release: bump 0.4.3 -> 0.4.4 (#143)

Release 0.4.4.

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

Bumped: workspace `Cargo.toml` (+ `wickra-core` dep) and `Cargo.lock`,
`bindings/python/pyproject.toml`, `bindings/node/package.json` (+ 6 platform
`optionalDependencies`), the 6 `bindings/node/npm/*/package.json`, both
`package-lock.json` files, and `CHANGELOG.md` ([Unreleased] → [0.4.4]).

.gitattributes

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

.github/FUNDING.yml

@@ -3,4 +3,3 @@
 # Leave a key empty (e.g. patreon:) to skip a platform.
 
 github: [kingchenc]
-custom: ["https://wickra.org/sponsor"]

.github/PULL_REQUEST_TEMPLATE.md

@@ -24,9 +24,9 @@
 - [ ] New behaviour has tests; bug fixes have a regression test.
 - [ ] Public API changes are mirrored in the Python / Node / WASM bindings
       and their type stubs (If applicable).
-- [ ] 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

.github/dependabot.yml

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

.github/requirements/bench.in

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

.github/requirements/bench.txt

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

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

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

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

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

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

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

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

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

.github/workflows/bench.yml

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

.github/workflows/ci.yml

@@ -6,9 +6,29 @@ on:
   pull_request:
     branches: [main]
 
+# Least-privilege default for the auto-injected GITHUB_TOKEN. None of the CI
+# jobs write back to the repo — coverage uploads via CODECOV_TOKEN, everything
+# else is build/test/lint — so a read-only token is sufficient (OpenSSF
+# Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
 env:
   CARGO_TERM_COLOR: always
   RUSTFLAGS: "-D warnings"
+  # Network-flake resilience: retry transient registry/DNS failures at the tool
+  # level so a blip fetching crates.io / npm / PyPI inside any build step (cargo,
+  # napi, maturin, wasm-pack, npm ci, pip) retries automatically instead of
+  # failing the job and needing a manual re-run. Cargo treats "couldn't resolve
+  # host" / connect / timeout as spurious and retries with backoff; 10 attempts
+  # ride out a transient DNS blip on a runner. Complements the setup-action /
+  # cache retries (which only covered toolchain download + cache restore).
+  CARGO_NET_RETRY: "10"
+  CARGO_NET_GIT_FETCH_WITH_CLI: "true"
+  npm_config_fetch_retries: "5"
+  npm_config_fetch_retry_maxtimeout: "120000"
+  PIP_RETRIES: "5"
+  PIP_DEFAULT_TIMEOUT: "120"
 
 jobs:
   rust:
@@ -20,6 +40,8 @@ jobs:
         os: [ubuntu-latest, macos-latest, windows-latest]
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -28,6 +50,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Format check
         run: cargo fmt --all -- --check
@@ -55,6 +79,97 @@ 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 +179,8 @@ 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 +188,49 @@ 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: Clippy (bindings, all targets)
         run: cargo clippy -p wickra-node -p wickra-python --all-targets -- -D warnings
@@ -110,6 +259,8 @@ jobs:
             packages: "-p wickra-node"
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust ${{ matrix.toolchain }}
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -118,6 +269,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Build on MSRV
         run: cargo build ${{ matrix.packages }} --verbose
@@ -131,6 +284,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -139,9 +294,12 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       - name: Install cargo-llvm-cov
         uses: taiki-e/install-action@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 +325,8 @@ 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 +343,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install nightly Rust
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -191,6 +353,8 @@ jobs:
 
       - name: Cache cargo
         uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
         with:
           workspaces: fuzz
 
@@ -203,6 +367,7 @@ 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 +401,16 @@ 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 +423,8 @@ 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 +438,21 @@ 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 +477,8 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
 
       - name: Install Rust toolchain (with wasm target)
         uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -304,6 +487,8 @@ 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 +499,7 @@ 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 +525,16 @@ 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 +546,8 @@ 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 +561,12 @@ 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

.github/workflows/codeql.yml

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

.github/workflows/release.yml

@@ -5,8 +5,30 @@ on:
     tags: ["v*"]
   workflow_dispatch:
 
+# Least-privilege default for the auto-injected GITHUB_TOKEN. The publish jobs
+# (cargo/python/node) push to external registries via their own secrets
+# (CARGO_REGISTRY_TOKEN / PYPI_API_TOKEN / NPM_TOKEN), not the GITHUB_TOKEN, so
+# they need no repo write. The jobs that genuinely write through the
+# GITHUB_TOKEN — github-release (contents: write), node-/wasm-publish and
+# attestations (id-token / attestations: write) — declare those rights in their
+# own job-level permissions blocks, which override this default (OpenSSF
+# Scorecard: Token-Permissions).
+permissions:
+  contents: read
+
 env:
   CARGO_TERM_COLOR: always
+  # Network-flake resilience: retry transient registry/DNS failures at the tool
+  # level so a blip fetching crates.io / npm inside any build or publish step
+  # (cargo, napi, maturin, wasm-pack, npm) retries automatically instead of
+  # failing the job. Cargo treats "couldn't resolve host" / connect / timeout as
+  # spurious and retries with backoff; 10 attempts ride out a transient DNS blip.
+  CARGO_NET_RETRY: "10"
+  CARGO_NET_GIT_FETCH_WITH_CLI: "true"
+  npm_config_fetch_retries: "5"
+  npm_config_fetch_retry_maxtimeout: "120000"
+  PIP_RETRIES: "5"
+  PIP_DEFAULT_TIMEOUT: "120"
 
 jobs:
   # --------------------------------------------------------------------------
@@ -24,8 +46,12 @@ jobs:
     environment: release
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
       - uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
       - uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
+        continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
+        timeout-minutes: 6
 
       # Idempotent publishing: if the version is already on crates.io we
       # treat that as success so re-runs of the workflow don't fail.
@@ -85,6 +111,7 @@ 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
 
@@ -131,7 +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
@@ -155,6 +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
@@ -205,8 +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"
 
@@ -215,10 +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
@@ -246,15 +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
@@ -396,8 +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"
@@ -410,6 +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
 
@@ -428,7 +532,7 @@ 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' };
@@ -457,23 +561,43 @@ jobs:
 
   # --------------------------------------------------------------------------
   # GitHub Release: attach every built artefact to the tag's release page.
+  #
+  # The release is created as a DRAFT here and only flipped to published by the
+  # downstream publish-release job, after the provenance bundle is attached. That
+  # ordering (draft -> attach everything -> publish) makes the pipeline compatible
+  # with GitHub release immutability, which locks assets at publish time (P24):
+  # the old "publish, then upload provenance" order would have the provenance
+  # upload rejected once immutability is enabled.
   # --------------------------------------------------------------------------
   github-release:
-    name: Attach assets to the GitHub Release
+    name: Attach assets to the draft GitHub Release
     needs: [cargo-publish, python-publish, node-publish, wasm-publish]
     runs-on: ubuntu-latest
     permissions:
       contents: write
+    # Expose the resolved tag so the attestations job can attach the provenance
+    # bundle to this same release without re-resolving it.
+    outputs:
+      tag: ${{ steps.tag.outputs.tag }}
     steps:
       - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
         with:
+          persist-credentials: false
           fetch-depth: 0
 
       - name: Resolve target tag
         id: tag
+        # Pass the (potentially attacker-influenceable on a tag push) ref context
+        # through the environment instead of interpolating it into the shell
+        # script, so a crafted tag name cannot inject commands (zizmor:
+        # template-injection).
+        env:
+          EVENT_NAME: ${{ github.event_name }}
+          REF: ${{ github.ref }}
+          REF_NAME: ${{ github.ref_name }}
         run: |
-          if [ "${{ github.event_name }}" = "push" ] && [[ "${{ github.ref }}" == refs/tags/* ]]; then
-            tag="${{ github.ref_name }}"
+          if [ "$EVENT_NAME" = "push" ] && [[ "$REF" == refs/tags/* ]]; then
+            tag="$REF_NAME"
           else
             # workflow_dispatch / non-tag push: attach to the latest v* tag.
             tag=$(git tag --list 'v*' --sort=-v:refname | head -n1)
@@ -508,7 +632,7 @@ 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 }}
@@ -516,6 +640,9 @@ jobs:
           files: release-assets/*
           generate_release_notes: true
           fail_on_unmatched_files: false
+          # Created as a draft; publish-release flips it to published + latest once
+          # the provenance bundle is attached (P24, immutability-ready).
+          draft: true
           body: |
             Wickra ${{ github.ref_name }} — streaming-first technical indicators across 4 language registries.
 
@@ -541,4 +668,110 @@ jobs:
 
             ### Auto-generated changelog
 
-            See below; GitHub computes it from the commits since the previous tag.
+            See below; GitHub computes it from the commits since the previous tag.
+
+  # --------------------------------------------------------------------------
+  # Build provenance attestations (findings P13.2)
+  # --------------------------------------------------------------------------
+  attestations:
+    name: Attest build provenance
+    needs: [cargo-publish, python-wheels, python-sdist, github-release]
+    runs-on: ubuntu-latest
+    # Signed SLSA build-provenance attestations for the published crates and
+    # Python wheels/sdist. npm tarballs already carry inline Sigstore provenance
+    # from `npm publish --provenance`, so they are covered there.
+    #
+    # The job stays isolated from the *publishes*: cargo/PyPI/npm all run upstream
+    # of github-release, so a Sigstore hiccup here can never block or corrupt a
+    # publish (the isolation the SBOM step lacked before #79). It additionally
+    # `needs: github-release` so the (still-draft) GitHub Release already exists
+    # when it attaches the provenance bundle as a release asset (P21.1e) — OpenSSF
+    # Scorecard's Signed-Releases check scans release *assets* (*.intoto.jsonl),
+    # not GitHub's separate attestations store, so the bundle has to live on the
+    # release. The release is published afterwards by the publish-release job
+    # whether or not this attestation succeeds (P24), so a failure here still only
+    # costs the provenance asset, never the release.
+    permissions:
+      id-token: write # OIDC for keyless Sigstore signing
+      attestations: write # write the attestations to this repo
+      contents: write # upload the provenance bundle as a release asset
+    steps:
+      - name: Download crate files
+        uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
+        with:
+          name: crate-files
+          path: artifacts/crates
+      - name: Download wheels + sdist
+        uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
+        with:
+          pattern: wheels-*
+          path: artifacts/python
+          merge-multiple: true
+      - name: Attest build provenance
+        id: attest
+        uses: actions/attest-build-provenance@a2bbfa25375fe432b6a289bc6b6cd05ecd0c4c32 # v4.1.0
+        with:
+          subject-path: |
+            artifacts/crates/*.crate
+            artifacts/python/*.whl
+            artifacts/python/*.tar.gz
+
+      # Attach the Sigstore provenance bundle to the GitHub Release as a
+      # `*.intoto.jsonl` asset so OpenSSF Scorecard's Signed-Releases check finds
+      # signed provenance on the release itself (P21.1e). attest-build-provenance
+      # writes a single JSONL bundle covering every subject above; copy it to a
+      # `.intoto.jsonl`-suffixed name and upload with --clobber so re-runs are
+      # idempotent. github.token has contents: write here, which is all gh needs.
+      - name: Attach provenance bundle to the GitHub Release
+        env:
+          GH_TOKEN: ${{ github.token }}
+          TAG: ${{ needs.github-release.outputs.tag }}
+          BUNDLE: ${{ steps.attest.outputs.bundle-path }}
+        run: |
+          if [ -z "$TAG" ]; then
+            echo "::error::no tag resolved from github-release; cannot attach provenance."
+            exit 1
+          fi
+          if [ -z "$BUNDLE" ] || [ ! -f "$BUNDLE" ]; then
+            echo "::error::attestation bundle not found at '$BUNDLE'."
+            exit 1
+          fi
+          dest="wickra-${TAG}.provenance.intoto.jsonl"
+          cp "$BUNDLE" "$dest"
+          echo "Uploading $dest to release $TAG"
+          gh release upload "$TAG" "$dest" --clobber --repo "${{ github.repository }}"
+
+  # --------------------------------------------------------------------------
+  # Publish the drafted release LAST (P24 — immutability-ready).
+  #
+  # github-release creates the release as a draft and attestations attaches the
+  # provenance bundle to it; only now, with every asset in place, is it flipped to
+  # published + latest. With GitHub release immutability enabled, assets lock at
+  # this publish step — so the provenance bundle and every build artefact are
+  # already present and never need a (rejected) post-publish upload.
+  #
+  # `if: always() && needs.github-release.result == 'success'` preserves the old
+  # robustness: the release is published whenever the draft was created, even if
+  # the attestations job hit a Sigstore hiccup — that only costs the provenance
+  # asset, exactly as before. If github-release was skipped (a publish job failed)
+  # there is no draft, so this is skipped too and no release is published.
+  # --------------------------------------------------------------------------
+  publish-release:
+    name: Publish the GitHub Release
+    needs: [github-release, attestations]
+    if: always() && needs.github-release.result == 'success'
+    runs-on: ubuntu-latest
+    permissions:
+      contents: write # flip the draft release to published
+    steps:
+      - name: Flip the draft release to published (latest)
+        env:
+          GH_TOKEN: ${{ github.token }}
+          TAG: ${{ needs.github-release.outputs.tag }}
+        run: |
+          if [ -z "$TAG" ]; then
+            echo "::error::no tag resolved from github-release; cannot publish."
+            exit 1
+          fi
+          echo "::notice::publishing release $TAG (draft -> published, latest)"
+          gh release edit "$TAG" --draft=false --latest=true --repo "${{ github.repository }}"

.github/workflows/scorecard.yml

@@ -0,0 +1,49 @@
+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
+          # Publish to the public OpenSSF endpoint that backs the README badge.
+          publish_results: true
+
+      - name: Upload SARIF artifact
+        uses: actions/upload-artifact@ea165f8d65b6e75b540449e92b4886f43607fa02 # v4.6.2
+        with:
+          name: SARIF file
+          path: results.sarif
+          retention-days: 5
+
+      - name: Upload SARIF to code-scanning
+        uses: github/codeql-action/upload-sarif@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
+        with:
+          sarif_file: results.sarif

.github/workflows/sync-about.yml

@@ -7,9 +7,34 @@ 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 /
+#      .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
@@ -35,18 +60,24 @@ 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
+    # The only GITHUB_TOKEN write in this workflow: pushing the counter fix-up
+    # commit onto a same-repo PR head branch (git push origin HEAD:<ref>).
+    permissions:
+      contents: write
+      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
@@ -54,11 +85,20 @@ jobs:
       # falls back to a hard failure when push isn't possible.
       - name: Determine if push to PR head is possible
         id: ctx
+        # Untrusted PR contexts (head.ref / head.repo.full_name are attacker
+        # controlled on fork PRs) are passed through the environment, never
+        # interpolated straight into the shell, so a crafted branch name cannot
+        # inject commands (OpenSSF Scorecard: Dangerous-Workflow).
+        env:
+          EVENT_NAME: ${{ github.event_name }}
+          HEAD_REPO: ${{ github.event.pull_request.head.repo.full_name }}
+          BASE_REPO: ${{ github.repository }}
+          HEAD_REF: ${{ github.event.pull_request.head.ref }}
         run: |
-          if [ "${{ github.event_name }}" = "pull_request" ]; then
-            if [ "${{ github.event.pull_request.head.repo.full_name }}" = "${{ github.repository }}" ]; then
+          if [ "$EVENT_NAME" = "pull_request" ]; then
+            if [ "$HEAD_REPO" = "$BASE_REPO" ]; then
               echo "can_push=true" >> "$GITHUB_OUTPUT"
-              echo "head_ref=${{ github.event.pull_request.head.ref }}" >> "$GITHUB_OUTPUT"
+              echo "head_ref=$HEAD_REF" >> "$GITHUB_OUTPUT"
             else
               echo "can_push=false" >> "$GITHUB_OUTPUT"
               echo "head_ref=" >> "$GITHUB_OUTPUT"
@@ -72,7 +112,7 @@ jobs:
       # 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
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
         with:
           fetch-depth: 0
           ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
@@ -104,19 +144,20 @@ jobs:
         id: pr_check
         run: |
           n="${{ steps.count.outputs.count }}"
-          if grep -qE "^${n} streaming-first indicators" README.md; then
+          if grep -qE "^${n} streaming-first indicators" README.md \
+            && grep -qE "\*\*${n} indicators\*\*" docs/README.md; then
             echo "matches=true" >> "$GITHUB_OUTPUT"
-            echo "README counter already at ${n}; nothing to do."
+            echo "README + docs/README counter already at ${n}; nothing to do."
           else
             echo "matches=false" >> "$GITHUB_OUTPUT"
-            echo "README counter does not match ${n}; will fix up."
+            echo "README/docs counter does not match ${n}; will fix up."
           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 '${n} streaming-first indicators' and push again."
+          echo "::error::README.md / docs/README.md say a different indicator count than lib.rs (${n}). This PR is from a fork, so the workflow cannot push the fix; please set README.md to '${n} streaming-first indicators' and docs/README.md to '**${n} indicators**', then push again."
           exit 1
 
       - name: Patch README on PR head
@@ -124,7 +165,13 @@ jobs:
         id: pr_patch
         run: |
           n="${{ steps.count.outputs.count }}"
-          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" README.md
+          # docs/README.md carries the count in its docs.wickra.org pointer prose
+          # ("**N indicators**"); keep it in sync with README's prose count.
+          sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" README.md docs/README.md
+          # Bump the banner cache-buster so GitHub's Camo proxy refetches the org
+          # profile image (regenerated with the new count by .github/banner.yml)
+          # instead of serving a stale cached copy. (README only — docs has no banner.)
+          sed -i -E "s|(wickra-banner\.webp\?v=)[0-9]+|\1${n}|" 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"
@@ -134,12 +181,18 @@ jobs:
 
       - name: Commit & push counter fix to PR head
         if: github.event_name == 'pull_request' && steps.pr_patch.outputs.changed == 'true'
+        # head_ref still carries the (untrusted) PR branch name forwarded by the
+        # ctx step; pass it through the environment so the push refspec cannot be
+        # used to inject shell commands (OpenSSF Scorecard: Dangerous-Workflow).
+        env:
+          COUNT: ${{ steps.count.outputs.count }}
+          HEAD_REF: ${{ steps.ctx.outputs.head_ref }}
         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 }}"
+          git add README.md docs/README.md
+          git commit -m "chore: sync indicator count to ${COUNT}"
+          git push origin "HEAD:${HEAD_REF}"
 
       # ----- main / tag flow ------------------------------------------
       #
@@ -150,36 +203,314 @@ jobs:
       # wiki repo (separate repo, no main history pollution). 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 }}"
+          # Canonical homepage — the docs site (P8.3). This is enforced on every
+          # run, so it must only point at docs.wickra.org once that domain is
+          # actually live (Cloudflare Pages, P8.1); merging this PR is therefore
+          # gated on the domain resolving, otherwise the About link would 404.
+          homepage="https://docs.wickra.org"
           desc="Streaming-first technical indicators with a Rust core and Python, Node.js, and WebAssembly bindings. ${n} indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement."
+          # Enforce the homepage unconditionally — it is a constant, so this both
+          # corrects the stale kingchenc URL and self-heals any future drift.
+          # Same Administration-write permission as --description (no extra scope).
+          gh repo edit --homepage "$homepage"
           current=$(gh repo view --json description -q .description)
           if [ "$current" = "$desc" ]; then
-            echo "About unchanged."
+            echo "About description unchanged; homepage enforced."
           else
             gh repo edit --description "$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
           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
           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 .vitepress/config.ts
+          if git diff --quiet; then
+            echo "Webpage indicator count unchanged."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add index.md .vitepress/config.ts
+          git commit -m "chore: sync indicator count to ${n}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Webpage indicator count synced to ${n}."
+          fi
+
+      - name: Sync webpage version (wickra-lib/webpage)
+        if: startsWith(github.ref, 'refs/tags/v')
+        continue-on-error: true
+        env:
+          GH_TOKEN: ${{ secrets.ABOUT_SYNC_TOKEN }}
+        run: |
+          version="${GITHUB_REF#refs/tags/v}"
+          if ! printf '%s' "$version" | grep -qE '^[0-9]+\.[0-9]+\.[0-9]+$'; then
+            echo "::warning::tag '${GITHUB_REF}' is not a plain vMAJOR.MINOR.PATCH release; skipping webpage version sync."
+            exit 0
+          fi
+          # The webpage pins wickra-wasm to the released version in package.json,
+          # and its Cloudflare Pages build runs `npm clean-install`. release.yml
+          # publishes wickra-wasm to npm in parallel on this same tag and finishes
+          # minutes later, so committing the bump immediately would point the site
+          # at a version npm cannot resolve yet (ETARGET) and break the build —
+          # exactly what happened on v0.4.0. Wait until wickra-wasm@$version is
+          # actually live on npm before committing; if it never appears (the wasm
+          # publish failed), skip rather than push a build-breaking commit.
+          echo "Waiting for wickra-wasm@${version} on npm before bumping the webpage..."
+          attempts=0
+          until npm view "wickra-wasm@${version}" version >/dev/null 2>&1; do
+            attempts=$((attempts + 1))
+            if [ "$attempts" -ge 30 ]; then
+              echo "::warning::wickra-wasm@${version} not on npm after ~15 min; skipping webpage version sync to avoid a broken Cloudflare build."
+              exit 0
+            fi
+            echo "  not on npm yet (attempt ${attempts}/30); waiting 30s..."
+            sleep 30
+          done
+          echo "wickra-wasm@${version} is live on npm; proceeding with the webpage version bump."
+          if ! git clone "https://x-access-token:${GH_TOKEN}@github.com/wickra-lib/webpage.git" webpage-ver 2>/dev/null; then
+            echo "::warning::cannot clone wickra-lib/webpage — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a). Skipping webpage version sync."
+            exit 0
+          fi
+          cd webpage-ver
+          # api/*.md "Latest" lines, the nav version label, and the wickra-wasm
+          # dep pin. The '.' anchors match the backtick / quote / caret without a
+          # literal in this shell string; historical "Since X.Y.Z" prose has no
+          # such anchor and is never matched.
+          sed -i -E "s/(Latest:\*\* \[.wickra(-wasm)? )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" api/*.md
+          sed -i -E "s/(text: .v)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" .vitepress/config.ts
+          sed -i -E "s/(.wickra-wasm.: .\^)[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" package.json
+          # Keep package-lock.json in sync with the package.json bump. The site's
+          # Cloudflare build runs `npm clean-install` (npm ci), which hard-fails
+          # with EUSAGE if the lockfile still pins the previous wickra-wasm —
+          # editing package.json alone is not enough. The npm-wait above already
+          # proved wickra-wasm@$version is resolvable, so --package-lock-only
+          # regenerates the lock (version + resolved + integrity) without fetching
+          # node_modules. Guard it: if the regen fails, skip the whole commit so we
+          # never push a package.json/lock mismatch that would break the build.
+          if ! npm install --package-lock-only --no-audit --no-fund; then
+            echo "::warning::could not regenerate package-lock.json for wickra-wasm@${version}; skipping webpage version sync to avoid a lockfile-drift build break."
+            exit 0
+          fi
+          if git diff --quiet; then
+            echo "Webpage version already at ${version}."
+            exit 0
+          fi
+          git config user.name "wickra-bot"
+          git config user.email "wickra-bot@users.noreply.github.com"
+          git add api/*.md .vitepress/config.ts package.json package-lock.json
+          git commit -m "chore: sync published version to ${version}"
+          if ! git push 2>/dev/null; then
+            echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
+          else
+            echo "Webpage version synced to ${version}."
+          fi

.github/workflows/sync-metadata.yml

@@ -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

.github/workflows/zizmor.yml

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

.github/zizmor.yml

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

.gitignore

@@ -44,10 +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/

CHANGELOG.md

@@ -7,6 +7,249 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [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
@@ -832,7 +1075,12 @@ 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/v0.3.1...HEAD
+[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.4.4...HEAD
+[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

CITATION.cff

@@ -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: >-

CODE_OF_CONDUCT.md

@@ -33,7 +33,7 @@ project in public spaces.
 ## Enforcement
 
 Instances of unacceptable behaviour may be reported to the project maintainer
-at **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.
 

CONTRIBUTING.md

@@ -22,7 +22,7 @@ when proposing features or depending on Wickra elsewhere.
 | `bindings/node` | napi-rs bindings (`wickra` on npm). |
 | `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
 | `examples/` | Runnable examples. |
-| `docs/` | 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 +35,13 @@ cargo test --workspace
 cargo test -p wickra-data --features live-binance
 ```
 
-The minimum supported Rust version is **1.75** for the workspace crates and
-**1.77** for `bindings/node`; the `msrv` CI job enforces both.
+The minimum supported Rust version is **1.86** for the workspace crates and
+**1.88** for `bindings/node`; the `msrv` CI job enforces both. These floors are
+not chosen freely — they are the lowest versions our dependencies allow
+(criterion 0.8.2, the bench dev-dependency, requires 1.86; napi-build 2.3.2
+requires 1.88). We keep the MSRV at that dependency-forced floor on purpose so
+the library builds for the widest possible audience; please don't raise it
+without a dependency that actually requires it.
 
 ### Python
 
@@ -63,6 +68,29 @@ wasm-pack build bindings/wasm --target web --release --features panic-hook
 wasm-pack test --node bindings/wasm
 ```
 
+## Lockfile policy
+
+| Component | Lockfile | Tracked? | Why |
+| --- | --- | --- | --- |
+| Workspace (Rust) | `Cargo.lock` | **yes** | The workspace ships binaries (examples, fuzz harness) and CI builds, so the dependency graph is pinned for reproducible builds. |
+| `bindings/node` | `package-lock.json` | **yes** | Reproducible `npm install` for the native binding. |
+| `examples/node` | `package-lock.json` | **yes** | Same — the runnable Node examples link the binding via a `file:` dependency. |
+| `bindings/python` | — | n/a (no lockfile) | The published package pins only `numpy>=1.22` at runtime; its native code is pinned through the workspace `Cargo.lock`. The CI/bench dev tooling it installs is hash-locked separately — see the `.github/requirements` row. |
+| `.github/requirements` | `*.txt` (hash-pinned) | **yes** | CI/bench Python tooling, locked with `uv pip compile --generate-hashes` (OpenSSF Scorecard PinnedDependencies). `ci-dev` is split per Python version — `ci-dev-py39.txt` and `ci-dev-py3.txt` — because numpy ships no single release with wheels for both cp39 and cp313; `bench.txt` covers the single-version bench job. |
+| `fuzz` | `fuzz/Cargo.lock` | **no** (ignored) | `fuzz/` is a detached crate; `cargo-fuzz init` generates `fuzz/.gitignore` which ignores its `Cargo.lock`. The fuzz smoke job resolves dependencies fresh, so the lock is not needed for reproducibility here. |
+| `site` (marketing) | `package-lock.json` | **no** (ghost-ignored) | The VitePress site is a local-only project excluded via `.git/info/exclude`; its lockfile stays local. |
+
+When adding a new committed Node package, commit its `package-lock.json` too and
+remove any matching ignore rule. Do **not** add a top-level `package-lock.json` —
+the repository root is not an npm package.
+
+To refresh every committed lockfile in the workspace — `Cargo.lock`,
+`fuzz/Cargo.lock`, the Node binding lock, and the hash-pinned Python
+requirements — run `./scripts/update-lockfiles.sh`. It uses `uv` for the Python
+locks (and bootstraps it on Linux/macOS if absent) so each target Python
+version's hashed transitive closure can be regenerated without that interpreter
+installed. Dependabot also keeps the `.github/requirements` pins current.
+
 ## Standards for a change
 
 - **Formatting & lints.** `cargo fmt` must leave the tree unchanged and
@@ -76,9 +104,9 @@ wasm-pack test --node bindings/wasm
 - **Bindings.** A change to a public indicator API must be mirrored across the
   Python, Node, and WASM bindings, including their type stubs / `.d.ts`.
 - **Docs.** Update the relevant page 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

Cargo.lock

@@ -1867,7 +1867,7 @@ dependencies = [
 
 [[package]]
 name = "wickra"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "approx",
  "criterion",
@@ -1878,7 +1878,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-core"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "approx",
  "proptest",
@@ -1888,7 +1888,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-data"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "approx",
  "csv",
@@ -1915,7 +1915,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-node"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "napi",
  "napi-build",
@@ -1925,7 +1925,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-python"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "numpy",
  "pyo3",
@@ -1934,7 +1934,7 @@ dependencies = [
 
 [[package]]
 name = "wickra-wasm"
-version = "0.3.1"
+version = "0.4.4"
 dependencies = [
  "console_error_panic_hook",
  "js-sys",

Cargo.toml

@@ -12,11 +12,11 @@ members = [
 exclude = ["fuzz"]
 
 [workspace.package]
-version = "0.3.1"
-authors = ["kingchenc <wickra.lib@gmail.com>"]
+version = "0.4.4"
+authors = ["kingchenc <support@wickra.org>"]
 edition = "2021"
 rust-version = "1.86"
-license = "PolyForm-Noncommercial-1.0.0"
+license-file = "LICENSE"
 repository = "https://github.com/wickra-lib/wickra"
 homepage = "https://github.com/wickra-lib/wickra"
 readme = "README.md"
@@ -24,7 +24,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
 categories = ["finance", "mathematics", "science"]
 
 [workspace.dependencies]
-wickra-core = { path = "crates/wickra-core", version = "0.3.1" }
+wickra-core = { path = "crates/wickra-core", version = "0.4.4" }
 
 thiserror = "2"
 rayon = "1.10"

LICENSE

@@ -131,6 +131,31 @@ software under these terms.
 **Use** means anything you do with the software requiring one
 of your licenses.
 
