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Author SHA1 Message Date
kingchenc d0061c73b8 release: bump 0.7.6 -> 0.7.7 (#229)
Bumps the workspace to 0.7.7 to ship the Go binding.
2026-06-09 17:35:25 +02:00
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).
2026-06-09 17:33:37 +02:00
kingchenc fce26cf881 release: bump 0.7.5 -> 0.7.6 (#227)
Bumps the workspace to 0.7.6 to ship the C# (.NET) binding to NuGet.
2026-06-09 14:34:18 +02:00
kingchenc 91f6f67257 Add C# (.NET) binding over the C ABI hub (#226)
The first language stecker on the C ABI hub: a .NET binding exposing all 514
indicators as idiomatic `IDisposable` classes, generated from `wickra.h`.

## What's here

- **`bindings/csharp/`** — the `Wickra` .NET 8 package. `[LibraryImport]`
  source-generated P/Invoke (`NativeMethods.g.cs`) plus idiomatic wrappers
  (`Indicators.g.cs`), both generated from the committed `bindings/c/include/wickra.h`.
  The binding owns no indicator maths — it only marshals types across the C ABI.
- **Marshalling, verified end-to-end against the native library.** Opaque handles
  cross as `nint` kept alive per call via a `SafeHandle`; `bool` as
  `[MarshalAs(U1)]` (Rust `bool` is one byte); a self-correcting
  `DllImportResolver` validates the loaded library actually exports the Wickra
  ABI. Tests cover one representative per FFI archetype (scalar, candle, pairwise,
  multi-output, bars, profile, values-profile, order-book / array-input) plus
  exact Sma reference values.
- **NuGet packaging** — `dotnet pack` produces `Wickra.<version>.nupkg`; the
  release pipeline stages prebuilt native libraries under `runtimes/<rid>/native/`
  for six target triples (win/linux/osx × x64/arm64).
- **`examples/csharp/`** — nine examples mirroring `examples/c/`: streaming,
  backtest, multi_timeframe, parallel_assets, three strategies, and
  fetch_btcusdt + live_binance.
- **CI** — a `csharp` job on the three OSes builds the C ABI, tests the binding,
  and runs the offline examples. **Release** — a gated `csharp-publish` job packs
  and pushes to NuGet (gated on `NUGET_API_KEY`, independent of the GitHub-release
  job so a C# hiccup never blocks the C/C++ asset release).
- **Docs consistency wave** — README, CONTRIBUTING, CHANGELOG, examples/README,
  the issue / PR templates, `sync-about.yml`, and `.gitattributes`.

The native Python / Node / WASM bindings and the C ABI are untouched; this is
additive. Publishing to NuGet stays gated behind the release tag and the secret.
2026-06-09 14:32:05 +02:00
kingchenc 4caaa1db97 release: bump 0.7.4 -> 0.7.5 (#225)
Version bump for the C ABI hub release (0.7.4 -> 0.7.5). See #222 + #224.
2026-06-09 02:26:27 +02:00
kingchenc 12681e4b1b C ABI: full example suite + docs & About coverage (#224)
Stacked on #222 (base `feat/c-abi-hub`), so the diff is just the additions on top of the hub foundation — no merge of #222 required.

## What this adds

**Examples — full parity with rust/python/node (`examples/c/`)**
- `streaming.c` upgraded to the multi-indicator (SMA/EMA/RSI/MACD + signals) demo
- `backtest.c`, `multi_timeframe.c` (manual time-bucket resampling), `parallel_assets.c` (serial vs OpenMP fan-out, one handle per asset)
- three educational strategies: `strategy_rsi_mean_reversion.c`, `strategy_macd_adx.c`, `strategy_bollinger_squeeze.c`
- two network examples shelling out to `curl`: `fetch_btcusdt.c`, `live_binance.c` (REST poll)
- two header-only helpers (`wickra_csv.h`, `wickra_strategy.h`) since the C ABI ships no IO layer
- CMake builds all 11; the 9 offline ones run under `ctest` on 3 OS; the network two are built-only

**Docs & metadata — surface the C ABI everywhere it was missing**
- ARCHITECTURE diagram + crate table, SECURITY + THREAT_MODEL (the C ABI as the sole `unsafe` FFI surface), the three binding package READMEs, issue/PR templates, CHANGELOG, and the GitHub About template (live About + org description updated too)

**Cleanup**
- removed all references to the private generator tooling from public files (`bindings/c/src/lib.rs` header, `CONTRIBUTING.md`, `sync-about.yml`)

Verified locally: `cargo build -p wickra-c --release`, `cmake + ctest` (9/9 pass), and `-Wall -Wextra -Wpedantic` clean on gcc 13.
2026-06-09 02:14:28 +02:00
kingchenc 91e05e3c26 C ABI hub crate (bindings/c) foundation (#222)
## What

Introduces `wickra-c` — a `cdylib` + `staticlib` that exposes the Rust core over a **C ABI**. This is the hub every C-capable language (C, C++, Go, C#, Java, R) links against, instead of re-wiring each indicator natively. The native Python/Node/WASM bindings are untouched; this is purely additive, for ecosystems without first-class Rust tooling.

## Scope (foundation slice)

This PR deliberately validates the **whole pipeline end to end with one indicator (SMA)** before scaling to all 514, so the CI / cross-OS / header-drift mechanics are proven green first.

- Opaque `*mut T` handles; `wickra_<ind>_{new,update,batch,reset,free}`.
- NaN sentinel for warmup / NULL handles; caller-owned batch buffers; every function NULL-safe.
- cbindgen generates and commits `bindings/c/include/wickra.h` with opaque handle typedefs.
- A C smoke example (`examples/c/`) links the header + compiled library and runs (CMake + ctest).
- A `c-abi` CI job builds the library and runs the smoke test on **Linux, macOS and Windows**, plus a header drift check on Linux.

## Notes

- The per-indicator FFI blocks are plain `#[no_mangle]` functions, **not** a macro: cbindgen cannot see macro-generated functions on stable Rust (macro expansion needs nightly), so the blocks are written literally and will be generated mechanically by the ScriptHelpers `capi` wrapper in a follow-up (same model as the committed-but-generated Node `index.js`).
- `bindings/c` cannot inherit the workspace `forbid(unsafe_code)` lint (the C boundary needs raw pointers), so it mirrors every workspace lint and only relaxes `unsafe_code`. The Rust core stays `unsafe`-forbidden.

## Follow-ups (separate PRs)

- ScriptHelpers `capi` generator + wire the scalar family (~235).
- Hand-written blocks for multi-output / custom-input / bars (~279).
- Docs consistency wave (README / docs / webpage: Python·Node·WASM·Rust → +C).
- Release wiring (native-lib matrix + header/lib GH-release assets) — gated.
2026-06-09 02:07:03 +02:00
kingchenc 9d0983b666 ci(sync-about): sync indicator count into the webpage About page (#223)
The `wickra.org/about` page carries the indicator count in the bot-syncable `<N> indicators` token, but `sync-about.yml` only rewrote `index.md` + `.vitepress/config.ts` on the webpage. Add `about.md` to the webpage count step's `sed` file list and its `git add`, so the About page's count self-heals on every push-to-main / tag like the rest of the marketing site.

No-op for the Rust build — workflow file only.
2026-06-08 21:38:42 +02:00
kingchenc 13c8250488 release: bump 0.7.3 -> 0.7.4 (#221)
Version bump **0.7.3 → 0.7.4** for the B19 Alt-Chart Bars batch (7 new bar builders, 507 → 514).

Bumps `Cargo.toml` (+ `wickra-core` dep), `Cargo.lock`, `pyproject.toml`, the Node `package.json` and its six platform packages, both `package-lock.json` files, and the CHANGELOG (`[Unreleased]` → `[0.7.4]` with compare URLs).
2026-06-08 14:33:43 +02:00
kingchenc e5305ffa94 feat: add 7 alt-chart bar builders (B19) (#220)
Adds seven information-driven bar builders to the **Alt-Chart Bars** family, the final batch of the family-deepening run. Indicator count **507 → 514**.

## Builders
All implement the `BarBuilder` trait (`update(Candle) -> Vec<Bar>`), emitting a data-dependent number of completed bars per candle.

| Builder | Driver | Bar fields |
|---------|--------|-----------|
| `RangeBars` | close | open, close, direction |
| `TickBars` | OHLCV | open, high, low, close, volume |
| `VolumeBars` | OHLCV | open, high, low, close, volume |
| `DollarBars` (Lopez de Prado) | OHLCV | + dollar |
| `ImbalanceBars` | OHLC | + imbalance, direction |
| `RunBars` | OHLC | + length, direction |
| `ThreeLineBreakBars` | close | open, close, direction |

## Touchpoints
Seven core modules (each with full unit tests), `mod.rs`/`lib.rs` (builders counted, bar element types on their own re-export lines), README family rows, Python/Node/WASM hand-written bindings for the variable-length output (Python tuples + `(k, N)` ndarray; Node `Vec<object>`; WASM array of objects), the `bar_builder_update_candle` fuzz target, dedicated Python + Node tests, the `BAR_BUILDERS` completeness exclusion, and CHANGELOG.

## Verification
- `cargo test -p wickra-core --lib` — 4207 passed
- `cargo test -p wickra-core --doc` — 464 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 584 passed
- `pytest` (python) — 957 passed
2026-06-08 14:32:40 +02:00
kingchenc 46be7a54ea release: bump 0.7.2 -> 0.7.3 (#219)
Version bump **0.7.2 → 0.7.3** for the B18 Risk / Performance batch (9 new indicators, 498 → 507).

Bumps `Cargo.toml` (+ `wickra-core` dep), `Cargo.lock`, `pyproject.toml`, the Node `package.json` and its six platform packages, both `package-lock.json` files, and the CHANGELOG (`[Unreleased]` → `[0.7.3]` with compare URLs).
2026-06-08 13:29:39 +02:00
kingchenc bca61322b5 feat: add 9 Risk / Performance indicators (B18) (#218)
Adds nine risk/performance metrics to the existing **Risk / Performance** family, all consuming a per-period return series (`f64` in, `f64` out). Indicator count **498 → 507**.

## Indicators

Single-param (`new(period)`, macro bindings):
- **SterlingRatio** — mean return over average drawdown of the equity curve.
- **BurkeRatio** — return over root-sum-squared drawdowns.
- **MartinRatio** — Ulcer Performance Index; return over RMS percentage drawdown.
- **TailRatio** — 95th percentile over the absolute 5th percentile return.
- **KRatio** — Kestner; equity-curve OLS slope over the standard error of that slope.
- **CommonSenseRatio** — tail ratio times gain-to-pain.
- **GainToPainRatio** — sum of returns over the sum of absolute losses.

Multi-param (hand-written Python/Node bindings, variadic WASM macro):
- **UpsidePotentialRatio** — `new(period, mar)`; upside mean over downside deviation (Sortino philosophy).
- **M2Measure** — `new(period, risk_free, benchmark_stddev)`; Modigliani M², Sharpe rescaled into benchmark return units.

## Touchpoints
Core modules + unit tests, `mod.rs`/`lib.rs` wiring, Python/Node/WASM bindings (`index.d.ts`/`index.js` regenerated), fuzz drive lines, Python `SCALAR` registry + Node factories, CHANGELOG, and the indicator counters.

## Verification
- `cargo test -p wickra-core --lib` — 4149 passed
- `cargo test -p wickra-core --doc` — 457 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 577 passed
- `pytest` (python) — 947 passed
2026-06-08 13:23:01 +02:00
kingchenc fc6f619550 release: bump 0.7.1 -> 0.7.2 (#217)
Version bump 0.7.1 -> 0.7.2 for the B17 Market Profile batch (498 indicators).
2026-06-08 04:18:34 +02:00
kingchenc 91aa6fffbf feat(market-profile): naked POC, single prints, profile shape, HVN/LVN, composite profile (B17) (#216)
## B17 Market Profile — five new indicators (493 → 498)

| Indicator | Output | Notes |
|-----------|--------|-------|
| `NakedPoc` | `f64` | most recent untouched point-of-control level |
| `SinglePrints` | `f64` | count of single-print price levels |
| `ProfileShape` | `f64` | b/P/D shape classification as a numeric code |
| `HighLowVolumeNodes` | struct `{hvn, lvn}` | highest/lowest volume nodes |
| `CompositeProfile` | struct `{poc, vah, val}` | multi-session composite volume profile |

### Wiring
- Core structs + full unit tests; all join the existing **Market Profile** family.
- Hand-written Python/Node/WASM bindings (f64 via candle helpers; struct via PyArray2 / `#[napi(object)]` / `Object`+`Reflect::set`).
- Fuzz drives in `indicator_update_candle.rs`; CANDLE_SCALAR + MULTI registry tests + reference tests.
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 498.

### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4066 · `--doc`: 448
- clippy workspace: clean
- node: 568 · pytest: 938
2026-06-08 04:17:06 +02:00
kingchenc 5862401958 release: bump 0.7.0 -> 0.7.1 (#215)
Version bump 0.7.0 -> 0.7.1 for the B16 Derivatives batch (493 indicators).
2026-06-08 03:35:31 +02:00
kingchenc ff5a047078 feat(derivatives): leverage, OI/volume, perpetual premium, funding APR, OI momentum (B16) (#214)
## B16 Derivatives — five new indicators (488 → 493)

All consume a `DerivativesTick` and emit `f64`:

| Indicator | Reads | Formula |
|-----------|-------|---------|
| `EstimatedLeverageRatio` | open_interest, long_size, short_size | `OI / (long + short)` |
| `OiToVolumeRatio` | open_interest, taker_buy_volume, taker_sell_volume | `OI / (buy + sell)` |
| `PerpetualPremiumIndex` | mark_price, index_price | `(mark − index) / index` |
| `FundingImpliedApr` | funding_rate | `rate × intervals_per_year` |
| `OpenInterestMomentum` | open_interest | `100 · (OI_t − OI_{t−period}) / OI_{t−period}` |

### Wiring
- Core structs + full unit tests (incl. zero-denominator branches).
- Hand-written Python/Node/WASM tick bindings; two new tick helpers (`deriv_oi_long_short`, `deriv_oi_taker`).
- Fuzz drives in `indicator_update_derivatives.rs`; dedicated reference + streaming-vs-batch tests (Python + Node).
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 493.

### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4028 · `--doc`: 443
- clippy workspace: clean
- node: 563 · pytest: 928
2026-06-08 03:33:59 +02:00
kingchenc dc415a77fd release: bump 0.6.9 -> 0.7.0 (#213)
Version bump 0.6.9 -> 0.7.0 for the B15 Microstructure batch (488 indicators).
2026-06-08 03:10:16 +02:00
kingchenc e385734275 feat(microstructure): trade-sign autocorrelation, PIN, Hasbrouck information share (B15) (#212)
## B15 Microstructure — three new indicators (485 → 488)

| Indicator | Input | Output | Notes |
|-----------|-------|--------|-------|
| `TradeSignAutocorrelation` | `Trade` | `f64` ∈ [-1,1] | lag-1 autocorrelation of the signed aggressor (order-flow persistence) |
| `Pin` | `Trade` | `f64` ∈ [0,1] | probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator); `name()` = `"PIN"` |
| `HasbrouckInformationShare` | `(f64, f64)` | `f64` ∈ [0,1] | variance-ratio proxy for each venue's share of price discovery |

### Wiring
- Core structs + full unit tests (every branch).
- Hand-written Python/Node/WASM bindings for the two `Trade`-input indicators (precedent `TradeImbalance`); `node_pair_indicator!` / `wasm_pair_indicator!` macro bindings + hand Python pyclass for the pairwise Hasbrouck (precedent `RollingCorrelation`).
- Fuzz drives added to `indicator_update_trade.rs` and `indicator_update_pair.rs`.
- Dedicated Python + Node streaming-vs-batch and reference tests; Hasbrouck in the `PAIR` registry.
- README counter (3 spots) + `docs/README.md` + `FAMILIES` assert bumped to 488.

### Verify (all green, local)
- `cargo test -p wickra-core --lib`: 3991 passed
- `cargo test -p wickra-core --doc`: 438 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings`: clean
- node: 561 passed · pytest: 926 passed
2026-06-08 03:07:50 +02:00
kingchenc 3a46b210bb release: bump 0.6.8 -> 0.6.9 (#211)
Release 0.6.9 — ships the B14 Candlestick Patterns indicators (485 total). Version-string bump only.
2026-06-08 02:30:46 +02:00
kingchenc 943825d6a0 feat: add Candlestick Patterns deepening (B14, 6 indicators) (#209)
B14 of the family-deepening roadmap — six candlestick patterns (479 -> 485), all in the **Candlestick Patterns** family.

**Fixed-lookback (candle-pattern macro bindings, neutral 0.0 during warmup):**
- **Tristar** — three-doji star reversal.
- **Harami Cross** — Harami whose second candle is a contained doji.
- **Tower Top/Bottom** — tall bar, small pause, tall opposite bar.

**Windowed / parameterized (hand-bound, `candle -> f64`):**
- **Frying Pan Bottom** — rounded U-shaped accumulation base, recovery-confirmed.
- **Dumpling Top** — rounded dome-shaped distribution top, breakdown-confirmed.
- **New Price Lines** — run of N consecutive new closing highs (+1) / lows (-1).

Window/Gap (Rising-Falling) dropped (SKIP — existing gap coverage). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (485) and CHANGELOG. Verified: core 3966 + doc 435, clippy clean, node 560, python 922.
2026-06-08 02:29:24 +02:00
kingchenc d16df1e224 ci: warm the cargo registry with backoff so a DNS blip can't fail clippy (#210)
## Problem

A macOS runner on #206 failed the **Rust** job's clippy step with:

```
Updating crates.io index
error: failed to get `rayon` as a dependency ...
  download of config.json failed
  [6] Couldn't resolve host name (Could not resolve host: index.crates.io)
```

A pure transient DNS blip — unrelated to the change (a docs-only PR). `CARGO_NET_RETRY=10` only does fast in-process retries; a longer DNS outage outlasts them, so the very first cargo step's crates.io index fetch fails the whole job.

## Fix

Add a **Warm cargo registry** step right after the cache restore in the `rust`, `clippy-bindings` and `msrv` jobs. It runs `cargo fetch` in a 5-attempt loop with real backoff (20/40/60/80s sleeps) so the dependency graph is pulled once, patiently, riding out a multi-second DNS outage that cargo's rapid retries can't. The later clippy/build/test steps then resolve from the warmed local cache.

Mirrors the existing inline retry pattern already used for setup-node/setup-python CDN flakes. Can be extended to the coverage/python/wasm/node jobs if they ever hit the same blip.
2026-06-08 02:22:26 +02:00
kingchenc 34c097aee2 docs: refresh Python benchmark figures from a fresh measured run (#206)
The published Python benchmark tables (README/BENCHMARKS.md) were a stale, incoherent run. Re-measured locally with the current build (wickra 0.6.5, post batch fast-paths) via `compare_libraries.py` on the same 9950X.

- **Streaming vs talipp:** 11-56x (was 9-58x).
- **Batch:** real per-indicator numbers; MACD and ATR were notably off in the old table.
- **Prose:** Wickra beats TA-Lib on RSI and ATR (no longer MACD, which now trails 130 vs 111 us).

Rust tables unchanged. Numbers are a single coherent run; absolute us still depend on machine state (caveat already in the doc).
2026-06-08 02:13:13 +02:00
kingchenc acd7e8dc52 release: bump 0.6.7 -> 0.6.8 (#208)
Release 0.6.8 — ships the B13 Ichimoku & Charts indicators (479 total). Version-string bump only.
2026-06-08 01:50:32 +02:00
kingchenc ceaeb90a22 feat: add Ichimoku & Charts deepening (B13, 5 indicators) (#207)
B13 of the family-deepening roadmap — five alternative-chart indicators (474 -> 479), all in the **Ichimoku & Charts** family.

- **Smoothed Heikin-Ashi** (`candle -> struct {open, high, low, close}`) — a Heikin-Ashi candle computed from EMA-smoothed OHLC.
- **Heikin-Ashi Oscillator** (`candle -> f64`) — the HA body (`ha_close - ha_open`), optionally EMA-smoothed, as a zero-line oscillator.
- **Three Line Break** (`candle -> f64`) — line-break ("kakushi") chart trend direction; reverses only when the close breaks the extreme of the last N lines. Distinct from the candlestick `ThreeLineStrike`.
- **Equivolume** (`candle -> struct {height, width}`) — a box whose height is the bar range and width is volume-relative.
- **CandleVolume** (`candle -> struct {body, width}`) — a candle whose body is close-minus-open and width is volume-relative.

All bindings hand-written (3 struct-output + 2 candle-input-with-open / non-period-ctor). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (479) and CHANGELOG. Verified: core 3915 + doc 432, clippy clean, node 554, python 913.
2026-06-08 01:49:03 +02:00
kingchenc 57e26fb22f release: bump 0.6.6 -> 0.6.7 (#205)
Release 0.6.7 — ships the B12 DeMark indicators (474 total).

Version-string bump only: Cargo workspace + wickra-core dep, Python pyproject, Node package.json (+6 platform packages), both package-lock files, Cargo.lock, and CHANGELOG.
2026-06-08 01:14:23 +02:00
kingchenc 8431b1400c feat: add DeMark deepening (B12, 7 indicators) (#204)
B12 of the family-deepening roadmap — seven Tom DeMark indicators (467 -> 474).

**Candle -> +1/0 qualifier patterns (candlestick macro bindings):**
- **TD Camouflage** — hidden intrabar strength/weakness against the prior close.
- **TD Clop** — two-bar open/close engulfing reversal.
- **TD Clopwin** — the inside-body cousin of TD Clop (compression bar).
- **TD Propulsion** — continuation thrust closing beyond the prior extreme.
- **TD Trap** — inside ("trap") bar followed by a range breakout.

**Hand-bound:**
- **TD D-Wave** — streaming Elliott-style 1-5 / A-C swing-wave counter (candle -> f64, `strength` param).
- **TD Moving Averages** — ST1/ST2 median-price trend ribbon (candle -> struct {st1, st2}).

All seven join the existing **DeMark** family. Patterns follow the house-style
+1/0 candle-pattern convention (neutral 0.0 during warmup). Public binding names
use the family-consistent `TD...` casing.

Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs
counter (474) and CHANGELOG. Verified: core 3874 + doc 427, clippy clean,
node 549, python 903.
2026-06-08 01:12:46 +02:00
kingchenc ed01604a18 release: bump 0.6.5 -> 0.6.6 (#203)
Release 0.6.6 — ships the B11 Pivots & S/R indicators (467 total) plus the bit-exact batch fast paths and benchmark refresh from #202.

Version-string bump only: Cargo workspace + wickra-core dep, Python pyproject, Node package.json (+6 platform packages), both package-lock files, Cargo.lock, and CHANGELOG.
2026-06-08 00:21:34 +02:00
kingchenc 05fe7ffa90 perf: bit-exact batch fast paths + streaming-first benchmark docs (#202)
## Summary
- Dedicated batch fast paths for **EMA, RSI, Bollinger, MACD and ATR** (used by the Python bindings): one allocation filled in a single pass, warmup encoded as `NaN`, no per-element `Option` or input re-validation. Each is **bit-for-bit equal** to replaying `update` — SMA/Bollinger keep the drift-reseed cadence, the EMA-family keep the seed division and `mul_add` recurrences. Adds the `BatchNanExt` extension trait.
- **Cross-library benchmark refresh**: `compare_libraries.py` reports the median across timing rounds (`--rounds` / `--streaming-rounds`), gains `--skip-batch` / `--skip-streaming`, and runs every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` drives the batch fast paths against `kand`.
- **README** benchmark section reordered streaming-first (the order-of-magnitude result), with measured TA-Lib/tulipy/pandas-ta numbers in place of the CI-only placeholders.

## Impact
- Python batch ~2× faster on EMA/RSI/MACD/ATR; streaming path unchanged.
- The `batch == streaming` equivalence stays bit-exact.

## Verification
- `cargo fmt` · `cargo clippy --workspace --all-targets --all-features -- -D warnings` (clean)
- `cargo test --workspace --all-features` — 3782 unit + 420 doc tests pass
- Python `pytest` — streaming-vs-batch, known-values, input-validation, smoke pass

## Notes
- Node/WASM bindings keep their existing batch; the fast paths are Python-only for now.
2026-06-08 00:17:58 +02:00
kingchenc e97c3389fe feat: add Pivots & S/R indicators (B11) (#201)
Adds five support/resistance and pivot indicators, growing the catalog 462 -> 467.

## Indicators
- **CentralPivotRange** (Candle -> struct) — the classic pivot `(H+L+C)/3` flanked by two central levels (TC/BC); range width gauges trending vs balanced days.
- **MurreyMathLines** (Candle -> struct) — T. H. Murrey's eighths grid over a rolling high-low frame; nine levels (0/8 .. 8/8) acting as support/resistance.
- **AndrewsPitchfork** (Candle -> struct) — median line and two parallels projected forward from the last three auto-detected swing pivots (symmetric fractal of half-width `strength`).
- **VolumeWeightedSr** (Candle -> struct) — a band whose edges are the volume-weighted average of recent highs (resistance) and lows (support); falls back to equal weighting when window volume is zero.
- **PivotReversal** (Candle -> f64) — a `+1`/`-1` breakout signal fired on the bar where price closes through the most recently confirmed swing pivot.

## Wiring
Core structs with branch-complete unit tests, Python/Node/WASM bindings, fuzz drives, reference + streaming-vs-batch tests, README + docs counter sync (FAMILIES "Pivots & S/R"), and CHANGELOG entries.

Verified locally: `cargo fmt`, `cargo test -p wickra-core` (3798 lib + 425 doc), `cargo clippy --workspace --all-targets --all-features -D warnings`, `npm run build && npm test` (542), `maturin develop` + `pytest` (891).
2026-06-08 00:13:42 +02:00
kingchenc 4526278fa0 release: bump 0.6.4 -> 0.6.5 (#200)
Version bump for the **v0.6.5** release shipping the **B10 Ehlers / Cycle** family (#199): 452 -> 462 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 04:34:32 +02:00
kingchenc 80850c81f7 Add B10 Ehlers / Cycle deepening (10 indicators) (#199)
Deepens the **Ehlers / Cycle (DSP)** family (B10) with ten indicators (452 -> 462):

- **HighpassFilter**, **Reflex**, **Trendflex**, **CorrelationTrendIndicator**, **AdaptiveRsi**, **UniversalOscillator** — scalar (f64) Ehlers filters/oscillators.
- **AdaptiveCci** — efficiency-ratio-adaptive CCI on typical price (Candle input).
- **BandpassFilter**, **EvenBetterSinewave**, **AutocorrelationPeriodogram** — multi-arg scalar (hand-written bindings; the wasm variadic scalar macro covers wasm).

Verified locally: 3755 core lib + 420 doc tests, clippy clean, 537 node tests, 881 pytest, counter 462.
2026-06-07 04:25:16 +02:00
kingchenc 707f29e8e4 release: bump 0.6.3 -> 0.6.4 (#198)
Version bump for the **v0.6.4** release shipping the **B9 Price Statistics** family (#197): 447 -> 452 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 03:20:19 +02:00
kingchenc 389200f855 Add B9 Price Statistics deepening (5 indicators) (#197)
Deepens the **Price Statistics** family (B9) with five rolling-statistics indicators (447 -> 452):

- **ShannonEntropy** — Shannon entropy of a binned rolling value distribution.
- **SampleEntropy** — Richman-Moorman sample entropy (regularity/complexity of a window).
- **KendallTau** — Kendall rank correlation (tau-b) over paired observations (pairwise; distinct from Pearson/Spearman).
- **JarqueBera** — Jarque-Bera normality test statistic over a rolling window.
- **RollingMinMaxScaler** — maps the latest value to 0..1 over a rolling window.

All scalar f64 input except KendallTau (pairwise). Multi-arg scalars (Shannon/Sample entropy) use hand-written Python/Node bindings + the variadic wasm macro; KendallTau uses the pair macros. Verified locally: 3668 core lib + 410 doc tests, clippy clean, 527 node tests, 871 pytest, counter 452.
2026-06-07 03:08:53 +02:00
kingchenc 81406e7a1b release: bump 0.6.2 -> 0.6.3 (#196)
Version bump for the **v0.6.3** release shipping the **B8 Volume** family (#195): 440 -> 447 indicators. Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG. No code changes.
2026-06-07 02:39:49 +02:00
kingchenc c78b84e186 Add B8 Volume family deepening (7 indicators) (#195)
Deepens the **Volume** family (B8) with seven indicators (440 -> 447):

- **VolumeRsi** — Wilder RSI computed on signed volume flow.
- **WilliamsAd** — Williams Accumulation/Distribution cumulative line (distinct from Chaikin A/D).
- **TwiggsMoneyFlow** — true-range volume accumulation with Wilder smoothing (distinct from CMF).
- **TradeVolumeIndex** — tick-direction volume accumulation past a min-tick threshold (distinct from TSV).
- **IntradayIntensity** — volume weighted by close position within the bar range.
- **BetterVolume** — VSA volume-vs-spread effort/result classifier.
- **VolumeWeightedMacd** — MACD computed on VWMA with signal line and histogram (struct output).

("Up/Down Volume Ratio" already ships from A2.) All Candle input; the six scalar stops emit f64, VolumeWeightedMacd a {macd, signal, histogram} struct. Hand-written Python/Node/WASM bindings for the volume signature. Verified locally: 3620 core lib + 405 doc tests, clippy clean, 522 node tests, 865 pytest, counter 447.
2026-06-07 02:30:56 +02:00
kingchenc fc6f3d80c2 release: bump 0.6.1 -> 0.6.2 (#194)
Version bump for the **v0.6.2** release shipping the **B7 Trailing Stops** family (#193): 434 -> 440 indicators.

Bumps workspace + Python/Node/WASM package versions, lockfiles and CHANGELOG (cuts the `[0.6.2]` section). No code changes.
2026-06-07 01:45:23 +02:00
kingchenc 2991ba411d Add B7 Trailing Stops family (6 indicators) (#193)
Adds the **Trailing Stops** family deepening (B7), six new indicators (434 -> 440):

- **KaseDevStop** — Cynthia Kase's volatility stop on the standard deviation of the two-bar true range.
- **ElderSafeZone** — Alexander Elder's stop offset by a multiple of average market noise.
- **AtrRatchet** — Kaufman ATR ratchet that tightens its multiple by a per-bar increment.
- **Nrtr** — Nick Rypock Trailing Reverse (percentage band).
- **TimeBasedStop** — exits after a fixed number of bars (scalar fraction of elapsed life).
- **ModifiedMaStop** — moving-average based trailing stop.

("Wilder Volatility System" is intentionally skipped — it overlaps the existing VoltyStop/Psar/SarExt.)

Each takes Candle input; the five band/structure stops emit a {value, direction} struct, TimeBasedStop a scalar. Wired across core, Python/Node/WASM bindings, fuzz target and tests. Verified locally: 3560 core lib + 398 doc tests, clippy clean, 515 node tests, 852 pytest, counter 440.
2026-06-07 01:32:15 +02:00
kingchenc 83e34c6f71 release: bump 0.6.0 -> 0.6.1 (#192)
Version bump for the v0.6.1 release shipping the B6 Bands & Channels family (#191): 429 -> 434 indicators.
2026-06-07 00:13:58 +02:00
kingchenc 67feec598a feat(indicators): add B6 Bands & Channels family (429 -> 434) (#191)
Adds the **B6 Bands & Channels** batch — five band/channel indicators, taking the catalogue from 429 to 434.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `ProjectionBands` | `Candle` → `{upper,middle,lower}` | Widner forward-projected high/low regression envelope |
| `ProjectionOscillator` | `Candle` → `f64` | Close position inside the projection bands, scaled 0..100 |
| `QuartileBands` | `f64` → `{upper,middle,lower}` | Rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope |
| `BomarBands` | `f64` → `{upper,middle,lower}` | Adaptive percentage bands containing a target coverage fraction of recent closes |
| `MedianChannel` | `f64` → `{upper,middle,lower}` | Robust median ± multiplier·MAD envelope |

All five are distinct from existing indicators (verified against the core: `LinRegChannel`, `StandardErrorBands`, `Donchian`, `RollingQuantile`, `HurstChannel`). SKIPped from the roadmap: Price Channel (= `Donchian`) and Moving-Average Channel (≈ `MaEnvelope`/`Keltner`).

Each ships:
- Core indicator with per-branch unit tests (Codecov-strict 100%).
- python / node / wasm bindings (struct outputs are hand-written; `ProjectionOscillator` uses the generated candle→f64 path).
- Fuzz drives, python (`MULTI`/`SCALAR_MULTI`/`CANDLE_SCALAR`) + node test registries, README + CHANGELOG counter bump to 434.

Verified locally: `cargo fmt`, `clippy --workspace --all-targets --all-features -D warnings` (clean), `wickra-core` 3511 lib + 392 doc tests, node 509 tests, pytest 840.
2026-06-07 00:03:02 +02:00
kingchenc 3dfbc415c5 release: bump 0.5.9 -> 0.6.0 (#190)
Version bump for the **v0.6.0** release (ships the B5 Volatility & Bands batch, #189 — 423 -> 429 indicators).

Bumps version strings across Cargo workspace, pyproject, node package.json + 6 platform packages, both package-lock.json files, and Cargo.lock; CHANGELOG `[Unreleased]` -> `[0.6.0]`. No code changes.

Versioning note: patch never reaches two digits — `0.5.9` rolls to the next minor `0.6.0` (not 0.5.10).
2026-06-06 22:48:56 +02:00
kingchenc 6b8c6a0e7f B5 volatility & bands batch (423 -> 429) (#189)
Adds six **Volatility & Bands** indicators (Part B5 of the expansion roadmap), 423 → 429.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `EwmaVolatility` | `f64` → `f64` | RiskMetrics exponentially-weighted volatility (λ decay) |
| `Garch11` | `f64` → `f64` | GARCH(1,1) conditional volatility with a long-run-variance anchor |
| `BipowerVariation` | `f64` → `f64` | jump-robust realized bipower variation (π/2 · Σ\|rₜ\|\|rₜ₋₁\|) |
| `VolatilityRatio` | `Candle` → `f64` | Schwager's true range over the EMA of prior true ranges (>2 = wide-ranging day) |
| `VolatilityCone` | `Candle` → `VolatilityConeOutput` | current realized volatility within its min/median/max envelope + percentile |
| `VolatilityOfVolatility` | `f64` → `f64` | sample stddev of a rolling realized-volatility series |

### Notes
- Two B5 roadmap items were dropped as duplicates/by-construction: `RealizedVolatility` already ships (v0.5.4); `Downside Semi-Deviation` is internal to Sortino. `Bipower Variation` confirmed distinct from `JumpIndicator` (a ±1 flag, not a variance measure).
- `VolatilityRatio` implements the widely-charted EMA-of-true-range convention (denominator excludes the current bar so the 2.0 threshold means "twice typical"), distinct from the existing pairwise `variance_ratio`.
- `Garch11` mean-reverts to `ω/(1−β)` on a flat series (does not decay to 0 like EWMA) — pinned by a dedicated test.

### Coverage / verification
- Full core + Python/Node/WASM bindings, fuzz drivers (scalar + candle), registries, CHANGELOG, README + docs counter sync.
- 100% unit-test coverage per indicator (every branch).
- Green locally: `cargo clippy --workspace --all-targets --all-features -D warnings`, core lib (3479) + doc (387), node (504), python (830).

Deep-dive docs for all six are staged for `wickra-docs` and pushed after release (gated).
2026-06-06 22:38:34 +02:00
kingchenc db186b18d3 docs(readme): star-history chart + ci(sync-about): sync docs config count (#188)
Add a dark-mode star-history chart under the README footer thank-you line (all existing badges kept), and make sync-about also patch the indicator count into wickra-docs .vitepress/config.ts.
2026-06-06 21:32:35 +02:00
kingchenc 654da5722f release: bump 0.5.8 -> 0.5.9 (#187)
Patch release: streaming/batch perf (SMA, Bollinger, RSI, EMA, ATR; outputs unchanged), cross-library benchmark harness, honest tiered README. No new indicators, no API changes.
2026-06-06 21:09:05 +02:00
kingchenc aacb9280f1 Honest tiered cross-library benchmark + streaming/batch perf (#186)
## Summary

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

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

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

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

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

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

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

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

Verified locally: `cargo fmt`, `cargo test --workspace --all-features` (3413 core
+ bindings), `cargo clippy --workspace --all-targets --all-features -D warnings`,
Node build + 498 tests, and pytest all green.
2026-06-06 20:57:31 +02:00
kingchenc d2bc000892 release: bump 0.5.7 -> 0.5.8 (#185)
Version bump for the B4 price oscillators release (#184): `TsfOscillator`, `MacdHistogram`, `PpoHistogram` — 420 → 423 indicators.

Bumps workspace + bindings (Cargo.toml/lock, pyproject, node package.json + 6 platform manifests + lockfiles) and rolls CHANGELOG `[Unreleased]` into `[0.5.8]`.
2026-06-04 19:47:22 +02:00
kingchenc 1f4bf9e3a6 feat(core): B4 price oscillators (TsfOscillator, MacdHistogram, PpoHistogram) (#184)
Adds three **Price Oscillators** family indicators (420 → 423).

