadHurst = SpreadHurst
+module.exports.DistanceSsd = DistanceSsd
+module.exports.BetaNeutralSpread = BetaNeutralSpread
+module.exports.PairSpreadZScore = PairSpreadZScore
+module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
+module.exports.Cointegration = Cointegration
+module.exports.RelativeStrengthAB = RelativeStrengthAB
+module.exports.VarianceRatio = VarianceRatio
+module.exports.GrangerCausality = GrangerCausality
+module.exports.KalmanHedgeRatio = KalmanHedgeRatio
+module.exports.SpreadBollingerBands = SpreadBollingerBands
 module.exports.MACD = MACD
+module.exports.MACDFIX = MACDFIX
+module.exports.MACDEXT = MACDEXT
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
+module.exports.PLUS_DM = PLUS_DM
+module.exports.MINUS_DM = MINUS_DM
+module.exports.PLUS_DI = PLUS_DI
+module.exports.MINUS_DI = MINUS_DI
+module.exports.DX = DX
+module.exports.MIDPRICE = MIDPRICE
+module.exports.AVGPRICE = AVGPRICE
+module.exports.SAREXT = SAREXT
+module.exports.HT_PHASOR = HT_PHASOR
 module.exports.Stochastic = Stochastic
 module.exports.OBV = OBV
 module.exports.ADX = ADX
+module.exports.ADXR = ADXR
 module.exports.CCI = CCI
 module.exports.WilliamsR = WilliamsR
 module.exports.MFI = MFI
@@ -348,20 +404,57 @@ module.exports.VWAP = VWAP
 module.exports.RollingVWAP = RollingVWAP
 module.exports.AwesomeOscillator = AwesomeOscillator
 module.exports.Aroon = Aroon
+module.exports.Inertia = Inertia
+module.exports.ConnorsRSI = ConnorsRSI
+module.exports.LaguerreRSI = LaguerreRSI
+module.exports.SMI = SMI
+module.exports.KST = KST
+module.exports.PGO = PGO
+module.exports.RVI = RVI
+module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
+module.exports.STC = STC
+module.exports.ElderImpulse = ElderImpulse
+module.exports.ZeroLagMACD = ZeroLagMACD
+module.exports.CFO = CFO
+module.exports.APO = APO
 module.exports.KAMA = KAMA
+module.exports.EVWMA = EVWMA
+module.exports.Alligator = Alligator
+module.exports.JMA = JMA
+module.exports.VIDYA = VIDYA
+module.exports.ALMA = ALMA
 module.exports.T3 = T3
 module.exports.TSI = TSI
 module.exports.PMO = PMO
+module.exports.TII = TII
 module.exports.ADL = ADL
 module.exports.VolumePriceTrend = VolumePriceTrend
 module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
 module.exports.ChaikinOscillator = ChaikinOscillator
 module.exports.ForceIndex = ForceIndex
+module.exports.NVI = NVI
+module.exports.PVI = PVI
+module.exports.VolumeOscillator = VolumeOscillator
+module.exports.KVO = KVO
+module.exports.WilliamsAD = WilliamsAD
+module.exports.AnchoredRSI = AnchoredRSI
+module.exports.AnchoredVWAP = AnchoredVWAP
+module.exports.DemandIndex = DemandIndex
+module.exports.TSV = TSV
+module.exports.VZO = VZO
+module.exports.MarketFacilitationIndex = MarketFacilitationIndex
 module.exports.EaseOfMovement = EaseOfMovement
 module.exports.SuperTrend = SuperTrend
 module.exports.ChandelierExit = ChandelierExit
 module.exports.ChandeKrollStop = ChandeKrollStop
 module.exports.AtrTrailingStop = AtrTrailingStop
+module.exports.HiLoActivator = HiLoActivator
+module.exports.VoltyStop = VoltyStop
+module.exports.YoyoExit = YoyoExit
+module.exports.DonchianStop = DonchianStop
+module.exports.PercentageTrailingStop = PercentageTrailingStop
+module.exports.StepTrailingStop = StepTrailingStop
+module.exports.RenkoTrailingStop = RenkoTrailingStop
 module.exports.TypicalPrice = TypicalPrice
 module.exports.MedianPrice = MedianPrice
 module.exports.WeightedClose = WeightedClose
@@ -372,12 +465,18 @@ module.exports.BalanceOfPower = BalanceOfPower
 module.exports.ChoppinessIndex = ChoppinessIndex
 module.exports.TrueRange = TrueRange
 module.exports.ChaikinVolatility = ChaikinVolatility
+module.exports.YangZhangVolatility = YangZhangVolatility
+module.exports.RogersSatchellVolatility = RogersSatchellVolatility
+module.exports.GarmanKlassVolatility = GarmanKlassVolatility
+module.exports.ParkinsonVolatility = ParkinsonVolatility
 module.exports.LinRegAngle = LinRegAngle
 module.exports.BollingerBandwidth = BollingerBandwidth
 module.exports.PercentB = PercentB
 module.exports.NATR = NATR
 module.exports.HistoricalVolatility = HistoricalVolatility
 module.exports.AroonOscillator = AroonOscillator
+module.exports.WaveTrend = WaveTrend
+module.exports.RWI = RWI
 module.exports.Vortex = Vortex
 module.exports.MassIndex = MassIndex
 module.exports.StochRSI = StochRSI
@@ -385,3 +484,199 @@ module.exports.UltimateOscillator = UltimateOscillator
 module.exports.PPO = PPO
 module.exports.Coppock = Coppock
 module.exports.VWMA = VWMA
+module.exports.MaEnvelope = MaEnvelope
+module.exports.AccelerationBands = AccelerationBands
+module.exports.StarcBands = StarcBands
+module.exports.AtrBands = AtrBands
+module.exports.HurstChannel = HurstChannel
+module.exports.LinRegChannel = LinRegChannel
+module.exports.StandardErrorBands = StandardErrorBands
+module.exports.DoubleBollinger = DoubleBollinger
+module.exports.TtmSqueeze = TtmSqueeze
+module.exports.FractalChaosBands = FractalChaosBands
+module.exports.VwapStdDevBands = VwapStdDevBands
+module.exports.ClassicPivots = ClassicPivots
+module.exports.FibonacciPivots = FibonacciPivots
+module.exports.Camarilla = Camarilla
+module.exports.WoodiePivots = WoodiePivots
+module.exports.DemarkPivots = DemarkPivots
+module.exports.WilliamsFractals = WilliamsFractals
+module.exports.ZigZag = ZigZag
+module.exports.TDSetup = TDSetup
+module.exports.TDSequential = TDSequential
+module.exports.TDDeMarker = TDDeMarker
+module.exports.TDREI = TDREI
+module.exports.TDPressure = TDPressure
+module.exports.TDCombo = TDCombo
+module.exports.TDCountdown = TDCountdown
+module.exports.TDLines = TDLines
+module.exports.TDRangeProjection = TDRangeProjection
+module.exports.TDDifferential = TDDifferential
+module.exports.TDOpen = TDOpen
+module.exports.TDRiskLevel = TDRiskLevel
+module.exports.InverseFisherTransform = InverseFisherTransform
+module.exports.DecyclerOscillator = DecyclerOscillator
+module.exports.RoofingFilter = RoofingFilter
+module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
+module.exports.HT_DCPHASE = HT_DCPHASE
+module.exports.HT_TRENDMODE = HT_TRENDMODE
+module.exports.HilbertDominantCycle = HilbertDominantCycle
+module.exports.AdaptiveCycle = AdaptiveCycle
+module.exports.SineWave = SineWave
+module.exports.MAMA = MAMA
+module.exports.FAMA = FAMA
+module.exports.Ichimoku = Ichimoku
+module.exports.HeikinAshi = HeikinAshi
+module.exports.ValueArea = ValueArea
+module.exports.VolumeProfile = VolumeProfile
+module.exports.TpoProfile = TpoProfile
+module.exports.InitialBalance = InitialBalance
+module.exports.OpeningRange = OpeningRange
+module.exports.Doji = Doji
+module.exports.Hammer = Hammer
+module.exports.InvertedHammer = InvertedHammer
+module.exports.HangingMan = HangingMan
+module.exports.ShootingStar = ShootingStar
+module.exports.Engulfing = Engulfing
+module.exports.Harami = Harami
+module.exports.MorningEveningStar = MorningEveningStar
+module.exports.ThreeSoldiersOrCrows = ThreeSoldiersOrCrows
+module.exports.PiercingDarkCloud = PiercingDarkCloud
+module.exports.Marubozu = Marubozu
+module.exports.Tweezer = Tweezer
+module.exports.SpinningTop = SpinningTop
+module.exports.ThreeInside = ThreeInside
+module.exports.ThreeOutside = ThreeOutside
+module.exports.TwoCrows = TwoCrows
+module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
+module.exports.IdenticalThreeCrows = IdenticalThreeCrows
+module.exports.ThreeLineStrike = ThreeLineStrike
+module.exports.ThreeStarsInSouth = ThreeStarsInSouth
+module.exports.AbandonedBaby = AbandonedBaby
+module.exports.AdvanceBlock = AdvanceBlock
+module.exports.BeltHold = BeltHold
+module.exports.Breakaway = Breakaway
+module.exports.Counterattack = Counterattack
+module.exports.DojiStar = DojiStar
+module.exports.DragonflyDoji = DragonflyDoji
+module.exports.GravestoneDoji = GravestoneDoji
+module.exports.LongLeggedDoji = LongLeggedDoji
+module.exports.RickshawMan = RickshawMan
+module.exports.EveningDojiStar = EveningDojiStar
+module.exports.MorningDojiStar = MorningDojiStar
+module.exports.GapSideBySideWhite = GapSideBySideWhite
+module.exports.HighWave = HighWave
+module.exports.Hikkake = Hikkake
+module.exports.HikkakeModified = HikkakeModified
+module.exports.HomingPigeon = HomingPigeon
+module.exports.OnNeck = OnNeck
+module.exports.InNeck = InNeck
+module.exports.Thrusting = Thrusting
+module.exports.SeparatingLines = SeparatingLines
+module.exports.Kicking = Kicking
+module.exports.KickingByLength = KickingByLength
+module.exports.LadderBottom = LadderBottom
+module.exports.MatHold = MatHold
+module.exports.MatchingLow = MatchingLow
+module.exports.LongLine = LongLine
+module.exports.ShortLine = ShortLine
+module.exports.RisingThreeMethods = RisingThreeMethods
+module.exports.FallingThreeMethods = FallingThreeMethods
+module.exports.UpsideGapThreeMethods = UpsideGapThreeMethods
+module.exports.DownsideGapThreeMethods = DownsideGapThreeMethods
+module.exports.StalledPattern = StalledPattern
+module.exports.StickSandwich = StickSandwich
+module.exports.Takuri = Takuri
+module.exports.ClosingMarubozu = ClosingMarubozu
+module.exports.OpeningMarubozu = OpeningMarubozu
+module.exports.TasukiGap = TasukiGap
+module.exports.UniqueThreeRiver = UniqueThreeRiver
+module.exports.ConcealingBabySwallow = ConcealingBabySwallow
+module.exports.DoubleTopBottom = DoubleTopBottom
+module.exports.TripleTopBottom = TripleTopBottom
+module.exports.HeadAndShoulders = HeadAndShoulders
+module.exports.Triangle = Triangle
+module.exports.Wedge = Wedge
+module.exports.FlagPennant = FlagPennant
+module.exports.RectangleRange = RectangleRange
+module.exports.CupAndHandle = CupAndHandle
+module.exports.Abcd = Abcd
+module.exports.Gartley = Gartley
+module.exports.Butterfly = Butterfly
+module.exports.Bat = Bat
+module.exports.Crab = Crab
+module.exports.Shark = Shark
+module.exports.Cypher = Cypher
+module.exports.ThreeDrives = ThreeDrives
+module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
+module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
+module.exports.Microprice = Microprice
+module.exports.QuotedSpread = QuotedSpread
+module.exports.DepthSlope = DepthSlope
+module.exports.OrderBookImbalanceTopN = OrderBookImbalanceTopN
+module.exports.SignedVolume = SignedVolume
+module.exports.CumulativeVolumeDelta = CumulativeVolumeDelta
+module.exports.TradeImbalance = TradeImbalance
+module.exports.EffectiveSpread = EffectiveSpread
+module.exports.RealizedSpread = RealizedSpread
+module.exports.KylesLambda = KylesLambda
+module.exports.Footprint = Footprint
+module.exports.FundingRate = FundingRate
+module.exports.FundingRateMean = FundingRateMean
+module.exports.FundingRateZScore = FundingRateZScore
+module.exports.FundingBasis = FundingBasis
+module.exports.OpenInterestDelta = OpenInterestDelta
+module.exports.OIPriceDivergence = OIPriceDivergence
+module.exports.OIWeighted = OIWeighted
+module.exports.LongShortRatio = LongShortRatio
+module.exports.TakerBuySellRatio = TakerBuySellRatio
+module.exports.LiquidationFeatures = LiquidationFeatures
+module.exports.TermStructureBasis = TermStructureBasis
+module.exports.CalendarSpread = CalendarSpread
+module.exports.AdvanceDecline = AdvanceDecline
+module.exports.AdvanceDeclineRatio = AdvanceDeclineRatio
+module.exports.AdVolumeLine = AdVolumeLine
+module.exports.McClellanOscillator = McClellanOscillator
+module.exports.McClellanSummationIndex = McClellanSummationIndex
+module.exports.Trin = Trin
+module.exports.BreadthThrust = BreadthThrust
+module.exports.NewHighsNewLows = NewHighsNewLows
+module.exports.HighLowIndex = HighLowIndex
+module.exports.PercentAboveMa = PercentAboveMa
+module.exports.UpDownVolumeRatio = UpDownVolumeRatio
+module.exports.BullishPercentIndex = BullishPercentIndex
+module.exports.CumulativeVolumeIndex = CumulativeVolumeIndex
+module.exports.AbsoluteBreadthIndex = AbsoluteBreadthIndex
+module.exports.TickIndex = TickIndex
+module.exports.SharpeRatio = SharpeRatio
+module.exports.SortinoRatio = SortinoRatio
+module.exports.CalmarRatio = CalmarRatio
+module.exports.OmegaRatio = OmegaRatio
+module.exports.MaxDrawdown = MaxDrawdown
+module.exports.AverageDrawdown = AverageDrawdown
+module.exports.DrawdownDuration = DrawdownDuration
+module.exports.PainIndex = PainIndex
+module.exports.ValueAtRisk = ValueAtRisk
+module.exports.ConditionalValueAtRisk = ConditionalValueAtRisk
+module.exports.ProfitFactor = ProfitFactor
+module.exports.GainLossRatio = GainLossRatio
+module.exports.RecoveryFactor = RecoveryFactor
+module.exports.KellyCriterion = KellyCriterion
+module.exports.TreynorRatio = TreynorRatio
+module.exports.InformationRatio = InformationRatio
+module.exports.RenkoBars = RenkoBars
+module.exports.KagiBars = KagiBars
+module.exports.PointAndFigureBars = PointAndFigureBars
+module.exports.Alpha = Alpha
+module.exports.SessionVwap = SessionVwap
+module.exports.OvernightGap = OvernightGap
+module.exports.SeasonalZScore = SeasonalZScore
+module.exports.TimeOfDayReturnProfile = TimeOfDayReturnProfile
+module.exports.IntradayVolatilityProfile = IntradayVolatilityProfile
+module.exports.VolumeByTimeProfile = VolumeByTimeProfile
+module.exports.DayOfWeekProfile = DayOfWeekProfile
+module.exports.AverageDailyRange = AverageDailyRange
+module.exports.TurnOfMonth = TurnOfMonth
+module.exports.SessionHighLow = SessionHighLow
+module.exports.SessionRange = SessionRange
+module.exports.OvernightIntradayReturn = OvernightIntradayReturn

bindings/node/npm/darwin-arm64/package.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-arm64.node",
   "files": [
     "wickra.darwin-arm64.node"
   ],
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "engines": {
     "node": ">= 18"
   },
@@ -18,7 +18,7 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
-  "homepage": "https://github.com/kingchenc/wickra"
+  "homepage": "https://github.com/wickra-lib/wickra"
 }

bindings/node/npm/darwin-x64/package.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra-darwin-x64",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.darwin-x64.node",
   "files": [
     "wickra.darwin-x64.node"
   ],
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "engines": {
     "node": ">= 18"
   },
@@ -18,7 +18,7 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
-  "homepage": "https://github.com/kingchenc/wickra"
+  "homepage": "https://github.com/wickra-lib/wickra"
 }

bindings/node/npm/linux-arm64-gnu/package.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra-linux-arm64-gnu",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-arm64-gnu.node",
   "files": [
     "wickra.linux-arm64-gnu.node"
   ],
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "engines": {
     "node": ">= 18"
   },
@@ -21,7 +21,7 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
-  "homepage": "https://github.com/kingchenc/wickra"
+  "homepage": "https://github.com/wickra-lib/wickra"
 }

bindings/node/npm/linux-x64-gnu/package.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra-linux-x64-gnu",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.linux-x64-gnu.node",
   "files": [
     "wickra.linux-x64-gnu.node"
   ],
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "engines": {
     "node": ">= 18"
   },
@@ -21,7 +21,7 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
-  "homepage": "https://github.com/kingchenc/wickra"
+  "homepage": "https://github.com/wickra-lib/wickra"
 }

bindings/node/npm/win32-arm64-msvc/package.json

@@ -0,0 +1,24 @@
+{
+  "name": "wickra-win32-arm64-msvc",
+  "version": "0.5.2",
+  "description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
+  "main": "wickra.win32-arm64-msvc.node",
+  "files": [
+    "wickra.win32-arm64-msvc.node"
+  ],
+  "license": "MIT OR Apache-2.0",
+  "engines": {
+    "node": ">= 18"
+  },
+  "os": [
+    "win32"
+  ],
+  "cpu": [
+    "arm64"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/wickra-lib/wickra"
+  },
+  "homepage": "https://github.com/wickra-lib/wickra"
+}

bindings/node/npm/win32-x64-msvc/package.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra-win32-x64-msvc",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
   "main": "wickra.win32-x64-msvc.node",
   "files": [
     "wickra.win32-x64-msvc.node"
   ],
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "engines": {
     "node": ">= 18"
   },
@@ -18,7 +18,7 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
-  "homepage": "https://github.com/kingchenc/wickra"
+  "homepage": "https://github.com/wickra-lib/wickra"
 }

bindings/node/package-lock.json

@@ -0,0 +1,140 @@
+{
+  "name": "wickra",
+  "version": "0.5.2",
+  "lockfileVersion": 3,
+  "requires": true,
+  "packages": {
+    "": {
+      "name": "wickra",
+      "version": "0.5.2",
+      "license": "MIT OR Apache-2.0",
+      "devDependencies": {
+        "@napi-rs/cli": "^2.18.0"
+      },
+      "engines": {
+        "node": ">= 18"
+      },
+      "optionalDependencies": {
+        "wickra-darwin-arm64": "0.5.2",
+        "wickra-darwin-x64": "0.5.2",
+        "wickra-linux-arm64-gnu": "0.5.2",
+        "wickra-linux-x64-gnu": "0.5.2",
+        "wickra-win32-arm64-msvc": "0.5.2",
+        "wickra-win32-x64-msvc": "0.5.2"
+      }
+    },
+    "node_modules/@napi-rs/cli": {
+      "version": "2.18.4",
+      "resolved": "https://registry.npmjs.org/@napi-rs/cli/-/cli-2.18.4.tgz",
+      "integrity": "sha512-SgJeA4df9DE2iAEpr3M2H0OKl/yjtg1BnRI5/JyowS71tUWhrfSu2LT0V3vlHET+g1hBVlrO60PmEXwUEKp8Mg==",
+      "dev": true,
+      "license": "MIT",
+      "bin": {
+        "napi": "scripts/index.js"
+      },
+      "engines": {
+        "node": ">= 10"
+      },
+      "funding": {
+        "type": "github",
+        "url": "https://github.com/sponsors/Brooooooklyn"
+      }
+    },
+    "node_modules/wickra-darwin-arm64": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.5.2.tgz",
+      "integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
+      "cpu": [
+        "arm64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "darwin"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    },
+    "node_modules/wickra-darwin-x64": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.5.2.tgz",
+      "integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
+      "cpu": [
+        "x64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "darwin"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    },
+    "node_modules/wickra-linux-arm64-gnu": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.5.2.tgz",
+      "integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
+      "cpu": [
+        "arm64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "linux"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    },
+    "node_modules/wickra-linux-x64-gnu": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.5.2.tgz",
+      "integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
+      "cpu": [
+        "x64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "linux"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    },
+    "node_modules/wickra-win32-arm64-msvc": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.5.2.tgz",
+      "integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
+      "cpu": [
+        "arm64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "win32"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    },
+    "node_modules/wickra-win32-x64-msvc": {
+      "version": "0.5.2",
+      "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.5.2.tgz",
+      "integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
+      "cpu": [
+        "x64"
+      ],
+      "license": "MIT OR Apache-2.0",
+      "optional": true,
+      "os": [
+        "win32"
+      ],
+      "engines": {
+        "node": ">= 18"
+      }
+    }
+  }
+}

bindings/node/package.json

@@ -1,11 +1,11 @@
 {
   "name": "wickra",
-  "version": "0.2.1",
+  "version": "0.5.2",
   "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
-  "author": "kingchenc <kingchencp@gmail.com>",
+  "author": "kingchenc <support@wickra.org>",
   "main": "index.js",
   "types": "index.d.ts",
-  "license": "PolyForm-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
   "keywords": [
     "trading",
     "indicators",
@@ -17,12 +17,12 @@
   ],
   "repository": {
     "type": "git",
-    "url": "https://github.com/kingchenc/wickra"
+    "url": "https://github.com/wickra-lib/wickra"
   },
   "bugs": {
-    "url": "https://github.com/kingchenc/wickra/issues"
+    "url": "https://github.com/wickra-lib/wickra/issues"
   },
-  "homepage": "https://github.com/kingchenc/wickra",
+  "homepage": "https://github.com/wickra-lib/wickra",
   "files": [
     "index.js",
     "index.d.ts",
@@ -38,7 +38,8 @@
         "aarch64-unknown-linux-gnu",
         "x86_64-apple-darwin",
         "aarch64-apple-darwin",
-        "x86_64-pc-windows-msvc"
+        "x86_64-pc-windows-msvc",
+        "aarch64-pc-windows-msvc"
       ]
     }
   },
@@ -46,11 +47,12 @@
     "node": ">= 18"
   },
   "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.2.1",
-    "wickra-linux-arm64-gnu": "0.2.1",
-    "wickra-darwin-x64": "0.2.1",
-    "wickra-darwin-arm64": "0.2.1",
-    "wickra-win32-x64-msvc": "0.2.1"
+    "wickra-linux-x64-gnu": "0.5.2",
+    "wickra-linux-arm64-gnu": "0.5.2",
+    "wickra-darwin-x64": "0.5.2",
+    "wickra-darwin-arm64": "0.5.2",
+    "wickra-win32-x64-msvc": "0.5.2",
+    "wickra-win32-arm64-msvc": "0.5.2"
   },
   "scripts": {
     "build": "napi build --platform --release",
@@ -58,7 +60,8 @@
     "artifacts": "napi artifacts",
     "universal": "napi universal",
     "version": "napi version",
-    "test": "node --test __tests__/"
+    "test": "node --test __tests__/",
+    "bench": "node benchmarks/throughput.js"
   },
   "devDependencies": {
     "@napi-rs/cli": "^2.18.0"

bindings/python/README.md

@@ -1,66 +1,70 @@
-# Wickra — Python bindings
+# Wickra — Python
 
-Streaming-first technical indicators powered by a Rust core.
+[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
+[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
+[![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
+
+**Streaming-first technical indicators for Python. `pip install wickra` — no
+system dependencies, no C build tooling.**
+
+Wickra is a multi-language technical-analysis library with a Rust core and
+bindings for Python, Node.js, and WebAssembly. Every indicator is an O(1)
+streaming state machine, so live trading bots and historical backtests share
+the exact same implementation. This package is the Python binding (PyO3); it
+exposes 200+ streaming-first indicators across sixteen families.
+
+## Install
 
 ```bash
 pip install wickra
 ```
 
+Pre-built wheels ship for Linux, macOS, and Windows — there is nothing to
+compile and no C library to track down.
+
 ## Quick start
 
 ```python
 import numpy as np
 import wickra as ta
 
-# Batch — TA-Lib-style usage
+# Batch: classic TA-Lib-style usage over a whole array.
 prices = np.linspace(100, 200, 1000)
-rsi = ta.RSI(14).batch(prices)            # NumPy array; NaN during warmup
-
-# Streaming — feed ticks one at a time
 rsi = ta.RSI(14)
-for price in live_prices:
-    v = rsi.update(price)                 # O(1) per tick
-    if v is not None and v > 70:
-        ...
+values = rsi.batch(prices)              # numpy array, NaN during warmup
+
+# Streaming: the same indicator, fed tick by tick in O(1).
+rsi = ta.RSI(14)
+for price in live_feed:
+    value = rsi.update(price)           # no recomputation over history
+    if value is not None and value > 70:
+        print("overbought")
 ```
 
-## What's included
+`batch(prices)` and feeding the same prices through `update()` produce
+identical values — the equivalence is enforced by the test suite.
 