+## Additional Permissions Granted by the Licensor
+
+These additional permissions supplement the PolyForm Noncommercial
+License 1.0.0 above. They only broaden, and never narrow, the
+licenses granted to you. The text of the PolyForm Noncommercial
+License 1.0.0 above is unmodified.
+
+Use by a natural person, acting for their own personal account and
+not on behalf of any third party, is use for a permitted purpose.
+This includes operating an automated trading bot or trading strategy
+on that person's own capital, whether or not it earns that person
+money.
+
+For the avoidance of doubt, the licenses above already let you use,
+fork, modify, and redistribute the software, and file issues and
+contribute changes, for any permitted purpose. Personal projects,
+research, education, nonprofit organizations, government use, and
+hobby trading bots are permitted purposes.
+
+Any other commercial use — in particular the commercial sale of the
+software itself, or the commercial sale of services built around it —
+requires a separate commercial license from the licensor. If you want
+to use Wickra commercially, get in touch about a license at
+<https://github.com/wickra-lib/wickra>.
+
 ---
 
 Required Notice: Copyright 2026 kingchenc (https://github.com/wickra-lib/wickra)

README.md

@@ -1,11 +1,18 @@
-# Wickra
+<p align="center">
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=289" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+</p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
+[![CodeQL](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/codeql.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
+[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest)
 [![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
 [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
 [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
 [![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![OpenSSF Scorecard](https://api.securityscorecards.dev/projects/github.com/wickra-lib/wickra/badge)](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
+[![Build provenance](https://img.shields.io/badge/provenance-attested-brightgreen?logo=github)](https://github.com/wickra-lib/wickra/attestations)
+[![Docs](https://img.shields.io/badge/docs-docs.wickra.org-0ea5e9?logo=readthedocs&logoColor=white)](https://docs.wickra.org)
 