## Indicators

- **TsfOscillator** — `100·(close − TSF)/close`, the percentage gap of the close to the **one-bar-ahead** time-series forecast. Close-relative companion to `Cfo`, which measures the same gap against the regression value at the *current* bar; the two differ by exactly the slope term `100·b/close`.
- **MacdHistogram** — the standalone `macd − signal` bar of MACD exposed as a plain `f64` series.
- **PpoHistogram** — the Percentage Price Oscillator with its 9-period signal EMA and the resulting scale-free, zero-centered histogram (PPO itself only emits the line).

All three are scalar `f64` indicators wrapping existing, already-tested building blocks (`MacdIndicator`, `Ppo` + `Ema`, `Tsf`).

## Scope notes (VORAB-CHECK)

The B4 roadmap listed six items; three were dropped to avoid duplicates:
- *Forecast Oscillator* already ships as `Cfo`.
- *Derivative Oscillator* already ships (`DerivativeOscillator`, B2).
- *Detrended Synthetic Price* deferred — no citable formula distinct from the existing `Apo`/`Dpo`.

## Touchpoints

Core (`tsf_oscillator.rs`, `macd_histogram.rs`, `ppo_histogram.rs`) with full per-branch unit tests, `mod.rs`/`lib.rs`, python/node/wasm bindings (wasm via typed-arg macro, python/node hand-written for the multi-arg histograms), fuzz drivers, python reference + streaming-vs-batch tests, node factories, README family row + counter, CHANGELOG.

Local verify: `cargo test --workspace` green, `clippy -D warnings` clean, node 498 tests, full python suite green.
2026-06-04 19:36:43 +02:00
kingchenc d36d514f56 fix(core): re-export GatorOscillatorOutput & KasePermissionStochasticOutput (#183)
The two market-profile struct-output indicators from the B3 batch (`GatorOscillator`, `KasePermissionStochastic`) exposed their public output structs from their own modules but did not re-export them from `indicators` / the crate root — unlike every other struct-output indicator (`ElderRayOutput`, `AlligatorOutput`, `QqeOutput`, …).

That left `wickra::GatorOscillatorOutput` / `wickra::KasePermissionStochasticOutput` un-nameable, so Rust callers could not annotate or store the `update` result by type. Surfaced by the wickra-docs Rust-snippet-compile check on the B3 deep-dives.

Re-export both alongside their structs. Both names end in `Output`, so the indicator counter strips them — catalog count stays **420**.
2026-06-04 18:43:26 +02:00
kingchenc 6e0464930e release: bump 0.5.6 -> 0.5.7 (#182)
Version bump 0.5.6 → 0.5.7 for the **B3 — Trend & Directional** batch (#181):
seven new indicators (`Qstick`, `TtmTrend`, `TrendStrengthIndex`,
`PolarizedFractalEfficiency`, `WavePm`, `GatorOscillator`,
`KasePermissionStochastic`), catalog 413 → 420.

Bumps: workspace `Cargo.toml` + `Cargo.lock`, `bindings/python/pyproject.toml`,
`bindings/node/package.json` + the six `npm/*/package.json` platform manifests,
both `package-lock.json` files, and the `CHANGELOG.md` `[Unreleased]` → `[0.5.7]`
roll with compare URLs.
2026-06-04 18:06:57 +02:00
kingchenc 13bc801f89 feat(indicators): B3 Trend & Directional batch (413 -> 420) (#181)
Adds the **B3 — Trend & Directional** batch: seven new indicators, taking the
catalog from 413 to 420 (Trend & Directional family).

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `Qstick` | candle → f64 | Chande's SMA of the candle body (close − open) |
| `TtmTrend` | candle → f64 (±1) | John Carter close-vs-median-SMA trend filter |
| `TrendStrengthIndex` | f64 → f64 | signed r² of an OLS regression of price vs time |
| `PolarizedFractalEfficiency` | f64 → f64 | Hannula directional trend efficiency |
| `WavePm` | f64 → f64 | Kase variance-normalised peak-momentum statistic (reconstruction) |
| `GatorOscillator` | candle → struct | Bill Williams Alligator convergence/divergence histogram |
| `KasePermissionStochastic` | candle → struct | double-smoothed stochastic permission filter |

Note: the roadmap's "Directional Indicator +DI/−DI" item is already covered by
the existing standalone `PlusDi` / `MinusDi` / `Dx`, so it is intentionally not
re-added.

All touchpoints wired: core (every-branch unit tests), Python/Node/WASM
bindings, fuzz drivers, Python test registries + reference tests, Node
factories, README/CHANGELOG counters.

Local verify: `cargo test -p wickra-core` (lib 3389 + doc 378), `cargo clippy
--workspace --all-targets --all-features -- -D warnings`, node build + 495
tests, maturin + 815 pytest, counter 420 == 420.
2026-06-04 17:57:24 +02:00
kingchenc ac8f6acf08 release: bump 0.5.5 -> 0.5.6 (#180)
Release bump `0.5.5 → 0.5.6` for the Momentum Oscillators family deepening
(#179): ten new indicators (DisparityIndex, FisherRsi, Rmi, DerivativeOscillator,
Rsx, DynamicMomentumIndex, IntradayMomentumIndex, StochasticCci, ElderRay, Qqe),
counter now 413.

Version strings only across all manifests + lockfiles; CHANGELOG `[Unreleased]`
rolled to `[0.5.6] - 2026-06-04` with the new compare links.
2026-06-04 15:35:41 +02:00
kingchenc 4f81222aed Deepen Momentum Oscillators family with ten additions (#179)
Deepens the **Momentum Oscillators** family with ten widely-used oscillators
(403 → 413 indicators), the second batch of Part B (family deepening).

| Indicator | Binding | Input → Output |
|-----------|---------|----------------|
| `DisparityIndex` | `DisparityIndex` | scalar → scalar |
| `FisherRsi` | `FisherRSI` | scalar → scalar |
| `Rmi` | `RMI` | scalar (period, momentum) → scalar |
| `DerivativeOscillator` | `DerivativeOscillator` | scalar (4 periods) → scalar |
| `Rsx` | `RSX` | scalar → scalar |
| `DynamicMomentumIndex` | `DynamicMomentumIndex` | scalar → scalar |
| `IntradayMomentumIndex` | `IMI` | candle (open+close) → scalar |
| `StochasticCci` | `StochasticCCI` | candle → scalar |
| `ElderRay` | `ElderRay` | candle → struct (bull/bear) |
| `Qqe` | `QQE` | scalar → struct (rsi_ma/trailing) |

LSMA was dropped from the planned set: it already ships as `LinearRegression`.

The single-period scalars use generated macro bindings; `Rmi` /
`DerivativeOscillator` use hand node/python bindings with the typed wasm macro;
`ElderRay`/`Qqe` use custom struct bindings; `IntradayMomentumIndex` uses custom
candle bindings carrying the open. Full coverage: core modules with per-branch
unit tests, mod/lib catalogue, FAMILIES + assert, README + docs counters,
CHANGELOG, all three bindings (regenerated `index.d.ts`/`index.js`), fuzz
drivers, and the python/node test registries.

Local verification: `cargo test -p wickra-core` (lib 3335 + doc 371),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (488), python `pytest` (802).
2026-06-04 15:26:17 +02:00
kingchenc 0d2acad28d release: bump 0.5.4 -> 0.5.5 (#178)
Release bump `0.5.4 → 0.5.5` for the Moving Averages family deepening
(#177): seven new indicators (`SineWeightedMa`, `GeometricMa`, `Ehma`,
`MedianMa`, `AdaptiveLaguerreFilter`, `GeneralizedDema`, `HoltWinters`),
counter now 403.

Version strings only across all manifests + lockfiles; CHANGELOG `[Unreleased]`
rolled to `[0.5.5] - 2026-06-04` with the new compare links.
2026-06-04 13:55:26 +02:00
kingchenc b228a70d7d Deepen Moving Averages family with seven additions (#177)
Deepens the **Moving Averages** family with seven widely-used variants
(396 → 403 indicators), the first batch of Part B (family deepening).

All are scalar `f64 → f64`:

| Indicator | Binding | Notes |
|-----------|---------|-------|
| `SineWeightedMa` | `SWMA` | symmetric half-cycle sine-weighted window |
| `GeometricMa` | `GMA` | rolling geometric mean (log-space average) |
| `Ehma` | `EHMA` | exponential Hull MA (Hull construction over EMAs) |
| `MedianMa` | `MedianMA` | rolling median, robust to single outliers |
| `AdaptiveLaguerreFilter` | `AdaptiveLaguerre` | Ehlers' adaptive Laguerre filter (median-of-normalised-error γ) |
| `GeneralizedDema` | `GD` | Tillson's volume-factor double EMA; `v=1` is DEMA, `v=0` is EMA |
| `HoltWinters` | `HoltWinters` | Holt's linear double exponential smoothing (level + trend) |

LSMA was dropped from the planned set: it already ships as `LinearRegression`
(TA-Lib `LINEARREG`, the rolling least-squares endpoint).

The five single-period filters use the generated scalar macro bindings;
`GeneralizedDema` (period, v) and `HoltWinters` (alpha, beta) use hand-written
node/python bindings with the typed wasm macro (precedent `T3` / `Alma`).

Full coverage: core modules with per-branch unit tests (100% intent), mod/lib
catalogue, FAMILIES group + assert, README + docs counters, CHANGELOG, all three
bindings (regenerated `index.d.ts` / `index.js`), fuzz drivers, and the
python/node test registries.

Local verification: `cargo test -p wickra-core` (lib 3255 + doc 361),
`cargo clippy --workspace --all-targets --all-features -D warnings` clean,
node `npm run build && npm test` (478), python `pytest` (791).
2026-06-04 13:44:51 +02:00
kingchenc 8dc7158912 release: bump 0.5.3 -> 0.5.4 (#176)
Version bump 0.5.3 -> 0.5.4 for the release that ships the 19 external-feature-coverage indicators (#175, 377 -> 396).

Bumped: Cargo workspace + wickra-core dep, Cargo.lock (cargo build), pyproject.toml, node package.json (+6 optionalDependencies), 6 npm platform package.json, both package-lock.json, CHANGELOG ([Unreleased] -> [0.5.4]).

fmt/test/clippy green locally.
2026-06-04 12:14:29 +02:00
kingchenc fcb221ec03 feat: add 19 indicators for external feature-extractor coverage (377 -> 396) (#175)
Adds 19 streaming indicators so an external trading-bot feature extractor can replace its hand-built features with native, batch/streaming-equivalent ones. Each is a real gap (verified against the existing catalogue), production-only, with full Python/Node/WASM bindings, fuzz drivers, and tests. Five commits, one per family group; counter 377 -> 396.

## What's added

**Price Statistics (6)** — `LogReturn`, `RealizedVolatility` (raw quadratic variation, the un-annualised counterpart to `HistoricalVolatility`), `RollingQuantile`, `RollingIqr`, `RollingPercentileRank`, `SpreadAr1Coefficient` (pairwise AR(1) rho of the spread; complements `OuHalfLife`).

**Price Action (4)** — `CloseVsOpen`, `BodySizePct`, `WickRatio`, `HighLowRange` (stateless per-bar OHLC transforms).

**Regime / Trend / Jump labels (3)** — `TrendLabel` (sign of the rolling OLS slope), `JumpIndicator` (return outliers vs trailing volatility, measured as deviation from the trailing mean so steady drift is not flagged), `RegimeLabel` (volatility-quantile regime split).

**Risk / Performance (2)** — `WinRate`, `Expectancy` (R-multiple).

**Microstructure (4)** — `OrderFlowImbalance` (Cont-Kukanov-Stoikov OFI), `Vpin`, `AmihudIlliquidity`, `RollMeasure`. These reuse the existing `OrderBook` / `Trade` inputs (no new input type).

## Intentionally NOT added (already present, would be duplicates)

- **Population skew / kurtosis** — `skewness.rs` / `kurtosis.rs` are already population moments (divisor n).
- **Hurst R/S** — `hurst_exponent.rs` already uses rescaled-range (R/S) analysis.
- **Queue Imbalance** — exactly `OrderBookImbalanceTop1` ((bidSize - askSize) / (bidSize + askSize)).

## Verification

`cargo test -p wickra-core` (lib 3187 + doc 354), `cargo clippy --workspace --all-targets --all-features -D warnings` clean, node `npm run build && npm test` (471), python `pytest` (784). Counter consistent across `mod.rs`, lib block, README, and docs/README at 396.
2026-06-04 12:00:35 +02:00
kingchenc a93af60796 release: bump 0.5.2 -> 0.5.3 (#174)
Version bump publishing the **Fibonacci** family (10 tools across A5a + A5b, catalogue 377 indicators / twenty-four families):

`FibRetracement`, `FibExtension`, `FibProjection`, `AutoFib`, `GoldenPocket`, `FibConfluence`, `FibFan`, `FibArcs`, `FibChannel`, `FibTimeZones`.

Version strings + lockfiles only (Cargo.toml, pyproject.toml, package.json + 6 npm platform manifests, both package-lock.json, Cargo.lock); CHANGELOG `[0.5.3]` section + compare URLs.
2026-06-04 01:25:31 +02:00
kingchenc 5a1d607807 feat(indicators): A5b Fibonacci tools (geometric) (#172)
Completes the **Fibonacci** family with the four geometric/time tools (catalogue 373 -> 377). All extend the internal `pattern_swing` ZigZag tracker with a per-pivot bar index and a current-bar counter (additive — the chart/harmonic detectors are unaffected), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings.

| Tool | Output |
|------|--------|
| `FibFan` | three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels, extended to the current bar |
| `FibArcs` | semicircular retracement levels centred on the swing end, normalised by the leg's bar-width (chart-scale-free) |
| `FibChannel` | a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width |
| `FibTimeZones` | markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot |

The geometric tools are novel as streaming indicators; each normalises its geometry to the swing leg's bar-width so the output is chart-scale-free. Formulas are documented in each module and deep-dive.

Fully wired: core (100% unit-tested branches incl. the new `pattern_swing` bar tracking), Python/Node/WASM struct bindings, fuzz, reference + streaming-vs-batch tests.

Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 454 tests, python 768 tests.
2026-06-04 01:12:09 +02:00
kingchenc ea9da12d86 docs(governance): document continuity and succession plan (#173)
Add a Continuity and succession section to GOVERNANCE.md (trusted-contact emergency access to credentials enabling continuity within a week). Closes OpenSSF Silver access_continuity.
2026-06-04 01:09:52 +02:00
kingchenc 716eb40206 feat(indicators): A5a Fibonacci tools (price-level) (#171)
Adds the six price-level Fibonacci tools as a new **Fibonacci** family (catalogue 367 -> 373, twenty-four families). All build on the internal `pattern_swing` ZigZag tracker, are parameter-free (baked 5% swing threshold), and emit `Candle -> struct` outputs via custom Python/Node/WASM bindings.

| Tool | Output |
|------|--------|
| `FibRetracement` | seven levels (0/23.6/38.2/50/61.8/78.6/100%) of the last swing leg |
| `FibExtension` | five extension ratios (127.2/141.4/161.8/200/261.8%) projected beyond the leg |
| `FibProjection` | A-B-C measured-move target zone (61.8/100/161.8/261.8%) |
| `AutoFib` | retracement anchored on the dominant (largest-magnitude) recent leg |
| `GoldenPocket` | the 0.618-0.65 optimal-trade-entry band (low/mid/high) |
| `FibConfluence` | densest cluster of retracement levels across recent legs (price + strength) |

Fully wired: core (100% unit-tested branches), Python/Node/WASM struct bindings, fuzz driver, reference + streaming-vs-batch tests, README/docs counter. The four geometric/time tools (Fan, Arcs, Channel, Time Zones) follow in A5b.

Verification: `cargo test --workspace` green, clippy `-D warnings` clean, node 450 tests, python 760 tests.
2026-06-04 00:47:00 +02:00
kingchenc 8115d3b33d 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).
2026-06-03 23:39:10 +02:00
kingchenc 4250ed99f4 feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)
## Summary

Adds a new **Harmonic Patterns** indicator family (counter 359 → 367, families 22 → 23) — the second half of the A4 roadmap item, following the Chart Patterns family in #166.

Eight Fibonacci-ratio detectors built on the shared swing-pivot tracker (`indicators::pattern_swing`) plus two new helpers there — `xabcd` (reads the last five pivots as X-A-B-C-D) and `ratios_in` (checks a list of `(value, low, high)` Fibonacci windows in one expression, no multi-line `&&` coverage gaps). Each consumes candles and emits the uniform pattern sign convention — `+1.0` bullish (terminal point D a swing low), `-1.0` bearish (D a swing high), `0.0` otherwise, never `None`. Parameter-free, with the Fibonacci windows documented as constants per detector.

## Detectors

| Indicator | Defining ratio |
|-----------|----------------|
| `Abcd` | four-point AB=CD (BC retraces AB, CD ≈ AB) |
| `Gartley` | AD/XA ≈ 0.786 |
| `Butterfly` | AD/XA ∈ 1.27–1.618 (extended D) |
| `Bat` | AD/XA ≈ 0.886, shallow B |
| `Crab` | AD/XA ≈ 1.618 (deepest D) |
| `Shark` | expansion AB, AD/XA 0.886–1.13 |
| `Cypher` | BC on XA, CD/XC ≈ 0.786 |
| `ThreeDrives` | two symmetric extension drives |

## Touchpoints

Core modules + `FAMILIES` group/assert, crate root re-exports, Python/Node/WASM bindings via the candle-pattern macros (Node `index.d.ts`/`index.js` regenerated), the candle fuzz target (`// --- Harmonic Patterns ---` section), Python reference + `CANDLE_SCALAR` registry tests and the Node candle-scalar factory, README catalogue counter + banner cache-buster + family table row + family-count word, `docs/README.md` counter, and the changelog.

## Verification

- `cargo test -p wickra-core --lib` — 2966 passed
- `cargo test -p wickra-core --doc` — 335 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- Node `npm run build && npm test` — 444 passed
- Python `maturin develop --release` + `pytest` — 748 passed

Every detector branch is unit-tested, including a bullish and a bearish match per pattern to cover both output arms, plus an out-of-ratio non-match. Fibonacci windows use standard harmonic-trading ranges with documented tolerance bands.
2026-06-03 23:24:25 +02:00
kingchenc 995f119010 feat(patterns): add the Chart Patterns family (8 swing-based detectors) (#166)
## Summary

Adds a new **Chart Patterns** indicator family (counter 351 → 359, families 21 → 22), the first half of the A4 roadmap item (the harmonic patterns follow in a second PR).

All eight detectors are built on a shared, non-repainting swing-pivot tracker — the internal, **uncounted** `indicators::pattern_swing` module (declared `pub(crate) mod`, re-exported nowhere). Each consumes candles and emits the uniform pattern sign convention already used by the candlestick family — `+1.0` bullish / `-1.0` bearish / `0.0` otherwise, never `None`. They are parameter-free, baking the swing threshold (5%) and level tolerance (3%) in as documented constants, mirroring how candlestick patterns bake in their geometric thresholds.

## Detectors

| Indicator | Signal |
|-----------|--------|
| `DoubleTopBottom` | twin-peak / twin-trough reversal |
| `TripleTopBottom` | three matching extremes (stronger reversal) |
| `HeadAndShoulders` | central head + matching shoulders + flat neckline (and inverse) |
| `Triangle` | ascending (+1) / descending (-1) / symmetrical |
| `Wedge` | rising wedge (-1) / falling wedge (+1) |
| `FlagPennant` | shallow consolidation against a pole → continuation |
| `RectangleRange` | flat support/resistance mean-reversion |
| `CupAndHandle` | rounded base + shallow handle (and inverse) |

## Touchpoints

Core modules + `FAMILIES` group and assert, crate root re-exports, Python/Node/WASM bindings via the candle-pattern macros (Node `index.d.ts`/`index.js` regenerated), the candle fuzz target, Python reference + `CANDLE_SCALAR` registry tests and the Node candle-scalar factory, README catalogue counter + banner cache-buster + family table row + family-count word, `docs/README.md` counter, and the changelog.

## Verification

- `cargo test -p wickra-core --lib` — 2915 passed
- `cargo test -p wickra-core --doc` — 335 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- Node `npm run build && npm test` — 436 passed
- Python `maturin develop --release` + `pytest` — 732 passed

Every detector branch is unit-tested; multi-condition predicates were flattened to single-line precomputed booleans to keep patch coverage at 100%.
2026-06-03 22:55:36 +02:00
kingchenc 05d2e5dc61 ci(scorecard): pass a read-only PAT for the Branch-Protection check (#168)
Pass a read-only fine-grained PAT (SCORECARD_TOKEN) as repo_token so the OpenSSF Scorecard Branch-Protection check can read classic branch-protection rules instead of failing with an internal error.
2026-06-03 22:51:28 +02:00
kingchenc 404bcb040c docs: add threat model and security policies (#167)
Add THREAT_MODEL.md and SECURITY.md sections: secrets management, release verification, end-of-support, dependency/code-scanning remediation policy, and a VEX statement. Closes OSPS Baseline L3 documentation gaps (SA-03.02, BR-07.02, DO-03.01/03.02/05.01, VM-04.02/05.01/05.02/06.01). Additive only.
2026-06-03 22:40:56 +02:00
kingchenc 00ce899cc3 docs: add public ROADMAP (#165)
Add a public ROADMAP.md describing project direction and pointing to the issue tracker as the authoritative view. Closes the OpenSSF Silver documentation_roadmap gap.
2026-06-03 22:19:24 +02:00
kingchenc b6ead740e8 docs: add governance, support, DCO and security assurance case (#164)
Add GOVERNANCE.md, MAINTAINERS.md, SUPPORT.md, DCO; add a DCO sign-off requirement to CONTRIBUTING.md and a security assurance case to SECURITY.md. Closes OpenSSF Silver / OSPS Baseline documentation gaps. Additive only.
2026-06-03 22:16:03 +02:00
kingchenc 755f4aa0f6 docs: add OpenSSF Best Practices badge to README (#163)
Adds the OpenSSF Best Practices passing badge next to the OpenSSF Scorecard badge in the README header.

The project earned a passing badge: https://www.bestpractices.dev/projects/13094
2026-06-03 21:44:34 +02:00
kingchenc 4d602df8a3 release: bump 0.5.0 -> 0.5.1 (#162)
Version bump **0.5.0 → 0.5.1** for the Seasonality & Session family release (12 indicators, PR #161).

Bumped: `Cargo.toml` (workspace version + `wickra-core` dep), `Cargo.lock` (via `cargo build`), `bindings/python/pyproject.toml`, `bindings/node/package.json` (+ 6 `optionalDependencies`), the 6 `bindings/node/npm/<platform>/package.json`, both `package-lock.json` files, and `CHANGELOG.md` (`[Unreleased]` → `[0.5.1]` + compare URLs).

No code changes — version strings only.
2026-06-03 20:55:13 +02:00
kingchenc 3ab2d6ec2d feat(seasonality): add the Seasonality & Session family (12 indicators) (#161)
## Summary

Adds the **Seasonality & Session** family — the first family that reads the wall-clock fields of `Candle::timestamp`. A new private `calendar` module decomposes an epoch-millisecond instant (shifted by a per-indicator `utc_offset_minutes`) into civil fields via Howard Hinnant's branch-light `civil_from_days` algorithm. Session / day / month rollovers are detected automatically, so callers never have to invoke `reset()` at a boundary.

Indicator counter **339 → 351**; family count **20 → 21**.

## Indicators

| Shape | Indicators |
|-------|-----------|
| Scalar (`f64`) | `SessionVwap`, `AverageDailyRange`, `OvernightGap`, `TurnOfMonth`, `SeasonalZScore` |
| Struct | `SessionHighLow`, `SessionRange` (Asia/EU/US), `OvernightIntradayReturn` |
| Profile (`Vec<f64>`) | `TimeOfDayReturnProfile`, `DayOfWeekProfile`, `IntradayVolatilityProfile`, `VolumeByTimeProfile` |

## Bindings

The input is the **full** candle (`open, high, low, close, volume, timestamp`), not the `high/low/close` slice the value-indicator helper assumes, so the Python / Node / WASM bindings are custom full-candle implementations:

- **Python** — `update((o,h,l,c,v,ts))`; `batch(open, high, low, close, volume, timestamp)` → `PyArray1` (scalar) / `PyArray2` (struct & profile), warmup rows `NaN`.
- **Node** — `update(open, high, low, close, volume, timestamp)`; `batch(...)` → flat `Vec<f64>`; struct outputs as `#[napi(object)]` values.
- **WASM** — `update` only (multi-input precedent); profiles as `Float64Array`, structs as camelCase objects, `timestamp` as `BigInt`.

## Verification

- `wickra-core`: full per-branch unit tests, **100%** coverage target; 2852 lib tests + 334 doctests green.
- `cargo clippy --workspace --all-targets --all-features -- -D warnings`: clean.
- Node: 428 tests (dedicated `seasonality.test.js` streaming-vs-batch).
- Python: full suite + dedicated `test_seasonality.py` streaming-vs-batch.
- Counter check: mod-count == counted lib block == 351.
2026-06-03 20:31:32 +02:00
kingchenc 5e96d41916 chore: add REUSE-style LICENSES directory for license auto-detection (#160)
Adds a `LICENSES/` directory with SPDX-named copies of the existing license texts (`MIT.txt`, `Apache-2.0.txt`) per the [REUSE Specification](https://reuse.software/spec/).

## Why
Automated license scanners (the OpenSSF Best Practices BadgeApp, GitHub's license API, REUSE tooling) look for a top-level `LICENSE`/`COPYING` file or a `LICENSES/` directory with SPDX-named files. Our files are named `LICENSE-MIT` / `LICENSE-APACHE` (Rust convention), which these scanners do not recognize — so the BadgeApp's `license_location` check keeps auto-flipping to "Unmet".

## What
- New `LICENSES/MIT.txt` — byte-identical copy of `LICENSE-MIT`
- New `LICENSES/Apache-2.0.txt` — byte-identical copy of `LICENSE-APACHE`
- Existing `LICENSE-MIT` and `LICENSE-APACHE` are **unchanged**

The project remains dual-licensed under **MIT OR Apache-2.0**. This change is additive only.
2026-06-03 20:00:40 +02:00
kingchenc 099ae66b57 release: bump 0.4.7 -> 0.5.0 (#159)
Version bump for the 0.5.0 release, which ships the relicense to MIT OR Apache-2.0.

Stacked on #158 (base branch `chore/relicense-mit-apache`) so this PR's diff is the bump only. After #158 merges to main, GitHub retargets this PR to main; merge it, then tag `v0.5.0` to publish.

## Changes
- Bump 0.4.7 -> 0.5.0 across the Cargo workspace, Python `pyproject.toml`, Node `package.json` + 6 platform manifests + 2 lockfiles, and `Cargo.lock`.
- CHANGELOG: cut the [0.5.0] section (the relicense) and add compare URLs.
- SECURITY.md: supported versions 0.4.x -> 0.5.x.

Minor (not patch) bump: a relicense is a significant change. No code changes.

NOTE: do not tag/release until you give the go (irreversible publish to crates.io/PyPI/npm). Suggested merge order: #158 -> this -> tag `v0.5.0` -> then the downstream PRs.
2026-06-03 18:53:23 +02:00
kingchenc 11dd659b5f Relicense from PolyForm Noncommercial to MIT OR Apache-2.0 (#158)
Relicenses Wickra from PolyForm Noncommercial 1.0.0 to the dual, OSI-approved **MIT OR Apache-2.0** (the de-facto Rust convention). Wickra becomes permissive, commercial-use-permitted open source; users may choose either license.

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

## Notes
- No code changes; metadata/text only. `cargo build` and `cargo deny check licenses` pass locally.
- GitHub will auto-detect "MIT, Apache-2.0" once this lands (currently NOASSERTION).
- Matching downstream changes (org `.github` profile, webpage, docs) are in separate PRs; merge those together with the relicense release so the live sites and org profile do not claim MIT before the packages do.
2026-06-03 18:49:39 +02:00
kingchenc c096943bdf feat(breadth): complete the Market Breadth family (14 indicators) (#157)
Completes expansion-roadmap block **A2 — Market Breadth**: the 14 indicators that remained after the `AdvanceDecline` bootstrap, all built on the existing `CrossSection` input.

## Indicators (all scalar `Indicator<Input = CrossSection, Output = f64>`)

| Indicator | Reading |
|-----------|---------|
| `AdvanceDeclineRatio` | advancers / decliners |
| `AdVolumeLine` | cumulative net advancing volume |
| `McClellanOscillator` | 19/39 EMAs of ratio-adjusted net advances |
| `McClellanSummationIndex` | running total of the oscillator |
| `Trin` (Arms Index) | A/D ratio over up/down volume ratio |
| `BreadthThrust` (Zweig) | SMA of the advancing-issues share |
| `NewHighsNewLows` | new highs − new lows |
| `HighLowIndex` | SMA of the record-high percent |
| `PercentAboveMa` | % of the universe above its MA |
| `UpDownVolumeRatio` | advancing / declining volume |
| `BullishPercentIndex` | % on a point-and-figure buy signal |
| `CumulativeVolumeIndex` | volume-normalised cumulative net advancing volume |
| `AbsoluteBreadthIndex` | \|advancers − decliners\| |
| `TickIndex` | instantaneous net advancers − decliners |

## Input model

`AdVolumeLine` and `CumulativeVolumeIndex` are kept distinct (the latter normalises each tick's net advancing volume by total volume, so it stays comparable across volume regimes). `PercentAboveMa` and `BullishPercentIndex` need a per-symbol state signal that `Member` did not carry, so `Member` gains two additive flags (`above_ma`, `on_buy_signal`) via a new `Member::with_signals` constructor; the 4-arg `Member::new` leaves both cleared, so every existing caller and binding is unchanged. `CrossSection` gains volume / new-extreme / state aggregation helpers.

## Wiring

Fully wired across the Rust core, the python/node/wasm bindings, the cross-section fuzz target, the README + docs indicator counters (325 → 339), and dedicated python/node streaming-vs-batch tests. `fmt` / `test --workspace --all-features` / `clippy --workspace -D warnings` / node build+test / pytest all green locally.
2026-06-03 17:24:33 +02:00
kingchenc c44f625e69 release: bump 0.4.6 -> 0.4.7 (#156)
Routine patch release. Ships the 10 pairwise stat-arb indicators added to Price Statistics in #154 (Rolling Correlation, Rolling Covariance, OU Half-Life, Kalman Hedge Ratio, Variance Ratio, Spread Bollinger Bands, Spread Hurst, Distance SSD, Granger Causality, Beta-Neutral Spread) together with the new Market Breadth family and its `CrossSection` input type (AdvanceDecline).

Version strings bumped `0.4.6 -> 0.4.7` across:
- `Cargo.toml` (workspace + `wickra-core` dep), `Cargo.lock`
- `bindings/python/pyproject.toml`
- `bindings/node/package.json` (+ 6 optional platform deps) and the 6 `npm/<platform>/package.json`
- `bindings/node/package-lock.json`, `examples/node/package-lock.json`
- `CHANGELOG.md` — `[Unreleased]` rolled into `[0.4.7] - 2026-06-03` with refreshed compare links

No code changes. `fmt` / `test --workspace` / `clippy --workspace -D warnings` green locally.
2026-06-03 16:02:30 +02:00
kingchenc 46dc8f5a00 ci(sync-about): read-only PR counter check, no bot fix-up push (#155)
## Problem
On every indicator PR the `sync-about` workflow found `docs/README.md` lagging `lib.rs` (the wiring only bumped `README.md`) and pushed a `wickra-bot` *"sync indicator count"* commit onto the PR head. That push uses `GITHUB_TOKEN`, which **triggers no workflows**, so it moved the PR head onto a commit with no CI run — and the **Codecov patch status** (keyed to the PR head sha) stopped surfacing on the PR.

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

## Effect
Indicator PRs keep their head on the code commit → the Codecov patch status surfaces again. No functional change to merged-main state (the counts still land, now inside the squash-merged code commit).
2026-06-03 15:40:24 +02:00
kingchenc a3a1ae4dba Add 10 pairwise stat-arb indicators to Price Statistics (#154)
Adds ten pairwise `(f64, f64)` indicators to the **Price Statistics** family, completing the A1 stat-arb expansion block.

## Indicators

**Scalar output:**
- **RollingCorrelation** — rolling Pearson correlation of period-over-period *returns* (distinct from level-based `PearsonCorrelation`).
- **RollingCovariance** — rolling covariance of returns.
- **OuHalfLife** — Ornstein–Uhlenbeck half-life of mean reversion of the spread `a − b`.
- **SpreadHurst** — Hurst exponent of the spread (variance-of-lagged-differences fit) for regime detection.
- **DistanceSsd** — Gatev sum-of-squared-deviations between two start-normalised series.
- **BetaNeutralSpread** — rolling OLS regression residual `a − (α + β·b)`.
- **VarianceRatio** — Lo–MacKinlay variance-ratio test on the spread (two params: `period`, `q`).
- **GrangerCausality** — F-statistic for whether `b` predicts `a` (two params: `period`, `lag`).

**Struct output (custom bindings):**
- **KalmanHedgeRatio** — dynamic hedge ratio via a Kalman filter → `{ hedgeRatio, intercept, spread }`.
- **SpreadBollingerBands** — Bollinger bands on the spread → `{ middle, upper, lower, percentB }`.

## Notes
- No new traits or input families: all use the native `Indicator<Input = (f64, f64)>` (precedent `Beta`, `Cointegration`).
- Adds `Error::InvalidParameter` for floating-point constructor parameters (Kalman `delta`/`observation_var`, `num_std`).
- Full Python/Node/WASM bindings; the two struct-output indicators are hand-written, the rest use the pair macros.
- Indicator count 315 → 325; README, family rows, `__init__`, fuzz target, and CHANGELOG updated.

## Verification
- `cargo test --workspace --all-features` — green (2676 core lib + 308 doc).
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean.
- Node: `npm run build && npm test` — 410 passing (`index.d.ts`/`index.js` regenerated).
- Python: `pytest` — 684 passing.
2026-06-03 15:39:55 +02:00
kingchenc 53941b7b07 feat: add Market Breadth family with CrossSection input (#153)
## What

Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...).

## Core

- **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign.
- **`Error::InvalidCrossSection`** variant for the validation failures.
- **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick.
- New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty.

## Bindings

All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`):
- **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`).
- **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags.
- Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated.

## Tests / Fuzz

- Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists.
- Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch.
- New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`.

## Verify

- `cargo fmt --all` clean
- `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
- `cd bindings/node && npm run build && npm test` → 398 passed
- `maturin develop --release` + `pytest bindings/python/tests` → all passed
- counter check: mod-count 315 == lib-block 315
2026-06-03 04:11:10 +02:00
kingchenc 72ec65bbde fix: classify pairwise indicators into Price Statistics family (#152)
## What

The `FAMILIES` table in `crates/wickra-core/src/indicators/mod.rs` had drifted from the indicator count: `mod`-count was **314** but the FAMILIES total asserted **309**.

The five pairwise indicators `Cointegration`, `LeadLagCrossCorrelation`, `PairSpreadZScore`, `PairwiseBeta` and `RelativeStrengthAB` were exported via `pub use` but never assigned to a `FAMILIES` group — even though the README and docs already list them under **Price Statistics**. The "−5 offset" was therefore unclassified drift, not an intentional cross-asset offset.

## Change

- Add the five indicators to the `Price Statistics` group, next to the existing pairwise cluster (`PearsonCorrelation` / `Beta` / `SpearmanCorrelation`).
- Bump the drift assert `309 → 314` so the FAMILIES total now equals the `mod`-count exactly (offset 0).

No new indicators, no binding or doc changes — purely re-classification. The `mod`-count stays 314, so no counter bump.

## Verify

- `cargo fmt --all` clean
- `cargo test -p wickra-core --lib` → 2578 passed (incl. the FAMILIES drift test)
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
2026-06-03 03:38:14 +02:00
kingchenc 82d1a4fe77 release: bump 0.4.5 -> 0.4.6 (#151)
Routine patch release. Ships the **19 TA-Lib parity indicators** (DM components, price transforms, ROC ratio forms, LinReg intercept / TSF, MACDFIX / MACDEXT / SAREXT, Hilbert phasor / DC-phase / trend-mode) added in #148, with the cold-path coverage fix from #150 — indicator count **314**, repo back at 100%.

Version strings bumped `0.4.5 -> 0.4.6` across:
- `Cargo.toml` (workspace + `wickra-core` dep), `Cargo.lock`
- `bindings/python/pyproject.toml`
- `bindings/node/package.json` (+ 6 optional platform deps) and the 6 `npm/<platform>/package.json`
- `bindings/node/package-lock.json`, `examples/node/package-lock.json`
- `CHANGELOG.md` — `[Unreleased]` rolled into `[0.4.6] - 2026-06-03` with refreshed compare links

No code changes. `fmt` / `clippy --workspace -D warnings` green locally.
2026-06-03 02:56:00 +02:00
kingchenc f71b3b6b49 test: cover the cold paths in the TA-Lib parity batch (100% patch) (#150)
PR #148 merged at **99.67%** patch coverage — `codecov/patch` flagged seven by-construction-rare lines in three of the new indicators that no test exercised. This brings the batch back to 100%.

