Compare commits
146 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| d0061c73b8 | |||
| 23d636fd97 | |||
| fce26cf881 | |||
| 91f6f67257 | |||
| 4caaa1db97 | |||
| 12681e4b1b | |||
| 91e05e3c26 | |||
| 9d0983b666 | |||
| 13c8250488 | |||
| e5305ffa94 | |||
| 46be7a54ea | |||
| bca61322b5 | |||
| fc6f619550 | |||
| 91aa6fffbf | |||
| 5862401958 | |||
| ff5a047078 | |||
| dc415a77fd | |||
| e385734275 | |||
| 3a46b210bb | |||
| 943825d6a0 | |||
| d16df1e224 | |||
| 34c097aee2 | |||
| acd7e8dc52 | |||
| ceaeb90a22 | |||
| 57e26fb22f | |||
| 8431b1400c | |||
| ed01604a18 | |||
| 05fe7ffa90 | |||
| e97c3389fe | |||
| 4526278fa0 | |||
| 80850c81f7 | |||
| 707f29e8e4 | |||
| 389200f855 | |||
| 81406e7a1b | |||
| c78b84e186 | |||
| fc6f3d80c2 | |||
| 2991ba411d | |||
| 83e34c6f71 | |||
| 67feec598a | |||
| 3dfbc415c5 | |||
| 6b8c6a0e7f | |||
| db186b18d3 | |||
| 654da5722f | |||
| aacb9280f1 | |||
| d2bc000892 | |||
| 1f4bf9e3a6 | |||
| d36d514f56 | |||
| 6e0464930e | |||
| 13bc801f89 | |||
| ac8f6acf08 | |||
| 4f81222aed | |||
| 0d2acad28d | |||
| b228a70d7d | |||
| 8dc7158912 | |||
| fcb221ec03 | |||
| a93af60796 | |||
| 5a1d607807 | |||
| ea9da12d86 | |||
| 716eb40206 | |||
| 8115d3b33d | |||
| 4250ed99f4 | |||
| 995f119010 | |||
| 05d2e5dc61 | |||
| 404bcb040c | |||
| 00ce899cc3 | |||
| b6ead740e8 | |||
| 755f4aa0f6 | |||
| 4d602df8a3 | |||
| 3ab2d6ec2d | |||
| 5e96d41916 | |||
| 099ae66b57 | |||
| 11dd659b5f | |||
| c096943bdf | |||
| c44f625e69 | |||
| 46dc8f5a00 | |||
| a3a1ae4dba | |||
| 53941b7b07 | |||
| 72ec65bbde | |||
| 82d1a4fe77 | |||
| f71b3b6b49 | |||
| d081cb9581 | |||
| 9eb46f144a | |||
| 9a98e9bf55 | |||
| d4b3f9dbd1 | |||
| f37eedd44e | |||
| 93097db482 | |||
| 2f3a0b9149 | |||
| 49c0fd7dd5 | |||
| 3d98592461 | |||
| 124efb4432 | |||
| 4d0bc08efd | |||
| c2c85c7ecf | |||
| 04ae145126 | |||
| e4ca9c3f8f | |||
| d43bc9ddf3 | |||
| 244d754707 | |||
| 03ceac1f3b | |||
| 73415cd2dc | |||
| ad51dbc1a3 | |||
| f09057aaf1 | |||
| 458ef2385e | |||
| 2d140419bb | |||
| 8e5bfd07ce | |||
| 5eb820a9c7 | |||
| fae60e0d54 | |||
| 433b06367f | |||
| 3dd7010129 | |||
| 4f11df0e33 | |||
| b5d9e47a2e | |||
| 511d3a27f7 | |||
| 5b23b36261 | |||
| 5867f71450 | |||
| 2be21df803 | |||
| 498b74a5ae | |||
| 921a250715 | |||
| 0479191b66 | |||
| 4631519885 | |||
| 0b85142ad1 | |||
| 1ab9bc70d1 | |||
| 2ab578bee8 | |||
| 2be39b8b98 | |||
| 99af5f8ee1 | |||
| bff1148d20 | |||
| ebddc5e376 | |||
| eab2649f1c | |||
| f7f947e048 | |||
| 01dd08714b | |||
| 0fa70c9882 | |||
| debe4523d5 | |||
| a046c441e5 | |||
| f7b91f6fa5 | |||
| 5030360a0c | |||
| 1dd487fabc | |||
| cee174c0de | |||
| c8e5d8a658 | |||
| dc2e19e762 | |||
| d8212beff6 | |||
| 86a595d505 | |||
| 9309bf9d60 | |||
| 3f05342f72 | |||
| eb4454ab27 | |||
| 3093f194a2 | |||
| 21c86f348f | |||
| a2ff35f5f9 | |||
| 01aeb965d1 | |||
| f1fed6cdd5 |
@@ -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
|
||||
|
||||
@@ -3,4 +3,3 @@
|
||||
# Leave a key empty (e.g. patreon:) to skip a platform.
|
||||
|
||||
github: [kingchenc]
|
||||
custom: ["https://wickra.org/sponsor"]
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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`
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
|
||||
@@ -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)"
|
||||
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
@@ -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
|
||||
|
||||
@@ -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
@@ -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 }}"
|
||||
@@ -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
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
@@ -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
@@ -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
@@ -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
|
||||
|
||||
@@ -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 | **★ 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 **11–56× faster**;
|
||||
against the recompute-on-every-tick libraries it is **2 800–19 000× 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 | **★ 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 | **★ 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
@@ -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 1–5 impulse / A–C 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_{t−period})` (`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.