 **Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
 
@@ -31,6 +38,25 @@ for price in live_feed:
         print("overbought")
 ```
 
+## Documentation
+
+Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
+
+- **Quickstarts** — [Rust](https://docs.wickra.org/Quickstart-Rust),
+  [Python](https://docs.wickra.org/Quickstart-Python),
+  [Node](https://docs.wickra.org/Quickstart-Node),
+  [WASM](https://docs.wickra.org/Quickstart-WASM).
+- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
+  every one of the 289 indicators; start at the
+  [indicators overview](https://docs.wickra.org/Indicators-Overview).
+- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
+  [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
+  [indicator chaining](https://docs.wickra.org/Indicator-Chaining), the
+  [data layer](https://docs.wickra.org/Data-Layer).
+- **Guides** — [Cookbook](https://docs.wickra.org/Cookbook),
+  [TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
+  [FAQ](https://docs.wickra.org/FAQ).
+
 ## Why Wickra exists
 
 The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
@@ -109,9 +135,10 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-214 streaming-first indicators across sixteen families. Every one passes the
+289 streaming-first indicators across eighteen 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 |
 |--------|-----------|
@@ -123,15 +150,23 @@ semantics tests.
 | 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 |
+| 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 |
 | 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 |
+| 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 |
+| Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
+| Derivatives          | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
 | Market Profile       | Value Area (POC / VAH / VAL), 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) |
 
+Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
+`−1.0` bearish, `0.0` none — so the family drops straight into a feature matrix
+as one column each. `Doji` is direction-less by default (`+1.0` / `0.0`);
+construct it in signed mode (`Doji::new().signed()`, `Doji(signed=True)`,
+`new Doji(true)`) for a dragonfly / gravestone `±1` reading.
+
 Adding a new indicator means implementing one trait in Rust; all four bindings
 inherit it automatically.
 
@@ -203,7 +238,7 @@ 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 289 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/

SECURITY.md

@@ -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:

bindings/node/Cargo.toml

@@ -9,7 +9,7 @@ edition.workspace = true
 # also emits `cargo::` directives that require >= 1.77 — that older floor is
 # subsumed by the 1.88 requirement now.
 rust-version = "1.88"
-license.workspace = true
+license-file.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true

bindings/node/README.md

@@ -1,314 +1,73 @@
-# Wickra
+# Wickra — Node.js
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
-[![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
-[![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
 [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/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. 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 four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose 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 the **PolyForm Noncommercial License 1.0.0**. Personal projects,
+research, education, non-profits, and hobby trading bots are all fine; the one
+thing not allowed is commercial sale of the software or of services built
+around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).

bindings/node/__tests__/completeness.test.js

@@ -0,0 +1,70 @@
+// 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('..');
+
+// An "indicator class" is an exported constructor whose prototype carries the
+// streaming `update` method. This excludes `version` (a plain function) 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'
+    );
+  });
+}
+
+test('the binding exports the full indicator catalogue', () => {
+  const names = indicatorClasses();
+  // The published catalogue is 214 indicators. Guard against a regression that
+  // silently drops exported classes (e.g. a stale or partial native build).
+  assert.ok(
+    names.length >= 200,
+    `expected at least 200 indicator classes, got ${names.length}`,
+  );
+});
+
+test('every exported indicator exposes update / batch / reset / isReady / warmupPeriod', () => {
+  const required = ['update', 'batch', 'reset', 'isReady', 'warmupPeriod'];
+  const missing = [];
+  for (const name of indicatorClasses()) {
+    const proto = wickra[name].prototype;
+    for (const method of required) {
+      if (typeof proto[method] !== 'function') {
+        missing.push(`${name}.${method}`);
+      }
+    }
+  }
+  assert.deepEqual(
+    missing,
+    [],
+    `indicator classes missing required methods: ${missing.join(', ')}`,
+  );
+});
+
+test('a freshly constructed indicator reports not-ready with a positive warmup', () => {
+  // Every indicator that takes no constructor arguments must still satisfy the
+  // pre-warmup contract. (Indicators with required parameters are exercised by
+  // the dedicated suites; here we cover the zero-arg ones generically.)
+  let checked = 0;
+  for (const name of indicatorClasses()) {
+    let instance;
+    try {
+      instance = new wickra[name]();
+    } catch {
+      continue; // needs constructor arguments — covered elsewhere
+    }
+    assert.equal(instance.isReady(), false, `${name} should start un-ready`);
+    assert.ok(instance.warmupPeriod() >= 1, `${name} warmup must be >= 1`);
+    checked += 1;
+  }
+  assert.ok(checked > 0, 'expected at least one zero-arg indicator to check');
+});

bindings/node/__tests__/indicators.test.js

@@ -235,6 +235,51 @@ const candleScalar = {
   SpinningTop: { make: () => new wickra.SpinningTop(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
   ThreeInside: { make: () => new wickra.ThreeInside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
   ThreeOutside: { make: () => new wickra.ThreeOutside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  TwoCrows: { make: () => new wickra.TwoCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  UpsideGapTwoCrows: { make: () => new wickra.UpsideGapTwoCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  IdenticalThreeCrows: { make: () => new wickra.IdenticalThreeCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  ThreeLineStrike: { make: () => new wickra.ThreeLineStrike(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  ThreeStarsInSouth: { make: () => new wickra.ThreeStarsInSouth(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  AbandonedBaby: { make: () => new wickra.AbandonedBaby(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  AdvanceBlock: { make: () => new wickra.AdvanceBlock(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  BeltHold: { make: () => new wickra.BeltHold(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Breakaway: { make: () => new wickra.Breakaway(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Counterattack: { make: () => new wickra.Counterattack(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  DojiStar: { make: () => new wickra.DojiStar(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  DragonflyDoji: { make: () => new wickra.DragonflyDoji(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  GravestoneDoji: { make: () => new wickra.GravestoneDoji(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  LongLeggedDoji: { make: () => new wickra.LongLeggedDoji(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  RickshawMan: { make: () => new wickra.RickshawMan(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  EveningDojiStar: { make: () => new wickra.EveningDojiStar(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  MorningDojiStar: { make: () => new wickra.MorningDojiStar(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  GapSideBySideWhite: { make: () => new wickra.GapSideBySideWhite(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  HighWave: { make: () => new wickra.HighWave(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Hikkake: { make: () => new wickra.Hikkake(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  HikkakeModified: { make: () => new wickra.HikkakeModified(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  HomingPigeon: { make: () => new wickra.HomingPigeon(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  OnNeck: { make: () => new wickra.OnNeck(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  InNeck: { make: () => new wickra.InNeck(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Thrusting: { make: () => new wickra.Thrusting(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  SeparatingLines: { make: () => new wickra.SeparatingLines(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Kicking: { make: () => new wickra.Kicking(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  KickingByLength: { make: () => new wickra.KickingByLength(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  LadderBottom: { make: () => new wickra.LadderBottom(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  MatHold: { make: () => new wickra.MatHold(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  MatchingLow: { make: () => new wickra.MatchingLow(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  LongLine: { make: () => new wickra.LongLine(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  ShortLine: { make: () => new wickra.ShortLine(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  RisingThreeMethods: { make: () => new wickra.RisingThreeMethods(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  FallingThreeMethods: { make: () => new wickra.FallingThreeMethods(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  UpsideGapThreeMethods: { make: () => new wickra.UpsideGapThreeMethods(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  DownsideGapThreeMethods: { make: () => new wickra.DownsideGapThreeMethods(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  StalledPattern: { make: () => new wickra.StalledPattern(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  StickSandwich: { make: () => new wickra.StickSandwich(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  Takuri: { make: () => new wickra.Takuri(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  ClosingMarubozu: { make: () => new wickra.ClosingMarubozu(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  OpeningMarubozu: { make: () => new wickra.OpeningMarubozu(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  TasukiGap: { make: () => new wickra.TasukiGap(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  UniqueThreeRiver: { make: () => new wickra.UniqueThreeRiver(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
+  ConcealingBabySwallow: { make: () => new wickra.ConcealingBabySwallow(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
 };
 
 for (const [name, d] of Object.entries(candleScalar)) {
@@ -461,6 +506,8 @@ test('OpeningRange(2) breakout distance is signed close minus midpoint', () => {
 const pairFactories = {
   PearsonCorrelation: () => new wickra.PearsonCorrelation(14),
   Beta: () => new wickra.Beta(14),
+  PairwiseBeta: () => new wickra.PairwiseBeta(14),
+  PairSpreadZScore: () => new wickra.PairSpreadZScore(14, 14),
   SpearmanCorrelation: () => new wickra.SpearmanCorrelation(14),
 };
 
@@ -492,6 +539,85 @@ test('Beta perfect two-to-one', () => {
   assert.ok(Math.abs(out[out.length - 1] - 2) < 1e-9);
 });
 
+test('PairwiseBeta squared price is two', () => {
+  // b needs varying returns; a = b² ⇒ a's log-returns are exactly 2× b's.
+  const bench = Array.from({ length: 20 }, (_, i) => 100 + 10 * Math.sin(i * 0.5));
+  const asset = bench.map((v) => v * v);
+  const out = new wickra.PairwiseBeta(5).batch(asset, bench);
+  assert.ok(Math.abs(out[out.length - 1] - 2) < 1e-9);
+});
+
+test('PairSpreadZScore flat benchmark is sign of last move', () => {
+  // Flat b ⇒ hedge ratio 0 ⇒ spread = ln(a); z_period = 2 ⇒ z = sign of move.
+  const a = [100, 100, 110, 105, 130];
+  const b = [100, 100, 100, 100, 100];
+  const out = new wickra.PairSpreadZScore(2, 2).batch(a, b);
+  assert.ok(Math.abs(out[out.length - 1] - 1) < 1e-9);
+  assert.ok(Math.abs(out[out.length - 2] + 1) < 1e-9);
+});
+
+const llSignal = (t) =>
+  Math.sin(t * 0.4) + 0.4 * Math.sin(t * 1.1) + 0.2 * Math.cos(t * 0.27);
+
+test('LeadLagCrossCorrelation detects positive lead (object output)', () => {
+  const ll = new wickra.LeadLagCrossCorrelation(12, 5);
+  let last = null;
+  // b is a delayed by 3 ⇒ a leads b ⇒ lag = +3.
+  for (let t = 0; t < 60; t++) last = ll.update(llSignal(t), llSignal(t - 3));
+  assert.equal(last.lag, 3);
+  assert.ok(last.correlation > 0.99);
+});
+
+test('LeadLagCrossCorrelation batch is flat 2*n with last row matching', () => {
+  const n = 60;
+  const a = Array.from({ length: n }, (_, t) => llSignal(t));
+  const b = Array.from({ length: n }, (_, t) => llSignal(t - 3));
+  const out = new wickra.LeadLagCrossCorrelation(12, 5).batch(a, b);
+  assert.equal(out.length, 2 * n);
+  assert.equal(out[2 * (n - 1)], 3);
+  assert.ok(out[2 * (n - 1) + 1] > 0.99);
+});
+
+test('Cointegration detects mean-reverting pair (object output)', () => {
+  const n = 80;
+  const b = Array.from({ length: n }, (_, t) => 50 + 0.5 * t);
+  const a = b.map((v, t) => 2 * v + 1 + 0.5 * Math.sin(t * 0.6));
+  const co = new wickra.Cointegration(40, 1);
+  let last = null;
+  for (let i = 0; i < n; i++) last = co.update(a[i], b[i]);
+  assert.ok(Math.abs(last.hedgeRatio - 2) < 0.1);
+  assert.ok(last.adfStat < -2);
+});
+
+test('Cointegration batch is flat 3*n with last row matching', () => {
+  const n = 80;
+  const b = Array.from({ length: n }, (_, t) => 50 + 0.5 * t);
+  const a = b.map((v, t) => 2 * v + 1 + 0.5 * Math.sin(t * 0.6));
+  const out = new wickra.Cointegration(40, 1).batch(a, b);
+  assert.equal(out.length, 3 * n);
+  assert.ok(Math.abs(out[3 * (n - 1)] - 2) < 0.1);
+  assert.ok(out[3 * (n - 1) + 2] < -2);
+});
+
+test('RelativeStrengthAB constant ratio is flat (object output)', () => {
+  const rs = new wickra.RelativeStrengthAB(5, 5);
+  let last = null;
+  for (let i = 0; i < 30; i++) last = rs.update(200, 100); // ratio is a constant 2
+  assert.ok(Math.abs(last.ratio - 2) < 1e-12);
+  assert.ok(Math.abs(last.ratioMa - 2) < 1e-12);
+  assert.ok(Math.abs(last.ratioRsi - 50) < 1e-9);
+});
+
+test('RelativeStrengthAB batch is flat 3*n with last row matching', () => {
+  const n = 30;
+  const a = Array.from({ length: n }, () => 200);
+  const b = Array.from({ length: n }, () => 100);
+  const out = new wickra.RelativeStrengthAB(5, 5).batch(a, b);
+  assert.equal(out.length, 3 * n);
+  assert.ok(Math.abs(out[3 * (n - 1)] - 2) < 1e-12);
+  assert.ok(Math.abs(out[3 * (n - 1) + 2] - 50) < 1e-9);
+});
+
 test('SpearmanCorrelation monotone non-linear is 1', () => {
   const x = Array.from({ length: 10 }, (_, i) => i + 1);
   const y = x.map((v) => v ** 3);
@@ -815,3 +941,307 @@ test('ALMA(3, 0.85, 6) reference value on [10, 20, 30]', () => {
   // simple mean of 20.
   assert.ok(out[2] > 20);
 });
+
+test('Doji signed mode encodes dragonfly/gravestone/neutral direction', () => {
+  // Default: direction-less detection flag (+1 doji / 0 otherwise).
+  const flag = new wickra.Doji();
+  assert.equal(flag.isSigned(), false);
+  assert.equal(flag.update(10, 11, 9, 10), 1); // body 0, range 2 -> doji
+  assert.equal(flag.update(10, 12, 10, 12), 0); // body == range -> not a doji
+
+  // Signed: classify a detected doji by its body position within the range.
+  const d = new wickra.Doji(true);
+  assert.equal(d.isSigned(), true);
+  assert.equal(d.update(10, 10.05, 6, 10), 1); // dragonfly -> bullish +1
+  assert.equal(d.update(10, 14, 9.95, 10), -1); // gravestone -> bearish -1
+  assert.equal(d.update(10, 12, 8, 10), 0); // long-legged -> neutral 0
+  assert.equal(d.update(10, 12, 10, 12), 0); // not a doji -> 0
+});
+
+test('order-book indicators reference values', () => {
+  // Top-1: (3 - 1) / (3 + 1) = 0.5.
+  assert.equal(new wickra.OrderBookImbalanceTop1().update([100], [3], [101], [1]), 0.5);
+  // Top-2: bidDepth 3, askDepth 2 -> (3 - 2) / 5 = 0.2.
+  assert.ok(
+    Math.abs(new wickra.OrderBookImbalanceTopN(2).update([100, 99], [2, 1], [101, 102], [1, 1]) - 0.2) < 1e-12,
+  );
+  // Full: bidDepth 1, askDepth 3 -> -0.5.
+  assert.equal(new wickra.OrderBookImbalanceFull().update([100], [1], [101, 102], [2, 1]), -0.5);
+  // Microprice: (100*3 + 101*1) / 4 = 100.25.
+  assert.equal(new wickra.Microprice().update([100], [1], [101], [3]), 100.25);
+  // Quoted spread: 1 / 100.5 * 10000 ≈ 99.5025 bps.
+  assert.ok(Math.abs(new wickra.QuotedSpread().update([100], [1], [101], [1]) - 99.50248756) < 1e-6);
+  // Depth slope: each side distances 1,2 -> cumulative 1,3 -> OLS slope 2.
+  assert.ok(Math.abs(new wickra.DepthSlope().update([99, 98], [1, 2], [101, 102], [1, 2]) - 2.0) < 1e-9);
+  // Single level per side -> no slope -> 0.
+  assert.equal(new wickra.DepthSlope().update([100], [1], [101], [1]), 0.0);
+});
+
+test('order-book streaming update matches batch', () => {
+  const snaps = Array.from({ length: 30 }, (_, i) => ({
+    bidPx: [100, 99],
+    bidSz: [1 + (i % 5), 1],
+    askPx: [101, 102],
+    askSz: [1 + ((i + 1) % 3), 1],
+  }));
+  const batch = new wickra.Microprice().batch(snaps);
+  const streamer = new wickra.Microprice();
+  assert.equal(batch.length, snaps.length);
+  for (let i = 0; i < snaps.length; i++) {
+    const s = streamer.update(snaps[i].bidPx, snaps[i].bidSz, snaps[i].askPx, snaps[i].askSz);
+    assert.ok(Math.abs(s - batch[i]) < 1e-12, `mismatch at ${i}: ${s} vs ${batch[i]}`);
+  }
+});
+
+test('order-book TopN rejects zero levels', () => {
+  assert.throws(() => new wickra.OrderBookImbalanceTopN(0));
+});
+
+test('order-book update rejects a crossed book', () => {
+  assert.throws(() => new wickra.QuotedSpread().update([102], [1], [101], [1]));
+});
+
+test('trade-flow indicators reference values', () => {
+  assert.equal(new wickra.SignedVolume().update(100, 2, true), 2);
+  assert.equal(new wickra.SignedVolume().update(100, 3, false), -3);
+  const cvd = new wickra.CumulativeVolumeDelta();
+  assert.equal(cvd.update(100, 5, true), 5);
+  assert.equal(cvd.update(100, 2, false), 3);
+  const ti = new wickra.TradeImbalance(2);
+  assert.equal(ti.update(100, 3, true), null); // warming up
+  assert.equal(ti.update(100, 1, false), 0.5); // (3 - 1) / 4
+});
+
+test('trade-flow streaming update matches batch', () => {
+  const n = 30;
+  const price = Array.from({ length: n }, () => 100);
+  const size = Array.from({ length: n }, (_, i) => 1 + (i % 4));
+  const isBuy = Array.from({ length: n }, (_, i) => i % 3 !== 0);
+  const batch = new wickra.CumulativeVolumeDelta().batch(price, size, isBuy);
+  const streamer = new wickra.CumulativeVolumeDelta();
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    const s = streamer.update(price[i], size[i], isBuy[i]);
+    assert.ok(Math.abs(s - batch[i]) < 1e-12, `mismatch at ${i}: ${s} vs ${batch[i]}`);
+  }
+});
+
+test('trade-flow rejects bad input', () => {
+  assert.throws(() => new wickra.TradeImbalance(0));
+  assert.throws(() => new wickra.SignedVolume().update(100, -1, true));
+});
+
+test('price-impact indicators reference values', () => {
+  // Buy at 100.05 vs mid 100.0: 2 * (100.05 - 100) / 100 * 10000 = 10 bps.
+  assert.ok(Math.abs(new wickra.EffectiveSpread().update(100.05, 1, true, 100.0) - 10.0) < 1e-9);
+  // Sell at 99.95 vs mid 100.0: 2 * -1 * (99.95 - 100) / 100 * 10000 = 10 bps.
+  assert.ok(Math.abs(new wickra.EffectiveSpread().update(99.95, 1, false, 100.0) - 10.0) < 1e-9);
+  // A buy filled below the mid is price improvement -> negative.
+  assert.ok(new wickra.EffectiveSpread().update(99.95, 1, true, 100.0) < 0.0);
+});
+
+test('price-impact streaming update matches batch', () => {
+  const n = 30;
+  const mid = Array.from({ length: n }, (_, i) => 100 + 0.25 * Math.sin(i * 0.5));
+  const isBuy = Array.from({ length: n }, (_, i) => i % 3 !== 0);
+  const price = Array.from({ length: n }, (_, i) => mid[i] + (isBuy[i] ? 0.03 : -0.03));
+  const size = Array.from({ length: n }, (_, i) => 1 + (i % 4));
+  const batch = new wickra.EffectiveSpread().batch(price, size, isBuy, mid);
+  const streamer = new wickra.EffectiveSpread();
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    const s = streamer.update(price[i], size[i], isBuy[i], mid[i]);
+    assert.ok(Math.abs(s - batch[i]) < 1e-9, `mismatch at ${i}: ${s} vs ${batch[i]}`);
+  }
+});
+
+test('realized spread resolves against the future mid', () => {
+  const rs = new wickra.RealizedSpread(1);
+  assert.equal(rs.update(100.10, 1, true, 100.0), null); // buffered
+  // 2 * (+1) * (100.10 - 100.20) / 100.0 * 10000 = -20 bps.
+  assert.ok(Math.abs(rs.update(99.90, 1, false, 100.20) - -20.0) < 1e-9);
+});
+
+test('realized spread streaming update matches batch', () => {
+  const n = 30;
+  const mid = Array.from({ length: n }, (_, i) => 100 + 0.25 * Math.sin(i * 0.5));
+  const isBuy = Array.from({ length: n }, (_, i) => i % 3 !== 0);
+  const price = Array.from({ length: n }, (_, i) => mid[i] + (isBuy[i] ? 0.03 : -0.03));
+  const size = Array.from({ length: n }, (_, i) => 1 + (i % 4));
+  const batch = new wickra.RealizedSpread(4).batch(price, size, isBuy, mid);
+  const streamer = new wickra.RealizedSpread(4);
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    const s = streamer.update(price[i], size[i], isBuy[i], mid[i]);
+    const got = s === null ? NaN : s;
+    assert.ok(
+      (Number.isNaN(got) && Number.isNaN(batch[i])) || Math.abs(got - batch[i]) < 1e-9,
+      `mismatch at ${i}: ${got} vs ${batch[i]}`,
+    );
+  }
+});
+
+test("kyle's lambda recovers a constant price-impact slope", () => {
+  // Each trade moves the mid by exactly 0.5 per unit of signed volume.
+  const impact = 0.5;
+  let mid = 100;
+  const price = [];
+  const size = [];
+  const isBuy = [];
+  const mids = [];
+  for (let i = 0; i < 20; i++) {
+    const buy = i % 2 === 0;
+    const sz = 1 + (i % 3);
+    const signed = buy ? sz : -sz;
+    mid += impact * signed;
+    price.push(mid);
+    size.push(sz);
+    isBuy.push(buy);
+    mids.push(mid);
+  }
+  const out = new wickra.KylesLambda(6).batch(price, size, isBuy, mids);
+  assert.ok(Math.abs(out[out.length - 1] - 0.5) < 1e-9);
+});
+
+test('price-impact rejects bad input', () => {
+  assert.throws(() => new wickra.EffectiveSpread().update(100, 1, true, 0));
+  assert.throws(() => new wickra.RealizedSpread(0));
+  assert.throws(() => new wickra.KylesLambda(1));
+});
+
+test('footprint buckets buy and sell volume per price level', () => {
+  const fp = new wickra.Footprint(1.0);
+  fp.update(100.2, 2, true); // bucket 100 -> ask 2
+  fp.update(100.7, 3, false); // bucket 101 -> bid 3
+  const out = fp.update(100.1, 1, true); // bucket 100 -> ask 3
+  assert.equal(out.length, 2);
+  assert.deepEqual(
+    { price: out[0].price, bidVol: out[0].bidVol, askVol: out[0].askVol },
+    { price: 100.0, bidVol: 0.0, askVol: 3.0 },
+  );
+  assert.deepEqual(
+    { price: out[1].price, bidVol: out[1].bidVol, askVol: out[1].askVol },
+    { price: 101.0, bidVol: 3.0, askVol: 0.0 },
+  );
+});
+
+test('footprint streaming update matches batch and rejects bad tick', () => {
+  const n = 12;
+  const price = Array.from({ length: n }, (_, i) => 100 + (i % 5) * 0.3);
+  const size = Array.from({ length: n }, (_, i) => 1 + (i % 3));
+  const isBuy = Array.from({ length: n }, (_, i) => i % 2 === 0);
+  const batch = new wickra.Footprint(1.0).batch(price, size, isBuy);
+  const streamer = new wickra.Footprint(1.0);
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    const s = streamer.update(price[i], size[i], isBuy[i]);
+    assert.deepEqual(s, batch[i], `mismatch at ${i}`);
+  }
+  assert.throws(() => new wickra.Footprint(0));
+});
+
+test('derivatives indicators reference values', () => {
+  // Funding rate passes through (and may be negative).
+  assert.equal(new wickra.FundingRate().update(0.0001), 0.0001);
+  assert.equal(new wickra.FundingRate().update(-0.0003), -0.0003);
+  // Rolling mean: window [0.001, 0.003] -> 0.002.
+  const frm = new wickra.FundingRateMean(2);
+  assert.equal(frm.update(0.001), null); // warming up
+  assert.ok(Math.abs(frm.update(0.003) - 0.002) < 1e-12);
+  // Z-score: window [0.001, 0.003] -> +1.
+  const z = new wickra.FundingRateZScore(2);
+  assert.equal(z.update(0.001), null); // warming up
+  assert.ok(Math.abs(z.update(0.003) - 1.0) < 1e-9);
+  // Basis: mark 100.5 vs index 100.0 -> 0.005.
+  assert.ok(Math.abs(new wickra.FundingBasis().update(100.5, 100.0) - 0.005) < 1e-12);
+  // OI delta: seeds then emits the change.
+  const oid = new wickra.OpenInterestDelta();
+  assert.equal(oid.update(1000), null);
+  assert.equal(oid.update(1250), 250);
+  assert.equal(oid.update(1100), -150);
+});
+
+test('derivatives streaming update matches batch', () => {
+  const n = 30;
+  const rate = Array.from({ length: n }, (_, i) => 0.0001 * Math.sin(i * 0.3));
+  const batch = new wickra.FundingRateMean(5).batch(rate);
+  const streamer = new wickra.FundingRateMean(5);
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    const s = streamer.update(rate[i]);
+    assert.ok(
+      (s === null && Number.isNaN(batch[i])) || Math.abs(s - batch[i]) < 1e-12,
+      `mismatch at ${i}: ${s} vs ${batch[i]}`,
+    );
+  }
+});
+
+test('derivatives reject bad input', () => {
+  assert.throws(() => new wickra.FundingRateMean(0));
+  assert.throws(() => new wickra.FundingRateZScore(0));
+  assert.throws(() => new wickra.FundingBasis().update(100, 0));
+});
+
+test('OI / flow / liquidation indicators reference values', () => {
+  // OI +10% while price flat -> divergence +0.1.
+  const div = new wickra.OIPriceDivergence(1);
+  assert.equal(div.update(1000, 100), null); // warming up
+  assert.ok(Math.abs(div.update(1100, 100) - 0.1) < 1e-12);
+  // OI-weighted: (100·10 + 110·30) / 40 = 107.5.
+  const oiw = new wickra.OIWeighted();
+  assert.equal(oiw.update(100, 10), 100);
+  assert.ok(Math.abs(oiw.update(110, 30) - 107.5) < 1e-12);
+  // Long/short ratio.
+  assert.ok(Math.abs(new wickra.LongShortRatio().update(600, 400) - 1.5) < 1e-12);
+  assert.equal(new wickra.LongShortRatio().update(600, 0), 0);
+  // Taker buy/sell ratio.
+  assert.ok(Math.abs(new wickra.TakerBuySellRatio().update(60, 40) - 1.5) < 1e-12);
+  assert.equal(new wickra.TakerBuySellRatio().update(60, 0), 0);
+  // Liquidation features object.
+  const liq = new wickra.LiquidationFeatures().update(30, 10);
+  assert.equal(liq.net, 20);
+  assert.equal(liq.total, 40);
+  assert.equal(liq.imbalance, 0.5);
+});
+
+test('liquidation features batch is flat n*5', () => {
+  const longLiq = [10, 0, 30];
+  const shortLiq = [5, 20, 0];
+  const batch = new wickra.LiquidationFeatures().batch(longLiq, shortLiq);
+  assert.equal(batch.length, 15);
+  // Row 0: long 10, short 5, net 5, total 15.
+  assert.equal(batch[0], 10);
+  assert.equal(batch[1], 5);
+  assert.equal(batch[2], 5);
+  assert.equal(batch[3], 15);
+});
+
+test('OI flow rejects bad input', () => {
+  assert.throws(() => new wickra.OIPriceDivergence(0));
+  assert.throws(() => new wickra.OIWeighted().update(0, 100));
+});
+
+test('basis & calendar-spread reference values', () => {
+  // futures 102 vs index 100 -> 0.02 contango.
+  assert.ok(Math.abs(new wickra.TermStructureBasis().update(102, 100) - 0.02) < 1e-12);
+  assert.ok(Math.abs(new wickra.TermStructureBasis().update(98, 100) + 0.02) < 1e-12);
+  // futures 101 vs perpetual mark 100 -> 0.01.
+  assert.ok(Math.abs(new wickra.CalendarSpread().update(101, 100) - 0.01) < 1e-12);
+});
+
+test('basis streaming update matches batch', () => {
+  const n = 20;
+  const index = Array.from({ length: n }, (_, i) => 100 + Math.sin(i * 0.2));
+  const futures = Array.from({ length: n }, (_, i) => index[i] + 0.5);
+  const batch = new wickra.TermStructureBasis().batch(futures, index);
+  const streamer = new wickra.TermStructureBasis();
+  assert.equal(batch.length, n);
+  for (let i = 0; i < n; i++) {
+    assert.ok(Math.abs(streamer.update(futures[i], index[i]) - batch[i]) < 1e-12);
+  }
+});
+
+test('basis rejects bad input', () => {
+  assert.throws(() => new wickra.TermStructureBasis().update(100, 0));
+  assert.throws(() => new wickra.CalendarSpread().update(100, 0));
+});

bindings/node/__tests__/input_validation.test.js

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

bindings/node/__tests__/smoke.test.js

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

bindings/node/benchmarks/throughput.js

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

bindings/node/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, SuperSmoother, FisherTransform, InverseFisherTransform, Decycler, DecyclerOscillator, RoofingFilter, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, SpearmanCorrelation, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -332,6 +332,34 @@ module.exports.StdDev = StdDev
 module.exports.UlcerIndex = UlcerIndex
 module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
 module.exports.ZScore = ZScore
+module.exports.McGinleyDynamic = McGinleyDynamic
+module.exports.FRAMA = FRAMA
+module.exports.SuperSmoother = SuperSmoother
+module.exports.FisherTransform = FisherTransform
+module.exports.Decycler = Decycler
+module.exports.CenterOfGravity = CenterOfGravity
+module.exports.CyberneticCycle = CyberneticCycle
+module.exports.InstantaneousTrendline = InstantaneousTrendline
+module.exports.EhlersStochastic = EhlersStochastic
+module.exports.RVIVolatility = RVIVolatility
+module.exports.Variance = Variance
+module.exports.CoefficientOfVariation = CoefficientOfVariation
+module.exports.Skewness = Skewness
+module.exports.Kurtosis = Kurtosis
+module.exports.StandardError = StandardError
+module.exports.DetrendedStdDev = DetrendedStdDev
+module.exports.RSquared = RSquared
+module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
+module.exports.Autocorrelation = Autocorrelation
+module.exports.HurstExponent = HurstExponent
+module.exports.PearsonCorrelation = PearsonCorrelation
+module.exports.Beta = Beta
+module.exports.PairwiseBeta = PairwiseBeta
+module.exports.SpearmanCorrelation = SpearmanCorrelation
+module.exports.PairSpreadZScore = PairSpreadZScore
+module.exports.LeadLagCrossCorrelation = LeadLagCrossCorrelation
+module.exports.Cointegration = Cointegration
+module.exports.RelativeStrengthAB = RelativeStrengthAB
 module.exports.MACD = MACD
 module.exports.BollingerBands = BollingerBands
 module.exports.ATR = ATR
@@ -349,27 +377,25 @@ module.exports.VWAP = VWAP
 module.exports.RollingVWAP = RollingVWAP
 module.exports.AwesomeOscillator = AwesomeOscillator
 module.exports.Aroon = Aroon
-module.exports.KAMA = KAMA
-module.exports.RVI = RVI
-module.exports.PGO = PGO
-module.exports.KST = KST
-module.exports.SMI = SMI
-module.exports.LaguerreRSI = LaguerreRSI
-module.exports.ConnorsRSI = ConnorsRSI
 module.exports.Inertia = Inertia
-module.exports.ALMA = ALMA
-module.exports.McGinleyDynamic = McGinleyDynamic
-module.exports.FRAMA = FRAMA
-module.exports.VIDYA = VIDYA
-module.exports.JMA = JMA
-module.exports.Alligator = Alligator
-module.exports.EVWMA = EVWMA
-module.exports.APO = APO
+module.exports.ConnorsRSI = ConnorsRSI
+module.exports.LaguerreRSI = LaguerreRSI
+module.exports.SMI = SMI
+module.exports.KST = KST
+module.exports.PGO = PGO
+module.exports.RVI = RVI
 module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
-module.exports.CFO = CFO
-module.exports.ZeroLagMACD = ZeroLagMACD
-module.exports.ElderImpulse = ElderImpulse
 module.exports.STC = STC
+module.exports.ElderImpulse = ElderImpulse
+module.exports.ZeroLagMACD = ZeroLagMACD
+module.exports.CFO = CFO
+module.exports.APO = APO
+module.exports.KAMA = KAMA
+module.exports.EVWMA = EVWMA
+module.exports.Alligator = Alligator
+module.exports.JMA = JMA
+module.exports.VIDYA = VIDYA
+module.exports.ALMA = ALMA
 module.exports.T3 = T3
 module.exports.TSI = TSI
 module.exports.PMO = PMO
@@ -379,17 +405,17 @@ module.exports.VolumePriceTrend = VolumePriceTrend
 module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
 module.exports.ChaikinOscillator = ChaikinOscillator
 module.exports.ForceIndex = ForceIndex
-module.exports.EaseOfMovement = EaseOfMovement
-module.exports.KVO = KVO
-module.exports.VolumeOscillator = VolumeOscillator
 module.exports.NVI = NVI
 module.exports.PVI = PVI
+module.exports.VolumeOscillator = VolumeOscillator
+module.exports.KVO = KVO
 module.exports.WilliamsAD = WilliamsAD
 module.exports.AnchoredVWAP = AnchoredVWAP
 module.exports.DemandIndex = DemandIndex
 module.exports.TSV = TSV
 module.exports.VZO = VZO
 module.exports.MarketFacilitationIndex = MarketFacilitationIndex
+module.exports.EaseOfMovement = EaseOfMovement
 module.exports.SuperTrend = SuperTrend
 module.exports.ChandelierExit = ChandelierExit
 module.exports.ChandeKrollStop = ChandeKrollStop
@@ -411,26 +437,25 @@ module.exports.BalanceOfPower = BalanceOfPower
 module.exports.ChoppinessIndex = ChoppinessIndex
 module.exports.TrueRange = TrueRange
 module.exports.ChaikinVolatility = ChaikinVolatility
+module.exports.YangZhangVolatility = YangZhangVolatility
+module.exports.RogersSatchellVolatility = RogersSatchellVolatility
+module.exports.GarmanKlassVolatility = GarmanKlassVolatility
+module.exports.ParkinsonVolatility = ParkinsonVolatility
 module.exports.LinRegAngle = LinRegAngle
 module.exports.BollingerBandwidth = BollingerBandwidth
 module.exports.PercentB = PercentB
 module.exports.NATR = NATR
 module.exports.HistoricalVolatility = HistoricalVolatility
 module.exports.AroonOscillator = AroonOscillator
-module.exports.Vortex = Vortex
-module.exports.RWI = RWI
 module.exports.WaveTrend = WaveTrend
+module.exports.RWI = RWI
+module.exports.Vortex = Vortex
 module.exports.MassIndex = MassIndex
 module.exports.StochRSI = StochRSI
 module.exports.UltimateOscillator = UltimateOscillator
 module.exports.PPO = PPO
 module.exports.Coppock = Coppock
 module.exports.VWMA = VWMA
-module.exports.RVIVolatility = RVIVolatility
-module.exports.ParkinsonVolatility = ParkinsonVolatility
-module.exports.GarmanKlassVolatility = GarmanKlassVolatility
-module.exports.RogersSatchellVolatility = RogersSatchellVolatility
-module.exports.YangZhangVolatility = YangZhangVolatility
 module.exports.MaEnvelope = MaEnvelope
 module.exports.AccelerationBands = AccelerationBands
 module.exports.StarcBands = StarcBands
@@ -461,16 +486,9 @@ module.exports.TDRangeProjection = TDRangeProjection
 module.exports.TDDifferential = TDDifferential
 module.exports.TDOpen = TDOpen
 module.exports.TDRiskLevel = TDRiskLevel
-module.exports.SuperSmoother = SuperSmoother
-module.exports.FisherTransform = FisherTransform
 module.exports.InverseFisherTransform = InverseFisherTransform
-module.exports.Decycler = Decycler
 module.exports.DecyclerOscillator = DecyclerOscillator
 module.exports.RoofingFilter = RoofingFilter
-module.exports.CenterOfGravity = CenterOfGravity
-module.exports.CyberneticCycle = CyberneticCycle
-module.exports.InstantaneousTrendline = InstantaneousTrendline
-module.exports.EhlersStochastic = EhlersStochastic
 module.exports.EmpiricalModeDecomposition = EmpiricalModeDecomposition
 module.exports.HilbertDominantCycle = HilbertDominantCycle
 module.exports.AdaptiveCycle = AdaptiveCycle
@@ -479,19 +497,6 @@ module.exports.MAMA = MAMA
 module.exports.FAMA = FAMA
 module.exports.Ichimoku = Ichimoku
 module.exports.HeikinAshi = HeikinAshi
-module.exports.Variance = Variance
-module.exports.CoefficientOfVariation = CoefficientOfVariation
-module.exports.Skewness = Skewness
-module.exports.Kurtosis = Kurtosis
-module.exports.StandardError = StandardError
-module.exports.DetrendedStdDev = DetrendedStdDev
-module.exports.RSquared = RSquared
-module.exports.MedianAbsoluteDeviation = MedianAbsoluteDeviation
-module.exports.Autocorrelation = Autocorrelation
-module.exports.HurstExponent = HurstExponent