**`ht_dcphase` / `ht_trendmode`** (6 lines) — the dominant-cycle phase recovery guards against a near-zero imaginary part (where `atan(real/imag)` is undefined) by collapsing to ±90° on the sign of the real part. That branch is unreachable with realistic price data. Extracted the phase-unwrap arithmetic into a private `compute_dc_phase(real, imag, smooth_period)` helper — a pure refactor with byte-identical output — and unit-tested it directly with crafted `(real, imag)` pairs, covering both the ±90 collapse and the normal `atan` path.

**`sar_ext`** (1 line) — `Accel::validate`'s non-finite guard was only ever hit for non-positive terms, never non-finite ones, despite the test comment claiming both. Added `NaN` / `infinity` cases on the long and short acceleration schedules.

No behaviour or public-API change. Locally: `cargo test -p wickra-core` (2578 + 297 doctests) and `clippy --workspace -D warnings` all green.
2026-06-03 02:48:11 +02:00
kingchenc d081cb9581 docs: list the 19 TA-Lib parity indicators in the README family rows (#149)
The TA-Lib parity batch (#148) bumped the indicator counter to 314, but `sync-about` only syncs the *number* — the family-table prose in the README still listed the pre-batch set. This fills the 19 new names into their existing family rows so the catalogue matches the count.

- **Momentum Oscillators**: ROC Percentage (ROCP), ROC Ratio (ROCR), ROC Ratio 100 (ROCR100)
- **Trend & Directional**: MACD Fixed (MACDFIX), MACD Extended (MACDEXT), Plus DM, Minus DM, Plus DI, Minus DI, DX
- **Trailing Stops**: Parabolic SAR Extended (SAREXT)
- **Price Statistics**: Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast
- **Ehlers / Cycle (DSP)**: Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode

No new family — the "nineteen families" wording and the 314 counter are untouched. Docs-only, no code changes.
2026-06-03 02:36:09 +02:00
kingchenc 9eb46f144a feat: TA-Lib parity — 19 standalone indicators (DM components, price transforms, ROC/LinReg/MACD/SAR variants, Hilbert outputs) (#148)
Closes the remaining TA-Lib function-name gap by shipping each missing or
bundled-only function as a real, standalone, fully-covered indicator. 19 new
indicators across 5 families; mod-count 295 -> 314.

### Trend & Directional — Directional Movement components
- `PlusDm` (`PLUS_DM`), `MinusDm` (`MINUS_DM`) — Wilder-smoothed ±DM.
- `PlusDi` (`PLUS_DI`), `MinusDi` (`MINUS_DI`) — `100·smoothed(±DM)/ATR`.
- `Dx` (`DX`) — `100·|+DI−−DI|/(+DI+−DI)`.

### Price Statistics
- `AvgPrice` (`AVGPRICE`) — `(O+H+L+C)/4`.
- `MidPoint` (`MIDPOINT`) — `(max+min)/2` of a scalar series over N.
- `MidPrice` (`MIDPRICE`) — `(highestHigh+lowestLow)/2` over N.
- `LinRegIntercept` (`LINEARREG_INTERCEPT`) — OLS intercept.
- `Tsf` (`TSF`) — time series forecast `a + b·period`.

### Momentum Oscillators
- `Rocp` (`ROCP`), `Rocr` (`ROCR`), `Rocr100` (`ROCR100`) — ROC ratio forms.

### Trailing Stops
- `SarExt` (`SAREXT`) — Parabolic SAR with start value, reversal offset,
  separate long/short acceleration, signed output.

### Trend & Directional — MACD variants
- `MacdFix` (`MACDFIX`) — MACD fixed 12/26.
- `MacdExt` (`MACDEXT`) — MACD with a selectable moving-average type per line
  (new public `MaType` enum: SMA/EMA/WMA/DEMA/TEMA/TRIMA).

### Ehlers / Cycle (DSP) — Hilbert transform outputs
- `HtPhasor` (`HT_PHASOR`) — in-phase / quadrature components.
- `HtDcPhase` (`HT_DCPHASE`) — dominant-cycle phase (degrees).
- `HtTrendMode` (`HT_TRENDMODE`) — trend (1) vs cycle (0) classification.

Each indicator ships the full chain: core + every-branch unit tests, Python /
Node / WASM bindings, fuzz coverage, README counter + family rows, CHANGELOG.
`cargo test`, doctests, `clippy -D warnings`, `npm test` and pytest all green
locally; mod-count == lib-block == README counter (314), FAMILIES total 309.
2026-06-03 02:26:38 +02:00
kingchenc 9a98e9bf55 release: bump 0.4.4 -> 0.4.5 (#147)
Version bump for 0.4.5: ships Anchored RSI, Volume Profile, TPO Profile and the Alt-Chart Bars family (Renko/Kagi/Point & Figure). Indicator count 289 -> 295.
2026-06-02 22:14:47 +02:00
kingchenc d4b3f9dbd1 feat: add Alt-Chart Bars (Renko, Kagi, Point & Figure) via a BarBuilder trait (#146)
Introduces a BarBuilder trait for price-driven chart constructors that emit a variable number of bars per candle (deliberately not Indicator). Adds Renko (box-size bricks, 2-box reversal), Kagi (reversal-amount segments) and Point & Figure (box-size X/O columns, N-box reversal) in a new Alt-Chart Bars family, with custom Python/Node/WASM bindings, a dedicated fuzz target, tests and docs. Indicator count 292 -> 295.
2026-06-02 21:56:00 +02:00
kingchenc f37eedd44e feat: add Volume Profile and TPO Profile to the market profile family (#145)
Volume Profile exposes the full per-bin volume histogram (price bounds plus raw distribution) that Value Area reduces to POC/VAH/VAL. TPO Profile is the volume-agnostic Time-Price-Opportunity letter count over a rolling window. Both candle-input, Vec-output, Market Profile family, with custom Python/Node/WASM bindings, fuzz, benches, tests and docs. Indicator count 290 -> 292.
2026-06-02 21:16:30 +02:00
kingchenc 93097db482 feat: add Anchored RSI to the momentum oscillators family (#144)
Cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Scalar f64 input, 0..=100 output; wired through core, Python, Node and WASM bindings, fuzz, benches, tests and docs. Indicator count 289 -> 290.
2026-06-02 20:50:56 +02:00
kingchenc 2f3a0b9149 release: bump 0.4.3 -> 0.4.4 (#143)
Release 0.4.4.

Version bump only — no code changes. Ships the 40 TA-Lib candlestick patterns
(parts 2–9, #132–#141, 249 → 289 indicators) plus the candlestick rejection-
guard coverage tests (#142) that landed on `main` since 0.4.3.

Bumped: workspace `Cargo.toml` (+ `wickra-core` dep) and `Cargo.lock`,
`bindings/python/pyproject.toml`, `bindings/node/package.json` (+ 6 platform
`optionalDependencies`), the 6 `bindings/node/npm/*/package.json`, both
`package-lock.json` files, and `CHANGELOG.md` ([Unreleased] → [0.4.4]).
2026-06-02 18:10:24 +02:00
kingchenc 49c0fd7dd5 ci: Dependabot cooldown + accept residual zizmor notes (#136)
Clears the remaining zizmor code-scanning findings on this repo.

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

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

Verified with zizmor 1.25.2: 0 findings.
2026-06-02 17:59:46 +02:00
kingchenc 3d98592461 test: cover candlestick pattern rejection guards (#142)
Closes the coverage gaps in the candlestick-pattern family that landed across
PRs #132–#141. Codecov flagged 25 uncovered lines on `main` (99.93%) — all in
the new candlestick files, and all early-return rejection guards or unused
`Default` impls that the accept-path unit tests never exercised.

This PR adds focused white-box unit tests (one or two per affected file) that
drive each rejection branch through the public `update()` API:

- **Zero-range guards** — a flat bar (`high == low`) at the relevant window
  position: `DojiStar`, `InNeck`, `OnNeck`, `Thrusting`, `SeparatingLines`,
  `EveningDojiStar`, `MorningDojiStar`, `GapSideBySideWhite`,
  `FallingThreeMethods`, `RisingThreeMethods`, `MatHold`.
- **Too-short trigger body** — a wide-range bar with a tiny body that fails the
  "long body" check: the three-bar stars, the three-methods pair, `MatHold`,
  `SeparatingLines`.
- **Shape-specific guards** — `GapSideBySideWhite` body-size mismatch, `MatHold`
  bar-2 fails to gap up.
- **`Default` impls** — `LongLine` / `ShortLine` (`default()` was never called).

No production code changes; tests only. `cargo test -p wickra-core` and
`cargo clippy -p wickra-core --all-targets -- -D warnings` pass locally.
2026-06-02 17:52:04 +02:00
kingchenc 124efb4432 feat: TA-Lib candlestick patterns — tasuki-gap/unique-three-river/marubozu-pair/concealing-baby-swallow (part 9 of 9) (#141)
The final batch of the TA-Lib candlestick roadmap. Adds five patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.

- **Tasuki Gap** (`CDLTASUKIGAP`) — a 3-bar continuation: two same-coloured candles gap in the trend direction, then an opposite candle opens within the second body and closes back into the gap without filling it; upside +1, downside -1.
- **Unique Three River** (`CDLUNIQUE3RIVER`) — a 3-bar bullish reversal: a long black candle, a black candle probing a new low with its body inside the first, then a small white candle held below it; bullish +1.
- **Closing Marubozu** (`CDLCLOSINGMARUBOZU`) — a single long-bodied candle with no shadow on the close end; +1 (white, closes at the high) or -1 (black, closes at the low).
- **Opening Marubozu** — a single long-bodied candle with no shadow on the open end; +1 (white, opens at the low) or -1 (black, opens at the high). No direct TA-Lib equivalent — completes the pair with the closing marubozu.
- **Concealing Baby Swallow** (`CDLCONCEALBABYSWALL`) — a rare 4-bar bullish capitulation: two black marubozu, a black candle gapping down with an upper shadow into the second, then a large black candle engulfing it entirely; bullish +1.

Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages.

Counter 284 → 289 (mod-count == lib counted block; FAMILIES total 279 → 284).

Stacked on #140 (`feat/cdl-gap-methods`); base retargets to `main` as the stack merges down.
2026-06-02 17:27:39 +02:00
kingchenc 4d0bc08efd feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)
Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.

- **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1.
- **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1.
- **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1.
- **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1.
- **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1.

Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods).

Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279).

Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
2026-06-02 17:24:42 +02:00
kingchenc c2c85c7ecf feat: TA-Lib candlestick patterns — matching-low/lines/three-methods (part 7 of 9) (#139)
Adds five TA-Lib candlestick patterns, all `Input = Candle`, `Output = f64`
(`+1.0` bullish / `-1.0` bearish / `0.0` no pattern), wired across core,
Python/Node/WASM bindings, fuzz, and tests.

- **Matching Low** (`CDLMATCHINGLOW`) — 2-bar bullish reversal: two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1.
- **Long Line** (`CDLLONGLINE`) — a candle whose range beats a rolling average of recent ranges with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Short Line** (`CDLSHORTLINE`) — a compact candle whose range falls below the rolling average with a body-dominated range; bullish +1 (white) / bearish -1 (black).
- **Rising Three Methods** (`CDLRISEFALL3METHODS`) — 5-bar bullish continuation: a long white candle, three small bars holding within its range, then a white breakout to new highs; bullish +1.
- **Falling Three Methods** (`CDLRISEFALL3METHODS`) — the bearish mirror: a long black candle, three small bars within its range, then a black breakdown to new lows; bearish -1.

Counter 274 → 279 (mod-count == lib counted block; FAMILIES total 269 → 274).

Stacked on #138 (part 6 of 9); base retargets to `main` as the chain merges.
2026-06-02 17:16:15 +02:00
kingchenc 04ae145126 feat: TA-Lib candlestick patterns — separating/kicking/ladder/mat-hold (part 6 of 9) (#138) 2026-06-02 17:06:40 +02:00
kingchenc e4ca9c3f8f feat: TA-Lib candlestick patterns — hikkake-mod/pigeon/neck-lines (part 5 of 9) (#137)
* feat: add hikkake-modified, homing-pigeon and neck-line candlestick patterns

Five patterns, all `Input = Candle`, `Output = f64`:

- Modified Hikkake (CDLHIKKAKEMOD) — a close-confirmed Hikkake: an inside bar
  then a breakout that closes back inside the inside-bar range; bullish +1,
  bearish -1.
- Homing Pigeon (CDLHOMINGPIGEON) — two black candles, the second a small body
  inside the first, a bullish reversal; +1.
- On-Neck (CDLONNECK) — long black bar then a white bar closing at its low (the
  neckline), a bearish continuation; -1.
- In-Neck (CDLINNECK) — long black bar then a white bar closing just into its
  body, a bearish continuation; -1.
- Thrusting (CDLTHRUSTING) — long black bar then a white bar closing well into
  but below the midpoint of its body, a bearish continuation; -1.

Counter 264 -> 269 (mod-count == lib counted block; FAMILIES total 259 -> 264).

* chore: sync indicator count to 269

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
2026-06-02 17:03:49 +02:00
kingchenc d43bc9ddf3 feat: TA-Lib candlestick patterns — doji-star/gap/high-wave/hikkake (part 4 of 9) (#135)
* feat: add doji-star, gap, high-wave and hikkake candlestick patterns

Five patterns, all `Input = Candle`, `Output = f64`:

- Evening Doji Star (CDLEVENINGDOJISTAR) — bearish top reversal: long white bar,
  a doji gapping up, then a black bar closing deep into the first body; -1
  (penetration configurable, default 0.3).
- Morning Doji Star (CDLMORNINGDOJISTAR) — bullish bottom reversal mirror; +1.
- Gap Side-by-Side White (CDLGAPSIDESIDEWHITE) — two similar white candles
  opening side by side after a gap, a continuation; gap up +1, gap down -1.
- High-Wave (CDLHIGHWAVE) — a small body with very long shadows on both sides,
  an extreme indecision flag; +1 on detection.
- Hikkake (CDLHIKKAKE) — an inside bar followed by a failed breakout (a trap);
  bullish +1, bearish -1.

Counter 259 -> 264 (mod-count == lib counted block; FAMILIES total 254 -> 259).

* chore: sync indicator count to 264

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
2026-06-02 16:54:47 +02:00
kingchenc 244d754707 feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)
* feat: add Doji-family candlestick patterns

Five single-/two-bar Doji patterns, all `Input = Candle`, `Output = f64`:

- Doji Star (CDLDOJISTAR) — a long body followed by a doji gapping away in the
  trend direction; bullish +1 (after a black bar), bearish -1 (after a white bar).
- Dragonfly Doji (CDLDRAGONFLYDOJI) — a doji opening and closing at the high with
  a long lower shadow; bullish +1.
- Gravestone Doji (CDLGRAVESTONEDOJI) — a doji opening and closing at the low with
  a long upper shadow; bearish -1.
- Long-Legged Doji (CDLLONGLEGGEDDOJI) — a doji with long shadows on both sides; a
  non-directional indecision flag, +1 on detection.
- Rickshaw Man (CDLRICKSHAWMAN) — a long-legged doji with the body centred in the
  range; a non-directional indecision flag, +1 on detection.

Counter 254 -> 259 (mod-count == lib counted block; FAMILIES total 249 -> 254).

* chore: sync indicator count to 259

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
2026-06-02 16:45:08 +02:00
kingchenc 03ceac1f3b feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)
* feat: add Abandoned Baby candlestick pattern (CDLABANDONEDBABY)

* feat: add Advance Block candlestick pattern (CDLADVANCEBLOCK)

* feat: add Belt Hold candlestick pattern (CDLBELTHOLD)

* feat: add Breakaway and Counterattack candlestick patterns (CDLBREAKAWAY, CDLCOUNTERATTACK)

Breakaway is a 5-bar reversal: a trend gaps away on the second bar, drifts
two more bars, then the fifth bar snaps back and closes inside the bar1/bar2
body gap (bullish +1, bearish -1). Counterattack is a 2-bar reversal where an
opposite-coloured long second bar closes level with the first (the counterattack
line; bullish +1, bearish -1).

Also suppress libtest's spanless `large_stack_arrays` false positive in
wickra-core test builds: the `#[test]` harness collects every test into a
compiler-generated array of references that crosses clippy's 16 KB threshold
once the suite passes ~2048 unit tests. The allow is scoped to `cfg(test)`, so
library code is still linted for genuinely large stack arrays.

* chore: sync indicator count to 254

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
2026-06-02 16:34:15 +02:00
kingchenc 73415cd2dc ci: zizmor security hardening (#133)
* ci: pass ref context through env in release tag step

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

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

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

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

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

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

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

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

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

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

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

* docs: fix stale Wiki reference in CONTRIBUTING layout table

The project-layout table still described docs/ as a "Pointer to the
project Wiki" even though the wiki was retired and the docs moved to
docs.wickra.org (wickra-lib/wickra-docs). Align the row with the
already-correct doc-site section further down the same file.
2026-06-01 23:35:03 +02:00
kingchenc f09057aaf1 feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)
* feat: add Two Crows candlestick pattern (CDL2CROWS)

* feat: add Upside Gap Two Crows candlestick pattern (CDLUPSIDEGAP2CROWS)

* feat: add Identical Three Crows candlestick pattern (CDLIDENTICAL3CROWS)

* feat: add Three Line Strike candlestick pattern (CDL3LINESTRIKE)

* feat: add Three Stars in the South candlestick pattern (CDL3STARSINSOUTH)
2026-06-01 23:20:10 +02:00
kingchenc 458ef2385e ci: add zizmor GitHub Actions security scanning (#129) 2026-06-01 22:34:03 +02:00
kingchenc 2d140419bb feat: derivatives basis & calendar-spread indicators (part 3 of 3) (#128)
* feat(derivatives): TermStructureBasis indicator (core)

* feat(derivatives): CalendarSpread indicator (core)

* feat(derivatives): Python, Node and WASM bindings for basis & calendar-spread indicators

* test(derivatives): Python and Node tests for basis & calendar-spread indicators

* docs(derivatives): README row + counter 242->244, CHANGELOG part 3; fuzz basis indicators
2026-06-01 22:07:35 +02:00
kingchenc 8e5bfd07ce feat: derivatives open-interest, flow & liquidation indicators (part 2 of 3) (#127)
* feat(derivatives): OIPriceDivergence indicator (core)

* feat(derivatives): OIWeighted indicator (core)

* feat(derivatives): LongShortRatio indicator (core)

* feat(derivatives): TakerBuySellRatio indicator (core)

* feat(derivatives): LiquidationFeatures multi-output indicator (core)

* feat(derivatives): Python, Node and WASM bindings for OI, flow & liquidation indicators

* test(derivatives): Python and Node tests for OI, flow & liquidation indicators

* fuzz(derivatives): drive OI, flow & liquidation indicators in derivatives target

* docs(derivatives): README row + counter 237->242, CHANGELOG part 2
2026-06-01 21:50:35 +02:00
kingchenc 5eb820a9c7 feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)
* feat(derivatives): DerivativesTick input type + InvalidDerivatives error

* feat(derivatives): FundingRate indicator (core)

* feat(derivatives): FundingRateMean indicator (core)

* feat(derivatives): FundingRateZScore indicator (core)

* feat(derivatives): FundingBasis indicator (core)

* feat(derivatives): OpenInterestDelta indicator (core)

* feat(derivatives): Python, Node and WASM bindings for funding & OI-delta indicators

* test(derivatives): Python and Node tests for funding & OI-delta indicators

* bench(derivatives): synthetic-tick bench + derivatives fuzz target

* docs(derivatives): README family row + counter 232->237, CHANGELOG entry
2026-06-01 21:26:37 +02:00
kingchenc fae60e0d54 release: bump 0.4.2 -> 0.4.3 (#125) 2026-06-01 20:49:11 +02:00
kingchenc 433b06367f ci: bump actions/checkout v4.3.1 -> v6.0.2 in codeql & scorecard (#124) 2026-06-01 20:24:20 +02:00
kingchenc 3dd7010129 feat: footprint microstructure indicator (part 4 of 4) (#123) 2026-06-01 20:00:58 +02:00
kingchenc 4f11df0e33 feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)
* feat: effective spread microstructure indicator (part 3 of 4)

* feat: realized spread microstructure indicator (part 3 of 4)

* feat: kyle's lambda microstructure indicator (part 3 of 4)

* feat: depth slope microstructure indicator (part 3 of 4)
2026-06-01 19:45:38 +02:00
kingchenc b5d9e47a2e release: bump 0.4.1 -> 0.4.2 (#121) 2026-06-01 18:29:32 +02:00
kingchenc 511d3a27f7 ci: self-updating README banner + fix webpage count sync (#119)
* ci: fix webpage count sync crashing on removed public/hero.svg

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

* docs: changelog entry for hash-pinned CI dependency installs
2026-06-01 17:58:31 +02:00
kingchenc 5867f71450 feat: trade-flow microstructure indicators (part 2 of 4) (#113)
* feat(core): add 3 trade-flow microstructure indicators

SignedVolume (per-trade size signed by aggressor), CumulativeVolumeDelta
(running signed-volume total), and TradeImbalance (rolling buy/sell volume
imbalance over a trade window). All consume the Trade type, with full unit
coverage. Extends the Microstructure family.

* feat(bindings): expose trade-flow microstructure indicators

Python, Node and WASM bindings for SignedVolume, CumulativeVolumeDelta and
TradeImbalance. Each takes a trade via update(price, size, is_buy); Python and
Node expose a batch over three parallel arrays, WASM exposes per-trade update.
Regenerates node index.d.ts/.js.

* test(bindings,fuzz,bench): cover trade-flow microstructure indicators

Python and Node: reference values, streaming-vs-batch, lifecycle/repr and input
validation (zero window, negative size, non-positive price, mismatched batch
lengths). New indicator_update_trade fuzz target. Synthetic trade-tape benches
(signed_volume cheapest, trade_imbalance windowed/expensive).

* docs: add trade-flow indicators + bump counter to 227

README Microstructure family row gains signed volume / CVD / trade imbalance and
the counter goes 224 -> 227; CHANGELOG records the trade-flow indicators.
2026-06-01 16:38:48 +02:00
kingchenc 2be21df803 feat: order-book microstructure indicators (part 1 of 4) (#112)
* feat(core): add microstructure input types (OrderBook, Trade, TradeQuote)

New non-OHLCV value types for the order-book / trade-flow indicator family:
Level, OrderBook (sorted, uncrossed depth snapshot), Side, Trade (with
aggressor side), and TradeQuote (trade paired with prevailing mid). Each has a
validating constructor plus a new_unchecked hot-path constructor, with full
unit coverage. Adds InvalidOrderBook / InvalidTrade error variants.

* feat(core): add 5 order-book microstructure indicators

OrderBookImbalanceTop1/TopN/Full (signed depth imbalance), Microprice
(size-weighted fair value), and QuotedSpread (top-of-book spread in bps). All
consume the OrderBook snapshot type, emit f64, are stateless and ready after
the first snapshot, with full unit coverage. Registers a new Microstructure
family in the taxonomy.

* feat(bindings): expose order-book microstructure indicators

Python, Node, and WASM bindings for OrderBookImbalanceTop1/TopN/Full,
Microprice and QuotedSpread. Each takes a depth snapshot via four equal-length
(bid_px, bid_sz, ask_px, ask_sz) arrays. Python and Node expose a batch over a
list of snapshots; WASM exposes per-snapshot update (the streaming model that
fits a browser book feed). Regenerates node index.d.ts/.js and registers the
new InvalidOrderBook/InvalidTrade arms in the Python error mapping.

* test(bindings,fuzz): cover order-book microstructure indicators

Python: smoke, reference values, streaming-vs-batch, lifecycle/repr and input
validation (mismatched lengths, crossed book, misordered levels, zero levels)
for all five order-book indicators. Node: reference values, streaming-vs-batch,
and rejection cases. Adds an indicator_update_orderbook fuzz target driving
every order-book indicator over arbitrary (incl. degenerate) snapshots.

* bench(microstructure): synthetic order-book benchmarks

Add a bench_orderbook_input harness and synthesise a five-level book around
each candle close (no order-book dataset ships with the repo). Benches the
cheapest (top-of-book imbalance) and most-expensive (full-depth imbalance) plus
microprice, matching the curated cheapest/expensive-per-family approach.

* docs: add Microstructure family + bump indicator counter to 224

README gains the Microstructure family row (order-book imbalance, microprice,
quoted spread) and the indicator counter goes 219 -> 224 across seventeen
families; CHANGELOG records the new order-book indicators and value types.
2026-06-01 16:06:22 +02:00
kingchenc 498b74a5ae chore(license): point package metadata at the modified license file
The LICENSE now carries an Additional Permissions section on top of
PolyForm Noncommercial 1.0.0, so the bare SPDX id no longer describes
it exactly. Update the package manifests to reference the actual file
instead of claiming the unmodified standard:

- Cargo (workspace + all crates): license -> license-file = "LICENSE"
- npm (main + 6 platform packages): LicenseRef-Wickra-Noncommercial-1.0.0
- PyPI: license text notes the additional personal-account permissions
2026-06-01 15:28:18 +02:00
kingchenc 921a250715 docs(license): grant personal-account trading use to match README
Append an Additional Permissions section to the PolyForm Noncommercial
License 1.0.0. The base PolyForm text is unmodified; the section only
broadens the grant. It explicitly permits a natural person to use the
software for their own personal account, including running a trading
bot on their own capital for profit, matching the README's plain-English
summary (hobby trading bots: all fine). Commercial sale of the software
or of services built around it still requires a commercial license.
2026-06-01 15:05:03 +02:00
kingchenc 0479191b66 feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)
* feat(core): add signed dragonfly/gravestone encoding to Doji

Doji gains an opt-in `.signed()` mode that classifies a detected Doji by the
position of its body within the bar range: dragonfly (long lower shadow) emits
+1.0 (bullish), gravestone (long upper shadow) emits -1.0 (bearish), and a
long-legged/standard Doji emits 0.0. The default detection-flag behaviour
(+1.0/0.0) is unchanged, so existing callers are unaffected.

The other 14 candlestick patterns already emit the uniform +1 bull / -1 bear /
0 none convention; document that explicitly with a "Signed +-1 encoding"
section on each so the whole family is a consistent drop-in ML feature.

* feat(bindings): expose Doji signed mode in python, node, wasm

Hand-write the Doji binding in all three language bindings (instead of the
shared candle-pattern macro) so it accepts an opt-in `signed` flag and exposes
an `is_signed`/`isSigned` accessor:

- Python: `Doji(signed=False)` keyword argument
- Node: `new Doji(signed?)` optional constructor argument (index.d.ts/.js
  regenerated via napi build)
- WASM: `new Doji(signed?)` optional constructor argument

The default construction is unchanged, so existing callers keep the
direction-less +1/0 detection flag.

* test(bindings,fuzz): cover Doji signed dragonfly/gravestone encoding

- python: dragonfly(+1)/gravestone(-1)/neutral(0) and default-flag cases in
  test_known_values
- node: equivalent signed/default assertions in indicators.test.js
- fuzz: drive a signed Doji alongside the default in indicator_update_candle

* docs: document signed candlestick convention and Doji signed mode

README gains a candlestick sign-convention note; CHANGELOG records the new
opt-in Doji signed dragonfly/gravestone encoding under [Unreleased].
2026-06-01 14:37:20 +02:00
kingchenc 4631519885 release: bump 0.4.0 -> 0.4.1 (#110)
Releases the cross-asset / pairwise indicator family (PR #109):
PairwiseBeta, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration,
RelativeStrengthAB. Indicator count 214 -> 219.

Bumps workspace + binding versions and the CHANGELOG ([Unreleased] ->
[0.4.1]) with the new compare URL.
2026-06-01 13:58:50 +02:00
kingchenc 0b85142ad1 feat: cross-asset / pairwise indicators (5 new) (#109)
* feat(core): add PairwiseBeta cross-asset indicator

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.

Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with unit/known-value/streaming tests and a pair fuzz target.

* feat(core): add PairSpreadZScore cross-asset indicator

Standardised log-spread ln(a) - beta*ln(b) of a pair, where beta 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.

Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with sign/known-value/streaming tests and a pair fuzz target.

* feat(core): add LeadLagCrossCorrelation cross-asset indicator

Reports the integer offset k in [-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. A positive lag means a leads b. Fully causal: a's window is
held centred while b's window slides across the buffered history, so every
lag is evaluated only against data already seen.

Struct output { lag, correlation }, exposed in Rust, Python, Node and WASM
with lead-detection/streaming tests and a pair fuzz driver.

* feat(core): add Cointegration (Engle-Granger + ADF) indicator

Rolling pairs-trading screen: an OLS hedge ratio of a on b, the spread
(residual) a - (alpha + beta*b), and an augmented Dickey-Fuller t-statistic
on the spread with configurable lags. A strongly negative statistic flags a
mean-reverting, tradeable spread. Includes a small Gaussian-elimination
solver for the augmented regression.

Struct output { hedge_ratio, spread, adf_stat }, exposed in Rust, Python,
Node and WASM with stationarity/hedge-ratio/streaming tests and a pair fuzz
driver.

* feat(core): add RelativeStrengthAB cross-asset indicator

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. Composes the existing Sma and Rsi over the
ratio; a zero denominator or non-finite price is skipped.

Struct output { ratio, ratio_ma, ratio_rsi }, exposed in Rust, Python, Node
and WASM with flat/rising-ratio/streaming tests and a pair fuzz driver.

* test(cointegration): cover ADF guard branches

The ADF helper's short-series and degrees-of-freedom guards and the
zero-dispersion (perfect AR) path are unreachable through the public
Cointegration API (period >= 2*adf_lags + 4), so exercise them with direct
unit tests on adf_no_constant. The second linear solve cannot be singular
once the coefficient solve on the same matrix has succeeded, so it now uses
expect() instead of a dead error branch.
2026-06-01 13:45:21 +02:00
kingchenc 1ab9bc70d1 ci(release): make the release immutability-ready (draft then publish) (#108)
GitHub release immutability locks a release's assets at publish time. The
current flow publishes the release in github-release and only afterwards uploads
the Sigstore provenance bundle (P21.1e) via 'gh release upload', which
immutability would reject (actions/attest-build-provenance#734).

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Raises OpenSSF Scorecard Token-Permissions from 0 toward 10.
2026-06-01 02:01:31 +02:00
kingchenc eab2649f1c release: bump 0.3.1 -> 0.4.0 (#89)
Minor release. The headline user-facing change is the Node binding now
rejecting invalid indicator periods instead of silently clamping period 0
to 1 (matches Python/WASM/core); plus per-ecosystem binding READMEs and a
corrected MSRV statement in CONTRIBUTING. See CHANGELOG [0.4.0].

- Cargo.toml (workspace.package + wickra-core dep) + Cargo.lock (6 members)
- bindings/python/pyproject.toml
- bindings/node/package.json (version + 6 optionalDependencies) + package-lock.json
- bindings/node/npm/*/package.json (6 platform subpackages)
- examples/node/package-lock.json (wickra-* platform pins)
- CHANGELOG: [Unreleased] -> [0.4.0] - 2026-05-31 + compare URL

No tag pushed (release publish is a separate, user-confirmed step).
2026-06-01 01:28:53 +02:00
kingchenc f7f947e048 docs(changelog): record provenance attestations + CI security tooling (Unreleased) (#102) 2026-06-01 01:08:14 +02:00
kingchenc 01dd08714b ci: harden workflows against network/CDN flakes (resilient cache + setup retries) (#101) 2026-06-01 01:07:56 +02:00
kingchenc 0fa70c9882 ci: pin remaining GitHub Actions to commit SHAs (P21.1c) (#100) 2026-06-01 01:07:34 +02:00
kingchenc debe4523d5 ci: pass untrusted workflow contexts via env to prevent shell injection (P21.1a) (#99) 2026-06-01 00:32:24 +02:00
kingchenc a046c441e5 docs(readme): show the Wickra banner; drop the redundant heading (#98)
Embed the brand banner at the top of the README (linked to wickra.org) and
drop the now-redundant "# Wickra" heading — the banner shows the wordmark.

The image is served from https://wickra.org/og-banner.webp, which the webpage
build regenerates on every deploy from the current indicator count (4K WebP),
so the README banner stays current with no committed binary in this repo and
renders on GitHub, crates.io and docs.rs alike.
2026-06-01 00:07:36 +02:00
kingchenc f7b91f6fa5 chore: use support@wickra.org for contact/author email; drop dead sponsor link (#97)
Now that the wickra.org catch-all mailbox exists, move the project contact +
package-author email off the personal gmail to support@wickra.org across all
surfaces: CODE_OF_CONDUCT, SECURITY, CITATION.cff, Cargo.toml, the npm + PyPI
author fields, the release.yml npm author, and repo-metadata.toml. (The
package-author changes take effect on the next published release.)

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

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

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

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

* ci: add CodeQL SAST workflow + badge (P13.6)
2026-05-31 22:34:00 +02:00
kingchenc 1dd487fabc docs(readme): GitHub release badge (P13.4) (#94)
* ci: add OpenSSF Scorecard workflow + badge (P13.1)

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

* docs(readme): add GitHub release badge (P13.4)
2026-05-31 22:21:05 +02:00
kingchenc cee174c0de ci(release): build-provenance attestations for crates + Python (P13.2) (#91)
* ci: add OpenSSF Scorecard workflow + badge (P13.1)

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

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

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

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

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

Page paths map 1:1 to VitePress clean URLs (e.g. /wiki/Quickstart-Rust.md ->
docs.wickra.org/Quickstart-Rust). The sync-about.yml wiki-sync step is left
untouched on purpose: it stays until the docs site is live (tracked as P8.3).
The GitHub wiki itself is not deleted yet for the same reason.
2026-05-31 21:48:24 +02:00
kingchenc 3f05342f72 docs(P7): per-ecosystem binding READMEs + correct MSRV documentation (#85)
* docs(contributing): correct MSRV to 1.86/1.88 and document the dep-forced floor (P7.1)

* docs(bindings): trim binding READMEs to per-ecosystem install + links (P7.2)

* docs(changelog): note per-ecosystem binding READMEs + MSRV doc fix (P7.1/P7.2)
2026-05-31 05:30:34 +02:00
kingchenc eb4454ab27 P5: track index.d.ts + reject invalid periods in the Node binding (#83)
* build(node): track the generated index.d.ts (P5.1)

index.js was committed but index.d.ts was gitignored, an inconsistency that
also contradicts CONTRIBUTING ('regenerate both .d.ts/.js when a binding API
changes'). Track index.d.ts too so the repo carries the TypeScript types as a
matched pair with index.js. Generated by napi build; ~214 indicator classes.

* fix(node): reject invalid periods instead of clamping them (P5.4)

The Node scalar-indicator macro clamped period 0 to 1 (via clamp_period + must)
and the multi-parameter constructors did the same, silently swallowing the
core's PeriodZero validation. The core rejects period 0 (Error::PeriodZero),
and the Python and WASM bindings already propagate it — Node was the outlier,
masking caller mistakes. Make the macro constructor fallible and let every
constructor propagate the core error via map_err, removing clamp_period/must.
Update the smoke test (period 0 now throws, matching core/Python/WASM).

* docs(changelog): note the Node period-validation change (P5.4)

Behavior change per CONTRIBUTING: Node constructors now reject invalid periods
instead of clamping. Add an [Unreleased] Changed entry.

* chore: drop accidentally committed scratch log
2026-05-31 05:22:56 +02:00
kingchenc 3093f194a2 docs: document the repo-wide lockfile policy (P4) (#82)
The .gitignore comment claimed package-lock.json is committed only under
bindings/node/, but examples/node/package-lock.json has also been tracked
since #80. Correct the comment and add a CONTRIBUTING 'Lockfile policy'
section spelling out every component: Cargo.lock + the two Node package-locks
are tracked; fuzz/Cargo.lock is ignored (cargo-fuzz default); the Python
package has no lockfile by PyO3 convention (pinned via Cargo.lock); the
ghost-ignored site keeps its lockfile local.
2026-05-31 05:11:08 +02:00
kingchenc 21c86f348f examples + bindings: Node/WASM strategy parity + test/benchmark parity (P2 + P3) (#81)
* examples(node): add RSI mean-reversion strategy

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

* test(node): add input-validation suite

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

* test(node): add indicator completeness contract

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

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

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

* bench(node): add indicator throughput benchmark

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

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

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

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

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

Refs findings P9 / P10.
2026-05-31 03:02:32 +02:00
kingchenc 01aeb965d1 release: bump 0.3.0 -> 0.3.1 (#80)
* chore: remove ROADMAP.md from the public repo

ROADMAP is kept as a local-only draft (ghost-ignored via
.git/info/exclude); it is not part of the published package surface.

* release: bump 0.3.0 -> 0.3.1

CI-only patch: fixes the release.yml CycloneDX SBOM step (cargo-cyclonedx
has no -p flag, see #79) that skipped the GitHub Release attach-assets job
on 0.3.0. No library changes — republishes the same code with a working
release pipeline.