|
||||
- **Lead–Lag Cross-Correlation** (`LeadLagCrossCorrelation`) — the integer
|
||||
offset `k ∈ [−max_lag, max_lag]` that maximises `|corr(a[t], b[t+k])|`,
|
||||
answering which of two assets leads the other and by how many bars. Emits
|
||||
`{ lag, correlation }`; a positive lag means `a` leads `b`.
|
||||
- **Cointegration** (`Cointegration`) — the Engle–Granger two-step screen for
|
||||
pairs trading: a rolling OLS hedge ratio `β`, the spread (residual)
|
||||
`a − (α + β·b)`, and an augmented Dickey–Fuller `t`-statistic on the spread
|
||||
(configurable `adf_lags`). A strongly negative statistic flags a
|
||||
mean-reverting, tradeable spread. Emits `{ hedge_ratio, spread, adf_stat }`.
|
||||
- **Relative Strength A-vs-B** (`RelativeStrengthAB`) — the comparative
|
||||
relative strength of two assets: the ratio line `a / b` together with its
|
||||
moving average and its RSI, the classic asset-vs-asset / asset-vs-index
|
||||
rotation screen. Emits `{ ratio, ratio_ma, ratio_rsi }`.
|
||||
|
||||
## [0.4.0] - 2026-06-01
|
||||
|
||||
### Added
|
||||
- **Build-provenance attestations for release artifacts.** The release workflow
|
||||
now emits signed SLSA build-provenance attestations for the published crates
|
||||
and Python wheels/sdist (`actions/attest-build-provenance`); npm packages
|
||||
carry inline Sigstore provenance from `npm publish --provenance`. Every
|
||||
published artifact is cryptographically traceable to this repository's release
|
||||
workflow run.
|
||||
|
||||
### Security
|
||||
- **CodeQL static analysis and OpenSSF Scorecard run in CI.** CodeQL (Rust,
|
||||
Python, JavaScript) and the OpenSSF Scorecard workflow now run on every push;
|
||||
results appear under Security → Code scanning and a public Scorecard badge is
|
||||
shown in the README.
|
||||
- **CI workflows hardened against script injection.** Untrusted event contexts
|
||||
(PR branch names, `workflow_dispatch` inputs) are passed through the step
|
||||
environment instead of being interpolated directly into shell commands.
|
||||
|
||||
### Changed
|
||||
- **Node binding: invalid indicator periods now throw instead of being silently
|
||||
clamped.** The scalar-indicator constructors previously clamped `period = 0`
|
||||
to `1`; every Node constructor now propagates the core's validation error
|
||||
(e.g. `period must be greater than zero`), matching the Python and WASM
|
||||
bindings and the Rust core. Constructing with a valid period is unaffected.
|
||||
- **Binding package READMEs are now per-ecosystem.** The Python, Node.js, and
|
||||
WebAssembly READMEs were byte-identical 314-line copies of the workspace
|
||||
README and had drifted out of sync (stale indicator count, Python snippets
|
||||
shown on the Node and WASM package pages). Each is now a focused landing page
|
||||
with the correct install command, a language-correct quick-start snippet, and
|
||||
links to the canonical documentation — removing the manual three-way sync
|
||||
burden. No code or API changes.
|
||||
- **CONTRIBUTING now states the correct MSRV (1.86 workspace / 1.88
|
||||
`bindings/node`)** and documents that these are the dependency-forced floors,
|
||||
kept minimal on purpose. The previous text claimed 1.75 / 1.77, which the
|
||||
`msrv` CI job has enforced against since the criterion and napi-build bumps.
|
||||
|
||||
## [0.3.1] - 2026-05-30
|
||||
|
||||
### Fixed
|
||||
- **Release pipeline — CycloneDX SBOM generation.** `cargo-cyclonedx` has no
|
||||
`-p`/`--package` selector; it walks the whole workspace in a single pass.
|
||||
The `release.yml` SBOM step invoked it as `cargo cyclonedx … -p <crate>` and
|
||||
aborted with `error: unexpected argument '-p' found`, which failed the
|
||||
crates.io publish job *after* the crates were already published and skipped
|
||||
the GitHub Release attach-assets job (no release page, no SBOM artefacts).
|
||||
The step now runs a single workspace pass and collects the three crates.io
|
||||
crate SBOMs. No library changes relative to 0.3.0 — this patch republishes
|
||||
the same code with a working release pipeline.