-module.exports.PearsonCorrelation = PearsonCorrelation
-module.exports.Beta = Beta
-module.exports.SpearmanCorrelation = SpearmanCorrelation
 module.exports.ValueArea = ValueArea
 module.exports.InitialBalance = InitialBalance
 module.exports.OpeningRange = OpeningRange
@@ -510,7 +515,76 @@ module.exports.Tweezer = Tweezer
 module.exports.SpinningTop = SpinningTop
 module.exports.ThreeInside = ThreeInside
 module.exports.ThreeOutside = ThreeOutside
-// Family 15: Risk / Performance metrics
+module.exports.TwoCrows = TwoCrows
+module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
+module.exports.IdenticalThreeCrows = IdenticalThreeCrows
+module.exports.ThreeLineStrike = ThreeLineStrike
+module.exports.ThreeStarsInSouth = ThreeStarsInSouth
+module.exports.AbandonedBaby = AbandonedBaby
+module.exports.AdvanceBlock = AdvanceBlock
+module.exports.BeltHold = BeltHold
+module.exports.Breakaway = Breakaway
+module.exports.Counterattack = Counterattack
+module.exports.DojiStar = DojiStar
+module.exports.DragonflyDoji = DragonflyDoji
+module.exports.GravestoneDoji = GravestoneDoji
+module.exports.LongLeggedDoji = LongLeggedDoji
+module.exports.RickshawMan = RickshawMan
+module.exports.EveningDojiStar = EveningDojiStar
+module.exports.MorningDojiStar = MorningDojiStar
+module.exports.GapSideBySideWhite = GapSideBySideWhite
+module.exports.HighWave = HighWave
+module.exports.Hikkake = Hikkake
+module.exports.HikkakeModified = HikkakeModified
+module.exports.HomingPigeon = HomingPigeon
+module.exports.OnNeck = OnNeck
+module.exports.InNeck = InNeck
+module.exports.Thrusting = Thrusting
+module.exports.SeparatingLines = SeparatingLines
+module.exports.Kicking = Kicking
+module.exports.KickingByLength = KickingByLength
+module.exports.LadderBottom = LadderBottom
+module.exports.MatHold = MatHold
+module.exports.MatchingLow = MatchingLow
+module.exports.LongLine = LongLine
+module.exports.ShortLine = ShortLine
+module.exports.RisingThreeMethods = RisingThreeMethods
+module.exports.FallingThreeMethods = FallingThreeMethods
+module.exports.UpsideGapThreeMethods = UpsideGapThreeMethods
+module.exports.DownsideGapThreeMethods = DownsideGapThreeMethods
+module.exports.StalledPattern = StalledPattern
+module.exports.StickSandwich = StickSandwich
+module.exports.Takuri = Takuri
+module.exports.ClosingMarubozu = ClosingMarubozu
+module.exports.OpeningMarubozu = OpeningMarubozu
+module.exports.TasukiGap = TasukiGap
+module.exports.UniqueThreeRiver = UniqueThreeRiver
+module.exports.ConcealingBabySwallow = ConcealingBabySwallow
+module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
+module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
+module.exports.Microprice = Microprice
+module.exports.QuotedSpread = QuotedSpread
+module.exports.DepthSlope = DepthSlope
+module.exports.OrderBookImbalanceTopN = OrderBookImbalanceTopN
+module.exports.SignedVolume = SignedVolume
+module.exports.CumulativeVolumeDelta = CumulativeVolumeDelta
+module.exports.TradeImbalance = TradeImbalance
+module.exports.EffectiveSpread = EffectiveSpread
+module.exports.RealizedSpread = RealizedSpread
+module.exports.KylesLambda = KylesLambda
+module.exports.Footprint = Footprint
+module.exports.FundingRate = FundingRate
+module.exports.FundingRateMean = FundingRateMean
+module.exports.FundingRateZScore = FundingRateZScore
+module.exports.FundingBasis = FundingBasis
+module.exports.OpenInterestDelta = OpenInterestDelta
+module.exports.OIPriceDivergence = OIPriceDivergence
+module.exports.OIWeighted = OIWeighted
+module.exports.LongShortRatio = LongShortRatio
+module.exports.TakerBuySellRatio = TakerBuySellRatio
+module.exports.LiquidationFeatures = LiquidationFeatures
+module.exports.TermStructureBasis = TermStructureBasis
+module.exports.CalendarSpread = CalendarSpread
 module.exports.SharpeRatio = SharpeRatio
 module.exports.SortinoRatio = SortinoRatio
 module.exports.CalmarRatio = CalmarRatio

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-darwin-arm64",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-darwin-x64",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-linux-arm64-gnu",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-linux-x64-gnu",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-win32-arm64-msvc",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

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

@@ -1,12 +1,12 @@
 {
   "name": "wickra-win32-x64-msvc",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "engines": {
     "node": ">= 18"
   },

bindings/node/package-lock.json

@@ -1,12 +1,12 @@
 {
   "name": "wickra",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "lockfileVersion": 3,
   "requires": true,
   "packages": {
     "": {
       "name": "wickra",
-      "version": "0.3.1",
+      "version": "0.4.4",
       "license": "PolyForm-Noncommercial-1.0.0",
       "devDependencies": {
         "@napi-rs/cli": "^2.18.0"
@@ -15,12 +15,12 @@
         "node": ">= 18"
       },
       "optionalDependencies": {
-        "wickra-darwin-arm64": "0.3.1",
-        "wickra-darwin-x64": "0.3.1",
-        "wickra-linux-arm64-gnu": "0.3.1",
-        "wickra-linux-x64-gnu": "0.3.1",
-        "wickra-win32-arm64-msvc": "0.3.1",
-        "wickra-win32-x64-msvc": "0.3.1"
+        "wickra-darwin-arm64": "0.4.4",
+        "wickra-darwin-x64": "0.4.4",
+        "wickra-linux-arm64-gnu": "0.4.4",
+        "wickra-linux-x64-gnu": "0.4.4",
+        "wickra-win32-arm64-msvc": "0.4.4",
+        "wickra-win32-x64-msvc": "0.4.4"
       }
     },
     "node_modules/@napi-rs/cli": {
@@ -41,8 +41,8 @@
       }
     },
     "node_modules/wickra-darwin-arm64": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.4.4.tgz",
       "integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
       "cpu": [
         "arm64"
@@ -57,8 +57,8 @@
       }
     },
     "node_modules/wickra-darwin-x64": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.4.4.tgz",
       "integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
       "cpu": [
         "x64"
@@ -73,8 +73,8 @@
       }
     },
     "node_modules/wickra-linux-arm64-gnu": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.4.4.tgz",
       "integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
       "cpu": [
         "arm64"
@@ -89,8 +89,8 @@
       }
     },
     "node_modules/wickra-linux-x64-gnu": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.4.4.tgz",
       "integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
       "cpu": [
         "x64"
@@ -105,8 +105,8 @@
       }
     },
     "node_modules/wickra-win32-arm64-msvc": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.4.4.tgz",
       "integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
       "cpu": [
         "arm64"
@@ -121,8 +121,8 @@
       }
     },
     "node_modules/wickra-win32-x64-msvc": {
-      "version": "0.3.1",
-      "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.3.1.tgz",
+      "version": "0.4.4",
+      "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.4.4.tgz",
       "integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
       "cpu": [
         "x64"

bindings/node/package.json

@@ -1,11 +1,11 @@
 {
   "name": "wickra",
-  "version": "0.3.1",
+  "version": "0.4.4",
   "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": "LicenseRef-Wickra-Noncommercial-1.0.0",
   "keywords": [
     "trading",
     "indicators",
@@ -47,12 +47,12 @@
     "node": ">= 18"
   },
   "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.3.1",
-    "wickra-linux-arm64-gnu": "0.3.1",
-    "wickra-darwin-x64": "0.3.1",
-    "wickra-darwin-arm64": "0.3.1",
-    "wickra-win32-x64-msvc": "0.3.1",
-    "wickra-win32-arm64-msvc": "0.3.1"
+    "wickra-linux-x64-gnu": "0.4.4",
+    "wickra-linux-arm64-gnu": "0.4.4",
+    "wickra-darwin-x64": "0.4.4",
+    "wickra-darwin-arm64": "0.4.4",
+    "wickra-win32-x64-msvc": "0.4.4",
+    "wickra-win32-arm64-msvc": "0.4.4"
   },
   "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"

bindings/python/Cargo.toml

@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license.workspace = true
+license-file.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true

bindings/python/README.md

@@ -1,314 +1,72 @@
-# Wickra
+# Wickra — Python
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
-[![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
 [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
-[![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/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. 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 four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose the same indicators from the shared, `unsafe`-forbidden Rust core.
 
-The numbers below were measured on a single developer workstation and are not
-guaranteed to reproduce identically on different hardware — absolute µs values
-depend on CPU, memory clock and OS scheduler. Read them as **relative
-speedups** between libraries on identical input, not as a universal
-performance contract.
+## Disclaimer
 
-- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
-  Rust 1.92 (release profile, `lto = "fat"`, `codegen-units = 1`),
-  Python 3.12, Node 20.
-- **Reproduce yourself:** `pip install -e bindings/python[bench]` then
-  `python -m benchmarks.compare_libraries`. The script auto-detects every
-  installed peer library and runs them on the same generated inputs as
-  Wickra. The CI job `cross-library-bench` runs the same script on every
-  push and uploads the raw report as a build artefact.
-
-Lower µs/op = faster. Wickra wins every batch category outright, and the
-streaming gap widens linearly with how much history a batch-only library has
-to recompute on every tick.
-
-### Batch — single full pass over a 20 000-bar series
-
-Reading the table: each cell shows that library's runtime, plus how many times
-slower it is than Wickra in parentheses. **★** marks the winner per row.
-
-| Indicator           | **★&nbsp;Wickra**   | finta                       | talipp                        |
-|---------------------|---------------------|-----------------------------|-------------------------------|
-| SMA(20)             | **95.6 µs ★**       | 343.5 µs (3.6× slower)      | 7 640.6 µs (79.9× slower)     |
-| EMA(20)             | **64.6 µs ★**       | 223.1 µs (3.5× slower)      | 12 160.9 µs (188.2× slower)   |
-| RSI(14)             | **126.2 µs ★**      | 1 107.1 µs (8.8× slower)    | 15 792.2 µs (125.1× slower)   |
-| MACD(12, 26, 9)     | **119.0 µs ★**      | 531.8 µs (4.5× slower)      | 49 788.1 µs (418.2× slower)   |
-| Bollinger(20, 2.0)  | **105.3 µs ★**      | 812.0 µs (7.7× slower)      | 130 938.3 µs (1 243.7× slower)|
-| ATR(14)             | **123.5 µs ★**      | 5 144.8 µs (41.7× slower)   | 28 816.0 µs (233.4× slower)   |
-
-### Streaming — per-tick latency after seeding with 5 000 historical bars
-
-A batch-only library has to re-run its full indicator over the entire history on
-every new tick; Wickra updates state in O(1).
-
-| Indicator | **★&nbsp;Wickra (per tick)** | talipp (per tick)         |
-|-----------|---------------------|---------------------------|
-| RSI(14)   | **0.119 µs ★**      | 1.644 µs (13.8× slower)   |
-
-> TA-Lib and pandas-ta are not included here because both fail to install
-> cleanly on Windows without C build tooling — which is precisely the install
-> pain Wickra was built to remove. The benchmark script auto-detects every
-> peer library it can find and runs them on the same inputs as Wickra; install
-> them in your environment to see those rows light up too.
-
-Run the suite yourself:
-
-```bash
-pip install -e bindings/python[bench]
-python -m benchmarks.compare_libraries
-```
-
-## Indicators
-
-214 streaming-first indicators across sixteen families. Every one passes the
-`batch == streaming` equivalence test, reference-value tests, and reset
-semantics tests.
-
-| Family | Indicators |
-|--------|-----------|
-| Moving Averages      | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
-| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
-| Trend & Directional  | MACD, ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter |
-| Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
-| Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Detrended StdDev |
-| Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
-| Trailing Stops       | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
-| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
-| Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Spearman Correlation |
-| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
-| Pivots & S/R         | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
-| DeMark               | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
-| Ichimoku & Charts    | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
-| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down |
-| Market Profile       | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
-| Risk / Performance   | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
-
-Adding a new indicator means implementing one trait in Rust; all four bindings
-inherit it automatically.
-
-## Languages
-
-| Binding           | Install                                       | Example |
-|-------------------|-----------------------------------------------|---------|
-| Python (PyO3)     | `pip install wickra`                          | `examples/python/backtest.py` |
-| Node.js (napi-rs) | `npm install wickra`                          | `examples/node/backtest.js` |
-| Browser / WASM    | `npm install wickra-wasm`                     | `examples/wasm/index.html` |
-| Rust              | `cargo add wickra`                            | `examples/rust/src/bin/backtest.rs` |
-
-Each binding ships several runnable examples (streaming, backtest, live feed);
-[`examples/README.md`](examples/README.md) is the full cross-language index.
-
-The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
-memory-safe implementation.
-
-## Rust API
-
-```rust
-use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};
-
-// Streaming or batch — same trait, same code.
-let mut sma = Sma::new(14)?;
-let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
-
-let mut rsi = Rsi::new(14)?;
-for price in live_feed {
-    if let Some(v) = rsi.update(price) {
-        println!("RSI = {v}");
-    }
-}
-
-// Compose indicators: RSI(7) on top of EMA(14).
-let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
-chain.update(price);
-```
-
-## Live data sources
-
-`wickra-data` (separate crate, opt-in) ships:
-
-- A streaming OHLCV **CSV reader**.
-- A **tick-to-candle aggregator** with arbitrary timeframes.
-- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
-- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
-
-```rust
-use wickra::{Indicator, Rsi};
-use wickra_data::live::binance::{BinanceKlineStream, Interval};
-
-let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
-let mut rsi = Rsi::new(14)?;
-while let Some(event) = stream.next_event().await? {
-    if event.is_closed {
-        if let Some(v) = rsi.update(event.candle.close) {
-            println!("RSI = {v:.2}");
-        }
-    }
-}
-```
-
-A Python live-trading example using the public `websockets` package lives at
-`examples/python/live_trading.py`.
-
-## Project layout
-
-```
-wickra/
-├── crates/
-│   ├── wickra-core/         core engine + all 71 indicators
-│   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
-│   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
-├── bindings/
-│   ├── python/              PyO3 + maturin (publishes on PyPI)
-│   ├── node/                napi-rs (publishes on npm)
-│   └── wasm/                wasm-bindgen (browsers, bundlers, Node)
-├── examples/                examples/README.md indexes every language
-│   ├── data/                real BTCUSDT OHLCV datasets, one per timeframe
-│   ├── rust/                Rust workspace member (`wickra-examples`)
-│   ├── python/              backtest, live trading, parallel assets, multi-tf
-│   ├── node/                streaming, backtest, live trading (load `wickra`)
-│   └── wasm/                browser demo for `wickra-wasm`
-└── .github/workflows/       CI and release pipelines
-```
-
-Rust benchmarks live in `crates/wickra/benches/`; runnable Rust examples live
-in the workspace member crate at `examples/rust/`. There is no top-level
-`benches/` directory.
-
-## Building everything from source
-
-```bash
-# Rust core + tests
-cargo test --workspace
-cargo clippy --workspace --all-targets -- -D warnings
-cargo bench -p wickra
-
-# Python binding (requires Rust toolchain + maturin)
-cd bindings/python
-maturin develop --release
-pytest
-
-# WASM binding (requires wasm-pack + wasm32-unknown-unknown target)
-wasm-pack build bindings/wasm --target web --release --features panic-hook
-
-# Node binding (requires @napi-rs/cli)
-cd bindings/node && npm install && npm run build && npm test
-```
-
-## Testing
-
-Every layer is covered; run the suites with the commands in
-[Building everything from source](#building-everything-from-source).
-
-- `wickra-core`: unit tests per indicator — textbook reference values
-  (Wilder RSI, Bollinger Bands, MACD, ATR, Stochastic), `batch == streaming`
-  equivalence, `reset` semantics, NaN/Inf handling, and property tests.
-- `wickra-data`: unit tests for CSV decoding, the tick aggregator, the
-  resampler, and the Binance payload parser.
-- `bindings/python`: pytest covering smoke checks, streaming/batch
-  equivalence, reference values, lifecycle, input validation, and
-  dict/tuple candle inputs.
-- `bindings/node`: `node --test` cases for batch, streaming, and reference
-  values across all indicators.
-- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
-  and reference values.
-
-## Contributing
-
-Contributions are very welcome — issues, bug reports, ideas, and pull requests
-all land in the same place: <https://github.com/wickra-lib/wickra>.
-
-A short orientation for first-time contributors:
-
-- **Adding an indicator.** Implement the `Indicator` trait in
-  `crates/wickra-core/src/indicators/<name>.rs`, wire it into
-  `indicators/mod.rs` and the crate root, and add reference-value tests,
-  a `batch == streaming` equivalence test, and (where it makes sense) a
-  proptest. The four bindings inherit your indicator automatically once
-  you expose it in the language wrappers.
-- **Fixing a numeric bug.** Add a failing test that pins the textbook value
-  first, then fix the math. Property tests in `crates/wickra-core` catch
-  most regressions; please don't disable them.
-- **Improving a binding.** Each binding lives under `bindings/<lang>` with
-  its own tests; please keep the `batch == streaming` invariant.
-- **Style.** `cargo fmt --all` + `cargo clippy --workspace --all-targets -- -D warnings`
-  are CI gates; running them locally before pushing keeps reviews short.
-
-For larger architectural changes, open an issue first so we can sketch the
-shape together before you invest the time.
+Wickra is an indicator toolkit, not a trading system. The values it computes
+are deterministic transforms of the input data — they are not financial advice
+and do not predict the market. Any use in a live trading context is at your own
+risk. The library is provided **as is**, without warranty of any kind.
 
 ## License
 
-Licensed under the **PolyForm Noncommercial License 1.0.0**. See [LICENSE](LICENSE).
-
-In plain English: use it, fork it, modify it, redistribute it, file issues, send
-pull requests — all welcome. Personal projects, research, education, non-profits,
-government, hobby trading bots: all fine. The one thing that's not allowed is
-commercial sale of the software or of services built around it. If you want to
-use Wickra commercially, get in touch about a license.
-
----
-
-<p align="center">
-  <a href="https://github.com/wickra-lib/wickra/stargazers">
-    <img alt="GitHub stars" src="https://img.shields.io/github/stars/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
-  </a>
-  <a href="https://github.com/wickra-lib/wickra/network/members">
-    <img alt="GitHub forks" src="https://img.shields.io/github/forks/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
-  </a>
-  <a href="https://github.com/wickra-lib/wickra/issues">
-    <img alt="GitHub issues" src="https://img.shields.io/github/issues/wickra-lib/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
-  </a>
-</p>
-
-<p align="center">
-  If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
-</p>
+Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal projects,
+research, education, non-profits, and hobby trading bots are all fine; the one
+thing not allowed is commercial sale of the software or of services built
+around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).

bindings/python/pyproject.toml

@@ -4,11 +4,11 @@ build-backend = "maturin"
 
 [project]
 name = "wickra"
-version = "0.3.1"
+version = "0.4.4"
 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 = { text = "PolyForm-Noncommercial-1.0.0 with additional personal-account permissions; see LICENSE" }
+authors = [{ name = "kingchenc", email = "support@wickra.org" }]
 requires-python = ">=3.9"
 keywords = ["finance", "trading", "indicators", "technical-analysis", "ta-lib"]
 classifiers = [

bindings/python/python/wickra/__init__.py

@@ -161,6 +161,11 @@ from ._wickra import (
     HurstExponent,
     PearsonCorrelation,
     Beta,
+    PairwiseBeta,
+    PairSpreadZScore,
+    LeadLagCrossCorrelation,
+    Cointegration,
+    RelativeStrengthAB,
     SpearmanCorrelation,
     # Ehlers / Cycle
     SuperSmoother,
@@ -235,6 +240,81 @@ 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,
+    # Microstructure: order book
+    OrderBookImbalanceTop1,
+    OrderBookImbalanceTopN,
+    OrderBookImbalanceFull,
+    Microprice,
+    QuotedSpread,
+    DepthSlope,
+    # Microstructure: trade flow
+    SignedVolume,
+    CumulativeVolumeDelta,
+    TradeImbalance,
+    # Microstructure: price impact
+    EffectiveSpread,
+    RealizedSpread,
+    KylesLambda,
+    # Microstructure: footprint
+    Footprint,
+    # Derivatives
+    FundingRate,
+    FundingRateMean,
+    FundingRateZScore,
+    FundingBasis,
+    OpenInterestDelta,
+    OIPriceDivergence,
+    OIWeighted,
+    LongShortRatio,
+    TakerBuySellRatio,
+    LiquidationFeatures,
+    TermStructureBasis,
+    CalendarSpread,
     # Risk / Performance
     SharpeRatio,
     SortinoRatio,
@@ -393,6 +473,11 @@ __all__ = [
     "HurstExponent",
     "PearsonCorrelation",
     "Beta",
+    "PairwiseBeta",
+    "PairSpreadZScore",
+    "LeadLagCrossCorrelation",
+    "Cointegration",
+    "RelativeStrengthAB",
     "SpearmanCorrelation",
     # Ehlers / Cycle
     "SuperSmoother",
@@ -467,6 +552,81 @@ __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",
+    # Microstructure: order book
+    "OrderBookImbalanceTop1",
+    "OrderBookImbalanceTopN",
+    "OrderBookImbalanceFull",
+    "Microprice",
+    "QuotedSpread",
+    "DepthSlope",
+    # Microstructure: trade flow
+    "SignedVolume",
+    "CumulativeVolumeDelta",
+    "TradeImbalance",
+    # Microstructure: price impact
+    "EffectiveSpread",
+    "RealizedSpread",
+    "KylesLambda",
+    # Microstructure: footprint
+    "Footprint",
+    # Derivatives
+    "FundingRate",
+    "FundingRateMean",
+    "FundingRateZScore",
+    "FundingBasis",
+    "OpenInterestDelta",
+    "OIPriceDivergence",
+    "OIWeighted",
+    "LongShortRatio",
+    "TakerBuySellRatio",
+    "LiquidationFeatures",
+    "TermStructureBasis",
+    "CalendarSpread",
     # Risk / Performance
     "SharpeRatio",
     "SortinoRatio",

bindings/python/tests/test_input_validation.py

@@ -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)

bindings/python/tests/test_known_values.py

@@ -429,6 +429,67 @@ 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 +823,206 @@ 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)

bindings/python/tests/test_lifecycle.py

@@ -129,3 +129,92 @@ 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)"

bindings/python/tests/test_new_indicators.py

@@ -159,6 +159,8 @@ PAIR = [
     (ta.TreynorRatio, (20, 0.0)),
     (ta.InformationRatio, (20,)),
     (ta.Alpha, (20, 0.0)),
+    (ta.PairwiseBeta, (20,)),
+    (ta.PairSpreadZScore, (20, 20)),
 ]
 
 
@@ -178,6 +180,95 @@ def test_pair_streaming_matches_batch(cls, args, sine_prices):
     assert _eq_nan(batch, np.array(streamed, dtype=np.float64))
 
 
+def _ll_signal(t):
+    return math.sin(t * 0.4) + 0.4 * math.sin(t * 1.1) + 0.2 * math.cos(t * 0.27)
+
+
+def test_lead_lag_detects_lead():
+    n = 60
+    a = np.array([_ll_signal(t) for t in range(n)])
+    # b is a delayed by 3 ⇒ a leads b ⇒ lag = +3, correlation ≈ 1.
+    b = np.array([_ll_signal(t - 3) for t in range(n)])
+    out = ta.LeadLagCrossCorrelation(12, 5).batch(a, b)
+    assert out.shape == (n, 2)
+    assert int(out[-1, 0]) == 3
+    assert out[-1, 1] > 0.99
+
+
+def test_lead_lag_streaming_matches_batch():
+    n = 60
+    a = np.array([_ll_signal(t) for t in range(n)])
+    b = np.array([_ll_signal(t - 2) for t in range(n)])
+    ind = ta.LeadLagCrossCorrelation(12, 5)
+    batch = ind.batch(a, b)
+    streamer = ta.LeadLagCrossCorrelation(12, 5)
+    for i in range(n):
+        v = streamer.update(float(a[i]), float(b[i]))
+        if v is None:
+            assert math.isnan(batch[i, 0]) and math.isnan(batch[i, 1])
+        else:
+            lag, corr = v
+            assert int(batch[i, 0]) == lag
+            assert math.isclose(batch[i, 1], corr, rel_tol=1e-12, abs_tol=1e-12)
+
+
+def test_cointegration_detects_mean_reverting_pair():
+    n = 80
+    b = np.array([50.0 + 0.5 * t for t in range(n)])
+    # a tracks 2*b with a small mean-reverting wobble ⇒ cointegrated.
+    a = 2.0 * b + 1.0 + 0.5 * np.sin(np.arange(n) * 0.6)
+    out = ta.Cointegration(40, 1).batch(a, b)
+    assert out.shape == (n, 3)
+    assert abs(out[-1, 0] - 2.0) < 0.1  # hedge ratio
+    assert out[-1, 2] < -2.0  # ADF statistic: strongly mean-reverting
+
+
+def test_cointegration_streaming_matches_batch():
+    n = 70
+    b = np.array([30.0 + 0.7 * t for t in range(n)])
+    a = 1.8 * b + 2.0 + 0.5 * np.sin(np.arange(n) * 0.4)
+    batch = ta.Cointegration(25, 2).batch(a, b)
+    streamer = ta.Cointegration(25, 2)
+    for i in range(n):
+        v = streamer.update(float(a[i]), float(b[i]))
+        if v is None:
+            assert np.all(np.isnan(batch[i]))
+        else:
+            hr, sp, adf = v
+            assert math.isclose(batch[i, 0], hr, rel_tol=1e-12, abs_tol=1e-12)
+            assert math.isclose(batch[i, 1], sp, rel_tol=1e-12, abs_tol=1e-12)
+            assert math.isclose(batch[i, 2], adf, rel_tol=1e-12, abs_tol=1e-12)
+
+
+def test_relative_strength_constant_ratio():
+    n = 30
+    a = np.full(n, 200.0)
+    b = np.full(n, 100.0)  # ratio is a constant 2
+    out = ta.RelativeStrengthAB(5, 5).batch(a, b)
+    assert out.shape == (n, 3)
+    assert math.isclose(out[-1, 0], 2.0, abs_tol=1e-12)  # ratio
+    assert math.isclose(out[-1, 1], 2.0, abs_tol=1e-12)  # ratio MA
+    assert math.isclose(out[-1, 2], 50.0, abs_tol=1e-9)  # flat ratio ⇒ RSI 50
+
+
+def test_relative_strength_streaming_matches_batch():
+    n = 60
+    tt = np.arange(n)
+    a = 100.0 + 5.0 * np.sin(tt * 0.3)
+    b = 100.0 + 2.0 * np.cos(tt * 0.2)
+    batch = ta.RelativeStrengthAB(10, 14).batch(a, b)
+    streamer = ta.RelativeStrengthAB(10, 14)
+    for i in range(n):
+        v = streamer.update(float(a[i]), float(b[i]))
+        if v is None:
+            assert np.all(np.isnan(batch[i]))
+        else:
+            ratio, ma, rsi = v
+            assert math.isclose(batch[i, 0], ratio, rel_tol=1e-12, abs_tol=1e-12)
+            assert math.isclose(batch[i, 1], ma, rel_tol=1e-12, abs_tol=1e-12)
+            assert math.isclose(batch[i, 2], rsi, rel_tol=1e-12, abs_tol=1e-12)
+
+
 # --- Candle-input, single-output indicators -------------------------------
 #
 # Each entry is (factory, batch-call). Streaming always feeds the full
@@ -432,6 +523,186 @@ CANDLE_SCALAR = {
         lambda: ta.ThreeOutside(),
         lambda ind, h, l, c, v: ind.batch(c, h, l, c),
     ),
+    "TwoCrows": (
+        lambda: ta.TwoCrows(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "UpsideGapTwoCrows": (
+        lambda: ta.UpsideGapTwoCrows(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "IdenticalThreeCrows": (
+        lambda: ta.IdenticalThreeCrows(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "ThreeLineStrike": (
+        lambda: ta.ThreeLineStrike(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "ThreeStarsInSouth": (
+        lambda: ta.ThreeStarsInSouth(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "AbandonedBaby": (
+        lambda: ta.AbandonedBaby(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "AdvanceBlock": (
+        lambda: ta.AdvanceBlock(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "BeltHold": (
+        lambda: ta.BeltHold(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Breakaway": (
+        lambda: ta.Breakaway(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Counterattack": (
+        lambda: ta.Counterattack(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "DojiStar": (
+        lambda: ta.DojiStar(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "DragonflyDoji": (
+        lambda: ta.DragonflyDoji(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "GravestoneDoji": (
+        lambda: ta.GravestoneDoji(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "LongLeggedDoji": (
+        lambda: ta.LongLeggedDoji(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "RickshawMan": (
+        lambda: ta.RickshawMan(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "EveningDojiStar": (
+        lambda: ta.EveningDojiStar(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "MorningDojiStar": (
+        lambda: ta.MorningDojiStar(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "GapSideBySideWhite": (
+        lambda: ta.GapSideBySideWhite(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "HighWave": (
+        lambda: ta.HighWave(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Hikkake": (
+        lambda: ta.Hikkake(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "HikkakeModified": (
+        lambda: ta.HikkakeModified(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "HomingPigeon": (
+        lambda: ta.HomingPigeon(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "OnNeck": (
+        lambda: ta.OnNeck(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "InNeck": (
+        lambda: ta.InNeck(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Thrusting": (
+        lambda: ta.Thrusting(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "SeparatingLines": (
+        lambda: ta.SeparatingLines(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Kicking": (
+        lambda: ta.Kicking(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "KickingByLength": (
+        lambda: ta.KickingByLength(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "LadderBottom": (
+        lambda: ta.LadderBottom(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "MatHold": (
+        lambda: ta.MatHold(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "MatchingLow": (
+        lambda: ta.MatchingLow(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "LongLine": (
+        lambda: ta.LongLine(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "ShortLine": (
+        lambda: ta.ShortLine(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "RisingThreeMethods": (
+        lambda: ta.RisingThreeMethods(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "FallingThreeMethods": (
+        lambda: ta.FallingThreeMethods(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "UpsideGapThreeMethods": (
+        lambda: ta.UpsideGapThreeMethods(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "DownsideGapThreeMethods": (
+        lambda: ta.DownsideGapThreeMethods(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "StalledPattern": (
+        lambda: ta.StalledPattern(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "StickSandwich": (
+        lambda: ta.StickSandwich(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "Takuri": (
+        lambda: ta.Takuri(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "ClosingMarubozu": (
+        lambda: ta.ClosingMarubozu(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "OpeningMarubozu": (
+        lambda: ta.OpeningMarubozu(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "TasukiGap": (
+        lambda: ta.TasukiGap(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "UniqueThreeRiver": (
+        lambda: ta.UniqueThreeRiver(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
+    "ConcealingBabySwallow": (
+        lambda: ta.ConcealingBabySwallow(),
+        lambda ind, h, l, c, v: ind.batch(c, h, l, c),
+    ),
 }
 
 
@@ -1533,6 +1804,258 @@ def test_fractal_chaos_bands_detects_peak_and_trough():
     assert out[5, 1] == pytest.approx(0.5)
 
 
+
+def test_belt_hold_reference():
+    t = ta.BeltHold()
+    assert t.update((10.0, 12.0, 10.0, 11.5, 1.0, 0)) == pytest.approx(1.0)
+    assert t.update((12.0, 12.0, 10.0, 10.5, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_breakaway_reference():
+    t = ta.Breakaway()
+    assert t.update((20.0, 20.2, 14.8, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.1, 11.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((12.5, 13.0, 10.5, 11.0, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((11.0, 11.5, 9.0, 9.5, 1.0, 3)) == pytest.approx(0.0)
+    assert t.update((9.5, 14.7, 9.4, 14.5, 1.0, 4)) == pytest.approx(1.0)
+
+
+def test_counterattack_reference():
+    t = ta.Counterattack()
+    assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_doji_star_reference():
+    t = ta.DojiStar()
+    assert t.update((20.0, 20.2, 14.8, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((13.0, 13.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_dragonfly_doji_reference():
+    t = ta.DragonflyDoji()
+    assert t.update((10.0, 10.05, 6.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_gravestone_doji_reference():
+    t = ta.GravestoneDoji()
+    assert t.update((10.0, 14.0, 9.95, 10.0, 1.0, 0)) == pytest.approx(-1.0)
+
+
+def test_long_legged_doji_reference():
+    t = ta.LongLeggedDoji()
+    assert t.update((10.0, 12.0, 8.0, 10.05, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_rickshaw_man_reference():
+    t = ta.RickshawMan()
+    assert t.update((10.0, 12.0, 8.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_evening_doji_star_reference():
+    t = ta.EveningDojiStar()
+    assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((17.0, 17.1, 16.9, 17.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((16.0, 16.1, 11.9, 12.0, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_morning_doji_star_reference():
+    t = ta.MorningDojiStar()
+    assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((8.0, 8.1, 7.9, 8.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((9.0, 13.1, 8.9, 13.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_gap_side_by_side_white_reference():
+    t = ta.GapSideBySideWhite()
+    assert t.update((10.0, 11.1, 9.9, 11.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((13.0, 14.1, 12.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((13.0, 14.1, 12.9, 14.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_high_wave_reference():
+    t = ta.HighWave()
+    assert t.update((10.0, 12.0, 8.0, 10.3, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_hikkake_reference():
+    t = ta.Hikkake()
+    assert t.update((10.0, 15.0, 5.0, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((11.0, 13.0, 8.0, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((9.0, 12.0, 6.0, 7.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_hikkake_modified_reference():
+    t = ta.HikkakeModified()