- Cargo.toml (workspace.package + wickra-core dep) + Cargo.lock
- bindings/python/pyproject.toml
- bindings/node/package.json (version + 6 optionalDependencies) + package-lock.json
- bindings/node/npm/*/package.json (6 platform subpackages)
- CHANGELOG: finalize [0.3.0] (was still under [Unreleased]), add [0.3.1]

* chore: track examples/node/package-lock.json

Since the global package-lock ignore rule was dropped (#68) this file was
left untracked. Commit it for reproducible example installs, consistent
with bindings/node (findings P4.1).
2026-05-30 19:50:45 +02:00
kingchenc f1fed6cdd5 ci(release): fix CycloneDX SBOM generation (cargo-cyclonedx has no -p flag) (#79)
cargo-cyclonedx 0.5.9 walks the whole workspace in a single pass and
writes a <package>.cdx.json next to each member's Cargo.toml; it has no
-p/--package selector. The previous three 'cargo cyclonedx ... -p <crate>'
invocations aborted with 'error: unexpected argument -p found', failing
the cargo-publish job after the crates were already published and, in
turn, skipping the github-release attach-assets job (it needs all four
publish jobs). v0.3.0 published to every registry but got no GitHub
Release page or SBOM assets as a result.

Replace the three invalid calls with a single workspace pass and copy
the three crates.io crate SBOMs into the upload dir.
2026-05-30 19:26:30 +02:00
514 changed files with 251376 additions and 2011 deletions
+18
View File
@@ -0,0 +1,18 @@
# 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
# The cbindgen-generated C header is committed; pin it to LF so its CI drift
# check (regenerate + `git diff`) never trips on a CRLF normalization.
bindings/c/include/wickra.h text eol=lf
# C# sources (including the generated binding) are pinned to LF so the committed
# files stay stable regardless of the committer's autocrlf setting.
*.cs text eol=lf
# Go sources (including the generated binding) are pinned to LF so gofmt's CI
# check never trips on a CRLF checkout on Windows.
*.go text eol=lf
go.mod text eol=lf
go.sum text eol=lf
-1
View File
@@ -3,4 +3,3 @@
# Leave a key empty (e.g. patreon:) to skip a platform.
github: [kingchenc]
custom: ["https://wickra.org/sponsor"]
+2 -2
View File
@@ -30,9 +30,9 @@ assignees: ""
## Environment
- Wickra version:
- Language / binding: <!-- Rust crate / Python / Node / WASM -->
- Language / binding: <!-- Rust crate / Python / Node / WASM / C ABI / C# (.NET) / Go -->
- OS and architecture:
- Rust / Python / Node version (If relevant):
- Rust / Python / Node / .NET version (If relevant):
## Additional context
@@ -26,7 +26,7 @@ assignees: []
| 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` |
| Python / Node / .NET version | `python --version` / `node --version` / `dotnet --version` |
## Minimal reproducer
@@ -25,6 +25,9 @@ assignees: ""
- [ ] Should be exposed in the Python binding
- [ ] Should be exposed in the Node binding
- [ ] Should be exposed in the WASM binding
- [ ] Should be exposed in the C ABI
- [ ] Should be exposed in the C# / .NET binding
- [ ] Should be exposed in the Go binding
## Additional context
@@ -13,7 +13,7 @@ assignees: []
## Affected code path
- Indicator / API: `e.g. EMA.update`
- Binding: `Rust / Python / Node / Wasm`
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
- Hot loop or one-shot call?
## Versions compared
+1 -1
View File
@@ -33,4 +33,4 @@ import wickra as ta
## Environment (Only if relevant)
- Wickra version: `e.g. 0.4.2`
- Binding: `Rust / Python / Node / Wasm`
- Binding: `Rust / Python / Node / Wasm / C ABI / C# (.NET) / Go`
+4 -4
View File
@@ -22,11 +22,11 @@
- [ ] `cargo clippy --workspace --all-targets -- -D warnings` is clean.
- [ ] `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
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings, and the C ABI + C# + Go bindings are regenerated
and their type stubs (If applicable).
- [ ] The relevant page on the [project Wiki](https://github.com/wickra-lib/wickra/wiki)
and the `README.md` are updated (If applicable). Wiki edits go to a
separate repository: `https://github.com/wickra-lib/wickra.wiki.git`.
- [ ] 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
+4 -1
View File
@@ -23,6 +23,9 @@ Please fill in the sections below. Delete any that don't apply.
- [ ] Python binding (`bindings/python`)
- [ ] Node.js binding (`bindings/node`)
- [ ] WebAssembly binding (`bindings/wasm`)
- [ ] C ABI (`bindings/c`)
- [ ] C# / .NET binding (`bindings/csharp`)
- [ ] Go binding (`bindings/go`)
- [ ] Examples / docs
## Linked issues
@@ -60,7 +63,7 @@ Closes #
- [ ] 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 (PolyForm-NC-1.0.0)
- [ ] License header / `LICENSE` reference unchanged (MIT OR Apache-2.0)
## Notes for reviewers
+23
View File
@@ -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)"
+11
View File
@@ -0,0 +1,11 @@
# 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
TA-Lib
tulipy
talipp
finta
+247
View File
@@ -0,0 +1,247 @@
# This file was autogenerated by uv via the following command:
# ./scripts/update-lockfiles.sh
build==1.5.0 \
--hash=sha256:13f3eecb844759ab66efec90ca17639bbf14dc06cb2fdf37a9010322d9c50a6f \
--hash=sha256:302c22c3ba2a0fd5f3911918651341ebb3896176cbdec15bd421f80b1afc7647
# via ta-lib
colorama==0.4.6 \
--hash=sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44 \
--hash=sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6
# via build
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
# ta-lib
# tulipy
packaging==26.2 \
--hash=sha256:5fc45236b9446107ff2415ce77c807cee2862cb6fac22b8a73826d0693b0980e \
--hash=sha256:ff452ff5a3e828ce110190feff1178bb1f2ea2281fa2075aadb987c2fb221661
# via build
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
pyproject-hooks==1.2.0 \
--hash=sha256:1e859bd5c40fae9448642dd871adf459e5e2084186e8d2c2a79a824c970da1f8 \
--hash=sha256:9e5c6bfa8dcc30091c74b0cf803c81fdd29d94f01992a7707bc97babb1141913
# via build
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
ta-lib==0.6.8 \
--hash=sha256:02388054c059945e5f02625f5075bac20a1803573cb43e7d096091027511961f \
--hash=sha256:094677b279a59c3f01c3aca8a889fda3523fd641a3805f69a2d642121b72e55e \
--hash=sha256:0a08a29690a922ba92a6cf42902a8a93c6fbda4cfed62c3c5b0471560ef60135 \
--hash=sha256:0ccd478ff5735831bf2a61d653466bfda8afadc26ad58ca6b1edb9e7521cc674 \
--hash=sha256:0e371d14b49e70caa973a234c8823341dd446f5c5d7acc826868bb42b272bdc0 \
--hash=sha256:11a373c9308eae3bac2d56d37017f9ab63968cc074a8b95be879aae3d13133aa \
--hash=sha256:128ec92e6a0e9ff7a38edef80e3b74f15bb2ed1c531d5d3252c8dca22677651b \
--hash=sha256:1fb4028437201e19014e4e374272b739867c8a3eb655da46675ef4c2ff14b616 \
--hash=sha256:282e49c766b5952dd8796f77d7ed3ae412cdd88e31f845b1fbbb86ac6cb7bebf \
--hash=sha256:2b369cabb48485fbf444beb3f5a878075367b99c2c86db2f796afeabebc749e0 \
--hash=sha256:2bf714333788bf5175f2512b86d2ed129e89ae6f6c2923e8a297a1e3395e13b5 \
--hash=sha256:30de46b55873b51be945a09edf486afcc190dc47eff9fb5d2b12c9f7e3d743da \
--hash=sha256:34e3b12407ddf99f6627435aa8a165f094339bb7dc33de92e1d7472e9f237304 \
--hash=sha256:36b2a516fce57309840f5ef3fa2fd0c4449293fc72536a0400d2e1e26b414da8 \
--hash=sha256:3a9195299df9d7d2a6e9d16bebd6b706b0ea99e4b871864c4b034c2577e21a77 \
--hash=sha256:3c32fc0f546ceecc47dd45f33d72ab4a1e341b80d9081c2d77b100add5d49104 \
--hash=sha256:3d7333e907bff3e3997e54f89733ffa8d619842a3e1cd962bca34bdc11944c28 \
--hash=sha256:4795e93d130c9b7fb661f0cead49752ae6a980437df74b99d5918026c212443e \
--hash=sha256:490e19a45cd3cdd6dfe6b46019f7ffe1103500750b41b51996a870e7c1c5f066 \
--hash=sha256:4aa0fe08383f3e5fc7d2f8cf9b42ac778f4d53fd75bcd2799a858225954eab89 \
--hash=sha256:559326d8f3d904cd4aa61f6a392d5626f35eec6a9f6cc83bcddb0abf88c40516 \
--hash=sha256:5929c83bd8cb7572d1c17ffdbf0eac235bf3c4d53cde1950cf89d944eaf97525 \
--hash=sha256:5bfd21b6acb32e20d4e279c34405a34e63da345be4b2b6eabd683e1a88857406 \
--hash=sha256:613cf06313331f49dd7b85a5a24fbddb1156c9723b6921a231906241726e5aee \
--hash=sha256:66a8e1c1e899d15a2f7510e43527fba22d895e7f6058d027db3e3837d88a69de \
--hash=sha256:691a62926ba09f2653ec0908554b3635497efb7751c5d46b916cd1ebbb1d3c25 \
--hash=sha256:6c1fd18e45c39d5a4be4b0d6a20c141e43fe46daeb1b2e2f304ebae7015ab6e6 \
--hash=sha256:6c6a1e8f98de92e817491b50aa4d01d69a1b41a4ed3173747e8f16f0d4cf81cc \
--hash=sha256:6cf029b886cfb28a2701503b7c602b811f2daa45276bd6459b0c71e051deb497 \
--hash=sha256:71506116eac0d3e3598d6325b4b818c3a0f6acb3222b24d30ad726e8c4bf7ea8 \
--hash=sha256:7993164e8e9f78ec31d38c47850ca6ba5451788b5b49a8a2dbb3322b36b5693b \
--hash=sha256:7a5cc6bf60791d8274edfdfe2dd7cec3f00f656dcc92e2b0a9af06c8b18ce6a6 \
--hash=sha256:87c1cc1057d903b78a8257a7c5f497db6fd5284f5080392bd57b66031d7389a3 \
--hash=sha256:98376c75bd6c103c74396953084a5e0798ffe476aecbfcc51ec6d100a685ac38 \
--hash=sha256:a395524b0fafa10446d11e11acb4742e919523de58aac03b791f26d7a783bcf0 \
--hash=sha256:a5100a4be91b7d4b7c8fe16a3600bd0951e10205eb1066b6873afd3996b51ee4 \
--hash=sha256:a63a52221f8c73f82f4e00493351d987f594931198589287aee96f8da673cfd5 \
--hash=sha256:a89734a7bcb2ea3b6fd600a74d6fbcdb8d3fa3f7917dbd978e039710b5509c9c \
--hash=sha256:b165f5e6de1ccc964e863bd2035807a4d3bad3e0481f9db2dc52034d6ad4f9de \
--hash=sha256:b3845e4c2fa32963fb7f384ebbaa2761b0e6b96145239bf80e956d4aff4b071c \
--hash=sha256:b3b017d9103e7a7372a146773be32b184ff7330bd708d40b1f56f06a686756ed \
--hash=sha256:b6c6e4858d8c3f88e19b7aa94b6a7619108f0bee51da9fa67b0785a8b59955f9 \
--hash=sha256:bfad1202fb1f9140e3810cc607058395f59032d9128cc0d716900c78bea5f337 \
--hash=sha256:c01809fb602e2fefc8cbfb3b603bb59d2a2eaee8708410896d48a835ba00e7c5 \
--hash=sha256:cce8de9d48289927ed18aaa420740efd52b2cd9289da32e3799afbb3a02822e8 \
--hash=sha256:ce2bc1ea01200b6d8130ab917296d05d77a1a571ec6c1ee25cfca6d55cd5db4a \
--hash=sha256:d4601e2a8b46ffbf540601a4926fd6cc5aae8a13b36fdd467f1040f01f9edaed \
--hash=sha256:d556d1c256b3700b60b6b061664a667b2e49d599c2772d46a9f2348f2dc4ab5c \
--hash=sha256:ddf7453acd03b966624ebefdb38169b5bbbeea1a1a58c90b095667247f9de327 \
--hash=sha256:e781eeb65b2007af553389c8a7fb7bc53cb856118b0fcffb2c26b0f49561c686 \
--hash=sha256:e920c272cd9e70a6b10eae9203cc96845da142e1dd4482de9343dda3738a9862 \
--hash=sha256:f5b6174bf4bf9152e368561dff410203c6921e4dd2afbcda3283a95957158112 \
--hash=sha256:f69bd42fd2515060af69b120668213121264bb7976b113954b6f9db327727c65 \
--hash=sha256:f823d0f6b04a6797fbe253bcf91666e71a6b63c290683819650c68b2468ebe64 \
--hash=sha256:fa7e9f2e80a9535f9692e113d02b4268b5f88675a730d1b0ef0abeb74c9a4e80
# via -r .github/requirements/bench.in
talipp==2.7.0 \
--hash=sha256:567f59ad74366cb59a14a00d350f35fd9d22e6924d6228bad581e6dcf1de2205 \
--hash=sha256:f749f22b9ad615605e71faf26457bb7f5e3fe16f04d3287f4ca54fd16bc3d4eb
# via -r .github/requirements/bench.in
tulipy==0.4.0 \
--hash=sha256:540704956b5b940a5f6306aa393a37536a6d7c3cbc07efe47512f3496e5203ab \
--hash=sha256:95542e40537afdd345d875baf37485eac993c6a819d00c51432e9de8df21eba8 \
--hash=sha256:fbc31727ef7657c93ad910bfdce65fecc6aaa7a5e961fe00240718e7a3fc79d8
# via -r .github/requirements/bench.in
tzdata==2026.2 \
--hash=sha256:9173fde7d80d9018e02a662e168e5a2d04f87c41ea174b139fbef642eda62d10 \
--hash=sha256:bbe9af844f658da81a5f95019480da3a89415801f6cc966806612cc7169bffe7
# via pandas
+7
View File
@@ -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
+124
View File
@@ -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
+8
View File
@@ -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
+162
View File
@@ -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
+78 -3
View File
@@ -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
@@ -68,3 +117,29 @@ jobs:
with:
name: cross-library-bench
path: bindings/python/benchmark.txt
rust-cross-bench:
name: Rust cross-library benchmark report
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
# Wickra vs the other Rust TA crates (kand, ta-rs, yata) on an identical
# candle series — the like-for-like engine comparison with no binding
# overhead. Streaming + batch, in crates/wickra-bench/benches/cross_lib.rs.
- name: Run Rust cross-library benchmark
run: cargo bench -p wickra-bench --bench cross_lib | tee rust_cross_bench.txt
- name: Upload Rust report
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: rust-cross-bench
path: rust_cross_bench.txt
+442 -2
View File
@@ -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 +50,24 @@ 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: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# CARGO_NET_RETRY rides out short blips, but a longer runner DNS outage
# outlasts cargo's rapid in-process retries: the crates.io index fetch
# the first cargo step does ("Could not resolve host: index.crates.io")
# then fails the whole job. Pre-fetch the dependency graph here with real
# backoff so clippy/build/test resolve from the warmed local cache.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Format check
run: cargo fmt --all -- --check
@@ -55,6 +95,97 @@ 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.
@@ -64,6 +195,8 @@ 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
@@ -71,17 +204,62 @@ jobs:
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: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# See the rust job: pre-fetch with backoff so the clippy index update
# can't fail the job on a transient "Could not resolve host" DNS blip.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Clippy (bindings, all targets)
run: cargo clippy -p wickra-node -p wickra-python --all-targets -- -D warnings
@@ -110,6 +288,8 @@ 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
@@ -118,6 +298,21 @@ 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: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# See the rust job: pre-fetch with backoff so the first cargo step can't
# fail the job on a transient "Could not resolve host" DNS blip.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Build on MSRV
run: cargo build ${{ matrix.packages }} --verbose
@@ -131,6 +326,8 @@ 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
@@ -139,9 +336,12 @@ 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@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: cargo-llvm-cov
@@ -167,6 +367,8 @@ 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@bb137d7af7e4fb67e5f82a49c4fce4fad40782fe # v2.0.20
@@ -183,6 +385,8 @@ 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
@@ -191,6 +395,8 @@ 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
@@ -203,6 +409,7 @@ jobs:
# never gets off the ground. The prebuilt binary avoids the entire
# transitive-dep compile.
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
@@ -236,12 +443,16 @@ 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.
@@ -254,6 +465,8 @@ jobs:
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'
@@ -267,11 +480,21 @@ jobs:
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
@@ -296,6 +519,8 @@ 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
@@ -304,6 +529,8 @@ 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: Install wasm-pack
# jetli/wasm-pack-action@v0.4.0 with no `version:` input installs an
@@ -314,6 +541,7 @@ jobs:
# 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
@@ -339,12 +567,16 @@ 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
@@ -356,6 +588,8 @@ jobs:
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'
@@ -369,10 +603,12 @@ jobs:
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
@@ -386,6 +622,210 @@ jobs:
working-directory: bindings/node
run: node --test __tests__/
c-abi:
name: C ABI on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
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
- 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 cbindgen
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: cbindgen
- name: Build the C ABI library (cdylib + staticlib)
run: cargo build -p wickra-c --release
- name: Rust unit tests
run: cargo test -p wickra-c
# The generated header is platform-independent, so checking drift on one OS
# is enough — and avoids a spurious CRLF/LF diff on the Windows runner.
- name: Check the committed header is in sync with cbindgen
if: runner.os == 'Linux'
shell: bash
run: |
cbindgen --config bindings/c/cbindgen.toml --crate wickra-c --output bindings/c/include/wickra.h
if ! git diff --quiet -- bindings/c/include/wickra.h; then
echo "::error::bindings/c/include/wickra.h is out of sync — run cbindgen and commit the result"
git --no-pager diff -- bindings/c/include/wickra.h
exit 1
fi
# The real cross-language test: a foreign C consumer links the generated
# header + the compiled library and runs. If this passes on all three OSes,
# every C-capable language can link the same way.
- name: Build and run the C smoke example (CMake + ctest)
shell: bash
run: |
cmake -S examples/c -B examples/c/build
cmake --build examples/c/build --config Release
ctest --test-dir examples/c/build -C Release --output-on-failure
csharp:
name: C# on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub at runtime; build it first so the
# DllImportResolver finds target/release/wickra.{dll,so,dylib}. .NET 8 SDK is
# preinstalled on the GitHub runners, so no setup-dotnet step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: .NET info
run: dotnet --info
- name: Test the C# binding
run: dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj -c Release
- name: Build the C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze \
fetch_btcusdt live_binance; do
dotnet build "examples/csharp/$d" -c Release
done
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
dotnet run --project "examples/csharp/$d" -c Release --no-build
done
go:
name: Go on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
# Go is not reliably on PATH on every runner image, so install it
# explicitly. cache: false — the cargo build dominates and the modules
# have no external Go deps worth caching.
- name: Set up Go
id: setup-go
continue-on-error: true
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
with:
go-version: "stable"
cache: false
- name: Retry Go setup (CDN flake)
if: steps.setup-go.outcome == 'failure'
shell: bash
run: |
echo "::warning::setup-go failed (likely CDN flake), waiting 30s before retry..."
sleep 30
- name: Set up Go (retry)
if: steps.setup-go.outcome == 'failure'
uses: actions/setup-go@40f1582b2485089dde7abd97c1529aa768e1baff # v5
with:
go-version: "stable"
cache: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub via cgo; build it first and stage
# the platform library under bindings/go/lib so cgo's LDFLAGS find it. Go is
# preinstalled on the GitHub runners, so no setup-go step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: Stage the native library
shell: bash
run: |
mkdir -p bindings/go/lib
case "$RUNNER_OS" in
Linux) cp target/release/libwickra.so bindings/go/lib/ ;;
macOS) cp target/release/libwickra.dylib bindings/go/lib/ ;;
Windows) cp target/release/wickra.dll bindings/go/lib/ ;;
esac
- name: Go info
run: go version
- name: Check gofmt
shell: bash
run: |
unformatted="$(gofmt -l bindings/go examples/go)"
if [ -n "$unformatted" ]; then
echo "gofmt needed on:"; echo "$unformatted"; exit 1
fi
- name: Vet and test the Go binding
shell: bash
# On Windows there is no rpath; the loader resolves wickra.dll via PATH.
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd bindings/go
go vet ./...
go test ./...
- name: Build the Go examples
shell: bash
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd examples/go
go build ./...
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline Go examples
shell: bash
run: |
export PATH="$PWD/bindings/go/lib:$PATH"
cd examples/go
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
go run "./$d"
done
# The cross-library benchmark has moved to a dedicated scheduled workflow
# (.github/workflows/bench.yml) — see audit finding R10. It runs nightly
# at 03:00 UTC and on-demand via `workflow_dispatch`, and is no longer on
+56
View File
@@ -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 }}"
+400 -23
View File
@@ -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.
@@ -85,16 +111,21 @@ jobs:
# 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 --format json --top-level -p wickra-core
cargo cyclonedx --format json --top-level -p wickra-data
cargo cyclonedx --format json --top-level -p wickra
# 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
find . -name "*.cdx.json" -not -path "./target/*" -exec cp {} 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
@@ -127,7 +158,23 @@ 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
@@ -151,6 +198,8 @@ 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
@@ -201,8 +250,26 @@ jobs:
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"
@@ -211,10 +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
@@ -242,15 +311,34 @@ jobs:
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
@@ -392,8 +480,27 @@ jobs:
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"
@@ -406,6 +513,7 @@ jobs:
# 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
@@ -424,11 +532,11 @@ jobs:
node -e "
const fs = require('fs');
const pkg = JSON.parse(fs.readFileSync('package.json'));
pkg.author = 'kingchenc <wickra.lib@gmail.com>';
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 = 'PolyForm-Noncommercial-1.0.0';
pkg.license = 'MIT OR Apache-2.0';
fs.writeFileSync('package.json', JSON.stringify(pkg, null, 2));
"
@@ -453,23 +561,180 @@ 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
needs: [cargo-publish, python-publish, node-publish, wasm-publish]
runs-on: ubuntu-latest
permissions:
contents: write
# --------------------------------------------------------------------------
# C ABI native libraries (bindings/c) — built per target on a native runner
# (no cross toolchain needed) and attached to the GitHub Release as the
# distribution channel. There is no package registry for the C ABI.
# --------------------------------------------------------------------------
c-abi-build:
name: C ABI library (${{ matrix.target }})
strategy:
fail-fast: false
matrix:
include:
- { host: ubuntu-latest, target: x86_64-unknown-linux-gnu }
- { host: ubuntu-24.04-arm, target: aarch64-unknown-linux-gnu }
- { host: macos-latest, target: x86_64-apple-darwin }
- { host: macos-latest, target: aarch64-apple-darwin }
- { host: windows-latest, target: x86_64-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: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
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: Build the C ABI library (cdylib + staticlib)
run: cargo build -p wickra-c --release --target ${{ matrix.target }}
- name: Package header + libraries
shell: bash
run: |
set -e
dir="wickra-c-${{ matrix.target }}"
mkdir -p "$dir/include" "$dir/lib"
cp bindings/c/include/wickra.h bindings/c/include/wickra.hpp "$dir/include/"
for f in libwickra.so libwickra.a libwickra.dylib wickra.dll wickra.dll.lib wickra.lib; do
src="target/${{ matrix.target }}/release/$f"
[ -f "$src" ] && cp "$src" "$dir/lib/"
done
tar -czf "$dir.tar.gz" "$dir"
echo "packaged $dir:"; ls -lR "$dir"
- name: Upload artifact
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: c-abi-${{ matrix.target }}
path: wickra-c-${{ matrix.target }}.tar.gz
if-no-files-found: error
# Pack and publish the .NET binding to NuGet. Independent of the GitHub-release
# job so a C# hiccup never blocks the C/C++ asset release. Authentication uses
# NuGet Trusted Publishing (OIDC) — no long-lived API key. The 'wickra-release'
# trusted-publishing policy on nuget.org (owner KingchenC, repo wickra-lib/wickra,
# workflow release.yml) exchanges the GitHub OIDC token for a short-lived key.
csharp-publish:
name: Publish to NuGet
needs: c-abi-build
runs-on: ubuntu-latest
environment: release
permissions:
contents: read
id-token: write # request the GitHub OIDC token for trusted publishing
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
with:
persist-credentials: false
- name: Download the C ABI native libraries
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
with:
pattern: c-abi-*
path: c-abi-artifacts
- name: Stage native libraries into runtimes/<rid>/native
shell: bash
run: |
set -e
declare -A RID=(
[x86_64-unknown-linux-gnu]=linux-x64
[aarch64-unknown-linux-gnu]=linux-arm64
[x86_64-apple-darwin]=osx-x64
[aarch64-apple-darwin]=osx-arm64
[x86_64-pc-windows-msvc]=win-x64
[aarch64-pc-windows-msvc]=win-arm64
)
base=bindings/csharp/Wickra/runtimes
for target in "${!RID[@]}"; do
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
if [ -z "$archive" ]; then
echo "::error::missing native artifact for $target"; exit 1
fi
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
dest="$base/${RID[$target]}/native"; mkdir -p "$dest"
for f in libwickra.so libwickra.dylib wickra.dll; do
src=$(find "$tmp" -name "$f" | head -1)
[ -n "$src" ] && cp "$src" "$dest/"
done
echo "staged ${RID[$target]}:"; ls -l "$dest"
done
- name: Pack
shell: bash
run: |
version="${GITHUB_REF_NAME#v}"
dotnet pack bindings/csharp/Wickra/Wickra.csproj -c Release -p:Version="$version" -o nupkg
# Exchange the GitHub OIDC token for a short-lived (~1h) NuGet API key.
# 'user' is the nuget.org profile name (the package owner), not an email.
- name: NuGet login (OIDC -> temporary API key)
uses: NuGet/login@8d196754b4036150537f80ac539e15c2f1028841 # v1.2.0
id: nuget_login
with:
user: KingchenC
# Pass the temporary key through the environment (not string-interpolated
# into the script) so it cannot be parsed as shell — avoids template injection.
- name: Push to NuGet
shell: bash
env:
NUGET_API_KEY: ${{ steps.nuget_login.outputs.NUGET_API_KEY }}
run: |
dotnet nuget push "nupkg/*.nupkg" --api-key "$NUGET_API_KEY" \
--source https://api.nuget.org/v3/index.json --skip-duplicate
- name: Upload the NuGet package as a build artifact
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: nuget-package
path: nupkg/*.nupkg
if-no-files-found: error
github-release:
name: Attach assets to the draft GitHub Release
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build]
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)
@@ -504,7 +769,7 @@ jobs:
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 }}
@@ -512,8 +777,11 @@ 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.
Wickra ${{ github.ref_name }} — streaming-first technical indicators across 4 language registries plus a C ABI.
### Install
@@ -534,7 +802,116 @@ jobs:
darwin-arm64, win32-x64-msvc)
- `wickra-*.tgz` — npm-pack tarballs (main package + per-platform subpackages + WASM)
- `*.crate` — cargo source crates (wickra-core, wickra-data, wickra)
- `wickra-c-<target>.tar.gz` — C ABI: `include/wickra.h` + `wickra.hpp`
and the cdylib/staticlib per target (linux/macos/windows × x64/arm64),
the hub for C / C++ / Go / C# / Java / R
### 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 }}"
+56
View File
@@ -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
+367 -101
View File
@@ -7,26 +7,51 @@ name: Sync indicator count
#
# 1. README.md prose — synced on PR branches (this workflow)
# 2. GitHub repo "About" description — synced on push to main / v* tag
# 3. Wiki: Home.md / FAQ.md / Streaming-vs-Batch.md
# — synced on push to main / v* tag
# 4. site/index.md (local-only marketing site, not synced from CI)
# 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 / about.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: keep README in sync *before* a PR is merged, by pushing a
# fix-up commit to the PR head branch. After squash-merge into main
# the bot commit is folded into the single signed merge commit, so
# main's history never shows an unsigned "sync indicator count" entry.
# Design: on PRs this workflow is a READ-ONLY check. The indicator wiring
# 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.
#
# The push to PR head uses the default `GITHUB_TOKEN`, whose pushes
# explicitly do NOT trigger downstream workflows (anti-recursion
# policy). So a counter fix-up does not re-trigger ci.yml on the PR
# — it does, however, re-trigger sync-about.yml on the next PR
# `synchronize` event, which is what we want (a no-op if the counter
# is now correct).
# (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]
@@ -35,51 +60,37 @@ on:
types: [opened, synchronize, reopened]
workflow_dispatch:
# `contents: write` is needed so the workflow can push the counter
# fix-up commit to the PR head branch via the auto-provided
# GITHUB_TOKEN. The wider About / Wiki writes still go through the
# fine-grained PAT (ABOUT_SYNC_TOKEN) because they need
# `Administration: write` (gh repo edit) which GITHUB_TOKEN lacks.
# 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: write
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 from forks the head ref lives in another repo; pushing
# back to it from this workflow is blocked by GitHub. We still
# want the PR to surface the missing counter, so the check below
# falls back to a hard failure when push isn't possible.
- name: Determine if push to PR head is possible
id: ctx
run: |
if [ "${{ github.event_name }}" = "pull_request" ]; then
if [ "${{ github.event.pull_request.head.repo.full_name }}" = "${{ github.repository }}" ]; then
echo "can_push=true" >> "$GITHUB_OUTPUT"
echo "head_ref=${{ github.event.pull_request.head.ref }}" >> "$GITHUB_OUTPUT"
else
echo "can_push=false" >> "$GITHUB_OUTPUT"
echo "head_ref=" >> "$GITHUB_OUTPUT"
fi
else
echo "can_push=false" >> "$GITHUB_OUTPUT"
echo "head_ref=" >> "$GITHUB_OUTPUT"
fi
# On PRs we check out the *head* commit (not the merge ref) so
# any fix-up commit we make goes onto the PR branch itself. On
# push events we check out the default ref. fetch-depth: 0 lets
# us push back without "shallow update not allowed".
- uses: actions/checkout@v6
# 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: 0
fetch-depth: 1
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
repository: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.repo.full_name || github.repository }}
# Default GITHUB_TOKEN is fine for the same-repo PR-branch
# push; the About / Wiki steps re-authenticate with the PAT
# below where needed.
- name: Count indicators
id: count
@@ -99,87 +110,342 @@ jobs:
# ----- PR flow ---------------------------------------------------
- name: Check README counter (PR)
- name: Check README counter (PR, read-only)
if: github.event_name == 'pull_request'
id: pr_check
run: |
n="${{ steps.count.outputs.count }}"
if grep -qE "^${n} streaming-first indicators" README.md; then
echo "matches=true" >> "$GITHUB_OUTPUT"
echo "README counter already at ${n}; nothing to do."
else
echo "matches=false" >> "$GITHUB_OUTPUT"
echo "README counter does not match ${n}; will fix up."
ok=true
if ! grep -qE "^${n} streaming-first indicators" README.md; then
echo "::error::README.md does not say '${n} streaming-first indicators' — lib.rs exports ${n}. Re-run the indicator wiring (it bumps README.md), then push again."
ok=false
fi
- name: Fix counter on fork PR head (read-only, fail loud)
if: github.event_name == 'pull_request' && steps.pr_check.outputs.matches == 'false' && steps.ctx.outputs.can_push == 'false'
run: |
n="${{ steps.count.outputs.count }}"
echo "::error::README.md says a different indicator count than mod.rs (${n}). This PR is from a fork, so the workflow cannot push the fix; please update README.md to '${n} streaming-first indicators' and push again."
exit 1
- name: Patch README on PR head
if: github.event_name == 'pull_request' && steps.pr_check.outputs.matches == 'false' && steps.ctx.outputs.can_push == 'true'
id: pr_patch
run: |
n="${{ steps.count.outputs.count }}"
sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" README.md
if git diff --quiet; then
echo "No README changes after sed (counter regex did not match anything); skipping push."
echo "changed=false" >> "$GITHUB_OUTPUT"
else
echo "changed=true" >> "$GITHUB_OUTPUT"
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
- name: Commit & push counter fix to PR head
if: github.event_name == 'pull_request' && steps.pr_patch.outputs.changed == 'true'
run: |
git config user.name "wickra-bot"
git config user.email "wickra-bot@users.noreply.github.com"
git add README.md
git commit -m "chore: sync indicator count to ${{ steps.count.outputs.count }}"
git push origin "HEAD:${{ steps.ctx.outputs.head_ref }}"
# ----- main / tag flow ------------------------------------------
#
# After a PR squash-merges, this workflow runs again on the push
# to main. README is already correct (it was fixed on the PR
# branch before the merge); the only outward syncs left are the
# GitHub About description (repo metadata, not a commit) and the
# wiki repo (separate repo, no main history pollution). README is
# not touched on main any more.
# 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
- 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 }}"
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."
# 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, WebAssembly, C ABI, .NET, and Go 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" = "$desc" ]; then
echo "About unchanged."
echo "About description unchanged; homepage enforced."
else
gh repo edit --description "$desc"
echo "About updated."
echo "About description + homepage updated."
fi
- name: Sync Wiki
# 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 }}"
git clone "https://x-access-token:${GH_TOKEN}@github.com/${{ github.repository }}.wiki.git" wiki
cd wiki
sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" Home.md FAQ.md Streaming-vs-Batch.md
if ! git clone "https://x-access-token:${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 .vitepress/config.ts
if git diff --quiet; then
echo "Wiki unchanged."
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 Home.md FAQ.md Streaming-vs-Batch.md
git add index.md overview.md Indicators-Overview.md .vitepress/config.ts
git commit -m "chore: sync indicator count to ${n}"
git push
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 about.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 about.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
+4 -2
View File
@@ -14,8 +14,10 @@ jobs:
name: metadata audit
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v6
- uses: actions/setup-python@v5
- 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
+40
View File
@@ -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
+49
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@@ -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
+7 -3
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@@ -44,10 +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 is committed (under bindings/node/) so contributors
# get reproducible npm installs. Top-level lockfiles still aren't expected.
# 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/
+21 -8
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@@ -27,16 +27,28 @@ or replace lives behind a separate crate boundary.
│ no I/O, no deps │ │ optional features │
└──────────────────────┘ └────────────────────┘
(every binding wraps the same core)
┌────────────┴───────────┬─────────────────────┐
│ │ │
┌──▼──────┐ ┌───────▼──────┐ ┌───────▼────────┐
Python │ │ Node │ │ WASM
│ (PyO3) │ │ (napi-rs) │ │ (wasm-bindgen) │
└─────────┘ └──────────────┘ └────────────────┘
every binding wraps the same core
┌────────────┼────────────┬────────────────┐
│ │ │ │
┌──▼───────┐ ┌──▼───────┐ ┌──▼───────────┐ ┌──▼──────────────────┐
│ Python │ │ Node │ │ WASM │ │ C ABI (cbindgen) │
(PyO3) │ │ (napi-rs)│ │(wasm-bindgen)│ │ cdylib + header
└──────────┘ └──────────┘ └──────────────┘ └─────────┬───────────┘
│ linked by
┌──────────▼──────────┐
│ C · C++ · C# · Go │
│ · Java · R │
└─────────────────────┘
```
Python, Node and WASM are *native* Rust bindings (PyO3 / napi-rs /
wasm-bindgen). The C ABI is the *hub* every other C-capable language links
against: it builds to a `cdylib`/`staticlib` plus a generated `wickra.h`, and
downstream languages link that one artifact rather than each re-wrapping the
core. C and C++ link it directly; the **C# / .NET** binding (`bindings/csharp`,
on NuGet) and the **Go** binding (`bindings/go`, cgo) are generated from
`wickra.h`, with Java / R planned the same way.
| 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) |
@@ -45,6 +57,7 @@ or replace lives behind a separate crate boundary.
| `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-c` | `bindings/c` | C ABI hub — `cdylib`/`staticlib` + generated `wickra.h` (cbindgen) | 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
+96
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@@ -0,0 +1,96 @@
# Benchmarks
Read these as **relative** speedups on identical input — absolute µs depend on
CPU, memory clock and OS scheduler, not a universal contract. **Streaming is the
headline**: it is where Wickra's design pays off and where the gap is measured in
orders of magnitude, not percent. The batch numbers come second and are shown
honestly — the leanest crates edge Wickra out on the simple recurrences, and that
is a deliberate trade for warmup/NaN semantics, not a ceiling.
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
- **Reproduce yourself:**
- Rust core vs Rust crates: `cargo bench -p wickra-bench`
- Python vs Python libs: `pip install -e bindings/python[bench]` then
`python -m benchmarks.compare_libraries` (auto-detects installed peers).
## 1. Streaming — the structural win
Live trading feeds one tick at a time. Wickra updates every indicator in **O(1)**;
batch-only libraries (TA-Lib, tulipy, finta, pandas-ta) have no incremental API
and must recompute the whole history on every tick. Only `talipp` (Python) and
`ta-rs` / `yata` (Rust) carry real per-tick state. This is the gap the library
was built to expose.
**Python — per-tick latency** (seed 5 000 bars, then feed ticks one at a time):
| Indicator | **★&nbsp;Wickra** | talipp | TA-Lib (recompute) |
|------------------|------------------:|------------------|-----------------------|
| SMA(20) | **0.089 µs ★** | 0.96 µs (11×) | 422 µs (4 700×) |
| EMA(20) | **0.111 µs ★** | 1.19 µs (11×) | 430 µs (3 900×) |
| RSI(14) | **0.061 µs ★** | 0.95 µs (16×) | 298 µs (4 900×) |
| MACD(12, 26, 9) | **0.079 µs ★** | 3.30 µs (42×) | 327 µs (4 100×) |
| Bollinger(20, 2) | **0.089 µs ★** | 4.97 µs (56×) | 296 µs (3 300×) |