|
||||
|
||||
## [0.3.0] - 2026-05-30
|
||||
|
||||
### Added
|
||||
- **Family 15 — Risk / Performance metrics (17 new indicators).** Implemented
|
||||
pragmatically as standard `Indicator`s rather than a separate
|
||||
@@ -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
@@ -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
@@ -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
@@ -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
@@ -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
@@ -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"
|
||||
|
||||
@@ -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.
|
||||
@@ -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.
|
||||
@@ -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
|
||||
entertainment, hobby projects, amateur pursuits, or religious
|
||||
observance, without any anticipated commercial application,
|
||||
is use for a permitted purpose.
|
||||
|
||||
## Noncommercial Organizations
|
||||
|
||||
Use by any charitable organization, educational institution,
|
||||
public research organization, public safety or health
|
||||
organization, environmental protection organization, or
|
||||
government institution is use for a permitted purpose regardless
|
||||
of the source of funding or obligations resulting from the
|
||||
funding.
|
||||
|
||||
## Fair Use
|
||||
|
||||
You may have "fair use" rights for the software under the
|
||||
law. These terms do not limit them.
|
||||
|
||||
## No Other Rights
|
||||
|
||||
These terms do not allow you to sublicense or transfer any of
|
||||
your licenses to anyone else, or prevent the licensor from
|
||||
granting licenses to anyone else. These terms do not imply
|
||||
any other licenses.
|
||||
|
||||
## Patent Defense
|
||||
|
||||
If you make any written claim that the software infringes or
|
||||
contributes to infringement of any patent, your patent license
|
||||
for the software granted under these terms ends immediately. If
|
||||
your company makes such a claim, your patent license ends
|
||||
immediately for work on behalf of your company.
|
||||
|
||||
## Violations
|
||||
|
||||
The first time you are notified in writing that you have
|
||||
violated any of these terms, or done anything with the software
|
||||
not covered by your licenses, your licenses can nonetheless
|
||||
continue if you come into full compliance with these terms,
|
||||
and take practical steps to correct past violations, within 32
|
||||
days of receiving notice. Otherwise, all your licenses end
|
||||
immediately.
|
||||
|
||||
## No Liability
|
||||
|
||||
***As far as the law allows, the software comes as is, without
|
||||
any warranty or condition, and the licensor will not be liable
|
||||
to you for any damages arising out of these terms or the use
|
||||
or nature of the software, under any kind of legal claim.***
|
||||
|
||||
## Definitions
|
||||
|
||||
The **licensor** is the individual or entity offering these
|
||||
terms, and the **software** is the software the licensor makes
|
||||
available under these terms.
|
||||
|
||||
**You** refers to the individual or entity agreeing to these
|
||||
terms.
|
||||
|
||||
**Your company** is any legal entity, sole proprietorship,
|
||||
or other kind of organization that you work for, plus all
|
||||
organizations that have control over, are under the control
|
||||
of, or are under common control with that organization.
|
||||
**Control** means ownership of substantially all the assets
|
||||
of an entity, or the power to direct its management and
|
||||
policies by vote, contract, or otherwise. Control can be
|
||||
direct or indirect.
|
||||
|
||||
**Your licenses** are all the licenses granted to you for the
|
||||
software under these terms.
|
||||
|
||||
**Use** means anything you do with the software requiring one
|
||||
of your licenses.
|
||||
|
||||
---
|
||||
|
||||
Required Notice: Copyright 2026 kingchenc (https://github.com/wickra-lib/wickra)
|
||||
+201
@@ -0,0 +1,201 @@
|
||||
Apache License
|
||||
Version 2.0, January 2004
|
||||
http://www.apache.org/licenses/
|
||||
|
||||
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
||||
|
||||
1. Definitions.
|
||||
|
||||
"License" shall mean the terms and conditions for use, reproduction,
|
||||
and distribution as defined by Sections 1 through 9 of this document.
|
||||
|
||||
"Licensor" shall mean the copyright owner or entity authorized by
|
||||
the copyright owner that is granting the License.
|
||||
|
||||
"Legal Entity" shall mean the union of the acting entity and all
|
||||
other entities that control, are controlled by, or are under common
|
||||
control with that entity. For the purposes of this definition,
|
||||
"control" means (i) the power, direct or indirect, to cause the
|
||||
direction or management of such entity, whether by contract or
|
||||
otherwise, or (ii) ownership of fifty percent (50%) or more of the
|
||||
outstanding shares, or (iii) beneficial ownership of such entity.
|
||||
|
||||
"You" (or "Your") shall mean an individual or Legal Entity
|
||||
exercising permissions granted by this License.
|
||||
|
||||
"Source" form shall mean the preferred form for making modifications,
|
||||
including but not limited to software source code, documentation
|
||||
source, and configuration files.