+    assert t.update((10.0, 15.0, 5.0, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((11.0, 13.0, 8.0, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((9.0, 12.0, 6.0, 9.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_homing_pigeon_reference():
+    t = ta.HomingPigeon()
+    assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.1, 10.9, 11.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_on_neck_reference():
+    t = ta.OnNeck()
+    assert t.update((15.0, 15.1, 9.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((7.0, 9.1, 6.9, 9.0, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_in_neck_reference():
+    t = ta.InNeck()
+    assert t.update((15.0, 15.1, 9.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((7.0, 10.3, 6.9, 10.2, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_thrusting_reference():
+    t = ta.Thrusting()
+    assert t.update((15.0, 15.1, 9.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((7.0, 11.6, 6.9, 11.5, 1.0, 1)) == pytest.approx(-1.0)
+
+
+def test_separating_lines_reference():
+    t = ta.SeparatingLines()
+    assert t.update((12.0, 12.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((12.0, 14.1, 12.0, 14.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_kicking_reference():
+    t = ta.Kicking()
+    assert t.update((12.0, 12.0, 10.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 16.0, 14.0, 16.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_kicking_by_length_reference():
+    t = ta.KickingByLength()
+    assert t.update((12.0, 12.0, 10.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 20.0, 14.0, 20.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_ladder_bottom_reference():
+    t = ta.LadderBottom()
+    assert t.update((20.0, 20.1, 17.9, 18.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((18.0, 18.1, 15.9, 16.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((16.0, 16.1, 13.9, 14.0, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((14.0, 15.0, 12.4, 12.5, 1.0, 3)) == pytest.approx(0.0)
+    assert t.update((15.0, 17.1, 14.9, 17.0, 1.0, 4)) == pytest.approx(1.0)
+
+
+def test_mat_hold_reference():
+    t = ta.MatHold()
+    assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((16.0, 16.1, 15.4, 15.5, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((15.5, 15.6, 14.9, 15.0, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((15.0, 15.1, 14.4, 14.5, 1.0, 3)) == pytest.approx(0.0)
+    assert t.update((14.5, 17.1, 14.4, 17.0, 1.0, 4)) == pytest.approx(1.0)
+
+
+def test_matching_low_reference():
+    t = ta.MatchingLow()
+    assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((13.0, 13.1, 9.9, 10.0, 1.0, 1)) == pytest.approx(1.0)
+
+
+def test_long_line_reference():
+    t = ta.LongLine()
+    # Five quiet bars fill the rolling range average, then a wide solid white bar.
+    for ts in range(5):
+        assert t.update((10.0, 10.5, 9.5, 10.2, 1.0, ts)) == pytest.approx(0.0)
+    assert t.update((10.0, 13.0, 9.9, 12.9, 1.0, 5)) == pytest.approx(1.0)
+
+
+def test_short_line_reference():
+    t = ta.ShortLine()
+    # Five wide bars fill the rolling range average, then a compact solid white bar.
+    for ts in range(5):
+        assert t.update((10.0, 13.0, 9.5, 12.9, 1.0, ts)) == pytest.approx(0.0)
+    assert t.update((10.0, 11.0, 9.9, 10.9, 1.0, 5)) == pytest.approx(1.0)
+
+
+def test_rising_three_methods_reference():
+    t = ta.RisingThreeMethods()
+    assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((13.5, 13.6, 12.4, 12.5, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((13.0, 13.1, 11.9, 12.0, 1.0, 3)) == pytest.approx(0.0)
+    assert t.update((12.5, 16.1, 12.4, 16.0, 1.0, 4)) == pytest.approx(1.0)
+
+
+def test_falling_three_methods_reference():
+    t = ta.FallingThreeMethods()
+    assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((11.0, 12.1, 10.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((11.5, 12.6, 11.4, 12.5, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((12.0, 13.1, 11.9, 13.0, 1.0, 3)) == pytest.approx(0.0)
+    assert t.update((12.5, 12.6, 8.9, 9.0, 1.0, 4)) == pytest.approx(-1.0)
+
+
+def test_upside_gap_three_methods_reference():
+    t = ta.UpsideGapThreeMethods()
+    assert t.update((10.0, 11.2, 9.8, 11.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((12.0, 13.2, 11.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((12.5, 12.6, 10.4, 10.5, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_downside_gap_three_methods_reference():
+    t = ta.DownsideGapThreeMethods()
+    assert t.update((13.0, 13.2, 11.8, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((11.0, 11.1, 9.8, 10.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((10.5, 12.6, 10.4, 12.5, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_stalled_pattern_reference():
+    t = ta.StalledPattern()
+    assert t.update((10.0, 12.05, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((11.0, 14.05, 10.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.6, 13.95, 14.15, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_stick_sandwich_reference():
+    t = ta.StickSandwich()
+    assert t.update((12.0, 12.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((10.5, 11.6, 10.4, 11.5, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((11.5, 11.6, 9.9, 10.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_takuri_reference():
+    t = ta.Takuri()
+    assert t.update((10.0, 10.05, 7.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_closing_marubozu_reference():
+    t = ta.ClosingMarubozu()
+    assert t.update((10.5, 15.0, 10.0, 15.0, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_opening_marubozu_reference():
+    t = ta.OpeningMarubozu()
+    assert t.update((10.0, 15.0, 10.0, 14.5, 1.0, 0)) == pytest.approx(1.0)
+
+
+def test_tasuki_gap_reference():
+    t = ta.TasukiGap()
+    assert t.update((10.0, 11.2, 9.8, 11.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((12.0, 14.0, 11.9, 13.5, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((13.0, 13.1, 11.4, 11.5, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_unique_three_river_reference():
+    t = ta.UniqueThreeRiver()
+    assert t.update((15.0, 15.1, 10.0, 10.5, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.1, 9.0, 11.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((10.2, 10.9, 9.5, 10.4, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_concealing_baby_swallow_reference():
+    t = ta.ConcealingBabySwallow()
+    assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((16.0, 16.1, 11.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((11.0, 13.0, 9.9, 10.0, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.1, 8.9, 9.0, 1.0, 3)) == pytest.approx(1.0)
+
 # --- Lifecycle ------------------------------------------------------------
 
 
@@ -1760,6 +2283,56 @@ def test_three_outside_reference():
     assert t.update((11.5, 13.0, 11.4, 12.5, 1.0, 2)) == pytest.approx(1.0)
 
 
+def test_two_crows_reference():
+    t = ta.TwoCrows()
+    assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((13.5, 13.6, 10.9, 11.0, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_upside_gap_two_crows_reference():
+    t = ta.UpsideGapTwoCrows()
+    assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((15.0, 15.2, 12.4, 12.5, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_identical_three_crows_reference():
+    t = ta.IdenticalThreeCrows()
+    assert t.update((13.0, 13.1, 11.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((12.0, 12.1, 10.9, 11.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((11.0, 11.1, 9.9, 10.0, 1.0, 2)) == pytest.approx(-1.0)
+
+
+def test_three_line_strike_reference():
+    t = ta.ThreeLineStrike()
+    assert t.update((10.0, 11.1, 9.9, 11.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((10.5, 12.1, 10.4, 12.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((11.5, 13.1, 11.4, 13.0, 1.0, 2)) == pytest.approx(0.0)
+    assert t.update((13.5, 13.6, 9.4, 9.5, 1.0, 3)) == pytest.approx(1.0)
+
+
+def test_three_stars_in_south_reference():
+    t = ta.ThreeStarsInSouth()
+    assert t.update((20.0, 20.1, 8.0, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((18.0, 18.1, 12.0, 16.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((15.0, 15.0, 14.0, 14.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_abandoned_baby_reference():
+    t = ta.AbandonedBaby()
+    assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((13.0, 13.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((16.0, 18.1, 15.9, 18.0, 1.0, 2)) == pytest.approx(1.0)
+
+
+def test_advance_block_reference():
+    t = ta.AdvanceBlock()
+    assert t.update((10.0, 13.1, 9.9, 13.0, 1.0, 0)) == pytest.approx(0.0)
+    assert t.update((12.0, 14.3, 11.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
+    assert t.update((13.5, 15.0, 13.4, 14.5, 1.0, 2)) == pytest.approx(-1.0)
+
+
 # --- Lifecycle ------------------------------------------------------------
 
 
@@ -1772,3 +2345,213 @@ def test_new_indicators_expose_lifecycle():
         assert ind.warmup_period() >= 1
         ind.reset()
         assert ind.is_ready() is False
+
+
+def _orderbook_snapshots(n: int) -> list:
+    """A deterministic varying sequence of order-book snapshots."""
+    snaps = []
+    for i in range(n):
+        bid_sz = 1.0 + (i % 5)
+        ask_sz = 1.0 + ((i + 2) % 4)
+        snaps.append(
+            (
+                [100.0, 99.0],
+                [bid_sz, 1.0],
+                [101.0, 102.0],
+                [ask_sz, 1.0],
+            )
+        )
+    return snaps
+
+
+def test_orderbook_indicators_streaming_equals_batch():
+    snaps = _orderbook_snapshots(40)
+    for make in (
+        ta.OrderBookImbalanceTop1,
+        lambda: ta.OrderBookImbalanceTopN(2),
+        ta.OrderBookImbalanceFull,
+        ta.Microprice,
+        ta.QuotedSpread,
+        ta.DepthSlope,
+    ):
+        batch = make().batch(snaps)
+        streamer = make()
+        streamed = np.array(
+            [streamer.update(*snap) for snap in snaps], dtype=np.float64
+        )
+        assert batch.shape == (len(snaps),)
+        assert _eq_nan(batch, streamed)
+
+
+def test_tradeflow_indicators_streaming_equals_batch():
+    n = 40
+    price = np.full(n, 100.0)
+    size = np.array([1.0 + (i % 5) for i in range(n)], dtype=np.float64)
+    is_buy = [i % 2 == 0 for i in range(n)]
+    for make in (
+        ta.SignedVolume,
+        ta.CumulativeVolumeDelta,
+        lambda: ta.TradeImbalance(5),
+    ):
+        batch = make().batch(price, size, is_buy)
+        streamer = make()
+        streamed = np.array(
+            [streamer.update(price[i], size[i], is_buy[i]) for i in range(n)],
+            dtype=np.float64,
+        )
+        assert batch.shape == (n,)
+        assert _eq_nan(batch, streamed)
+
+
+def test_price_impact_indicators_streaming_equals_batch():
+    n = 40
+    mid = np.array([100.0 + 0.5 * math.sin(i * 0.4) for i in range(n)], dtype=np.float64)
+    is_buy = [i % 2 == 0 for i in range(n)]
+    # Aggressive trades print across the mid in the aggressor's direction.
+    price = np.array(
+        [mid[i] + (0.02 if is_buy[i] else -0.02) for i in range(n)], dtype=np.float64
+    )
+    size = np.array([1.0 + (i % 5) for i in range(n)], dtype=np.float64)
+    for make in (ta.EffectiveSpread, lambda: ta.RealizedSpread(4), lambda: ta.KylesLambda(5)):
+        batch = make().batch(price, size, is_buy, mid)
+        streamer = make()
+        streamed = np.array(
+            [streamer.update(price[i], size[i], is_buy[i], mid[i]) for i in range(n)],
+            dtype=np.float64,
+        )
+        assert batch.shape == (n,)
+        assert _eq_nan(batch, streamed)
+
+
+def test_footprint_streaming_equals_batch():
+    n = 20
+    price = [100.0 + (i % 5) * 0.3 for i in range(n)]
+    size = [1.0 + (i % 3) for i in range(n)]
+    is_buy = [i % 2 == 0 for i in range(n)]
+    batch = ta.Footprint(1.0).batch(price, size, is_buy)
+    streamer = ta.Footprint(1.0)
+    assert len(batch) == n
+    for i in range(n):
+        streamed = streamer.update(price[i], size[i], is_buy[i])
+        assert np.array_equal(streamed, batch[i])
+
+
+def test_funding_indicators_streaming_equals_batch():
+    n = 40
+    rate = np.array([0.0001 * math.sin(i * 0.3) for i in range(n)], dtype=np.float64)
+    for make in (
+        ta.FundingRate,
+        lambda: ta.FundingRateMean(5),
+        lambda: ta.FundingRateZScore(5),
+    ):
+        batch = make().batch(rate)
+        streamer = make()
+        streamed = np.array(
+            [streamer.update(rate[i]) for i in range(n)], dtype=np.float64
+        )
+        assert batch.shape == (n,)
+        assert _eq_nan(batch, streamed)
+
+
+def test_funding_basis_streaming_equals_batch():
+    n = 40
+    index = np.array([100.0 + 0.5 * math.sin(i * 0.2) for i in range(n)], dtype=np.float64)
+    mark = np.array(
+        [index[i] + 0.1 * math.cos(i * 0.3) for i in range(n)], dtype=np.float64
+    )
+    batch = ta.FundingBasis().batch(mark, index)
+    streamer = ta.FundingBasis()
+    streamed = np.array(
+        [streamer.update(mark[i], index[i]) for i in range(n)], dtype=np.float64
+    )
+    assert batch.shape == (n,)
+    assert _eq_nan(batch, streamed)
+
+
+def test_open_interest_delta_streaming_equals_batch():
+    n = 40
+    oi = np.array([1000.0 + 50.0 * math.sin(i * 0.25) for i in range(n)], dtype=np.float64)
+    batch = ta.OpenInterestDelta().batch(oi)
+    streamer = ta.OpenInterestDelta()
+    streamed = np.array([streamer.update(oi[i]) for i in range(n)], dtype=np.float64)
+    assert batch.shape == (n,)
+    assert _eq_nan(batch, streamed)
+
+
+def test_oi_flow_indicators_streaming_equals_batch():
+    n = 40
+    oi = np.array([1000.0 + 50.0 * math.sin(i * 0.2) for i in range(n)], dtype=np.float64)
+    mark = np.array([100.0 + math.cos(i * 0.3) for i in range(n)], dtype=np.float64)
+    long_sz = np.array([500.0 + 20.0 * math.sin(i * 0.25) for i in range(n)], dtype=np.float64)
+    short_sz = np.array([400.0 + 20.0 * math.cos(i * 0.25) for i in range(n)], dtype=np.float64)
+
+    # OIPriceDivergence carries a window; update(open_interest, mark_price).
+    batch = ta.OIPriceDivergence(5).batch(oi, mark)
+    streamer = ta.OIPriceDivergence(5)
+    streamed = np.array(
+        [streamer.update(oi[i], mark[i]) for i in range(n)], dtype=np.float64
+    )
+    assert batch.shape == (n,)
+    assert _eq_nan(batch, streamed)
+
+    # OIWeighted; update(mark_price, open_interest).
+    batch = ta.OIWeighted().batch(mark, oi)
+    streamer = ta.OIWeighted()
+    streamed = np.array(
+        [streamer.update(mark[i], oi[i]) for i in range(n)], dtype=np.float64
+    )
+    assert _eq_nan(batch, streamed)
+
+    # LongShortRatio; update(long_size, short_size).
+    batch = ta.LongShortRatio().batch(long_sz, short_sz)
+    streamer = ta.LongShortRatio()
+    streamed = np.array(
+        [streamer.update(long_sz[i], short_sz[i]) for i in range(n)], dtype=np.float64
+    )
+    assert _eq_nan(batch, streamed)
+
+    # TakerBuySellRatio; update(taker_buy_volume, taker_sell_volume).
+    batch = ta.TakerBuySellRatio().batch(long_sz, short_sz)
+    streamer = ta.TakerBuySellRatio()
+    streamed = np.array(
+        [streamer.update(long_sz[i], short_sz[i]) for i in range(n)], dtype=np.float64
+    )
+    assert _eq_nan(batch, streamed)
+
+
+def test_liquidation_features_streaming_equals_batch():
+    n = 30
+    long_liq = np.array([abs(50.0 * math.sin(i * 0.4)) for i in range(n)], dtype=np.float64)
+    short_liq = np.array([abs(40.0 * math.cos(i * 0.3)) for i in range(n)], dtype=np.float64)
+    batch = ta.LiquidationFeatures().batch(long_liq, short_liq)
+    streamer = ta.LiquidationFeatures()
+    assert batch.shape == (n, 5)
+    for i in range(n):
+        row = streamer.update(long_liq[i], short_liq[i])
+        assert tuple(batch[i]) == pytest.approx(row)
+
+
+def test_basis_indicators_streaming_equals_batch():
+    n = 40
+    index = np.array([100.0 + math.sin(i * 0.2) for i in range(n)], dtype=np.float64)
+    mark = np.array([index[i] + 0.05 * math.cos(i * 0.3) for i in range(n)], dtype=np.float64)
+    futures = np.array(
+        [index[i] + 0.5 + 0.1 * math.sin(i * 0.25) for i in range(n)], dtype=np.float64
+    )
+
+    # TermStructureBasis; update(futures_price, index_price).
+    batch = ta.TermStructureBasis().batch(futures, index)
+    streamer = ta.TermStructureBasis()
+    streamed = np.array(
+        [streamer.update(futures[i], index[i]) for i in range(n)], dtype=np.float64
+    )
+    assert batch.shape == (n,)
+    assert _eq_nan(batch, streamed)
+
+    # CalendarSpread; update(futures_price, mark_price).
+    batch = ta.CalendarSpread().batch(futures, mark)
+    streamer = ta.CalendarSpread()
+    streamed = np.array(
+        [streamer.update(futures[i], mark[i]) for i in range(n)], dtype=np.float64
+    )
+    assert _eq_nan(batch, streamed)

bindings/python/tests/test_smoke.py

@@ -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

bindings/python/tests/test_streaming_vs_batch.py

@@ -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)

bindings/wasm/Cargo.toml

@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license.workspace = true
+license-file.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true

bindings/wasm/README.md

@@ -1,314 +1,72 @@
-# Wickra
+# Wickra — WebAssembly
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
-[![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
-[![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
-[![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![npm](https://img.shields.io/npm/v/wickra-wasm.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra-wasm)
+[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/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. 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 four bindings — Python, Node.js, WebAssembly, and Rust — that all
+expose 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 the **PolyForm Noncommercial License 1.0.0**. Personal projects,
+research, education, non-profits, and hobby trading bots are all fine; the one
+thing not allowed is commercial sale of the software or of services built
+around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).

crates/wickra-core/Cargo.toml

@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license.workspace = true
+license-file.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true

crates/wickra-core/src/derivatives.rs

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

crates/wickra-core/src/error.rs

@@ -31,6 +31,27 @@ pub enum Error {
     /// A multiplier or factor must be strictly positive.
     #[error("multiplier must be greater than zero")]
     NonPositiveMultiplier,
+
+    /// An order-book snapshot whose levels do not satisfy the book invariants
+    /// (e.g. a crossed book, non-finite price, negative size, or mis-sorted
+    /// levels) was provided. Order books are a microstructure input distinct
+    /// from candles and ticks, so they surface as their own variant.
+    #[error("invalid order book: {message}")]
+    InvalidOrderBook { message: &'static str },
+
+    /// A trade whose components do not satisfy the trade invariants (e.g.
+    /// non-finite price or negative size) was provided.
+    #[error("invalid trade: {message}")]
+    InvalidTrade { message: &'static str },
+
+    /// A derivatives tick whose components do not satisfy the tick invariants
+    /// (e.g. a non-positive price, a non-finite funding rate, or a negative
+    /// size/volume/liquidation) was provided. Derivatives ticks (funding /
+    /// open-interest / liquidation feeds) are a perpetual-futures input
+    /// distinct from candles, order books and trades, so they surface as their
+    /// own variant.
+    #[error("invalid derivatives tick: {message}")]
+    InvalidDerivatives { message: &'static str },
 }
 
 /// Convenience alias for `Result<T, wickra_core::Error>`.

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

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

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

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

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

@@ -0,0 +1,211 @@
+//! Belt-hold candlestick pattern.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Belt-hold — a single-bar reversal: a long candle that opens at one extreme of
+/// its range (an "opening marubozu") and runs the other way.
+///
+/// ```text
+/// range        = high − low
+/// bullish (+1.0): green, opens at the low  (open − low <= tol * range) & long body
+/// bearish (−1.0): red,   opens at the high (high − open <= tol * range) & long body
+/// long body    = |close − open| >= 0.5 * range
+/// ```
+///
+/// Output is `0.0` when the opening side carries a shadow, the body is short, or
+/// the range is degenerate. `shadow_tolerance` defaults to `0.05` (5 % of the bar
+/// range allowed on the opening side) and must lie in `[0, 1)`. Pattern-shape
+/// check only — no trend filter is applied; combine with a trend indicator for
+/// actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BeltHold, Candle, Indicator};
+///
+/// let mut indicator = BeltHold::new();
+/// // Bullish belt-hold: opens at the low, closes near the high.
+/// let candle = Candle::new(10.0, 12.0, 10.0, 11.5, 1.0, 0).unwrap();
+/// assert_eq!(indicator.update(candle), Some(1.0));
+/// ```
+#[derive(Debug, Clone)]
+pub struct BeltHold {
+    shadow_tolerance: f64,
+    has_emitted: bool,
+}
+
+impl Default for BeltHold {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl BeltHold {
+    /// Construct a Belt-hold detector with the default 5 % opening-shadow tolerance.
+    pub const fn new() -> Self {
+        Self {
+            shadow_tolerance: 0.05,
+            has_emitted: false,
+        }
+    }
+
+    /// Construct a Belt-hold detector with a custom opening-shadow tolerance.
+    ///
+    /// `shadow_tolerance` must lie in `[0, 1)`.
+    pub fn with_tolerance(shadow_tolerance: f64) -> Result<Self> {
+        if !(0.0..1.0).contains(&shadow_tolerance) {
+            return Err(Error::InvalidPeriod {
+                message: "belt-hold shadow tolerance must lie in [0, 1)",
+            });
+        }
+        Ok(Self {
+            shadow_tolerance,
+            has_emitted: false,
+        })
+    }
+
+    /// Configured opening-shadow tolerance.
+    pub fn shadow_tolerance(&self) -> f64 {
+        self.shadow_tolerance
+    }
+}
+
+impl Indicator for BeltHold {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let range = candle.high - candle.low;
+        if range <= 0.0 {
+            return Some(0.0);
+        }
+        let body = candle.close - candle.open;
+        if body.abs() < 0.5 * range {
+            return Some(0.0);
+        }
+        let tol = self.shadow_tolerance * range;
+        // Bullish: opens at the low (no lower shadow), green body.
+        if body > 0.0 && candle.open - candle.low <= tol {
+            return Some(1.0);
+        }
+        // Bearish: opens at the high (no upper shadow), red body.
+        if body < 0.0 && candle.high - candle.open <= tol {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "BeltHold"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_tolerance() {
+        assert!(BeltHold::with_tolerance(-0.01).is_err());
+        assert!(BeltHold::with_tolerance(1.0).is_err());
+    }
+
+    #[test]
+    fn accepts_valid_tolerance() {
+        let t = BeltHold::with_tolerance(0.0).unwrap();
+        assert!((t.shadow_tolerance() - 0.0).abs() < 1e-12);
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = BeltHold::default();
+        assert_eq!(t.name(), "BeltHold");
+        assert_eq!(t.warmup_period(), 1);
+        assert!(!t.is_ready());
+        assert!((t.shadow_tolerance() - 0.05).abs() < 1e-12);
+    }
+
+    #[test]
+    fn bullish_belt_hold_is_plus_one() {
+        let mut t = BeltHold::new();
+        assert_eq!(t.update(c(10.0, 12.0, 10.0, 11.5, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_belt_hold_is_minus_one() {
+        let mut t = BeltHold::new();
+        assert_eq!(t.update(c(12.0, 12.0, 10.0, 10.5, 0)), Some(-1.0));
+    }
+
+    #[test]
+    fn opening_shadow_yields_zero() {
+        let mut t = BeltHold::new();
+        // Opens 0.5 above the low -> lower shadow exceeds tolerance.
+        assert_eq!(t.update(c(10.5, 12.0, 10.0, 11.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn short_body_yields_zero() {
+        let mut t = BeltHold::new();
+        // Body 0.5 < half the range (1.0) -> not a long belt-hold.
+        assert_eq!(t.update(c(10.0, 12.0, 10.0, 10.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = BeltHold::new();
+        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 2.0, base, base + 1.8, i)
+            })
+            .collect();
+        let mut a = BeltHold::new();
+        let mut b = BeltHold::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = BeltHold::new();
+        t.update(c(10.0, 12.0, 10.0, 11.5, 0));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+    }
+}

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

@@ -0,0 +1,250 @@
+//! Breakaway candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on
+/// the second bar, drifts two more bars in the same direction, then the fifth bar
+/// snaps the other way and closes back inside the body gap left between the first
+/// and second bars, signalling the move has broken away from the crowd and is
+/// turning.
+///
+/// ```text
+/// bullish (+1.0)  — appears in a decline:
+///   bar1 black (close < open)
+///   bar2 black & its body gaps DOWN below bar1's body  (bar2.open < bar1.close)
+///   bar3 extends lower            (high & low below bar2)
+///   bar4 black & extends lower    (high & low below bar3)
+///   bar5 green & closes inside the bar1/bar2 body gap   (bar2.open < close < bar1.close)
+///
+/// bearish (−1.0) — the mirror in an advance:
+///   bar1 white (close > open)
+///   bar2 white & its body gaps UP above bar1's body    (bar2.open > bar1.close)
+///   bar3 extends higher           (high & low above bar2)
+///   bar4 white & extends higher   (high & low above bar3)
+///   bar5 red & closes inside the bar1/bar2 body gap     (bar1.close < close < bar2.open)
+/// ```
+///
+/// The middle bar (`bar3`) may be either colour — only its high/low must extend
+/// the run. Output is `+1.0` bullish, `−1.0` bearish, `0.0` otherwise. The first
+/// four bars always return `0.0` because the five-bar window is not yet filled.
+/// Pattern-shape check only — no trend filter is applied; combine with a trend
+/// indicator for actionable signals. Recognition uses TA-Lib's
+/// `CDLBREAKAWAY` body-gap and high/low ordering rules directly; it does not add
+/// TA-Lib's rolling body-length average, matching the geometric house style of
+/// the other multi-bar patterns in this family.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Breakaway, Candle, Indicator};
+///
+/// let mut indicator = Breakaway::new();
+/// indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(14.0, 14.1, 11.9, 12.0, 1.0, 1).unwrap());
+/// indicator.update(Candle::new(12.5, 13.0, 10.5, 11.0, 1.0, 2).unwrap());
+/// indicator.update(Candle::new(11.0, 11.5, 9.0, 9.5, 1.0, 3).unwrap());
+/// let out = indicator
+///     .update(Candle::new(9.5, 14.7, 9.4, 14.5, 1.0, 4).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct Breakaway {
+    c1: Option<Candle>,
+    c2: Option<Candle>,
+    c3: Option<Candle>,
+    c4: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Breakaway {
+    /// Construct a new Breakaway detector.
+    pub const fn new() -> Self {
+        Self {
+            c1: None,
+            c2: None,
+            c3: None,
+            c4: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for Breakaway {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.c1;
+        let bar2 = self.c2;
+        let bar3 = self.c3;
+        let bar4 = self.c4;
+        self.c1 = self.c2;
+        self.c2 = self.c3;
+        self.c3 = self.c4;
+        self.c4 = Some(candle);
+        let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
+            return Some(0.0);
+        };
+        // Bullish: a decline gaps lower, runs two more bars down, then a green
+        // bar5 closes back inside the bar1/bar2 body gap.
+        if bar1.close < bar1.open
+            && bar2.close < bar2.open
+            && bar2.open < bar1.close
+            && bar3.high < bar2.high
+            && bar3.low < bar2.low
+            && bar4.close < bar4.open
+            && bar4.high < bar3.high
+            && bar4.low < bar3.low
+            && candle.close > candle.open
+            && candle.close > bar2.open
+            && candle.close < bar1.close
+        {
+            return Some(1.0);
+        }
+        // Bearish: the mirror — an advance gaps higher, runs two more bars up,
+        // then a red bar5 closes back inside the bar1/bar2 body gap.
+        if bar1.close > bar1.open
+            && bar2.close > bar2.open
+            && bar2.open > bar1.close
+            && bar3.high > bar2.high
+            && bar3.low > bar2.low
+            && bar4.close > bar4.open
+            && bar4.high > bar3.high
+            && bar4.low > bar3.low
+            && candle.close < candle.open
+            && candle.close < bar2.open
+            && candle.close > bar1.close
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.c1 = None;
+        self.c2 = None;
+        self.c3 = None;
+        self.c4 = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        5
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Breakaway"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = Breakaway::new();
+        assert_eq!(t.name(), "Breakaway");
+        assert_eq!(t.warmup_period(), 5);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn bullish_breakaway_is_plus_one() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
+        assert_eq!(t.update(c(9.5, 14.7, 9.4, 14.5, 4)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_breakaway_is_minus_one() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(15.0, 20.2, 14.8, 20.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(21.0, 23.1, 20.9, 23.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(22.5, 24.5, 21.5, 24.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(24.0, 26.5, 23.0, 26.0, 3)), Some(0.0));
+        assert_eq!(t.update(c(27.0, 27.2, 20.4, 20.5, 4)), Some(-1.0));
+    }
+
+    #[test]
+    fn no_body_gap_yields_zero() {
+        let mut t = Breakaway::new();
+        // bar2 does not gap below bar1's body (bar2.open >= bar1.close).
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(16.0, 16.1, 13.9, 14.0, 1));
+        t.update(c(13.5, 14.0, 11.5, 12.0, 2));
+        t.update(c(12.0, 12.5, 10.0, 10.5, 3));
+        assert_eq!(t.update(c(10.5, 15.7, 10.4, 15.5, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn bullish_close_outside_gap_yields_zero() {
+        let mut t = Breakaway::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(14.0, 14.1, 11.9, 12.0, 1));
+        t.update(c(12.5, 13.0, 10.5, 11.0, 2));
+        t.update(c(11.0, 11.5, 9.0, 9.5, 3));
+        // bar5 closes at 13.0 — below bar2.open (14), so outside the body gap.
+        assert_eq!(t.update(c(9.5, 13.2, 9.4, 13.0, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn first_four_bars_return_zero() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 2.0, base - 0.5, base + 1.5, i)
+            })
+            .collect();
+        let mut a = Breakaway::new();
+        let mut b = Breakaway::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = Breakaway::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(14.0, 14.1, 11.9, 12.0, 1));
+        t.update(c(12.5, 13.0, 10.5, 11.0, 2));
+        t.update(c(11.0, 11.5, 9.0, 9.5, 3));
+        t.update(c(9.5, 14.7, 9.4, 14.5, 4));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,141 @@
+//! Calendar Spread — the dated future's relative premium to the perpetual.
+
+use crate::derivatives::DerivativesTick;
+use crate::traits::Indicator;
+
+/// Calendar Spread — the relative spread between a dated (e.g. quarterly)
+/// futures price and the perpetual mark price.
+///
+/// ```text
+/// spread = (futuresPrice − markPrice) / markPrice
+/// ```
+///
+/// A calendar (or inter-delivery) spread trades the *near* leg against the
+/// *far* leg — here the perpetual against a dated future. The relative spread is
+/// the roll yield available between the two contracts: positive when the future
+/// trades over the perpetual (contango roll), negative when under
+/// (backwardation). Where [`TermStructureBasis`] measures the future against
+/// spot, this measures it against the perpetual — the leg a perp-vs-future
+/// basis trade actually holds. The output is a fraction; multiply by `10_000`
+/// for basis points.
+///
+/// `Input = DerivativesTick`, `Output = f64`. Stateless; ready after the first
+/// tick.
+///
+/// [`TermStructureBasis`]: crate::TermStructureBasis
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CalendarSpread, DerivativesTick, Indicator};
+///
+/// fn tick(futures: f64, mark: f64) -> DerivativesTick {
+///     DerivativesTick::new(0.0, mark, mark, futures, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
+///         .unwrap()
+/// }
+///
+/// let mut cs = CalendarSpread::new();
+/// // futures 101 vs perpetual mark 100 -> 0.01.
+/// assert!((cs.update(tick(101.0, 100.0)).unwrap() - 0.01).abs() < 1e-12);
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct CalendarSpread {
+    has_emitted: bool,
+}
+
+impl CalendarSpread {
+    /// Construct a new calendar-spread indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for CalendarSpread {
+    type Input = DerivativesTick;
+    type Output = f64;
+
+    fn update(&mut self, tick: DerivativesTick) -> Option<f64> {
+        self.has_emitted = true;
+        Some((tick.futures_price - tick.mark_price) / tick.mark_price)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "CalendarSpread"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn tick(futures: f64, mark: f64) -> DerivativesTick {
+        DerivativesTick::new_unchecked(
+            0.0, mark, mark, futures, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+        )
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let cs = CalendarSpread::new();
+        assert_eq!(cs.name(), "CalendarSpread");
+        assert_eq!(cs.warmup_period(), 1);
+        assert!(!cs.is_ready());
+    }
+
+    #[test]
+    fn future_over_perp_is_positive() {
+        let mut cs = CalendarSpread::new();
+        let out = cs.update(tick(101.0, 100.0)).unwrap();
+        assert!((out - 0.01).abs() < 1e-12);
+        assert!(cs.is_ready());
+    }
+
+    #[test]
+    fn future_under_perp_is_negative() {
+        let mut cs = CalendarSpread::new();
+        let out = cs.update(tick(99.0, 100.0)).unwrap();
+        assert!((out + 0.01).abs() < 1e-12);
+    }
+
+    #[test]
+    fn flat_is_zero() {
+        let mut cs = CalendarSpread::new();
+        assert_eq!(cs.update(tick(100.0, 100.0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let ticks: Vec<DerivativesTick> = (0..20)
+            .map(|i| tick(100.0 + f64::from(i % 5), 100.0))
+            .collect();
+        let mut a = CalendarSpread::new();
+        let mut b = CalendarSpread::new();
+        assert_eq!(
+            a.batch(&ticks),
+            ticks.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut cs = CalendarSpread::new();
+        cs.update(tick(101.0, 100.0));
+        assert!(cs.is_ready());
+        cs.reset();
+        assert!(!cs.is_ready());
+    }
+}

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

@@ -0,0 +1,177 @@
+//! Closing Marubozu candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Closing Marubozu — a single-bar strong-momentum candle with a long body and no
+/// shadow on the *close* end. A white closing marubozu closes right at the high
+/// (no upper shadow) and may carry an opening shadow below; a black one closes
+/// right at the low (no lower shadow) and may carry an opening shadow above. The