-71 streaming-first indicators across eight families. Every one passes a
-`batch == streaming` equivalence test and reference-value tests:
+## Documentation
 
-- **Moving Averages** — SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA,
-  ZLEMA, T3, VWMA
-- **Momentum Oscillators** — RSI (Wilder), Stochastic, CCI, ROC, Williams %R,
-  MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator
-- **Trend & Directional** — MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon
-  Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter
-- **Price Oscillators** — PPO, DPO, Coppock, Accelerator Oscillator, Balance
-  of Power
-- **Volatility & Bands** — ATR, Bollinger Bands, Keltner Channels, Donchian
-  Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger
-  Bandwidth, %B, True Range, Chaikin Volatility
-- **Trailing Stops** — Parabolic SAR, SuperTrend, Chandelier Exit, Chande
-  Kroll Stop, ATR Trailing Stop
-- **Volume** — OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend,
-  Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement
-- **Price Statistics** — Typical Price, Median Price, Weighted Close, Linear
-  Regression, Linear Regression Slope, Z-Score, Linear Regression Angle
+The full indicator catalogue, guides, quickstarts, and API reference live in
+the main repository and documentation site:
 
-## Why streaming-first matters
+- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
+- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
+- **Runnable examples:** [`examples/python/`](https://github.com/wickra-lib/wickra/tree/main/examples/python)
 
-Classic TA libraries are batch-only: every live tick triggers a full
-recomputation over the entire history. Wickra updates indicator state in
-O(1) per tick. On a 5K-bar history the streaming RSI gap is ~17× over the
-nearest peer with a streaming API and 100×+ over batch-only libraries.
+Wickra ships four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose the same indicators from the shared, `unsafe`-forbidden Rust core.
 
-## Full project
+## Disclaimer
 
-See <https://github.com/kingchenc/wickra> for benchmarks, the Rust core,
-Node.js and WebAssembly bindings, examples, and CI.
+Wickra is an indicator toolkit, not a trading system. The values it computes
+are deterministic transforms of the input data — they are not financial advice
+and do not predict the market. Any use in a live trading context is at your own
+risk. The library is provided **as is**, without warranty of any kind.
 
 ## License
 
-Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal,
-research, educational, and non-profit use are all permitted. Commercial
-sale requires a separate license — contact via the GitHub repo.
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.

bindings/python/pyproject.toml

@@ -4,17 +4,16 @@ build-backend = "maturin"
 
 [project]
 name = "wickra"
-version = "0.2.1"
+version = "0.5.2"
 description = "Streaming-first technical indicators: incremental, fast, install-free."
 readme = "README.md"
-license = { text = "PolyForm-Noncommercial-1.0.0" }
-authors = [{ name = "kingchenc", email = "kingchencp@gmail.com" }]
+license = "MIT OR Apache-2.0"
+authors = [{ name = "kingchenc", email = "support@wickra.org" }]
 requires-python = ">=3.9"
 keywords = ["finance", "trading", "indicators", "technical-analysis", "ta-lib"]
 classifiers = [
     "Development Status :: 4 - Beta",
     "Intended Audience :: Financial and Insurance Industry",
-    "License :: Free for non-commercial use",
     "Programming Language :: Python :: 3",
     "Programming Language :: Python :: 3 :: Only",
     "Programming Language :: Python :: 3.9",
@@ -47,9 +46,9 @@ bench = [
 ]
 
 [project.urls]
-Homepage = "https://github.com/kingchenc/wickra"
-Repository = "https://github.com/kingchenc/wickra"
-Issues = "https://github.com/kingchenc/wickra/issues"
+Homepage = "https://github.com/wickra-lib/wickra"
+Repository = "https://github.com/wickra-lib/wickra"
+Issues = "https://github.com/wickra-lib/wickra/issues"
 
 [tool.maturin]
 manifest-path = "Cargo.toml"

bindings/python/python/wickra/__init__.py

@@ -25,6 +25,17 @@ from __future__ import annotations
 
 from ._wickra import (
     __version__,
+    TSF,
+    LINEARREG_INTERCEPT,
+    ROCR100,
+    ROCR,
+    ROCP,
+    AVGPRICE,
+    MIDPOINT,
+    MIDPRICE,
+    DX,
+    MINUS_DI,
+    PLUS_DI,
     # Trend
     SMA,
     EMA,
@@ -38,14 +49,27 @@ from ._wickra import (
     ZLEMA,
     T3,
     VWMA,
+    ALMA,
+    McGinleyDynamic,
+    FRAMA,
+    VIDYA,
+    JMA,
+    Alligator,
+    EVWMA,
     # Momentum
     RSI,
+    AnchoredRSI,
     MACD,
+    MACDFIX,
+    MACDEXT,
     Stochastic,
     CCI,
     ROC,
     WilliamsR,
     ADX,
+    ADXR,
+    PLUS_DM,
+    MINUS_DM,
     MFI,
     TRIX,
     AwesomeOscillator,
@@ -54,13 +78,30 @@ from ._wickra import (
     CMO,
     TSI,
     PMO,
+    TII,
+    KST,
     StochRSI,
     UltimateOscillator,
+    RVI,
+    PGO,
+    KST,
+    SMI,
+    LaguerreRSI,
+    ConnorsRSI,
+    Inertia,
+    APO,
+    AwesomeOscillatorHistogram,
+    CFO,
+    ZeroLagMACD,
+    ElderImpulse,
+    STC,
     PPO,
     DPO,
     Coppock,
     AroonOscillator,
     Vortex,
+    RWI,
+    WaveTrend,
     MassIndex,
     AcceleratorOscillator,
     BalanceOfPower,
@@ -72,6 +113,7 @@ from ._wickra import (
     Keltner,
     Donchian,
     PSAR,
+    SAREXT,
     NATR,
     StdDev,
     UlcerIndex,
@@ -82,8 +124,20 @@ from ._wickra import (
     ChandelierExit,
     ChandeKrollStop,
     AtrTrailingStop,
+    HiLoActivator,
+    VoltyStop,
+    YoyoExit,
+    DonchianStop,
+    PercentageTrailingStop,
+    StepTrailingStop,
+    RenkoTrailingStop,
     TrueRange,
     ChaikinVolatility,
+    RVIVolatility,
+    ParkinsonVolatility,
+    GarmanKlassVolatility,
+    RogersSatchellVolatility,
+    YangZhangVolatility,
     # Volume
     OBV,
     VWAP,
@@ -93,8 +147,28 @@ from ._wickra import (
     ChaikinMoneyFlow,
     ChaikinOscillator,
     ForceIndex,
+    KVO,
+    VolumeOscillator,
+    NVI,
+    PVI,
+    WilliamsAD,
+    AnchoredVWAP,
+    DemandIndex,
+    TSV,
+    VZO,
+    MarketFacilitationIndex,
     EaseOfMovement,
     # Statistics
+    SpreadBollingerBands,
+    KalmanHedgeRatio,
+    GrangerCausality,
+    VarianceRatio,
+    BetaNeutralSpread,
+    DistanceSsd,
+    SpreadHurst,
+    OuHalfLife,
+    RollingCovariance,
+    RollingCorrelation,
     TypicalPrice,
     MedianPrice,
     WeightedClose,
@@ -102,9 +176,260 @@ from ._wickra import (
     LinRegSlope,
     ZScore,
     LinRegAngle,
+    Variance,
+    CoefficientOfVariation,
+    Skewness,
+    Kurtosis,
+    StandardError,
+    DetrendedStdDev,
+    RSquared,
+    Autocorrelation,
+    MedianAbsoluteDeviation,
+    HurstExponent,
+    PearsonCorrelation,
+    Beta,
+    PairwiseBeta,
+    PairSpreadZScore,
+    LeadLagCrossCorrelation,
+    Cointegration,
+    RelativeStrengthAB,
+    SpearmanCorrelation,
+    # Ehlers / Cycle
+    SuperSmoother,
+    FisherTransform,
+    InverseFisherTransform,
+    Decycler,
+    DecyclerOscillator,
+    RoofingFilter,
+    CenterOfGravity,
+    CyberneticCycle,
+    InstantaneousTrendline,
+    EhlersStochastic,
+    EmpiricalModeDecomposition,
+    HilbertDominantCycle,
+    HT_DCPHASE,
+    HT_PHASOR,
+    HT_TRENDMODE,
+    AdaptiveCycle,
+    SineWave,
+    MAMA,
+    FAMA,
+    # Bands & Channels
+    MaEnvelope,
+    AccelerationBands,
+    StarcBands,
+    AtrBands,
+    HurstChannel,
+    LinRegChannel,
+    StandardErrorBands,
+    DoubleBollinger,
+    TtmSqueeze,
+    FractalChaosBands,
+    VwapStdDevBands,
+    # Pivots & S/R
+    ClassicPivots,
+    FibonacciPivots,
+    Camarilla,
+    WoodiePivots,
+    DemarkPivots,
+    WilliamsFractals,
+    ZigZag,
+    # DeMark
+    TDSetup,
+    TDSequential,
+    TDDeMarker,
+    TDREI,
+    TDPressure,
+    TDCombo,
+    TDCountdown,
+    TDLines,
+    TDRangeProjection,
+    TDDifferential,
+    TDOpen,
+    TDRiskLevel,
+    # Ichimoku & alternative charts
+    Ichimoku,
+    HeikinAshi,
+    # Market Profile
+    ValueArea,
+    VolumeProfile,
+    TpoProfile,
+    InitialBalance,
+    OpeningRange,
+    # Alt-Chart Bars
+    RenkoBars,
+    KagiBars,
+    PointAndFigureBars,
+    # Candlestick patterns
+    Doji,
+    Hammer,
+    InvertedHammer,
+    HangingMan,
+    ShootingStar,
+    Engulfing,
+    Harami,
+    MorningEveningStar,
+    ThreeSoldiersOrCrows,
+    PiercingDarkCloud,
+    Marubozu,
+    Tweezer,
+    SpinningTop,
+    ThreeInside,
+    ThreeOutside,
+    TwoCrows,
+    UpsideGapTwoCrows,
+    IdenticalThreeCrows,
+    ThreeLineStrike,
+    ThreeStarsInSouth,
+    AbandonedBaby,
+    AdvanceBlock,
+    BeltHold,
+    Breakaway,
+    Counterattack,
+    DojiStar,
+    DragonflyDoji,
+    GravestoneDoji,
+    LongLeggedDoji,
+    RickshawMan,
+    EveningDojiStar,
+    MorningDojiStar,
+    GapSideBySideWhite,
+    HighWave,
+    Hikkake,
+    HikkakeModified,
+    HomingPigeon,
+    OnNeck,
+    InNeck,
+    Thrusting,
+    SeparatingLines,
+    Kicking,
+    KickingByLength,
+    LadderBottom,
+    MatHold,
+    MatchingLow,
+    LongLine,
+    ShortLine,
+    RisingThreeMethods,
+    FallingThreeMethods,
+    UpsideGapThreeMethods,
+    DownsideGapThreeMethods,
+    StalledPattern,
+    StickSandwich,
+    Takuri,
+    ClosingMarubozu,
+    OpeningMarubozu,
+    TasukiGap,
+    UniqueThreeRiver,
+    ConcealingBabySwallow,
+    # Chart patterns
+    CupAndHandle,
+    RectangleRange,
+    FlagPennant,
+    Wedge,
+    Triangle,
+    HeadAndShoulders,
+    TripleTopBottom,
+    DoubleTopBottom,
+    # Harmonic patterns
+    ThreeDrives,
+    Cypher,
+    Shark,
+    Crab,
+    Bat,
+    Butterfly,
+    Gartley,
+    Abcd,
+    # Microstructure: order book
+    OrderBookImbalanceTop1,
+    OrderBookImbalanceTopN,
+    OrderBookImbalanceFull,
+    Microprice,
+    QuotedSpread,
+    DepthSlope,
+    # Microstructure: trade flow
+    SignedVolume,
+    CumulativeVolumeDelta,
+    TradeImbalance,
+    # Microstructure: price impact
+    EffectiveSpread,
+    RealizedSpread,
+    KylesLambda,
+    # Microstructure: footprint
+    Footprint,
+    # Derivatives
+    FundingRate,
+    FundingRateMean,
+    FundingRateZScore,
+    FundingBasis,
+    OpenInterestDelta,
+    OIPriceDivergence,
+    OIWeighted,
+    LongShortRatio,
+    TakerBuySellRatio,
+    LiquidationFeatures,
+    TermStructureBasis,
+    CalendarSpread,
+    # Market Breadth
+    TickIndex,
+    AbsoluteBreadthIndex,
+    CumulativeVolumeIndex,
+    BullishPercentIndex,
+    UpDownVolumeRatio,
+    PercentAboveMa,
+    HighLowIndex,
+    NewHighsNewLows,
+    BreadthThrust,
+    Trin,
+    McClellanSummationIndex,
+    McClellanOscillator,
+    AdVolumeLine,
+    AdvanceDeclineRatio,
+    AdvanceDecline,
+    # Risk / Performance
+    SharpeRatio,
+    SortinoRatio,
+    CalmarRatio,
+    OmegaRatio,
+    MaxDrawdown,
+    AverageDrawdown,
+    DrawdownDuration,
+    PainIndex,
+    ValueAtRisk,
+    ConditionalValueAtRisk,
+    ProfitFactor,
+    GainLossRatio,
+    RecoveryFactor,
+    KellyCriterion,
+    TreynorRatio,
+    InformationRatio,
+    Alpha,
+    # Seasonality & Session
+    SessionVwap,
+    SessionHighLow,
+    SessionRange,
+    AverageDailyRange,
+    OvernightGap,
+    OvernightIntradayReturn,
+    TurnOfMonth,
+    SeasonalZScore,
+    TimeOfDayReturnProfile,
+    DayOfWeekProfile,
+    IntradayVolatilityProfile,
+    VolumeByTimeProfile,
 )
 
 __all__ = [
+    "TSF",
+    "LINEARREG_INTERCEPT",
+    "ROCR100",
+    "ROCR",
+    "ROCP",
+    "AVGPRICE",
+    "MIDPOINT",
+    "MIDPRICE",
+    "DX",
+    "MINUS_DI",
+    "PLUS_DI",
     "__version__",
     # Trend
     "SMA",
@@ -119,14 +444,27 @@ __all__ = [
     "ZLEMA",
     "T3",
     "VWMA",
+    "ALMA",
+    "McGinleyDynamic",
+    "FRAMA",
+    "VIDYA",
+    "JMA",
+    "Alligator",
+    "EVWMA",
     # Momentum
     "RSI",
+    "AnchoredRSI",
     "MACD",
+    "MACDFIX",
+    "MACDEXT",
     "Stochastic",
     "CCI",
     "ROC",
     "WilliamsR",
     "ADX",
+    "ADXR",
+    "PLUS_DM",
+    "MINUS_DM",
     "MFI",
     "TRIX",
     "AwesomeOscillator",
@@ -135,13 +473,30 @@ __all__ = [
     "CMO",
     "TSI",
     "PMO",
+    "TII",
+    "KST",
     "StochRSI",
     "UltimateOscillator",
+    "RVI",
+    "PGO",
+    "KST",
+    "SMI",
+    "LaguerreRSI",
+    "ConnorsRSI",
+    "Inertia",
+    "APO",
+    "AwesomeOscillatorHistogram",
+    "CFO",
+    "ZeroLagMACD",
+    "ElderImpulse",
+    "STC",
     "PPO",
     "DPO",
     "Coppock",
     "AroonOscillator",
     "Vortex",
+    "RWI",
+    "WaveTrend",
     "MassIndex",
     "AcceleratorOscillator",
     "BalanceOfPower",
@@ -153,6 +508,7 @@ __all__ = [
     "Keltner",
     "Donchian",
     "PSAR",
+    "SAREXT",
     "NATR",
     "StdDev",
     "UlcerIndex",
@@ -163,8 +519,20 @@ __all__ = [
     "ChandelierExit",
     "ChandeKrollStop",
     "AtrTrailingStop",
+    "HiLoActivator",
+    "VoltyStop",
+    "YoyoExit",
+    "DonchianStop",
+    "PercentageTrailingStop",
+    "StepTrailingStop",
+    "RenkoTrailingStop",
     "TrueRange",
     "ChaikinVolatility",
+    "RVIVolatility",
+    "ParkinsonVolatility",
+    "GarmanKlassVolatility",
+    "RogersSatchellVolatility",
+    "YangZhangVolatility",
     # Volume
     "OBV",
     "VWAP",
@@ -174,8 +542,28 @@ __all__ = [
     "ChaikinMoneyFlow",
     "ChaikinOscillator",
     "ForceIndex",
+    "KVO",
+    "VolumeOscillator",
+    "NVI",
+    "PVI",
+    "WilliamsAD",
+    "AnchoredVWAP",
+    "DemandIndex",
+    "TSV",
+    "VZO",
+    "MarketFacilitationIndex",
     "EaseOfMovement",
     # Statistics
+    "SpreadBollingerBands",
+    "KalmanHedgeRatio",
+    "GrangerCausality",
+    "VarianceRatio",
+    "BetaNeutralSpread",
+    "DistanceSsd",
+    "SpreadHurst",
+    "OuHalfLife",
+    "RollingCovariance",
+    "RollingCorrelation",
     "TypicalPrice",
     "MedianPrice",
     "WeightedClose",
@@ -183,4 +571,244 @@ __all__ = [
     "LinRegSlope",
     "ZScore",
     "LinRegAngle",
+    "Variance",
+    "CoefficientOfVariation",
+    "Skewness",
+    "Kurtosis",
+    "StandardError",
+    "DetrendedStdDev",
+    "RSquared",
+    "Autocorrelation",
+    "MedianAbsoluteDeviation",
+    "HurstExponent",
+    "PearsonCorrelation",
+    "Beta",
+    "PairwiseBeta",
+    "PairSpreadZScore",
+    "LeadLagCrossCorrelation",
+    "Cointegration",
+    "RelativeStrengthAB",
+    "SpearmanCorrelation",
+    # Ehlers / Cycle
+    "SuperSmoother",
+    "FisherTransform",
+    "InverseFisherTransform",
+    "Decycler",
+    "DecyclerOscillator",
+    "RoofingFilter",
+    "CenterOfGravity",
+    "CyberneticCycle",
+    "InstantaneousTrendline",
+    "EhlersStochastic",
+    "EmpiricalModeDecomposition",
+    "HilbertDominantCycle",
+    "HT_DCPHASE",
+    "HT_PHASOR",
+    "HT_TRENDMODE",
+    "AdaptiveCycle",
+    "SineWave",
+    "MAMA",
+    "FAMA",
+    # Bands & Channels
+    "MaEnvelope",
+    "AccelerationBands",
+    "StarcBands",
+    "AtrBands",
+    "HurstChannel",
+    "LinRegChannel",
+    "StandardErrorBands",
+    "DoubleBollinger",
+    "TtmSqueeze",
+    "FractalChaosBands",
+    "VwapStdDevBands",
+    # Pivots & S/R
+    "ClassicPivots",
+    "FibonacciPivots",
+    "Camarilla",
+    "WoodiePivots",
+    "DemarkPivots",
+    "WilliamsFractals",
+    "ZigZag",
+    # DeMark
+    "TDSetup",
+    "TDSequential",
+    "TDDeMarker",
+    "TDREI",
+    "TDPressure",
+    "TDCombo",
+    "TDCountdown",
+    "TDLines",
+    "TDRangeProjection",
+    "TDDifferential",
+    "TDOpen",
+    "TDRiskLevel",
+    # Ichimoku & alternative charts
+    "Ichimoku",
+    "HeikinAshi",
+    # Market Profile
+    "ValueArea",
+    "VolumeProfile",
+    "TpoProfile",
+    "InitialBalance",
+    "OpeningRange",
+    # Alt-Chart Bars
+    "RenkoBars",
+    "KagiBars",
+    "PointAndFigureBars",
+    # Candlestick patterns
+    "Doji",
+    "Hammer",
+    "InvertedHammer",
+    "HangingMan",
+    "ShootingStar",
+    "Engulfing",
+    "Harami",
+    "MorningEveningStar",
+    "ThreeSoldiersOrCrows",
+    "PiercingDarkCloud",
+    "Marubozu",
+    "Tweezer",
+    "SpinningTop",
+    "ThreeInside",
+    "ThreeOutside",
+    "TwoCrows",
+    "UpsideGapTwoCrows",
+    "IdenticalThreeCrows",
+    "ThreeLineStrike",
+    "ThreeStarsInSouth",
+    "AbandonedBaby",
+    "AdvanceBlock",
+    "BeltHold",
+    "Breakaway",
+    "Counterattack",
+    "DojiStar",
+    "DragonflyDoji",
+    "GravestoneDoji",
+    "LongLeggedDoji",
+    "RickshawMan",
+    "EveningDojiStar",
+    "MorningDojiStar",
+    "GapSideBySideWhite",
+    "HighWave",
+    "Hikkake",
+    "HikkakeModified",
+    "HomingPigeon",
+    "OnNeck",
+    "InNeck",
+    "Thrusting",
+    "SeparatingLines",
+    "Kicking",
+    "KickingByLength",
+    "LadderBottom",
+    "MatHold",
+    "MatchingLow",
+    "LongLine",
+    "ShortLine",
+    "RisingThreeMethods",
+    "FallingThreeMethods",
+    "UpsideGapThreeMethods",
+    "DownsideGapThreeMethods",
+    "StalledPattern",
+    "StickSandwich",
+    "Takuri",
+    "ClosingMarubozu",
+    "OpeningMarubozu",
+    "TasukiGap",
+    "UniqueThreeRiver",
+    "ConcealingBabySwallow",
+    # Chart patterns
+    "CupAndHandle",
+    "RectangleRange",
+    "FlagPennant",
+    "Wedge",
+    "Triangle",
+    "HeadAndShoulders",
+    "TripleTopBottom",
+    "DoubleTopBottom",
+    # Harmonic patterns
+    "ThreeDrives",
+    "Cypher",
+    "Shark",
+    "Crab",
+    "Bat",
+    "Butterfly",
+    "Gartley",
+    "Abcd",
+    # Microstructure: order book
+    "OrderBookImbalanceTop1",
+    "OrderBookImbalanceTopN",
+    "OrderBookImbalanceFull",
+    "Microprice",
+    "QuotedSpread",
+    "DepthSlope",
+    # Microstructure: trade flow
+    "SignedVolume",
+    "CumulativeVolumeDelta",
+    "TradeImbalance",
+    # Microstructure: price impact
+    "EffectiveSpread",
+    "RealizedSpread",
+    "KylesLambda",
+    # Microstructure: footprint
+    "Footprint",
+    # Derivatives
+    "FundingRate",
+    "FundingRateMean",
+    "FundingRateZScore",
+    "FundingBasis",
+    "OpenInterestDelta",
+    "OIPriceDivergence",
+    "OIWeighted",
+    "LongShortRatio",
+    "TakerBuySellRatio",
+    "LiquidationFeatures",
+    "TermStructureBasis",
+    "CalendarSpread",
+    # Market Breadth
+    "TickIndex",
+    "AbsoluteBreadthIndex",
+    "CumulativeVolumeIndex",
+    "BullishPercentIndex",
+    "UpDownVolumeRatio",
+    "PercentAboveMa",
+    "HighLowIndex",
+    "NewHighsNewLows",
+    "BreadthThrust",
+    "Trin",
+    "McClellanSummationIndex",
+    "McClellanOscillator",
+    "AdVolumeLine",
+    "AdvanceDeclineRatio",
+    "AdvanceDecline",
+    # Risk / Performance
+    "SharpeRatio",
+    "SortinoRatio",
+    "CalmarRatio",
+    "OmegaRatio",
+    "MaxDrawdown",
+    "AverageDrawdown",
+    "DrawdownDuration",
+    "PainIndex",
+    "ValueAtRisk",
+    "ConditionalValueAtRisk",
+    "ProfitFactor",
+    "GainLossRatio",
+    "RecoveryFactor",
+    "KellyCriterion",
+    "TreynorRatio",
+    "InformationRatio",
+    "Alpha",
+    # Seasonality & Session
+    "SessionVwap",
+    "SessionHighLow",
+    "SessionRange",
+    "AverageDailyRange",
+    "OvernightGap",
+    "OvernightIntradayReturn",
+    "TurnOfMonth",
+    "SeasonalZScore",
+    "TimeOfDayReturnProfile",
+    "DayOfWeekProfile",
+    "IntradayVolatilityProfile",
+    "VolumeByTimeProfile",
 ]

bindings/python/tests/test_input_validation.py

@@ -35,7 +35,246 @@ def test_unequal_length_candle_batch_raises(ohlc_series):
         ta.Aroon(14).batch(high, short)
 