Against the only other incremental Python peer Wickra is **1156× faster**;
against the recompute-on-every-tick libraries it is **2 80019 000× faster**
(`finta` RSI hits 19 000×). tulipy / pandas-ta land in the same recompute band
as TA-Lib.
**Rust — per-tick latency** (whole 50 000-bar series, lower = faster):
| Indicator | **★&nbsp;Wickra** | kand | ta-rs | yata |
|------------------|------------------:|-----:|------:|-----:|
| SMA(20) | 50 | 38 | 47 | 38 |
| EMA(20) | 154 | 69 | 56 | 69 |
| RSI(14) | 164 | 216 | 74 | — |
| MACD(12, 26, 9) | 275 | 143 | 66 | — |
| Bollinger(20, 2) | **128 ★** | 248 | 168 | — |
| ATR(14) | 152 | 166 | 61 | — |
`ta-rs` hands back a bare `f64` from the first tick with no warmup and no
validation; it leads several rows by giving those guarantees up. Against `kand`,
Wickra wins streaming RSI, Bollinger and ATR. `yata` exposes only SMA/EMA as
raw-value methods, so its other rows are omitted rather than faked.
## 2. Batch — competitive, not the headline
Whole series in one call. Here hand-tuned C (`tulipy`, TA-Lib) and the leanest
Rust crate (`kand`) win the simple recurrences — Wickra trades a few µs per pass
for the `None`-warmup, NaN-safety and bit-exact `batch == streaming` guarantees
none of them keep. It still wins several rows outright and beats the rest of the
field everywhere.
**Python** (20 000-bar pass, µs/op, lower = faster):
| Indicator | Wickra | TA-Lib | tulipy | pandas-ta | finta |
|------------------|---------:|---------:|---------:|----------:|---------:|
| SMA(20) | 22.2 | **15.6** | 15.9 | 32.7 | 290.1 |
| EMA(20) | 30.5 | **30.4** | 30.9 | 46.7 | 198.5 |
| RSI(14) | 52.3 | 72.0 | **34.2** | 88.8 | 812.3 |
| MACD(12, 26, 9) | 129.8 | 111.1 | **38.4** | 286.8 | 716.7 |
| Bollinger(20, 2) | 87.2 | 74.6 | **37.9** | 474.3 | 1255.5 |
| ATR(14) | 74.7 | 87.3 | **35.5** | — | 3496.4 |
Wickra beats pandas-ta and finta on every row and TA-Lib on RSI and ATR;
tulipy's SIMD C (and TA-Lib on SMA/EMA) lead the remaining rows.
**Rust** (50 000-bar pass, µs, lower = faster). Only Wickra and `kand` expose a
batch API; `ta-rs` and `yata` are streaming-only:
| Indicator | **★&nbsp;Wickra** | kand |
|------------------|------------------:|-------:|
| SMA(20) | 53 | **41** |
| EMA(20) | 111 | **71** |
| RSI(14) | **221 ★** | 259 |
| MACD(12, 26, 9) | 533 | **327** |
| Bollinger(20, 2) | **404 ★** | 460 |
| ATR(14) | **122 ★** | 169 |
Run the suite yourself:
```bash
cargo bench -p wickra-bench # Rust core vs kand / ta-rs / yata
pip install -e bindings/python[bench] # Python peers
python -m benchmarks.compare_libraries
```
+665 -1
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@@ -7,6 +7,632 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [0.7.7] - 2026-06-09
### Added
- **Go binding (`bindings/go`)** — a cgo binding over the C ABI hub exposing all
514 indicators as idiomatic types with `New<Indicator>` constructors and
`Update`/`Batch`/`Reset`/`Close` methods, generated from `wickra.h`. Handles are
freed by `Close()` with a `runtime.SetFinalizer` backstop. Ships a full example
suite mirroring the C and C# examples; distributed as a subdirectory module
(`go get github.com/wickra-lib/wickra/bindings/go`).
## [0.7.6] - 2026-06-09
### Added
- **C# / .NET binding (`bindings/csharp`)** — the first language stecker on the
C ABI hub. Exposes all 514 indicators as idiomatic `IDisposable` classes via
`[LibraryImport]` source-generated P/Invoke, generated from `wickra.h`. Ships
on NuGet as `Wickra` with prebuilt native libraries for six target triples
(win/linux/osx × x64/arm64), plus a full example suite mirroring the C examples.
## [0.7.5] - 2026-06-09
### Added
- **C ABI (`bindings/c`)** — a `cdylib` + `staticlib` plus a generated
`include/wickra.h` exposing all 514 indicators and 10 bar builders over an
opaque-handle C ABI: the hub any C-capable language (C, C++, Go, C#, Java, R)
links against, complementing the native Python/Node/WASM bindings. Ships a
full example suite (streaming, backtest, multi-timeframe, OpenMP parallel
fan-out, three educational strategies, and Binance fetch/live over `curl`)
mirroring the other bindings, plus an optional `wickra.hpp` C++ RAII wrapper.
## [0.7.4] - 2026-06-08
- **Three-Line Break** — Three-line-break bars (reversal needs N-line break) (`THREE_LINE_BREAK_BARS`).
- **Run** — Run bars (consecutive same-direction tick runs) (`RUN_BARS`).
- **Imbalance** — Imbalance bars (tick-rule signed imbalance threshold) (`IMBALANCE_BARS`).
- **Dollar** — Dollar bars (fixed traded value per bar, Lopez de Prado) (`DOLLAR_BARS`).
- **Volume** — Volume bars (fixed traded volume per bar) (`VOLUME_BARS`).
- **Tick** — Tick bars (fixed candle count per bar) (`TICK_BARS`).
- **Range** — Range bars (fixed price-range bricks) (`RANGE_BARS`).
## [0.7.3] - 2026-06-08
- **M2Measure** — M2 measure (Modigliani; Sharpe expressed in benchmark return units) (`M2Measure`).
- **UpsidePotentialRatio** — Upside Potential Ratio (upside mean over downside deviation) (`UpsidePotentialRatio`).
- **GainToPainRatio** — Gain-to-Pain Ratio (sum of returns over sum of losses) (`GainToPainRatio`).
- **CommonSenseRatio** — Common Sense Ratio (tail ratio times gain-to-pain) (`CommonSenseRatio`).
- **KRatio** — K-Ratio (Kestner; equity-curve slope over its standard error) (`KRatio`).
- **TailRatio** — Tail Ratio (95th over absolute 5th return percentile) (`TailRatio`).
- **MartinRatio** — Martin Ratio (Ulcer Performance Index; return over RMS drawdown) (`MartinRatio`).
- **BurkeRatio** — Burke Ratio (return over root-sum-squared drawdowns) (`BurkeRatio`).
- **SterlingRatio** — Sterling Ratio (mean return over average drawdown) (`SterlingRatio`).
## [0.7.2] - 2026-06-08
- **Composite Profile** — multi-session composite volume profile exposing POC, VAH and VAL (`CompositeProfile`).
- **High/Low Volume Nodes** — highest- and lowest-volume price nodes in the profile (`HighLowVolumeNodes`).
- **Profile Shape** — profile shape classification (b/P/D normal) as a numeric code (`ProfileShape`).
- **Single Prints** — count of single-print (low-activity) price levels in the profile (`SinglePrints`).
- **Naked POC** — most recent untouched (naked) point of control level (`NakedPoc`).
## [0.7.1] - 2026-06-08
- **Open-Interest Momentum** — rate-of-change of open interest over a rolling window (`OpenInterestMomentum`).
- **Funding-Implied APR** — annualised funding rate (per-interval funding times intervals per year) (`FundingImpliedApr`).
- **Perpetual Premium Index** — relative premium of the mark price over the index price (`PerpetualPremiumIndex`).
- **OI-to-Volume Ratio** — open interest divided by taker volume (position turnover proxy) (`OiToVolumeRatio`).
- **Estimated Leverage Ratio** — open interest divided by aggregate long+short position size (leverage proxy) (`EstimatedLeverageRatio`).
## [0.7.0] - 2026-06-08
- **Hasbrouck Information Share** — variance-ratio proxy for each venue's share of price discovery (Hasbrouck information share) (`HasbrouckInformationShare`).
- **PIN** — probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator) (`Pin`).
- **Trade-Sign Autocorrelation** — lag-1 autocorrelation of the signed trade aggressor (order-flow persistence) (`TradeSignAutocorrelation`).
## [0.6.9] - 2026-06-08
- **Tristar** — a three-doji star reversal: three consecutive dojis with the middle gapped above (bearish) or below (bullish) its neighbours (`Tristar`).
- **Harami Cross** — a Harami whose second candle is a contained doji, a stronger reversal than a plain Harami (`HaramiCross`).
- **Tower Top/Bottom** — a tall bar, a small pause bar, then a tall opposite bar marking a reversal (`TowerTopBottom`).
- **Frying Pan Bottom** — a rounded (U-shaped) accumulation base over the lookback window, confirmed when price recovers above the rim (`FryPanBottom`).
- **Dumpling Top** — a rounded (dome-shaped) distribution top over the lookback window, confirmed when price breaks below the start (`DumplingTop`).
- **New Price Lines** — flags a run of N consecutive new closing highs (+1) or lows (-1), the eight/ten-new-price-lines exhaustion gauge (`NewPriceLines`).
## [0.6.8] - 2026-06-08
- **Smoothed Heikin-Ashi** — a Heikin-Ashi candle computed from EMA-smoothed OHLC, damping noise into a cleaner trend candle (`SmoothedHeikinAshi`).
- **Heikin-Ashi Oscillator** — the Heikin-Ashi candle body (`ha_close ha_open`), optionally EMA-smoothed, as a zero-line oscillator (`HeikinAshiOscillator`).
- **Three Line Break** — the trend direction of a line-break chart, reversing only when the close breaks the extreme of the last N lines (`ThreeLineBreak`).
- **Equivolume** — a chart box whose height is the bar range and whose width is volume-relative, fusing price range with activity (`Equivolume`).
- **CandleVolume** — a candle whose body is close-minus-open and whose width is volume-relative, a volume-weighted candle chart (`CandleVolume`).
## [0.6.7] - 2026-06-08
- **TD Camouflage** — a DeMark qualifier flagging hidden intrabar strength or weakness against the prior close (`TDCamouflage`).
- **TD Clop** — a DeMark two-bar open/close engulfing reversal where the bar opens beyond and closes back across the prior body (`TDClop`).
- **TD Clopwin** — the inside-body cousin of TD Clop, marking a compression bar whose direction hints at the next move (`TDClopwin`).
- **TD Propulsion** — a DeMark continuation thrust that opens on the trend side and closes beyond the prior bar's extreme (`TDPropulsion`).
- **TD Trap** — an inside ("trap") bar followed by a close beyond its range, triggering a directional breakout signal (`TDTrap`).
- **TD D-Wave** — a streaming Elliott-style swing-wave counter labelling the market's 15 impulse / AC correction sequence (`TDDWave`).
- **TD Moving Averages** — the DeMark ST1 (fast) and ST2 (slow) median-price trend ribbon whose crossover frames the trend (`TDMovingAverage`).
## [0.6.6] - 2026-06-08
- **Pivot Reversal** — a breakout signal when price closes through the most recently confirmed swing pivot (`PIVOT_REVERSAL`).
- **Volume-Weighted Support/Resistance** — a band whose edges are the volume-weighted average of recent highs and lows (`VOLUME_WEIGHTED_SR`).
- **Andrews Pitchfork** — median line and two parallels projected from the last three swing pivots (`ANDREWS_PITCHFORK`).
- **Murrey Math Lines** — T. H. Murrey's eighths grid over the recent trading range, each level acting as support/resistance (`MURREY_MATH_LINES`).
- **Central Pivot Range** — the classic pivot flanked by two central levels gauging the day's expected character (`CENTRAL_PIVOT_RANGE`).
- **Faster scalar batch paths** — `Ema`, `Rsi`, `BollingerBands`, `MacdIndicator` and `Atr` gained dedicated batch fast paths (used by the Python bindings) that strip per-element `Option`/validation overhead and the intermediate `Vec<Option<_>>` allocation, while staying *bit-for-bit* equal to replaying `update` (including the SMA/Bollinger drift-reseed). Python batch is ~2× faster on EMA/RSI/MACD/ATR; streaming is unchanged.
- **Cross-library benchmark refresh** — `benchmarks/compare_libraries.py` now measures the median across timing rounds (`--rounds` / `--streaming-rounds`), adds `--skip-batch` / `--skip-streaming`, and drives every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` compares the batch fast paths against `kand`.
## [0.6.5] - 2026-06-07
- **Autocorrelation Periodogram** — Ehlers autocorrelation periodogram: dominant cycle period estimate (`AUTOCORRPGRAM`).
- **Even Better Sinewave** — Ehlers Even Better Sinewave: normalized cycle-phase oscillator (`EVENBETTERSINE`).
- **Bandpass Filter** — Ehlers bandpass filter: isolates a frequency band around the dominant cycle (`BANDPASS`).
- **Adaptive CCI** — Adaptive CCI: efficiency-ratio-adaptive CCI on typical price (`ADAPTIVECCI`).
- **Universal Oscillator** — Ehlers Universal Oscillator: SuperSmoother-based normalized cycle oscillator (`UNIVERSALOSC`).
- **Adaptive RSI** — Adaptive RSI: dominant-cycle-tuned RSI length (Ehlers) (`ADAPTIVERSI`).
- **Correlation Trend Indicator** — Ehlers Correlation Trend Indicator: Pearson correlation of price vs time (`CTI`).
- **Trendflex** — Ehlers Trendflex: trend-following companion to Reflex (`TRENDFLEX`).
- **Reflex** — Ehlers Reflex: trend-cycle oscillator measuring slope-adjusted displacement (`REFLEX`).
- **Highpass Filter** — Ehlers highpass filter: removes low-frequency trend, leaving cyclic component (`HIGHPASS`).
## [0.6.4] - 2026-06-07
- **Kendall Tau** — Kendall rank correlation (tau-b) over a rolling window of paired observations (`KENDALLTAU`).
- **Sample Entropy** — Sample entropy: regularity/complexity of a rolling series (Richman-Moorman) (`SAMPLEENT`).
- **Shannon Entropy** — Shannon entropy of a rolling value distribution over fixed bins (`SHANNONENT`).
- **Rolling Min-Max Scaler** — Rolling min-max scaler mapping the latest value to 0..1 over a rolling window (`ROLLINGMINMAX`).
- **Jarque-Bera** — Jarque-Bera normality test statistic over a rolling window (`JARQUEBERA`).
## [0.6.3] - 2026-06-07
- **Volume-Weighted MACD** — Volume-Weighted MACD: MACD computed on VWMA instead of EMA, with signal line and histogram (`VWMACD`).
- **Better Volume** — Better Volume (VSA): classifies volume against bar spread to surface effort/result imbalance (`BETTERVOL`).
- **Intraday Intensity Index** — Intraday Intensity Index: volume weighted by close position within the bar range (`INTRADAYINT`).
- **Trade Volume Index** — Trade Volume Index: accumulates volume by tick direction past a min-tick threshold (distinct from TSV) (`TRADEVOLIDX`).
- **Twiggs Money Flow** — Twiggs Money Flow: volume-weighted accumulation using true range and Wilder smoothing (distinct from CMF) (`TWIGGSMF`).
- **Williams Accumulation/Distribution** — Williams Accumulation/Distribution: cumulative price-direction accumulator (distinct from Chaikin A/D) (`WILLIAMSAD`).
- **Volume RSI** — Volume RSI: Wilder-style RSI computed on signed volume flow (`VOLUMERSI`).
## [0.6.2] - 2026-06-07
- **Modified MA Stop** — Modified MA Stop — SMMA-ratcheted trailing stop with directional flip (`MODIFIED_MA_STOP`).
- **Time-Based Stop** — Time-Based Stop — bar-count timer that fires after a fixed holding period (`TIME_BASED_STOP`).
- **NRTR** — NRTR (Nick Rypock Trailing Reverse) — percentage trailing-reverse stop (`NRTR`).
- **ATR Ratchet** — ATR Ratchet — Kaufman per-bar tightening volatility trailing stop (`ATR_RATCHET`).
- **Elder SafeZone** — Elder SafeZone Stop — average noise-penetration trailing stop with directional flip (`ELDER_SAFE_ZONE`).
- **Kase DevStop** — Kase DevStop volatility trailing stop using standard-deviation of two-bar true range (`KASE_DEV_STOP`).
## [0.6.1] - 2026-06-07
- **Projection Oscillator** — Widner projection oscillator: close position inside the projection bands, scaled 0..100 (`ProjectionOscillator`).
- **Projection Bands** — Widner projection bands: forward-projected high/low regression envelope (`ProjectionBands`).
- **Median Channel** — robust median +/- multiplier*MAD envelope (`MedianChannel`).
- **Bomar Bands** — adaptive percentage bands containing a target coverage fraction of recent closes (`BomarBands`).
- **Quartile Bands** — rolling 25th/50th/75th-percentile (Q1/median/Q3) envelope (`QuartileBands`).
## [0.6.0] - 2026-06-06
- **Volatility Cone** — volatility cone: current realized volatility within its historical min/median/max envelope (`VolatilityCone`).
- **VolatilityRatio** — Schwager's volatility ratio: true range over the EMA of prior true ranges (`VolatilityRatio`).
- **BipowerVariation** — jump-robust realized bipower variation (pi/2 sum of adjacent absolute log-return products) (`BipowerVariation`).
- **VolatilityOfVolatility** — vol-of-vol: sample stddev of a rolling realized-volatility series (`VolatilityOfVolatility`).
- **Garch11** — GARCH(1,1) conditional volatility with a long-run-variance anchor (`Garch11`).
- **EwmaVolatility** — RiskMetrics exponentially-weighted volatility of log returns (lambda decay) (`EwmaVolatility`).
## [0.5.9] - 2026-06-06
### Added
- Internal Rust cross-library benchmark harness (`crates/wickra-bench`, not
published) comparing Wickra against `kand`, `ta-rs` and `yata` on an identical
candle series in both streaming and batch modes; wired into the nightly
`cross-library-bench` workflow.
- `tulipy` runners and expanded per-tick streaming coverage (SMA, EMA, RSI,
MACD, Bollinger) in the Python `compare_libraries` benchmark.
### Changed
- Faster streaming and batch updates for SMA, Bollinger Bands, RSI, EMA and ATR
(flat ring buffers replacing `VecDeque`, hoisted reciprocals in the Wilder
smoothing, leaner hot state) — indicator outputs are unchanged.
- Rewrote the README benchmark section into honest, tiered tables (Rust core vs
the other Rust crates, and Python vs the Python ecosystem) that show where
Wickra wins and where it loses, not only the favourable comparisons.
## [0.5.8] - 2026-06-04
- **TSF Oscillator** — the percentage gap of the close to the one-bar-ahead time-series forecast, a close-relative companion to CFO (`TsfOscillator`).
- **MACD Histogram** — the standalone macd-minus-signal bar of MACD as a scalar series (`MacdHistogram`).
- **PPO Histogram** — the Percentage Price Oscillator with its signal EMA and the resulting zero-centered histogram (`PpoHistogram`).
## [0.5.7] - 2026-06-04
- **Qstick** — Qstick (Chande), the SMA of the candle body (close open) as a net buying/selling pressure gauge (`QSTICK`).
- **TTM Trend** — TTM Trend (John Carter), +1/1 by whether the close sits above the SMA of recent median prices (`TTM_TREND`).
- **Trend Strength Index** — trend strength index, the signed r² of a linear regression of price against time (`TREND_STRENGTH_INDEX`).
- **Polarized Fractal Efficiency** — polarized fractal efficiency (Hannula), directional trend efficiency over a fractal lookback (`POLARIZED_FRACTAL_EFFICIENCY`).
- **Wave PM** — Wave PM (Kase), a variance-normalised peak-momentum statistic (`WAVE_PM`).
- **Gator Oscillator** — Gator Oscillator (Bill Williams), the Alligator convergence/divergence histogram (`GATOR_OSCILLATOR`).
- **Kase Permission Stochastic** — Kase Permission Stochastic, a double-smoothed stochastic used as a trade-permission filter (`KASE_PERMISSION_STOCHASTIC`).
## [0.5.6] - 2026-06-04
- **QQE** — quantitative qualitative estimation, a smoothed RSI with an ATR-of-RSI trailing line (`QQE`).
- **Intraday Momentum Index** — intraday momentum index (Chande), RSI on the open-to-close body (`IMI`).
- **Elder Ray** — Elder Ray bull power and bear power around an EMA of close (`ElderRay`).
- **Derivative Oscillator** — derivative oscillator (Constance Brown), a double-smoothed RSI histogram (`DerivativeOscillator`).
- **RMI** — relative momentum index (RMI), RSI over a multi-bar momentum lookback (`RMI`).
- **Stochastic CCI** — stochastic CCI, a stochastic oscillator over the CCI (`StochasticCCI`).
- **Dynamic Momentum Index** — dynamic momentum index (Chande), a volatility-adaptive RSI (`DynamicMomentumIndex`).
- **RSX** — RSX, a Jurik-style three-stage smoothed RSI (`RSX`).
- **Fisher RSI** — Fisher RSI, the Fisher transform of a normalised RSI (`FisherRSI`).
- **Disparity Index** — disparity index, the percent gap between price and its moving average (`DisparityIndex`).
## [0.5.5] - 2026-06-04
- **GD** — generalized DEMA (GD), Tillson's volume-factor double EMA and the building block of T3 (`GD`).
- **GMA** — geometric moving average (GMA), the rolling geometric mean of prices (`GMA`).
- **Holt-Winters** — Holt's linear (double exponential) smoothing with level and trend components (`HoltWinters`).
- **Adaptive Laguerre** — Ehlers adaptive Laguerre filter with median-error-adaptive gamma (`AdaptiveLaguerre`).
- **Median MA** — median moving average, the rolling median of prices (`MedianMA`).
- **EHMA** — exponential Hull moving average (EHMA), the Hull construction built from EMAs (`EHMA`).
- **SWMA** — sine-weighted moving average (SWMA), a symmetric half-cycle sine window (`SWMA`).
## [0.5.4] - 2026-06-04
- **Roll Measure** — effective spread implied by the negative serial covariance of trade-price changes (Roll 1984) (`RollMeasure`).
- **Amihud Illiquidity** — average absolute log return per unit of traded value (price-impact liquidity proxy, Amihud 2002) (`AmihudIlliquidity`).
- **VPIN** — volume-synchronised probability of informed trading (volume-bucketed order-flow toxicity) (`Vpin`).
- **Order Flow Imbalance** — rolling sum of best-level order-flow events (Cont-Kukanov-Stoikov OFI) (`OrderFlowImbalance`).
- **Expectancy** — expected return per unit of average loss (R-multiple) over a rolling window of returns (`Expectancy`).
- **Win Rate** — fraction of strictly-positive returns over a rolling window (`WinRate`).
- **Regime Label** — volatility-quantile regime classification: 1 calm / 0 normal / +1 stressed, by where the rolling volatility sits in its own recent distribution (`RegimeLabel`).
- **Jump Indicator** — flags return outliers beyond `threshold ×` trailing return volatility (1 down / 0 / +1 up) (`JumpIndicator`).
- **Trend Label** — discrete trend state from the sign of the rolling least-squares slope (1 / 0 / +1) (`TrendLabel`).
- **High-Low Range** — bar high-low range as a fraction of close (scale-free per-bar volatility) (`HighLowRange`).
- **Wick Ratio** — signed upper-vs-lower shadow imbalance as a fraction of the range (`WickRatio`).
- **Body Size Percent** — absolute candle body as a fraction of the bar range (`BodySizePct`).
- **Close vs Open** — signed body as a fraction of the open price, `(close open) / open` (`CloseVsOpen`).
- **Spread AR(1) Coefficient** — first-order autoregression coefficient of the spread `a b` (direct cointegration / mean-reversion strength) (`SpreadAr1Coefficient`).
- **Rolling Quantile** — interpolated q-th quantile over a trailing window (type-7 / NumPy default) (`RollingQuantile`).
- **Rolling Percentile Rank** — percentile rank of the latest value within its trailing window (`RollingPercentileRank`).
- **Rolling IQR** — interquartile range (Q3 Q1) over a trailing window (robust dispersion) (`RollingIqr`).
- **Realized Volatility** — square root of the summed squared log returns (raw, un-annualised quadratic variation) (`RealizedVolatility`).
- **Log Return** — logarithmic return over a fixed lag, `ln(price_t / price_{tperiod})` (`LogReturn`).
## [0.5.3] - 2026-06-04
- **Fibonacci Time Zones** — vertical markers at Fibonacci bar-distances (1/2/3/5/8/...) from the latest swing pivot (`FIB_TIME_ZONES`).
- **Fibonacci Channel** — a sloped base trendline plus parallel lines at Fibonacci multiples of the channel width (`FIB_CHANNEL`).
- **Fibonacci Arcs** — semicircular retracement levels centred on the swing end, normalised by leg bar-width (`FIB_ARCS`).
- **Fibonacci Fan** — three trendlines fanning from a swing start through its 38.2/50/61.8% retracement levels (`FIB_FAN`).
- **Fibonacci Confluence** — densest cluster of retracement levels across recent swing legs (price + strength) (`FIB_CONFLUENCE`).
- **Golden Pocket** — the 0.618-0.65 optimal-trade-entry band of the most recent swing leg (`GOLDEN_POCKET`).
- **Auto-Fibonacci** — retracement anchored on the dominant (largest-magnitude) leg among recent swings (`AUTO_FIB`).
- **Fibonacci Projection** — measured-move target zone from the last three pivots (A-B-C), projecting A->B from C (`FIB_PROJECTION`).
- **Fibonacci Extension** — projects the latest swing leg to the canonical extension ratios (127.2/141.4/161.8/200/261.8%) (`FIB_EXTENSION`).
- **Fibonacci Retracement** — seven retracement levels (0/23.6/38.2/50/61.8/78.6/100%) of the most recent confirmed swing leg (`FIB_RETRACEMENT`).
## [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.
- **LeadLag 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 EngleGranger two-step screen for
pairs trading: a rolling OLS hedge ratio `β`, the spread (residual)
`a (α + β·b)`, and an augmented DickeyFuller `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
@@ -817,7 +1443,45 @@ 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/wickra-lib/wickra/compare/v0.2.7...HEAD
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.7.7...HEAD
[0.7.7]: https://github.com/wickra-lib/wickra/compare/v0.7.6...v0.7.7
[0.7.6]: https://github.com/wickra-lib/wickra/compare/v0.7.5...v0.7.6
[0.7.5]: https://github.com/wickra-lib/wickra/compare/v0.7.4...v0.7.5
[0.7.4]: https://github.com/wickra-lib/wickra/compare/v0.7.3...v0.7.4
[0.7.3]: https://github.com/wickra-lib/wickra/compare/v0.7.2...v0.7.3
[0.7.2]: https://github.com/wickra-lib/wickra/compare/v0.7.1...v0.7.2
[0.7.1]: https://github.com/wickra-lib/wickra/compare/v0.7.0...v0.7.1
[0.7.0]: https://github.com/wickra-lib/wickra/compare/v0.6.9...v0.7.0
[0.6.9]: https://github.com/wickra-lib/wickra/compare/v0.6.8...v0.6.9
[0.6.8]: https://github.com/wickra-lib/wickra/compare/v0.6.7...v0.6.8
[0.6.7]: https://github.com/wickra-lib/wickra/compare/v0.6.6...v0.6.7
[0.6.6]: https://github.com/wickra-lib/wickra/compare/v0.6.5...v0.6.6
[0.6.5]: https://github.com/wickra-lib/wickra/compare/v0.6.4...v0.6.5
[0.6.4]: https://github.com/wickra-lib/wickra/compare/v0.6.3...v0.6.4
[0.6.3]: https://github.com/wickra-lib/wickra/compare/v0.6.2...v0.6.3
[0.6.2]: https://github.com/wickra-lib/wickra/compare/v0.6.1...v0.6.2
[0.6.1]: https://github.com/wickra-lib/wickra/compare/v0.6.0...v0.6.1
[0.6.0]: https://github.com/wickra-lib/wickra/compare/v0.5.9...v0.6.0
[0.5.9]: https://github.com/wickra-lib/wickra/compare/v0.5.8...v0.5.9
[0.5.8]: https://github.com/wickra-lib/wickra/compare/v0.5.7...v0.5.8
[0.5.7]: https://github.com/wickra-lib/wickra/compare/v0.5.6...v0.5.7
[0.5.6]: https://github.com/wickra-lib/wickra/compare/v0.5.5...v0.5.6
[0.5.5]: https://github.com/wickra-lib/wickra/compare/v0.5.4...v0.5.5
[0.5.4]: https://github.com/wickra-lib/wickra/compare/v0.5.3...v0.5.4
[0.5.3]: https://github.com/wickra-lib/wickra/compare/v0.5.2...v0.5.3
[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
+4 -2
View File
@@ -6,7 +6,7 @@ message: >-
type: software
authors:
- alias: kingchenc
email: wickra.lib@gmail.com
email: support@wickra.org
repository-code: "https://github.com/wickra-lib/wickra"
url: "https://wickra.org"
abstract: >-
@@ -26,4 +26,6 @@ keywords:
- quantitative-finance
- rust
- time-series
license: PolyForm-Noncommercial-1.0.0
license:
- MIT
- Apache-2.0
+1 -1
View File
@@ -33,7 +33,7 @@ project in public spaces.
## Enforcement
Instances of unacceptable behaviour may be reported to the project maintainer
at **wickra.lib@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.
+78 -12
View File
@@ -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
@@ -21,8 +21,11 @@ when proposing features or depending on Wickra elsewhere.
| `bindings/python` | PyO3 bindings (`wickra` on PyPI). |
| `bindings/node` | napi-rs bindings (`wickra` on npm). |
| `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
| `bindings/c` | C ABI — `cdylib` + `staticlib` + generated `include/wickra.h`. The hub for C / C++ and any C-capable language. |
| `bindings/csharp` | .NET binding over the C ABI (`Wickra` on NuGet) — `[LibraryImport]` P/Invoke generated from `wickra.h`. |
| `bindings/go` | Go binding over the C ABI via cgo (module tag `bindings/go/vX.Y.Z`) — wrappers generated from `wickra.h`. |
| `examples/` | Runnable examples. |
| `docs/` | Pointer to the project Wiki, which holds all documentation. |
| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. |
## Building and testing
@@ -35,8 +38,13 @@ 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 +71,29 @@ 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
@@ -74,11 +105,16 @@ wasm-pack test --node bindings/wasm
- **Streaming parity.** An indicator's `batch` output must equal the sequence
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`.
Python, Node, and WASM bindings, including their type stubs / `.d.ts`. The C ABI
(`bindings/c`) is generated from the core, so regenerate it from the core and
commit `src/lib.rs` + `include/wickra.h`. The C# binding (`bindings/csharp`) is
generated from `wickra.h`, so regenerate and commit its `Generated/*.g.cs` too.
The Go binding (`bindings/go`) is likewise generated from `wickra.h`, so
regenerate and commit `indicators_gen.go` (`gofmt`-clean).
- **Docs.** Update the relevant page on the
[project Wiki](https://github.com/wickra-lib/wickra/wiki) and the
`README.md` when behaviour or the public API changes. The Wiki lives in
a separate git repository: `https://github.com/wickra-lib/wickra.wiki.git`.
[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
@@ -94,3 +130,33 @@ 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).
Generated
+121 -7
View File
@@ -702,6 +702,16 @@ dependencies = [
"wasm-bindgen",
]
[[package]]
name = "kand"
version = "0.2.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "af1f41590bd014ef6c3dd815b45f07deb4c3198e355a4319bb7521b6a3a6aeb5"
dependencies = [
"num_enum",
"thiserror",
]
[[package]]
name = "leb128fmt"
version = "0.1.0"
@@ -911,6 +921,28 @@ dependencies = [
"libm",
]
[[package]]
name = "num_enum"
version = "0.7.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5d0bca838442ec211fa11de3a8b0e0e8f3a4522575b5c4c06ed722e005036f26"
dependencies = [
"num_enum_derive",
"rustversion",
]
[[package]]
name = "num_enum_derive"
version = "0.7.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "680998035259dcfcafe653688bf2aa6d3e2dc05e98be6ab46afb089dc84f1df8"
dependencies = [
"proc-macro-crate",
"proc-macro2",
"quote",
"syn",
]
[[package]]
name = "numpy"
version = "0.28.0"
@@ -1081,6 +1113,15 @@ dependencies = [
"syn",
]
[[package]]
name = "proc-macro-crate"
version = "3.5.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e67ba7e9b2b56446f1d419b1d807906278ffa1a658a8a5d8a39dcb1f5a78614f"
dependencies = [
"toml_edit",
]
[[package]]
name = "proc-macro2"
version = "1.0.106"
@@ -1498,6 +1539,12 @@ dependencies = [
"syn",
]
[[package]]
name = "ta"
version = "0.5.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "609409d472a0a7d8d4dd9e19891bbdef546b9dce670c3057d0e02192dc541226"
[[package]]
name = "target-lexicon"
version = "0.13.5"
@@ -1607,6 +1654,36 @@ dependencies = [
"tungstenite",
]
[[package]]
name = "toml_datetime"
version = "1.1.1+spec-1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "3165f65f62e28e0115a00b2ebdd37eb6f3b641855f9d636d3cd4103767159ad7"
dependencies = [
"serde_core",
]
[[package]]
name = "toml_edit"
version = "0.25.12+spec-1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d2153edc6955a6c354fad8f5efd38b6a8769bdccf9fe50f8e1329f81b0baa5d7"
dependencies = [
"indexmap",
"toml_datetime",
"toml_parser",
"winnow",
]
[[package]]
name = "toml_parser"
version = "1.1.2+spec-1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a2abe9b86193656635d2411dc43050282ca48aa31c2451210f4202550afb7526"
dependencies = [
"winnow",
]
[[package]]
name = "tungstenite"
version = "0.29.0"
@@ -1867,7 +1944,7 @@ dependencies = [
[[package]]
name = "wickra"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"approx",
"criterion",
@@ -1876,9 +1953,28 @@ dependencies = [
"wickra-data",
]
[[package]]
name = "wickra-bench"
version = "0.7.7"
dependencies = [
"criterion",
"kand",
"ta",
"wickra",
"wickra-data",
"yata",
]
[[package]]
name = "wickra-c"
version = "0.7.7"
dependencies = [
"wickra-core",
]
[[package]]
name = "wickra-core"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"approx",
"proptest",
@@ -1888,7 +1984,7 @@ dependencies = [
[[package]]
name = "wickra-data"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"approx",
"csv",
@@ -1905,7 +2001,7 @@ dependencies = [
[[package]]
name = "wickra-examples"
version = "0.0.0"
version = "0.7.7"
dependencies = [
"serde_json",
"tokio",
@@ -1915,7 +2011,7 @@ dependencies = [
[[package]]
name = "wickra-node"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"napi",
"napi-build",
@@ -1925,7 +2021,7 @@ dependencies = [
[[package]]
name = "wickra-python"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"numpy",
"pyo3",
@@ -1934,7 +2030,7 @@ dependencies = [
[[package]]
name = "wickra-wasm"
version = "0.3.0"
version = "0.7.7"
dependencies = [
"console_error_panic_hook",
"js-sys",
@@ -1991,6 +2087,15 @@ dependencies = [
"windows-link",
]
[[package]]
name = "winnow"
version = "1.0.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0592e1c9d151f854e6fd382574c3a0855250e1d9b2f99d9281c6e6391af352f1"
dependencies = [
"memchr",
]
[[package]]
name = "wit-bindgen"
version = "0.51.0"
@@ -2091,6 +2196,15 @@ version = "0.6.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1ffae5123b2d3fc086436f8834ae3ab053a283cfac8fe0a0b8eaae044768a4c4"
[[package]]
name = "yata"
version = "0.7.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6b4ef8ddfa3ccd93454262c0e60a43a2bbf403d404174e1815f7581d5028229f"
dependencies = [
"serde",
]
[[package]]
name = "yoke"
version = "0.8.2"
+6 -4
View File
@@ -7,16 +7,18 @@ members = [
"bindings/python",
"bindings/wasm",
"bindings/node",
"bindings/c",
"examples/rust",
"crates/wickra-bench",
]
exclude = ["fuzz"]
[workspace.package]
version = "0.3.0"
authors = ["kingchenc <wickra.lib@gmail.com>"]
version = "0.7.7"
authors = ["kingchenc <support@wickra.org>"]
edition = "2021"
rust-version = "1.86"
license = "PolyForm-Noncommercial-1.0.0"
license = "MIT OR Apache-2.0"
repository = "https://github.com/wickra-lib/wickra"
homepage = "https://github.com/wickra-lib/wickra"
readme = "README.md"
@@ -24,7 +26,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
categories = ["finance", "mathematics", "science"]
[workspace.dependencies]
wickra-core = { path = "crates/wickra-core", version = "0.3.0" }
wickra-core = { path = "crates/wickra-core", version = "0.7.7" }
thiserror = "2"
rayon = "1.10"
+34
View File
@@ -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.
+71
View File
@@ -0,0 +1,71 @@
# 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.
## Continuity and succession
The project is designed to survive the loss of any single individual, so that
issues can be triaged, proposed changes accepted, and releases published within
one week of confirmed loss of the maintainer:
- **Credentials.** All credentials required to operate the project — the
`wickra-lib` GitHub organization, the publishing tokens for crates.io, PyPI
and npm, and the `wickra.org` domain registrar — are stored in a password
manager. A trusted contact (a family member) holds **emergency access** to
that password manager and can obtain these credentials if the maintainer can
no longer continue.
- **Continuity actions.** With that access, the trusted contact (or a delegate
they appoint) can create and close issues, accept pull requests, and publish
releases through the existing CI/CD workflows.
- **Account recovery.** The maintainer's GitHub account has recovery configured,
and ownership of the `wickra-lib` organization can be transferred to a new
maintainer.
- **Legal rights.** Legal rights to the project name and DNS are covered by the
maintainer's estate arrangements.
## 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.
-136
View File
@@ -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/wickra-lib/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
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observance, without any anticipated commercial application,
is use for a permitted purpose.
## Noncommercial Organizations
Use by any charitable organization, educational institution,
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government institution is use for a permitted purpose regardless
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## 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
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## 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
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## Violations
The first time you are notified in writing that you have
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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
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**Control** means ownership of substantially all the assets
of an entity, or the power to direct its management and
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**Your licenses** are all the licenses granted to you for the
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**Use** means anything you do with the software requiring one
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---
Required Notice: Copyright 2026 kingchenc (https://github.com/wickra-lib/wickra)
+201
View File
@@ -0,0 +1,201 @@
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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"License" shall mean the terms and conditions for use, reproduction,
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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");
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+21
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@@ -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
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SOFTWARE.
+201
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@@ -0,0 +1,201 @@
Apache License
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TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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Copyright 2026 kingchenc and the Wickra contributors
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+21
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@@ -0,0 +1,21 @@
MIT License
Copyright (c) 2026 kingchenc and the Wickra contributors
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# 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.
+197 -114
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@@ -1,17 +1,27 @@
# Wickra
<p align="center">
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=514" alt="Wickra — streaming-first technical indicators" width="100%"></a>
</p>
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**Streaming-first technical indicators. Install with `pip install wickra` — 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 a state