+/// shaved close end shows the move ran unopposed into the bell.
+///
+/// ```text
+/// range = high − low
+/// long body: |close − open| >= 0.7 * range
+/// white: close > open and high − close <= 0.05 * range   (close at the high)
+/// black: close < open and close − low  <= 0.05 * range   (close at the low)
+/// ```
+///
+/// Output is `+1.0` for a white closing marubozu, `−1.0` for a black one, and
+/// `0.0` otherwise. Body and shadow thresholds follow the geometric house style
+/// rather than TA-Lib's rolling averages. The opposite shaved end is
+/// [`crate::OpeningMarubozu`]. Pattern-shape check only — no trend filter is
+/// applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it drops
+/// straight into a machine-learning feature matrix where the bullish and bearish
+/// variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, ClosingMarubozu, Indicator};
+///
+/// let mut indicator = ClosingMarubozu::new();
+/// // White: closes at the high, small opening shadow below.
+/// let candle = Candle::new(10.5, 15.0, 10.0, 15.0, 1.0, 0).unwrap();
+/// assert_eq!(indicator.update(candle), Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct ClosingMarubozu {
+    has_emitted: bool,
+}
+
+impl ClosingMarubozu {
+    /// Construct a new Closing Marubozu detector.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for ClosingMarubozu {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let range = candle.high - candle.low;
+        if range <= 0.0 {
+            return Some(0.0);
+        }
+        let body = candle.close - candle.open;
+        if body.abs() < 0.7 * range {
+            return Some(0.0);
+        }
+        let tol = 0.05 * range;
+        if body > 0.0 && candle.high - candle.close <= tol {
+            return Some(1.0);
+        }
+        if body < 0.0 && candle.close - candle.low <= tol {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "ClosingMarubozu"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = ClosingMarubozu::new();
+        assert_eq!(t.name(), "ClosingMarubozu");
+        assert_eq!(t.warmup_period(), 1);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn white_closing_marubozu_is_plus_one() {
+        let mut t = ClosingMarubozu::new();
+        // Closes at the high, opening shadow below.
+        assert_eq!(t.update(c(10.5, 15.0, 10.0, 15.0, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn black_closing_marubozu_is_minus_one() {
+        let mut t = ClosingMarubozu::new();
+        // Closes at the low, opening shadow above.
+        assert_eq!(t.update(c(14.5, 15.0, 10.0, 10.0, 0)), Some(-1.0));
+    }
+
+    #[test]
+    fn white_with_upper_shadow_yields_zero() {
+        let mut t = ClosingMarubozu::new();
+        // Long white body but a clear upper shadow -> close is not at the high.
+        assert_eq!(t.update(c(10.5, 16.0, 10.0, 15.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn black_with_lower_shadow_yields_zero() {
+        let mut t = ClosingMarubozu::new();
+        // Long black body but a clear lower shadow -> close is not at the low.
+        assert_eq!(t.update(c(14.5, 15.0, 9.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn short_body_yields_zero() {
+        let mut t = ClosingMarubozu::new();
+        // Body is short relative to range.
+        assert_eq!(t.update(c(12.0, 15.0, 10.0, 12.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = ClosingMarubozu::new();
+        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base + 0.5, base + 5.0, base, base + 5.0, i)
+            })
+            .collect();
+        let mut a = ClosingMarubozu::new();
+        let mut b = ClosingMarubozu::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = ClosingMarubozu::new();
+        t.update(c(10.5, 15.0, 10.0, 15.0, 0));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+    }
+}

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

@@ -0,0 +1,446 @@
+//! Cointegration — rolling Engle–Granger hedge ratio plus an ADF stationarity test.
+
+use std::collections::VecDeque;
+
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+/// Output of [`Cointegration`].
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct CointegrationOutput {
+    /// Engle–Granger hedge ratio `β`: the rolling OLS slope of `a` on `b`.
+    pub hedge_ratio: f64,
+    /// The current spread (regression residual) `a − (α + β·b)`.
+    pub spread: f64,
+    /// Augmented Dickey–Fuller `t`-statistic on the spread. **More negative**
+    /// means more strongly mean-reverting (cointegrated); compare against the
+    /// usual ADF/MacKinnon critical values (e.g. roughly `−2.9` at 5%). `0`
+    /// when the test is undefined (a degenerate, zero-variance spread).
+    pub adf_stat: f64,
+}
+
+/// Rolling cointegration test for a pair of assets (Engle–Granger two-step).
+///
+/// Each `update` receives one `(a, b)` pair (price levels, or log-levels if you
+/// prefer). Over the trailing window of `period` pairs the indicator:
+///
+/// 1. fits the **hedge ratio** `β` (and intercept `α`) by ordinary least
+///    squares of `a` on `b`, and forms the **spread** `eₜ = aₜ − (α + β·bₜ)`;
+/// 2. runs an **augmented Dickey–Fuller** test (no constant, no trend, with
+///    `adf_lags` lagged differences) on the spread series and reports its
+///    `t`-statistic.
+///
+/// A strongly negative ADF statistic means the spread reverts to its mean — the
+/// pair is cointegrated and the spread is tradeable. A statistic near zero
+/// means the spread wanders like a random walk (no cointegration). This is the
+/// classic pairs-trading screen: `β` tells you the hedge size, the spread is
+/// what you trade, and the ADF statistic tells you whether it is worth trading.
+///
+/// Each `update` is `O(period + adf_lags³)`: the hedge ratio is maintained from
+/// running sums, while the spread series and the small ADF regression are
+/// recomputed over the window — both bounded by the fixed parameters, not the
+/// series length.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Cointegration, Indicator};
+///
+/// let mut c = Cointegration::new(30, 1).unwrap();
+/// let mut last = None;
+/// for t in 0..60 {
+///     let b = 100.0 + f64::from(t);
+///     // `a` tracks 2·b with a small mean-reverting wobble ⇒ cointegrated.
+///     let a = 2.0 * b + 5.0 + 0.5 * (f64::from(t) * 0.7).sin();
+///     last = c.update((a, b));
+/// }
+/// let out = last.unwrap();
+/// assert!((out.hedge_ratio - 2.0).abs() < 0.1);
+/// assert!(out.adf_stat < 0.0); // mean-reverting spread
+/// ```
+#[derive(Debug, Clone)]
+pub struct Cointegration {
+    period: usize,
+    adf_lags: usize,
+    window: VecDeque<(f64, f64)>,
+    sum_a: f64,
+    sum_b: f64,
+    sum_bb: f64,
+    sum_ab: f64,
+}
+
+impl Cointegration {
+    /// Construct a new rolling cointegration test.
+    ///
+    /// `period` is the look-back window; `adf_lags` is the number of lagged
+    /// differences in the augmented Dickey–Fuller regression (`0` is the plain
+    /// Dickey–Fuller test).
+    ///
+    /// # Errors
+    /// Returns [`Error::InvalidPeriod`] if `period < 2·adf_lags + 4`, which is
+    /// the smallest window that leaves the ADF regression at least one degree
+    /// of freedom.
+    pub fn new(period: usize, adf_lags: usize) -> Result<Self> {
+        let min_period = 2 * adf_lags + 4;
+        if period < min_period {
+            return Err(Error::InvalidPeriod {
+                message: "cointegration needs period >= 2*adf_lags + 4",
+            });
+        }
+        Ok(Self {
+            period,
+            adf_lags,
+            window: VecDeque::with_capacity(period),
+            sum_a: 0.0,
+            sum_b: 0.0,
+            sum_bb: 0.0,
+            sum_ab: 0.0,
+        })
+    }
+
+    /// Look-back window length.
+    pub const fn period(&self) -> usize {
+        self.period
+    }
+
+    /// Number of lagged differences in the ADF regression.
+    pub const fn adf_lags(&self) -> usize {
+        self.adf_lags
+    }
+}
+
+impl Indicator for Cointegration {
+    /// `(a, b)` price pair.
+    type Input = (f64, f64);
+    type Output = CointegrationOutput;
+
+    fn update(&mut self, input: (f64, f64)) -> Option<CointegrationOutput> {
+        let (a, b) = input;
+        if self.window.len() == self.period {
+            let (oa, ob) = self.window.pop_front().expect("non-empty");
+            self.sum_a -= oa;
+            self.sum_b -= ob;
+            self.sum_bb -= ob * ob;
+            self.sum_ab -= oa * ob;
+        }
+        self.window.push_back((a, b));
+        self.sum_a += a;
+        self.sum_b += b;
+        self.sum_bb += b * b;
+        self.sum_ab += a * b;
+        if self.window.len() < self.period {
+            return None;
+        }
+        let n = self.period as f64;
+        let mean_a = self.sum_a / n;
+        let mean_b = self.sum_b / n;
+        let var_b = (self.sum_bb / n - mean_b * mean_b).max(0.0);
+        let (hedge_ratio, intercept) = if var_b == 0.0 {
+            // A flat `b` window has no defined slope; fall back to a level shift.
+            (0.0, mean_a)
+        } else {
+            let cov = self.sum_ab / n - mean_a * mean_b;
+            let beta = cov / var_b;
+            (beta, mean_a - beta * mean_b)
+        };
+        // Build the spread (residual) series over the window, oldest → newest.
+        let spreads: Vec<f64> = self
+            .window
+            .iter()
+            .map(|&(ai, bi)| ai - (intercept + hedge_ratio * bi))
+            .collect();
+        let spread = *spreads.last().expect("window is full");
+        let adf_stat = adf_no_constant(&spreads, self.adf_lags);
+        Some(CointegrationOutput {
+            hedge_ratio,
+            spread,
+            adf_stat,
+        })
+    }
+
+    fn reset(&mut self) {
+        self.window.clear();
+        self.sum_a = 0.0;
+        self.sum_b = 0.0;
+        self.sum_bb = 0.0;
+        self.sum_ab = 0.0;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.period
+    }
+
+    fn is_ready(&self) -> bool {
+        self.window.len() == self.period
+    }
+
+    fn name(&self) -> &'static str {
+        "Cointegration"
+    }
+}
+
+/// Solve the linear system `mat·x = rhs` for a small square system by Gaussian
+/// elimination, returning `None` if the matrix is (numerically) singular.
+///
+/// `mat` is row-major and consumed; `rhs` is the right-hand side.
+fn solve(mut mat: Vec<Vec<f64>>, mut rhs: Vec<f64>) -> Option<Vec<f64>> {
+    let dim = rhs.len();
+    for col in 0..dim {
+        let pivot = mat[col][col];
+        if pivot.abs() < 1e-12 {
+            return None;
+        }
+        let pivot_row = mat[col].clone();
+        for row in (col + 1)..dim {
+            let factor = mat[row][col] / pivot;
+            for (cell, &above) in mat[row].iter_mut().zip(&pivot_row).skip(col) {
+                *cell -= factor * above;
+            }
+            rhs[row] -= factor * rhs[col];
+        }
+    }
+    let mut sol = vec![0.0; dim];
+    for row in (0..dim).rev() {
+        let known: f64 = mat[row]
+            .iter()
+            .zip(&sol)
+            .skip(row + 1)
+            .map(|(coeff, value)| coeff * value)
+            .sum();
+        sol[row] = (rhs[row] - known) / mat[row][row];
+    }
+    Some(sol)
+}
+
+/// Augmented Dickey–Fuller `t`-statistic on `series`, with `lags` lagged
+/// differences and **no** constant or trend term (the Engle–Granger residual
+/// form). Returns `0.0` when the regression is degenerate.
+///
+/// The regression is `Δeₜ = ρ·eₜ₋₁ + Σ γᵢ·Δeₜ₋ᵢ + εₜ`; the reported statistic
+/// is `ρ̂ / se(ρ̂)`.
+fn adf_no_constant(series: &[f64], lags: usize) -> f64 {
+    let len = series.len();
+    let num_reg = lags + 1; // regressors: eₜ₋₁ plus `lags` lagged differences
+    let first = lags + 1; // first usable observation index
+    if len <= first {
+        return 0.0;
+    }
+    let num_obs = len - first;
+    if num_obs <= num_reg {
+        return 0.0; // need at least one residual degree of freedom
+    }
+    let regressors = |idx: usize| -> Vec<f64> {
+        let mut row = vec![0.0; num_reg];
+        row[0] = series[idx - 1];
+        for lag in 1..=lags {
+            row[lag] = series[idx - lag] - series[idx - lag - 1];
+        }
+        row
+    };
+    let mut xtx = vec![vec![0.0; num_reg]; num_reg];
+    let mut xty = vec![0.0; num_reg];
+    for idx in first..len {
+        let diff = series[idx] - series[idx - 1];
+        let row = regressors(idx);
+        for (ri, &left) in row.iter().enumerate() {
+            xty[ri] += left * diff;
+            for (ci, &right) in row.iter().enumerate() {
+                xtx[ri][ci] += left * right;
+            }
+        }
+    }
+    let Some(theta) = solve(xtx.clone(), xty) else {
+        return 0.0;
+    };
+    let rho = theta[0];
+    let mut rss = 0.0;
+    for idx in first..len {
+        let diff = series[idx] - series[idx - 1];
+        let pred: f64 = regressors(idx)
+            .iter()
+            .zip(&theta)
+            .map(|(coeff, value)| coeff * value)
+            .sum();
+        let resid = diff - pred;
+        rss += resid * resid;
+    }
+    let dof = (num_obs - num_reg) as f64;
+    let sigma2 = rss / dof;
+    // (XᵀX)⁻¹₀₀ from solving XᵀX·x = e₀. `xtx` is the same matrix the first
+    // solve already factored successfully, so this one cannot be singular.
+    let mut unit = vec![0.0; num_reg];
+    unit[0] = 1.0;
+    let inverse = solve(xtx, unit).expect("xtx is non-singular: the coefficient solve succeeded");
+    let var_rho = sigma2 * inverse[0];
+    if var_rho <= 0.0 {
+        return 0.0;
+    }
+    rho / var_rho.sqrt()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn rejects_too_small_period() {
+        // period must be >= 2*lags + 4.
+        assert!(Cointegration::new(3, 0).is_err()); // needs >= 4
+        assert!(Cointegration::new(4, 0).is_ok());
+        assert!(Cointegration::new(5, 1).is_err()); // needs >= 6
+        assert!(Cointegration::new(6, 1).is_ok());
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let c = Cointegration::new(30, 2).unwrap();
+        assert_eq!(c.period(), 30);
+        assert_eq!(c.adf_lags(), 2);
+        assert_eq!(c.warmup_period(), 30);
+        assert_eq!(c.name(), "Cointegration");
+    }
+
+    #[test]
+    fn adf_guards_and_degenerate_spread() {
+        // Series too short for any observation ⇒ 0.
+        assert_eq!(adf_no_constant(&[1.0], 1), 0.0);
+        // Long enough but too few degrees of freedom ⇒ 0.
+        assert_eq!(adf_no_constant(&[1.0, 2.0, 3.0], 1), 0.0);
+        // A perfect deterministic AR(1) spread (eₜ = 0.5·eₜ₋₁) is fit exactly,
+        // so the residual variance — and hence the t-statistic — is 0.
+        let geom: Vec<f64> = (0..8).map(|t| 0.5_f64.powi(t)).collect();
+        assert_eq!(adf_no_constant(&geom, 0), 0.0);
+    }
+
+    #[test]
+    fn recovers_hedge_ratio() {
+        // a = 2·b + 5 + small wobble ⇒ β ≈ 2.
+        let pairs: Vec<(f64, f64)> = (0..60)
+            .map(|t| {
+                let b = 100.0 + f64::from(t);
+                let a = 2.0 * b + 5.0 + 0.4 * (f64::from(t) * 0.9).sin();
+                (a, b)
+            })
+            .collect();
+        let out = Cointegration::new(30, 1)
+            .unwrap()
+            .batch(&pairs)
+            .into_iter()
+            .flatten()
+            .last()
+            .unwrap();
+        assert!(
+            (out.hedge_ratio - 2.0).abs() < 0.1,
+            "beta {}",
+            out.hedge_ratio
+        );
+    }
+
+    #[test]
+    fn stationary_spread_is_strongly_negative() {
+        // A clean mean-reverting (sinusoidal) spread ⇒ very negative ADF.
+        let pairs: Vec<(f64, f64)> = (0..80)
+            .map(|t| {
+                let b = 50.0 + 0.5 * f64::from(t);
+                let a = 2.0 * b + 1.0 + 0.5 * (f64::from(t) * 0.6).sin();
+                (a, b)
+            })
+            .collect();
+        let out = Cointegration::new(40, 1)
+            .unwrap()
+            .batch(&pairs)
+            .into_iter()
+            .flatten()
+            .last()
+            .unwrap();
+        assert!(out.adf_stat < -2.0, "adf {}", out.adf_stat);
+    }
+
+    #[test]
+    fn perfect_cointegration_has_zero_spread_and_defined_ratio() {
+        // a = 2·b + 5 exactly ⇒ residuals all zero ⇒ ADF degenerate ⇒ 0.
+        let pairs: Vec<(f64, f64)> = (0..40)
+            .map(|t| {
+                let b = 100.0 + f64::from(t);
+                (2.0 * b + 5.0, b)
+            })
+            .collect();
+        let out = Cointegration::new(20, 1)
+            .unwrap()
+            .batch(&pairs)
+            .into_iter()
+            .flatten()
+            .last()
+            .unwrap();
+        assert_relative_eq!(out.hedge_ratio, 2.0, epsilon = 1e-9);
+        assert_relative_eq!(out.spread, 0.0, epsilon = 1e-6);
+        assert_relative_eq!(out.adf_stat, 0.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn flat_b_falls_back_to_level() {
+        // Constant b ⇒ no slope ⇒ hedge ratio 0, spread = a − mean(a).
+        let pairs: Vec<(f64, f64)> = (0..20)
+            .map(|t| (10.0 + 0.3 * (f64::from(t) * 0.5).sin(), 7.0))
+            .collect();
+        let out = Cointegration::new(10, 0)
+            .unwrap()
+            .batch(&pairs)
+            .into_iter()
+            .flatten()
+            .last()
+            .unwrap();
+        assert_relative_eq!(out.hedge_ratio, 0.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn plain_dickey_fuller_lags_zero() {
+        // Exercise the lags = 0 path (1×1 ADF system).
+        let pairs: Vec<(f64, f64)> = (0..40)
+            .map(|t| {
+                let b = 20.0 + 0.4 * f64::from(t);
+                let a = 1.5 * b + 0.6 * (f64::from(t) * 0.7).sin();
+                (a, b)
+            })
+            .collect();
+        let out = Cointegration::new(20, 0)
+            .unwrap()
+            .batch(&pairs)
+            .into_iter()
+            .flatten()
+            .last()
+            .unwrap();
+        assert!((out.hedge_ratio - 1.5).abs() < 0.1);
+        assert!(out.adf_stat < 0.0);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut c = Cointegration::new(10, 1).unwrap();
+        for t in 0..20 {
+            let b = 100.0 + f64::from(t);
+            c.update((2.0 * b + (f64::from(t) * 0.5).sin(), b));
+        }
+        assert!(c.is_ready());
+        c.reset();
+        assert!(!c.is_ready());
+        assert_eq!(c.update((1.0, 1.0)), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let pairs: Vec<(f64, f64)> = (0..80)
+            .map(|t| {
+                let b = 30.0 + 0.7 * f64::from(t);
+                let a = 1.8 * b + 2.0 + 0.5 * (f64::from(t) * 0.4).sin();
+                (a, b)
+            })
+            .collect();
+        let batch = Cointegration::new(25, 2).unwrap().batch(&pairs);
+        let mut c = Cointegration::new(25, 2).unwrap();
+        let streamed: Vec<_> = pairs.iter().map(|p| c.update(*p)).collect();
+        assert_eq!(batch, streamed);
+    }
+}

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

@@ -0,0 +1,278 @@
+//! Concealing Baby Swallow candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Returns `true` when `candle` is a black marubozu: a down candle whose body fills
+/// the range with negligible shadows on both ends.
+fn black_marubozu(candle: Candle) -> bool {
+    let range = candle.high - candle.low;
+    if range <= 0.0 {
+        return false;
+    }
+    let upper = candle.high - candle.open;
+    let lower = candle.close - candle.low;
+    candle.open > candle.close && upper <= 0.05 * range && lower <= 0.05 * range
+}
+
+/// Concealing Baby Swallow — a rare 4-bar bullish reversal. Two black marubozu lead
+/// a steep decline; the third is a black candle that gaps down on the open yet
+/// throws a long upper shadow back up into the second body; the fourth is a large
+/// black candle that completely engulfs the third, shadows included. The relentless
+/// selling that can no longer make ground signals capitulation.
+///
+/// ```text
+/// bar1, bar2 black marubozu (body == range, negligible shadows)
+/// bar3 black, opens below bar2's body (open3 < close2) with an upper
+///   shadow into it (high3 > close2)
+/// bar4 black, engulfs bar3 including shadows: open4 > high3 and close4 < low3
+/// ```
+///
+/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Concealing Baby
+/// Swallow is a single-direction (bullish-only) reversal, so it never emits `−1.0`.
+/// The first three bars always return `0.0` because the four-bar window is not yet
+/// filled. Body and shadow thresholds follow the geometric house style rather than
+/// TA-Lib's rolling averages. Pattern-shape check only — no trend filter is applied;
+/// combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, ConcealingBabySwallow, Indicator};
+///
+/// let mut indicator = ConcealingBabySwallow::new();
+/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(16.0, 16.1, 11.9, 12.0, 1.0, 1).unwrap());
+/// indicator.update(Candle::new(11.0, 13.0, 9.9, 10.0, 1.0, 2).unwrap());
+/// let out = indicator
+///     .update(Candle::new(14.0, 14.1, 8.9, 9.0, 1.0, 3).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct ConcealingBabySwallow {
+    c1: Option<Candle>,
+    c2: Option<Candle>,
+    c3: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl ConcealingBabySwallow {
+    /// Construct a new Concealing Baby Swallow detector.
+    pub const fn new() -> Self {
+        Self {
+            c1: None,
+            c2: None,
+            c3: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for ConcealingBabySwallow {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.c1;
+        let bar2 = self.c2;
+        let bar3 = self.c3;
+        self.c1 = self.c2;
+        self.c2 = self.c3;
+        self.c3 = Some(candle);
+        let (Some(bar1), Some(bar2), Some(bar3)) = (bar1, bar2, bar3) else {
+            return Some(0.0);
+        };
+        // bar1 and bar2 are black marubozu.
+        if !black_marubozu(bar1) || !black_marubozu(bar2) {
+            return Some(0.0);
+        }
+        // bar3 is black, gaps down on the open, throws an upper shadow into bar2.
+        if bar3.open <= bar3.close {
+            return Some(0.0);
+        }
+        if bar3.open >= bar2.close {
+            return Some(0.0); // no downside open gap
+        }
+        if bar3.high <= bar2.close {
+            return Some(0.0); // upper shadow does not reach into bar2's body
+        }
+        // bar4 is black and engulfs bar3 including its shadows.
+        if candle.open <= candle.close {
+            return Some(0.0);
+        }
+        if candle.open > bar3.high && candle.close < bar3.low {
+            return Some(1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.c1 = None;
+        self.c2 = None;
+        self.c3 = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        4
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "ConcealingBabySwallow"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = ConcealingBabySwallow::new();
+        assert_eq!(t.name(), "ConcealingBabySwallow");
+        assert_eq!(t.warmup_period(), 4);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn concealing_baby_swallow_is_plus_one() {
+        let mut t = ConcealingBabySwallow::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 9.9, 10.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(1.0));
+    }
+
+    #[test]
+    fn warmup_returns_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 9.9, 10.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_not_marubozu_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        // bar1 white.
+        t.update(c(15.0, 20.1, 14.9, 20.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_zero_range_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        // bar1 zero range -> not a marubozu.
+        t.update(c(15.0, 15.0, 15.0, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn second_bar_not_marubozu_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        // bar2 white.
+        t.update(c(12.0, 16.1, 11.9, 16.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn third_bar_not_black_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        // bar3 white.
+        t.update(c(11.0, 13.0, 9.9, 12.5, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn third_bar_no_gap_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        // bar3 black but opens at/above bar2's close -> no downside gap.
+        t.update(c(12.5, 13.0, 9.9, 10.0, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn third_bar_no_upper_shadow_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        // bar3 black, gaps down, but its high does not reach into bar2's body.
+        t.update(c(11.0, 11.5, 9.9, 10.0, 2));
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn fourth_bar_not_black_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        // bar4 white.
+        assert_eq!(t.update(c(14.0, 14.1, 8.9, 14.05, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn fourth_bar_not_engulfing_yields_zero() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        // bar4 black but does not engulf bar3's high.
+        assert_eq!(t.update(c(12.5, 12.6, 8.9, 9.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 200.0 - i as f64;
+                c(base, base + 0.05, base - 5.0, base - 5.0, i)
+            })
+            .collect();
+        let mut a = ConcealingBabySwallow::new();
+        let mut b = ConcealingBabySwallow::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = ConcealingBabySwallow::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 1));
+        t.update(c(11.0, 13.0, 9.9, 10.0, 2));
+        t.update(c(14.0, 14.1, 8.9, 9.0, 3));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,245 @@
+//! Counterattack candlestick pattern.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Counterattack — a 2-bar reversal where the second bar storms back to close
+/// right where the first bar closed. A long candle runs with the trend, then an
+/// opposite-coloured long candle opens far in the trend direction and rallies (or
+/// sells off) all the way back to the prior close — the two closes meeting forms
+/// the "counterattack line".
+///
+/// ```text
+/// long bodies   = |close − open| >= 0.5 * (high − low)   (both bars)
+/// equal closes  = |close2 − close1| <= tol * mean(range1, range2)
+/// bullish (+1.0): bar1 black (down), bar2 white (up), equal closes
+/// bearish (−1.0): bar1 white (up),   bar2 black (down), equal closes
+/// ```
+///
+/// Output is `+1.0` bullish, `−1.0` bearish, and `0.0` when the bodies are short,
+/// the colours match, or the closes are not level. The first bar always returns
+/// `0.0` because the two-bar window is not yet filled. `equal_tolerance` defaults
+/// to `0.05` (TA-Lib's `CDLCOUNTERATTACK` "equal" factor — 5 % of the mean bar
+/// range) and must lie in `[0, 1)`. The body-length test uses a fixed half-range
+/// fraction rather than TA-Lib's rolling body average, matching the geometric
+/// house style of this pattern family. Pattern-shape check only — no trend filter
+/// is applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Counterattack, Indicator};
+///
+/// let mut indicator = Counterattack::new();
+/// // Bullish: a long black bar, then a long white bar closing at the same level.
+/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
+/// let out = indicator
+///     .update(Candle::new(10.0, 15.1, 9.9, 15.0, 1.0, 1).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone)]
+pub struct Counterattack {
+    equal_tolerance: f64,
+    prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Default for Counterattack {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl Counterattack {
+    /// Construct a Counterattack detector with the default 5 % equal-close tolerance.
+    pub const fn new() -> Self {
+        Self {
+            equal_tolerance: 0.05,
+            prev: None,
+            has_emitted: false,
+        }
+    }
+
+    /// Construct a Counterattack detector with a custom equal-close tolerance.
+    ///
+    /// `equal_tolerance` is the fraction of the mean bar range within which the
+    /// two closes must agree and must lie in `[0, 1)`.
+    pub fn with_tolerance(equal_tolerance: f64) -> Result<Self> {
+        if !(0.0..1.0).contains(&equal_tolerance) {
+            return Err(Error::InvalidPeriod {
+                message: "counterattack equal tolerance must lie in [0, 1)",
+            });
+        }
+        Ok(Self {
+            equal_tolerance,
+            prev: None,
+            has_emitted: false,
+        })
+    }
+
+    /// Configured equal-close tolerance.
+    pub fn equal_tolerance(&self) -> f64 {
+        self.equal_tolerance
+    }
+}
+
+impl Indicator for Counterattack {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let prev = self.prev;
+        self.prev = Some(candle);
+        let Some(bar1) = prev else {
+            return Some(0.0);
+        };
+        let range1 = bar1.high - bar1.low;
+        let range2 = candle.high - candle.low;
+        let body1 = bar1.close - bar1.open;
+        let body2 = candle.close - candle.open;
+        let long1 = body1.abs() >= 0.5 * range1;
+        let long2 = body2.abs() >= 0.5 * range2;
+        let tol = self.equal_tolerance * 0.5 * (range1 + range2);
+        let equal_close = (candle.close - bar1.close).abs() <= tol;
+        if !(long1 && long2 && equal_close) {
+            return Some(0.0);
+        }
+        // Bullish: a long black bar met by a long white bar closing level.
+        if body1 < 0.0 && body2 > 0.0 {
+            return Some(1.0);
+        }
+        // Bearish: a long white bar met by a long black bar closing level.
+        if body1 > 0.0 && body2 < 0.0 {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Counterattack"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_tolerance() {
+        assert!(Counterattack::with_tolerance(-0.01).is_err());
+        assert!(Counterattack::with_tolerance(1.0).is_err());
+    }
+
+    #[test]
+    fn accepts_valid_tolerance() {
+        let t = Counterattack::with_tolerance(0.0).unwrap();
+        assert!((t.equal_tolerance() - 0.0).abs() < 1e-12);
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = Counterattack::default();
+        assert_eq!(t.name(), "Counterattack");
+        assert_eq!(t.warmup_period(), 2);
+        assert!(!t.is_ready());
+        assert!((t.equal_tolerance() - 0.05).abs() < 1e-12);
+    }
+
+    #[test]
+    fn bullish_counterattack_is_plus_one() {
+        let mut t = Counterattack::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 1)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_counterattack_is_minus_one() {
+        let mut t = Counterattack::new();
+        assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(25.0, 25.1, 19.9, 20.0, 1)), Some(-1.0));
+    }
+
+    #[test]
+    fn unequal_close_yields_zero() {
+        let mut t = Counterattack::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        // Second close at 17.0 is far from the first close (15.0) -> not level.
+        assert_eq!(t.update(c(10.0, 17.1, 9.9, 17.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn same_color_yields_zero() {
+        let mut t = Counterattack::new();
+        // Both bars black -> not opposite colours.
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn short_body_yields_zero() {
+        let mut t = Counterattack::new();
+        // Second bar has a tiny body relative to its range.
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        assert_eq!(t.update(c(14.8, 20.0, 9.9, 15.2, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_returns_zero() {
+        let mut t = Counterattack::new();
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 2.0, base - 2.0, base + 1.5, i)
+            })
+            .collect();
+        let mut a = Counterattack::new();
+        let mut b = Counterattack::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = Counterattack::new();
+        t.update(c(20.0, 20.1, 14.9, 15.0, 0));
+        t.update(c(10.0, 15.1, 9.9, 15.0, 1));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,127 @@
+//! Cumulative Volume Delta — running sum of signed trade volume.
+
+use crate::microstructure::Trade;
+use crate::traits::Indicator;
+
+/// Cumulative Volume Delta (CVD) — the running sum of [signed volume].
+///
+/// ```text
+/// CVDₜ = CVDₜ₋₁ + sizeₜ · (+1 if buy, −1 if sell)
+/// ```
+///
+/// CVD is an unbounded running total: a rising line signals net buying pressure
+/// over the session, a falling line net selling. Divergence between CVD and
+/// price is a classic absorption / exhaustion signal. Call [`reset`] at the
+/// start of each session to re-anchor the cumulative total at zero.
+///
+/// `Input = Trade`, `Output = f64`. Ready after the first trade.
+///
+/// [signed volume]: crate::SignedVolume
+/// [`reset`]: crate::Indicator::reset
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CumulativeVolumeDelta, Indicator, Side, Trade};
+///
+/// let mut cvd = CumulativeVolumeDelta::new();
+/// assert_eq!(cvd.update(Trade::new(100.0, 5.0, Side::Buy, 0).unwrap()), Some(5.0));
+/// assert_eq!(cvd.update(Trade::new(100.0, 2.0, Side::Sell, 1).unwrap()), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct CumulativeVolumeDelta {
+    cumulative: f64,
+    has_emitted: bool,
+}
+
+impl CumulativeVolumeDelta {
+    /// Construct a new CVD indicator with a zero running total.
+    pub const fn new() -> Self {
+        Self {
+            cumulative: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for CumulativeVolumeDelta {
+    type Input = Trade;
+    type Output = f64;
+
+    fn update(&mut self, trade: Trade) -> Option<f64> {
+        self.has_emitted = true;
+        self.cumulative += trade.size * trade.side.sign();
+        Some(self.cumulative)
+    }
+
+    fn reset(&mut self) {
+        self.cumulative = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "CumulativeVolumeDelta"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::microstructure::Side;
+    use crate::traits::BatchExt;
+
+    fn trade(size: f64, side: Side, ts: i64) -> Trade {
+        Trade::new(100.0, size, side, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let cvd = CumulativeVolumeDelta::new();
+        assert_eq!(cvd.name(), "CumulativeVolumeDelta");
+        assert_eq!(cvd.warmup_period(), 1);
+        assert!(!cvd.is_ready());
+    }
+
+    #[test]
+    fn accumulates_signed_volume() {
+        let mut cvd = CumulativeVolumeDelta::new();
+        assert_eq!(cvd.update(trade(5.0, Side::Buy, 0)), Some(5.0));
+        assert_eq!(cvd.update(trade(2.0, Side::Sell, 1)), Some(3.0));
+        assert_eq!(cvd.update(trade(4.0, Side::Sell, 2)), Some(-1.0));
+        assert!(cvd.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let trades: Vec<Trade> = (0..20)
+            .map(|i| {
+                let side = if i % 3 == 0 { Side::Sell } else { Side::Buy };
+                trade(1.0 + (i % 4) as f64, side, i)
+            })
+            .collect();
+        let mut a = CumulativeVolumeDelta::new();
+        let mut b = CumulativeVolumeDelta::new();
+        assert_eq!(
+            a.batch(&trades),
+            trades.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_re_anchors_at_zero() {
+        let mut cvd = CumulativeVolumeDelta::new();
+        cvd.update(trade(5.0, Side::Buy, 0));
+        cvd.reset();
+        assert!(!cvd.is_ready());
+        // After reset the running total starts again from zero.
+        assert_eq!(cvd.update(trade(2.0, Side::Buy, 1)), Some(2.0));
+    }
+}

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

@@ -0,0 +1,258 @@
+//! Depth Slope — how fast resting liquidity accumulates away from the mid.
+
+use crate::microstructure::{Level, OrderBook};
+use crate::traits::Indicator;
+
+/// Ordinary-least-squares slope of cumulative resting size against distance
+/// from the mid, over the levels of one book side.
+///
+/// `signed_distance` is `+1.0` for the ask side (price above the mid) and