 
+def test_pairwise_beta_rejects_bad_period():
+    with pytest.raises(ValueError):
+        ta.PairwiseBeta(0)
+    with pytest.raises(ValueError):
+        ta.PairwiseBeta(1)
+
+
+def test_unequal_length_pair_batch_raises(sine_prices):
+    a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
+    b = a[:-1]
+    with pytest.raises(ValueError):
+        ta.PairwiseBeta(20).batch(a, b)
+    with pytest.raises(ValueError):
+        ta.PairSpreadZScore(20, 20).batch(a, b)
+
+
+def test_pair_spread_zscore_rejects_bad_periods():
+    with pytest.raises(ValueError):
+        ta.PairSpreadZScore(1, 20)
+    with pytest.raises(ValueError):
+        ta.PairSpreadZScore(20, 1)
+
+
+def test_lead_lag_rejects_bad_params():
+    with pytest.raises(ValueError):
+        ta.LeadLagCrossCorrelation(1, 5)
+    with pytest.raises(ValueError):
+        ta.LeadLagCrossCorrelation(10, 0)
+
+
+def test_lead_lag_unequal_length_batch_raises(sine_prices):
+    a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
+    b = a[:-1]
+    with pytest.raises(ValueError):
+        ta.LeadLagCrossCorrelation(12, 5).batch(a, b)
+
+
+def test_cointegration_rejects_too_small_period():
+    # period must be >= 2*adf_lags + 4.
+    with pytest.raises(ValueError):
+        ta.Cointegration(3, 0)
+    with pytest.raises(ValueError):
+        ta.Cointegration(5, 1)
+
+
+def test_cointegration_unequal_length_batch_raises(sine_prices):
+    a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
+    b = a[:-1]
+    with pytest.raises(ValueError):
+        ta.Cointegration(20, 1).batch(a, b)
+
+
+def test_relative_strength_rejects_zero_periods():
+    with pytest.raises(ValueError):
+        ta.RelativeStrengthAB(0, 14)
+    with pytest.raises(ValueError):
+        ta.RelativeStrengthAB(20, 0)
+
+
+def test_relative_strength_unequal_length_batch_raises(sine_prices):
+    a = np.ascontiguousarray((sine_prices + 100.0).astype(np.float64))
+    b = a[:-1]
+    with pytest.raises(ValueError):
+        ta.RelativeStrengthAB(10, 14).batch(a, b)
+
+
 def test_roc_and_trix_have_default_periods():
     # ROC/TRIX gained constructor defaults matching the TA-Lib convention.
     assert ta.ROC().period == 10
     assert ta.TRIX() is not None
+
+
+def test_value_area_rejects_zero_period():
+    with pytest.raises(ValueError):
+        ta.ValueArea(0, 50, 0.7)
+    with pytest.raises(ValueError):
+        ta.ValueArea(20, 0, 0.7)
+
+
+def test_value_area_rejects_invalid_pct():
+    with pytest.raises(ValueError):
+        ta.ValueArea(20, 50, 0.0)
+    with pytest.raises(ValueError):
+        ta.ValueArea(20, 50, 1.5)
+
+
+def test_initial_balance_rejects_zero_period():
+    with pytest.raises(ValueError):
+        ta.InitialBalance(0)
+
+
+def test_opening_range_rejects_zero_period():
+    with pytest.raises(ValueError):
+        ta.OpeningRange(0)
+
+
+def test_value_area_unequal_length_raises():
+    high = np.array([1.0, 2.0, 3.0])
+    low = np.array([0.5, 1.5])
+    volume = np.array([10.0, 10.0, 10.0])
+    with pytest.raises(ValueError):
+        ta.ValueArea(2, 10, 0.7).batch(high, low, volume)
+
+
+def test_ichimoku_rejects_zero_and_non_increasing_periods():
+    with pytest.raises(ValueError):
+        ta.Ichimoku(0, 26, 52, 26)
+    with pytest.raises(ValueError):
+        ta.Ichimoku(9, 26, 52, 0)
+    # Periods must satisfy tenkan < kijun < senkou_b.
+    with pytest.raises(ValueError):
+        ta.Ichimoku(26, 9, 52, 26)
+    with pytest.raises(ValueError):
+        ta.Ichimoku(9, 52, 52, 26)
+
+
+def test_family_10_ehlers_rejects_invalid_parameters():
+    with pytest.raises(ValueError):
+        ta.SuperSmoother(0)
+    with pytest.raises(ValueError):
+        ta.FisherTransform(0)
+    with pytest.raises(ValueError):
+        ta.InverseFisherTransform(0.0)
+    with pytest.raises(ValueError):
+        ta.DecyclerOscillator(30, 10)
+    with pytest.raises(ValueError):
+        ta.RoofingFilter(48, 10)
+    with pytest.raises(ValueError):
+        ta.MAMA(0.05, 0.5)
+    with pytest.raises(ValueError):
+        ta.EmpiricalModeDecomposition(20, 0.0)
+
+
+def test_orderbook_topn_zero_levels_raises():
+    with pytest.raises(ValueError):
+        ta.OrderBookImbalanceTopN(0)
+
+
+def test_orderbook_unequal_price_size_lengths_raise():
+    # bid_px has 2 entries but bid_sz has 1 -> mismatched -> ValueError.
+    with pytest.raises(ValueError):
+        ta.OrderBookImbalanceTop1().update([100.0, 99.0], [1.0], [101.0], [1.0])
+    with pytest.raises(ValueError):
+        ta.Microprice().update([100.0], [1.0], [101.0, 102.0], [1.0])
+
+
+def test_orderbook_crossed_book_raises():
+    # best_bid (102) >= best_ask (101) is a crossed book -> rejected.
+    with pytest.raises(ValueError):
+        ta.QuotedSpread().update([102.0], [1.0], [101.0], [1.0])
+
+
+def test_orderbook_misordered_levels_raise():
+    # Bids must be strictly descending in price.
+    with pytest.raises(ValueError):
+        ta.OrderBookImbalanceFull().update([99.0, 100.0], [1.0, 1.0], [101.0], [1.0])
+
+
+def test_trade_imbalance_zero_window_raises():
+    with pytest.raises(ValueError):
+        ta.TradeImbalance(0)
+
+
+def test_trade_negative_size_raises():
+    with pytest.raises(ValueError):
+        ta.SignedVolume().update(100.0, -1.0, True)
+
+
+def test_trade_non_positive_price_raises():
+    with pytest.raises(ValueError):
+        ta.CumulativeVolumeDelta().update(0.0, 1.0, True)
+
+
+def test_trade_batch_unequal_lengths_raise():
+    with pytest.raises(ValueError):
+        ta.SignedVolume().batch([100.0, 100.0], [1.0], [True, False])
+
+
+def test_effective_spread_non_positive_mid_raises():
+    with pytest.raises(ValueError):
+        ta.EffectiveSpread().update(100.0, 1.0, True, 0.0)
+
+
+def test_effective_spread_batch_unequal_lengths_raise():
+    with pytest.raises(ValueError):
+        ta.EffectiveSpread().batch([100.0, 100.0], [1.0, 1.0], [True, False], [100.0])
+
+
+def test_realized_spread_zero_horizon_raises():
+    with pytest.raises(ValueError):
+        ta.RealizedSpread(0)
+
+
+def test_kyles_lambda_window_below_two_raises():
+    with pytest.raises(ValueError):
+        ta.KylesLambda(1)
+
+
+def test_footprint_non_positive_tick_raises():
+    with pytest.raises(ValueError):
+        ta.Footprint(0.0)
+    with pytest.raises(ValueError):
+        ta.Footprint(-1.0)
+
+
+def test_funding_rate_mean_zero_window_raises():
+    with pytest.raises(ValueError):
+        ta.FundingRateMean(0)
+
+
+def test_funding_rate_zscore_zero_window_raises():
+    with pytest.raises(ValueError):
+        ta.FundingRateZScore(0)
+
+
+def test_funding_basis_non_positive_index_raises():
+    with pytest.raises(ValueError):
+        ta.FundingBasis().update(100.0, 0.0)
+
+
+def test_funding_rate_non_finite_raises():
+    with pytest.raises(ValueError):
+        ta.FundingRate().update(float("nan"))
+
+
+def test_oi_price_divergence_zero_window_raises():
+    with pytest.raises(ValueError):
+        ta.OIPriceDivergence(0)
+
+
+def test_oi_weighted_non_positive_mark_raises():
+    with pytest.raises(ValueError):
+        ta.OIWeighted().update(0.0, 100.0)
+
+
+def test_term_structure_basis_non_positive_index_raises():
+    with pytest.raises(ValueError):
+        ta.TermStructureBasis().update(100.0, 0.0)
+
+
+def test_calendar_spread_non_positive_mark_raises():
+    with pytest.raises(ValueError):
+        ta.CalendarSpread().update(100.0, 0.0)

bindings/python/tests/test_known_values.py

@@ -66,6 +66,232 @@ def test_rsi_wilder_textbook_first_value():
     assert math.isclose(out[14], 70.464, abs_tol=0.05)
 