machine that updates in O(1) per new data point, so live trading bots and
native bindings for Python, Node.js and WebAssembly, plus a C ABI that C, C++,
C# / .NET, Go and any other C-capable language links against. Every indicator is a
state machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
```python
@@ -31,109 +41,141 @@ 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),
[C](https://docs.wickra.org/Quickstart-C),
[C#](https://docs.wickra.org/Quickstart-CSharp),
[Go](https://docs.wickra.org/Quickstart-Go).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 514 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
Most TA libraries are fast, *or* multi-language, *or* broad. Wickra refuses to
pick. It's the streaming-first engine built for the workload the others treat as
an afterthought — **live, tick-by-tick data** — without giving up the breadth of
a full batch library, and without making you reimplement your indicators four
times to get there.
- **The biggest streaming-native catalogue, period.** 514 indicators across 24
families — candlesticks, harmonic & chart patterns, market profile, market
breadth, Renko/Kagi/Point&Figure bars, Ehlers DSP cycles, risk/performance
metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
none of them stream.
- **One Rust core, five first-class targets.** Native **Python · Node.js ·
WebAssembly · Rust** plus a **C ABI** for C / C++, C# / .NET, Go and any other C-capable language —
identical math, identical results, zero per-language reimplementation and zero
GIL bottleneck.
- **Correct by construction, not by hope.** Every `update` validates its input,
runs a real warmup, and returns an `Option` so a single bad tick can't silently
poison state. `batch == streaming` is **bit-exact, fuzzed and 100 %-line-covered
for all 514 indicators**.
- **Orders of magnitude faster where it counts.** In streaming Wickra is **1156×**
faster than the only other incremental peer and **thousands of times** faster
than recompute-on-every-tick libraries. On batch it wins several rows outright
and trades the simple recurrences (SMA, EMA, MACD) for its guarantees — and
the losses are shown, not hidden.
- **Install in one line, anywhere.** `pip install wickra` / `npm install wickra`
precompiled wheels and binaries, **no C toolchain, none of TA-Lib's setup pain**.
macOS · Linux · Windows.
- **Batteries included.** Indicator chaining, a streaming OHLCV CSV reader, and a
live Binance kline feed ship in the box.
- **Truly permissive.** **MIT OR Apache-2.0** — drop it straight into commercial
and closed-source work.
Every other library forces one of those compromises. Wickra doesn't:
| Library | Install | Streaming | Languages | Indicators | Active |
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
| **★&nbsp;Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node · WASM** | **514** | **yes** |
| | | | **C · C# · Go** | | |
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
| ta-rs | clean | yes | Rust only | ~30 | stale |
| yata | clean | partial | Rust only | ~35 | yes |
| TA-Lib | yes (C deps)| no | many bindings | ~150 | barely |
| pandas-ta | clean | no | Python | ~130 | slow |
| finta | clean | no | Python | ~80 | stale |
| talipp | clean | yes | Python | ~40 | yes |
Broad, multi-language, streaming-native **and** honest about its trade-offs — at
the same time. That's the combination no one else ships.
## 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:
Wickra started as a personal itch. The existing TA libraries never quite fit the
projects I was building, so I decided to build one from the ground up — partly to
learn, partly because I genuinely enjoy taking something that already exists and
trying to do it differently (and, ideally, better). It's open source because the
useful version of that itch is the one other people can build on too.
| 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 |
## Benchmarks
Wickra is the only library that combines all of: clean install, streaming,
multi-language reach, and active maintenance.
Wickra updates every indicator in **O(1)** per tick. In **streaming** — the
workload it is built for — it is **1156× faster** than the only other incremental
peer and **thousands of times** faster than recompute-on-every-tick libraries.
**Batch** is competitive: it wins several rows outright and trades a few µs
elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
## Benchmark: how much faster is "streaming-first"?
The numbers below were measured on a single developer workstation and are not
guaranteed to reproduce identically on different hardware — absolute µs values
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 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
`python -m benchmarks.compare_libraries`. The script auto-detects every
installed peer library and runs them on the same generated inputs as
Wickra. The CI job `cross-library-bench` runs the same script on every
push and uploads the raw report as a build artefact.
Lower µs/op = faster. Wickra wins every batch category outright, and the
streaming gap widens linearly with how much history a batch-only library has
to recompute on every tick.
### Batch — single full pass over a 20 000-bar series
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 | **★&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) |
| RSI(14) | **126.2 µs ★** | 1 107.1 µs (8.8× slower) | 15 792.2 µs (125.1× slower) |
| MACD(12, 26, 9) | **119.0 µs ★** | 531.8 µs (4.5× slower) | 49 788.1 µs (418.2× slower) |
| Bollinger(20, 2.0) | **105.3 µs ★** | 812.0 µs (7.7× slower) | 130 938.3 µs (1 243.7× slower)|
| ATR(14) | **123.5 µs ★** | 5 144.8 µs (41.7× slower) | 28 816.0 µs (233.4× slower) |
### Streaming — per-tick latency after seeding with 5 000 historical bars
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 | **★&nbsp;Wickra (per tick)** | talipp (per tick) |
|-----------|---------------------|---------------------------|
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
> TA-Lib and pandas-ta are not included here because both fail to install
> cleanly on Windows without C build tooling — which is precisely the install
> pain Wickra was built to remove. The benchmark script auto-detects every
> peer library it can find and runs them on the same inputs as Wickra; install
> them in your environment to see those rows light up too.
Run the suite yourself:
```bash
pip install -e bindings/python[bench]
python -m benchmarks.compare_libraries
```
Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
**[BENCHMARKS.md](BENCHMARKS.md)**.
## Indicators
214 streaming-first indicators across sixteen families. Every one passes the
514 streaming-first indicators across twenty-four 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, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
| Trend & Directional | MACD, 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 |
| 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, 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, Spearman Correlation |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, 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 |
| 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 |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
| Moving Averages | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, SWMA, GMA, EHMA, Median MA, Adaptive Laguerre, GD, Holt-Winters |
| 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), Disparity Index, Fisher RSI, RSX, Dynamic Momentum Index, Stochastic CCI, RMI, Derivative Oscillator, Elder Ray, Intraday Momentum Index, QQE |
| 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, TTM Trend, Trend Strength Index, Qstick, Polarized Fractal Efficiency, Wave PM, Gator Oscillator, Kase Permission Stochastic |
| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC, TSF Oscillator, MACD Histogram, PPO Histogram |
| 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, Volatility Cone |
| 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, Quartile Bands, Bomar Bands, Median Channel, Projection Bands, Projection Oscillator |
| 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, Kase DevStop, Elder SafeZone, ATR Ratchet, NRTR, Time-Based Stop, Modified MA 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, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity Index, Better Volume, Volume-Weighted MACD |
| 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, Spread AR(1) Coefficient, Jarque-Bera, Rolling Min-Max Scaler, Shannon Entropy, Sample Entropy, Kendall Tau |
| 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, Highpass Filter, Reflex, Trendflex, Correlation Trend Indicator, Adaptive RSI, Universal Oscillator, Adaptive CCI, Bandpass Filter, Even Better Sinewave, Autocorrelation Periodogram |
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag, Central Pivot Range, Murrey Math Lines, Andrews Pitchfork, Volume-Weighted Support/Resistance, Pivot Reversal |
| 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, TD Camouflage, TD Clop, TD Clopwin, TD Propulsion, TD Trap, TD D-Wave, TD Moving Averages |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi, Heikin-Ashi Oscillator, Three Line Break, Smoothed Heikin-Ashi, Equivolume, CandleVolume |
| Alt-Chart Bars | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns), Range, Tick, Volume, Dollar, Imbalance, Run, Three-Line Break |
| 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, Tristar, Harami Cross, Tower Top/Bottom, Dumpling Top, New Price Lines, Frying Pan Bottom |
| 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 |
| Fibonacci | Fibonacci Retracement, Fibonacci Extension, Fibonacci Projection, Auto-Fibonacci, Golden Pocket, Fibonacci Confluence, Fibonacci Fan, Fibonacci Arcs, Fibonacci Channel, Fibonacci Time Zones |
| 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, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure, Trade-Sign Autocorrelation, Hasbrouck Information Share |
| 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, Estimated Leverage Ratio, OI-to-Volume Ratio, Perpetual Premium Index, Funding-Implied APR, Open-Interest Momentum |
| Market Profile | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range, Naked POC, Single Prints, Profile Shape, High/Low Volume Nodes, Composite Profile |
| 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 |
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
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; every binding
inherits it automatically (the C ABI — and the C# and Go bindings generated from
it — regenerate from the core).
## Languages
@@ -143,12 +185,16 @@ inherit it automatically.
| Node.js (napi-rs) | `npm install wickra` | `examples/node/backtest.js` |
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
| C / C++ (C ABI) | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
| C# / .NET (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
| Go (cgo, C ABI) | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
memory-safe implementation.
The wickra-core crate is `unsafe`-forbidden, so the native bindings are
memory-safe end to end. The C ABI runs the same safe core; only its thin FFI
boundary uses `unsafe`, and the caller owns handle lifetimes (`_new` / `_free`).
## Rust API
@@ -203,25 +249,33 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 214 indicators
│ ├── wickra-core/ core engine + all 514 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
── wickra-data/ CSV reader, tick aggregator, live exchange feeds
── wickra-data/ CSV reader, tick aggregator, live exchange feeds
│ └── wickra-bench/ internal cross-library benchmark harness (not published)
├── bindings/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
── wasm/ wasm-bindgen (browsers, bundlers, Node)
── wasm/ wasm-bindgen (browsers, bundlers, Node)
│ ├── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
│ ├── csharp/ .NET binding over the C ABI (publishes on NuGet)
│ └── go/ Go binding over the C ABI via cgo (module tag)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
── wasm/ browser demo for `wickra-wasm`
── wasm/ browser demo for `wickra-wasm`
│ ├── c/ C smoke + streaming, C++ RAII wrapper
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
│ └── go/ streaming, backtest, strategies (cgo binding)
└── .github/workflows/ CI and release pipelines
```
Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
in the workspace member crate at `examples/rust/`. There is no top-level
`benches/` directory.
Wickra's own regression benchmarks live in `crates/wickra/benches/`; the
cross-library comparison against kand, ta-rs and yata lives in the internal
`crates/wickra-bench/` crate. Runnable Rust examples live in the workspace member
crate at `examples/rust/`. There is no top-level `benches/` directory.
## Building everything from source
@@ -229,7 +283,8 @@ in the workspace member crate at `examples/rust/`. There is no top-level
# Rust core + tests
cargo test --workspace
cargo clippy --workspace --all-targets -- -D warnings
cargo bench -p wickra
cargo bench -p wickra # Wickra's own regression benchmarks
cargo bench -p wickra-bench # cross-library comparison (kand, ta-rs, yata)
# Python binding (requires Rust toolchain + maturin)
cd bindings/python
@@ -241,6 +296,18 @@ wasm-pack build bindings/wasm --target web --release --features panic-hook
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
# C ABI (cdylib + staticlib + generated header)
cargo build -p wickra-c --release
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
cmake --build examples/c/build && ctest --test-dir examples/c/build --output-on-failure
# C# / .NET binding (requires the .NET 8 SDK; links the C ABI above)
dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj
# Go binding (requires a C compiler for cgo; links the C ABI above)
cp target/release/libwickra.so bindings/go/lib/ # .dylib on macOS, wickra.dll on Windows
cd bindings/go && go test ./...
```
## Testing
@@ -260,6 +327,8 @@ Every layer is covered; run the suites with the commands in
values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values.
- `bindings/go`: `go test` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and lifecycle.
## Contributing
@@ -287,13 +356,20 @@ 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
@@ -322,3 +398,10 @@ The library is provided **as is**, without warranty of any kind; see
<p align="center">
If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
</p>
<p align="center">
<a href="https://star-history.com/#wickra-lib/wickra&Date">
<img alt="Wickra star history" width="640"
src="https://api.star-history.com/svg?repos=wickra-lib/wickra&type=Date&theme=dark">
</a>
</p>
+29 -195
View File
@@ -1,203 +1,37 @@
# Roadmap
What Wickra is heading toward, what is explicitly out of scope, and what
contributors can expect across the next 0.x versions. Roadmap items are
**aspirations, not commitments** — order may shift based on real
user-feedback and bug-priority.
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).
For "what shipped already" see [`CHANGELOG.md`](CHANGELOG.md). For the
internal structure that the roadmap items will plug into, see
[`ARCHITECTURE.md`](ARCHITECTURE.md).
## Status
## North star
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.
> A streaming-first technical-analysis core that is the obvious default
> for anyone writing a Rust, Python, Node or browser-based trading
> system — drop-in fast, drop-in correct, drop-in tested.
## Themes
Three measurable proxies for "obvious default":
- **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 — plus
the C ABI and the C# / .NET and Go bindings generated from it — 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.
1. **Coverage.** Every textbook indicator from TA-Lib, pandas-ta and
talipp is in Wickra and produces matching reference values.
2. **Performance.** Streaming `update` is the fastest published number
across Rust / Python / Node / WASM for any technical indicator.
3. **Trust.** Releases are reproducible, signed, SBOM-attached, with a
public 100% test/branch coverage badge.
## How to influence the roadmap
## 0.3.0 — target window: Q3 2026
The first release after the org migration to `wickra-lib` lands and the
project portal at `wickra.org` is live.
### Headline goals
- **WASM has automated tests.** `wasm-bindgen-test` job in CI exercising
a representative subset (~30 indicators across all families). Today
WASM is only smoke-validated through manual examples.
- **Release-pipeline trust.** SBOM (CycloneDX) generated per release,
Sigstore cosign signatures attached to every published artifact,
npm `--provenance` flag enabled, PyPI Trusted Publishers configured.
- **Hosted documentation portal.** `wickra.org` (Cloudflare Pages,
VitePress) replaces the GitHub Wiki as the canonical doc surface.
Per-indicator deep-dives, quickstarts, FAQ, search.
- **End-to-end strategy examples.** 3 runnable examples that wire
Wickra indicators into a full mean-reversion / trend-following /
breakout strategy with PnL and equity-curve output.
- **`ARCHITECTURE.md` + `ROADMAP.md` + `CITATION.cff`** governance
baseline (this is it).
### Stretch goals (might slip to 0.4.0)
- **Per-binding hosted API reference.** TypeDoc for Node/WASM,
Sphinx for Python, both hosted on `wickra.org/api/*`. Rust stays on
`docs.rs`.
- **Property-tests (`proptest`) for mathematical invariants.** Bound
checks on RSI ∈ [0, 100], Bollinger ordering, batch-streaming
equivalence on random inputs.
- **Nightly long-fuzz workflow.** Each fuzz target gets ~1h overnight,
findings auto-converted to issues.
## 0.4.0 — target window: Q4 2026
### Indicator catalogue expansion
The current 214 indicators cover the textbook canon. The next wave is
the "stuff people actually ask for but skip because it's painful in
other libs":
- **Anchored indicators.** AnchoredVwap is already in, but anchored
variants of common indicators (AnchoredATR, AnchoredVolatility) are
on the wishlist for explicit session-based analysis.
- **Multi-timeframe (MTF) chaining helpers.** A `Mtf<Indicator>` wrapper
that runs an indicator on a different timeframe of the same input
stream — solves the most common reason people drop down to ad-hoc
buffering code.
- **Order-flow primitives** (gated on tick-data ingestion landing in
`wickra-data`): CumulativeDelta, BidAskImbalance, VolumeAtPrice.
- **Pivot-confirmation patterns.** WilliamsFractals is already in;
ZigZag is in. Next: PivotHigh/PivotLow with configurable
left/right-bar confirmation, used as a feature for higher-level
pattern detectors.
- **Harmonic-chart patterns** (Gartley, Bat, Butterfly, Crab, Shark).
These need the pivot-detector + ratio-matcher framework first; the
candlestick-pattern family from 0.2.8 is the precedent.
### Live-data layer
- **Tick-data ingestion.** Extend `wickra-data` from OHLCV-only to
also accept raw ticks; the existing `Aggregator` already aggregates
ticks into bars but isn't exposed in the public live-feed API yet.
- **Generic exchange trait.** `LiveFeed { fn subscribe(...) -> impl
Stream<Item = Candle> }` so the Binance adapter is one implementor
among many. **Note**: Wickra will not aggregate exchanges itself
(use `ccxt` if you need that) — the trait exists so user code can
swap feeds without touching indicator code.
### Performance & reliability
- **Performance-regression tracking.** `bench.yml` outputs deployed to
a `gh-pages` branch, `github-action-benchmark` plot over time,
threshold-based alerts on regression.
- **Indicator parity test suite.** Every indicator that has a TA-Lib
/ pandas-ta / talipp equivalent must pass a golden-value test
against that reference. Currently most do but the test names are
scattered — consolidate into one `parity_tests` module.
## 0.5.0 — target window: 2027 H1
### Possible new bindings
Open questions, prioritised by demand signals (≈ GitHub stars + issue
requests + community polls):
- **Java / Kotlin** binding via UniFFI — interest from Android-side
trading-app developers and the JVM-quant community.
- **Go** binding — interest from algorithmic-trading shops running on
Linux + Go infra.
- **C / C++** header export (`cbindgen`) — drops Wickra into existing
C/C++ trading stacks (e.g. older Bloomberg / FIX-protocol shops).
- **Swift** — niche but real, iOS / macOS native trading apps.
- **.NET** — closes the Windows-native gap that NAPI-Node doesn't fill
(some shops are still on .NET Framework).
None of these are committed — each is a 1-2-month project on its own,
and bindings without active maintenance are a liability. Priority will
be driven by which language community shows up with PRs.
### `wickra-data` widening
- **Historical fetch from > 1 source.** Today only Binance REST/WS.
Add Coinbase and Kraken as reference implementations — explicitly
not exchange-aggregation, just "here are two more adapters using
the trait".
## Beyond — long-term aspirations
- **`wickra-backtest` sub-crate** (decision pending). A minimal
event-driven backtester wrapping signal generation + position
sizing + fees + slippage. Decision factor: do users keep building
these ad-hoc from `examples/`? If yes, codifying it saves the
ecosystem time. If most users plug Wickra into existing backtesters
(vectorbt, backtrader, Lean, Hummingbot), keep Wickra focused.
- **`wickra-plot` companion** (low priority). `plotters`-backed Rust
rendering of indicator outputs. Mainly useful for static report
generation; live charting belongs in the JS/web layer.
- **Academic adoption.** Citable `CITATION.cff`; targeting at least
one peer-reviewed paper using Wickra as the reference indicator
engine.
## What is explicitly **not** on the roadmap
These are recurring requests that Wickra will decline so contributors
don't waste time on them:
| Feature | Why declined |
|---|---|
| Exchange aggregation across N venues | That's `ccxt`'s job. Wickra ships *one* feed implementor (Binance) for tests and demo; users plug their preferred exchange. |
| Full backtesting framework (à la Lean, vectorbt) | Scope creep. May land as `wickra-backtest` *if* a clear minimal API surfaces from user demand, but Wickra core stays an indicator library. |
| Strategy auto-tuning / hyperparameter search | Wrong abstraction layer — belongs in user-side ML/backtester. |
| Order-management / broker integration | Even further out of scope. |
| GUI / web-based studio | Marketing-site demos are fine; full IDE is not. |
| Indicator implementations that require optional Python deps (e.g. scipy KDE) | Bindings must work on a clean install. Pure-Rust math only. |
| Proprietary indicator implementations (e.g. paywalled vendor formulas) | License conflicts + audit burden. |
| GPU / CUDA acceleration | O(1) per update means the bottleneck is API overhead, not compute. SIMD-batch is a maybe; GPU adds no value for streaming. |
## How indicator wishlist requests are handled
1. **Open an issue** using the `feature_request` template, naming the
indicator, citing one of:
- TA-Lib reference
- pandas-ta reference
- peer-reviewed paper
- widely-published trading book
2. Maintainer triages within ~1 week. Acceptance criteria:
- Formula has at least one written reference (no random
YouTuber-only indicators)
- Implementation can be O(1) streaming
- Test vectors are obtainable (from reference lib, hand-computed,
or paper-provided)
3. Once accepted, the indicator gets added to the next family-batch
PR. Family-batches typically ship 5-20 indicators at a time.
## Versioning
Wickra follows [SemVer](https://semver.org/). The promise:
- **0.x.0 (minor):** new indicators, new bindings, new optional features,
new optional config knobs. Adding methods to `Indicator` with default
impls is minor.
- **0.x.y (patch):** bug fixes, performance improvements, doc fixes.
- **Major (1.0.0 and later):** changes to the `Indicator` trait
signature, removal of indicators, breaking changes to `Candle` /
`OHLCV` field order.
The 1.0 milestone is reserved for when the indicator catalogue is
considered "stable enough" and the bindings API has stabilised — likely
~2027 once 2-3 more bindings have shipped and stress-tested the trait.
## Discussion
For roadmap discussion, open a [Discussions](https://github.com/wickra-lib/wickra/discussions)
thread tagged `roadmap`. Specific indicator wishlist items go in
[Issues](https://github.com/wickra-lib/wickra/issues) via the
`feature_request` template.
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.
+104 -4
View File
@@ -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
@@ -18,7 +18,7 @@ Report it privately through one of:
- 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 **wickra.lib@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 +41,103 @@ 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. The one exception is the C ABI
([`bindings/c`](bindings/c)), whose thin FFI shim is necessarily `unsafe`
because it dereferences caller-supplied pointers; it adds no indicator logic,
validates every handle for NULL, and never lets a panic cross the boundary, so
the safe core's guarantees still cover all computation.
- *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.
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# 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, WebAssembly, C, C# and Go, 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.
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# 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 plus a C ABI
and the .NET and Go bindings built on it),
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. |
| Misuse of the C ABI FFI boundary (invalid/dangling handle, undersized batch buffer) | The C ABI (`bindings/c`) is the sole `unsafe` surface. Its shim adds no logic, NULL-checks every handle (returning `NaN`/no-op), writes only into caller-sized buffers, and catches panics so none cross the boundary. A caller passing a non-NULL but dangling pointer is undefined behaviour by C's own contract — out of scope, the same as any C library. |
| 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).
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[package]
name = "wickra-c"
description = "C ABI (cdylib + staticlib) for the Wickra streaming-first technical indicators library — the hub every C-capable language (C, C++, Go, C#, Java, R) links against."
version.workspace = true
authors.workspace = true
edition.workspace = true
rust-version.workspace = true
license.workspace = true
repository.workspace = true
homepage.workspace = true
readme = "README.md"
keywords.workspace = true
categories.workspace = true
publish = false
[lib]
name = "wickra"
crate-type = ["cdylib", "staticlib"]
# The C ABI inherently needs `unsafe` (raw pointers across the FFI boundary,
# `#[export_name]` symbol control). The workspace forbids `unsafe_code`, so this
# crate cannot inherit `workspace = true`; it mirrors every workspace lint and
# only relaxes `unsafe_code` to `allow` (parity with how the proc-macro bindings
# emit their unsafe). The Rust core stays `unsafe`-forbidden — this is the one
# crate where the boundary lives.
[lints.rust]
unsafe_code = "allow"
missing_debug_implementations = "warn"
unreachable_pub = "warn"
unused_must_use = "deny"
[lints.clippy]
all = { level = "warn", priority = -1 }
pedantic = { level = "warn", priority = -1 }
module_name_repetitions = "allow"
must_use_candidate = "allow"
missing_errors_doc = "allow"
missing_panics_doc = "allow"
cast_precision_loss = "allow"
cast_possible_truncation = "allow"
cast_sign_loss = "allow"
similar_names = "allow"
float_cmp = "allow"
[dependencies]
wickra-core = { workspace = true }
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# Wickra — C / C++
[![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)
[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest)
[![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 C and C++. A prebuilt shared/static
library plus a generated `wickra.h` — no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. 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 **C ABI hub**: it compiles the
core to a C-compatible shared/static library plus a generated header, so any
C-capable language (C, C++, Go, C#, Java, R) links against one artifact instead
of re-wrapping every indicator natively.
## Install
Grab the prebuilt header + library for your platform from the
[GitHub releases](https://github.com/wickra-lib/wickra/releases) — each archive
has `wickra.h`, the optional `wickra.hpp` C++ wrapper, and the shared/static
library — or build from source:
```bash
cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib
```
Then compile against the header and link the library
(`cc app.c -I include -L lib -lwickra -lm -o app`).
## Quick start
```c
#include "wickra.h"
struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
double v = wickra_rsi_update(rsi, prices[i]); /* NaN during warmup */
if (v == v && v > 70.0) /* v == v is the NaN check */
printf("overbought\n");
}
wickra_rsi_free(rsi); /* exactly once per _new */
```
Every indicator is an opaque handle with the same five functions —
`_new` / `_update` / `_batch` / `_reset` / `_free`. `update` is O(1); there is no
RAII across the C boundary, so each `_new` needs exactly one `_free`, and every
function is NULL-safe (a NULL handle yields `NaN` or a no-op, never a crash).
Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a `#[repr(C)]`
struct and return a `bool`. The optional `wickra.hpp` wraps any handle in a
move-only `wickra::Handle` for exception-safe C++ lifetimes.
## 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** (C quickstart, cookbook, TA-Lib migration): <https://docs.wickra.org/Quickstart-C>
- **Runnable examples:** [`examples/c/`](https://github.com/wickra-lib/wickra/tree/main/examples/c)
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus this
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared 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.
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language = "C"
header = "/* Wickra C ABI — generated by cbindgen. Do not edit by hand. */"
include_guard = "WICKRA_H"
pragma_once = true
# Wrap the declarations in `extern "C"` under __cplusplus so the header is usable
# from C++ (the optional wickra.hpp RAII layer and any C++ consumer).
cpp_compat = true
tab_width = 4
# Off: cbindgen copies the Rust struct/fn doc comments verbatim, and some core
# indicator docs contain markdown (e.g. `**1/8**/**7/8**`) whose `*/` would close
# the C block comment early and break the header. Usage docs live in the crate
# README and examples; the header is a pure declaration contract.
documentation = false
[parse]
# Parse wickra-core too so the opaque indicator handle types (Sma, Ema, …) are
# discovered and emitted as forward-declared opaque structs. Their fields are
# never exposed — only `T *` handles cross the boundary.
parse_deps = true
include = ["wickra-core"]
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// Optional C++ convenience layer over the Wickra C ABI (`wickra.h`).
//
// The C ABI hands out raw handles that must be released exactly once with the
// matching `wickra_<ind>_free`. `wickra::Handle` wraps that in a move-only RAII
// owner so the free happens automatically at scope exit:
//
// #include "wickra.hpp"
//
// wickra::Handle<Sma, wickra_sma_free> sma(wickra_sma_new(14));
// if (sma) {
// double v = wickra_sma_update(sma.get(), 42.0); // NaN during warmup
// }
// // sma is freed here
//
// This is header-only and adds no runtime cost beyond the C calls themselves.
#ifndef WICKRA_HPP
#define WICKRA_HPP
#include "wickra.h"
#include <utility>
namespace wickra {
/// Move-only RAII owner of a Wickra handle. `T` is the opaque indicator type and
/// `Free` its `wickra_<ind>_free` function.
template <typename T, void (*Free)(T *)>
class Handle {
public:
explicit Handle(T *ptr) noexcept : ptr_(ptr) {}
~Handle() {
if (ptr_ != nullptr) {
Free(ptr_);
}
}
Handle(const Handle &) = delete;
Handle &operator=(const Handle &) = delete;
Handle(Handle &&other) noexcept : ptr_(std::exchange(other.ptr_, nullptr)) {}
Handle &operator=(Handle &&other) noexcept {
if (this != &other) {
if (ptr_ != nullptr) {
Free(ptr_);
}
ptr_ = std::exchange(other.ptr_, nullptr);
}
return *this;
}
/// The raw handle, for passing to the `wickra_<ind>_*` functions.
T *get() const noexcept { return ptr_; }
/// True if the handle is non-null (construction succeeded).
explicit operator bool() const noexcept { return ptr_ != nullptr; }
private:
T *ptr_;
};
} // namespace wickra
#endif // WICKRA_HPP
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# .NET build output
bin/
obj/
*.user
# NuGet packaging output
*.nupkg
*.snupkg
# Native libraries staged for packaging (produced by the release pipeline from
# the wickra-c-<triple>.tar.gz assets; never committed to source).
Wickra/runtimes/
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# Wickra — .NET
[![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)
[![NuGet](https://img.shields.io/nuget/v/Wickra.svg?logo=nuget&color=blue)](https://www.nuget.org/packages/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 .NET. `dotnet add package Wickra`
prebuilt native library, no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. 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 .NET binding; it consumes the
C ABI hub through `[LibraryImport]` P/Invoke and exposes all 514 streaming-first
indicators as idiomatic `IDisposable` classes.
## Install
```bash
dotnet add package Wickra
```
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) under `runtimes/<rid>/native/`, selected automatically. There is nothing
to compile. Targets .NET 8 and later.
## Quick start
```csharp
using Wickra;
// Batch: run an indicator over a whole series (NaN at warmup positions).
var prices = Enumerable.Range(0, 1000).Select(i => 100.0 + i * 0.1).ToArray();
using var sma = new Sma(20);
double[] values = sma.Batch(prices);
// Streaming: the same indicator, fed tick by tick in O(1).
using var rsi = new Rsi(14);
foreach (var price in liveFeed)
{
var value = rsi.Update(price); // NaN during warmup, no recomputation
if (double.IsFinite(value) && value > 70)
{
Console.WriteLine("overbought");
}
}
```
`Batch(prices)` and feeding the same prices through `Update()` produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return a nullable `record struct`, `null` while 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 examples:** [`examples/csharp/`](https://github.com/wickra-lib/wickra/tree/main/examples/csharp)
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing 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.
@@ -0,0 +1,144 @@
using Wickra;
using Xunit;
namespace Wickra.Tests;
/// <summary>
/// One representative per FFI archetype, exercising every marshalling path the
/// generator produces (scalar, candle, pairwise, multi-output, bars, profile,
/// values-profile, array-input). Garbage marshalling surfaces as NaN, wild
/// values, or crashes — so finite/sane assertions are the real check.
/// </summary>
public class ArchetypeTests
{
private static (double open, double high, double low, double close, double volume, long ts) Candle(int i)
{
var close = 100.0 + 10.0 * Math.Sin(i * 0.3);
var open = 100.0 + 10.0 * Math.Sin((i - 1) * 0.3);
var high = Math.Max(open, close) + 1.0;
var low = Math.Min(open, close) - 1.0;
return (open, high, low, close, 1_000.0, i * 60_000L);
}
[Fact]
public void Scalar_Ema_IsFiniteAfterWarmup()
{
using var ema = new Ema(3);
double last = double.NaN;
for (var i = 1; i <= 10; i++)
{
last = ema.Update(i);
}
Assert.True(double.IsFinite(last));
Assert.InRange(last, 1.0, 10.0);
}
[Fact]
public void Candle_Atr_IsFinitePositive()
{
using var atr = new Atr(3);
double last = double.NaN;
for (var i = 0; i < 20; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
last = atr.Update(o, h, l, c, v, ts);
}
Assert.True(double.IsFinite(last));
Assert.True(last > 0.0);
}
[Fact]
public void Pairwise_Beta_IsFinite()
{
using var beta = new Beta(5);
double last = double.NaN;
for (var i = 0; i < 30; i++)
{
var market = 100.0 + 10.0 * Math.Sin(i * 0.5);
var asset = 50.0 + 6.0 * Math.Sin(i * 0.5 + 0.2);
last = beta.Update(market, asset);
}
Assert.True(double.IsFinite(last));
}
[Fact]
public void MultiOutput_Adx_ReturnsFiniteStruct()
{
using var adx = new Adx(5);
AdxOutput? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = adx.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.True(double.IsFinite(result!.Value.Adx));
Assert.True(double.IsFinite(result.Value.PlusDi));
Assert.True(double.IsFinite(result.Value.MinusDi));
}
[Fact]
public void Bars_DollarBars_EmitsBars()
{
using var bars = new DollarBars(5_000.0);
var total = 0;
for (var i = 0; i < 200; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
total += bars.Update(o, h, l, c, v, ts).Length;
}
Assert.True(total > 0);
}
[Fact]
public void Profile_VolumeProfile_ReturnsValues()
{
using var profile = new VolumeProfile(20, 8);
VolumeProfileOutputScalars? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = profile.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.NotNull(result!.Value.Values);
Assert.True(result.Value.PriceLow <= result.Value.PriceHigh);
}
[Fact]
public void ProfileValues_DayOfWeekProfile_NoCrash()
{
using var profile = new DayOfWeekProfile(0);
double[]? result = null;
for (var i = 0; i < 60; i++)
{
var close = 100.0 + 5.0 * Math.Sin(i * 0.2);
// one day apart so the day-of-week buckets fill
result = profile.Update(close, close + 1, close - 1, close, 1_000.0, i * 86_400_000L);
}
if (result is not null)
{
Assert.All(result, v => Assert.True(double.IsFinite(v)));
}
}
[Fact]
public void ArrayInput_DepthSlope_IsFinite()
{
using var slope = new DepthSlope();
ReadOnlySpan<double> bidPrice = stackalloc double[] { 99.0, 98.0, 97.0 };
ReadOnlySpan<double> bidSize = stackalloc double[] { 10.0, 20.0, 30.0 };
ReadOnlySpan<double> askPrice = stackalloc double[] { 101.0, 102.0, 103.0 };
ReadOnlySpan<double> askSize = stackalloc double[] { 12.0, 22.0, 32.0 };
var result = slope.Update(bidPrice, bidSize, askPrice, askSize);