|
||||
|
||||
"Object" form shall mean any form resulting from mechanical
|
||||
transformation or translation of a Source form, including but
|
||||
not limited to compiled object code, generated documentation,
|
||||
and conversions to other media types.
|
||||
|
||||
"Work" shall mean the work of authorship, whether in Source or
|
||||
Object form, made available under the License, as indicated by a
|
||||
copyright notice that is included in or attached to the work
|
||||
(an example is provided in the Appendix below).
|
||||
|
||||
"Derivative Works" shall mean any work, whether in Source or Object
|
||||
form, that is based on (or derived from) the Work and for which the
|
||||
editorial revisions, annotations, elaborations, or other modifications
|
||||
represent, as a whole, an original work of authorship. For the purposes
|
||||
of this License, Derivative Works shall not include works that remain
|
||||
separable from, or merely link (or bind by name) to the interfaces of,
|
||||
the Work and Derivative Works thereof.
|
||||
|
||||
"Contribution" shall mean any work of authorship, including
|
||||
the original version of the Work and any modifications or additions
|
||||
to that Work or Derivative Works thereof, that is intentionally
|
||||
submitted to Licensor for inclusion in the Work by the copyright owner
|
||||
or by an individual or Legal Entity authorized to submit on behalf of
|
||||
the copyright owner. For the purposes of this definition, "submitted"
|
||||
means any form of electronic, verbal, or written communication sent
|
||||
to the Licensor or its representatives, including but not limited to
|
||||
communication on electronic mailing lists, source code control systems,
|
||||
and issue tracking systems that are managed by, or on behalf of, the
|
||||
Licensor for the purpose of discussing and improving the Work, but
|
||||
excluding communication that is conspicuously marked or otherwise
|
||||
designated in writing by the copyright owner as "Not a Contribution."
|
||||
|
||||
"Contributor" shall mean Licensor and any individual or Legal Entity
|
||||
on behalf of whom a Contribution has been received by Licensor and
|
||||
subsequently incorporated within the Work.
|
||||
|
||||
2. Grant of Copyright License. Subject to the terms and conditions of
|
||||
this License, each Contributor hereby grants to You a perpetual,
|
||||
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
||||
copyright license to reproduce, prepare Derivative Works of,
|
||||
publicly display, publicly perform, sublicense, and distribute the
|
||||
Work and such Derivative Works in Source or Object form.
|
||||
|
||||
3. Grant of Patent License. Subject to the terms and conditions of
|
||||
this License, each Contributor hereby grants to You a perpetual,
|
||||
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
||||
(except as stated in this section) patent license to make, have made,
|
||||
use, offer to sell, sell, import, and otherwise transfer the Work,
|
||||
where such license applies only to those patent claims licensable
|
||||
by such Contributor that are necessarily infringed by their
|
||||
Contribution(s) alone or by combination of their Contribution(s)
|
||||
with the Work to which such Contribution(s) was submitted. If You
|
||||
institute patent litigation against any entity (including a
|
||||
cross-claim or counterclaim in a lawsuit) alleging that the Work
|
||||
or a Contribution incorporated within the Work constitutes direct
|
||||
or contributory patent infringement, then any patent licenses
|
||||
granted to You under this License for that Work shall terminate
|
||||
as of the date such litigation is filed.
|
||||
|
||||
4. Redistribution. You may reproduce and distribute copies of the
|
||||
Work or Derivative Works thereof in any medium, with or without
|
||||
modifications, and in Source or Object form, provided that You
|
||||
meet the following conditions:
|
||||
|
||||
(a) You must give any other recipients of the Work or Derivative
|
||||
Works a copy of this License; and
|
||||
|
||||
(b) You must cause any modified files to carry prominent notices
|
||||
stating that You changed the files; and
|
||||
|
||||
(c) You must retain, in the Source form of any Derivative Works
|
||||
that You distribute, all copyright, patent, trademark, and
|
||||
attribution notices from the Source form of the Work,
|
||||
excluding those notices that do not pertain to any part of
|
||||
the Derivative Works; and
|
||||
|
||||
(d) If the Work includes a "NOTICE" text file as part of its
|
||||
distribution, then any Derivative Works that You distribute must
|
||||
include a readable copy of the attribution notices contained
|
||||
within such NOTICE file, excluding those notices that do not
|
||||
pertain to any part of the Derivative Works, in at least one
|
||||
of the following places: within a NOTICE text file distributed
|
||||
as part of the Derivative Works; within the Source form or
|
||||
documentation, if provided along with the Derivative Works; or,
|
||||
within a display generated by the Derivative Works, if and
|
||||
wherever such third-party notices normally appear. The contents
|
||||
of the NOTICE file are for informational purposes only and
|
||||
do not modify the License. You may add Your own attribution
|
||||
notices within Derivative Works that You distribute, alongside
|
||||
or as an addendum to the NOTICE text from the Work, provided
|
||||
that such additional attribution notices cannot be construed
|
||||
as modifying the License.