 
+def test_anchored_rsi_cumulative_reference():
+    """Cumulative anchored RSI: 10 -> 11 (+1) -> 9 (-2) -> 12 (+3)."""
+    out = ta.AnchoredRSI().batch(np.array([10.0, 11.0, 9.0, 12.0]))
+    assert math.isclose(out[1], 100.0, abs_tol=1e-9)
+    assert math.isclose(out[2], 100.0 - 100.0 / 1.5, abs_tol=1e-6)
+    assert math.isclose(out[3], 100.0 - 100.0 / 3.0, abs_tol=1e-6)
+
+
+def test_inertia_constant_rvi_passes_through_linreg():
+    # Every bar identical (open, high, low, close) = (10, 11, 9, 10.5):
+    # RVI = (c-o) / (h-l) = 0.5 / 2 = 0.25 every bar. LinReg of a constant
+    # series equals that constant after warmup.
+    n = 60
+    out = ta.Inertia(3, 4).batch(
+        np.full(n, 10.0), np.full(n, 11.0), np.full(n, 9.0), np.full(n, 10.5)
+    )
+    # warmup_period = 3 + 4 - 1 = 6.
+    np.testing.assert_allclose(out[5:], 0.25, atol=1e-12)
+
+
+def test_connors_rsi_output_is_bounded():
+    # CRSI is the average of three [0, 100] components, so the aggregate must
+    # also sit in [0, 100] after warmup.
+    prices = 100.0 + 20.0 * np.sin(np.linspace(0, 30, 250))
+    out = ta.ConnorsRSI(3, 2, 100).batch(prices.astype(np.float64))
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    assert ready.min() >= 0.0
+    assert ready.max() <= 100.0
+
+
+def test_laguerre_rsi_constant_series_stays_at_mid_band():
+    # All four Laguerre stages seed to the first input, so subsequent flat
+    # inputs keep them equal and the up/down accumulator is 0 — Wickra maps
+    # that to the neutral 50.
+    out = ta.LaguerreRSI(0.5).batch(np.full(40, 42.0, dtype=np.float64))
+    np.testing.assert_allclose(out, 50.0, atol=1e-12)
+
+
+def test_smi_close_at_centre_yields_zero():
+    # Close at the midpoint of a flat high/low range -> displacement is
+    # always zero -> SMI converges to 0.
+    n = 60
+    out = ta.SMI(5, 3, 3).batch(np.full(n, 11.0), np.full(n, 9.0), np.full(n, 10.0))
+    # warmup_period = 5 + 3 + 3 - 2 = 9.
+    np.testing.assert_allclose(out[8:], 0.0, atol=1e-12)
+
+
+def test_kst_constant_series_yields_zero():
+    # ROC is zero on a flat input, so every RCMA is zero, so KST and its
+    # signal SMA are both zero after warmup.
+    kst = ta.KST(10, 15, 20, 30, 10, 10, 10, 15, 9)
+    out = kst.batch(np.full(80, 42.0, dtype=np.float64))
+    warmup = kst.warmup_period()
+    # Use NaN-safe comparison on the post-warmup tail.
+    tail = out[warmup - 1 :]
+    assert np.all(np.isfinite(tail))
+    np.testing.assert_allclose(tail, 0.0, atol=1e-12)
+
+
+def test_pgo_flat_close_yields_zero():
+    # On a constant close the numerator (close − SMA) is zero, so PGO emits 0
+    # regardless of the TR-EMA in the denominator.
+    n = 20
+    high = np.full(n, 11.0)
+    low = np.full(n, 9.0)
+    close = np.full(n, 10.0)
+    out = ta.PGO(5).batch(high, low, close)
+    assert np.all(np.isnan(out[:4]))
+    np.testing.assert_allclose(out[4:], 0.0, atol=1e-12)
+
+
+def test_rvi_reference_value_period_2():
+    # Two bars: (open, high, low, close) = (10, 11, 9, 10.5), (10.5, 11.5, 10, 11).
+    #   num = (0.5 + 0.5) = 1.0; den = (2.0 + 1.5) = 3.5; RVI = 1 / 3.5.
+    out = ta.RVI(2).batch(
+        np.array([10.0, 10.5]),
+        np.array([11.0, 11.5]),
+        np.array([9.0, 10.0]),
+        np.array([10.5, 11.0]),
+    )
+    assert math.isnan(out[0])
+    assert math.isclose(out[1], 1.0 / 3.5, abs_tol=1e-12)
+
+
+def test_alma_constant_series_yields_the_constant():
+    # ALMA's Gaussian weights are normalised, so any constant series is
+    # reproduced exactly after warmup.
+    out = ta.ALMA(9, 0.85, 6.0).batch(np.full(30, 42.0, dtype=np.float64))
+    assert np.all(np.isnan(out[:8]))
+    np.testing.assert_allclose(out[8:], 42.0, atol=1e-12)
+
+
+def test_alma_reference_value_period_3():
+    # ALMA(period=3, offset=0.85, sigma=6) on [10, 20, 30].
+    # m = 0.85 * 2 = 1.7; s = 3 / 6 = 0.5; 2*s^2 = 0.5.
+    out = ta.ALMA(3, 0.85, 6.0).batch(np.array([10.0, 20.0, 30.0]))
+    assert math.isnan(out[0]) and math.isnan(out[1])
+    # Independently compute the expected Gaussian-weighted sum.
+    w = np.exp(-((np.arange(3, dtype=np.float64) - 1.7) ** 2) / 0.5)
+    expected = float(np.dot([10.0, 20.0, 30.0], w) / w.sum())
+    assert math.isclose(out[2], expected, abs_tol=1e-12)
+    # Sanity: heavy offset toward the newest sample lifts the average above
+    # the simple mean of 20.
+    assert out[2] > 20.0
+
+
+def test_mcginley_dynamic_constant_series_yields_the_constant():
+    # ratio = 1, so the recurrence collapses to MD + 0 / divisor = MD.
+    out = ta.McGinleyDynamic(5).batch(np.full(30, 42.0, dtype=np.float64))
+    assert np.all(np.isnan(out[:4]))
+    np.testing.assert_allclose(out[4:], 42.0, atol=1e-12)
+
+
+def test_mcginley_dynamic_reference_value():
+    # Period 3, seed = SMA([10, 20, 30]) = 20.0. Next price 40.0:
+    # ratio   = 2; divisor = 0.6 * 3 * 16 = 28.8; next = 20 + 20/28.8.
+    out = ta.McGinleyDynamic(3).batch(np.array([10.0, 20.0, 30.0, 40.0]))
+    assert math.isnan(out[0]) and math.isnan(out[1])
+    assert math.isclose(out[2], 20.0, abs_tol=1e-12)
+    expected = 20.0 + 20.0 / (0.6 * 3.0 * 16.0)
+    assert math.isclose(out[3], expected, abs_tol=1e-12)
+
+
+def test_frama_constant_series_yields_the_constant():
+    # Flat input -> degenerate ranges -> alpha clamps to 0.01 and the EMA
+    # recurrence holds the seed value.
+    out = ta.FRAMA(4).batch(np.full(20, 42.0, dtype=np.float64))
+    assert np.all(np.isnan(out[:3]))
+    np.testing.assert_allclose(out[3:], 42.0, atol=1e-12)
+
+
+def test_frama_pure_uptrend_hugs_latest():
+    # Monotonic uptrend -> alpha pushed toward 1.0, FRAMA tracks close.
+    out = ta.FRAMA(4).batch(np.arange(1.0, 9.0, dtype=np.float64))
+    assert math.isclose(out[-1], 8.0, abs_tol=0.05)
+
+
+def test_jma_constant_series_yields_the_constant():
+    # JMA seeds e0 and the output to the first input, so a constant series
+    # is reproduced exactly from the first sample.
+    out = ta.JMA(14, 0.0, 2).batch(np.full(30, 42.0, dtype=np.float64))
+    np.testing.assert_allclose(out, 42.0, atol=1e-12)
+
+
+def test_evwma_reference_value_period_2():
+    # EVWMA(2). Bars: (close, volume) = (10, 1), (20, 3), (30, 1).
+    #   Bar 2: sum_v = 4, seeded prev = 20, EVWMA = (1*20 + 3*20)/4 = 20.
+    #   Bar 3: sum_v = 4 (drops 1, gains 1), EVWMA = (3*20 + 1*30)/4 = 22.5.
+    out = ta.EVWMA(2).batch(np.array([10.0, 20.0, 30.0]), np.array([1.0, 3.0, 1.0]))
+    assert math.isnan(out[0])
+    assert math.isclose(out[1], 20.0, abs_tol=1e-12)
+    assert math.isclose(out[2], 22.5, abs_tol=1e-12)
+
+
+def test_alligator_constant_series_holds_at_median_price():
+    # Median price = (11 + 9) / 2 = 10 on every candle, so all three SMMAs
+    # seed at 10 and stay there.
+    n = 30
+    high = np.full(n, 11.0)
+    low = np.full(n, 9.0)
+    out = ta.Alligator(13, 8, 5).batch(high, low)
+    assert out.shape == (n, 3)
+    for row in out[12:]:
+        assert math.isclose(row[0], 10.0, abs_tol=1e-12)
+        assert math.isclose(row[1], 10.0, abs_tol=1e-12)
+        assert math.isclose(row[2], 10.0, abs_tol=1e-12)
+
+
+def test_vidya_constant_series_holds_seed():
+    # CMO = 0 on a flat series -> alpha = 0 -> VIDYA holds its seed value.
+    out = ta.VIDYA(14, 4).batch(np.full(20, 42.0, dtype=np.float64))
+    assert np.all(np.isnan(out[:4]))
+    np.testing.assert_allclose(out[4:], 42.0, atol=1e-12)
+
+
+def test_zero_lag_macd_constant_series_converges_to_zero():
+    # Each inner ZLEMA reproduces a constant, so macd, signal and histogram
+    # are all 0 once the slowest branch warms up.
+    out = ta.ZeroLagMACD(3, 5, 3).batch(np.full(60, 42.0, dtype=np.float64))
+    # Take the last row and verify all three columns are 0.
+    last = out[-1]
+    assert math.isclose(last[0], 0.0, abs_tol=1e-12)
+    assert math.isclose(last[1], 0.0, abs_tol=1e-12)
+    assert math.isclose(last[2], 0.0, abs_tol=1e-12)
+
+
+def test_awesome_oscillator_histogram_flat_series_converges_to_zero():
+    # Flat median price -> AO = 0 -> SMA(AO) = 0 -> AOHist = 0.
+    n = 50
+    high = np.full(n, 11.0)
+    low = np.full(n, 9.0)
+    out = ta.AwesomeOscillatorHistogram(3, 5, 3).batch(high, low)
+    # warmup = slow + sma - 1 = 5 + 3 - 1 = 7.
+    np.testing.assert_allclose(out[6:], 0.0, atol=1e-12)
+
+
+def test_stc_constant_series_yields_zero():
+    # Flat input collapses both stochastic stages to zero -> STC stays at 0.
+    out = ta.STC(3, 5, 4, 0.5).batch(np.full(60, 42.0, dtype=np.float64))
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_array_equal(ready[-5:], np.zeros(5))
+
+
+def test_elder_impulse_constant_series_is_neutral():
+    # Flat input -> neither EMA nor MACD histogram moves -> Impulse stays at 0.
+    out = ta.ElderImpulse(13, 12, 26, 9).batch(np.full(120, 42.0, dtype=np.float64))
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_array_equal(ready, np.zeros_like(ready))
+
+
+def test_cfo_perfect_linear_series_yields_zero():
+    # LinReg of a perfectly linear series fits exactly, so CFO = 0 after warmup.
+    out = ta.CFO(5).batch(np.arange(1.0, 21.0, dtype=np.float64) * 2.0)
+    np.testing.assert_allclose(out[4:], 0.0, atol=1e-9)
+
+
+def test_apo_constant_series_converges_to_zero():
+    # Both EMAs reproduce a constant exactly, so APO = 0 after warmup.
+    out = ta.APO(3, 5).batch(np.full(30, 42.0, dtype=np.float64))
+    assert np.all(np.isnan(out[:4]))
+    np.testing.assert_allclose(out[4:], 0.0, atol=1e-12)
+
+
 def test_macd_constant_series_converges_to_zero():
     out = ta.MACD().batch(np.full(200, 100.0))
     # Last row's MACD and signal must be ~0.
@@ -112,3 +338,699 @@ def test_obv_cumulative_known_sequence():
     volume = np.array([100.0, 20.0, 30.0, 40.0, 10.0])
     out = ta.OBV().batch(close, volume)
     np.testing.assert_allclose(out, [0.0, 20.0, -10.0, -10.0, 0.0])
+
+
+# --- Family 15: Risk / Performance ---------------------------------------
+
+
+def test_sharpe_ratio_known_window():
+    # returns [0.01, 0.02, 0.03, 0.04], rf = 0; mean = 0.025;
+    # sample-var = 0.000166...; Sharpe = 0.025 / sqrt(var).
+    out = ta.SharpeRatio(4, 0.0).batch(np.array([0.01, 0.02, 0.03, 0.04]))
+    expected = 0.025 / math.sqrt(0.000_166_666_666_666_666_67)
+    assert math.isclose(out[3], expected, rel_tol=1e-9)
+
+
+def test_sortino_ratio_known_window():
+    # returns [-0.02, 0.01, -0.01, 0.03], mar = 0; mean = 0.0025;
+    # downside_sq = 0.0005; dd = sqrt(0.0005/4); Sortino = 0.0025/dd.
+    out = ta.SortinoRatio(4, 0.0).batch(np.array([-0.02, 0.01, -0.01, 0.03]))
+    expected = 0.0025 / math.sqrt(0.000_125)
+    assert math.isclose(out[3], expected, rel_tol=1e-9)
+
+
+def test_max_drawdown_known_window():
+    # window [100, 120, 90] -> peak 120, trough 90 -> 25% drawdown.
+    out = ta.MaxDrawdown(3).batch(np.array([100.0, 120.0, 90.0]))
+    assert math.isclose(out[2], 0.25, abs_tol=1e-12)
+
+
+def test_pain_index_known_window():
+    # dd[0..2] = 0, 0, 0.25; mean = 0.25/3.
+    out = ta.PainIndex(3).batch(np.array([100.0, 120.0, 90.0]))
+    assert math.isclose(out[2], 0.25 / 3.0, abs_tol=1e-12)
+
+
+def test_profit_factor_known_window():
+    # gains 0.05, losses 0.03 -> PF = 5/3.
+    out = ta.ProfitFactor(4).batch(np.array([0.02, -0.01, 0.03, -0.02]))
+    assert math.isclose(out[3], 5.0 / 3.0, rel_tol=1e-9)
+
+
+def test_gain_loss_ratio_known_window():
+    # avg_win 0.03, avg_loss 0.02 -> GLR = 1.5.
+    out = ta.GainLossRatio(4).batch(np.array([0.02, -0.01, 0.04, -0.03]))
+    assert math.isclose(out[3], 1.5, rel_tol=1e-9)
+
+
+def test_omega_ratio_known_window():
+    # gains 0.04, losses 0.03 -> Omega = 4/3.
+    out = ta.OmegaRatio(4, 0.0).batch(np.array([-0.02, 0.01, -0.01, 0.03]))
+    assert math.isclose(out[3], 4.0 / 3.0, rel_tol=1e-9)
+
+
+def test_kelly_criterion_known_window():
+    # n_win=n_loss=2, payoff=2 -> Kelly = 0.5 - 0.5/2 = 0.25.
+    out = ta.KellyCriterion(4).batch(np.array([0.02, 0.04, -0.01, -0.02]))
+    assert math.isclose(out[3], 0.25, rel_tol=1e-9)
+
+
+def test_drawdown_duration_under_water_counter():
+    out = ta.DrawdownDuration().batch(np.array([100.0, 95.0, 90.0, 85.0]))
+    np.testing.assert_allclose(out, [0.0, 1.0, 2.0, 3.0])
+
+
+def test_recovery_factor_known_path():
+    # Start 100, peak 110, trough 88 -> max_dd = 0.20; end 130 ->
+    # net_return = 0.30 -> Recovery = 1.5.
+    prices = np.array([100.0, 110.0, 105.0, 95.0, 88.0, 100.0, 120.0, 130.0])
+    out = ta.RecoveryFactor().batch(prices)
+    assert math.isclose(out[-1], 1.5, rel_tol=1e-9)
+
+
+def test_alpha_perfect_capm_fit_yields_zero():
+    bench = np.array([0.01 * i for i in range(1, 21)])
+    asset = 2.0 * bench
+    out = ta.Alpha(20, 0.0).batch(asset, bench)
+    assert math.isclose(out[-1], 0.0, abs_tol=1e-12)
+
+
+def test_alpha_additive_offset_recovered():
+    bench = np.array([0.01 * i for i in range(1, 21)])
+    asset = bench + 0.005
+    out = ta.Alpha(20, 0.0).batch(asset, bench)
+    assert math.isclose(out[-1], 0.005, rel_tol=1e-9)
+
+
+def test_treynor_ratio_known_window():
+    bench = np.array([0.01 * i for i in range(1, 21)])
+    asset = 2.0 * bench
+    out = ta.TreynorRatio(20, 0.0).batch(asset, bench)
+    assert math.isclose(out[-1], bench.mean(), rel_tol=1e-9)
+
+
+def test_information_ratio_known_window():
+    asset = np.array([0.02, 0.04, 0.06, 0.08])
+    bench = np.array([0.01, 0.02, 0.03, 0.04])
+    out = ta.InformationRatio(4).batch(asset, bench)
+    expected = 0.025 / math.sqrt(0.000_166_666_666_666_666_67)
+    assert math.isclose(out[-1], expected, rel_tol=1e-9)
+
+
+def test_pairwise_beta_squared_price_is_two():
+    # a = b² ⇒ a's log-returns are exactly 2× b's ⇒ pairwise beta = 2.
+    # b must have *varying* returns (a constant-return path has zero variance
+    # and an undefined slope, which the indicator reports as 0).
+    b = np.array([100.0 + 10.0 * math.sin(i * 0.5) for i in range(20)])
+    a = b**2
+    out = ta.PairwiseBeta(5).batch(a, b)
+    assert math.isclose(out[-1], 2.0, rel_tol=1e-9)
+
+
+def test_pairwise_beta_inverse_price_is_minus_one():
+    # a = 1/b ⇒ a's log-returns are −1× b's ⇒ pairwise beta = −1.
+    b = np.array([100.0 + 10.0 * math.sin(i * 0.5) for i in range(20)])
+    a = 1.0 / b
+    out = ta.PairwiseBeta(5).batch(a, b)
+    assert math.isclose(out[-1], -1.0, rel_tol=1e-9)
+
+
+def test_pair_spread_zscore_flat_benchmark_sign():
+    # Flat b ⇒ hedge ratio 0 ⇒ spread = ln(a). With z_period = 2 the z-score
+    # collapses to the sign of the last move: rising a ⇒ +1, falling a ⇒ −1.
+    a = np.array([100.0, 100.0, 110.0, 105.0, 130.0])
+    b = np.full_like(a, 100.0)
+    out = ta.PairSpreadZScore(2, 2).batch(a, b)
+    assert math.isclose(out[-1], 1.0, abs_tol=1e-9)
+    assert math.isclose(out[-2], -1.0, abs_tol=1e-9)
+
+
+def test_lead_lag_cross_correlation_negative_lead():
+    # a is a delayed copy of b ⇒ b leads a ⇒ lag = −2, correlation ≈ 1.
+    def sig(t):
+        return math.sin(t * 0.4) + 0.4 * math.sin(t * 1.1) + 0.2 * math.cos(t * 0.27)
+
+    n = 60
+    a = np.array([sig(t - 2) for t in range(n)])
+    b = np.array([sig(t) for t in range(n)])
+    out = ta.LeadLagCrossCorrelation(12, 5).batch(a, b)
+    assert int(out[-1, 0]) == -2
+    assert out[-1, 1] > 0.99
+
+
+def test_cointegration_perfect_pair():
+    # a = 2*b + 5 exactly ⇒ hedge ratio 2, zero spread, degenerate ADF ⇒ 0.
+    b = np.array([100.0 + t for t in range(40)])
+    a = 2.0 * b + 5.0
+    out = ta.Cointegration(20, 1).batch(a, b)
+    assert math.isclose(out[-1, 0], 2.0, rel_tol=1e-9)
+    assert math.isclose(out[-1, 1], 0.0, abs_tol=1e-6)
+    assert math.isclose(out[-1, 2], 0.0, abs_tol=1e-12)
+
+
+def test_relative_strength_rising_ratio_is_overbought():
+    # a rises while b is flat ⇒ ratio strictly increases ⇒ RSI saturates at 100.
+    n = 20
+    a = np.array([100.0 + 2.0 * t for t in range(n)])
+    b = np.full(n, 100.0)
+    out = ta.RelativeStrengthAB(5, 5).batch(a, b)
+    assert out[-1, 0] > 1.0
+    assert math.isclose(out[-1, 2], 100.0, abs_tol=1e-9)
+
+
+def test_value_at_risk_known_window():
+    # returns -5..4 *0.01; q=0.05*9=0.45 -> -0.0455; VaR = 0.0455.
+    returns = np.array([i * 0.01 for i in range(-5, 5)])
+    out = ta.ValueAtRisk(10, 0.95).batch(returns)
+    assert math.isclose(out[-1], 0.0455, rel_tol=1e-9)
+
+
+def test_conditional_value_at_risk_known_window():
+    # tail = {-0.10}; CVaR = 0.10.
+    returns = np.array([i * 0.01 for i in range(-10, 10)])
+    out = ta.ConditionalValueAtRisk(20, 0.95).batch(returns)
+    assert math.isclose(out[-1], 0.10, rel_tol=1e-9)
+
+
+def test_calmar_ratio_known_path():
+    # returns [0.10, -0.20, 0.05]; equity 1.0->1.10->0.88->0.924;
+    # mdd = 0.20; mean = -0.01666...; Calmar = mean / 0.20.
+    out = ta.CalmarRatio(3).batch(np.array([0.10, -0.20, 0.05]))
+    expected = ((0.10 - 0.20 + 0.05) / 3.0) / 0.20
+    assert math.isclose(out[-1], expected, rel_tol=1e-9)
+
+
+def test_average_drawdown_known_window():
+    # window [100, 120, 90, 110]: dd = 0, 0, 0.25, 10/120;
+    # mean = (0.25 + 10/120) / 4.
+    out = ta.AverageDrawdown(4).batch(np.array([100.0, 120.0, 90.0, 110.0]))
+    expected = (0.25 + 10.0 / 120.0) / 4.0
+    assert math.isclose(out[-1], expected, rel_tol=1e-12)
+
+
+def test_value_area_concentrated_volume_locates_poc():
+    # Bars 0..3 sit at price 100 with low volume; bar 4 dumps massive volume
+    # at price 110. POC must fall inside the high-volume bar's [low, high]
+    # range; ties resolve to the lowest-index bin, so the POC may sit on the
+    # left edge of bar 4's range rather than at its midpoint.
+    high = np.array([100.5, 100.5, 100.5, 100.5, 110.5])
+    low = np.array([99.5, 99.5, 99.5, 99.5, 109.5])
+    volume = np.array([1.0, 1.0, 1.0, 1.0, 1000.0])
+    out = ta.ValueArea(5, 50, 0.70).batch(high, low, volume)
+    poc = out[-1, 0]
+    assert 109.5 <= poc <= 110.5
+    # VAH >= POC >= VAL.
+    assert out[-1, 1] >= poc >= out[-1, 2]
+
+
+def test_initial_balance_locks_after_period():
+    # First two bars set IB = [99, 103]. Third bar (extreme) must be ignored.
+    high = np.array([102.0, 103.0, 200.0])
+    low = np.array([100.0, 99.0, 50.0])
+    out = ta.InitialBalance(2).batch(high, low)
+    # Bar 0: IB = [100, 102]; Bar 1: IB locked at [99, 103]; Bar 2: unchanged.
+    np.testing.assert_allclose(out[0], [102.0, 100.0])
+    np.testing.assert_allclose(out[1], [103.0, 99.0])
+    np.testing.assert_allclose(out[2], [103.0, 99.0])
+
+
+def test_opening_range_breakout_distance_signed():
+    # OR locks after 2 bars at high 103 / low 100; mid 101.5. Third bar
+    # closes at 105 -> breakout +3.5; fourth bar closes at 95 -> -6.5.
+    high = np.array([102.0, 103.0, 110.0, 110.0])
+    low = np.array([100.0, 101.0, 102.0, 90.0])
+    close = np.array([101.0, 102.0, 105.0, 95.0])
+    out = ta.OpeningRange(2).batch(high, low, close)
+    assert math.isclose(out[2, 0], 103.0)
+    assert math.isclose(out[2, 1], 100.0)
+    assert math.isclose(out[2, 2], 105.0 - 101.5)
+    assert math.isclose(out[3, 2], 95.0 - 101.5)
+
+
+# --- Family 10 — Ehlers / Cycle reference values ---
+
+
+def test_inverse_fisher_saturates_for_large_input():
+    # tanh(10) ~ 0.99999996; very close to +1 without exceeding.
+    v = ta.InverseFisherTransform(1.0).batch(np.array([10.0]))[0]
+    assert v < 1.0
+    assert v > 0.999
+
+
+def test_super_smoother_constant_input_is_constant():
+    out = ta.SuperSmoother(20).batch(np.full(200, 50.0))
+    # Steady-state gain is 1, so a flat input stays flat.
+    np.testing.assert_allclose(out[-50:], 50.0, atol=1e-9)
+
+
+def test_decycler_oscillator_flat_series_is_zero():
+    out = ta.DecyclerOscillator(10, 30).batch(np.full(80, 42.0))
+    ready = out[~np.isnan(out)]
+    np.testing.assert_allclose(ready, 0.0, atol=1e-9)
+
+
+def test_mama_constant_series_both_lines_converge_to_price():
+    out = ta.MAMA().batch(np.full(200, 100.0))
+    last = out[-1]
+    # MAMA and FAMA both track price closely on a flat series.
+    assert abs(last[0] - 100.0) < 1.0
+    assert abs(last[1] - 100.0) < 1.0
+
+
+# --- DeMark family ---------------------------------------------------------
+
+
+def test_td_setup_buy_setup_completes_at_minus_9_uptrend():
+    # Strictly rising closes -> every bar has close > close[-4] (sell setup);
+    # the streak hits -9 at index 12 and caps there.
+    h = np.arange(2.0, 22.0)
+    l = h - 1.0
+    c = h - 0.5
+    out = ta.TDSetup(4, 9).batch(h, l, c)
+    assert out[12] == pytest.approx(-9.0)
+    assert out[-1] == pytest.approx(-9.0)
+
+
+def test_td_demarker_downtrend_pegs_at_zero():
+    n = 20
+    h = np.arange(30.0, 30.0 - n, -1.0)
+    l = h - 2.0
+    out = ta.TDDeMarker(5).batch(h, l)
+    assert out[-1] == pytest.approx(0.0)
+
+
+def test_td_pressure_pure_bearish_yields_minus_100():
+    n = 20
+    open_ = np.full(n, 11.0)
+    high = np.full(n, 11.0)
+    low = np.full(n, 9.0)
+    close = np.full(n, 9.0)
+    volume = np.full(n, 100.0)
+    out = ta.TDPressure(5).batch(open_, high, low, close, volume)
+    assert out[-1] == pytest.approx(-100.0)
+
+
+def test_td_combo_uptrend_completes_to_minus_13():
+    # Pure uptrend -> setup completes, then combo conditions (close>=high[-2],
+    # high>=prev.high, close>prev.close) all hold for every subsequent bar
+    # -> sell combo saturates at -13.
+    n = 40
+    high = np.arange(1.0, 1.0 + n) + 0.5
+    low = high - 1.0
+    close = high - 0.5
+    out = ta.TDCombo().batch(high, low, close)
+    assert out[-1] == pytest.approx(-13.0)
+
+
+def test_td_countdown_uptrend_completes_to_minus_13():
+    n = 40
+    high = np.arange(1.0, 1.0 + n) + 0.5
+    low = high - 1.0
+    close = high - 0.5
+    out = ta.TDCountdown().batch(high, low, close)
+    assert out[-1] == pytest.approx(-13.0)
+
+
+def test_td_range_projection_doji_reference():
+    # open=close=10, high=12, low=9 -> doji branch.
+    # pivot_sum = 12 + 9 + 2*10 = 41; half = 20.5.
+    # projHigh = 20.5 - 9 = 11.5; projLow = 20.5 - 12 = 8.5.
+    out = ta.TDRangeProjection().batch(
+        np.array([10.0]), np.array([12.0]), np.array([9.0]), np.array([10.0])
+    )
+    assert out[0, 0] == pytest.approx(11.5)
+    assert out[0, 1] == pytest.approx(8.5)
+
+
+def test_td_open_sell_signal_reference():
+    # Prev high=12. Curr open=13 > 12, curr low=11 < 12 -> -1.
+    td = ta.TDOpen()
+    assert td.update((10.0, 12.0, 9.0, 11.0, 1.0, 0)) is None
+    assert td.update((13.0, 13.5, 11.0, 11.5, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_td_differential_sell_signal_reference():
+    # Prev high=10, low=8, close=9: buying=1, selling=1.
+    # Curr high=12, low=9.8, close=10.5: close>prev.close, selling=1.5>1,
+    # buying=0.7<1 -> sell signal -1.
+    td = ta.TDDifferential()
+    assert td.update((9.0, 10.0, 8.0, 9.0, 1.0, 0)) is None
+    assert td.update((10.5, 12.0, 9.8, 10.5, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_td_lines_uptrend_support_reference():
+    # Strictly rising series -> sell setup completes at idx 12, the
+    # lowest low across bars 4..=12 is the low at idx 4 = 4.5.
+    n = 20
+    high = np.arange(1.0, 1.0 + n) + 0.5
+    low = high - 1.0
+    close = high - 0.5
+    out = ta.TDLines().batch(high, low, close)
+    assert math.isnan(out[-1, 0])
+    assert out[-1, 1] == pytest.approx(4.5)
+
+
+def test_td_risk_level_uptrend_sell_risk_reference():
+    # Strictly rising series -> sell setup completes at idx 12 with high
+    # 13.5 and true range 1.5 -> sell_risk = 13.5 + 1.5 = 15.0.
+    # Subsequent setups re-ratchet the level, so we check the first emission
+    # at idx 12 rather than the latest value.
+    n = 20
+    high = np.arange(1.0, 1.0 + n) + 0.5
+    low = high - 1.0
+    close = high - 0.5
+    out = ta.TDRiskLevel().batch(high, low, close)
+    assert math.isnan(out[12, 0])
+    assert out[12, 1] == pytest.approx(15.0)
+
+
+def test_percentage_trailing_stop_seed_and_ratchet():
+    # 10% trail: first close 100 -> stop 90; next 110 -> stop max(90, 99) = 99.
+    s = ta.PercentageTrailingStop(10.0)
+    assert math.isclose(s.update(100.0), 90.0, abs_tol=1e-12)
+    assert math.isclose(s.update(110.0), 99.0, abs_tol=1e-12)
+
+
+def test_step_trailing_stop_snaps_below_close():
+    # step 1: floor((100.4 - 1) / 1) = 99.
+    s = ta.StepTrailingStop(1.0)
+    assert math.isclose(s.update(100.4), 99.0, abs_tol=1e-12)
+
+
+def test_renko_trailing_stop_holds_until_full_block():
+    # block 1: seed 100 -> stop 99; 100.5 still 99; 101 -> stop 100.
+    s = ta.RenkoTrailingStop(1.0)
+    assert math.isclose(s.update(100.0), 99.0, abs_tol=1e-12)
+    assert math.isclose(s.update(100.5), 99.0, abs_tol=1e-12)
+    assert math.isclose(s.update(101.0), 100.0, abs_tol=1e-12)
+
+
+def test_donchian_stop_window_extremes():
+    # 5-bar window of highs 1..5 and lows 0..4.
+    high = np.array([1.0, 2.0, 3.0, 4.0, 5.0])
+    low = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
+    out = ta.DonchianStop(5).batch(high, low)
+    # First 4 rows NaN, fifth row: stop_long = 0, stop_short = 5.
+    for i in range(4):
+        assert math.isnan(out[i, 0])
+        assert math.isnan(out[i, 1])
+    assert math.isclose(out[4, 0], 0.0, abs_tol=1e-12)
+    assert math.isclose(out[4, 1], 5.0, abs_tol=1e-12)
+
+
+def test_hilo_activator_flat_market_holds_low_sma():
+    # Flat candles H=11, L=9, C=10 -> close (10) sits between bands, so the
+    # initial long seed is preserved: emitted stop = lo_sma = 9.
+    h = np.full(15, 11.0)
+    l = np.full(15, 9.0)
+    c = np.full(15, 10.0)
+    out = ta.HiLoActivator(3).batch(h, l, c)
+    # warmup_period == period + 1 == 4, so indices 0..2 are NaN; index 3 onwards is 9.
+    for i in range(3):
+        assert math.isnan(out[i])
+    for i in range(3, 15):
+        assert math.isclose(out[i], 9.0, abs_tol=1e-12)
+
+
+def test_volty_stop_flat_market_constant_level():
+    # ATR=2, mult=2 -> band 4; anchor stays at close 10 -> stop = 10 - 4 = 6.
+    h = np.full(20, 11.0)
+    l = np.full(20, 9.0)
+    c = np.full(20, 10.0)
+    out = ta.VoltyStop(5, 2.0).batch(h, l, c)
+    for i in range(4):
+        assert math.isnan(out[i])
+    for i in range(4, 20):
+        assert math.isclose(out[i], 6.0, abs_tol=1e-12)
+
+
+def test_yoyo_exit_flat_market_constant_level():
+    # ATR=2, mult=2 -> band 4; trail = close - band = 10 - 4 = 6 and holds.
+    h = np.full(20, 11.0)
+    l = np.full(20, 9.0)
+    c = np.full(20, 10.0)
+    out = ta.YoyoExit(5, 2.0).batch(h, l, c)
+    for i in range(4):
+        assert math.isnan(out[i])
+    for i in range(4, 20):
+        assert math.isclose(out[i], 6.0, abs_tol=1e-12)
+
+
+def test_rvi_volatility_pure_uptrend_saturates_at_one_hundred():
+    # Strictly rising closes -> every stddev sample classified as "up" ->
+    # RVIVolatility saturates at 100. Renamed from the original ta.RVI in
+    # PR 42 to disambiguate from Family 02's Relative Vigor Index, which
+    # now owns the short ta.RVI name (candle input).
+    out = ta.RVIVolatility(5).batch(np.arange(1.0, 41.0, dtype=np.float64))
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_allclose(ready[-10:], 100.0, atol=1e-9)
+
+
+def test_parkinson_volatility_zero_range_yields_zero():
+    # H == L every bar -> ln(H/L) = 0 -> Parkinson sigma is zero.
+    h = np.full(30, 10.0)
+    l = np.full(30, 10.0)
+    out = ta.ParkinsonVolatility(14, 252).batch(h, l)
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_allclose(ready, 0.0, atol=1e-12)
+
+
+def test_garman_klass_zero_movement_yields_zero():
+    # O == H == L == C every bar -> both log terms are zero -> sigma is zero.
+    o = np.full(30, 10.0)
+    h = np.full(30, 10.0)
+    l = np.full(30, 10.0)
+    c = np.full(30, 10.0)
+    out = ta.GarmanKlassVolatility(14, 252).batch(o, h, l, c)
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_allclose(ready, 0.0, atol=1e-12)
+
+
+def test_rogers_satchell_zero_movement_yields_zero():
+    o = np.full(30, 10.0)
+    h = np.full(30, 10.0)
+    l = np.full(30, 10.0)
+    c = np.full(30, 10.0)
+    out = ta.RogersSatchellVolatility(14, 252).batch(o, h, l, c)
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_allclose(ready, 0.0, atol=1e-12)
+
+
+def test_yang_zhang_zero_movement_yields_zero():
+    # O == H == L == C and constant across bars -> every sub-component is
+    # zero -> Yang-Zhang sigma is zero.
+    o = np.full(30, 10.0)
+    h = np.full(30, 10.0)
+    l = np.full(30, 10.0)
+    c = np.full(30, 10.0)
+    out = ta.YangZhangVolatility(14, 252).batch(o, h, l, c)
+    ready = out[~np.isnan(out)]
+    assert ready.size > 0
+    np.testing.assert_allclose(ready, 0.0, atol=1e-12)
+
+
+def test_doji_default_is_directionless_flag():
+    # Default Doji is a direction-less detection flag: +1 on a doji, 0 else.
+    d = ta.Doji()
+    assert d.is_signed() is False
+    # body 0, range 2 -> doji.
+    assert d.update((10.0, 11.0, 9.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
+    # body 2 == range -> not a doji.
+    assert d.update((10.0, 12.0, 10.0, 12.0, 1.0, 1)) == pytest.approx(0.0)
+
+
+def test_doji_signed_dragonfly_gravestone_neutral():
+    # Signed Doji classifies by body position within the range.
+    d = ta.Doji(signed=True)
+    assert d.is_signed() is True
+    # Dragonfly: body at the top, long lower shadow -> bullish +1.
+    assert d.update((10.0, 10.05, 6.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
+    # Gravestone: body at the bottom, long upper shadow -> bearish -1.
+    assert d.update((10.0, 14.0, 9.95, 10.0, 1.0, 1)) == pytest.approx(-1.0)
+    # Long-legged: body centred, symmetric shadows -> neutral 0.
+    assert d.update((10.0, 12.0, 8.0, 10.0, 1.0, 2)) == pytest.approx(0.0)
+    # A large body is not a doji at all -> 0 regardless of position.
+    assert d.update((10.0, 12.0, 10.0, 12.0, 1.0, 3)) == pytest.approx(0.0)
+
+
+def test_orderbook_imbalance_reference_values():
+    # Top-1: (3 - 1) / (3 + 1) = 0.5.
+    assert ta.OrderBookImbalanceTop1().update([100.0], [3.0], [101.0], [1.0]) == pytest.approx(0.5)
+    # Top-2: bidDepth 3, askDepth 2 -> (3 - 2) / 5 = 0.2.
+    topn = ta.OrderBookImbalanceTopN(2)
+    assert topn.update([100.0, 99.0], [2.0, 1.0], [101.0, 102.0], [1.0, 1.0]) == pytest.approx(0.2)
+    # Full: bidDepth 1, askDepth 3 -> (1 - 3) / 4 = -0.5.
+    full = ta.OrderBookImbalanceFull()
+    assert full.update([100.0], [1.0], [101.0, 102.0], [2.0, 1.0]) == pytest.approx(-0.5)
+
+
+def test_microprice_reference_value():
+    # (100*3 + 101*1) / (1 + 3) = 401 / 4 = 100.25 — heavy ask pulls toward bid.
+    mp = ta.Microprice()
+    assert mp.update([100.0], [1.0], [101.0], [3.0]) == pytest.approx(100.25)
+
+
+def test_quoted_spread_reference_value():
+    # spread 1.0, mid 100.5 -> 1 / 100.5 * 10_000 ≈ 99.5025 bps.
+    qs = ta.QuotedSpread()
+    assert qs.update([100.0], [1.0], [101.0], [1.0]) == pytest.approx(99.50248756, abs=1e-6)
+
+
+def test_depth_slope_reference_value():
+    # Symmetric book, each side distances 1, 2 with cumulative sizes 1, 3.
+    # OLS slope of (1->1, 2->3) = 2; mean of two equal sides = 2.
+    ds = ta.DepthSlope()
+    out = ds.update([99.0, 98.0], [1.0, 2.0], [101.0, 102.0], [1.0, 2.0])
+    assert out == pytest.approx(2.0, abs=1e-9)
+    # A book with a single level per side has no slope -> 0.
+    assert ta.DepthSlope().update([100.0], [1.0], [101.0], [1.0]) == pytest.approx(0.0)
+
+
+def test_footprint_buckets_buy_and_sell_volume():
+    fp = ta.Footprint(1.0)
+    fp.update(100.2, 2.0, True)  # bucket 100 -> ask 2
+    fp.update(100.7, 3.0, False)  # bucket 101 -> bid 3
+    out = fp.update(100.1, 1.0, True)  # bucket 100 -> ask 3
+    # Columns are [price, bid_vol, ask_vol], rows sorted ascending by price.
+    assert out.shape == (2, 3)
+    assert list(out[0]) == [100.0, 0.0, 3.0]
+    assert list(out[1]) == [101.0, 3.0, 0.0]
+
+
+def test_signed_volume_reference_values():
+    assert ta.SignedVolume().update(100.0, 2.0, True) == pytest.approx(2.0)
+    assert ta.SignedVolume().update(100.0, 3.0, False) == pytest.approx(-3.0)
+
+
+def test_cumulative_volume_delta_reference_values():
+    cvd = ta.CumulativeVolumeDelta()
+    assert cvd.update(100.0, 5.0, True) == pytest.approx(5.0)
+    assert cvd.update(100.0, 2.0, False) == pytest.approx(3.0)
+    assert cvd.update(100.0, 4.0, False) == pytest.approx(-1.0)
+
+
+def test_trade_imbalance_reference_value():
+    ti = ta.TradeImbalance(2)
+    assert ti.update(100.0, 3.0, True) is None  # warming up
+    # Window full: buyVol 3, sellVol 1 -> (3 - 1) / 4 = 0.5.
+    assert ti.update(100.0, 1.0, False) == pytest.approx(0.5)
+
+
+def test_effective_spread_reference_values():
+    # Buy at 100.05 vs mid 100.0: 2 * (100.05 - 100) / 100 * 10000 = 10 bps.
+    assert ta.EffectiveSpread().update(100.05, 1.0, True, 100.0) == pytest.approx(10.0)
+    # Sell at 99.95 vs mid 100.0: 2 * -1 * (99.95 - 100) / 100 * 10000 = 10 bps.
+    assert ta.EffectiveSpread().update(99.95, 1.0, False, 100.0) == pytest.approx(10.0)
+    # A buy filled below the mid is price improvement -> negative.
+    assert ta.EffectiveSpread().update(99.95, 1.0, True, 100.0) < 0.0
+
+
+def test_realized_spread_reference_value():
+    rs = ta.RealizedSpread(1)
+    assert rs.update(100.10, 1.0, True, 100.0) is None  # buffered
+    # Resolved against mid 100.20 one trade later:
+    # 2 * (+1) * (100.10 - 100.20) / 100.0 * 10000 = -20 bps (adverse selection).
+    assert rs.update(99.90, 1.0, False, 100.20) == pytest.approx(-20.0)
+
+
+def test_kyles_lambda_recovers_constant_impact():
+    # Build a tape where each trade moves the mid by exactly 0.5 per unit of
+    # signed volume -> the rolling OLS slope is 0.5.
+    impact = 0.5
+    mid = 100.0
+    price, size, is_buy, mids = [], [], [], []
+    for i in range(20):
+        buy = i % 2 == 0
+        sz = 1.0 + (i % 3)
+        signed = sz if buy else -sz
+        mid += impact * signed
+        price.append(mid)
+        size.append(sz)
+        is_buy.append(buy)
+        mids.append(mid)
+    out = ta.KylesLambda(6).batch(price, size, is_buy, mids)
+    assert out[-1] == pytest.approx(0.5, abs=1e-9)
+
+
+def test_funding_rate_reference_values():
+    assert ta.FundingRate().update(0.0001) == pytest.approx(0.0001)
+    assert ta.FundingRate().update(-0.0003) == pytest.approx(-0.0003)
+
+
+def test_funding_rate_mean_reference_value():
+    frm = ta.FundingRateMean(2)
+    assert frm.update(0.001) is None  # warming up
+    # Window [0.001, 0.003] -> mean 0.002.
+    assert frm.update(0.003) == pytest.approx(0.002)
+
+
+def test_funding_rate_zscore_reference_value():
+    z = ta.FundingRateZScore(2)
+    assert z.update(0.001) is None  # warming up
+    # Window [0.001, 0.003]: mean 0.002, population stddev 0.001 -> +1.
+    assert z.update(0.003) == pytest.approx(1.0, abs=1e-9)
+
+
+def test_funding_basis_reference_value():
+    # mark 100.5 vs index 100.0 -> (100.5 - 100.0) / 100.0 = 0.005.
+    assert ta.FundingBasis().update(100.5, 100.0) == pytest.approx(0.005)
+    # A discount reads negative.
+    assert ta.FundingBasis().update(99.5, 100.0) == pytest.approx(-0.005)
+
+
+def test_open_interest_delta_reference_value():
+    oid = ta.OpenInterestDelta()
+    assert oid.update(1000.0) is None  # seeds the previous OI
+    assert oid.update(1250.0) == pytest.approx(250.0)
+    assert oid.update(1100.0) == pytest.approx(-150.0)
+
+
+def test_oi_price_divergence_reference_value():
+    div = ta.OIPriceDivergence(1)
+    assert div.update(1000.0, 100.0) is None  # warming up
+    # OI +10% while price flat -> divergence +0.1.
+    assert div.update(1100.0, 100.0) == pytest.approx(0.1)
+
+
+def test_oi_weighted_reference_value():
+    oiw = ta.OIWeighted()
+    assert oiw.update(100.0, 10.0) == pytest.approx(100.0)
+    # (100·10 + 110·30) / 40 = 107.5.
+    assert oiw.update(110.0, 30.0) == pytest.approx(107.5)
+
+
+def test_long_short_ratio_reference_value():
+    # 600 longs vs 400 shorts -> 1.5.
+    assert ta.LongShortRatio().update(600.0, 400.0) == pytest.approx(1.5)
+    # No short side -> 0.0.
+    assert ta.LongShortRatio().update(600.0, 0.0) == pytest.approx(0.0)
+
+
+def test_taker_buy_sell_ratio_reference_value():
+    # 60 taker buys vs 40 taker sells -> 1.5.
+    assert ta.TakerBuySellRatio().update(60.0, 40.0) == pytest.approx(1.5)
+    # No taker sell volume -> 0.0.
+    assert ta.TakerBuySellRatio().update(60.0, 0.0) == pytest.approx(0.0)
+
+
+def test_liquidation_features_reference_value():
+    # 30 long vs 10 short: (long, short, net, total, imbalance).
+    out = ta.LiquidationFeatures().update(30.0, 10.0)
+    assert out == pytest.approx((30.0, 10.0, 20.0, 40.0, 0.5))
+
+
+def test_term_structure_basis_reference_value():
+    # futures 102 vs index 100 -> 0.02 (contango).
+    assert ta.TermStructureBasis().update(102.0, 100.0) == pytest.approx(0.02)
+    # Backwardation reads negative.
+    assert ta.TermStructureBasis().update(98.0, 100.0) == pytest.approx(-0.02)
+
+
+def test_calendar_spread_reference_value():
+    # futures 101 vs perpetual mark 100 -> 0.01.
+    assert ta.CalendarSpread().update(101.0, 100.0) == pytest.approx(0.01)
+    assert ta.CalendarSpread().update(99.0, 100.0) == pytest.approx(-0.01)