Assert.True(double.IsFinite(result));
}
}
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using Wickra;
using Xunit;
namespace Wickra.Tests;
public class SmaTests
{
[Fact]
public void StreamingMatchesReference()
{
using var sma = new Sma(3);
Assert.True(double.IsNaN(sma.Update(1)));
Assert.True(double.IsNaN(sma.Update(2)));
Assert.Equal(2.0, sma.Update(3), 9);
Assert.Equal(3.0, sma.Update(4), 9);
Assert.Equal(4.0, sma.Update(5), 9);
}
[Fact]
public void BatchMatchesStreaming()
{
using var sma = new Sma(3);
var output = sma.Batch(new double[] { 1, 2, 3, 4, 5 });
Assert.True(double.IsNaN(output[0]));
Assert.True(double.IsNaN(output[1]));
Assert.Equal(2.0, output[2], 9);
Assert.Equal(3.0, output[3], 9);
Assert.Equal(4.0, output[4], 9);
}
[Fact]
public void ResetClearsState()
{
using var sma = new Sma(3);
sma.Update(1);
sma.Update(2);
sma.Update(3);
sma.Reset();
Assert.True(double.IsNaN(sma.Update(10)));
}
[Fact]
public void ZeroPeriodThrows()
{
// Zero is rejected by the native constructor (returns NULL) -> ArgumentException;
// a negative period is caught earlier by the wrapper guard.
Assert.Throws<ArgumentException>(() => new Sma(0));
Assert.Throws<ArgumentOutOfRangeException>(() => new Sma(-1));
}
}
@@ -0,0 +1,21 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<IsPackable>false</IsPackable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.11.1" />
<PackageReference Include="xunit" Version="2.9.2" />
<PackageReference Include="xunit.runner.visualstudio" Version="2.8.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Wickra\Wickra.csproj" />
</ItemGroup>
</Project>
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<RootNamespace>Wickra</RootNamespace>
<AssemblyName>Wickra</AssemblyName>
<!-- NuGet package metadata -->
<PackageId>Wickra</PackageId>
<Version>0.7.7</Version>
<Authors>kingchenc</Authors>
<Description>High-performance streaming technical-analysis indicators (514 indicators) for .NET, backed by the native Rust core via the Wickra C ABI.</Description>
<PackageLicenseExpression>MIT OR Apache-2.0</PackageLicenseExpression>
<PackageProjectUrl>https://github.com/wickra-lib/wickra</PackageProjectUrl>
<RepositoryUrl>https://github.com/wickra-lib/wickra</RepositoryUrl>
<RepositoryType>git</RepositoryType>
<PackageTags>technical-analysis;indicators;trading;finance;streaming;ffi;native</PackageTags>
<PackageReadmeFile>README.md</PackageReadmeFile>
<IncludeSymbols>true</IncludeSymbols>
<SymbolPackageFormat>snupkg</SymbolPackageFormat>
<GenerateDocumentationFile>true</GenerateDocumentationFile>
<!-- A managed package carrying per-RID native assets; not built per-RID itself. -->
<IncludeBuildOutput>true</IncludeBuildOutput>
<!-- NU5128: managed package carrying only per-RID native assets.
CS1591: generated members are self-descriptive; hand-written API is documented. -->
<NoWarn>$(NoWarn);NU5128;CS1591</NoWarn>
</PropertyGroup>
<!--
Supported native runtime identifiers. The release pipeline builds the C ABI
per target triple and stages the libraries under
Wickra/runtimes/<rid>/native/ before `dotnet pack`:
win-x64 win-arm64 linux-x64 linux-arm64 osx-x64 osx-arm64
-->
<PropertyGroup>
<WickraRuntimeIdentifiers>win-x64;win-arm64;linux-x64;linux-arm64;osx-x64;osx-arm64</WickraRuntimeIdentifiers>
</PropertyGroup>
<ItemGroup>
<None Include="..\README.md" Pack="true" PackagePath="\" />
</ItemGroup>
<!--
Native libraries are packed under runtimes/<rid>/native/ by the release pipeline,
which unpacks the wickra-c-<triple>.tar.gz assets into the matching RID folders.
For local development and tests the natives are resolved from the cargo target dir
via WickraNative's DllImportResolver.
-->
<ItemGroup>
<None Include="runtimes/**/native/*" Pack="true" PackagePath="runtimes" Condition="Exists('runtimes')" />
</ItemGroup>
</Project>
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using Microsoft.Win32.SafeHandles;
namespace Wickra;
/// <summary>
/// Owns an opaque native indicator handle and releases it via the indicator's
/// <c>_free</c> function. One generic handle type backs every indicator; the
/// correct free routine is captured at construction time.
/// </summary>
internal sealed class WickraHandle : SafeHandleZeroOrMinusOneIsInvalid
{
private readonly Action<nint> _free;
internal WickraHandle(nint handle, Action<nint> free)
: base(ownsHandle: true)
{
_free = free;
SetHandle(handle);
}
protected override bool ReleaseHandle()
{
_free(handle);
return true;
}
}
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using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace Wickra;
/// <summary>
/// Native library resolution for the Wickra C ABI.
/// </summary>
/// <remarks>
/// When consumed as a NuGet package the native library ships under
/// <c>runtimes/&lt;rid&gt;/native/</c> and the default runtime resolver finds it
/// automatically. For local development (project reference against a cargo build)
/// the resolver additionally walks up the directory tree to locate
/// <c>target/release</c> or <c>target/debug</c>. Every candidate is validated to
/// actually export the Wickra ABI before it is accepted, so an unrelated library
/// of the same name cannot shadow the real one.
/// </remarks>
internal static class WickraNative
{
/// <summary>The library name passed to <c>[LibraryImport]</c>.</summary>
internal const string LibraryName = "wickra";
// Any exported symbol works as a fingerprint; sma_new exists in every build.
private const string SentinelSymbol = "wickra_sma_new";
[ModuleInitializer]
internal static void Register()
{
NativeLibrary.SetDllImportResolver(typeof(WickraNative).Assembly, Resolve);
}
private static nint Resolve(string libraryName, System.Reflection.Assembly assembly, DllImportSearchPath? searchPath)
{
if (libraryName != LibraryName)
{
return nint.Zero;
}
// 1. Default resolution (NuGet runtimes/ layout, app-local copies). Accept
// only if it is genuinely the Wickra ABI; otherwise discard and fall through.
if (NativeLibrary.TryLoad(libraryName, assembly, searchPath, out var handle))
{
if (Exports(handle))
{
return handle;
}
NativeLibrary.Free(handle);
}
// 2. Development fallback: locate the cargo build output.
var fileName = NativeFileName();
var dir = AppContext.BaseDirectory;
for (var i = 0; i < 16 && dir is not null; i++)
{
foreach (var profile in new[] { "release", "debug" })
{
var candidate = Path.Combine(dir, "target", profile, fileName);
if (File.Exists(candidate) && NativeLibrary.TryLoad(candidate, out var devHandle))
{
if (Exports(devHandle))
{
return devHandle;
}
NativeLibrary.Free(devHandle);
}
}
dir = Path.GetDirectoryName(dir.TrimEnd(Path.DirectorySeparatorChar, Path.AltDirectorySeparatorChar));
}
return nint.Zero;
}
private static bool Exports(nint handle) => NativeLibrary.TryGetExport(handle, SentinelSymbol, out _);
private static string NativeFileName()
{
if (OperatingSystem.IsWindows())
{
return "wickra.dll";
}
return OperatingSystem.IsMacOS() ? "libwickra.dylib" : "libwickra.so";
}
}
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# Wickra — Go
[![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)
[![Go Reference](https://pkg.go.dev/badge/github.com/wickra-lib/wickra/bindings/go.svg)](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
[![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 Go, over the Wickra C ABI hub via cgo.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and
any other C-capable language. 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 Go binding; it consumes the C ABI hub through
cgo and exposes all 514 streaming-first indicators as idiomatic types.
## Install
```bash
go get github.com/wickra-lib/wickra/bindings/go
```
The binding uses cgo, so a C compiler is required, and it links against the
prebuilt Wickra C ABI library. Build that library from the workspace and stage
it under this package's `lib/` directory:
```bash
cargo build -p wickra-c --release
cp target/release/libwickra.so bindings/go/lib/ # Linux
cp target/release/libwickra.dylib bindings/go/lib/ # macOS
cp target/release/wickra.dll bindings/go/lib/ # Windows (also on PATH at run time)
```
On Linux and macOS the library path is baked in via rpath; on Windows the DLL
must be discoverable at run time (next to the executable or on `PATH`).
## Quick start
```go
package main
import (
"fmt"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
// Batch: run an indicator over a whole series (NaN at warmup positions).
prices := make([]float64, 1000)
for i := range prices {
prices[i] = 100.0 + float64(i)*0.1
}
sma, _ := wickra.NewSma(20)
defer sma.Close()
values := sma.Batch(prices)
// Streaming: the same indicator, fed tick by tick in O(1).
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
for _, price := range prices {
value := rsi.Update(price) // NaN during warmup, no recomputation
if value > 70 {
fmt.Println("overbought")
}
}
_ = values
}
```
`Batch(prices)` and feeding the same prices through `Update()` produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return `(Output, bool)`, with `false` while warming up.
Every indicator owns a native handle freed by `Close()`; a finalizer is wired as
a backstop, but call `Close()` (e.g. with `defer`) to release memory promptly.
## 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/go/`](https://github.com/wickra-lib/wickra/tree/main/examples/go)
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing 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.
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module github.com/wickra-lib/wickra/bindings/go
go 1.23
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# Prebuilt Wickra C ABI libraries are provisioned locally / in CI, not committed.
*.so
*.dylib
*.dll
*.a
*.lib
*.exp
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// Package wickra provides idiomatic Go bindings for the Wickra
// technical-analysis library over its C ABI hub.
//
// Each indicator is an opaque-handle type with a New<Indicator> constructor and
// Update/Batch/Reset/Close methods. Handles are freed by Close and, as a
// backstop, by a finalizer; call Close explicitly to release native memory
// promptly. The binding links against the prebuilt Wickra C ABI library
// (libwickra.so/.dylib or wickra.dll) staged under ./lib — see the package
// README for how to provision it.
package wickra
/*
#cgo CFLAGS: -I${SRCDIR}/../c/include
#cgo linux LDFLAGS: -L${SRCDIR}/lib -lwickra -Wl,-rpath,${SRCDIR}/lib
#cgo darwin LDFLAGS: -L${SRCDIR}/lib -lwickra -Wl,-rpath,${SRCDIR}/lib
#cgo windows LDFLAGS: -L${SRCDIR}/lib -l:wickra.dll
#include "wickra.h"
*/
import "C"
import "errors"
// ErrInvalidParams is returned by a New<Indicator> constructor when the native
// constructor rejects the supplied parameters (for example a zero period).
var ErrInvalidParams = errors.New("wickra: invalid indicator parameters")
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package wickra
import (
"math"
"testing"
)
// One indicator per FFI archetype, exercising the full New/Update/Batch/Reset/
// Close surface against the real native library.
func TestScalarKnownValue(t *testing.T) {
s, err := NewSma(3)
if err != nil {
t.Fatalf("NewSma: %v", err)
}
defer s.Close()
var last float64
for _, v := range []float64{1, 2, 3, 4, 5} {
last = s.Update(v)
}
if math.Abs(last-4.0) > 1e-9 {
t.Fatalf("sma(3) last = %v, want 4.0", last)
}
}
func TestScalarBatchMatchesStreaming(t *testing.T) {
input := []float64{1, 2, 3, 4, 5, 6, 7, 8}
stream, _ := NewSma(3)
defer stream.Close()
want := make([]float64, len(input))
for i, v := range input {
want[i] = stream.Update(v)
}
batchInd, _ := NewSma(3)
defer batchInd.Close()
got := batchInd.Batch(input)
if len(got) != len(want) {
t.Fatalf("batch len = %d, want %d", len(got), len(want))
}
for i := range want {
if math.IsNaN(want[i]) && math.IsNaN(got[i]) {
continue
}
if math.Abs(got[i]-want[i]) > 1e-9 {
t.Fatalf("batch[%d] = %v, streaming = %v", i, got[i], want[i])
}
}
}
func TestMultiOutput(t *testing.T) {
m, err := NewMacdIndicator(3, 6, 3)
if err != nil {
t.Fatalf("NewMacdIndicator: %v", err)
}
defer m.Close()
var ok bool
var out MacdOutput
for i := 0; i < 30; i++ {
out, ok = m.Update(100 + float64(i))
}
if !ok {
t.Fatal("macd never produced a value after warmup")
}
if math.IsNaN(out.Macd) {
t.Fatal("macd value is NaN after warmup")
}
}
func TestBars(t *testing.T) {
rb, err := NewRangeBars(2.0)
if err != nil {
t.Fatalf("NewRangeBars: %v", err)
}
defer rb.Close()
total := 0
for _, p := range []float64{100, 101, 103, 104, 99, 96, 102, 108, 95, 110} {
bars := rb.Update(p, p, p, p, 1, 0)
total += len(bars)
}
if total == 0 {
t.Fatal("range bars produced no bars over a 15-point move")
}
}
func TestProfile(t *testing.T) {
vp, err := NewVolumeProfile(10, 24)
if err != nil {
t.Fatalf("NewVolumeProfile: %v", err)
}
defer vp.Close()
var ok bool
var snap VolumeProfileOutputScalars
for i := 0; i < 50; i++ {
price := 100 + 5*math.Sin(float64(i)*0.3)
snap, ok = vp.Update(price, price+1, price-1, price, 1000, int64(i))
}
if !ok {
t.Fatal("volume profile never produced a snapshot")
}
if len(snap.Values) == 0 {
t.Fatal("volume profile returned an empty values buffer")
}
}
func TestArrayInput(t *testing.T) {
ob, err := NewOrderBookImbalanceFull()
if err != nil {
t.Fatalf("NewOrderBookImbalanceFull: %v", err)
}
defer ob.Close()
bidPrice := []float64{99.9, 99.8, 99.7}
bidSize := []float64{5, 3, 2}
askPrice := []float64{100.1, 100.2, 100.3}
askSize := []float64{1, 1, 1}
v := ob.Update(bidPrice, bidSize, askPrice, askSize)
if math.IsNaN(v) {
t.Fatal("order-book imbalance is NaN on a populated book")
}
}
func TestResetReturnsToWarmup(t *testing.T) {
s, _ := NewSma(3)
defer s.Close()
for _, v := range []float64{1, 2, 3} {
s.Update(v)
}
s.Reset()
if got := s.Update(10); !math.IsNaN(got) {
t.Fatalf("after reset first update = %v, want NaN (warmup)", got)
}
}
func TestInvalidParams(t *testing.T) {
if _, err := NewSma(0); err == nil {
t.Fatal("NewSma(0) should return ErrInvalidParams")
}
}
func TestCloseIsIdempotent(t *testing.T) {
s, _ := NewSma(3)
s.Close()
s.Close() // must not panic or double-free
}
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# Wickra
# Wickra — Node.js
[![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)
[![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)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
**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 a state
machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. 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.
```python
import numpy as np
import wickra as ta
# Batch: classic TA-Lib-style usage
prices = np.linspace(100, 200, 1000)
rsi = ta.RSI(14)
values = rsi.batch(prices) # numpy array, NaN during warmup
# Streaming: same indicator, fed tick by tick
rsi = ta.RSI(14)
for price in live_feed:
value = rsi.update(price) # O(1) — no recomputation over history
if value is not None and value > 70:
print("overbought")
```
## 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 |
|------------------------|-----------------|-----------|----------------|--------|
| **★&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.
## Benchmark: how much faster is "streaming-first"?
The numbers below were measured on a single developer workstation and are not
guaranteed to reproduce identically on different hardware — absolute µs values
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 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
`python -m benchmarks.compare_libraries`. The script auto-detects every
installed peer library and runs them on the same generated inputs as
Wickra. The CI job `cross-library-bench` runs the same script on every
push and uploads the raw report as a build artefact.
Lower µs/op = faster. Wickra wins every batch category outright, and the
streaming gap widens linearly with how much history a batch-only library has
to recompute on every tick.
### Batch — single full pass over a 20 000-bar series
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 | **★&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) |
| RSI(14) | **126.2 µs ★** | 1 107.1 µs (8.8× slower) | 15 792.2 µs (125.1× slower) |
| MACD(12, 26, 9) | **119.0 µs ★** | 531.8 µs (4.5× slower) | 49 788.1 µs (418.2× slower) |
| Bollinger(20, 2.0) | **105.3 µs ★** | 812.0 µs (7.7× slower) | 130 938.3 µs (1 243.7× slower)|
| ATR(14) | **123.5 µs ★** | 5 144.8 µs (41.7× slower) | 28 816.0 µs (233.4× slower) |
### Streaming — per-tick latency after seeding with 5 000 historical bars
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 | **★&nbsp;Wickra (per tick)** | talipp (per tick) |
|-----------|---------------------|---------------------------|
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
> TA-Lib and pandas-ta are not included here because both fail to install
> cleanly on Windows without C build tooling — which is precisely the install
> pain Wickra was built to remove. The benchmark script auto-detects every
> peer library it can find and runs them on the same inputs as Wickra; install
> them in your environment to see those rows light up too.
Run the suite yourself:
## Install
```bash
pip install -e bindings/python[bench]
python -m benchmarks.compare_libraries
npm install wickra
```
## Indicators
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.
214 streaming-first indicators across sixteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
## Quick start
| Family | Indicators |
|--------|-----------|
| 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), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
| Trend & Directional | MACD, 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 |
| 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, Detrended StdDev |
| 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, 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, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Spearman Correlation |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, 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 |
| 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 |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
| 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) |
```js
const wickra = require('wickra');
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
// 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
## Languages
| Binding | Install | Example |
|-------------------|-----------------------------------------------|---------|
| Python (PyO3) | `pip install wickra` | `examples/python/backtest.py` |
| Node.js (napi-rs) | `npm install wickra` | `examples/node/backtest.js` |
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
memory-safe implementation.
## Rust API
```rust
use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};
// Streaming or batch — same trait, same code.
let mut sma = Sma::new(14)?;
let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
let mut rsi = Rsi::new(14)?;
for price in live_feed {
if let Some(v) = rsi.update(price) {
println!("RSI = {v}");
}
}
// Compose indicators: RSI(7) on top of EMA(14).
let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
chain.update(price);
```
## Live data sources
`wickra-data` (separate crate, opt-in) ships:
- A streaming OHLCV **CSV reader**.
- A **tick-to-candle aggregator** with arbitrary timeframes.
- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
```rust
use wickra::{Indicator, Rsi};
use wickra_data::live::binance::{BinanceKlineStream, Interval};
let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
let mut rsi = Rsi::new(14)?;
while let Some(event) = stream.next_event().await? {
if event.is_closed {
if let Some(v) = rsi.update(event.candle.close) {
println!("RSI = {v:.2}");
}
}
// 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');
}
}
```
A Python live-trading example using the public `websockets` package lives at
`examples/python/live_trading.py`.
`batch(prices)` and feeding the same prices through `update()` produce
identical values — the equivalence is enforced by the test suite.
## Project layout
## Documentation
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 71 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
│ └── wasm/ wasm-bindgen (browsers, bundlers, Node)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
│ └── wasm/ browser demo for `wickra-wasm`
└── .github/workflows/ CI and release pipelines
```
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
in the workspace member crate at `examples/rust/`. There is no top-level
`benches/` directory.
- **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)
## Building everything from source
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
```bash
# Rust core + tests
cargo test --workspace
cargo clippy --workspace --all-targets -- -D warnings
cargo bench -p wickra
## Disclaimer
# Python binding (requires Rust toolchain + maturin)
cd bindings/python
maturin develop --release
pytest
# WASM binding (requires wasm-pack + wasm32-unknown-unknown target)
wasm-pack build bindings/wasm --target web --release --features panic-hook
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
```
## Testing
Every layer is covered; run the suites with the commands in
[Building everything from source](#building-everything-from-source).
- `wickra-core`: unit tests per indicator — textbook reference values
(Wilder RSI, Bollinger Bands, MACD, ATR, Stochastic), `batch == streaming`
equivalence, `reset` semantics, NaN/Inf handling, and property tests.
- `wickra-data`: unit tests for CSV decoding, the tick aggregator, the
resampler, and the Binance payload parser.
- `bindings/python`: pytest covering smoke checks, streaming/batch
equivalence, reference values, lifecycle, input validation, and
dict/tuple candle inputs.
- `bindings/node`: `node --test` cases for batch, streaming, and reference
values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values.
## Contributing
Contributions are very welcome — issues, bug reports, ideas, and pull requests
all land in the same place: <https://github.com/wickra-lib/wickra>.
A short orientation for first-time contributors:
- **Adding an indicator.** Implement the `Indicator` trait in
`crates/wickra-core/src/indicators/<name>.rs`, wire it into
`indicators/mod.rs` and the crate root, and add reference-value tests,
a `batch == streaming` equivalence test, and (where it makes sense) a
proptest. The four bindings inherit your indicator automatically once
you expose it in the language wrappers.
- **Fixing a numeric bug.** Add a failing test that pins the textbook value
first, then fix the math. Property tests in `crates/wickra-core` catch
most regressions; please don't disable them.
- **Improving a binding.** Each binding lives under `bindings/<lang>` with
its own tests; please keep the `batch == streaming` invariant.
- **Style.** `cargo fmt --all` + `cargo clippy --workspace --all-targets -- -D warnings`
are CI gates; running them locally before pushing keeps reviews short.
For larger architectural changes, open an issue first so we can sketch the
shape together before you invest the time.
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**. See [LICENSE](LICENSE).
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.
---
<p align="center">
<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/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/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>
<p align="center">
If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
</p>
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.
@@ -0,0 +1,90 @@
// 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',
'RangeBars',
'TickBars',
'VolumeBars',
'DollarBars',
'ImbalanceBars',
'RunBars',
'ThreeLineBreakBars',
]);
// 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');
});
File diff suppressed because it is too large Load Diff
@@ -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), /.*/);
});
@@ -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));
});
+6 -6
View File
@@ -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);
});
+99
View File
@@ -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.',
);
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@@ -1,12 +1,12 @@
{
"name": "wickra-darwin-arm64",
"version": "0.3.0",
"version": "0.7.7",
"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"
},
+2 -2
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@@ -1,12 +1,12 @@
{
"name": "wickra-darwin-x64",
"version": "0.3.0",
"version": "0.7.7",
"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"
},
@@ -1,12 +1,12 @@
{
"name": "wickra-linux-arm64-gnu",
"version": "0.3.0",
"version": "0.7.7",
"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"
},
+2 -2
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@@ -1,12 +1,12 @@
{
"name": "wickra-linux-x64-gnu",
"version": "0.3.0",
"version": "0.7.7",
"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"
},
@@ -1,12 +1,12 @@
{
"name": "wickra-win32-arm64-msvc",
"version": "0.3.0",
"version": "0.7.7",
"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": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"engines": {
"node": ">= 18"
},
@@ -1,12 +1,12 @@
{
"name": "wickra-win32-x64-msvc",
"version": "0.3.0",
"version": "0.7.7",
"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"
},
+27 -27
View File
@@ -1,13 +1,13 @@
{
"name": "wickra",
"version": "0.3.0",
"version": "0.7.7",
"lockfileVersion": 3,
"requires": true,
"packages": {
"": {
"name": "wickra",
"version": "0.3.0",
"license": "PolyForm-Noncommercial-1.0.0",
"version": "0.7.7",
"license": "MIT OR Apache-2.0",
"devDependencies": {
"@napi-rs/cli": "^2.18.0"
},
@@ -15,12 +15,12 @@
"node": ">= 18"
},
"optionalDependencies": {
"wickra-darwin-arm64": "0.3.0",
"wickra-darwin-x64": "0.3.0",
"wickra-linux-arm64-gnu": "0.3.0",
"wickra-linux-x64-gnu": "0.3.0",
"wickra-win32-arm64-msvc": "0.3.0",
"wickra-win32-x64-msvc": "0.3.0"
"wickra-darwin-arm64": "0.7.7",
"wickra-darwin-x64": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.7",
"wickra-linux-x64-gnu": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.7",
"wickra-win32-x64-msvc": "0.7.7"
}
},
"node_modules/@napi-rs/cli": {
@@ -41,13 +41,13 @@
}
},
"node_modules/wickra-darwin-arm64": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.7.7.tgz",
"integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
"cpu": [
"arm64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"darwin"
@@ -57,13 +57,13 @@
}
},
"node_modules/wickra-darwin-x64": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.7.7.tgz",
"integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
"cpu": [
"x64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"darwin"
@@ -73,13 +73,13 @@
}
},
"node_modules/wickra-linux-arm64-gnu": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.7.7.tgz",
"integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
"cpu": [
"arm64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"linux"
@@ -89,13 +89,13 @@
}
},
"node_modules/wickra-linux-x64-gnu": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.7.7.tgz",
"integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
"cpu": [
"x64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"linux"
@@ -105,13 +105,13 @@
}
},
"node_modules/wickra-win32-arm64-msvc": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.7.7.tgz",
"integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
"cpu": [
"arm64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"win32"
@@ -121,13 +121,13 @@
}
},
"node_modules/wickra-win32-x64-msvc": {
"version": "0.3.0",
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.3.0.tgz",
"version": "0.7.7",
"resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.7.7.tgz",
"integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
"cpu": [
"x64"
],
"license": "PolyForm-Noncommercial-1.0.0",
"license": "MIT OR Apache-2.0",
"optional": true,
"os": [
"win32"
+11 -10
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@@ -1,11 +1,11 @@
{
"name": "wickra",
"version": "0.3.0",
"version": "0.7.7",
"description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
"author": "kingchenc <wickra.lib@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",
@@ -47,12 +47,12 @@
"node": ">= 18"
},
"optionalDependencies": {
"wickra-linux-x64-gnu": "0.3.0",
"wickra-linux-arm64-gnu": "0.3.0",
"wickra-darwin-x64": "0.3.0",
"wickra-darwin-arm64": "0.3.0",
"wickra-win32-x64-msvc": "0.3.0",
"wickra-win32-arm64-msvc": "0.3.0"
"wickra-linux-x64-gnu": "0.7.7",
"wickra-linux-arm64-gnu": "0.7.7",
"wickra-darwin-x64": "0.7.7",
"wickra-darwin-arm64": "0.7.7",
"wickra-win32-x64-msvc": "0.7.7",
"wickra-win32-arm64-msvc": "0.7.7"
},
"scripts": {
"build": "napi build --platform --release",
@@ -60,7 +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"
+11148 -81
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+41 -283
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@@ -1,314 +1,72 @@
# Wickra
# Wickra — Python
[![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)
[![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)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
**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 a state
machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. 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: classic TA-Lib-style usage
# Batch: classic TA-Lib-style usage over a whole array.
prices = np.linspace(100, 200, 1000)
rsi = ta.RSI(14)
values = rsi.batch(prices) # numpy array, NaN during warmup
# Streaming: same indicator, fed tick by tick
# Streaming: the same indicator, fed tick by tick in O(1).
rsi = ta.RSI(14)
for price in live_feed:
value = rsi.update(price) # O(1) — no recomputation over history
value = rsi.update(price) # no recomputation over history
if value is not None and value > 70:
print("overbought")
```
## Why Wickra exists
`batch(prices)` and feeding the same prices through `update()` produce
identical values — the equivalence is enforced by the test suite.
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:
## Documentation
| 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 |
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
Wickra is the only library that combines all of: clean install, streaming,
multi-language reach, and active maintenance.
- **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)
## Benchmark: how much faster is "streaming-first"?
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
The numbers below were measured on a single developer workstation and are not
guaranteed to reproduce identically on different hardware — absolute µs values
depend on CPU, memory clock and OS scheduler. Read them as **relative
speedups** between libraries on identical input, not as a universal
performance contract.
## Disclaimer
- **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
`python -m benchmarks.compare_libraries`. The script auto-detects every
installed peer library and runs them on the same generated inputs as
Wickra. The CI job `cross-library-bench` runs the same script on every
push and uploads the raw report as a build artefact.
Lower µs/op = faster. Wickra wins every batch category outright, and the
streaming gap widens linearly with how much history a batch-only library has
to recompute on every tick.
### Batch — single full pass over a 20 000-bar series
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 | **★&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) |
| RSI(14) | **126.2 µs ★** | 1 107.1 µs (8.8× slower) | 15 792.2 µs (125.1× slower) |
| MACD(12, 26, 9) | **119.0 µs ★** | 531.8 µs (4.5× slower) | 49 788.1 µs (418.2× slower) |
| Bollinger(20, 2.0) | **105.3 µs ★** | 812.0 µs (7.7× slower) | 130 938.3 µs (1 243.7× slower)|
| ATR(14) | **123.5 µs ★** | 5 144.8 µs (41.7× slower) | 28 816.0 µs (233.4× slower) |
### Streaming — per-tick latency after seeding with 5 000 historical bars
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 | **★&nbsp;Wickra (per tick)** | talipp (per tick) |
|-----------|---------------------|---------------------------|
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
> TA-Lib and pandas-ta are not included here because both fail to install
> cleanly on Windows without C build tooling — which is precisely the install
> pain Wickra was built to remove. The benchmark script auto-detects every
> peer library it can find and runs them on the same inputs as Wickra; install
> them in your environment to see those rows light up too.
Run the suite yourself:
```bash
pip install -e bindings/python[bench]
python -m benchmarks.compare_libraries
```
## Indicators
214 streaming-first indicators across sixteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
| Family | Indicators |
|--------|-----------|
| 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), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
| Trend & Directional | MACD, 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 |
| 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, Detrended StdDev |
| 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, 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, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Spearman Correlation |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, 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 |
| 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 |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
| 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) |
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
## Languages
| Binding | Install | Example |
|-------------------|-----------------------------------------------|---------|
| Python (PyO3) | `pip install wickra` | `examples/python/backtest.py` |
| Node.js (napi-rs) | `npm install wickra` | `examples/node/backtest.js` |
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
memory-safe implementation.
## Rust API
```rust
use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};
// Streaming or batch — same trait, same code.
let mut sma = Sma::new(14)?;
let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
let mut rsi = Rsi::new(14)?;
for price in live_feed {
if let Some(v) = rsi.update(price) {
println!("RSI = {v}");
}
}
// Compose indicators: RSI(7) on top of EMA(14).
let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
chain.update(price);
```
## Live data sources
`wickra-data` (separate crate, opt-in) ships:
- A streaming OHLCV **CSV reader**.
- A **tick-to-candle aggregator** with arbitrary timeframes.
- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
```rust
use wickra::{Indicator, Rsi};
use wickra_data::live::binance::{BinanceKlineStream, Interval};
let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
let mut rsi = Rsi::new(14)?;
while let Some(event) = stream.next_event().await? {
if event.is_closed {
if let Some(v) = rsi.update(event.candle.close) {
println!("RSI = {v:.2}");
}
}
}
```
A Python live-trading example using the public `websockets` package lives at
`examples/python/live_trading.py`.
## Project layout
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 71 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
│ └── wasm/ wasm-bindgen (browsers, bundlers, Node)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
│ └── wasm/ browser demo for `wickra-wasm`
└── .github/workflows/ CI and release pipelines
```
Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
in the workspace member crate at `examples/rust/`. There is no top-level
`benches/` directory.
## Building everything from source
```bash
# Rust core + tests
cargo test --workspace
cargo clippy --workspace --all-targets -- -D warnings
cargo bench -p wickra
# Python binding (requires Rust toolchain + maturin)
cd bindings/python
maturin develop --release
pytest
# WASM binding (requires wasm-pack + wasm32-unknown-unknown target)
wasm-pack build bindings/wasm --target web --release --features panic-hook
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
```
## Testing
Every layer is covered; run the suites with the commands in
[Building everything from source](#building-everything-from-source).
- `wickra-core`: unit tests per indicator — textbook reference values
(Wilder RSI, Bollinger Bands, MACD, ATR, Stochastic), `batch == streaming`
equivalence, `reset` semantics, NaN/Inf handling, and property tests.
- `wickra-data`: unit tests for CSV decoding, the tick aggregator, the
resampler, and the Binance payload parser.
- `bindings/python`: pytest covering smoke checks, streaming/batch
equivalence, reference values, lifecycle, input validation, and
dict/tuple candle inputs.
- `bindings/node`: `node --test` cases for batch, streaming, and reference
values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values.
## Contributing
Contributions are very welcome — issues, bug reports, ideas, and pull requests
all land in the same place: <https://github.com/wickra-lib/wickra>.
A short orientation for first-time contributors:
- **Adding an indicator.** Implement the `Indicator` trait in
`crates/wickra-core/src/indicators/<name>.rs`, wire it into
`indicators/mod.rs` and the crate root, and add reference-value tests,
a `batch == streaming` equivalence test, and (where it makes sense) a
proptest. The four bindings inherit your indicator automatically once
you expose it in the language wrappers.
- **Fixing a numeric bug.** Add a failing test that pins the textbook value
first, then fix the math. Property tests in `crates/wickra-core` catch
most regressions; please don't disable them.
- **Improving a binding.** Each binding lives under `bindings/<lang>` with
its own tests; please keep the `batch == streaming` invariant.
- **Style.** `cargo fmt --all` + `cargo clippy --workspace --all-targets -- -D warnings`
are CI gates; running them locally before pushing keeps reviews short.
For larger architectural changes, open an issue first so we can sketch the
shape together before you invest the time.
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**. See [LICENSE](LICENSE).
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.
---
<p align="center">