+/// `−1.0` for the bid side (price below the mid), so the regressor `x` —
+/// distance from the mid — is non-negative on both sides. The response `y` is
+/// the cumulative size walking outward from the touch. Returns `0.0` for a
+/// degenerate fit where every level sits at the same distance (zero variance in
+/// `x`).
+fn cumulative_slope(levels: &[Level], mid: f64, signed_distance: f64) -> f64 {
+    let count = levels.len() as f64;
+    let mut cumulative = 0.0;
+    let mut sum_x = 0.0;
+    let mut sum_y = 0.0;
+    let mut sum_xy = 0.0;
+    let mut sum_xx = 0.0;
+    for level in levels {
+        let x = signed_distance * (level.price - mid);
+        cumulative += level.size;
+        sum_x += x;
+        sum_y += cumulative;
+        sum_xy += x * cumulative;
+        sum_xx += x * x;
+    }
+    let denom = count * sum_xx - sum_x * sum_x;
+    if denom == 0.0 {
+        return 0.0;
+    }
+    (count * sum_xy - sum_x * sum_y) / denom
+}
+
+/// Depth Slope — the average rate at which cumulative resting size grows with
+/// distance from the mid, across the bid and ask sides of the book.
+///
+/// For each side the indicator runs an ordinary-least-squares regression of
+/// cumulative size (walking outward from the touch) on the level's distance
+/// from the mid, then reports the mean of the two slopes:
+///
+/// ```text
+/// slope_side = OLS slope of (|priceᵢ − mid|, Σ_{j≤i} sizeⱼ)
+/// depthSlope = (slope_bid + slope_ask) / 2
+/// ```
+///
+/// Because the response is *cumulative* size it never decreases with distance,
+/// so the slope is non-negative: it is a magnitude, not a direction. A large
+/// slope means cumulative liquidity builds quickly away from the touch — a deep
+/// book that absorbs large orders with little walking; a small slope is a thin,
+/// shallow book. A book whose size is concentrated at the touch and thins out
+/// behind it (a fragile book) reads a *smaller* slope than one of equal total
+/// depth that thickens with distance.
+///
+/// A side with fewer than two levels carries no slope, so the indicator returns
+/// `0.0` whenever either side has fewer than two levels (including an empty
+/// book).
+///
+/// `Input = OrderBook`, `Output = f64`. Stateless; ready after the first
+/// snapshot.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{DepthSlope, Indicator, Level, OrderBook};
+///
+/// // Both sides thicken linearly away from the mid (sizes 1, 2, 3 …).
+/// let book = OrderBook::new(
+///     vec![Level::new(99.0, 1.0).unwrap(), Level::new(98.0, 2.0).unwrap()],
+///     vec![Level::new(101.0, 1.0).unwrap(), Level::new(102.0, 2.0).unwrap()],
+/// )
+/// .unwrap();
+/// let mut ds = DepthSlope::new();
+/// assert!(ds.update(book).unwrap() > 0.0);
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct DepthSlope {
+    has_emitted: bool,
+}
+
+impl DepthSlope {
+    /// Construct a new depth-slope indicator.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for DepthSlope {
+    type Input = OrderBook;
+    type Output = f64;
+
+    fn update(&mut self, book: OrderBook) -> Option<f64> {
+        self.has_emitted = true;
+        let Some(mid) = book.mid() else {
+            return Some(0.0);
+        };
+        if book.bids.len() < 2 || book.asks.len() < 2 {
+            return Some(0.0);
+        }
+        let bid_slope = cumulative_slope(&book.bids, mid, -1.0);
+        let ask_slope = cumulative_slope(&book.asks, mid, 1.0);
+        Some(f64::midpoint(bid_slope, ask_slope))
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "DepthSlope"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn book(bids: &[(f64, f64)], asks: &[(f64, f64)]) -> OrderBook {
+        let to_levels = |xs: &[(f64, f64)]| {
+            xs.iter()
+                .map(|&(p, s)| Level::new(p, s).unwrap())
+                .collect::<Vec<_>>()
+        };
+        OrderBook::new(to_levels(bids), to_levels(asks)).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let ds = DepthSlope::new();
+        assert_eq!(ds.name(), "DepthSlope");
+        assert_eq!(ds.warmup_period(), 1);
+        assert!(!ds.is_ready());
+    }
+
+    #[test]
+    fn thickening_book_has_positive_slope() {
+        let mut ds = DepthSlope::new();
+        let out = ds
+            .update(book(
+                &[(99.0, 1.0), (98.0, 2.0), (97.0, 3.0)],
+                &[(101.0, 1.0), (102.0, 2.0), (103.0, 3.0)],
+            ))
+            .unwrap();
+        assert!(out > 0.0);
+        assert!(ds.is_ready());
+    }
+
+    #[test]
+    fn front_loaded_book_has_smaller_slope_than_back_loaded() {
+        // Same total depth (6 per side), but one book thickens away from the
+        // touch and the other thins. Cumulative slope is non-negative for both;
+        // the back-loaded book accumulates faster, so its slope is larger.
+        let mut back = DepthSlope::new();
+        let back_slope = back
+            .update(book(
+                &[(99.0, 1.0), (98.0, 2.0), (97.0, 3.0)],
+                &[(101.0, 1.0), (102.0, 2.0), (103.0, 3.0)],
+            ))
+            .unwrap();
+        let mut front = DepthSlope::new();
+        let front_slope = front
+            .update(book(
+                &[(99.0, 3.0), (98.0, 2.0), (97.0, 1.0)],
+                &[(101.0, 3.0), (102.0, 2.0), (103.0, 1.0)],
+            ))
+            .unwrap();
+        assert!(front_slope >= 0.0);
+        assert!(back_slope > front_slope);
+    }
+
+    #[test]
+    fn known_slope_value() {
+        // Symmetric book, each side: distances 1, 2; cumulative sizes 1, 3.
+        // OLS slope of (1->1, 2->3) = 2. Mean of two equal sides = 2.
+        let mut ds = DepthSlope::new();
+        let out = ds
+            .update(book(
+                &[(99.0, 1.0), (98.0, 2.0)],
+                &[(101.0, 1.0), (102.0, 2.0)],
+            ))
+            .unwrap();
+        assert!((out - 2.0).abs() < 1e-9);
+    }
+
+    #[test]
+    fn single_level_side_is_zero() {
+        let mut ds = DepthSlope::new();
+        // Bid side has only one level -> no slope -> 0.
+        assert_eq!(
+            ds.update(book(&[(100.0, 1.0)], &[(101.0, 1.0), (102.0, 1.0)])),
+            Some(0.0)
+        );
+    }
+
+    #[test]
+    fn empty_book_is_zero() {
+        let mut ds = DepthSlope::new();
+        assert_eq!(
+            ds.update(OrderBook::new_unchecked(vec![], vec![])),
+            Some(0.0)
+        );
+    }
+
+    #[test]
+    fn degenerate_distance_slope_is_zero() {
+        // Two levels at the same distance from mid carry zero x-variance.
+        let levels = [
+            Level::new_unchecked(100.0, 1.0),
+            Level::new_unchecked(100.0, 2.0),
+        ];
+        assert_eq!(cumulative_slope(&levels, 100.0, 1.0), 0.0);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let books: Vec<OrderBook> = (0..20)
+            .map(|i| {
+                let extra = f64::from(i % 4);
+                book(
+                    &[(99.0, 1.0 + extra), (98.0, 2.0)],
+                    &[(101.0, 1.0), (102.0, 2.0 + extra)],
+                )
+            })
+            .collect();
+        let mut a = DepthSlope::new();
+        let mut b = DepthSlope::new();
+        assert_eq!(
+            a.batch(&books),
+            books
+                .iter()
+                .map(|x| b.update(x.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut ds = DepthSlope::new();
+        ds.update(book(
+            &[(99.0, 1.0), (98.0, 2.0)],
+            &[(101.0, 1.0), (102.0, 2.0)],
+        ));
+        assert!(ds.is_ready());
+        ds.reset();
+        assert!(!ds.is_ready());
+    }
+}

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

@@ -16,22 +16,44 @@ use crate::traits::Indicator;
 /// doji  = body <= body_threshold * range
 /// ```
 ///
-/// The output is `+1.0` when a Doji is detected and `0.0` otherwise. Doji is
-/// directionless — no `−1.0` is emitted. Pattern-shape check only — no trend
-/// filter is applied; combine with a trend indicator for actionable signals.
+/// # Signed ±1 encoding
+///
+/// By default the output is `+1.0` when a Doji is detected and `0.0`
+/// otherwise — a direction-less detection flag. For a drop-in machine-learning
+/// feature where every candlestick pattern shares the same sign convention
+/// (`+1.0` bullish, `−1.0` bearish, `0.0` none), switch the detector into
+/// signed mode with [`Doji::signed`]. A detected Doji is then classified by
+/// where its (negligible) body sits within the bar's range:
+///
+/// ```text
+/// pos = (0.5 * (open + close) − low) / (high − low)
+/// pos > 2/3  ->  +1.0   dragonfly  (long lower shadow, bullish)
+/// pos < 1/3  ->  −1.0   gravestone (long upper shadow, bearish)
+/// else       ->   0.0   long-legged / standard (neutral)
+/// ```
+///
+/// Pattern-shape check only — no trend filter is applied; combine with a trend
+/// indicator for actionable signals.
 ///
 /// # Example
 ///
 /// ```
 /// use wickra_core::{Candle, Doji, Indicator};
 ///
+/// // Default: direction-less detection flag.
 /// let mut indicator = Doji::default();
 /// let candle = Candle::new(10.0, 11.0, 9.0, 10.0, 1.0, 0).unwrap();
 /// assert_eq!(indicator.update(candle), Some(1.0));
+///
+/// // Signed: a dragonfly Doji (body at the top, long lower shadow) is bullish.
+/// let mut signed = Doji::new().signed();
+/// let dragonfly = Candle::new(10.0, 10.05, 6.0, 10.0, 1.0, 0).unwrap();
+/// assert_eq!(signed.update(dragonfly), Some(1.0));
 /// ```
 #[derive(Debug, Clone)]
 pub struct Doji {
     body_threshold: f64,
+    signed: bool,
     has_emitted: bool,
 }
 
@@ -46,6 +68,7 @@ impl Doji {
     pub const fn new() -> Self {
         Self {
             body_threshold: 0.1,
+            signed: false,
             has_emitted: false,
         }
     }
@@ -61,14 +84,32 @@ impl Doji {
         }
         Ok(Self {
             body_threshold,
+            signed: false,
             has_emitted: false,
         })
     }
 
+    /// Switch to the signed dragonfly / gravestone encoding (consuming builder).
+    ///
+    /// In signed mode a detected Doji emits `+1.0` (dragonfly, bullish),
+    /// `−1.0` (gravestone, bearish) or `0.0` (long-legged / neutral) instead of
+    /// the default direction-less `+1.0` detection flag. See the type-level
+    /// docs for the exact classification rule.
+    #[must_use]
+    pub fn signed(mut self) -> Self {
+        self.signed = true;
+        self
+    }
+
     /// Configured body / range threshold.
     pub fn body_threshold(&self) -> f64 {
         self.body_threshold
     }
+
+    /// Whether this detector emits the signed dragonfly / gravestone encoding.
+    pub fn is_signed(&self) -> bool {
+        self.signed
+    }
 }
 
 impl Indicator for Doji {
@@ -82,11 +123,23 @@ impl Indicator for Doji {
             return Some(0.0);
         }
         let body = (candle.close - candle.open).abs();
-        Some(if body <= self.body_threshold * range {
-            1.0
+        if body > self.body_threshold * range {
+            return Some(0.0);
+        }
+        if !self.signed {
+            return Some(1.0);
+        }
+        // Signed mode: classify the Doji by where its (negligible) body sits
+        // within the high–low range.
+        let body_mid = 0.5 * (candle.open + candle.close);
+        let pos = (body_mid - candle.low) / range;
+        if pos > 2.0 / 3.0 {
+            Some(1.0)
+        } else if pos < 1.0 / 3.0 {
+            Some(-1.0)
         } else {
-            0.0
-        })
+            Some(0.0)
+        }
     }
 
     fn reset(&mut self) {
@@ -134,6 +187,7 @@ mod tests {
         assert_eq!(d.name(), "Doji");
         assert_eq!(d.warmup_period(), 1);
         assert!(!d.is_ready());
+        assert!(!d.is_signed());
         assert!((d.body_threshold() - 0.1).abs() < 1e-12);
     }
 
@@ -182,4 +236,81 @@ mod tests {
         d.reset();
         assert!(!d.is_ready());
     }
+
+    #[test]
+    fn signed_accessor_and_builder() {
+        let d = Doji::new().signed();
+        assert!(d.is_signed());
+        // The consuming builder composes with `with_threshold`.
+        let t = Doji::with_threshold(0.05).unwrap().signed();
+        assert!(t.is_signed());
+        assert!((t.body_threshold() - 0.05).abs() < 1e-12);
+    }
+
+    #[test]
+    fn signed_dragonfly_is_plus_one() {
+        // Body at the top of the range, long lower shadow -> bullish.
+        let mut d = Doji::new().signed();
+        assert_eq!(d.update(c(10.0, 10.05, 6.0, 10.0, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn signed_gravestone_is_minus_one() {
+        // Body at the bottom of the range, long upper shadow -> bearish.
+        let mut d = Doji::new().signed();
+        assert_eq!(d.update(c(10.0, 14.0, 9.95, 10.0, 0)), Some(-1.0));
+    }
+
+    #[test]
+    fn signed_long_legged_is_zero() {
+        // Body centred, symmetric shadows -> neutral.
+        let mut d = Doji::new().signed();
+        assert_eq!(d.update(c(10.0, 12.0, 8.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn signed_non_doji_is_zero() {
+        // A large body is not a Doji at all -> 0 regardless of position.
+        let mut d = Doji::new().signed();
+        assert_eq!(d.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn signed_zero_range_is_zero() {
+        let mut d = Doji::new().signed();
+        assert_eq!(d.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn signed_batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                // Alternate dragonfly / gravestone / centred Doji shapes.
+                match i % 3 {
+                    0 => c(base, base + 0.05, base - 4.0, base, i),
+                    1 => c(base, base + 4.0, base - 0.05, base, i),
+                    _ => c(base, base + 2.0, base - 2.0, base, i),
+                }
+            })
+            .collect();
+        let mut a = Doji::new().signed();
+        let mut b = Doji::new().signed();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn signed_survives_reset() {
+        let mut d = Doji::new().signed();
+        d.update(c(10.0, 10.05, 6.0, 10.0, 0));
+        assert!(d.is_ready());
+        d.reset();
+        assert!(!d.is_ready());
+        // `reset` clears only the streaming state, not the signed configuration.
+        assert!(d.is_signed());
+        assert_eq!(d.update(c(10.0, 10.05, 6.0, 10.0, 1)), Some(1.0));
+    }
 }

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

@@ -0,0 +1,213 @@
+//! Doji Star candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Doji Star — a 2-bar reversal warning. A long trending body is followed by a
+/// doji whose tiny body gaps away in the direction of the trend, the indecision
+/// hinting the move is about to turn.
+///
+/// ```text
+/// long body  = |close − open| >= 0.5 * (high − low)        (bar1)
+/// doji       = |close − open| <= 0.1 * (high − low)        (bar2)
+/// bullish (+1.0): bar1 black, doji body gaps DOWN below it  (max(o2,c2) < close1)
+/// bearish (−1.0): bar1 white, doji body gaps UP above it    (min(o2,c2) > close1)
+/// ```
+///
+/// Output is `+1.0` (bullish star, after a black bar) or `−1.0` (bearish star,
+/// after a white bar) when the pattern completes, and `0.0` otherwise. The first
+/// bar always returns `0.0` because the two-bar window is not yet filled. Doji
+/// thresholds follow the geometric house style (fixed half-range body for the
+/// long bar, tenth-range body for the doji) rather than TA-Lib's rolling
+/// averages. Pattern-shape check only — no trend filter is applied; combine with
+/// a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, DojiStar, Indicator};
+///
+/// let mut indicator = DojiStar::new();
+/// // Long black bar, then a doji gapping down -> bullish star.
+/// indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
+/// let out = indicator
+///     .update(Candle::new(13.0, 13.1, 12.9, 13.0, 1.0, 1).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct DojiStar {
+    prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl DojiStar {
+    /// Construct a new Doji Star detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for DojiStar {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let prev = self.prev;
+        self.prev = Some(candle);
+        let Some(bar1) = prev else {
+            return Some(0.0);
+        };
+        let range1 = bar1.high - bar1.low;
+        let range2 = candle.high - candle.low;
+        if range1 <= 0.0 || range2 <= 0.0 {
+            return Some(0.0);
+        }
+        let body1 = bar1.close - bar1.open;
+        if body1.abs() < 0.5 * range1 {
+            return Some(0.0);
+        }
+        if (candle.close - candle.open).abs() > 0.1 * range2 {
+            return Some(0.0);
+        }
+        let doji_top = candle.open.max(candle.close);
+        let doji_bottom = candle.open.min(candle.close);
+        // Bullish: long black bar, doji body gaps down below it.
+        if body1 < 0.0 && doji_top < bar1.close {
+            return Some(1.0);
+        }
+        // Bearish: long white bar, doji body gaps up above it.
+        if body1 > 0.0 && doji_bottom > bar1.close {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "DojiStar"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = DojiStar::new();
+        assert_eq!(t.name(), "DojiStar");
+        assert_eq!(t.warmup_period(), 2);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn bullish_doji_star_is_plus_one() {
+        let mut t = DojiStar::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_doji_star_is_minus_one() {
+        let mut t = DojiStar::new();
+        assert_eq!(t.update(c(15.0, 20.2, 14.8, 20.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(22.0, 22.1, 21.9, 22.0, 1)), Some(-1.0));
+    }
+
+    #[test]
+    fn second_bar_not_doji_yields_zero() {
+        let mut t = DojiStar::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        // Wide body, not a doji.
+        assert_eq!(t.update(c(13.0, 13.2, 11.0, 11.5, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn no_gap_yields_zero() {
+        let mut t = DojiStar::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        // Doji overlaps bar1's body (no gap down).
+        assert_eq!(t.update(c(16.0, 16.1, 15.9, 16.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn short_first_body_yields_zero() {
+        let mut t = DojiStar::new();
+        // First bar body too short to be the "long" leg.
+        t.update(c(20.0, 24.0, 16.0, 19.5, 0));
+        assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_returns_zero() {
+        let mut t = DojiStar::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                if i % 2 == 0 {
+                    c(base + 5.0, base + 5.2, base - 0.2, base, i)
+                } else {
+                    c(base - 3.0, base - 2.9, base - 3.1, base - 3.0, i)
+                }
+            })
+            .collect();
+        let mut a = DojiStar::new();
+        let mut b = DojiStar::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = DojiStar::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(13.0, 13.1, 12.9, 13.0, 1));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = DojiStar::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        // Flat second bar (high == low) -> zero-range guard.
+        assert_eq!(t.update(c(13.0, 13.0, 13.0, 13.0, 1)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,210 @@
+//! Downside Gap Three Methods candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Downside Gap Three Methods — a 3-bar bearish continuation. Two black candles
+/// decline with a downside body gap between them, then a white candle opens inside
+/// the second body and closes inside the first body, partially filling the gap
+/// without erasing the prior decline.
+///
+/// ```text
+/// bar1 black, bar2 black
+/// downside body gap: open2 < close1   (bar2's body sits entirely below bar1's)
+/// bar3 white, opens within bar2's body and closes within bar1's body
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Downside Gap
+/// Three Methods is a single-direction (bearish-only) continuation, so it never
+/// emits `+1.0`; its bullish mirror is [`crate::UpsideGapThreeMethods`]. The first
+/// two bars always return `0.0` because the three-bar window is not yet filled.
+/// Pattern-shape check only — no trend filter is applied; combine with a trend
+/// indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, DownsideGapThreeMethods, Indicator};
+///
+/// let mut indicator = DownsideGapThreeMethods::new();
+/// indicator.update(Candle::new(13.0, 13.2, 11.8, 12.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(11.0, 11.1, 9.8, 10.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(10.5, 12.6, 10.4, 12.5, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct DownsideGapThreeMethods {
+    c1: Option<Candle>,
+    c2: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl DownsideGapThreeMethods {
+    /// Construct a new Downside Gap Three Methods detector.
+    pub const fn new() -> Self {
+        Self {
+            c1: None,
+            c2: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for DownsideGapThreeMethods {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.c1;
+        let bar2 = self.c2;
+        self.c1 = self.c2;
+        self.c2 = Some(candle);
+        let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
+            return Some(0.0);
+        };
+        // bar1 and bar2 are both black.
+        if bar1.close >= bar1.open || bar2.close >= bar2.open {
+            return Some(0.0);
+        }
+        // Downside body gap: bar2's body sits entirely below bar1's.
+        if bar2.open >= bar1.close {
+            return Some(0.0);
+        }
+        // bar3 is white.
+        if candle.close <= candle.open {
+            return Some(0.0);
+        }
+        // bar3 opens within bar2's body and closes within bar1's body.
+        if candle.open > bar2.close
+            && candle.open < bar2.open
+            && candle.close > bar1.close
+            && candle.close < bar1.open
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.c1 = None;
+        self.c2 = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "DownsideGapThreeMethods"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = DownsideGapThreeMethods::new();
+        assert_eq!(t.name(), "DownsideGapThreeMethods");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn downside_gap_three_methods_is_minus_one() {
+        let mut t = DownsideGapThreeMethods::new();
+        assert_eq!(t.update(c(13.0, 13.2, 11.8, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.1, 9.8, 10.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(10.5, 12.6, 10.4, 12.5, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = DownsideGapThreeMethods::new();
+        assert_eq!(t.update(c(13.0, 13.2, 11.8, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.1, 9.8, 10.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn non_black_first_bars_yield_zero() {
+        let mut t = DownsideGapThreeMethods::new();
+        // bar1 is white.
+        t.update(c(11.0, 13.2, 10.8, 13.0, 0));
+        t.update(c(11.0, 11.1, 9.8, 10.0, 1));
+        assert_eq!(t.update(c(10.5, 12.6, 10.4, 12.5, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn no_gap_yields_zero() {
+        let mut t = DownsideGapThreeMethods::new();
+        t.update(c(13.0, 13.2, 11.8, 12.0, 0));
+        // bar2 opens above bar1's close -> no downside body gap.
+        t.update(c(12.5, 12.6, 11.4, 11.5, 1));
+        assert_eq!(t.update(c(11.5, 12.6, 11.4, 12.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn third_bar_not_white_yields_zero() {
+        let mut t = DownsideGapThreeMethods::new();
+        t.update(c(13.0, 13.2, 11.8, 12.0, 0));
+        t.update(c(11.0, 11.1, 9.8, 10.0, 1));
+        // bar3 black.
+        assert_eq!(t.update(c(12.5, 12.6, 10.4, 10.5, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn third_bar_outside_bodies_yields_zero() {
+        let mut t = DownsideGapThreeMethods::new();
+        t.update(c(13.0, 13.2, 11.8, 12.0, 0));
+        t.update(c(11.0, 11.1, 9.8, 10.0, 1));
+        // bar3 white but closes above bar1's body.
+        assert_eq!(t.update(c(10.5, 14.0, 10.4, 13.5, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 200.0 - i as f64;
+                c(base, base + 0.1, base - 5.2, base - 5.0, i)
+            })
+            .collect();
+        let mut a = DownsideGapThreeMethods::new();
+        let mut b = DownsideGapThreeMethods::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = DownsideGapThreeMethods::new();
+        t.update(c(13.0, 13.2, 11.8, 12.0, 0));
+        t.update(c(11.0, 11.1, 9.8, 10.0, 1));
+        t.update(c(10.5, 12.6, 10.4, 12.5, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(13.0, 13.2, 11.8, 12.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,163 @@
+//! Dragonfly Doji candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Dragonfly Doji — a single-bar bullish reversal. Open, close, and high sit at
+/// the top of the bar while a long lower shadow shows price was driven down hard
+/// and then bid all the way back to the open — buyers rejecting the lows.
+///
+/// ```text
+/// range = high − low
+/// doji         = |close − open| <= 0.1 * range
+/// no upper wick = high − max(open, close) <= 0.1 * range
+/// long lower    = min(open, close) − low   >= 0.5 * range
+/// ```
+///
+/// Output is `+1.0` when the dragonfly prints and `0.0` otherwise. Dragonfly Doji
+/// is a single-direction (bullish-only) shape, so it never emits `−1.0`. Body and
+/// shadow thresholds follow the geometric house style (fixed fractions of the bar
+/// range) rather than TA-Lib's rolling averages. Pattern-shape check only — no
+/// trend filter is applied; combine with a trend indicator for actionable
+/// signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, DragonflyDoji, Indicator};
+///
+/// let mut indicator = DragonflyDoji::new();
+/// // Body at the top, long lower shadow.
+/// let candle = Candle::new(10.0, 10.05, 6.0, 10.0, 1.0, 0).unwrap();
+/// assert_eq!(indicator.update(candle), Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct DragonflyDoji {
+    has_emitted: bool,
+}
+
+impl DragonflyDoji {
+    /// Construct a new Dragonfly Doji detector.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for DragonflyDoji {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let range = candle.high - candle.low;
+        if range <= 0.0 {
+            return Some(0.0);
+        }
+        if (candle.close - candle.open).abs() > 0.1 * range {
+            return Some(0.0);
+        }
+        let upper = candle.high - candle.open.max(candle.close);
+        let lower = candle.open.min(candle.close) - candle.low;
+        if upper <= 0.1 * range && lower >= 0.5 * range {
+            return Some(1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "DragonflyDoji"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = DragonflyDoji::new();
+        assert_eq!(t.name(), "DragonflyDoji");
+        assert_eq!(t.warmup_period(), 1);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn dragonfly_is_plus_one() {
+        let mut t = DragonflyDoji::new();
+        assert_eq!(t.update(c(10.0, 10.05, 6.0, 10.0, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn upper_shadow_yields_zero() {
+        let mut t = DragonflyDoji::new();
+        // Long upper shadow -> not a dragonfly (this is a gravestone shape).
+        assert_eq!(t.update(c(10.0, 14.0, 9.95, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn short_lower_shadow_yields_zero() {
+        let mut t = DragonflyDoji::new();
+        // Body at the top but the lower shadow is too short.
+        assert_eq!(t.update(c(10.0, 10.05, 9.6, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn non_doji_yields_zero() {
+        let mut t = DragonflyDoji::new();
+        assert_eq!(t.update(c(10.0, 12.0, 6.0, 11.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = DragonflyDoji::new();
+        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 0.05, base - 4.0, base, i)
+            })
+            .collect();
+        let mut a = DragonflyDoji::new();
+        let mut b = DragonflyDoji::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = DragonflyDoji::new();
+        t.update(c(10.0, 10.05, 6.0, 10.0, 0));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+    }
+}

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

@@ -0,0 +1,157 @@
+//! Effective Spread — the realised cost of a single trade in basis points.
+
+use crate::microstructure::TradeQuote;
+use crate::traits::Indicator;
+
+/// Effective Spread — twice the signed deviation of an executed trade price
+/// from the prevailing mid, expressed in basis points of the mid.
+///
+/// ```text
+/// effectiveSpread = 2 · D · (tradePrice − mid) / mid · 10_000   (bps)
+/// ```
+///
+/// where `D` is the aggressor sign (`+1` for a buy, `−1` for a sell). The
+/// factor of two scales the one-sided deviation up to a full round-trip cost so
+/// it is directly comparable to the [quoted spread]: a marketable order that
+/// fills exactly at the touch of an otherwise quoted-spread book pays an
+/// effective spread equal to the quoted spread. Trades that fill *inside* the
+/// spread (price improvement) read below the quoted spread; trades that walk
+/// the book read above it.
+///
+/// A buy printed above the mid (`tradePrice > mid`) and a sell printed below it
+/// both yield a positive effective spread — the conventional sign, since the
+/// aggressor pays in both cases. A trade printed on the wrong side of the mid
+/// for its aggressor flag (a buy below the mid) reads negative, the signature of
+/// price improvement or a stale/mislabelled quote.
+///
+/// `Input = TradeQuote`, `Output = f64`. Stateless; ready after the first
+/// trade-quote.
+///
+/// [quoted spread]: crate::QuotedSpread
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{EffectiveSpread, Indicator, Side, Trade, TradeQuote};
+///
+/// let mut es = EffectiveSpread::new();
+/// // Buy filled at 100.05 against a mid of 100.0:
+/// // 2 · (+1) · (100.05 − 100.0) / 100.0 · 10_000 = 10 bps.
+/// let trade = Trade::new(100.05, 1.0, Side::Buy, 0).unwrap();
+/// let quote = TradeQuote::new(trade, 100.0).unwrap();
+/// assert!((es.update(quote).unwrap() - 10.0).abs() < 1e-9);
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct EffectiveSpread {
+    has_emitted: bool,
+}
+
+impl EffectiveSpread {
+    /// Construct a new effective-spread indicator.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for EffectiveSpread {
+    type Input = TradeQuote;
+    type Output = f64;
+
+    fn update(&mut self, quote: TradeQuote) -> Option<f64> {
+        self.has_emitted = true;
+        let sign = quote.trade.side.sign();
+        Some(2.0 * sign * (quote.trade.price - quote.mid) / quote.mid * 10_000.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "EffectiveSpread"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::microstructure::{Side, Trade};
+    use crate::traits::BatchExt;
+
+    fn quote(price: f64, side: Side, mid: f64) -> TradeQuote {
+        TradeQuote::new(Trade::new(price, 1.0, side, 0).unwrap(), mid).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let es = EffectiveSpread::new();
+        assert_eq!(es.name(), "EffectiveSpread");
+        assert_eq!(es.warmup_period(), 1);
+        assert!(!es.is_ready());
+    }
+
+    #[test]
+    fn buy_above_mid_is_positive() {
+        let mut es = EffectiveSpread::new();
+        // 2 · (+1) · (100.05 − 100.0) / 100.0 · 10_000 = 10 bps.
+        let out = es.update(quote(100.05, Side::Buy, 100.0)).unwrap();
+        assert!((out - 10.0).abs() < 1e-9);
+        assert!(es.is_ready());
+    }
+
+    #[test]
+    fn sell_below_mid_is_positive() {
+        let mut es = EffectiveSpread::new();
+        // 2 · (−1) · (99.95 − 100.0) / 100.0 · 10_000 = 10 bps.
+        let out = es.update(quote(99.95, Side::Sell, 100.0)).unwrap();
+        assert!((out - 10.0).abs() < 1e-9);
+    }
+
+    #[test]
+    fn price_improvement_reads_negative() {
+        let mut es = EffectiveSpread::new();
+        // A buy filled below the mid: price improvement -> negative.
+        let out = es.update(quote(99.95, Side::Buy, 100.0)).unwrap();
+        assert!(out < 0.0);
+    }
+
+    #[test]
+    fn trade_at_mid_is_zero() {
+        let mut es = EffectiveSpread::new();
+        assert_eq!(es.update(quote(100.0, Side::Buy, 100.0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let quotes: Vec<TradeQuote> = (0..20)
+            .map(|i| {
+                let side = if i % 2 == 0 { Side::Buy } else { Side::Sell };
+                let price = 100.0 + f64::from(i % 4) * 0.01;
+                quote(price, side, 100.0)
+            })
+            .collect();
+        let mut a = EffectiveSpread::new();
+        let mut b = EffectiveSpread::new();
+        assert_eq!(
+            a.batch(&quotes),
+            quotes.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut es = EffectiveSpread::new();
+        es.update(quote(100.05, Side::Buy, 100.0));
+        assert!(es.is_ready());
+        es.reset();
+        assert!(!es.is_ready());
+    }
+}

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

@@ -22,6 +22,13 @@ use crate::traits::Indicator;
 /// body exists to engulf. Pattern-shape check only — no trend filter is
 /// applied; combine with a trend indicator for actionable signals.
 ///
+/// # Signed ±1 encoding
+///
+/// This detector already emits the uniform candlestick sign convention shared
+/// across the pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no
+/// pattern — so it drops straight into a machine-learning feature matrix where
+/// the bullish and bearish variants of the pattern occupy a single dimension.
+///
 /// # Example
 ///
 /// ```

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

@@ -0,0 +1,259 @@
+//! Evening Doji Star candlestick pattern.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Evening Doji Star — a 3-bar bearish top reversal. A long white bar extends the
+/// advance, a doji gaps up above it (the star of indecision), then a black bar
+/// gaps back down and closes deep into the first body, confirming the turn.
+///
+/// ```text
+/// long body = |close − open| >= 0.5 * (high − low)
+/// doji      = |close − open| <= 0.1 * (high − low)
+/// bar1 white & long
+/// bar2 doji, body gaps UP above bar1 body       (min(o2,c2) > close1)
+/// bar3 black, body gaps DOWN below the doji      (max(o3,c3) < min(o2,c2))
+/// bar3 closes deep into bar1 body                (close3 < close1 − penetration·body1)
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Evening Doji
+/// Star is a single-direction (bearish-only) reversal, so it never emits `+1.0`.
+/// The first two bars always return `0.0` because the three-bar window is not yet
+/// filled. `penetration` is how far into the first body the third bar must close;
+/// it defaults to `0.3` (TA-Lib's `CDLEVENINGDOJISTAR` default) and must lie in
+/// `[0, 1)`. Body and doji thresholds follow the geometric house style rather than
+/// TA-Lib's rolling averages. Pattern-shape check only — no trend filter is
+/// applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, EveningDojiStar, Indicator};
+///
+/// let mut indicator = EveningDojiStar::new();
+/// indicator.update(Candle::new(10.0, 15.1, 9.9, 15.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(17.0, 17.1, 16.9, 17.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(16.0, 16.1, 11.9, 12.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone)]
+pub struct EveningDojiStar {
+    penetration: f64,
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Default for EveningDojiStar {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl EveningDojiStar {
+    /// Construct an Evening Doji Star detector with the default 0.3 penetration.
+    pub const fn new() -> Self {
+        Self {
+            penetration: 0.3,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+
+    /// Construct an Evening Doji Star detector with a custom penetration fraction.
+    ///