bindings/python/tests/test_lifecycle.py

@@ -12,6 +12,7 @@ SCALAR_INDICATORS = [
     (ta.EMA, (14,)),
     (ta.WMA, (14,)),
     (ta.RSI, (14,)),
+    (ta.AnchoredRSI, ()),
     (ta.MACD, ()),
     (ta.BollingerBands, ()),
 ]
@@ -42,6 +43,7 @@ def test_reset_returns_to_initial_state(cls, args):
         (ta.EMA, (14,), 14),
         (ta.WMA, (14,), 14),
         (ta.RSI, (14,), 15),
+        (ta.AnchoredRSI, (), 2),
         (ta.BollingerBands, (20, 2.0), 20),
     ],
 )
@@ -86,3 +88,135 @@ def test_candle_tuple_input_supported():
     atr.update((10.0, 11.0, 9.0, 10.5, 1.0, 0))
     v = atr.update((10.5, 12.0, 10.0, 11.0, 1.0, 1))
     assert v is not None
+
+
+def test_initial_balance_reset_unlocks():
+    ib = ta.InitialBalance(2)
+    assert not ib.is_ready()
+    ib.update((101.0, 102.0, 100.0, 101.0, 0.0, 0))
+    ib.update((102.0, 103.0, 101.0, 102.0, 0.0, 1))
+    assert ib.is_ready()
+    assert ib.is_locked()
+    ib.reset()
+    assert not ib.is_ready()
+    assert not ib.is_locked()
+
+
+def test_opening_range_reset_unlocks():
+    or_ind = ta.OpeningRange(2)
+    or_ind.update((101.0, 102.0, 100.0, 101.0, 0.0, 0))
+    or_ind.update((102.0, 103.0, 101.0, 102.0, 0.0, 1))
+    assert or_ind.is_locked()
+    or_ind.reset()
+    assert not or_ind.is_locked()
+
+
+def test_value_area_warmup_equals_period():
+    assert ta.ValueArea(20, 50, 0.70).warmup_period() == 20
+    assert ta.ValueArea(10, 30, 0.80).warmup_period() == 10
+
+
+def test_ehlers_indicators_lifecycle():
+    # Spot-check a few Family-10 entries beyond what test_new_indicators covers.
+    series = np.linspace(1.0, 200.0, 200) + np.sin(np.arange(200) * 0.3) * 5.0
+    for ind in [
+        ta.SuperSmoother(10),
+        ta.FisherTransform(10),
+        ta.MAMA(),
+        ta.HilbertDominantCycle(),
+        ta.SineWave(),
+    ]:
+        assert not ind.is_ready()
+        ind.batch(series)
+        assert ind.is_ready()
+        ind.reset()
+        assert not ind.is_ready()
+
+
+def test_orderbook_lifecycle():
+    snapshot = ([100.0], [1.0], [101.0], [1.0])
+    for ind in [
+        ta.OrderBookImbalanceTop1(),
+        ta.OrderBookImbalanceTopN(3),
+        ta.OrderBookImbalanceFull(),
+        ta.Microprice(),
+        ta.QuotedSpread(),
+        ta.DepthSlope(),
+    ]:
+        assert ind.warmup_period() == 1
+        assert not ind.is_ready()
+        ind.update(*snapshot)
+        assert ind.is_ready()
+        ind.reset()
+        assert not ind.is_ready()
+
+
+def test_orderbook_topn_repr():
+    assert repr(ta.OrderBookImbalanceTopN(5)) == "OrderBookImbalanceTopN(levels=5)"
+
+
+def test_tradeflow_lifecycle():
+    for ind in [ta.SignedVolume(), ta.CumulativeVolumeDelta()]:
+        assert ind.warmup_period() == 1
+        assert not ind.is_ready()
+        ind.update(100.0, 1.0, True)
+        assert ind.is_ready()
+        ind.reset()
+        assert not ind.is_ready()
+
+
+def test_trade_imbalance_lifecycle_and_repr():
+    ti = ta.TradeImbalance(3)
+    assert ti.warmup_period() == 3
+    assert not ti.is_ready()
+    for _ in range(3):
+        ti.update(100.0, 1.0, True)
+    assert ti.is_ready()
+    ti.reset()
+    assert not ti.is_ready()
+    assert repr(ta.TradeImbalance(4)) == "TradeImbalance(window=4)"
+
+
+def test_effective_spread_lifecycle():
+    es = ta.EffectiveSpread()
+    assert es.warmup_period() == 1
+    assert not es.is_ready()
+    es.update(100.05, 1.0, True, 100.0)
+    assert es.is_ready()
+    es.reset()
+    assert not es.is_ready()
+
+
+def test_realized_spread_lifecycle_and_repr():
+    rs = ta.RealizedSpread(3)
+    assert rs.warmup_period() == 4
+    assert not rs.is_ready()
+    for _ in range(4):
+        rs.update(100.0, 1.0, True, 100.0)
+    assert rs.is_ready()
+    rs.reset()
+    assert not rs.is_ready()
+    assert repr(ta.RealizedSpread(5)) == "RealizedSpread(horizon=5)"
+
+
+def test_kyles_lambda_lifecycle_and_repr():
+    kl = ta.KylesLambda(3)
+    assert kl.warmup_period() == 4
+    assert not kl.is_ready()
+    for i in range(4):
+        kl.update(100.0 + i, 1.0 + (i % 2), i % 2 == 0, 100.0 + i)
+    assert kl.is_ready()
+    kl.reset()
+    assert not kl.is_ready()
+    assert repr(ta.KylesLambda(7)) == "KylesLambda(window=7)"
+
+
+def test_footprint_lifecycle_and_repr():
+    fp = ta.Footprint(0.5)
+    assert fp.warmup_period() == 1
+    assert not fp.is_ready()
+    fp.update(100.0, 1.0, True)
+    assert fp.is_ready()
+    fp.reset()
+    assert not fp.is_ready()
+    assert repr(ta.Footprint(0.25)) == "Footprint(tick_size=0.25)"

bindings/python/tests/test_seasonality.py

@@ -0,0 +1,132 @@
+"""Streaming-vs-batch equivalence and reference values for the Seasonality &
+Session family.
+
+These indicators read the full candle (including ``timestamp``), so they have a
+dedicated test rather than joining the timestamp-less parametrize harness in
+``test_new_indicators.py``.
+"""
+
+import numpy as np
+import pytest
+
+import wickra as ta
+
+HOUR_MS = 3_600_000
+
+
+@pytest.fixture(scope="module")
+def candle_columns():
+    """240 hourly candles (10 days) with valid OHLCV and epoch-ms timestamps."""
+    n = 240
+    t = np.arange(n, dtype=np.float64)
+    close = 100.0 + np.sin(t * 0.3) * 5.0 + np.cos(t * 0.1) * 3.0
+    open_ = close + np.sin(t * 0.5) * 0.5
+    high = np.maximum(open_, close) + 1.0
+    low = np.minimum(open_, close) - 1.0
+    volume = 1000.0 + (t % 24) * 50.0
+    timestamp = (np.arange(n, dtype=np.int64)) * HOUR_MS
+    return open_, high, low, close, volume, timestamp
+
+
+def _candles(cols):
+    open_, high, low, close, volume, timestamp = cols
+    return [
+        (open_[i], high[i], low[i], close[i], volume[i], int(timestamp[i]))
+        for i in range(len(close))
+    ]
+
+
+def _check_scalar(make, cols):
+    candles = _candles(cols)
+    a, b = make(), make()
+    stream = np.array(
+        [np.nan if (v := a.update(c)) is None else v for c in candles],
+        dtype=np.float64,
+    )
+    batch = np.asarray(b.batch(*cols))
+    np.testing.assert_allclose(stream, batch, equal_nan=True, rtol=1e-9, atol=1e-9)
+
+
+def _check_matrix(make, k, cols):
+    candles = _candles(cols)
+    a, b = make(), make()
+    rows = []
+    for c in candles:
+        out = a.update(c)
+        rows.append(np.full(k, np.nan) if out is None else np.asarray(out, dtype=float))
+    stream = np.vstack(rows)
+    batch = np.asarray(b.batch(*cols))
+    assert batch.shape == (len(candles), k)
+    np.testing.assert_allclose(stream, batch, equal_nan=True, rtol=1e-9, atol=1e-9)
+
+
+SCALAR = [
+    lambda: ta.SessionVwap(0),
+    lambda: ta.OvernightGap(0),
+    lambda: ta.SeasonalZScore(0),
+    lambda: ta.AverageDailyRange(3, 0),
+    lambda: ta.TurnOfMonth(3, 1, 0),
+]
+
+MATRIX = [
+    (lambda: ta.SessionHighLow(0), 2),
+    (lambda: ta.SessionRange(0), 3),
+    (lambda: ta.OvernightIntradayReturn(0), 2),
+    (lambda: ta.TimeOfDayReturnProfile(24, 0), 24),
+    (lambda: ta.IntradayVolatilityProfile(12, 0), 12),
+    (lambda: ta.VolumeByTimeProfile(24, 0), 24),
+    (lambda: ta.DayOfWeekProfile(0), 7),
+]
+
+
+@pytest.mark.parametrize("make", SCALAR)
+def test_scalar_streaming_equals_batch(make, candle_columns):
+    _check_scalar(make, candle_columns)
+
+
+@pytest.mark.parametrize("make,k", MATRIX)
+def test_matrix_streaming_equals_batch(make, k, candle_columns):
+    _check_matrix(make, k, candle_columns)
+
+
+def test_session_vwap_reference():
+    vwap = ta.SessionVwap(0)
+    # typical = close for a flat candle; volume-weighted within the day.
+    v1 = vwap.update((100.0, 100.0, 100.0, 100.0, 10.0, 0))
+    assert v1 == pytest.approx(100.0)
+    v2 = vwap.update((110.0, 110.0, 110.0, 110.0, 30.0, HOUR_MS))
+    assert v2 == pytest.approx(107.5)
+    # New day re-anchors.
+    v3 = vwap.update((200.0, 200.0, 200.0, 200.0, 5.0, 24 * HOUR_MS))
+    assert v3 == pytest.approx(200.0)
+
+
+def test_overnight_gap_reference():
+    gap = ta.OvernightGap(0)
+    assert gap.update((99.0, 101.0, 98.0, 100.0, 1.0, 0)) is None
+    g = gap.update((105.0, 106.0, 104.0, 105.5, 1.0, 24 * HOUR_MS))
+    assert g == pytest.approx(0.05)
+
+
+def test_session_high_low_reference():
+    shl = ta.SessionHighLow(0)
+    shl.update((100.0, 105.0, 99.0, 101.0, 1.0, 0))
+    out = shl.update((101.0, 108.0, 100.0, 107.0, 1.0, HOUR_MS))
+    assert out == (108.0, 99.0)
+
+
+def test_volume_by_time_profile_reference():
+    prof = ta.VolumeByTimeProfile(24, 0)
+    out = prof.update((100.0, 100.0, 100.0, 100.0, 500.0, HOUR_MS))  # 01:00 -> bucket 1
+    assert out[1] == pytest.approx(500.0)
+    assert out[0] == pytest.approx(0.0)
+
+
+def test_rejects_zero_buckets():
+    with pytest.raises(ValueError):
+        ta.TimeOfDayReturnProfile(0, 0)
+
+
+def test_average_daily_range_rejects_zero_period():
+    with pytest.raises(ValueError):
+        ta.AverageDailyRange(0, 0)

bindings/python/tests/test_smoke.py

@@ -55,3 +55,115 @@ def test_obv_batch_shape(ohlc_series):
     volume = np.ones_like(close)
     out = ta.OBV().batch(close, volume)
     assert out.shape == close.shape
+
+
+def test_value_area_batch_shape(ohlc_series):
+    high, low, close = ohlc_series
+    volume = np.ones_like(close)
+    out = ta.ValueArea(20, 50, 0.70).batch(high, low, volume)
+    assert out.shape == (close.size, 3)
+
+
+def test_initial_balance_batch_shape(ohlc_series):
+    high, low, _close = ohlc_series
+    out = ta.InitialBalance(12).batch(high, low)
+    assert out.shape == (high.size, 2)
+
+
+def test_opening_range_batch_shape(ohlc_series):
+    high, low, close = ohlc_series
+    out = ta.OpeningRange(6).batch(high, low, close)
+    assert out.shape == (close.size, 3)
+
+
+def test_ichimoku_batch_returns_n_by_5(ohlc_series):
+    high, low, close = ohlc_series
+    out = ta.Ichimoku().batch(high, low, close)
+    assert out.shape == (close.size, 5)
+
+
+def test_heikin_ashi_batch_returns_n_by_4(ohlc_series):
+    high, low, close = ohlc_series
+    open_ = (high + low) / 2.0
+    out = ta.HeikinAshi().batch(open_, high, low, close)
+    assert out.shape == (close.size, 4)
+
+
+def test_ehlers_super_smoother_batch_shape(sine_prices):
+    out = ta.SuperSmoother(10).batch(sine_prices)
+    assert out.shape == sine_prices.shape
+
+
+def test_mama_batch_shape(sine_prices):
+    out = ta.MAMA().batch(sine_prices)
+    assert out.shape == (sine_prices.size, 2)
+
+
+def test_orderbook_indicators_construct_and_emit():
+    # All five order-book indicators accept a four-array snapshot and emit a float.
+    snapshot = ([100.0, 99.0], [2.0, 1.0], [101.0, 102.0], [1.0, 1.0])
+    indicators = [
+        ta.OrderBookImbalanceTop1(),
+        ta.OrderBookImbalanceTopN(2),
+        ta.OrderBookImbalanceFull(),
+        ta.Microprice(),
+        ta.QuotedSpread(),
+        ta.DepthSlope(),
+    ]
+    for ind in indicators:
+        out = ind.update(*snapshot)
+        assert isinstance(out, float)
+
+
+def test_orderbook_batch_returns_one_value_per_snapshot():
+    snapshots = [([100.0], [3.0], [101.0], [1.0])] * 5
+    out = ta.OrderBookImbalanceTop1().batch(snapshots)
+    assert out.shape == (5,)
+    assert out.dtype == np.float64
+
+
+def test_tradeflow_indicators_construct_and_emit():
+    # SignedVolume and CVD emit from the first trade; TradeImbalance(1) too.
+    assert isinstance(ta.SignedVolume().update(100.0, 2.0, True), float)
+    assert isinstance(ta.CumulativeVolumeDelta().update(100.0, 2.0, True), float)
+    assert isinstance(ta.TradeImbalance(1).update(100.0, 2.0, True), float)
+
+
+def test_tradeflow_batch_returns_one_value_per_trade():
+    price = np.full(6, 100.0)
+    size = np.array([1.0, 2.0, 3.0, 1.0, 2.0, 3.0])
+    is_buy = [True, False, True, False, True, False]
+    out = ta.CumulativeVolumeDelta().batch(price, size, is_buy)
+    assert out.shape == (6,)
+    assert out.dtype == np.float64
+
+
+def test_price_impact_indicators_construct_and_emit():
+    # Price-impact indicators take a trade paired with the prevailing mid.
+    assert isinstance(ta.EffectiveSpread().update(100.05, 1.0, True, 100.0), float)
+    # RealizedSpread buffers until its horizon elapses.
+    assert ta.RealizedSpread(1).update(100.05, 1.0, True, 100.0) is None
+
+
+def test_price_impact_batch_returns_one_value_per_trade():
+    price = np.array([100.05, 99.95, 100.10, 99.90])
+    size = np.array([1.0, 2.0, 1.0, 2.0])
+    is_buy = [True, False, True, False]
+    mid = np.full(4, 100.0)
+    for ind in (ta.EffectiveSpread(), ta.RealizedSpread(2), ta.KylesLambda(2)):
+        out = ind.batch(price, size, is_buy, mid)
+        assert out.shape == (4,)
+        assert out.dtype == np.float64
+
+
+def test_footprint_constructs_and_emits():
+    out = ta.Footprint(1.0).update(100.2, 2.0, True)
+    assert out.shape == (1, 3)
+    assert out.dtype == np.float64
+
+
+def test_footprint_batch_returns_list_of_arrays():
+    res = ta.Footprint(1.0).batch([100.2, 100.7], [2.0, 3.0], [True, False])
+    assert isinstance(res, list)
+    assert len(res) == 2
+    assert res[-1].shape[1] == 3

bindings/python/tests/test_streaming_vs_batch.py

@@ -117,6 +117,30 @@ def test_obv_streaming_matches_batch(ohlc_series):
     assert _equal_with_nan(batch, streamed)
 
 
+def test_mama_streaming_matches_batch(sine_prices):
+    batch = ta.MAMA().batch(sine_prices)
+    streamer = ta.MAMA()
+    rows = []
+    for p in sine_prices:
+        v = streamer.update(float(p))
+        if v is None:
+            rows.append([math.nan, math.nan])
+        else:
+            rows.append(list(v))
+    streamed = np.array(rows, dtype=np.float64)
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_super_smoother_streaming_matches_batch(sine_prices):
+    batch = ta.SuperSmoother(10).batch(sine_prices)
+    streamer = ta.SuperSmoother(10)
+    streamed = np.array(
+        [math.nan if (v := streamer.update(float(p))) is None else float(v) for p in sine_prices],
+        dtype=np.float64,
+    )
+    assert _equal_with_nan(batch, streamed)
+
+
 def test_rolling_vwap_streaming_matches_batch(ohlc_series):
     # RollingVWAP(20) on the shared OHLC series. Provides finite-memory VWAP
     # parity coverage now that the indicator is exposed across all bindings.
@@ -135,3 +159,92 @@ def test_rolling_vwap_streaming_matches_batch(ohlc_series):
     assert streamer.is_ready()
     streamer.reset()
     assert not streamer.is_ready()
+
+
+def test_value_area_streaming_matches_batch(ohlc_series):
+    high, low, close = ohlc_series
+    volume = np.linspace(100.0, 200.0, num=close.size, dtype=np.float64)
+    batch = ta.ValueArea(20, 50, 0.70).batch(high, low, volume)
+
+    streamer = ta.ValueArea(20, 50, 0.70)
+    rows = []
+    for h, l, v in zip(high, low, volume):
+        mid = float((h + l) / 2.0)
+        out = streamer.update((mid, float(h), float(l), mid, float(v), 0))
+        rows.append([math.nan, math.nan, math.nan] if out is None else list(out))
+    streamed = np.array(rows, dtype=np.float64)
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_initial_balance_streaming_matches_batch(ohlc_series):
+    high, low, _close = ohlc_series
+    batch = ta.InitialBalance(12).batch(high, low)
+
+    streamer = ta.InitialBalance(12)
+    rows = []
+    for h, l in zip(high, low):
+        mid = float((h + l) / 2.0)
+        out = streamer.update((mid, float(h), float(l), mid, 0.0, 0))
+        rows.append([math.nan, math.nan] if out is None else list(out))
+    streamed = np.array(rows, dtype=np.float64)
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_opening_range_streaming_matches_batch(ohlc_series):
+    high, low, close = ohlc_series
+    batch = ta.OpeningRange(6).batch(high, low, close)
+
+    streamer = ta.OpeningRange(6)
+    rows = []
+    for h, l, c in zip(high, low, close):
+        out = streamer.update((float(c), float(h), float(l), float(c), 0.0, 0))
+        rows.append([math.nan, math.nan, math.nan] if out is None else list(out))
+    streamed = np.array(rows, dtype=np.float64)
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_orderbook_streaming_matches_batch():
+    snaps = [
+        (
+            [100.0, 99.0],
+            [1.0 + (i % 5), 1.0],
+            [101.0, 102.0],
+            [1.0 + ((i + 1) % 3), 1.0],
+        )
+        for i in range(30)
+    ]
+    batch = ta.Microprice().batch(snaps)
+    streamer = ta.Microprice()
+    streamed = np.array([streamer.update(*snap) for snap in snaps], dtype=np.float64)
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_tradeflow_streaming_matches_batch():
+    n = 30
+    price = np.full(n, 100.0)
+    size = np.array([1.0 + (i % 4) for i in range(n)], dtype=np.float64)
+    is_buy = [i % 3 != 0 for i in range(n)]
+    batch = ta.CumulativeVolumeDelta().batch(price, size, is_buy)
+    streamer = ta.CumulativeVolumeDelta()
+    streamed = np.array(
+        [streamer.update(price[i], size[i], is_buy[i]) for i in range(n)],
+        dtype=np.float64,
+    )
+    assert _equal_with_nan(batch, streamed)
+
+
+def test_price_impact_streaming_matches_batch():
+    n = 30
+    mid = np.array([100.0 + 0.25 * math.sin(i * 0.5) for i in range(n)], dtype=np.float64)
+    is_buy = [i % 3 != 0 for i in range(n)]
+    price = np.array(
+        [mid[i] + (0.03 if is_buy[i] else -0.03) for i in range(n)], dtype=np.float64
+    )
+    size = np.array([1.0 + (i % 4) for i in range(n)], dtype=np.float64)
+    batch = ta.EffectiveSpread().batch(price, size, is_buy, mid)
+    streamer = ta.EffectiveSpread()
+    streamed = np.array(
+        [streamer.update(price[i], size[i], is_buy[i], mid[i]) for i in range(n)],
+        dtype=np.float64,
+    )
+    assert _equal_with_nan(batch, streamed)

bindings/wasm/README.md

@@ -1,49 +1,70 @@
-# wickra-wasm
+# Wickra — WebAssembly
 
-WebAssembly bindings for the Wickra streaming-first technical indicators library.
+[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
+[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
+[![npm](https://img.shields.io/npm/v/wickra-wasm.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra-wasm)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
 
-## Build
+**Streaming-first technical indicators in the browser. `npm install
+wickra-wasm` — pure WebAssembly, runs anywhere a modern JS engine does.**
 
-You need [`wasm-pack`](https://rustwasm.github.io/wasm-pack/) and the
-`wasm32-unknown-unknown` Rust target:
+Wickra is a multi-language technical-analysis library with a Rust core and
+bindings for Python, Node.js, and WebAssembly. Every indicator is an O(1)
+streaming state machine, so live trading dashboards and historical backtests
+share the exact same implementation. This package is the WebAssembly binding
+(wasm-bindgen, built for the `web` target); it exposes 200+ streaming-first
+indicators across sixteen families.
+
+## Install
 
 ```bash
-rustup target add wasm32-unknown-unknown
-cargo install wasm-pack
+npm install wickra-wasm
 ```
 
-Then from the repository root:
+## Quick start
 
-```bash
-wasm-pack build bindings/wasm --target web --release --features panic-hook
-```
-
-The compiled package lands in `bindings/wasm/pkg/`. Targets:
-
-- `--target web` for native ES modules in browsers
-- `--target bundler` for webpack/Vite/Rollup
-- `--target nodejs` for Node.js
-
-## Example
+The module ships a default `init` export that loads the `.wasm` payload; await
+it once before constructing indicators.
 
 ```js
-import init, { SMA, RSI, MACD, version } from "./pkg/wickra_wasm.js";
+import init, { RSI } from 'wickra-wasm';
 
-await init();
-console.log("wickra:", version());
+await init(); // load the WebAssembly module once
 
-// Streaming
+// Streaming: feed prices tick by tick in O(1).
 const rsi = new RSI(14);
-for (const price of livePrices) {
-  const v = rsi.update(price);
-  if (v !== undefined && v > 70) console.log("overbought");
+for (const price of liveFeed) {
+  const value = rsi.update(price); // null during warmup
+  if (value !== null && value > 70) {
+    console.log('overbought');
+  }
 }
-
-// Batch (returns a Float64Array; NaN for warmup positions)
-const sma = new SMA(20).batch(new Float64Array(historicalPrices));
 ```
 
-An interactive demo lives in [`examples/wasm/index.html`](../../examples/wasm/index.html)
-(top-level alongside the other language examples). After building the package
-with `wasm-pack build`, serve the repository root and open
-`examples/wasm/index.html` in a browser.
+Constructors mirror the other bindings (`new SMA(20)`, `new MACD(12, 26, 9)`,
+`new BollingerBands(20, 2.0)`, …); `update()` returns the latest value or
+`null` while the indicator is still warming up.
+
+## Documentation
+
+The full indicator catalogue, guides, quickstarts, and API reference live in
+the main repository and documentation site:
+
+- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
+- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
+- **Runnable browser examples:** [`examples/wasm/`](https://github.com/wickra-lib/wickra/tree/main/examples/wasm)
+
+Wickra ships four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose the same indicators from the shared, `unsafe`-forbidden Rust core.
+
+## Disclaimer
+
+Wickra is an indicator toolkit, not a trading system. The values it computes
+are deterministic transforms of the input data — they are not financial advice
+and do not predict the market. Any use in a live trading context is at your own
+risk. The library is provided **as is**, without warranty of any kind.
+
+## License
+
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.