|
||||
|
||||
You may add Your own copyright statement to Your modifications and
|
||||
may provide additional or different license terms and conditions
|
||||
for use, reproduction, or distribution of Your modifications, or
|
||||
for any such Derivative Works as a whole, provided Your use,
|
||||
reproduction, and distribution of the Work otherwise complies with
|
||||
the conditions stated in this License.
|
||||
|
||||
5. Submission of Contributions. Unless You explicitly state otherwise,
|
||||
any Contribution intentionally submitted for inclusion in the Work
|
||||
by You to the Licensor shall be under the terms and conditions of
|
||||
this License, without any additional terms or conditions.
|
||||
Notwithstanding the above, nothing herein shall supersede or modify
|
||||
the terms of any separate license agreement you may have executed
|
||||
with Licensor regarding such Contributions.
|
||||
|
||||
6. Trademarks. This License does not grant permission to use the trade
|
||||
names, trademarks, service marks, or product names of the Licensor,
|
||||
except as required for reasonable and customary use in describing the
|
||||
origin of the Work and reproducing the content of the NOTICE file.
|
||||
|
||||
7. Disclaimer of Warranty. Unless required by applicable law or
|
||||
agreed to in writing, Licensor provides the Work (and each
|
||||
Contributor provides its Contributions) on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
||||
implied, including, without limitation, any warranties or conditions
|
||||
of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
|
||||
PARTICULAR PURPOSE. You are solely responsible for determining the
|
||||
appropriateness of using or redistributing the Work and assume any
|
||||
risks associated with Your exercise of permissions under this License.
|
||||
|
||||
8. Limitation of Liability. In no event and under no legal theory,
|
||||
whether in tort (including negligence), contract, or otherwise,
|
||||
unless required by applicable law (such as deliberate and grossly
|
||||
negligent acts) or agreed to in writing, shall any Contributor be
|
||||
liable to You for damages, including any direct, indirect, special,
|
||||
incidental, or consequential damages of any character arising as a
|
||||
result of this License or out of the use or inability to use the
|
||||
Work (including but not limited to damages for loss of goodwill,
|
||||
work stoppage, computer failure or malfunction, or any and all
|
||||
other commercial damages or losses), even if such Contributor
|
||||
has been advised of the possibility of such damages.
|
||||
|
||||
9. Accepting Warranty or Additional Liability. While redistributing
|
||||
the Work or Derivative Works thereof, You may choose to offer,
|
||||
and charge a fee for, acceptance of support, warranty, indemnity,
|
||||
or other liability obligations and/or rights consistent with this
|
||||
License. However, in accepting such obligations, You may act only
|
||||
on Your own behalf and on Your sole responsibility, not on behalf
|
||||
of any other Contributor, and only if You agree to indemnify,
|
||||
defend, and hold each Contributor harmless for any liability
|
||||
incurred by, or claims asserted against, such Contributor by reason
|
||||
of your accepting any such warranty or additional liability.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
APPENDIX: How to apply the Apache License to your work.
|
||||
|
||||
To apply the Apache License to your work, attach the following
|
||||
boilerplate notice, with the fields enclosed by brackets "[]"
|
||||
replaced with your own identifying information. (Don't include
|
||||
the brackets!) The text should be enclosed in the appropriate
|
||||
comment syntax for the file format. We also recommend that a
|
||||
file or class name and description of purpose be included on the
|
||||
same "printed page" as the copyright notice for easier
|
||||
identification within third-party archives.
|
||||
|
||||
Copyright 2026 kingchenc and the Wickra contributors
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
+21
@@ -0,0 +1,21 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2026 kingchenc and the Wickra contributors
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software without restriction, including without limitation the rights
|
||||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
copies of the Software, and to permit persons to whom the Software is
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
|
||||
@@ -0,0 +1,201 @@
|
||||
Apache License
|
||||
Version 2.0, January 2004
|
||||
http://www.apache.org/licenses/
|
||||
|
||||
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
||||
|
||||
1. Definitions.
|
||||
|
||||
"License" shall mean the terms and conditions for use, reproduction,
|
||||
and distribution as defined by Sections 1 through 9 of this document.
|
||||
|
||||
"Licensor" shall mean the copyright owner or entity authorized by
|
||||
the copyright owner that is granting the License.
|
||||
|
||||
"Legal Entity" shall mean the union of the acting entity and all
|
||||
other entities that control, are controlled by, or are under common
|
||||
control with that entity. For the purposes of this definition,
|
||||
"control" means (i) the power, direct or indirect, to cause the
|
||||
direction or management of such entity, whether by contract or
|
||||
otherwise, or (ii) ownership of fifty percent (50%) or more of the
|
||||
outstanding shares, or (iii) beneficial ownership of such entity.
|
||||
|
||||
"You" (or "Your") shall mean an individual or Legal Entity
|
||||
exercising permissions granted by this License.
|
||||
|
||||
"Source" form shall mean the preferred form for making modifications,
|
||||
including but not limited to software source code, documentation
|
||||
source, and configuration files.