<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/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/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>
<p align="center">
If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
</p>
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.
+368 -16
View File
@@ -49,6 +49,7 @@ TALIB = _try_import("talib")
PANDAS_TA = _try_import("pandas_ta")
TALIPP = _try_import("talipp.indicators") or _try_import("talipp")
FINTA = _try_import("finta")
TULIPY = _try_import("tulipy")
PD = _try_import("pandas")
import wickra as WICKRA # noqa: E402 -- the library under test must be importable
@@ -71,13 +72,23 @@ class Sample:
return (self.seconds / self.iterations) * 1_000_000
def time_call(fn: Callable[[], None], iterations: int) -> float:
"""Time ``fn`` over ``iterations`` calls, returning total wall seconds."""
def time_call(fn: Callable[[], None], iterations: int, rounds: int = 5) -> float:
"""Time ``fn`` over ``iterations`` calls per round, across ``rounds`` rounds.
Returns the *median* round's wall seconds for one round of ``iterations``
calls. Taking the median across several rounds damps the OS scheduling and
GC jitter that a single timing pass would otherwise bake into the result,
so the per-iteration figure is stable run-to-run. Callers keep dividing the
return value by ``iterations``.
"""
fn() # one warmup call to populate caches
start = time.perf_counter()
for _ in range(iterations):
fn()
return time.perf_counter() - start
rounds_s: List[float] = []
for _ in range(rounds):
start = time.perf_counter()
for _ in range(iterations):
fn()
rounds_s.append(time.perf_counter() - start)
return statistics.median(rounds_s)
def gen_prices(n: int, seed: int = 0xC0FFEE) -> np.ndarray:
@@ -275,6 +286,34 @@ def talipp_bollinger_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return lambda: BB(period=20, std_dev_mult=2.0, input_values=list(prices))
# tulipy wraps the C "Tulip Indicators" library; it takes contiguous float64
# arrays and indicator options as positional arguments.
def tulipy_sma_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.sma(prices, 20))
def tulipy_ema_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.ema(prices, 20))
def tulipy_rsi_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.rsi(prices, 14))
def tulipy_macd_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.macd(prices, 12, 26, 9))
def tulipy_bollinger_batch(prices: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.bbands(prices, 20, 2.0))
def tulipy_atr_batch(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> Optional[Callable[[], None]]:
return None if TULIPY is None else (lambda: TULIPY.atr(high, low, close, 14))
# --------------------------------------------------------------------------- #
# Streaming scenario: per-tick latency
# --------------------------------------------------------------------------- #
@@ -329,6 +368,260 @@ def talipp_rsi_streaming(seed: np.ndarray, live: np.ndarray) -> Optional[Callabl
return run
# Scalar streaming peers: Wickra and talipp both update incrementally in O(1),
# so this is the like-for-like per-tick comparison (batch-only libs are covered
# by the batch tables and the recompute contrast on RSI above).
def wickra_sma_streaming(seed: np.ndarray, live: np.ndarray) -> Callable[[], None]:
def run() -> None:
sma = WICKRA.SMA(20)
sma.batch(seed)
for p in live:
sma.update(float(p))
return run
def talipp_sma_streaming(seed: np.ndarray, live: np.ndarray) -> Optional[Callable[[], None]]:
if TALIPP is None:
return None
from talipp.indicators import SMA # type: ignore
def run() -> None:
sma = SMA(period=20, input_values=list(seed))
for p in live:
sma.add(float(p))
return run
def wickra_ema_streaming(seed: np.ndarray, live: np.ndarray) -> Callable[[], None]:
def run() -> None:
ema = WICKRA.EMA(20)
ema.batch(seed)
for p in live:
ema.update(float(p))
return run
def talipp_ema_streaming(seed: np.ndarray, live: np.ndarray) -> Optional[Callable[[], None]]:
if TALIPP is None:
return None
from talipp.indicators import EMA # type: ignore
def run() -> None:
ema = EMA(period=20, input_values=list(seed))
for p in live:
ema.add(float(p))
return run
def wickra_macd_streaming(seed: np.ndarray, live: np.ndarray) -> Callable[[], None]:
def run() -> None:
macd = WICKRA.MACD()
macd.batch(seed)
for p in live:
macd.update(float(p))
return run
def talipp_macd_streaming(seed: np.ndarray, live: np.ndarray) -> Optional[Callable[[], None]]:
if TALIPP is None:
return None
from talipp.indicators import MACD # type: ignore
def run() -> None:
macd = MACD(
fast_period=12, slow_period=26, signal_period=9, input_values=list(seed)
)
for p in live:
macd.add(float(p))
return run
def wickra_bollinger_streaming(seed: np.ndarray, live: np.ndarray) -> Callable[[], None]:
def run() -> None:
bb = WICKRA.BollingerBands(20, 2.0)
bb.batch(seed)
for p in live:
bb.update(float(p))
return run
def talipp_bollinger_streaming(seed: np.ndarray, live: np.ndarray) -> Optional[Callable[[], None]]:
if TALIPP is None:
return None
from talipp.indicators import BB # type: ignore
def run() -> None:
bb = BB(period=20, std_dev_mult=2.0, input_values=list(seed))
for p in live:
bb.add(float(p))
return run
# Recompute streaming peers: batch-only libraries have no incremental API, so
# the only honest way to drive them tick-by-tick is to re-run the full batch
# over the grown history on every new price. These runners expose exactly that
# cost — the gap Wickra's O(1) update closes.
def _talib_recompute_streaming(seed, live, fn):
def run() -> None:
history = list(seed)
for p in live:
history.append(float(p))
fn(np.asarray(history))
return run
def _pandas_ta_recompute_streaming(seed, live, fn):
def run() -> None:
history = list(seed)
for p in live:
history.append(float(p))
fn(PD.Series(history))
return run
def _tulipy_recompute_streaming(seed, live, fn):
def run() -> None:
history = list(seed)
for p in live:
history.append(float(p))
fn(np.asarray(history, dtype=np.float64))
return run
def _finta_recompute_streaming(seed, live, fn):
def run() -> None:
history = list(seed)
for p in live:
history.append(float(p))
arr = np.asarray(history)
fn(PD.DataFrame({"open": arr, "high": arr, "low": arr, "close": arr, "volume": np.ones_like(arr)}))
return run
def talib_sma_streaming(seed, live):
if TALIB is None:
return None
return _talib_recompute_streaming(seed, live, lambda a: TALIB.SMA(a, timeperiod=20))
def pandas_ta_sma_streaming(seed, live):
if PANDAS_TA is None or PD is None:
return None
return _pandas_ta_recompute_streaming(seed, live, lambda s: PANDAS_TA.sma(s, length=20))
def tulipy_sma_streaming(seed, live):
if TULIPY is None:
return None
return _tulipy_recompute_streaming(seed, live, lambda a: TULIPY.sma(a, 20))
def finta_sma_streaming(seed, live):
if FINTA is None or PD is None:
return None
return _finta_recompute_streaming(seed, live, lambda df: FINTA.TA.SMA(df, period=20))
def talib_ema_streaming(seed, live):
if TALIB is None:
return None
return _talib_recompute_streaming(seed, live, lambda a: TALIB.EMA(a, timeperiod=20))
def pandas_ta_ema_streaming(seed, live):
if PANDAS_TA is None or PD is None:
return None
return _pandas_ta_recompute_streaming(seed, live, lambda s: PANDAS_TA.ema(s, length=20))
def tulipy_ema_streaming(seed, live):
if TULIPY is None:
return None
return _tulipy_recompute_streaming(seed, live, lambda a: TULIPY.ema(a, 20))
def finta_ema_streaming(seed, live):
if FINTA is None or PD is None:
return None
return _finta_recompute_streaming(seed, live, lambda df: FINTA.TA.EMA(df, period=20))
def tulipy_rsi_streaming(seed, live):
if TULIPY is None:
return None
return _tulipy_recompute_streaming(seed, live, lambda a: TULIPY.rsi(a, 14))
def finta_rsi_streaming(seed, live):
if FINTA is None or PD is None:
return None
return _finta_recompute_streaming(seed, live, lambda df: FINTA.TA.RSI(df, period=14))
def talib_macd_streaming(seed, live):
if TALIB is None:
return None
return _talib_recompute_streaming(seed, live, lambda a: TALIB.MACD(a))
def pandas_ta_macd_streaming(seed, live):
if PANDAS_TA is None or PD is None:
return None
return _pandas_ta_recompute_streaming(seed, live, lambda s: PANDAS_TA.macd(s))
def tulipy_macd_streaming(seed, live):
if TULIPY is None:
return None
return _tulipy_recompute_streaming(seed, live, lambda a: TULIPY.macd(a, 12, 26, 9))
def finta_macd_streaming(seed, live):
if FINTA is None or PD is None:
return None
return _finta_recompute_streaming(seed, live, lambda df: FINTA.TA.MACD(df))
def talib_bollinger_streaming(seed, live):
if TALIB is None:
return None
return _talib_recompute_streaming(seed, live, lambda a: TALIB.BBANDS(a, timeperiod=20, nbdevup=2, nbdevdn=2))
def pandas_ta_bollinger_streaming(seed, live):
if PANDAS_TA is None or PD is None:
return None
return _pandas_ta_recompute_streaming(seed, live, lambda s: PANDAS_TA.bbands(s, length=20, std=2.0))
def tulipy_bollinger_streaming(seed, live):
if TULIPY is None:
return None
return _tulipy_recompute_streaming(seed, live, lambda a: TULIPY.bbands(a, 20, 2.0))
def finta_bollinger_streaming(seed, live):
if FINTA is None or PD is None:
return None
return _finta_recompute_streaming(seed, live, lambda df: FINTA.TA.BBANDS(df, period=20, std_multiplier=2.0))
# --------------------------------------------------------------------------- #
# Runner
# --------------------------------------------------------------------------- #
@@ -339,6 +632,7 @@ BATCH_INDICATORS = [
("Wickra", wickra_sma_batch),
("TA-Lib", talib_sma_batch),
("pandas-ta", pandas_ta_sma_batch),
("tulipy", tulipy_sma_batch),
("finta", finta_sma_batch),
("talipp", talipp_sma_batch),
]),
@@ -346,6 +640,7 @@ BATCH_INDICATORS = [
("Wickra", wickra_ema_batch),
("TA-Lib", talib_ema_batch),
("pandas-ta", pandas_ta_ema_batch),
("tulipy", tulipy_ema_batch),
("finta", finta_ema_batch),
("talipp", talipp_ema_batch),
]),
@@ -353,6 +648,7 @@ BATCH_INDICATORS = [
("Wickra", wickra_rsi_batch),
("TA-Lib", talib_rsi_batch),
("pandas-ta", pandas_ta_rsi_batch),
("tulipy", tulipy_rsi_batch),
("finta", finta_rsi_batch),
("talipp", talipp_rsi_batch),
]),
@@ -360,6 +656,7 @@ BATCH_INDICATORS = [
("Wickra", wickra_macd_batch),
("TA-Lib", talib_macd_batch),
("pandas-ta", pandas_ta_macd_batch),
("tulipy", tulipy_macd_batch),
("finta", finta_macd_batch),
("talipp", talipp_macd_batch),
]),
@@ -367,6 +664,7 @@ BATCH_INDICATORS = [
("Wickra", wickra_bollinger_batch),
("TA-Lib", talib_bollinger_batch),
("pandas-ta", pandas_ta_bollinger_batch),
("tulipy", tulipy_bollinger_batch),
("finta", finta_bollinger_batch),
("talipp", talipp_bollinger_batch),
]),
@@ -376,29 +674,64 @@ OHLC_INDICATORS = [
("ATR(14)", [
("Wickra", wickra_atr_batch),
("TA-Lib", talib_atr_batch),
("tulipy", tulipy_atr_batch),
("finta", finta_atr_batch),
("talipp", talipp_atr_batch),
]),
]
STREAMING_INDICATORS = [
("SMA(20)", [
("Wickra", wickra_sma_streaming),
("talipp", talipp_sma_streaming),
("TA-Lib", talib_sma_streaming),
("pandas-ta", pandas_ta_sma_streaming),
("tulipy", tulipy_sma_streaming),
("finta", finta_sma_streaming),
]),
("EMA(20)", [
("Wickra", wickra_ema_streaming),
("talipp", talipp_ema_streaming),
("TA-Lib", talib_ema_streaming),
("pandas-ta", pandas_ta_ema_streaming),
("tulipy", tulipy_ema_streaming),
("finta", finta_ema_streaming),
]),
("RSI(14)", [
("Wickra", wickra_rsi_streaming),
("talipp", talipp_rsi_streaming),
("TA-Lib", talib_rsi_streaming),
("pandas-ta", pandas_ta_rsi_streaming),
("talipp", talipp_rsi_streaming),
("tulipy", tulipy_rsi_streaming),
("finta", finta_rsi_streaming),
]),
("MACD(12, 26, 9)", [
("Wickra", wickra_macd_streaming),
("talipp", talipp_macd_streaming),
("TA-Lib", talib_macd_streaming),
("pandas-ta", pandas_ta_macd_streaming),
("tulipy", tulipy_macd_streaming),
("finta", finta_macd_streaming),
]),
("Bollinger(20, 2.0)", [
("Wickra", wickra_bollinger_streaming),
("talipp", talipp_bollinger_streaming),
("TA-Lib", talib_bollinger_streaming),
("pandas-ta", pandas_ta_bollinger_streaming),
("tulipy", tulipy_bollinger_streaming),
("finta", finta_bollinger_streaming),
]),
]
def run_batch(prices: np.ndarray, iterations: int) -> List[Sample]:
def run_batch(prices: np.ndarray, iterations: int, rounds: int) -> List[Sample]:
out: List[Sample] = []
for indicator_name, libs in BATCH_INDICATORS:
for lib_name, factory in libs:
runner = factory(prices)
if runner is None:
continue
secs = time_call(runner, iterations)
secs = time_call(runner, iterations, rounds)
out.append(Sample(lib_name, indicator_name, "batch", secs, iterations))
return out
@@ -408,6 +741,7 @@ def run_ohlc(
low: np.ndarray,
close: np.ndarray,
iterations: int,
rounds: int,
) -> List[Sample]:
out: List[Sample] = []
for indicator_name, libs in OHLC_INDICATORS:
@@ -415,12 +749,12 @@ def run_ohlc(
runner = factory(high, low, close)
if runner is None:
continue
secs = time_call(runner, iterations)
secs = time_call(runner, iterations, rounds)
out.append(Sample(lib_name, indicator_name, "batch", secs, iterations))
return out
def run_streaming(prices: np.ndarray, streaming_window: int, iterations: int) -> List[Sample]:
def run_streaming(prices: np.ndarray, streaming_window: int, iterations: int, rounds: int) -> List[Sample]:
out: List[Sample] = []
seed = prices[:streaming_window]
live = prices[streaming_window:]
@@ -431,7 +765,7 @@ def run_streaming(prices: np.ndarray, streaming_window: int, iterations: int) ->
runner = factory(seed, live)
if runner is None:
continue
secs = time_call(runner, iterations)
secs = time_call(runner, iterations, rounds)
sample = Sample(lib_name, indicator_name, "streaming", secs, iterations)
sample.iterations = iterations * len(live) # per-tick normalization
out.append(sample)
@@ -479,6 +813,12 @@ def parse_args() -> argparse.Namespace:
parser = argparse.ArgumentParser(description=__doc__.splitlines()[0] if __doc__ else None)
parser.add_argument("--size", type=int, default=20_000, help="number of prices")
parser.add_argument("--iterations", type=int, default=20, help="batch repetitions per timing")
parser.add_argument(
"--rounds",
type=int,
default=5,
help="batch timing rounds; the median round is reported to damp jitter",
)
parser.add_argument(
"--streaming-window",
type=int,
@@ -491,6 +831,14 @@ def parse_args() -> argparse.Namespace:
default=3,
help="repetitions of the streaming workload (each iteration replays all live ticks)",
)
parser.add_argument(
"--streaming-rounds",
type=int,
default=2,
help="streaming timing rounds; the median round is reported",
)
parser.add_argument("--skip-batch", action="store_true", help="skip the batch tables")
parser.add_argument("--skip-streaming", action="store_true", help="skip the streaming tables")
return parser.parse_args()
@@ -501,6 +849,7 @@ def main() -> None:
available = []
if TALIB is not None: available.append("TA-Lib")
if PANDAS_TA is not None: available.append("pandas-ta")
if TULIPY is not None: available.append("tulipy")
if FINTA is not None: available.append("finta")
if TALIPP is not None: available.append("talipp")
print(f"Wickra benchmark suite — wickra=v{WICKRA.__version__}")
@@ -509,11 +858,14 @@ def main() -> None:
print(f"Streaming window: {args.streaming_window} seed, {args.size - args.streaming_window} live")
high, low, close, _ = gen_ohlc(args.size)
batch_rows = run_batch(prices, args.iterations)
ohlc_rows = run_ohlc(high, low, close, args.iterations)
streaming_rows = run_streaming(prices, args.streaming_window, args.streaming_iterations)
rows: List[Sample] = []
if not args.skip_batch:
rows += run_batch(prices, args.iterations, args.rounds)
rows += run_ohlc(high, low, close, args.iterations, args.rounds)
if not args.skip_streaming:
rows += run_streaming(prices, args.streaming_window, args.streaming_iterations, args.streaming_rounds)
print(render_table(batch_rows + ohlc_rows + streaming_rows))
print(render_table(rows))
if __name__ == "__main__":
+4 -4
View File
@@ -4,17 +4,16 @@ build-backend = "maturin"
[project]
name = "wickra"
version = "0.3.0"
version = "0.7.7"
description = "Streaming-first technical indicators: incremental, fast, install-free."
readme = "README.md"
license = { text = "PolyForm-Noncommercial-1.0.0" }
authors = [{ name = "kingchenc", email = "wickra.lib@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",
@@ -40,6 +39,7 @@ bench = [
"pytest-benchmark>=4",
"TA-Lib; platform_system != 'Windows'",
"pandas-ta>=0.3.14b",
"tulipy>=0.4; platform_system != 'Windows'",
"talipp>=2",
"finta>=1.3",
"pandas>=2",
+624
View File
@@ -25,6 +25,89 @@ from __future__ import annotations
from ._wickra import (
__version__,
M2Measure,
UpsidePotentialRatio,
GainToPainRatio,
CommonSenseRatio,
KRatio,
TailRatio,
MartinRatio,
BurkeRatio,
SterlingRatio,
AUTOCORRPGRAM,
EVENBETTERSINE,
BANDPASS,
ADAPTIVECCI,
UNIVERSALOSC,
ADAPTIVERSI,
CTI,
TRENDFLEX,
REFLEX,
HIGHPASS,
SAMPLEENT,
SHANNONENT,
ROLLINGMINMAX,
JARQUEBERA,
TimeBasedStop,
ProjectionOscillator,
VolatilityCone,
VolatilityRatio,
BipowerVariation,
VolatilityOfVolatility,
Garch11,
EwmaVolatility,
PpoHistogram,
MacdHistogram,
TsfOscillator,
Qstick,
GatorOscillator,
KasePermissionStochastic,
WAVE_PM,
POLARIZED_FRACTAL_EFFICIENCY,
TREND_STRENGTH_INDEX,
TTM_TREND,
QQE,
IMI,
ElderRay,
DerivativeOscillator,
RMI,
StochasticCCI,
DynamicMomentumIndex,
RSX,
FisherRSI,
DisparityIndex,
HoltWinters,
GD,
AdaptiveLaguerre,
MedianMA,
EHMA,
GMA,
SWMA,
Expectancy,
WinRate,
RegimeLabel,
JumpIndicator,
TrendLabel,
HighLowRange,
WickRatio,
BodySizePct,
CloseVsOpen,
RollingQuantile,
RollingPercentileRank,
RollingIqr,
RealizedVolatility,
LogReturn,
TSF,
LINEARREG_INTERCEPT,
ROCR100,
ROCR,
ROCP,
AVGPRICE,
MIDPOINT,
MIDPRICE,
DX,
MINUS_DI,
PLUS_DI,
# Trend
SMA,
EMA,
@@ -47,13 +130,18 @@ from ._wickra import (
EVWMA,
# Momentum
RSI,
AnchoredRSI,
MACD,
MACDFIX,
MACDEXT,
Stochastic,
CCI,
ROC,
WilliamsR,
ADX,
ADXR,
PLUS_DM,
MINUS_DM,
MFI,
TRIX,
AwesomeOscillator,
@@ -97,12 +185,18 @@ from ._wickra import (
Keltner,
Donchian,
PSAR,
SAREXT,
NATR,
StdDev,
UlcerIndex,
HistoricalVolatility,
BollingerBandwidth,
PercentB,
# Trailing Stops
ModifiedMaStop,
Nrtr,
AtrRatchet,
ElderSafeZone,
SuperTrend,
ChandelierExit,
ChandeKrollStop,
@@ -114,6 +208,7 @@ from ._wickra import (
PercentageTrailingStop,
StepTrailingStop,
RenkoTrailingStop,
KaseDevStop,
TrueRange,
ChaikinVolatility,
RVIVolatility,
@@ -122,6 +217,13 @@ from ._wickra import (
RogersSatchellVolatility,
YangZhangVolatility,
# Volume
VolumeWeightedMacd,
BetterVolume,
IntradayIntensity,
TradeVolumeIndex,
TwiggsMoneyFlow,
Wad,
VolumeRsi,
OBV,
VWAP,
RollingVWAP,
@@ -142,6 +244,17 @@ from ._wickra import (
MarketFacilitationIndex,
EaseOfMovement,
# Statistics
KendallTau,
SpreadBollingerBands,
KalmanHedgeRatio,
GrangerCausality,
VarianceRatio,
BetaNeutralSpread,
DistanceSsd,
SpreadHurst,
OuHalfLife,
RollingCovariance,
RollingCorrelation,
TypicalPrice,
MedianPrice,
WeightedClose,
@@ -161,6 +274,12 @@ from ._wickra import (
HurstExponent,
PearsonCorrelation,
Beta,
PairwiseBeta,
SpreadAr1Coefficient,
PairSpreadZScore,
LeadLagCrossCorrelation,
Cointegration,
RelativeStrengthAB,
SpearmanCorrelation,
# Ehlers / Cycle
SuperSmoother,
@@ -175,11 +294,18 @@ from ._wickra import (
EhlersStochastic,
EmpiricalModeDecomposition,
HilbertDominantCycle,
HT_DCPHASE,
HT_PHASOR,
HT_TRENDMODE,
AdaptiveCycle,
SineWave,
MAMA,
FAMA,
# Bands & Channels
ProjectionBands,
MedianChannel,
BomarBands,
QuartileBands,
MaEnvelope,
AccelerationBands,
StarcBands,
@@ -192,6 +318,11 @@ from ._wickra import (
FractalChaosBands,
VwapStdDevBands,
# Pivots & S/R
PivotReversal,
VolumeWeightedSr,
AndrewsPitchfork,
MurreyMathLines,
CentralPivotRange,
ClassicPivots,
FibonacciPivots,
Camarilla,
@@ -200,6 +331,13 @@ from ._wickra import (
WilliamsFractals,
ZigZag,
# DeMark
TDMovingAverage,
TDDWave,
TDTrap,
TDPropulsion,
TDClopwin,
TDClop,
TDCamouflage,
TDSetup,
TDSequential,
TDDeMarker,
@@ -215,11 +353,40 @@ from ._wickra import (
# Ichimoku & alternative charts
Ichimoku,
HeikinAshi,
SmoothedHeikinAshi,
HeikinAshiOscillator,
ThreeLineBreak,
Equivolume,
CandleVolume,
# Market Profile
CompositeProfile,
HighLowVolumeNodes,
ProfileShape,
SinglePrints,
NakedPoc,
ValueArea,
VolumeProfile,
TpoProfile,
InitialBalance,
OpeningRange,
# Alt-Chart Bars
ThreeLineBreakBars,
RunBars,
ImbalanceBars,
DollarBars,
VolumeBars,
TickBars,
RangeBars,
RenkoBars,
KagiBars,
PointAndFigureBars,
# Candlestick patterns
TowerTopBottom,
HaramiCross,
Tristar,
FryPanBottom,
DumplingTop,
NewPriceLines,
Doji,
Hammer,
InvertedHammer,
@@ -235,6 +402,138 @@ from ._wickra import (
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,
# Fibonacci
FibTimeZones,
FibChannel,
FibArcs,
FibFan,
FibConfluence,
GoldenPocket,
AutoFib,
FibProjection,
FibExtension,
FibRetracement,
# Microstructure: order book
OrderFlowImbalance,
OrderBookImbalanceTop1,
OrderBookImbalanceTopN,
OrderBookImbalanceFull,
Microprice,
QuotedSpread,
DepthSlope,
# Microstructure: trade flow
Pin,
TradeSignAutocorrelation,
RollMeasure,
AmihudIlliquidity,
Vpin,
SignedVolume,
CumulativeVolumeDelta,
TradeImbalance,
# Microstructure: price impact
HasbrouckInformationShare,
EffectiveSpread,
RealizedSpread,
KylesLambda,
# Microstructure: footprint
Footprint,
# Derivatives
OpenInterestMomentum,
FundingImpliedApr,
PerpetualPremiumIndex,
OiToVolumeRatio,
EstimatedLeverageRatio,
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,
@@ -253,9 +552,105 @@ from ._wickra import (
TreynorRatio,
InformationRatio,
Alpha,
# Seasonality & Session
SessionVwap,
SessionHighLow,
SessionRange,
AverageDailyRange,
OvernightGap,
OvernightIntradayReturn,
TurnOfMonth,
SeasonalZScore,
TimeOfDayReturnProfile,
DayOfWeekProfile,
IntradayVolatilityProfile,
VolumeByTimeProfile,
)
__all__ = [
"M2Measure",
"UpsidePotentialRatio",
"GainToPainRatio",
"CommonSenseRatio",
"KRatio",
"TailRatio",
"MartinRatio",
"BurkeRatio",
"SterlingRatio",
"AUTOCORRPGRAM",
"EVENBETTERSINE",
"BANDPASS",
"ADAPTIVECCI",
"UNIVERSALOSC",
"ADAPTIVERSI",
"CTI",
"TRENDFLEX",
"REFLEX",
"HIGHPASS",
"SAMPLEENT",
"SHANNONENT",
"ROLLINGMINMAX",
"JARQUEBERA",
"TimeBasedStop",
"ProjectionOscillator",
"VolatilityCone",
"VolatilityRatio",
"BipowerVariation",
"VolatilityOfVolatility",
"Garch11",
"EwmaVolatility",
"PpoHistogram",
"MacdHistogram",
"TsfOscillator",
"Qstick",
"GatorOscillator",
"KasePermissionStochastic",
"WAVE_PM",
"POLARIZED_FRACTAL_EFFICIENCY",
"TREND_STRENGTH_INDEX",
"TTM_TREND",
"QQE",
"IMI",
"ElderRay",
"DerivativeOscillator",
"RMI",
"StochasticCCI",
"DynamicMomentumIndex",
"RSX",
"FisherRSI",
"DisparityIndex",
"HoltWinters",
"GD",
"AdaptiveLaguerre",
"MedianMA",
"EHMA",
"GMA",
"SWMA",
"Expectancy",
"WinRate",
"RegimeLabel",
"JumpIndicator",
"TrendLabel",
"HighLowRange",
"WickRatio",
"BodySizePct",
"CloseVsOpen",
"RollingQuantile",
"RollingPercentileRank",
"RollingIqr",
"RealizedVolatility",
"LogReturn",
"TSF",
"LINEARREG_INTERCEPT",
"ROCR100",
"ROCR",
"ROCP",
"AVGPRICE",
"MIDPOINT",
"MIDPRICE",
"DX",
"MINUS_DI",
"PLUS_DI",
"__version__",
# Trend
"SMA",
@@ -279,13 +674,18 @@ __all__ = [
"EVWMA",
# Momentum
"RSI",
"AnchoredRSI",
"MACD",
"MACDFIX",
"MACDEXT",
"Stochastic",
"CCI",
"ROC",
"WilliamsR",
"ADX",
"ADXR",
"PLUS_DM",
"MINUS_DM",
"MFI",
"TRIX",
"AwesomeOscillator",
@@ -329,12 +729,18 @@ __all__ = [
"Keltner",
"Donchian",
"PSAR",
"SAREXT",
"NATR",
"StdDev",
"UlcerIndex",
"HistoricalVolatility",
"BollingerBandwidth",
"PercentB",
# Trailing Stops
"ModifiedMaStop",
"Nrtr",
"AtrRatchet",
"ElderSafeZone",
"SuperTrend",
"ChandelierExit",
"ChandeKrollStop",
@@ -346,6 +752,7 @@ __all__ = [
"PercentageTrailingStop",
"StepTrailingStop",
"RenkoTrailingStop",
"KaseDevStop",
"TrueRange",
"ChaikinVolatility",
"RVIVolatility",
@@ -354,6 +761,13 @@ __all__ = [
"RogersSatchellVolatility",
"YangZhangVolatility",
# Volume
"VolumeWeightedMacd",
"BetterVolume",
"IntradayIntensity",
"TradeVolumeIndex",
"TwiggsMoneyFlow",
"Wad",
"VolumeRsi",
"OBV",
"VWAP",
"RollingVWAP",
@@ -374,6 +788,17 @@ __all__ = [
"MarketFacilitationIndex",
"EaseOfMovement",
# Statistics
"KendallTau",
"SpreadBollingerBands",
"KalmanHedgeRatio",
"GrangerCausality",
"VarianceRatio",
"BetaNeutralSpread",
"DistanceSsd",
"SpreadHurst",
"OuHalfLife",
"RollingCovariance",
"RollingCorrelation",
"TypicalPrice",
"MedianPrice",
"WeightedClose",
@@ -393,6 +818,12 @@ __all__ = [
"HurstExponent",
"PearsonCorrelation",
"Beta",
"PairwiseBeta",
"SpreadAr1Coefficient",
"PairSpreadZScore",
"LeadLagCrossCorrelation",
"Cointegration",
"RelativeStrengthAB",
"SpearmanCorrelation",
# Ehlers / Cycle
"SuperSmoother",
@@ -407,11 +838,18 @@ __all__ = [
"EhlersStochastic",
"EmpiricalModeDecomposition",
"HilbertDominantCycle",
"HT_DCPHASE",
"HT_PHASOR",
"HT_TRENDMODE",
"AdaptiveCycle",
"SineWave",
"MAMA",
"FAMA",
# Bands & Channels
"ProjectionBands",
"MedianChannel",
"BomarBands",
"QuartileBands",
"MaEnvelope",
"AccelerationBands",
"StarcBands",
@@ -424,6 +862,11 @@ __all__ = [
"FractalChaosBands",
"VwapStdDevBands",
# Pivots & S/R
"PivotReversal",
"VolumeWeightedSr",
"AndrewsPitchfork",
"MurreyMathLines",
"CentralPivotRange",
"ClassicPivots",
"FibonacciPivots",
"Camarilla",
@@ -432,6 +875,13 @@ __all__ = [
"WilliamsFractals",
"ZigZag",
# DeMark
"TDMovingAverage",
"TDDWave",
"TDTrap",
"TDPropulsion",
"TDClopwin",
"TDClop",
"TDCamouflage",
"TDSetup",
"TDSequential",
"TDDeMarker",
@@ -447,11 +897,40 @@ __all__ = [
# Ichimoku & alternative charts
"Ichimoku",
"HeikinAshi",
"SmoothedHeikinAshi",
"HeikinAshiOscillator",
"ThreeLineBreak",
"Equivolume",
"CandleVolume",
# Market Profile
"CompositeProfile",
"HighLowVolumeNodes",
"ProfileShape",
"SinglePrints",
"NakedPoc",
"ValueArea",
"VolumeProfile",
"TpoProfile",
"InitialBalance",
"OpeningRange",
# Alt-Chart Bars
"ThreeLineBreakBars",
"RunBars",
"ImbalanceBars",
"DollarBars",
"VolumeBars",
"TickBars",
"RangeBars",
"RenkoBars",
"KagiBars",
"PointAndFigureBars",
# Candlestick patterns
"TowerTopBottom",
"HaramiCross",
"Tristar",
"FryPanBottom",
"DumplingTop",
"NewPriceLines",
"Doji",
"Hammer",
"InvertedHammer",
@@ -467,6 +946,138 @@ __all__ = [
"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",
# Fibonacci
"FibTimeZones",
"FibChannel",
"FibArcs",
"FibFan",
"FibConfluence",
"GoldenPocket",
"AutoFib",
"FibProjection",
"FibExtension",
"FibRetracement",
# Microstructure: order book
"OrderFlowImbalance",
"OrderBookImbalanceTop1",
"OrderBookImbalanceTopN",
"OrderBookImbalanceFull",
"Microprice",
"QuotedSpread",
"DepthSlope",
# Microstructure: trade flow
"Pin",
"TradeSignAutocorrelation",
"RollMeasure",
"AmihudIlliquidity",
"Vpin",
"SignedVolume",
"CumulativeVolumeDelta",
"TradeImbalance",
# Microstructure: price impact
"HasbrouckInformationShare",
"EffectiveSpread",
"RealizedSpread",
"KylesLambda",
# Microstructure: footprint
"Footprint",
# Derivatives
"OpenInterestMomentum",
"FundingImpliedApr",
"PerpetualPremiumIndex",
"OiToVolumeRatio",
"EstimatedLeverageRatio",
"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",
@@ -485,4 +1096,17 @@ __all__ = [
"TreynorRatio",
"InformationRatio",
"Alpha",
# Seasonality & Session
"SessionVwap",
"SessionHighLow",
"SessionRange",
"AverageDailyRange",
"OvernightGap",
"OvernightIntradayReturn",
"TurnOfMonth",
"SeasonalZScore",
"TimeOfDayReturnProfile",
"DayOfWeekProfile",
"IntradayVolatilityProfile",
"VolumeByTimeProfile",
]
+14736 -111
View File
File diff suppressed because it is too large Load Diff
@@ -35,6 +35,72 @@ 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
@@ -100,3 +166,115 @@ def test_family_10_ehlers_rejects_invalid_parameters():
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)
+272
View File
@@ -66,6 +66,14 @@ 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
@@ -429,6 +437,67 @@ def test_information_ratio_known_window():
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)])
@@ -762,3 +831,206 @@ def test_yang_zhang_zero_movement_yields_zero():
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)
+91
View File
@@ -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),
],
)
@@ -129,3 +131,92 @@ def test_ehlers_indicators_lifecycle():
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)"
File diff suppressed because it is too large Load Diff
+132
View File
@@ -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)
+70
View File
@@ -97,3 +97,73 @@ def test_ehlers_super_smoother_batch_shape(sine_prices):
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
@@ -201,3 +201,50 @@ def test_opening_range_streaming_matches_batch(ohlc_series):
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)
+45 -287
View File
@@ -1,314 +1,72 @@
# Wickra
# Wickra — WebAssembly
[![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)
[![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)
[![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)
**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
**Streaming-first technical indicators in the browser. `npm install
wickra-wasm` — pure WebAssembly, runs anywhere a modern JS engine does.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js, and WebAssembly. Every indicator is a state
machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go and any
other C-capable language. 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.
```python
import numpy as np
import wickra as ta
# Batch: classic TA-Lib-style usage
prices = np.linspace(100, 200, 1000)
rsi = ta.RSI(14)
values = rsi.batch(prices) # numpy array, NaN during warmup
# Streaming: same indicator, fed tick by tick
rsi = ta.RSI(14)
for price in live_feed:
value = rsi.update(price) # O(1) — no recomputation over history
if value is not None and value > 70:
print("overbought")
```
## 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 |
|------------------------|-----------------|-----------|----------------|--------|
| **★&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.
## Benchmark: how much faster is "streaming-first"?
The numbers below were measured on a single developer workstation and are not
guaranteed to reproduce identically on different hardware — absolute µs values
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 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
`python -m benchmarks.compare_libraries`. The script auto-detects every
installed peer library and runs them on the same generated inputs as
Wickra. The CI job `cross-library-bench` runs the same script on every
push and uploads the raw report as a build artefact.
Lower µs/op = faster. Wickra wins every batch category outright, and the
streaming gap widens linearly with how much history a batch-only library has
to recompute on every tick.
### Batch — single full pass over a 20 000-bar series
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 | **★&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) |
| RSI(14) | **126.2 µs ★** | 1 107.1 µs (8.8× slower) | 15 792.2 µs (125.1× slower) |
| MACD(12, 26, 9) | **119.0 µs ★** | 531.8 µs (4.5× slower) | 49 788.1 µs (418.2× slower) |
| Bollinger(20, 2.0) | **105.3 µs ★** | 812.0 µs (7.7× slower) | 130 938.3 µs (1 243.7× slower)|
| ATR(14) | **123.5 µs ★** | 5 144.8 µs (41.7× slower) | 28 816.0 µs (233.4× slower) |
### Streaming — per-tick latency after seeding with 5 000 historical bars
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 | **★&nbsp;Wickra (per tick)** | talipp (per tick) |
|-----------|---------------------|---------------------------|
| RSI(14) | **0.119 µs ★** | 1.644 µs (13.8× slower) |
> TA-Lib and pandas-ta are not included here because both fail to install
> cleanly on Windows without C build tooling — which is precisely the install
> pain Wickra was built to remove. The benchmark script auto-detects every
> peer library it can find and runs them on the same inputs as Wickra; install
> them in your environment to see those rows light up too.
Run the suite yourself:
## Install
```bash
pip install -e bindings/python[bench]
python -m benchmarks.compare_libraries
npm install wickra-wasm
```
## Indicators
## Quick start
214 streaming-first indicators across sixteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests.
The module ships a default `init` export that loads the `.wasm` payload; await
it once before constructing indicators.
| Family | Indicators |
|--------|-----------|
| 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), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
| Trend & Directional | MACD, 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 |
| 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, Detrended StdDev |
| 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, 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, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Spearman Correlation |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, 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 |
| 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 |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
| 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) |
```js
import init, { RSI } from 'wickra-wasm';
Adding a new indicator means implementing one trait in Rust; all four bindings
inherit it automatically.
await init(); // load the WebAssembly module once
## Languages
| Binding | Install | Example |
|-------------------|-----------------------------------------------|---------|
| Python (PyO3) | `pip install wickra` | `examples/python/backtest.py` |
| Node.js (napi-rs) | `npm install wickra` | `examples/node/backtest.js` |
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
memory-safe implementation.
## Rust API
```rust
use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};
// Streaming or batch — same trait, same code.
let mut sma = Sma::new(14)?;
let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
let mut rsi = Rsi::new(14)?;
for price in live_feed {
if let Some(v) = rsi.update(price) {
println!("RSI = {v}");
}
}
// Compose indicators: RSI(7) on top of EMA(14).
let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
chain.update(price);
```
## Live data sources
`wickra-data` (separate crate, opt-in) ships:
- A streaming OHLCV **CSV reader**.
- A **tick-to-candle aggregator** with arbitrary timeframes.
- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
```rust
use wickra::{Indicator, Rsi};
use wickra_data::live::binance::{BinanceKlineStream, Interval};
let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
let mut rsi = Rsi::new(14)?;
while let Some(event) = stream.next_event().await? {
if event.is_closed {
if let Some(v) = rsi.update(event.candle.close) {
println!("RSI = {v:.2}");
}
}
// Streaming: feed prices tick by tick in O(1).
const rsi = new RSI(14);
for (const price of liveFeed) {
const value = rsi.update(price); // null during warmup
if (value !== null && value > 70) {
console.log('overbought');
}
}
```
A Python live-trading example using the public `websockets` package lives at
`examples/python/live_trading.py`.
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.
## Project layout
## Documentation
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 71 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
│ └── wasm/ wasm-bindgen (browsers, bundlers, Node)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
│ └── wasm/ browser demo for `wickra-wasm`
└── .github/workflows/ CI and release pipelines
```
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
in the workspace member crate at `examples/rust/`. There is no top-level
`benches/` directory.
- **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)
## Building everything from source
Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a
C ABI hub that any C-capable language (C, C++, Go, C#, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
```bash
# Rust core + tests
cargo test --workspace
cargo clippy --workspace --all-targets -- -D warnings
cargo bench -p wickra
## Disclaimer
# Python binding (requires Rust toolchain + maturin)
cd bindings/python
maturin develop --release
pytest
# WASM binding (requires wasm-pack + wasm32-unknown-unknown target)
wasm-pack build bindings/wasm --target web --release --features panic-hook
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
```
## Testing
Every layer is covered; run the suites with the commands in
[Building everything from source](#building-everything-from-source).
- `wickra-core`: unit tests per indicator — textbook reference values
(Wilder RSI, Bollinger Bands, MACD, ATR, Stochastic), `batch == streaming`
equivalence, `reset` semantics, NaN/Inf handling, and property tests.
- `wickra-data`: unit tests for CSV decoding, the tick aggregator, the
resampler, and the Binance payload parser.
- `bindings/python`: pytest covering smoke checks, streaming/batch
equivalence, reference values, lifecycle, input validation, and
dict/tuple candle inputs.
- `bindings/node`: `node --test` cases for batch, streaming, and reference
values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values.
## Contributing
Contributions are very welcome — issues, bug reports, ideas, and pull requests
all land in the same place: <https://github.com/wickra-lib/wickra>.
A short orientation for first-time contributors:
- **Adding an indicator.** Implement the `Indicator` trait in
`crates/wickra-core/src/indicators/<name>.rs`, wire it into
`indicators/mod.rs` and the crate root, and add reference-value tests,
a `batch == streaming` equivalence test, and (where it makes sense) a
proptest. The four bindings inherit your indicator automatically once
you expose it in the language wrappers.
- **Fixing a numeric bug.** Add a failing test that pins the textbook value
first, then fix the math. Property tests in `crates/wickra-core` catch
most regressions; please don't disable them.
- **Improving a binding.** Each binding lives under `bindings/<lang>` with
its own tests; please keep the `batch == streaming` invariant.
- **Style.** `cargo fmt --all` + `cargo clippy --workspace --all-targets -- -D warnings`
are CI gates; running them locally before pushing keeps reviews short.
For larger architectural changes, open an issue first so we can sketch the
shape together before you invest the time.
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**. See [LICENSE](LICENSE).
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.
---
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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.

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