clippy.toml

@@ -1,4 +1,4 @@
 # Proper nouns that appear in indicator documentation. They are real names,
 # not code identifiers, so `clippy::doc_markdown` must not demand backticks.
 # `..` keeps clippy's built-in default identifier list in addition to these.
-doc-valid-idents = ["LeBeau", ".."]
+doc-valid-idents = ["LeBeau", "McClellan", ".."]

crates/wickra-core/src/calendar.rs

@@ -0,0 +1,203 @@
+//! Pure calendar arithmetic for the timestamp-driven seasonality indicators.
+//!
+//! Every indicator in the *Seasonality & Session* family keys off the wall-clock
+//! fields of [`Candle::timestamp`](crate::Candle) (epoch milliseconds), shifted
+//! by a caller-supplied `utc_offset_minutes` so the buckets line up with the
+//! relevant exchange session rather than UTC. This module turns an epoch
+//! millisecond instant into its civil fields using Howard Hinnant's
+//! branch-light `civil_from_days` algorithm (the same one libc++ ships).
+//!
+//! All arithmetic is floor-based (`div_euclid`/`rem_euclid`) so instants before
+//! the Unix epoch decompose correctly without a dedicated negative-input branch.
+
+/// Civil (wall-clock) decomposition of an epoch-millisecond instant.
+#[derive(Debug, Clone, Copy, PartialEq, Eq)]
+pub(crate) struct CivilTime {
+    /// Proleptic Gregorian year (can be negative for instants before year 1).
+    pub(crate) year: i64,
+    /// Month of year, `1..=12`.
+    pub(crate) month: u32,
+    /// Day of month, `1..=31`.
+    pub(crate) day: u32,
+    /// Hour of day, `0..=23`.
+    pub(crate) hour: u32,
+    /// Minute of hour, `0..=59`.
+    pub(crate) minute: u32,
+    /// Day of week with Monday as `0` through Sunday as `6`.
+    pub(crate) weekday: u32,
+}
+
+impl CivilTime {
+    /// Minute of day, `0..=1439`.
+    pub(crate) const fn minute_of_day(&self) -> u32 {
+        self.hour * 60 + self.minute
+    }
+}
+
+/// Decompose an epoch-millisecond instant into local civil fields.
+///
+/// `utc_offset_minutes` shifts the instant before decomposition: `0` yields
+/// UTC, `-300` U.S. Eastern standard time, `60` Central European time, etc.
+pub(crate) fn civil_from_timestamp(millis: i64, utc_offset_minutes: i32) -> CivilTime {
+    let local_secs = millis.div_euclid(1000) + i64::from(utc_offset_minutes) * 60;
+    let days = local_secs.div_euclid(86_400);
+    let secs_of_day = local_secs.rem_euclid(86_400);
+    let hour = (secs_of_day / 3600) as u32;
+    let minute = ((secs_of_day % 3600) / 60) as u32;
+    let (year, month, day) = civil_from_days(days);
+    // 1970-01-01 was a Thursday; Monday-based weekday is `(z + 3) mod 7`.
+    let weekday = (days + 3).rem_euclid(7) as u32;
+    CivilTime {
+        year,
+        month,
+        day,
+        hour,
+        minute,
+        weekday,
+    }
+}
+
+/// Gregorian `(year, month, day)` for a day count `z` relative to 1970-01-01.
+///
+/// Howard Hinnant, "chrono-Compatible Low-Level Date Algorithms".
+fn civil_from_days(z: i64) -> (i64, u32, u32) {
+    let z = z + 719_468;
+    let era = if z >= 0 { z } else { z - 146_096 } / 146_097;
+    let doe = z - era * 146_097; // [0, 146096]
+    let yoe = (doe - doe / 1460 + doe / 36_524 - doe / 146_096) / 365; // [0, 399]
+    let year = yoe + era * 400;
+    let doy = doe - (365 * yoe + yoe / 4 - yoe / 100); // [0, 365]
+    let mp = (5 * doy + 2) / 153; // [0, 11]
+    let day = (doy - (153 * mp + 2) / 5 + 1) as u32; // [1, 31]
+    let month = if mp < 10 { mp + 3 } else { mp - 9 } as u32; // [1, 12]
+    (if month <= 2 { year + 1 } else { year }, month, day)
+}
+
+/// Whether `year` is a Gregorian leap year.
+pub(crate) const fn is_leap(year: i64) -> bool {
+    (year % 4 == 0 && year % 100 != 0) || year % 400 == 0
+}
+
+/// Number of days in `month` (`1..=12`) of `year`.
+pub(crate) const fn days_in_month(year: i64, month: u32) -> u32 {
+    match month {
+        1 | 3 | 5 | 7 | 8 | 10 | 12 => 31,
+        4 | 6 | 9 | 11 => 30,
+        _ => {
+            if is_leap(year) {
+                29
+            } else {
+                28
+            }
+        }
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn epoch_zero_is_thursday_midnight() {
+        let t = civil_from_timestamp(0, 0);
+        assert_eq!(
+            t,
+            CivilTime {
+                year: 1970,
+                month: 1,
+                day: 1,
+                hour: 0,
+                minute: 0,
+                weekday: 3, // Thursday
+            }
+        );
+        assert_eq!(t.minute_of_day(), 0);
+    }
+
+    #[test]
+    fn known_utc_instant_mid_year() {
+        // 2021-06-15 13:45:00 UTC = 1623764700 s.
+        let t = civil_from_timestamp(1_623_764_700_000, 0);
+        assert_eq!(t.year, 2021);
+        assert_eq!(t.month, 6);
+        assert_eq!(t.day, 15);
+        assert_eq!(t.hour, 13);
+        assert_eq!(t.minute, 45);
+        assert_eq!(t.weekday, 1); // Tuesday
+        assert_eq!(t.minute_of_day(), 13 * 60 + 45);
+    }
+
+    #[test]
+    fn new_year_2021_is_friday() {
+        // 2021-01-01 00:00:00 UTC = 1609459200 s — exercises the m<=2 year bump.
+        let t = civil_from_timestamp(1_609_459_200_000, 0);
+        assert_eq!((t.year, t.month, t.day), (2021, 1, 1));
+        assert_eq!(t.weekday, 4); // Friday
+    }
+
+    #[test]
+    fn positive_offset_rolls_to_next_day() {
+        // 2021-01-01 23:30 UTC shifted +60 min -> 2021-01-02 00:30 local.
+        let base = 1_609_459_200_000 + (23 * 3600 + 30 * 60) * 1000;
+        let t = civil_from_timestamp(base, 60);
+        assert_eq!((t.year, t.month, t.day), (2021, 1, 2));
+        assert_eq!((t.hour, t.minute), (0, 30));
+        assert_eq!(t.weekday, 5); // Saturday
+    }
+
+    #[test]
+    fn negative_offset_rolls_to_previous_day() {
+        // 2021-01-01 00:30 UTC shifted -60 min -> 2020-12-31 23:30 local.
+        let base = 1_609_459_200_000 + 30 * 60 * 1000;
+        let t = civil_from_timestamp(base, -60);
+        assert_eq!((t.year, t.month, t.day), (2020, 12, 31));
+        assert_eq!((t.hour, t.minute), (23, 30));
+        assert_eq!(t.weekday, 3); // Thursday
+    }
+
+    #[test]
+    fn sub_epoch_millis_floor_correctly() {
+        // -1 ms -> 1969-12-31 23:59:59.999, a Wednesday.
+        let t = civil_from_timestamp(-1, 0);
+        assert_eq!((t.year, t.month, t.day), (1969, 12, 31));
+        assert_eq!((t.hour, t.minute), (23, 59));
+        assert_eq!(t.weekday, 2); // Wednesday
+    }
+
+    #[test]
+    fn far_negative_day_count_hits_pre_era_branch() {
+        // A day count below -719468 drives `z + 719468` negative, exercising the
+        // `z - 146096` era branch in civil_from_days (year < 1).
+        let (year, month, day) = civil_from_days(-1_000_000);
+        // -1_000_000 days before 1970-01-01 is 0768-02-04 BCE (proleptic
+        // Gregorian, astronomical year numbering where year 0 exists).
+        assert_eq!((year, month, day), (-768, 2, 4));
+    }
+
+    #[test]
+    fn leap_year_rules() {
+        assert!(is_leap(2000));
+        assert!(!is_leap(1900));
+        assert!(is_leap(2024));
+        assert!(!is_leap(2023));
+    }
+
+    #[test]
+    fn days_in_month_all_cases() {
+        assert_eq!(days_in_month(2023, 1), 31);
+        assert_eq!(days_in_month(2023, 4), 30);
+        assert_eq!(days_in_month(2023, 2), 28);
+        assert_eq!(days_in_month(2024, 2), 29);
+        assert_eq!(days_in_month(2023, 12), 31);
+        assert_eq!(days_in_month(2023, 11), 30);
+    }
+
+    #[test]
+    fn leap_day_decodes() {
+        // 2024-02-29 12:00 UTC.
+        let secs = 1_709_208_000; // 2024-02-29T12:00:00Z
+        let t = civil_from_timestamp(secs * 1000, 0);
+        assert_eq!((t.year, t.month, t.day), (2024, 2, 29));
+        assert_eq!(t.hour, 12);
+    }
+}

crates/wickra-core/src/cross_section.rs

@@ -0,0 +1,387 @@
+//! Cross-section value type: a market-breadth snapshot across a whole universe.
+//!
+//! A [`CrossSection`] is a single tick that carries the per-symbol state of
+//! *every* symbol in a universe at one point in time. It is the non-OHLCV input
+//! consumed by the market-breadth indicator family (advance/decline, `McClellan`,
+//! the TRIN / Arms index, the high-low index, ...), each of which aggregates the
+//! whole cross-section into a single breadth reading. This is the same
+//! one-rich-type-per-family pattern as [`DerivativesTick`] and [`OrderBook`].
+//!
+//! Each [`Member`] precomputes the per-symbol signals the breadth indicators
+//! need — a signed price `change` (whose sign classifies the symbol as
+//! advancing, declining or unchanged), the period `volume`, the
+//! `new_high` / `new_low` extreme flags, and the `above_ma` / `on_buy_signal`
+//! state flags — so the indicators stay stateless per tick and never have to
+//! track per-symbol history.
+//!
+//! [`DerivativesTick`]: crate::DerivativesTick
+//! [`OrderBook`]: crate::OrderBook
+
+use crate::error::{Error, Result};
+
+/// One symbol's contribution to a [`CrossSection`] tick.
+///
+/// Field invariants enforced by [`CrossSection::new`] when the member is placed
+/// into a tick:
+///
+/// - `change` is finite (its sign classifies the symbol — positive is
+///   advancing, negative is declining, zero is unchanged).
+/// - `volume` is finite and non-negative.
+///
+/// `new_high` / `new_low` are caller-supplied flags marking whether the symbol
+/// printed a new period extreme; `above_ma` / `on_buy_signal` are caller-supplied
+/// per-symbol state signals (whether the symbol trades above its reference moving
+/// average, and whether it is on a point-and-figure buy signal). None of the four
+/// flags carries a numeric invariant.
+#[non_exhaustive]
+#[derive(Debug, Clone, Copy, PartialEq)]
+#[allow(
+    clippy::struct_excessive_bools,
+    reason = "the four flags are independent per-symbol breadth signals, not a state machine"
+)]
+pub struct Member {
+    /// Price change versus the previous close. Sign classifies the symbol:
+    /// positive is advancing, negative is declining, zero is unchanged.
+    pub change: f64,
+    /// Period volume for the symbol (finite, non-negative).
+    pub volume: f64,
+    /// Whether the symbol printed a new period high.
+    pub new_high: bool,
+    /// Whether the symbol printed a new period low.
+    pub new_low: bool,
+    /// Whether the symbol is trading above its reference moving average
+    /// (consumed by the `% Above Moving Average` breadth indicator).
+    pub above_ma: bool,
+    /// Whether the symbol is on a point-and-figure buy signal
+    /// (consumed by the `Bullish Percent Index` breadth indicator).
+    pub on_buy_signal: bool,
+}
+
+impl Member {
+    /// Assemble a cross-section member from its core signals, leaving the
+    /// extended per-symbol state flags (`above_ma`, `on_buy_signal`) cleared.
+    ///
+    /// The field invariants documented on [`Member`] are validated centrally by
+    /// [`CrossSection::new`] when the member is placed into a tick; this
+    /// constructor only assembles the value so the `#[non_exhaustive]` struct can
+    /// be built from outside the crate.
+    #[must_use]
+    pub const fn new(change: f64, volume: f64, new_high: bool, new_low: bool) -> Self {
+        Self {
+            change,
+            volume,
+            new_high,
+            new_low,
+            above_ma: false,
+            on_buy_signal: false,
+        }
+    }
+
+    /// Assemble a cross-section member including the extended per-symbol state
+    /// signals `above_ma` and `on_buy_signal`.
+    ///
+    /// Use this constructor for the breadth indicators that read per-symbol
+    /// state (`% Above Moving Average`, `Bullish Percent Index`); [`new`](Member::new)
+    /// is the shorthand that leaves both flags `false`.
+    #[must_use]
+    #[allow(
+        clippy::fn_params_excessive_bools,
+        reason = "mirrors the four independent per-symbol flag fields of Member"
+    )]
+    pub const fn with_signals(
+        change: f64,
+        volume: f64,
+        new_high: bool,
+        new_low: bool,
+        above_ma: bool,
+        on_buy_signal: bool,
+    ) -> Self {
+        Self {
+            change,
+            volume,
+            new_high,
+            new_low,
+            above_ma,
+            on_buy_signal,
+        }
+    }
+}
+
+/// A market-breadth cross-section: the per-symbol state of an entire universe at
+/// a single point in time.
+///
+/// Invariants enforced by [`new`](CrossSection::new):
+///
+/// - `members` is non-empty (a breadth reading needs at least one symbol).
+/// - every member's `change` is finite, and `volume` is finite and non-negative.
+///
+/// `timestamp` is a caller-defined epoch / resolution and is not validated.
+#[non_exhaustive]
+#[derive(Debug, Clone, PartialEq)]
+pub struct CrossSection {
+    /// Per-symbol members of the universe for this tick.
+    pub members: Vec<Member>,
+    /// Tick timestamp (caller-defined epoch / resolution).
+    pub timestamp: i64,
+}
+
+impl CrossSection {
+    /// Construct a cross-section, validating every member invariant.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidCrossSection`] if `members` is empty, if any
+    /// member has a non-finite `change`, or if any member has a `volume` that is
+    /// not a finite non-negative number.
+    pub fn new(members: Vec<Member>, timestamp: i64) -> Result<Self> {
+        if members.is_empty() {
+            return Err(Error::InvalidCrossSection {
+                message: "cross-section must contain at least one member",
+            });
+        }
+        for member in &members {
+            if !member.change.is_finite() {
+                return Err(Error::InvalidCrossSection {
+                    message: "member change must be finite",
+                });
+            }
+            if !member.volume.is_finite() || member.volume < 0.0 {
+                return Err(Error::InvalidCrossSection {
+                    message: "member volume must be finite and non-negative",
+                });
+            }
+        }
+        Ok(Self { members, timestamp })
+    }
+
+    /// Construct a cross-section without validation. The caller asserts that
+    /// every invariant documented on [`CrossSection`] holds.
+    #[must_use]
+    pub const fn new_unchecked(members: Vec<Member>, timestamp: i64) -> Self {
+        Self { members, timestamp }
+    }
+
+    /// Number of advancing symbols (those with a strictly positive `change`).
+    #[must_use]
+    pub fn advancers(&self) -> usize {
+        self.members.iter().filter(|m| m.change > 0.0).count()
+    }
+
+    /// Number of declining symbols (those with a strictly negative `change`).
+    #[must_use]
+    pub fn decliners(&self) -> usize {
+        self.members.iter().filter(|m| m.change < 0.0).count()
+    }
+
+    /// Total volume traded by advancing symbols (those with positive `change`).
+    #[must_use]
+    pub fn advancing_volume(&self) -> f64 {
+        self.members
+            .iter()
+            .filter(|m| m.change > 0.0)
+            .map(|m| m.volume)
+            .sum()
+    }
+
+    /// Total volume traded by declining symbols (those with negative `change`).
+    #[must_use]
+    pub fn declining_volume(&self) -> f64 {
+        self.members
+            .iter()
+            .filter(|m| m.change < 0.0)
+            .map(|m| m.volume)
+            .sum()
+    }
+
+    /// Total volume traded across the whole universe.
+    #[must_use]
+    pub fn total_volume(&self) -> f64 {
+        self.members.iter().map(|m| m.volume).sum()
+    }
+
+    /// Number of symbols that printed a new period high.
+    #[must_use]
+    pub fn new_highs(&self) -> usize {
+        self.members.iter().filter(|m| m.new_high).count()
+    }
+
+    /// Number of symbols that printed a new period low.
+    #[must_use]
+    pub fn new_lows(&self) -> usize {
+        self.members.iter().filter(|m| m.new_low).count()
+    }
+
+    /// Number of symbols trading above their reference moving average.
+    #[must_use]
+    pub fn above_ma_count(&self) -> usize {
+        self.members.iter().filter(|m| m.above_ma).count()
+    }
+
+    /// Number of symbols on a point-and-figure buy signal.
+    #[must_use]
+    pub fn on_buy_signal_count(&self) -> usize {
+        self.members.iter().filter(|m| m.on_buy_signal).count()
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    fn members() -> Vec<Member> {
+        vec![
+            Member::new(1.5, 100.0, true, false),
+            Member::new(-0.5, 50.0, false, true),
+            Member::new(0.0, 0.0, false, false),
+        ]
+    }
+
+    #[test]
+    fn new_accepts_valid() {
+        let cs = CrossSection::new(members(), 42).unwrap();
+        assert_eq!(cs.members.len(), 3);
+        assert_eq!(cs.timestamp, 42);
+        assert_eq!(cs.members[0].change, 1.5);
+        assert_eq!(cs.members[0].volume, 100.0);
+        assert!(cs.members[0].new_high);
+        assert!(cs.members[1].new_low);
+    }
+
+    #[test]
+    fn member_new_assembles_fields() {
+        let m = Member::new(2.0, 10.0, true, false);
+        assert_eq!(m.change, 2.0);
+        assert_eq!(m.volume, 10.0);
+        assert!(m.new_high);
+        assert!(!m.new_low);
+    }
+
+    #[test]
+    fn new_rejects_empty() {
+        assert!(matches!(
+            CrossSection::new(Vec::new(), 0),
+            Err(Error::InvalidCrossSection { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_finite_change() {
+        assert!(matches!(
+            CrossSection::new(vec![Member::new(f64::NAN, 10.0, false, false)], 0),
+            Err(Error::InvalidCrossSection { .. })
+        ));
+        assert!(matches!(
+            CrossSection::new(vec![Member::new(f64::INFINITY, 10.0, false, false)], 0),
+            Err(Error::InvalidCrossSection { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_negative_volume() {
+        assert!(matches!(
+            CrossSection::new(vec![Member::new(1.0, -1.0, false, false)], 0),
+            Err(Error::InvalidCrossSection { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_finite_volume() {
+        assert!(matches!(
+            CrossSection::new(vec![Member::new(1.0, f64::NAN, false, false)], 0),
+            Err(Error::InvalidCrossSection { .. })
+        ));
+    }
+
+    #[test]
+    fn new_unchecked_skips_validation() {
+        let cs = CrossSection::new_unchecked(vec![Member::new(f64::NAN, -1.0, false, false)], 7);
+        assert_eq!(cs.members.len(), 1);
+        assert_eq!(cs.timestamp, 7);
+    }
+
+    #[test]
+    fn advancers_and_decliners_count_by_sign() {
+        let cs = CrossSection::new(members(), 0).unwrap();
+        assert_eq!(cs.advancers(), 1);
+        assert_eq!(cs.decliners(), 1);
+    }
+
+    #[test]
+    fn unchanged_members_count_as_neither() {
+        let cs = CrossSection::new(
+            vec![
+                Member::new(0.0, 1.0, false, false),
+                Member::new(0.0, 1.0, false, false),
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.advancers(), 0);
+        assert_eq!(cs.decliners(), 0);
+    }
+
+    #[test]
+    fn new_leaves_extended_flags_cleared() {
+        let m = Member::new(1.0, 10.0, true, false);
+        assert!(!m.above_ma);
+        assert!(!m.on_buy_signal);
+    }
+
+    #[test]
+    fn with_signals_assembles_all_fields() {
+        let m = Member::with_signals(2.0, 10.0, true, false, true, true);
+        assert_eq!(m.change, 2.0);
+        assert_eq!(m.volume, 10.0);
+        assert!(m.new_high);
+        assert!(!m.new_low);
+        assert!(m.above_ma);
+        assert!(m.on_buy_signal);
+    }
+
+    #[test]
+    fn volume_helpers_bucket_by_change_sign() {
+        let cs = CrossSection::new(
+            vec![
+                Member::new(1.5, 100.0, false, false), // advancing
+                Member::new(2.0, 40.0, false, false),  // advancing
+                Member::new(-0.5, 50.0, false, false), // declining
+                Member::new(0.0, 7.0, false, false),   // unchanged
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.advancing_volume(), 140.0);
+        assert_eq!(cs.declining_volume(), 50.0);
+        assert_eq!(cs.total_volume(), 197.0);
+    }
+
+    #[test]
+    fn high_low_helpers_count_flags() {
+        let cs = CrossSection::new(
+            vec![
+                Member::new(1.0, 1.0, true, false),
+                Member::new(1.0, 1.0, true, false),
+                Member::new(-1.0, 1.0, false, true),
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.new_highs(), 2);
+        assert_eq!(cs.new_lows(), 1);
+    }
+
+    #[test]
+    fn state_helpers_count_extended_flags() {
+        let cs = CrossSection::new(
+            vec![
+                Member::with_signals(1.0, 1.0, false, false, true, true),
+                Member::with_signals(1.0, 1.0, false, false, true, false),
+                Member::with_signals(-1.0, 1.0, false, false, false, true),
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.above_ma_count(), 2);
+        assert_eq!(cs.on_buy_signal_count(), 2);
+    }
+}