|
||||
|
||||
"Object" form shall mean any form resulting from mechanical
|
||||
transformation or translation of a Source form, including but
|
||||
not limited to compiled object code, generated documentation,
|
||||
and conversions to other media types.
|
||||
|
||||
"Work" shall mean the work of authorship, whether in Source or
|
||||
Object form, made available under the License, as indicated by a
|
||||
copyright notice that is included in or attached to the work
|
||||
(an example is provided in the Appendix below).
|
||||
|
||||
"Derivative Works" shall mean any work, whether in Source or Object
|
||||
form, that is based on (or derived from) the Work and for which the
|
||||
editorial revisions, annotations, elaborations, or other modifications
|
||||
represent, as a whole, an original work of authorship. For the purposes
|
||||
of this License, Derivative Works shall not include works that remain
|
||||
separable from, or merely link (or bind by name) to the interfaces of,
|
||||
the Work and Derivative Works thereof.
|
||||
|
||||
"Contribution" shall mean any work of authorship, including
|
||||
the original version of the Work and any modifications or additions
|
||||
to that Work or Derivative Works thereof, that is intentionally
|
||||
submitted to Licensor for inclusion in the Work by the copyright owner
|
||||
or by an individual or Legal Entity authorized to submit on behalf of
|
||||
the copyright owner. For the purposes of this definition, "submitted"
|
||||
means any form of electronic, verbal, or written communication sent
|
||||
to the Licensor or its representatives, including but not limited to
|
||||
communication on electronic mailing lists, source code control systems,
|
||||
and issue tracking systems that are managed by, or on behalf of, the
|
||||
Licensor for the purpose of discussing and improving the Work, but
|
||||
excluding communication that is conspicuously marked or otherwise
|
||||
designated in writing by the copyright owner as "Not a Contribution."
|
||||
|
||||
"Contributor" shall mean Licensor and any individual or Legal Entity
|
||||
on behalf of whom a Contribution has been received by Licensor and
|
||||
subsequently incorporated within the Work.
|
||||
|
||||
2. Grant of Copyright License. Subject to the terms and conditions of
|
||||
this License, each Contributor hereby grants to You a perpetual,
|
||||
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
||||
copyright license to reproduce, prepare Derivative Works of,
|
||||
publicly display, publicly perform, sublicense, and distribute the
|
||||
Work and such Derivative Works in Source or Object form.
|
||||
|
||||
3. Grant of Patent License. Subject to the terms and conditions of
|
||||
this License, each Contributor hereby grants to You a perpetual,
|
||||
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
||||
(except as stated in this section) patent license to make, have made,
|
||||
use, offer to sell, sell, import, and otherwise transfer the Work,
|
||||
where such license applies only to those patent claims licensable
|
||||
by such Contributor that are necessarily infringed by their
|
||||
Contribution(s) alone or by combination of their Contribution(s)
|
||||
with the Work to which such Contribution(s) was submitted. If You
|
||||
institute patent litigation against any entity (including a
|
||||
cross-claim or counterclaim in a lawsuit) alleging that the Work
|
||||
or a Contribution incorporated within the Work constitutes direct
|
||||
or contributory patent infringement, then any patent licenses
|
||||
granted to You under this License for that Work shall terminate
|
||||
as of the date such litigation is filed.
|
||||
|
||||
4. Redistribution. You may reproduce and distribute copies of the
|
||||
Work or Derivative Works thereof in any medium, with or without
|
||||
modifications, and in Source or Object form, provided that You
|
||||
meet the following conditions:
|
||||
|
||||
(a) You must give any other recipients of the Work or Derivative
|
||||
Works a copy of this License; and
|
||||
|
||||
(b) You must cause any modified files to carry prominent notices
|
||||
stating that You changed the files; and
|
||||
|
||||
(c) You must retain, in the Source form of any Derivative Works
|
||||
that You distribute, all copyright, patent, trademark, and
|
||||
attribution notices from the Source form of the Work,
|
||||
excluding those notices that do not pertain to any part of
|
||||
the Derivative Works; and
|
||||
|
||||
(d) If the Work includes a "NOTICE" text file as part of its
|
||||
distribution, then any Derivative Works that You distribute must
|
||||
include a readable copy of the attribution notices contained
|
||||
within such NOTICE file, excluding those notices that do not
|
||||
pertain to any part of the Derivative Works, in at least one
|
||||
of the following places: within a NOTICE text file distributed
|
||||
as part of the Derivative Works; within the Source form or
|
||||
documentation, if provided along with the Derivative Works; or,
|
||||
within a display generated by the Derivative Works, if and
|
||||
wherever such third-party notices normally appear. The contents
|
||||
of the NOTICE file are for informational purposes only and
|
||||
do not modify the License. You may add Your own attribution
|
||||
notices within Derivative Works that You distribute, alongside
|
||||
or as an addendum to the NOTICE text from the Work, provided
|
||||
that such additional attribution notices cannot be construed
|
||||
as modifying the License.