crates/wickra-core/src/derivatives.rs

@@ -0,0 +1,321 @@
+//! Derivatives value type: the perpetual / futures tick.
+//!
+//! [`DerivativesTick`] is the non-OHLCV input consumed by the derivatives /
+//! perpetual-futures indicator family. A single tick bundles the funding,
+//! price, open-interest, positioning, taker-flow and liquidation fields a
+//! perp/futures venue publishes per update; each indicator reads only the
+//! subset it needs (the same one-rich-type-per-family pattern as [`Trade`] /
+//! [`OrderBook`] in [`crate::microstructure`]).
+//!
+//! [`Trade`]: crate::microstructure::Trade
+//! [`OrderBook`]: crate::microstructure::OrderBook
+
+use crate::error::{Error, Result};
+
+/// A single derivatives / perpetual-futures market tick.
+///
+/// Field invariants enforced by [`new`](DerivativesTick::new):
+///
+/// - `funding_rate` is finite and **may be negative** (a negative funding rate
+///   means shorts pay longs).
+/// - `mark_price`, `index_price` and `futures_price` are finite and strictly
+///   positive.
+/// - `open_interest`, `long_size`, `short_size`, `taker_buy_volume`,
+///   `taker_sell_volume`, `long_liquidation` and `short_liquidation` are finite
+///   and non-negative.
+///
+/// `timestamp` is a caller-defined epoch / resolution and is not validated.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct DerivativesTick {
+    /// Current funding rate for the interval (finite; may be negative).
+    pub funding_rate: f64,
+    /// Perpetual mark price (finite, strictly positive).
+    pub mark_price: f64,
+    /// Spot / index price the perpetual tracks (finite, strictly positive).
+    pub index_price: f64,
+    /// Dated (e.g. quarterly) futures mark price (finite, strictly positive).
+    pub futures_price: f64,
+    /// Open interest — outstanding contracts / notional (finite, non-negative).
+    pub open_interest: f64,
+    /// Aggregate long size / long account count (finite, non-negative).
+    pub long_size: f64,
+    /// Aggregate short size / short account count (finite, non-negative).
+    pub short_size: f64,
+    /// Taker buy (ask-lifting) volume (finite, non-negative).
+    pub taker_buy_volume: f64,
+    /// Taker sell (bid-hitting) volume (finite, non-negative).
+    pub taker_sell_volume: f64,
+    /// Long-side liquidation notional (finite, non-negative).
+    pub long_liquidation: f64,
+    /// Short-side liquidation notional (finite, non-negative).
+    pub short_liquidation: f64,
+    /// Tick timestamp (caller-defined epoch / resolution).
+    pub timestamp: i64,
+}
+
+impl DerivativesTick {
+    /// Construct a derivatives tick, validating every field invariant.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidDerivatives`] if `funding_rate` is not finite;
+    /// any of `mark_price`, `index_price`, `futures_price` is not a finite
+    /// positive number; or any of the six size / volume / liquidation fields is
+    /// not a finite non-negative number.
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        funding_rate: f64,
+        mark_price: f64,
+        index_price: f64,
+        futures_price: f64,
+        open_interest: f64,
+        long_size: f64,
+        short_size: f64,
+        taker_buy_volume: f64,
+        taker_sell_volume: f64,
+        long_liquidation: f64,
+        short_liquidation: f64,
+        timestamp: i64,
+    ) -> Result<Self> {
+        if !funding_rate.is_finite() {
+            return Err(Error::InvalidDerivatives {
+                message: "funding_rate must be finite",
+            });
+        }
+        for price in [mark_price, index_price, futures_price] {
+            if !price.is_finite() || price <= 0.0 {
+                return Err(Error::InvalidDerivatives {
+                    message:
+                        "mark_price, index_price and futures_price must be finite and positive",
+                });
+            }
+        }
+        for amount in [
+            open_interest,
+            long_size,
+            short_size,
+            taker_buy_volume,
+            taker_sell_volume,
+            long_liquidation,
+            short_liquidation,
+        ] {
+            if !amount.is_finite() || amount < 0.0 {
+                return Err(Error::InvalidDerivatives {
+                    message: "open interest, sizes, volumes and liquidations must be finite and non-negative",
+                });
+            }
+        }
+        Ok(Self {
+            funding_rate,
+            mark_price,
+            index_price,
+            futures_price,
+            open_interest,
+            long_size,
+            short_size,
+            taker_buy_volume,
+            taker_sell_volume,
+            long_liquidation,
+            short_liquidation,
+            timestamp,
+        })
+    }
+
+    /// Construct a derivatives tick without validation. The caller asserts that
+    /// every field invariant documented on [`DerivativesTick`] holds.
+    #[allow(clippy::too_many_arguments)]
+    #[must_use]
+    pub const fn new_unchecked(
+        funding_rate: f64,
+        mark_price: f64,
+        index_price: f64,
+        futures_price: f64,
+        open_interest: f64,
+        long_size: f64,
+        short_size: f64,
+        taker_buy_volume: f64,
+        taker_sell_volume: f64,
+        long_liquidation: f64,
+        short_liquidation: f64,
+        timestamp: i64,
+    ) -> Self {
+        Self {
+            funding_rate,
+            mark_price,
+            index_price,
+            futures_price,
+            open_interest,
+            long_size,
+            short_size,
+            taker_buy_volume,
+            taker_sell_volume,
+            long_liquidation,
+            short_liquidation,
+            timestamp,
+        }
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    /// A fully valid tick used as a baseline; individual tests override one
+    /// field to exercise a single reject branch.
+    fn valid() -> DerivativesTick {
+        DerivativesTick::new(
+            0.0001, 100.0, 99.5, 100.5, 1_000.0, 600.0, 400.0, 50.0, 40.0, 5.0, 3.0, 42,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn new_accepts_valid() {
+        let tick = valid();
+        assert_eq!(tick.funding_rate, 0.0001);
+        assert_eq!(tick.mark_price, 100.0);
+        assert_eq!(tick.index_price, 99.5);
+        assert_eq!(tick.futures_price, 100.5);
+        assert_eq!(tick.open_interest, 1_000.0);
+        assert_eq!(tick.long_size, 600.0);
+        assert_eq!(tick.short_size, 400.0);
+        assert_eq!(tick.taker_buy_volume, 50.0);
+        assert_eq!(tick.taker_sell_volume, 40.0);
+        assert_eq!(tick.long_liquidation, 5.0);
+        assert_eq!(tick.short_liquidation, 3.0);
+        assert_eq!(tick.timestamp, 42);
+    }
+
+    #[test]
+    fn new_accepts_negative_funding_and_zero_amounts() {
+        let tick = DerivativesTick::new(
+            -0.0005, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+        )
+        .unwrap();
+        assert_eq!(tick.funding_rate, -0.0005);
+        assert_eq!(tick.open_interest, 0.0);
+    }
+
+    #[test]
+    fn new_rejects_non_finite_funding() {
+        assert!(matches!(
+            DerivativesTick::new(
+                f64::NAN,
+                100.0,
+                100.0,
+                100.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0
+            ),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+        assert!(matches!(
+            DerivativesTick::new(
+                f64::INFINITY,
+                100.0,
+                100.0,
+                100.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0
+            ),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_positive_mark() {
+        assert!(matches!(
+            DerivativesTick::new(0.0, 0.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_positive_index() {
+        assert!(matches!(
+            DerivativesTick::new(0.0, 100.0, -1.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_finite_futures() {
+        assert!(matches!(
+            DerivativesTick::new(
+                0.0,
+                100.0,
+                100.0,
+                f64::NAN,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0
+            ),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_negative_open_interest() {
+        assert!(matches!(
+            DerivativesTick::new(0.0, 100.0, 100.0, 100.0, -1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_non_finite_size() {
+        assert!(matches!(
+            DerivativesTick::new(
+                0.0,
+                100.0,
+                100.0,
+                100.0,
+                0.0,
+                f64::INFINITY,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0.0,
+                0
+            ),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_rejects_negative_liquidation() {
+        assert!(matches!(
+            DerivativesTick::new(0.0, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -2.0, 0),
+            Err(Error::InvalidDerivatives { .. })
+        ));
+    }
+
+    #[test]
+    fn new_unchecked_preserves_fields() {
+        let tick = DerivativesTick::new_unchecked(
+            -1.0, -2.0, -3.0, -4.0, -5.0, -6.0, -7.0, -8.0, -9.0, -10.0, -11.0, 7,
+        );
+        assert_eq!(tick.funding_rate, -1.0);
+        assert_eq!(tick.mark_price, -2.0);
+        assert_eq!(tick.short_liquidation, -11.0);
+        assert_eq!(tick.timestamp, 7);
+    }
+}

crates/wickra-core/src/error.rs

@@ -31,6 +31,42 @@ pub enum Error {
     /// A multiplier or factor must be strictly positive.
     #[error("multiplier must be greater than zero")]
     NonPositiveMultiplier,
+
+    /// An order-book snapshot whose levels do not satisfy the book invariants
+    /// (e.g. a crossed book, non-finite price, negative size, or mis-sorted
+    /// levels) was provided. Order books are a microstructure input distinct
+    /// from candles and ticks, so they surface as their own variant.
+    #[error("invalid order book: {message}")]
+    InvalidOrderBook { message: &'static str },
+
+    /// A trade whose components do not satisfy the trade invariants (e.g.
+    /// non-finite price or negative size) was provided.
+    #[error("invalid trade: {message}")]
+    InvalidTrade { message: &'static str },
+
+    /// A derivatives tick whose components do not satisfy the tick invariants
+    /// (e.g. a non-positive price, a non-finite funding rate, or a negative
+    /// size/volume/liquidation) was provided. Derivatives ticks (funding /
+    /// open-interest / liquidation feeds) are a perpetual-futures input
+    /// distinct from candles, order books and trades, so they surface as their
+    /// own variant.
+    #[error("invalid derivatives tick: {message}")]
+    InvalidDerivatives { message: &'static str },
+
+    /// A market-breadth cross-section whose members do not satisfy the
+    /// cross-section invariants (an empty universe, a non-finite change, or a
+    /// negative / non-finite volume) was provided. A cross-section is a
+    /// breadth input distinct from candles, ticks, order books and trades, so
+    /// it surfaces as its own variant.
+    #[error("invalid cross-section: {message}")]
+    InvalidCrossSection { message: &'static str },
+
+    /// A real-valued configuration parameter was outside its admissible range
+    /// (e.g. a non-positive standard-deviation multiplier, or a Kalman filter
+    /// covariance that is not strictly positive). This is the floating-point
+    /// analogue of [`Error::InvalidPeriod`], which only covers integer windows.
+    #[error("invalid parameter: {message}")]
+    InvalidParameter { message: &'static str },
 }
 
 /// Convenience alias for `Result<T, wickra_core::Error>`.

crates/wickra-core/src/indicators/abandoned_baby.rs

@@ -0,0 +1,247 @@
+//! Abandoned Baby candlestick pattern.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Abandoned Baby — a strong 3-bar reversal where a doji is "abandoned" by price
+/// gaps on both sides, isolating it from the candles before and after.
+///
+/// ```text
+/// tol           = tolerance * max(|bar2.open|, |bar2.close|)
+/// bar2 doji                                   (|bar2.close − bar2.open| <= tol)
+///
+/// bullish  (+1.0): bar1 red, bar2 gaps fully below bar1 (bar2.high < bar1.low),
+///                  bar3 green and gaps fully above bar2 (bar3.low > bar2.high)
+/// bearish  (−1.0): bar1 green, bar2 gaps fully above bar1 (bar2.low > bar1.high),
+///                  bar3 red and gaps fully below bar2 (bar3.high < bar2.low)
+/// ```
+///
+/// Output is `0.0` otherwise. The first two bars always return `0.0` because the
+/// three-bar window is not yet filled. `tolerance` defaults to `0.001` (10 bps
+/// relative) and bounds how flat the middle candle must be to count as a doji; it
+/// must lie in `[0, 1)`. Pattern-shape check only — no trend filter is applied;
+/// combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AbandonedBaby, Candle, Indicator};
+///
+/// let mut indicator = AbandonedBaby::new();
+/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(13.0, 13.1, 12.9, 13.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(16.0, 18.1, 15.9, 18.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone)]
+pub struct AbandonedBaby {
+    tolerance: f64,
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Default for AbandonedBaby {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl AbandonedBaby {
+    /// Construct a detector with the default relative doji tolerance (1e-3).
+    pub const fn new() -> Self {
+        Self {
+            tolerance: 0.001,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+
+    /// Construct a detector with a custom relative doji tolerance.
+    ///
+    /// `tolerance` must lie in `[0, 1)`.
+    pub fn with_tolerance(tolerance: f64) -> Result<Self> {
+        if !(0.0..1.0).contains(&tolerance) {
+            return Err(Error::InvalidPeriod {
+                message: "abandoned baby tolerance must lie in [0, 1)",
+            });
+        }
+        Ok(Self {
+            tolerance,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        })
+    }
+
+    /// Configured relative doji tolerance.
+    pub fn tolerance(&self) -> f64 {
+        self.tolerance
+    }
+}
+
+impl Indicator for AbandonedBaby {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let pp = self.prev_prev;
+        let p = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (pp, p) else {
+            return Some(0.0);
+        };
+        let tol = self.tolerance * bar2.open.abs().max(bar2.close.abs());
+        let bar2_is_doji = (bar2.close - bar2.open).abs() <= tol;
+        if !bar2_is_doji {
+            return Some(0.0);
+        }
+        // Bullish: red bar1, doji gaps below, green bar3 gaps above.
+        if bar1.close < bar1.open
+            && bar2.high < bar1.low
+            && candle.close > candle.open
+            && candle.low > bar2.high
+        {
+            return Some(1.0);
+        }
+        // Bearish: green bar1, doji gaps above, red bar3 gaps below.
+        if bar1.close > bar1.open
+            && bar2.low > bar1.high
+            && candle.close < candle.open
+            && candle.high < bar2.low
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AbandonedBaby"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_tolerance() {
+        assert!(AbandonedBaby::with_tolerance(-0.01).is_err());
+        assert!(AbandonedBaby::with_tolerance(1.0).is_err());
+    }
+
+    #[test]
+    fn accepts_valid_tolerance() {
+        let t = AbandonedBaby::with_tolerance(0.0).unwrap();
+        assert!((t.tolerance() - 0.0).abs() < 1e-12);
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = AbandonedBaby::default();
+        assert_eq!(t.name(), "AbandonedBaby");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+        assert!((t.tolerance() - 0.001).abs() < 1e-12);
+    }
+
+    #[test]
+    fn bullish_abandoned_baby_is_plus_one() {
+        let mut t = AbandonedBaby::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_abandoned_baby_is_minus_one() {
+        let mut t = AbandonedBaby::new();
+        assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(22.0, 22.1, 21.9, 22.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(19.0, 19.1, 16.9, 17.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn middle_not_doji_yields_zero() {
+        let mut t = AbandonedBaby::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        // Middle bar has a wide body -> not a doji.
+        assert_eq!(t.update(c(13.0, 14.0, 11.0, 11.5, 1)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn no_gap_yields_zero() {
+        let mut t = AbandonedBaby::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        // Doji overlaps bar1's range -> no gap.
+        assert_eq!(t.update(c(15.0, 15.1, 14.9, 15.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = AbandonedBaby::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + (i as f64 * 0.3).sin() * 5.0;
+                c(base, base + 1.0, base - 1.0, base + 0.5, i)
+            })
+            .collect();
+        let mut a = AbandonedBaby::new();
+        let mut b = AbandonedBaby::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = AbandonedBaby::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(13.0, 13.1, 12.9, 13.0, 1));
+        t.update(c(16.0, 18.1, 15.9, 18.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+    }
+}

crates/wickra-core/src/indicators/abcd.rs

@@ -0,0 +1,154 @@
+//! AB=CD harmonic pattern.
+
+use crate::indicators::pattern_swing::{approx_equal, ratios_in, SwingTracker, SWING_THRESHOLD};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C
+/// retracement, and a C→D leg that mirrors A→B in length:
+///
+/// ```text
+/// BC / AB ∈ [0.382, 0.886]   (C retraces AB)
+/// CD / BC ∈ [1.13, 2.618]    (D extends BC)
+/// AB ≈ CD (within 10%)        (the two legs are equal — the defining symmetry)
+/// ```
+///
+/// Read from the last four confirmed pivots `A-B-C-D`. Output is `+1.0`
+/// (bullish, D a swing low), `-1.0` (bearish, D a swing high), or `0.0`; never
+/// `None`. See `crates/wickra-core/src/indicators/abcd.rs`.
+#[derive(Debug, Clone)]
+pub struct Abcd {
+    swing: SwingTracker,
+    has_emitted: bool,
+}
+
+impl Abcd {
+    /// Construct a new AB=CD detector.
+    pub const fn new() -> Self {
+        Self {
+            swing: SwingTracker::new(SWING_THRESHOLD, 4),
+            has_emitted: false,
+        }
+    }
+}
+
+impl Default for Abcd {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl Indicator for Abcd {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        if !self.swing.update(candle) {
+            return Some(0.0);
+        }
+        let pivots = self.swing.pivots();
+        if pivots.len() < 4 {
+            return Some(0.0);
+        }
+        let len = pivots.len();
+        let pa = pivots[len - 4];
+        let pb = pivots[len - 3];
+        let pc = pivots[len - 2];
+        let pd = pivots[len - 1];
+        let ab = (pb.price - pa.price).abs();
+        let bc = (pc.price - pb.price).abs();
+        let cd = (pd.price - pc.price).abs();
+        let ratios_ok = ratios_in(&[(bc / ab, 0.382, 0.886), (cd / bc, 1.13, 2.618)]);
+        let legs_equal = approx_equal(ab, cd, 0.10);
+        if ratios_ok && legs_equal {
+            return Some(if pd.direction < 0.0 { 1.0 } else { -1.0 });
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.swing.reset();
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        5
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Abcd"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::indicators::pattern_swing::candles_for_pivots;
+    use crate::traits::BatchExt;
+
+    fn run(pivots: &[f64]) -> Vec<f64> {
+        let mut indicator = Abcd::new();
+        candles_for_pivots(pivots)
+            .into_iter()
+            .map(|c| indicator.update(c).unwrap())
+            .collect()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let indicator = Abcd::new();
+        assert_eq!(indicator.name(), "Abcd");
+        assert_eq!(indicator.warmup_period(), 5);
+        assert!(!indicator.is_ready());
+        assert!(!Abcd::default().is_ready());
+    }
+
+    #[test]
+    fn bullish_abcd_is_plus_one() {
+        // AB = 40 down, BC = 24.7 up (0.618), CD = 40 down → AB = CD.
+        let out = run(&[140.0, 100.0, 124.7, 84.7]);
+        assert_eq!(*out.last().unwrap(), 1.0);
+        assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
+    }
+
+    #[test]
+    fn bearish_abcd_is_minus_one() {
+        let out = run(&[150.0, 100.0, 140.0, 115.3, 155.3]);
+        assert_eq!(*out.last().unwrap(), -1.0);
+    }
+
+    #[test]
+    fn unequal_legs_do_not_trigger() {
+        // CD (82) far longer than AB (40) → not an AB=CD.
+        let out = run(&[150.0, 100.0, 140.0, 118.0, 200.0]);
+        assert_eq!(*out.last().unwrap(), 0.0);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut indicator = Abcd::new();
+        for c in candles_for_pivots(&[140.0, 100.0, 124.7]) {
+            let _ = indicator.update(c);
+        }
+        indicator.reset();
+        assert!(!indicator.is_ready());
+        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
+        assert_eq!(indicator.update(c), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles = candles_for_pivots(&[140.0, 100.0, 124.7, 84.7]);
+        let mut a = Abcd::new();
+        let mut b = Abcd::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+}

crates/wickra-core/src/indicators/absolute_breadth_index.rs

@@ -0,0 +1,144 @@
+//! Absolute Breadth Index — the magnitude of net advancing-minus-declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Absolute Breadth Index (ABI) — the absolute value of net advancing issues,
+/// `|advancers - decliners|`.
+///
+/// The ABI ignores the *direction* of breadth and measures only its *magnitude*:
+/// a high reading means the universe moved decisively one way or the other (high
+/// internal activity / volatility), while a low reading means advances and
+/// declines were nearly balanced (a quiet, directionless market). It is sometimes
+/// called a "market thermometer" because elevated readings often cluster around
+/// turning points.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AbsoluteBreadthIndex, CrossSection, Indicator, Member};
+///
+/// let mut abi = AbsoluteBreadthIndex::new();
+/// // 2 advancers, 5 decliners -> |2 - 5| = 3.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(abi.update(tick), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AbsoluteBreadthIndex {
+    has_emitted: bool,
+}
+
+impl AbsoluteBreadthIndex {
+    /// Construct a new Absolute Breadth Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for AbsoluteBreadthIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancers() as f64 - section.decliners() as f64;
+        self.has_emitted = true;
+        Some(net.abs())
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AbsoluteBreadthIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.name(), "AbsoluteBreadthIndex");
+        assert_eq!(abi.warmup_period(), 1);
+        assert!(!abi.is_ready());
+    }
+
+    #[test]
+    fn magnitude_ignores_direction() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.update(section(2, 5)), Some(3.0));
+        // Same magnitude with the direction reversed.
+        let mut abi2 = AbsoluteBreadthIndex::new();
+        assert_eq!(abi2.update(section(5, 2)), Some(3.0));
+    }
+
+    #[test]
+    fn balanced_universe_yields_zero() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.update(section(3, 3)), Some(0.0));
+        assert!(abi.is_ready());
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        abi.update(section(2, 5));
+        assert!(abi.is_ready());
+        abi.reset();
+        assert!(!abi.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(2, 5), section(5, 2), section(3, 3)];
+        let mut a = AbsoluteBreadthIndex::new();
+        let mut b = AbsoluteBreadthIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}

crates/wickra-core/src/indicators/acceleration_bands.rs

@@ -0,0 +1,277 @@
+//! Acceleration Bands (Price Headley).
+
+use crate::error::{Error, Result};
+use crate::indicators::sma::Sma;
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Acceleration Bands output: SMA of close with momentum-biased envelopes
+/// driven by the bar's high/low geometry.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct AccelerationBandsOutput {
+    /// Upper band: SMA of `high · (1 + factor · (high − low) / (high + low))`.
+    pub upper: f64,
+    /// Middle band: SMA of close.
+    pub middle: f64,
+    /// Lower band: SMA of `low · (1 − factor · (high − low) / (high + low))`.
+    pub lower: f64,
+}
+
+/// Acceleration Bands (Price Headley): SMA-smoothed bands that widen with each
+/// bar's relative range `(high − low) / (high + low)`.
+///
+/// ```text
+/// ratio  = (high − low) / (high + low)
+/// raw_up = high · (1 + factor · ratio)
+/// raw_lo = low  · (1 − factor · ratio)
+/// upper  = SMA(raw_up, period)
+/// middle = SMA(close,  period)
+/// lower  = SMA(raw_lo, period)
+/// ```
+///
+/// Headley's reference parameters are `period = 20`, `factor = 0.001` for
+/// intraday equity markets — the geometric `ratio` term tends to scale on
+/// fractional moves, so the literal `factor` is small. The bands compress in
+/// quiet markets and flare on impulsive bars, making them a momentum-biased
+/// alternative to the volatility-driven Bollinger or Keltner envelopes.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AccelerationBands, Candle, Indicator};
+///
+/// let mut indicator = AccelerationBands::new(20, 0.001).unwrap();
+/// let mut last = None;
+/// for i in 0..40 {
+///     let base = 100.0 + f64::from(i);
+///     let candle =
+///         Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
+///     last = indicator.update(candle);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone)]
+pub struct AccelerationBands {
+    upper_sma: Sma,
+    middle_sma: Sma,
+    lower_sma: Sma,
+    factor: f64,
+    period: usize,
+}
+
+impl AccelerationBands {
+    /// Construct a new Acceleration Bands indicator.
+    ///
+    /// # Errors
+    /// Returns [`Error::PeriodZero`] if `period == 0` and
+    /// [`Error::NonPositiveMultiplier`] if `factor` is not strictly positive
+    /// and finite.
+    pub fn new(period: usize, factor: f64) -> Result<Self> {
+        if !factor.is_finite() || factor <= 0.0 {
+            return Err(Error::NonPositiveMultiplier);
+        }
+        Ok(Self {
+            upper_sma: Sma::new(period)?,
+            middle_sma: Sma::new(period)?,
+            lower_sma: Sma::new(period)?,
+            factor,
+            period,
+        })
+    }
+
+    /// Headley's classic configuration: `period = 20`, `factor = 0.001`.
+    pub fn classic() -> Self {
+        Self::new(20, 0.001).expect("classic Acceleration Bands parameters are valid")
+    }
+
+    /// Configured `(period, factor)`.
+    pub const fn parameters(&self) -> (usize, f64) {
+        (self.period, self.factor)
+    }
+}
+
+impl Indicator for AccelerationBands {
+    type Input = Candle;
+    type Output = AccelerationBandsOutput;
+
+    fn update(&mut self, candle: Candle) -> Option<AccelerationBandsOutput> {
+        // (high + low) == 0 is geometrically impossible for valid OHLC
+        // (high >= low and a zero-sum requires both equal to 0, which would
+        // make the bar degenerate). Guard anyway so a hypothetical zero-price
+        // bar collapses the ratio to zero rather than emitting NaN.
+        let sum_hl = candle.high + candle.low;
+        let ratio = if sum_hl == 0.0 {
+            0.0
+        } else {
+            (candle.high - candle.low) / sum_hl
+        };
+        let raw_up = candle.high * self.factor.mul_add(ratio, 1.0);
+        let raw_lo = candle.low * (-self.factor).mul_add(ratio, 1.0);
+
+        // Feed all three SMAs unconditionally so they warm up in lock-step.
+        let upper = self.upper_sma.update(raw_up);
+        let middle = self.middle_sma.update(candle.close);
+        let lower = self.lower_sma.update(raw_lo);
+        let (upper, middle, lower) = (upper?, middle?, lower?);
+        Some(AccelerationBandsOutput {
+            upper,
+            middle,
+            lower,
+        })
+    }
+
+    fn reset(&mut self) {
+        self.upper_sma.reset();
+        self.middle_sma.reset();
+        self.lower_sma.reset();
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.period
+    }
+
+    fn is_ready(&self) -> bool {
+        self.middle_sma.is_ready()
+    }
+
+    fn name(&self) -> &'static str {
+        "AccelerationBands"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    fn c(h: f64, l: f64, cl: f64) -> Candle {
+        Candle::new(cl, h, l, cl, 1.0, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_zero_period() {
+        assert!(matches!(
+            AccelerationBands::new(0, 0.001),
+            Err(Error::PeriodZero)
+        ));
+    }
+
+    #[test]
+    fn rejects_non_positive_factor() {
+        assert!(matches!(
+            AccelerationBands::new(20, 0.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            AccelerationBands::new(20, -1.0),
+            Err(Error::NonPositiveMultiplier)
+        ));
+        assert!(matches!(
+            AccelerationBands::new(20, f64::NAN),
+            Err(Error::NonPositiveMultiplier)
+        ));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let ab = AccelerationBands::classic();
+        let (p, f) = ab.parameters();
+        assert_eq!(p, 20);
+        assert_relative_eq!(f, 0.001, epsilon = 1e-12);
+        assert_eq!(ab.warmup_period(), 20);
+        assert_eq!(ab.name(), "AccelerationBands");
+    }
+
+    #[test]
+    fn flat_market_collapses_to_constant() {
+        // high == low so the ratio term is zero; all three SMAs converge to
+        // the same constant.
+        let candles: Vec<Candle> = (0..30).map(|_| c(10.0, 10.0, 10.0)).collect();
+        let mut ab = AccelerationBands::new(5, 0.5).unwrap();
+        let last = ab.batch(&candles).into_iter().flatten().last().unwrap();
+        assert_relative_eq!(last.middle, 10.0, epsilon = 1e-9);
+        assert_relative_eq!(last.upper, 10.0, epsilon = 1e-9);
+        assert_relative_eq!(last.lower, 10.0, epsilon = 1e-9);
+    }
+
+    #[test]
+    fn warmup_returns_none() {
+        let mut ab = AccelerationBands::new(5, 0.001).unwrap();
+        for i in 0..4 {
+            let base = 100.0 + f64::from(i);
+            assert!(ab.update(c(base + 1.0, base - 1.0, base)).is_none());
+        }
+        assert!(ab.update(c(105.0, 103.0, 104.0)).is_some());
+    }
+
+    #[test]
+    fn upper_above_middle_above_lower() {
+        let candles: Vec<Candle> = (0..50)
+            .map(|i| {
+                let m = 100.0 + (f64::from(i) * 0.2).sin() * 5.0;
+                c(m + 1.0, m - 1.0, m)
+            })
+            .collect();
+        let mut ab = AccelerationBands::new(20, 0.5).unwrap();
+        for o in ab.batch(&candles).into_iter().flatten() {
+            assert!(o.upper >= o.middle, "{} < {}", o.upper, o.middle);
+            assert!(o.middle >= o.lower, "{} < {}", o.middle, o.lower);
+        }
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| c(f64::from(i) + 2.0, f64::from(i), f64::from(i) + 1.0))
+            .collect();
+        let mut a = AccelerationBands::new(10, 0.5).unwrap();
+        let mut b = AccelerationBands::new(10, 0.5).unwrap();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let candles: Vec<Candle> = (0..10)
+            .map(|i| c(f64::from(i) + 2.0, f64::from(i), f64::from(i) + 1.0))
+            .collect();
+        let mut ab = AccelerationBands::new(5, 0.5).unwrap();
+        ab.batch(&candles);
+        assert!(ab.is_ready());
+        ab.reset();
+        assert!(!ab.is_ready());
+        assert_eq!(ab.update(candles[0]), None);
+    }
+
+    #[test]
+    fn zero_price_candle_collapses_ratio_to_zero() {
+        // `high + low == 0` is geometrically only reachable with a fully-zero
+        // bar (high >= low and both non-negative for a real market, but
+        // `Candle::new` accepts the degenerate `(0, 0, 0, 0)` case). The
+        // ratio guard must fire and the bands all collapse to zero.
+        let zero = Candle::new(0.0, 0.0, 0.0, 0.0, 1.0, 0).unwrap();
+        let mut ab = AccelerationBands::new(1, 0.5).unwrap();
+        let v = ab.update(zero).unwrap();
+        assert_relative_eq!(v.upper, 0.0, epsilon = 1e-12);
+        assert_relative_eq!(v.middle, 0.0, epsilon = 1e-12);
+        assert_relative_eq!(v.lower, 0.0, epsilon = 1e-12);
+    }
+
+    /// Hand-computed reference. Single bar with `high = 12`, `low = 8`,
+    /// `close = 10`, `factor = 0.5`, `period = 1`.
+    /// `ratio  = (12 − 8) / (12 + 8) = 0.2`
+    /// `raw_up = 12 · (1 + 0.5 · 0.2) = 12 · 1.1 = 13.2`
+    /// `raw_lo = 8  · (1 − 0.5 · 0.2) = 8  · 0.9 = 7.2`
+    /// `middle = SMA(close, 1) = 10`
+    #[test]
+    fn reference_value_single_bar() {
+        let mut ab = AccelerationBands::new(1, 0.5).unwrap();
+        let v = ab.update(c(12.0, 8.0, 10.0)).unwrap();
+        assert_relative_eq!(v.upper, 13.2, epsilon = 1e-12);
+        assert_relative_eq!(v.middle, 10.0, epsilon = 1e-12);
+        assert_relative_eq!(v.lower, 7.2, epsilon = 1e-12);
+    }
+}

crates/wickra-core/src/indicators/accelerator_oscillator.rs

@@ -165,6 +165,16 @@ mod tests {
         assert!(AcceleratorOscillator::new(34, 5, 5).is_err());
     }
 