|
||||
|
||||
You may add Your own copyright statement to Your modifications and
|
||||
may provide additional or different license terms and conditions
|
||||
for use, reproduction, or distribution of Your modifications, or
|
||||
for any such Derivative Works as a whole, provided Your use,
|
||||
reproduction, and distribution of the Work otherwise complies with
|
||||
the conditions stated in this License.
|
||||
|
||||
5. Submission of Contributions. Unless You explicitly state otherwise,
|
||||
any Contribution intentionally submitted for inclusion in the Work
|
||||
by You to the Licensor shall be under the terms and conditions of
|
||||
this License, without any additional terms or conditions.
|
||||
Notwithstanding the above, nothing herein shall supersede or modify
|
||||
the terms of any separate license agreement you may have executed
|
||||
with Licensor regarding such Contributions.
|
||||
|
||||
6. Trademarks. This License does not grant permission to use the trade
|
||||
names, trademarks, service marks, or product names of the Licensor,
|
||||
except as required for reasonable and customary use in describing the
|
||||
origin of the Work and reproducing the content of the NOTICE file.
|
||||
|
||||
7. Disclaimer of Warranty. Unless required by applicable law or
|
||||
agreed to in writing, Licensor provides the Work (and each
|
||||
Contributor provides its Contributions) on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
||||
implied, including, without limitation, any warranties or conditions
|
||||
of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
|
||||
PARTICULAR PURPOSE. You are solely responsible for determining the
|
||||
appropriateness of using or redistributing the Work and assume any
|
||||
risks associated with Your exercise of permissions under this License.
|
||||
|
||||
8. Limitation of Liability. In no event and under no legal theory,
|
||||
whether in tort (including negligence), contract, or otherwise,
|
||||
unless required by applicable law (such as deliberate and grossly
|
||||
negligent acts) or agreed to in writing, shall any Contributor be
|
||||
liable to You for damages, including any direct, indirect, special,
|
||||
incidental, or consequential damages of any character arising as a
|
||||
result of this License or out of the use or inability to use the
|
||||
Work (including but not limited to damages for loss of goodwill,
|
||||
work stoppage, computer failure or malfunction, or any and all
|
||||
other commercial damages or losses), even if such Contributor
|
||||
has been advised of the possibility of such damages.
|
||||
|
||||
9. Accepting Warranty or Additional Liability. While redistributing
|
||||
the Work or Derivative Works thereof, You may choose to offer,
|
||||
and charge a fee for, acceptance of support, warranty, indemnity,
|
||||
or other liability obligations and/or rights consistent with this
|
||||
License. However, in accepting such obligations, You may act only
|
||||
on Your own behalf and on Your sole responsibility, not on behalf
|
||||
of any other Contributor, and only if You agree to indemnify,
|
||||
defend, and hold each Contributor harmless for any liability
|
||||
incurred by, or claims asserted against, such Contributor by reason
|
||||
of your accepting any such warranty or additional liability.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
APPENDIX: How to apply the Apache License to your work.
|
||||
|
||||
To apply the Apache License to your work, attach the following
|
||||
boilerplate notice, with the fields enclosed by brackets "[]"
|
||||
replaced with your own identifying information. (Don't include
|
||||
the brackets!) The text should be enclosed in the appropriate
|
||||
comment syntax for the file format. We also recommend that a
|
||||
file or class name and description of purpose be included on the
|
||||
same "printed page" as the copyright notice for easier
|
||||
identification within third-party archives.
|
||||
|
||||
Copyright 2026 kingchenc and the Wickra contributors
|
||||
|
||||
Licensed under the Apache License, Version 2.0 (the "License");
|
||||
you may not use this file except in compliance with the License.
|
||||
You may obtain a copy of the License at
|
||||
|
||||
http://www.apache.org/licenses/LICENSE-2.0
|
||||
|
||||
Unless required by applicable law or agreed to in writing, software
|
||||
distributed under the License is distributed on an "AS IS" BASIS,
|
||||
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
See the License for the specific language governing permissions and
|
||||
limitations under the License.
|
||||
@@ -0,0 +1,21 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2026 kingchenc and the Wickra contributors
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software without restriction, including without limitation the rights
|
||||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
copies of the Software, and to permit persons to whom the Software is
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
|
||||
@@ -0,0 +1,17 @@
|
||||
# Maintainers
|
||||
|
||||
This file lists the current maintainers of Wickra. See
|
||||
[`GOVERNANCE.md`](GOVERNANCE.md) for what the role entails and how the project
|
||||
is run.
|
||||
|
||||
| Maintainer | GitHub | Areas |
|
||||
| --- | --- | --- |
|
||||
| kingchenc | [@kingchenc](https://github.com/kingchenc) | All (core, bindings, CI/release, docs) |
|
||||
|
||||
## Contacting the maintainers
|
||||
|
||||
- General questions and support: see [`SUPPORT.md`](SUPPORT.md).
|
||||
- Bug reports and feature requests: open an issue using the
|
||||
[issue templates](.github/ISSUE_TEMPLATE).
|
||||
- Security reports: follow [`SECURITY.md`](SECURITY.md) — do **not** open a
|
||||
public issue.
|
||||
@@ -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>
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://crates.io/crates/wickra)
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](LICENSE)
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://github.com/wickra-lib/wickra/releases/latest)
|
||||
[](https://crates.io/crates/wickra)
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](https://www.nuget.org/packages/Wickra)
|
||||
[](#license)
|
||||
[](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
|
||||
[](https://www.bestpractices.dev/projects/13094)
|
||||
[](https://github.com/wickra-lib/wickra/attestations)
|
||||
[](https://docs.wickra.org)
|
||||
|
||||
**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 **11–56×**
|
||||
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 |
|
||||
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
|
||||
| **★ 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 |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ 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 **11–56× 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 | **★ 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 | **★ 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
@@ -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
@@ -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.
|
||||
|
||||
+37
@@ -0,0 +1,37 @@
|
||||
# Support
|
||||
|
||||
Thanks for using Wickra! Here is where to get help, depending on what you need.
|
||||
|
||||
## Documentation first
|
||||
|
||||
Most questions are answered in the documentation:
|
||||
|
||||
- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
|
||||
Node.js, 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.
|
||||
@@ -0,0 +1,57 @@
|
||||
# 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).
|
||||
@@ -0,0 +1,46 @@
|
||||
[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 }
|
||||
@@ -0,0 +1,80 @@
|
||||
# Wickra — C / C++
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://github.com/wickra-lib/wickra/releases/latest)
|
||||
[](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.
|
||||
@@ -0,0 +1,20 @@
|
||||
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"]
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,66 @@
|
||||
// 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
|
||||
+44290
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,12 @@
|
||||
# .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/
|
||||
@@ -0,0 +1,78 @@
|
||||
# Wickra — .NET
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://www.nuget.org/packages/Wickra)
|
||||
[](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));
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,51 @@
|
||||
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>
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,57 @@
|
||||
<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>
|
||||
@@ -0,0 +1,26 @@
|
||||
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;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,87 @@
|
||||
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/<rid>/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";
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,100 @@
|
||||
# Wickra — Go
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
|
||||
[](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.
|
||||
@@ -0,0 +1,3 @@
|
||||
module github.com/wickra-lib/wickra/bindings/go
|
||||
|
||||
go 1.23
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,7 @@
|
||||
# Prebuilt Wickra C ABI libraries are provisioned locally / in CI, not committed.
|
||||
*.so
|
||||
*.dylib
|
||||
*.dll
|
||||
*.a
|
||||
*.lib
|
||||
*.exp
|
||||
@@ -0,0 +1,25 @@
|
||||
// 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")
|
||||
@@ -0,0 +1,151 @@
|
||||
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
|
||||
}
|
||||
+45
-286
@@ -1,314 +1,73 @@
|
||||
# Wickra
|
||||
# Wickra — Node.js
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://crates.io/crates/wickra)
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](LICENSE)
|
||||
[](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 |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ 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 | **★ 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 | **★ 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));
|
||||
});
|
||||
@@ -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);
|
||||
});
|
||||
|
||||
@@ -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.',
|
||||
);
|
||||
Vendored
+5418
File diff suppressed because it is too large
Load Diff
+349
-50
File diff suppressed because one or more lines are too long
@@ -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"
|
||||
},
|
||||
|
||||
@@ -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"
|
||||
},
|
||||
|
||||
@@ -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"
|
||||
},
|
||||
|
||||
Generated
+27
-27
@@ -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
@@ -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
File diff suppressed because it is too large
Load Diff
+41
-283
@@ -1,314 +1,72 @@
|
||||
# Wickra
|
||||
# Wickra — Python
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://crates.io/crates/wickra)
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](LICENSE)
|
||||
[](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 |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ 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 | **★ 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 | **★ 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.
|
||||
|
||||
@@ -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__":
|
||||
|
||||
@@ -4,17 +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",
|
||||
|
||||
@@ -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
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)
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -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
@@ -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)
|
||||
@@ -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
@@ -1,314 +1,72 @@
|
||||
# Wickra
|
||||
# Wickra — WebAssembly
|
||||
|
||||
[](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
|
||||
[](https://codecov.io/gh/wickra-lib/wickra)
|
||||
[](https://crates.io/crates/wickra)
|
||||
[](https://pypi.org/project/wickra/)
|
||||
[](https://www.npmjs.com/package/wickra)
|
||||
[](LICENSE)
|
||||
[](https://www.npmjs.com/package/wickra-wasm)
|
||||
[](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 |
|
||||
|------------------------|-----------------|-----------|----------------|--------|
|
||||
| **★ 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 | **★ 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 | **★ 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.
|
||||
|
||||
---
|
||||
|
||||
<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.
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user