+    /// Cover the const accessor `params` (69-71) and the Indicator-impl
+    /// `name` body (99-101). Existing tests inspect numeric output but
+    /// never query the metadata.
+    #[test]
+    fn accessors_and_metadata() {
+        let ac = AcceleratorOscillator::classic();
+        assert_eq!(ac.params(), (5, 34, 5));
+        assert_eq!(ac.name(), "AcceleratorOscillator");
+    }
+
     #[test]
     fn reset_clears_state() {
         let candles: Vec<Candle> = (0..60).map(|i| c(11.0, 9.0, 10.0, i)).collect();

crates/wickra-core/src/indicators/ad_oscillator.rs

@@ -0,0 +1,220 @@
+//! Williams Accumulation/Distribution.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Larry Williams' Accumulation/Distribution — a cumulative volume-less price
+/// flow that classifies each bar as accumulation or distribution based on its
+/// close relative to the previous close, then sums the directional component.
+///
+/// Williams' definition (1972) uses a *true* high/low that includes the prior
+/// close as an anchor — the same idea that motivates true range:
+///
+/// ```text
+/// TR_h_t = max(close_{t−1}, high_t)
+/// TR_l_t = min(close_{t−1}, low_t)
+/// AD_t   = AD_{t−1} + (close_t − TR_l_t)   if close_t > close_{t−1}   (accumulation)
+/// AD_t   = AD_{t−1} + (close_t − TR_h_t)   if close_t < close_{t−1}   (distribution)
+/// AD_t   = AD_{t−1}                        if close_t == close_{t−1}  (no change)
+/// ```
+///
+/// Unlike Chaikin's Accumulation/Distribution Line, the Williams A/D ignores
+/// volume entirely — Williams argued that the relative position of the close
+/// already encodes the day's "true" buying or selling pressure. The series is
+/// unbounded and used primarily for divergence analysis. The first candle only
+/// seeds the previous close; the first emission lands at bar 2.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Indicator, AdOscillator};
+///
+/// let mut indicator = AdOscillator::new();
+/// let mut last = None;
+/// for i in 0..80 {
+///     let base = 100.0 + f64::from(i);
+///     let candle =
+///         Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
+///     last = indicator.update(candle);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdOscillator {
+    prev_close: Option<f64>,
+    total: f64,
+    has_emitted: bool,
+}
+
+impl AdOscillator {
+    /// Construct a new Williams A/D starting at zero.
+    pub const fn new() -> Self {
+        Self {
+            prev_close: None,
+            total: 0.0,
+            has_emitted: false,
+        }
+    }
+
+    /// Current cumulative value if at least one emission has happened.
+    pub const fn value(&self) -> Option<f64> {
+        if self.has_emitted {
+            Some(self.total)
+        } else {
+            None
+        }
+    }
+}
+
+impl Indicator for AdOscillator {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        let Some(prev) = self.prev_close else {
+            // The first bar only establishes the previous close anchor.
+            self.prev_close = Some(candle.close);
+            return None;
+        };
+        let delta = if candle.close > prev {
+            // Accumulation: distance from the true low.
+            let tr_l = prev.min(candle.low);
+            candle.close - tr_l
+        } else if candle.close < prev {
+            // Distribution: distance from the true high (negative).
+            let tr_h = prev.max(candle.high);
+            candle.close - tr_h
+        } else {
+            // Unchanged close contributes nothing.
+            0.0
+        };
+        self.total += delta;
+        self.prev_close = Some(candle.close);
+        self.has_emitted = true;
+        Some(self.total)
+    }
+
+    fn reset(&mut self) {
+        self.prev_close = None;
+        self.total = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        // One seed bar; the second bar is the first emission.
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "WilliamsAD"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 100.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let ad = AdOscillator::new();
+        assert_eq!(ad.name(), "WilliamsAD");
+        assert_eq!(ad.warmup_period(), 2);
+        assert_eq!(ad.value(), None);
+    }
+
+    #[test]
+    fn value_returns_total_after_first_emission() {
+        let mut ad = AdOscillator::new();
+        ad.update(c(10.0, 11.0, 9.0, 10.0, 0));
+        let v = ad.update(c(11.0, 13.0, 8.0, 12.0, 1)).unwrap();
+        assert_relative_eq!(ad.value().unwrap(), v, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn first_bar_only_seeds() {
+        let mut ad = AdOscillator::new();
+        assert_eq!(ad.update(c(10.0, 11.0, 9.0, 10.0, 0)), None);
+        assert!(!ad.is_ready());
+    }
+
+    #[test]
+    fn accumulation_adds_distance_from_true_low() {
+        // prev close = 10, today low = 8, today close = 12 (up day).
+        //   TR_l = min(10, 8) = 8, delta = 12 - 8 = 4. AD = 0 + 4 = 4.
+        let mut ad = AdOscillator::new();
+        ad.update(c(10.0, 11.0, 9.0, 10.0, 0));
+        let v = ad.update(c(11.0, 13.0, 8.0, 12.0, 1)).unwrap();
+        assert_relative_eq!(v, 4.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn distribution_adds_distance_from_true_high() {
+        // prev close = 10, today high = 11, today close = 7 (down day).
+        //   TR_h = max(10, 11) = 11, delta = 7 - 11 = -4. AD = -4.
+        let mut ad = AdOscillator::new();
+        ad.update(c(10.0, 11.0, 9.0, 10.0, 0));
+        let v = ad.update(c(10.0, 11.0, 7.0, 7.0, 1)).unwrap();
+        assert_relative_eq!(v, -4.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn unchanged_close_keeps_total() {
+        // close equals prev close -> no contribution.
+        let mut ad = AdOscillator::new();
+        ad.update(c(10.0, 11.0, 9.0, 10.0, 0));
+        let v = ad.update(c(10.0, 12.0, 8.0, 10.0, 1)).unwrap();
+        assert_relative_eq!(v, 0.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn constant_series_yields_zero() {
+        // Every close equals the previous -> AD stays at zero forever.
+        let candles: Vec<Candle> = (0..40).map(|i| c(10.0, 11.0, 9.0, 10.0, i)).collect();
+        let mut ad = AdOscillator::new();
+        for v in ad.batch(&candles).into_iter().flatten() {
+            assert_relative_eq!(v, 0.0, epsilon = 1e-12);
+        }
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..80i64)
+            .map(|i| {
+                let f = i as f64;
+                let mid = 100.0 + (f * 0.3).sin() * 5.0;
+                c(mid, mid + 2.0, mid - 2.0, mid + 0.5, i)
+            })
+            .collect();
+        let mut a = AdOscillator::new();
+        let mut b = AdOscillator::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut ad = AdOscillator::new();
+        ad.batch(&[
+            c(10.0, 11.0, 9.0, 10.0, 0),
+            c(10.0, 12.0, 9.0, 11.0, 1),
+            c(11.0, 13.0, 10.0, 12.0, 2),
+        ]);
+        assert!(ad.is_ready());
+        ad.reset();
+        assert!(!ad.is_ready());
+        assert_eq!(ad.value(), None);
+        assert_eq!(ad.update(c(10.0, 11.0, 9.0, 10.0, 3)), None);
+    }
+}

crates/wickra-core/src/indicators/ad_volume_line.rs

@@ -0,0 +1,157 @@
+//! Advance/Decline Volume Line — cumulative net advancing-minus-declining volume.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Advance/Decline Volume Line (AD Volume Line) — the running cumulative sum of
+/// net advancing volume across a universe.
+///
+/// On each [`CrossSection`] tick the net is `advancing volume - declining volume`,
+/// where advancing volume is the total volume of symbols with a positive change
+/// and declining volume the total volume of symbols with a negative change. The
+/// line accumulates this net over time, so a rising line means volume is flowing
+/// into advancing issues (healthy participation) while a falling line warns that
+/// declining issues are carrying the volume — the volume-weighted analogue of the
+/// plain Advance/Decline Line.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1` (defined from the
+/// first tick).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdVolumeLine, CrossSection, Indicator, Member};
+///
+/// let mut adv = AdVolumeLine::new();
+/// // advancing volume 150, declining volume 50 -> net +100.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 150.0, false, false),
+///         Member::new(-1.0, 50.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(adv.update(tick), Some(100.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdVolumeLine {
+    line: f64,
+    has_emitted: bool,
+}
+
+impl AdVolumeLine {
+    /// Construct a new Advance/Decline Volume Line indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            line: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for AdVolumeLine {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancing_volume() - section.declining_volume();
+        self.line += net;
+        self.has_emitted = true;
+        Some(self.line)
+    }
+
+    fn reset(&mut self) {
+        self.line = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdVolumeLine"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(items: &[(f64, f64)]) -> CrossSection {
+        CrossSection::new(
+            items
+                .iter()
+                .map(|&(change, volume)| Member::new(change, volume, false, false))
+                .collect(),
+            0,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let adv = AdVolumeLine::new();
+        assert_eq!(adv.name(), "AdVolumeLine");
+        assert_eq!(adv.warmup_period(), 1);
+        assert!(!adv.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_net_volume() {
+        let mut adv = AdVolumeLine::new();
+        assert_eq!(adv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(100.0));
+        assert!(adv.is_ready());
+    }
+
+    #[test]
+    fn line_accumulates_across_ticks() {
+        let mut adv = AdVolumeLine::new();
+        assert_eq!(adv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(100.0));
+        assert_eq!(adv.update(tick(&[(1.0, 60.0), (-1.0, 60.0)])), Some(100.0));
+        assert_eq!(adv.update(tick(&[(1.0, 30.0)])), Some(130.0));
+    }
+
+    #[test]
+    fn unchanged_volume_is_ignored() {
+        let mut adv = AdVolumeLine::new();
+        // Unchanged symbols (zero change) contribute to neither bucket.
+        assert_eq!(adv.update(tick(&[(0.0, 1000.0), (1.0, 10.0)])), Some(10.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut adv = AdVolumeLine::new();
+        adv.update(tick(&[(1.0, 100.0)]));
+        assert!(adv.is_ready());
+        adv.reset();
+        assert!(!adv.is_ready());
+        assert_eq!(adv.update(tick(&[(1.0, 20.0)])), Some(20.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            tick(&[(1.0, 150.0), (-1.0, 50.0)]),
+            tick(&[(1.0, 60.0), (-1.0, 60.0)]),
+            tick(&[(1.0, 30.0)]),
+        ];
+        let mut a = AdVolumeLine::new();
+        let mut b = AdVolumeLine::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}

crates/wickra-core/src/indicators/adaptive_cycle.rs

@@ -0,0 +1,143 @@
+//! Ehlers Adaptive Cycle period estimator (for adaptive oscillators).
+
+use crate::indicators::hilbert_dominant_cycle::HilbertDominantCycle;
+use crate::traits::Indicator;
+
+/// Ehlers' Adaptive Cycle Indicator.
+///
+/// Returns half the current dominant cycle period — the "best" lookback for
+/// downstream oscillators like an adaptive RSI or adaptive Stochastic, per
+/// Ehlers' *Cycle Analytics for Traders* (2013, ch. 11). Halving accounts for
+/// the fact that an oscillator over a half-cycle captures the full peak-to-
+/// trough swing without aliasing.
+///
+/// The output is rounded to an integer-valued `f64` and clamped to `[3, 25]`,
+/// matching the typical operating range of period-adaptive oscillators.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Indicator, AdaptiveCycle};
+///
+/// let mut ac = AdaptiveCycle::new();
+/// let mut last = None;
+/// for i in 0..200 {
+///     last = ac.update(100.0 + (f64::from(i) * 0.4).sin() * 5.0);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdaptiveCycle {
+    cycle: HilbertDominantCycle,
+    last_value: Option<f64>,
+}
+
+impl AdaptiveCycle {
+    /// Construct a new adaptive cycle estimator.
+    pub fn new() -> Self {
+        Self::default()
+    }
+
+    /// Current adaptive period if available.
+    pub const fn value(&self) -> Option<f64> {
+        self.last_value
+    }
+}
+
+impl Indicator for AdaptiveCycle {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        let period = self.cycle.update(input)?;
+        let half = (period * 0.5).round().clamp(3.0, 25.0);
+        self.last_value = Some(half);
+        Some(half)
+    }
+
+    fn reset(&mut self) {
+        self.cycle.reset();
+        self.last_value = None;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.cycle.warmup_period()
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last_value.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "AdaptiveCycle"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    #[test]
+    fn accessors_and_metadata() {
+        let mut ac = AdaptiveCycle::new();
+        assert_eq!(ac.warmup_period(), 50);
+        assert_eq!(ac.name(), "AdaptiveCycle");
+        assert!(!ac.is_ready());
+        assert!(ac.value().is_none());
+        let prices: Vec<f64> = (0..120)
+            .map(|i| 100.0 + (f64::from(i) * 0.4).sin() * 5.0)
+            .collect();
+        ac.batch(&prices);
+        assert!(ac.is_ready());
+        assert!(ac.value().is_some());
+    }
+
+    #[test]
+    fn output_within_clamp_band() {
+        let prices: Vec<f64> = (0..200)
+            .map(|i| 100.0 + (f64::from(i) * 0.5).sin() * 5.0)
+            .collect();
+        let mut ac = AdaptiveCycle::new();
+        for v in ac.batch(&prices).into_iter().flatten() {
+            assert!((3.0..=25.0).contains(&v), "period {v} out of band");
+            assert_eq!(v, v.round(), "expected integer-valued output");
+        }
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (0..200)
+            .map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 5.0)
+            .collect();
+        let mut a = AdaptiveCycle::new();
+        let mut b = AdaptiveCycle::new();
+        let batch = a.batch(&prices);
+        let streamed: Vec<_> = prices.iter().map(|p| b.update(*p)).collect();
+        assert_eq!(batch, streamed);
+    }
+
+    #[test]
+    fn ignores_non_finite_input() {
+        let mut ac = AdaptiveCycle::new();
+        let prices: Vec<f64> = (0..120)
+            .map(|i| 100.0 + (f64::from(i) * 0.4).sin() * 5.0)
+            .collect();
+        ac.batch(&prices);
+        let before = ac.value();
+        assert!(before.is_some());
+        assert_eq!(ac.update(f64::NAN), before);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut ac = AdaptiveCycle::new();
+        let prices: Vec<f64> = (0..120)
+            .map(|i| 100.0 + (f64::from(i) * 0.4).sin() * 5.0)
+            .collect();
+        ac.batch(&prices);
+        assert!(ac.is_ready());
+        ac.reset();
+        assert!(!ac.is_ready());
+    }
+}

crates/wickra-core/src/indicators/adl.rs

@@ -127,6 +127,14 @@ mod tests {
         assert!(adl.update(candle(8.0, 10.0, 8.0, 9.0, 50.0, 0)).is_some());
     }
 
+    /// Cover the Indicator-impl `name` body (94-96). The other accessors
+    /// are exercised by existing tests; `name` was never queried.
+    #[test]
+    fn accessors_and_metadata() {
+        let adl = Adl::new();
+        assert_eq!(adl.name(), "ADL");
+    }
+
     #[test]
     fn close_at_high_accumulates_full_volume() {
         // Every bar closes at its high: MFM = +1, so ADL grows by `volume`.

crates/wickra-core/src/indicators/advance_block.rs

@@ -0,0 +1,192 @@
+//! Advance Block candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Advance Block — a 3-bar bearish warning: three green candles still pushing to
+/// higher closes, but visibly running out of steam — each real body shrinks while
+/// the upper shadows lengthen, hinting the advance is about to stall.
+///
+/// ```text
+/// all three green & higher closes
+/// each opens inside the prior body
+/// shrinking bodies   (body3 < body2 < body1)
+/// upper shadow of bar3 >= upper shadow of bar2 and bar3 has an upper shadow
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Advance Block
+/// is a single-direction (bearish-only) warning, so it never emits `+1.0`. The
+/// first two bars always return `0.0` because the three-bar window is not yet
+/// filled. Pattern-shape check only — no trend filter is applied; combine with a
+/// trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdvanceBlock, Candle, Indicator};
+///
+/// let mut indicator = AdvanceBlock::new();
+/// indicator.update(Candle::new(10.0, 13.1, 9.9, 13.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(12.0, 14.3, 11.9, 14.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(13.5, 15.0, 13.4, 14.5, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdvanceBlock {
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl AdvanceBlock {
+    /// Construct a new Advance Block detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for AdvanceBlock {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let pp = self.prev_prev;
+        let p = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (pp, p) else {
+            return Some(0.0);
+        };
+        let body1 = bar1.close - bar1.open;
+        let body2 = bar2.close - bar2.open;
+        let body3 = candle.close - candle.open;
+        let upper2 = bar2.high - bar2.close;
+        let upper3 = candle.high - candle.close;
+        if bar1.close > bar1.open
+            && bar2.close > bar2.open
+            && candle.close > candle.open
+            && bar2.close > bar1.close
+            && candle.close > bar2.close
+            && bar2.open >= bar1.open
+            && bar2.open <= bar1.close
+            && candle.open >= bar2.open
+            && candle.open <= bar2.close
+            && body2 < body1
+            && body3 < body2
+            && upper3 >= upper2
+            && upper3 > 0.0
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdvanceBlock"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = AdvanceBlock::new();
+        assert_eq!(t.name(), "AdvanceBlock");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn advance_block_is_minus_one() {
+        let mut t = AdvanceBlock::new();
+        assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(13.5, 15.0, 13.4, 14.5, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn strong_advance_yields_zero() {
+        let mut t = AdvanceBlock::new();
+        // Bodies grow instead of shrinking -> a strong advance, not blocked.
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(10.5, 12.6, 10.4, 12.5, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.5, 14.1, 11.4, 14.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn no_upper_shadow_growth_yields_zero() {
+        let mut t = AdvanceBlock::new();
+        t.update(c(10.0, 13.1, 9.9, 13.0, 0));
+        t.update(c(12.0, 14.3, 11.9, 14.0, 1));
+        // bar3 shrinking body but no upper shadow -> not blocked.
+        assert_eq!(t.update(c(13.5, 14.5, 13.4, 14.5, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = AdvanceBlock::new();
+        assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 2.0, base - 0.2, base + 1.5, i)
+            })
+            .collect();
+        let mut a = AdvanceBlock::new();
+        let mut b = AdvanceBlock::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = AdvanceBlock::new();
+        t.update(c(10.0, 13.1, 9.9, 13.0, 0));
+        t.update(c(12.0, 14.3, 11.9, 14.0, 1));
+        t.update(c(13.5, 15.0, 13.4, 14.5, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
+    }
+}

crates/wickra-core/src/indicators/advance_decline.rs

@@ -0,0 +1,168 @@
+//! Advance/Decline Line — cumulative net advancing-minus-declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Advance/Decline Line (A/D Line) — the running cumulative sum of net advancing
+/// issues across a universe.
+///
+/// On each [`CrossSection`] tick the net breadth is `advancers - decliners`:
+/// the number of symbols with a positive price change minus the number with a
+/// negative change (unchanged symbols are ignored). The line accumulates this
+/// net value over time, so a rising line means advancers have persistently
+/// outnumbered decliners — broad participation — while a falling line warns that
+/// a rally is being carried by fewer and fewer names (a breadth divergence when
+/// the index itself is still rising).
+///
+/// `Input = CrossSection`, `Output = f64`. The line is defined from the very
+/// first tick, so `warmup_period == 1` and the indicator is ready after one
+/// update.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdvanceDecline, CrossSection, Indicator, Member};
+///
+/// let mut ad = AdvanceDecline::new();
+/// // 3 advancers, 1 decliner -> net +2.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(0.5, 10.0, false, false),
+///         Member::new(2.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(ad.update(tick), Some(2.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdvanceDecline {
+    line: f64,
+    has_emitted: bool,
+}
+
+impl AdvanceDecline {
+    /// Construct a new Advance/Decline Line indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            line: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for AdvanceDecline {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancers() as f64 - section.decliners() as f64;
+        self.line += net;
+        self.has_emitted = true;
+        Some(self.line)
+    }
+
+    fn reset(&mut self) {
+        self.line = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdvanceDecline"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    /// Build a cross-section with `up` advancers, `down` decliners and `flat`
+    /// unchanged symbols.
+    fn section(up: usize, down: usize, flat: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        for _ in 0..flat {
+            members.push(Member::new(0.0, 10.0, false, false));
+        }
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let ad = AdvanceDecline::new();
+        assert_eq!(ad.name(), "AdvanceDecline");
+        assert_eq!(ad.warmup_period(), 1);
+        assert!(!ad.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_net_breadth() {
+        let mut ad = AdvanceDecline::new();
+        assert_eq!(ad.update(section(3, 1, 0)), Some(2.0));
+        assert!(ad.is_ready());
+    }
+
+    #[test]
+    fn line_accumulates_across_ticks() {
+        let mut ad = AdvanceDecline::new();
+        assert_eq!(ad.update(section(3, 1, 0)), Some(2.0)); // +2 -> 2
+        assert_eq!(ad.update(section(1, 4, 0)), Some(-1.0)); // -3 -> -1
+        assert_eq!(ad.update(section(2, 0, 0)), Some(1.0)); // +2 -> 1
+    }
+
+    #[test]
+    fn unchanged_symbols_are_ignored() {
+        let mut ad = AdvanceDecline::new();
+        // 2 up, 2 down, 5 unchanged -> net 0, line stays flat.
+        assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
+        assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut ad = AdvanceDecline::new();
+        ad.update(section(5, 0, 0));
+        assert!(ad.is_ready());
+        ad.reset();
+        assert!(!ad.is_ready());
+        // Line restarts from zero, not from the pre-reset value.
+        assert_eq!(ad.update(section(1, 0, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            section(3, 1, 2),
+            section(1, 4, 0),
+            section(2, 2, 1),
+            section(5, 0, 3),
+        ];
+        let mut a = AdvanceDecline::new();
+        let mut b = AdvanceDecline::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}

crates/wickra-core/src/indicators/advance_decline_ratio.rs

@@ -0,0 +1,151 @@
+//! Advance/Decline Ratio — advancing issues divided by declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Advance/Decline Ratio (ADR) — the number of advancing symbols divided by the
+/// number of declining symbols across a universe.
+///
+/// On each [`CrossSection`] tick the ratio is `advancers / decliners`: a reading
+/// above one means advancing issues outnumber declining ones (broad strength),
+/// while a reading below one signals broad weakness. Because it is a ratio rather
+/// than a difference, the ADR is comparable across universes of different sizes.
+///
+/// When a tick has no declining symbols the denominator is floored to one, so the
+/// ratio degrades gracefully to the advancer count instead of dividing by zero.
+///
+/// `Input = CrossSection`, `Output = f64`. The ratio is defined from the first
+/// tick, so `warmup_period == 1` and the indicator is ready after one update.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdvanceDeclineRatio, CrossSection, Indicator, Member};
+///
+/// let mut adr = AdvanceDeclineRatio::new();
+/// // 3 advancers, 1 decliner -> ratio 3.0.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(0.5, 10.0, false, false),
+///         Member::new(2.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(adr.update(tick), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdvanceDeclineRatio {
+    has_emitted: bool,
+}
+
+impl AdvanceDeclineRatio {
+    /// Construct a new Advance/Decline Ratio indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for AdvanceDeclineRatio {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let advancers = section.advancers() as f64;
+        let decliners = section.decliners().max(1) as f64;
+        self.has_emitted = true;
+        Some(advancers / decliners)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdvanceDeclineRatio"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        // A non-empty unchanged member guarantees a valid universe when both
+        // counts are zero.
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.name(), "AdvanceDeclineRatio");
+        assert_eq!(adr.warmup_period(), 1);
+        assert!(!adr.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_ratio() {
+        let mut adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.update(section(3, 1)), Some(3.0));
+        assert!(adr.is_ready());
+    }
+
+    #[test]
+    fn zero_decliners_floors_denominator() {
+        let mut adr = AdvanceDeclineRatio::new();
+        // 4 advancers, 0 decliners -> 4 / max(0, 1) = 4.0.
+        assert_eq!(adr.update(section(4, 0)), Some(4.0));
+    }
+
+    #[test]
+    fn no_advancers_yields_zero() {
+        let mut adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.update(section(0, 5)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut adr = AdvanceDeclineRatio::new();
+        adr.update(section(3, 1));
+        assert!(adr.is_ready());
+        adr.reset();
+        assert!(!adr.is_ready());
+        assert_eq!(adr.update(section(2, 1)), Some(2.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(3, 1), section(4, 0), section(0, 5), section(2, 2)];
+        let mut a = AdvanceDeclineRatio::new();
+        let mut b = AdvanceDeclineRatio::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}