+    /// `penetration` must lie in `[0, 1)`.
+    pub fn with_penetration(penetration: f64) -> Result<Self> {
+        if !(0.0..1.0).contains(&penetration) {
+            return Err(Error::InvalidPeriod {
+                message: "evening doji star penetration must lie in [0, 1)",
+            });
+        }
+        Ok(Self {
+            penetration,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        })
+    }
+
+    /// Configured penetration fraction.
+    pub fn penetration(&self) -> f64 {
+        self.penetration
+    }
+}
+
+impl Indicator for EveningDojiStar {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.prev_prev;
+        let bar2 = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
+            return Some(0.0);
+        };
+        let range1 = bar1.high - bar1.low;
+        let range2 = bar2.high - bar2.low;
+        if range1 <= 0.0 || range2 <= 0.0 {
+            return Some(0.0);
+        }
+        let body1 = bar1.close - bar1.open;
+        if body1 < 0.5 * range1 {
+            return Some(0.0); // bar1 must be a long white body
+        }
+        if (bar2.close - bar2.open).abs() > 0.1 * range2 {
+            return Some(0.0); // bar2 must be a doji
+        }
+        let star_bottom = bar2.open.min(bar2.close);
+        let bar3_top = candle.open.max(candle.close);
+        if star_bottom > bar1.close
+            && candle.close < candle.open
+            && bar3_top < star_bottom
+            && candle.close < bar1.close - self.penetration * body1
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "EveningDojiStar"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_penetration() {
+        assert!(EveningDojiStar::with_penetration(-0.01).is_err());
+        assert!(EveningDojiStar::with_penetration(1.0).is_err());
+    }
+
+    #[test]
+    fn accepts_valid_penetration() {
+        let t = EveningDojiStar::with_penetration(0.5).unwrap();
+        assert!((t.penetration() - 0.5).abs() < 1e-12);
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = EveningDojiStar::default();
+        assert_eq!(t.name(), "EveningDojiStar");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+        assert!((t.penetration() - 0.3).abs() < 1e-12);
+    }
+
+    #[test]
+    fn evening_doji_star_is_minus_one() {
+        let mut t = EveningDojiStar::new();
+        assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(17.0, 17.1, 16.9, 17.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn middle_not_doji_yields_zero() {
+        let mut t = EveningDojiStar::new();
+        t.update(c(10.0, 15.1, 9.9, 15.0, 0));
+        // Wide-bodied star, not a doji.
+        t.update(c(16.0, 18.1, 15.9, 18.0, 1));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn shallow_close_yields_zero() {
+        let mut t = EveningDojiStar::new();
+        t.update(c(10.0, 15.1, 9.9, 15.0, 0));
+        t.update(c(17.0, 17.1, 16.9, 17.0, 1));
+        // bar3 black but closes at 14.0 -> only 1.0 into the 5.0 body (< 0.3·5).
+        assert_eq!(t.update(c(16.0, 16.1, 13.9, 14.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = EveningDojiStar::new();
+        assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(17.0, 17.1, 16.9, 17.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 5.2, base - 0.1, base + 5.0, i)
+            })
+            .collect();
+        let mut a = EveningDojiStar::new();
+        let mut b = EveningDojiStar::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = EveningDojiStar::new();
+        t.update(c(10.0, 15.1, 9.9, 15.0, 0));
+        t.update(c(17.0, 17.1, 16.9, 17.0, 1));
+        t.update(c(16.0, 16.1, 11.9, 12.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = EveningDojiStar::new();
+        // Flat first bar (range1 == 0) -> rejected.
+        t.update(c(10.0, 10.0, 10.0, 10.0, 0));
+        t.update(c(17.0, 17.1, 16.9, 17.0, 1));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn short_first_body_yields_zero() {
+        let mut t = EveningDojiStar::new();
+        // bar1 has a wide range but a tiny body -> not a long white body.
+        t.update(c(10.0, 16.0, 9.0, 10.5, 0));
+        t.update(c(17.0, 17.1, 16.9, 17.0, 1));
+        assert_eq!(t.update(c(16.0, 16.1, 11.9, 12.0, 2)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,235 @@
+//! Falling Three Methods candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Falling Three Methods — a 5-bar bearish continuation. A long black candle is
+/// followed by three small bars that drift up but stay inside its range (a brief
+/// rest), then a second long black candle closes below the first, resuming the
+/// decline.
+///
+/// ```text
+/// long body = |close − open| >= 0.5 * (high − low)
+/// bar1 black & long
+/// bar2, bar3, bar4 small bodies, each contained within bar1's high/low range
+/// bar5 black, closing below bar1's close
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Falling Three
+/// Methods is a single-direction (bearish-only) continuation, so it never emits
+/// `+1.0`. The first four bars always return `0.0` because the five-bar window is
+/// not yet filled. Body thresholds follow the geometric house style rather than
+/// TA-Lib's rolling averages. Pattern-shape check only — no trend filter is
+/// applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, FallingThreeMethods, Indicator};
+///
+/// let mut indicator = FallingThreeMethods::new();
+/// indicator.update(Candle::new(15.0, 15.1, 9.9, 10.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(11.0, 12.1, 10.9, 12.0, 1.0, 1).unwrap());
+/// indicator.update(Candle::new(11.5, 12.6, 11.4, 12.5, 1.0, 2).unwrap());
+/// indicator.update(Candle::new(12.0, 13.1, 11.9, 13.0, 1.0, 3).unwrap());
+/// let out = indicator
+///     .update(Candle::new(12.5, 12.6, 8.9, 9.0, 1.0, 4).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct FallingThreeMethods {
+    c1: Option<Candle>,
+    c2: Option<Candle>,
+    c3: Option<Candle>,
+    c4: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl FallingThreeMethods {
+    /// Construct a new Falling Three Methods detector.
+    pub const fn new() -> Self {
+        Self {
+            c1: None,
+            c2: None,
+            c3: None,
+            c4: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for FallingThreeMethods {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.c1;
+        let bar2 = self.c2;
+        let bar3 = self.c3;
+        let bar4 = self.c4;
+        self.c1 = self.c2;
+        self.c2 = self.c3;
+        self.c3 = self.c4;
+        self.c4 = Some(candle);
+        let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
+            return Some(0.0);
+        };
+        let range1 = bar1.high - bar1.low;
+        if range1 <= 0.0 {
+            return Some(0.0);
+        }
+        let body1 = bar1.open - bar1.close;
+        if body1 < 0.5 * range1 {
+            return Some(0.0); // bar1 must be a long black body
+        }
+        // The three middle bars stay within bar1's range with smaller bodies.
+        for mid in [bar2, bar3, bar4] {
+            if (mid.close - mid.open).abs() >= body1 || mid.high > bar1.high || mid.low < bar1.low {
+                return Some(0.0);
+            }
+        }
+        // bar5 is a black candle closing below bar1's close.
+        if candle.close < candle.open && candle.close < bar1.close {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.c1 = None;
+        self.c2 = None;
+        self.c3 = None;
+        self.c4 = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        5
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "FallingThreeMethods"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = FallingThreeMethods::new();
+        assert_eq!(t.name(), "FallingThreeMethods");
+        assert_eq!(t.warmup_period(), 5);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn falling_three_methods_is_minus_one() {
+        let mut t = FallingThreeMethods::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 12.1, 10.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.5, 12.6, 11.4, 12.5, 2)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 13.1, 11.9, 13.0, 3)), Some(0.0));
+        assert_eq!(t.update(c(12.5, 12.6, 8.9, 9.0, 4)), Some(-1.0));
+    }
+
+    #[test]
+    fn middle_bar_breaks_range_yields_zero() {
+        let mut t = FallingThreeMethods::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        t.update(c(11.0, 12.1, 10.9, 12.0, 1));
+        // bar3 pokes below bar1's low.
+        t.update(c(11.5, 12.6, 9.0, 12.5, 2));
+        t.update(c(12.0, 13.1, 11.9, 13.0, 3));
+        assert_eq!(t.update(c(12.5, 12.6, 8.9, 9.0, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn bar5_not_new_low_yields_zero() {
+        let mut t = FallingThreeMethods::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        t.update(c(11.0, 12.1, 10.9, 12.0, 1));
+        t.update(c(11.5, 12.6, 11.4, 12.5, 2));
+        t.update(c(12.0, 13.1, 11.9, 13.0, 3));
+        // bar5 black but closes above bar1's close.
+        assert_eq!(t.update(c(12.5, 12.6, 10.4, 10.5, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn first_four_bars_return_zero() {
+        let mut t = FallingThreeMethods::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 12.1, 10.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.5, 12.6, 11.4, 12.5, 2)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 13.1, 11.9, 13.0, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 200.0 - i as f64;
+                c(base + 5.0, base + 5.1, base - 0.1, base, i)
+            })
+            .collect();
+        let mut a = FallingThreeMethods::new();
+        let mut b = FallingThreeMethods::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = FallingThreeMethods::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        t.update(c(11.0, 12.1, 10.9, 12.0, 1));
+        t.update(c(11.5, 12.6, 11.4, 12.5, 2));
+        t.update(c(12.0, 13.1, 11.9, 13.0, 3));
+        t.update(c(12.5, 12.6, 8.9, 9.0, 4));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_first_bar_yields_zero() {
+        let mut t = FallingThreeMethods::new();
+        // Flat first bar (range1 == 0) -> rejected.
+        t.update(c(10.0, 10.0, 10.0, 10.0, 0));
+        t.update(c(11.0, 12.1, 10.9, 12.0, 1));
+        t.update(c(11.5, 12.6, 11.4, 12.5, 2));
+        t.update(c(12.0, 13.1, 11.9, 13.0, 3));
+        assert_eq!(t.update(c(12.5, 12.6, 8.9, 9.0, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn short_first_body_yields_zero() {
+        let mut t = FallingThreeMethods::new();
+        // bar1 has a wide range but a tiny body -> not a long black body.
+        t.update(c(10.0, 16.0, 9.0, 10.2, 0));
+        t.update(c(11.0, 12.1, 10.9, 12.0, 1));
+        t.update(c(11.5, 12.6, 11.4, 12.5, 2));
+        t.update(c(12.0, 13.1, 11.9, 13.0, 3));
+        assert_eq!(t.update(c(12.5, 12.6, 8.9, 9.0, 4)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,259 @@
+//! Footprint — buy/sell volume profile per price bucket within a bar.
+
+use std::collections::BTreeMap;
+
+use crate::error::{Error, Result};
+use crate::microstructure::Trade;
+use crate::traits::Indicator;
+
+/// One price bucket of a [`Footprint`]: the buy- and sell-initiated volume that
+/// traded there since the last reset.
+#[derive(Debug, Clone, Copy, PartialEq)]
+pub struct FootprintLevel {
+    /// Bucket price (the bucket index times the tick size).
+    pub price: f64,
+    /// Sell-initiated (bid-hitting) volume traded at this bucket.
+    pub bid_vol: f64,
+    /// Buy-initiated (ask-lifting) volume traded at this bucket.
+    pub ask_vol: f64,
+}
+
+/// The full footprint of a bar: one [`FootprintLevel`] per touched price
+/// bucket, sorted ascending by price.
+#[derive(Debug, Clone, PartialEq, Default)]
+pub struct FootprintOutput {
+    /// Touched price buckets, lowest price first.
+    pub levels: Vec<FootprintLevel>,
+}
+
+/// Footprint — the buy/sell volume profile of a bar, bucketed by price.
+///
+/// A footprint (a.k.a. bid/ask or volume cluster chart) decomposes the volume
+/// traded within a bar across the price levels at which it printed, splitting
+/// each level into buy-initiated (ask-lifting) and sell-initiated (bid-hitting)
+/// volume. It exposes *where* inside a bar the activity happened and which side
+/// was the aggressor there — the basis for absorption, imbalance and
+/// point-of-control analysis that a single OHLCV bar hides.
+///
+/// Each trade is assigned to the price bucket `round(price / tick_size)`; its
+/// size is added to that bucket's ask volume for a buy and bid volume for a
+/// sell. Every [`update`] returns the complete footprint accumulated since the
+/// last [`reset`], as a [`FootprintOutput`] whose `levels` are sorted ascending
+/// by price. Call [`reset`] at each bar (or session) boundary to start a fresh
+/// footprint.
+///
+/// `Input = Trade`, `Output = FootprintOutput`. Ready after the first trade.
+///
+/// [`update`]: crate::Indicator::update
+/// [`reset`]: crate::Indicator::reset
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Footprint, Indicator, Side, Trade};
+///
+/// let mut fp = Footprint::new(1.0).unwrap();
+/// fp.update(Trade::new(100.2, 2.0, Side::Buy, 0).unwrap());
+/// let out = fp.update(Trade::new(100.7, 3.0, Side::Sell, 1).unwrap()).unwrap();
+/// // Two buckets: 100 (ask 2) and 101 (bid 3).
+/// assert_eq!(out.levels.len(), 2);
+/// assert_eq!(out.levels[0].price, 100.0);
+/// assert_eq!(out.levels[0].ask_vol, 2.0);
+/// assert_eq!(out.levels[1].price, 101.0);
+/// assert_eq!(out.levels[1].bid_vol, 3.0);
+/// ```
+#[derive(Debug, Clone)]
+pub struct Footprint {
+    tick_size: f64,
+    // bucket index -> (bid_vol = sell-initiated, ask_vol = buy-initiated).
+    buckets: BTreeMap<i64, (f64, f64)>,
+    has_emitted: bool,
+}
+
+impl Footprint {
+    /// Construct a footprint with the given price-bucket `tick_size`.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::InvalidTick`] if `tick_size` is not a finite, strictly
+    /// positive number.
+    pub fn new(tick_size: f64) -> Result<Self> {
+        if !tick_size.is_finite() || tick_size <= 0.0 {
+            return Err(Error::InvalidTick {
+                message: "footprint tick_size must be finite and positive",
+            });
+        }
+        Ok(Self {
+            tick_size,
+            buckets: BTreeMap::new(),
+            has_emitted: false,
+        })
+    }
+
+    /// The configured price-bucket size.
+    pub const fn tick_size(&self) -> f64 {
+        self.tick_size
+    }
+
+    fn bucket_index(&self, price: f64) -> i64 {
+        // Float-to-int `as` saturates rather than wrapping, so an extreme
+        // price/tick ratio clamps to i64::MIN/MAX instead of misbehaving;
+        // realistic ratios fit comfortably.
+        #[allow(clippy::cast_possible_truncation)]
+        {
+            (price / self.tick_size).round() as i64
+        }
+    }
+
+    fn snapshot(&self) -> FootprintOutput {
+        let levels = self
+            .buckets
+            .iter()
+            .map(|(&index, &(bid_vol, ask_vol))| FootprintLevel {
+                price: index as f64 * self.tick_size,
+                bid_vol,
+                ask_vol,
+            })
+            .collect();
+        FootprintOutput { levels }
+    }
+}
+
+impl Indicator for Footprint {
+    type Input = Trade;
+    type Output = FootprintOutput;
+
+    fn update(&mut self, trade: Trade) -> Option<FootprintOutput> {
+        self.has_emitted = true;
+        let index = self.bucket_index(trade.price);
+        let entry = self.buckets.entry(index).or_insert((0.0, 0.0));
+        if trade.side.sign() > 0.0 {
+            entry.1 += trade.size;
+        } else {
+            entry.0 += trade.size;
+        }
+        Some(self.snapshot())
+    }
+
+    fn reset(&mut self) {
+        self.buckets.clear();
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Footprint"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::microstructure::Side;
+    use crate::traits::BatchExt;
+
+    fn trade(price: f64, size: f64, side: Side) -> Trade {
+        Trade::new(price, size, side, 0).unwrap()
+    }
+
+    #[test]
+    fn rejects_bad_tick_size() {
+        assert!(matches!(
+            Footprint::new(0.0),
+            Err(Error::InvalidTick { .. })
+        ));
+        assert!(matches!(
+            Footprint::new(-1.0),
+            Err(Error::InvalidTick { .. })
+        ));
+        assert!(matches!(
+            Footprint::new(f64::NAN),
+            Err(Error::InvalidTick { .. })
+        ));
+        assert!(Footprint::new(0.5).is_ok());
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let fp = Footprint::new(0.25).unwrap();
+        assert_eq!(fp.name(), "Footprint");
+        assert_eq!(fp.warmup_period(), 1);
+        assert_eq!(fp.tick_size(), 0.25);
+        assert!(!fp.is_ready());
+    }
+
+    #[test]
+    fn buckets_buy_and_sell_volume() {
+        let mut fp = Footprint::new(1.0).unwrap();
+        fp.update(trade(100.2, 2.0, Side::Buy));
+        fp.update(trade(100.7, 3.0, Side::Sell));
+        let out = fp.update(trade(100.1, 1.0, Side::Buy)).unwrap();
+        assert!(fp.is_ready());
+        // Bucket 100: buy 2 + buy 1 = ask 3, bid 0. Bucket 101: sell 3.
+        assert_eq!(out.levels.len(), 2);
+        assert_eq!(out.levels[0].price, 100.0);
+        assert_eq!(out.levels[0].ask_vol, 3.0);
+        assert_eq!(out.levels[0].bid_vol, 0.0);
+        assert_eq!(out.levels[1].price, 101.0);
+        assert_eq!(out.levels[1].bid_vol, 3.0);
+        assert_eq!(out.levels[1].ask_vol, 0.0);
+    }
+
+    #[test]
+    fn levels_sorted_ascending_by_price() {
+        let mut fp = Footprint::new(1.0).unwrap();
+        fp.update(trade(103.0, 1.0, Side::Buy));
+        fp.update(trade(100.0, 1.0, Side::Sell));
+        let out = fp.update(trade(101.0, 1.0, Side::Buy)).unwrap();
+        let prices: Vec<f64> = out.levels.iter().map(|l| l.price).collect();
+        assert_eq!(prices, vec![100.0, 101.0, 103.0]);
+    }
+
+    #[test]
+    fn sub_tick_prices_share_a_bucket() {
+        let mut fp = Footprint::new(0.5).unwrap();
+        // 100.24 and 100.26 both round to bucket 200 (price 100.0)... check:
+        // 100.24/0.5 = 200.48 -> 200; 100.26/0.5 = 200.52 -> 201. Distinct.
+        fp.update(trade(100.20, 1.0, Side::Buy)); // 200.4 -> 200 -> price 100.0
+        let out = fp.update(trade(100.10, 2.0, Side::Buy)).unwrap(); // 200.2 -> 200
+        assert_eq!(out.levels.len(), 1);
+        assert_eq!(out.levels[0].price, 100.0);
+        assert_eq!(out.levels[0].ask_vol, 3.0);
+    }
+
+    #[test]
+    fn reset_clears_the_footprint() {
+        let mut fp = Footprint::new(1.0).unwrap();
+        fp.update(trade(100.0, 5.0, Side::Buy));
+        assert!(fp.is_ready());
+        fp.reset();
+        assert!(!fp.is_ready());
+        let out = fp.update(trade(200.0, 1.0, Side::Sell)).unwrap();
+        assert_eq!(out.levels.len(), 1);
+        assert_eq!(out.levels[0].price, 200.0);
+        assert_eq!(out.levels[0].bid_vol, 1.0);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let trades: Vec<Trade> = (0..30)
+            .map(|i| {
+                let side = if i % 3 == 0 { Side::Sell } else { Side::Buy };
+                trade(100.0 + f64::from(i % 5), 1.0 + f64::from(i % 4), side)
+            })
+            .collect();
+        let mut a = Footprint::new(1.0).unwrap();
+        let mut b = Footprint::new(1.0).unwrap();
+        assert_eq!(
+            a.batch(&trades),
+            trades.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+}

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

@@ -0,0 +1,137 @@
+//! Funding Basis — the perpetual mark's relative premium to the spot index.
+
+use crate::derivatives::DerivativesTick;
+use crate::traits::Indicator;
+
+/// Funding Basis — the relative basis between the perpetual mark price and the
+/// spot index it tracks.
+///
+/// ```text
+/// basis = (markPrice − indexPrice) / indexPrice
+/// ```
+///
+/// The basis is the spread that the funding mechanism continuously pulls toward
+/// zero: a positive basis (perpetual above spot) goes hand in hand with positive
+/// funding (longs pay), a negative basis with negative funding. Reading the
+/// instantaneous basis alongside the [funding rate] separates a genuine premium
+/// from a stale-funding artefact and sizes the carry available to a cash-and-carry
+/// or basis-arbitrage trade. The output is a fraction (e.g. `0.001` = 10 bps);
+/// multiply by `10_000` for basis points.
+///
+/// `Input = DerivativesTick`, `Output = f64`. Stateless; ready after the first
+/// tick.
+///
+/// [funding rate]: crate::FundingRate
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{DerivativesTick, FundingBasis, Indicator};
+///
+/// let mut fb = FundingBasis::new();
+/// // mark 100.5 vs index 100.0 -> (100.5 - 100.0) / 100.0 = 0.005.
+/// let tick = DerivativesTick::new(
+///     0.0, 100.5, 100.0, 100.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+/// )
+/// .unwrap();
+/// assert!((fb.update(tick).unwrap() - 0.005).abs() < 1e-12);
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct FundingBasis {
+    has_emitted: bool,
+}
+
+impl FundingBasis {
+    /// Construct a new funding-basis indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for FundingBasis {
+    type Input = DerivativesTick;
+    type Output = f64;
+
+    fn update(&mut self, tick: DerivativesTick) -> Option<f64> {
+        self.has_emitted = true;
+        Some((tick.mark_price - tick.index_price) / tick.index_price)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "FundingBasis"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn tick(mark: f64, index: f64) -> DerivativesTick {
+        DerivativesTick::new_unchecked(0.0, mark, index, mark, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let fb = FundingBasis::new();
+        assert_eq!(fb.name(), "FundingBasis");
+        assert_eq!(fb.warmup_period(), 1);
+        assert!(!fb.is_ready());
+    }
+
+    #[test]
+    fn premium_is_positive() {
+        let mut fb = FundingBasis::new();
+        let out = fb.update(tick(100.5, 100.0)).unwrap();
+        assert!((out - 0.005).abs() < 1e-12);
+        assert!(fb.is_ready());
+    }
+
+    #[test]
+    fn discount_is_negative() {
+        let mut fb = FundingBasis::new();
+        let out = fb.update(tick(99.5, 100.0)).unwrap();
+        assert!((out + 0.005).abs() < 1e-12);
+    }
+
+    #[test]
+    fn at_par_is_zero() {
+        let mut fb = FundingBasis::new();
+        assert_eq!(fb.update(tick(100.0, 100.0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let ticks: Vec<DerivativesTick> = (0..20)
+            .map(|i| tick(100.0 + f64::from(i % 5) * 0.1, 100.0))
+            .collect();
+        let mut a = FundingBasis::new();
+        let mut b = FundingBasis::new();
+        assert_eq!(
+            a.batch(&ticks),
+            ticks.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut fb = FundingBasis::new();
+        fb.update(tick(100.5, 100.0));
+        assert!(fb.is_ready());
+        fb.reset();
+        assert!(!fb.is_ready());
+    }
+}

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

@@ -0,0 +1,131 @@
+//! Funding Rate — the current perpetual funding rate.
+
+use crate::derivatives::DerivativesTick;
+use crate::traits::Indicator;
+
+/// Funding Rate — the funding rate carried by each derivatives tick.
+///
+/// The funding rate is the periodic payment exchanged between long and short
+/// perpetual-swap holders that tethers the perpetual mark to the spot index. A
+/// positive rate means longs pay shorts (the perpetual trades at a premium); a
+/// negative rate means shorts pay longs (a discount). This indicator simply
+/// surfaces the rate from the [`DerivativesTick`] feed so it can be charted,
+/// chained or fed to the rolling funding statistics ([`FundingRateMean`],
+/// [`FundingRateZScore`]).
+///
+/// `Input = DerivativesTick`, `Output = f64`. Stateless; ready after the first
+/// tick.
+///
+/// [`FundingRateMean`]: crate::FundingRateMean
+/// [`FundingRateZScore`]: crate::FundingRateZScore
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{DerivativesTick, FundingRate, Indicator};
+///
+/// let mut fr = FundingRate::new();
+/// let tick = DerivativesTick::new(
+///     0.0001, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+/// )
+/// .unwrap();
+/// assert_eq!(fr.update(tick), Some(0.0001));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct FundingRate {
+    has_emitted: bool,
+}
+
+impl FundingRate {
+    /// Construct a new funding-rate indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for FundingRate {
+    type Input = DerivativesTick;
+    type Output = f64;
+
+    fn update(&mut self, tick: DerivativesTick) -> Option<f64> {
+        self.has_emitted = true;
+        Some(tick.funding_rate)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "FundingRate"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn tick(funding_rate: f64) -> DerivativesTick {
+        DerivativesTick::new_unchecked(
+            funding_rate,
+            100.0,
+            100.0,
+            100.0,
+            0.0,
+            0.0,
+            0.0,
+            0.0,
+            0.0,
+            0.0,
+            0.0,
+            0,
+        )
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let fr = FundingRate::new();
+        assert_eq!(fr.name(), "FundingRate");
+        assert_eq!(fr.warmup_period(), 1);
+        assert!(!fr.is_ready());
+    }
+
+    #[test]
+    fn passes_through_funding_rate() {
+        let mut fr = FundingRate::new();
+        assert_eq!(fr.update(tick(0.0001)), Some(0.0001));
+        assert_eq!(fr.update(tick(-0.0003)), Some(-0.0003));
+        assert!(fr.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let ticks: Vec<DerivativesTick> =
+            (0..20).map(|i| tick(0.0001 * f64::from(i - 10))).collect();
+        let mut a = FundingRate::new();
+        let mut b = FundingRate::new();
+        assert_eq!(
+            a.batch(&ticks),
+            ticks.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut fr = FundingRate::new();
+        fr.update(tick(0.0001));
+        assert!(fr.is_ready());
+        fr.reset();
+        assert!(!fr.is_ready());
+    }
+}

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

@@ -0,0 +1,181 @@
+//! Funding Rate Rolling Mean — average funding rate over a trailing window.
+
+use std::collections::VecDeque;
+
+use crate::derivatives::DerivativesTick;
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+/// Funding Rate Rolling Mean — the arithmetic mean of the funding rate over the
+/// trailing window of `window` ticks.
+///
+/// ```text
+/// mean = (1 / window) · Σ fundingRate over the last `window` ticks
+/// ```
+///
+/// Smoothing the raw [funding rate] reveals the persistent carry regime — a
+/// sustained positive mean marks a crowded-long market paying to hold the
+/// perpetual, a sustained negative mean a crowded-short one. The indicator warms
+/// up for `window` ticks — `update` returns `None` until the window is full —
+/// then emits the rolling mean, maintained in O(1) per tick via a running sum.
+///
+/// `Input = DerivativesTick`, `Output = f64`.
+///
+/// [funding rate]: crate::FundingRate
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{DerivativesTick, FundingRateMean, Indicator};
+///
+/// fn tick(rate: f64) -> DerivativesTick {
+///     DerivativesTick::new(rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
+///         .unwrap()
+/// }
+///
+/// let mut frm = FundingRateMean::new(2).unwrap();
+/// assert_eq!(frm.update(tick(0.001)), None);
+/// // Window full: (0.001 + 0.003) / 2 = 0.002.
+/// assert_eq!(frm.update(tick(0.003)), Some(0.002));
+/// ```
+#[derive(Debug, Clone)]
+pub struct FundingRateMean {
+    window: usize,
+    history: VecDeque<f64>,
+    sum: f64,
+}
+
+impl FundingRateMean {
+    /// Construct a funding-rate rolling mean over a window of `window` ticks.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `window` is zero.
+    pub fn new(window: usize) -> Result<Self> {
+        if window == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            window,
+            history: VecDeque::with_capacity(window),
+            sum: 0.0,
+        })
+    }
+
+    /// The configured window length, in ticks.
+    #[must_use]
+    pub fn window(&self) -> usize {
+        self.window
+    }
+}
+
+impl Indicator for FundingRateMean {
+    type Input = DerivativesTick;
+    type Output = f64;
+
+    fn update(&mut self, tick: DerivativesTick) -> Option<f64> {
+        self.history.push_back(tick.funding_rate);
+        self.sum += tick.funding_rate;
+        if self.history.len() > self.window {
+            let old = self.history.pop_front().expect("window >= 1, len > window");
+            self.sum -= old;
+        }
+        if self.history.len() < self.window {
+            return None;
+        }
+        Some(self.sum / self.window as f64)
+    }
+
+    fn reset(&mut self) {
+        self.history.clear();
+        self.sum = 0.0;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.window
+    }
+
+    fn is_ready(&self) -> bool {
+        self.history.len() >= self.window
+    }
+
+    fn name(&self) -> &'static str {
+        "FundingRateMean"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn tick(rate: f64) -> DerivativesTick {
+        DerivativesTick::new_unchecked(
+            rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+        )
+    }
+
+    #[test]
+    fn rejects_zero_window() {
+        assert!(matches!(FundingRateMean::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let frm = FundingRateMean::new(5).unwrap();
+        assert_eq!(frm.name(), "FundingRateMean");
+        assert_eq!(frm.warmup_period(), 5);
+        assert_eq!(frm.window(), 5);
+        assert!(!frm.is_ready());
+    }
+
+    #[test]
+    fn warms_up_then_emits_mean() {
+        let mut frm = FundingRateMean::new(2).unwrap();
+        assert_eq!(frm.update(tick(0.001)), None);
+        assert!(!frm.is_ready());
+        assert_eq!(frm.update(tick(0.003)), Some(0.002));
+        assert!(frm.is_ready());
+    }
+
+    #[test]
+    fn rolls_off_old_values() {
+        let mut frm = FundingRateMean::new(2).unwrap();
+        frm.update(tick(0.001));
+        frm.update(tick(0.003)); // mean 0.002
+        let out = frm.update(tick(0.005)).unwrap(); // window [0.003, 0.005] -> 0.004
+        assert!((out - 0.004).abs() < 1e-12);
+    }
+
+    #[test]
+    fn handles_negative_rates() {
+        let mut frm = FundingRateMean::new(2).unwrap();
+        frm.update(tick(-0.002));
+        let out = frm.update(tick(0.004)).unwrap();
+        assert!((out - 0.001).abs() < 1e-12);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let ticks: Vec<DerivativesTick> = (0..30)
+            .map(|i| tick(0.0001 * f64::from(i % 7) - 0.0003))
+            .collect();
+        let mut a = FundingRateMean::new(5).unwrap();
+        let mut b = FundingRateMean::new(5).unwrap();
+        assert_eq!(
+            a.batch(&ticks),
+            ticks.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut frm = FundingRateMean::new(2).unwrap();
+        frm.update(tick(0.001));
+        frm.update(tick(0.003));
+        assert!(frm.is_ready());
+        frm.reset();
+        assert!(!frm.is_ready());
+        assert_eq!(frm.update(tick(0.002)), None);
+    }
+}

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

@@ -0,0 +1,201 @@
+//! Funding Rate Z-Score — how extreme the latest funding rate is versus its
+//! recent history.
+
+use std::collections::VecDeque;
+
+use crate::derivatives::DerivativesTick;
+use crate::error::{Error, Result};
+use crate::traits::Indicator;
+
+/// Funding Rate Z-Score — the latest funding rate expressed in standard
+/// deviations from its rolling mean over the trailing window of `window` ticks.
+///
+/// ```text
+/// zScore = (fundingRate − mean) / population_stddev   over the last `window` ticks
+/// ```
+///
+/// A reading of `+2` means funding is two standard deviations richer than its
+/// recent norm — an unusually crowded long, a contrarian fade signal; `−2` is
+/// the mirror. Normalising the [funding rate] this way makes funding extremes
+/// comparable across regimes and assets. A window with zero dispersion (a flat
+/// funding series) yields `0`. The indicator warms up for `window` ticks, then
+/// emits the rolling z-score, maintained in O(1) per tick.
+///
+/// `Input = DerivativesTick`, `Output = f64`.
+///
+/// [funding rate]: crate::FundingRate
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{DerivativesTick, FundingRateZScore, Indicator};
+///
+/// fn tick(rate: f64) -> DerivativesTick {
+///     DerivativesTick::new(rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
+///         .unwrap()
+/// }
+///
+/// let mut z = FundingRateZScore::new(2).unwrap();
+/// assert_eq!(z.update(tick(0.001)), None);
+/// // Window [0.001, 0.003]: mean 0.002, population stddev 0.001 -> (0.003 - 0.002) / 0.001 = 1.
+/// assert!((z.update(tick(0.003)).unwrap() - 1.0).abs() < 1e-9);
+/// ```
+#[derive(Debug, Clone)]
+pub struct FundingRateZScore {
+    window: usize,
+    history: VecDeque<f64>,
+    sum: f64,
+    sum_sq: f64,
+}
+
+impl FundingRateZScore {
+    /// Construct a funding-rate z-score over a window of `window` ticks.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`] if `window` is zero.
+    pub fn new(window: usize) -> Result<Self> {
+        if window == 0 {
+            return Err(Error::PeriodZero);
+        }
+        Ok(Self {
+            window,
+            history: VecDeque::with_capacity(window),
+            sum: 0.0,
+            sum_sq: 0.0,
+        })
+    }
+
+    /// The configured window length, in ticks.
+    #[must_use]
+    pub fn window(&self) -> usize {
+        self.window
+    }
+}
+
+impl Indicator for FundingRateZScore {
+    type Input = DerivativesTick;
+    type Output = f64;
+
+    fn update(&mut self, tick: DerivativesTick) -> Option<f64> {
+        let value = tick.funding_rate;
+        if self.history.len() == self.window {
+            let old = self.history.pop_front().expect("non-empty");
+            self.sum -= old;
+            self.sum_sq -= old * old;
+        }
+        self.history.push_back(value);
+        self.sum += value;
+        self.sum_sq += value * value;
+        if self.history.len() < self.window {
+            return None;
+        }
+        let n = self.window as f64;
+        let mean = self.sum / n;
+        // Population variance E[x²] − E[x]²; clamp away tiny negative drift.
+        let variance = (self.sum_sq / n - mean * mean).max(0.0);
+        let std = variance.sqrt();
+        if std == 0.0 {
+            // A window with no dispersion: funding is exactly its own mean.
+            return Some(0.0);
+        }
+        Some((value - mean) / std)
+    }
+
+    fn reset(&mut self) {
+        self.history.clear();
+        self.sum = 0.0;
+        self.sum_sq = 0.0;
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.window
+    }
+
+    fn is_ready(&self) -> bool {
+        self.history.len() == self.window
+    }
+
+    fn name(&self) -> &'static str {
+        "FundingRateZScore"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn tick(rate: f64) -> DerivativesTick {
+        DerivativesTick::new_unchecked(
+            rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
+        )
+    }
+
+    #[test]
+    fn rejects_zero_window() {
+        assert!(matches!(FundingRateZScore::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let z = FundingRateZScore::new(5).unwrap();
+        assert_eq!(z.name(), "FundingRateZScore");
+        assert_eq!(z.warmup_period(), 5);
+        assert_eq!(z.window(), 5);
+        assert!(!z.is_ready());
+    }
+
+    #[test]
+    fn reference_value() {
+        let mut z = FundingRateZScore::new(2).unwrap();
+        assert_eq!(z.update(tick(0.001)), None);
+        // Window [0.001, 0.003]: mean 0.002, var (1e-6 + 9e-6)/2 - 4e-6 = 1e-6,
+        // stddev 0.001; latest 0.003 is (0.003 - 0.002) / 0.001 = 1.
+        let out = z.update(tick(0.003)).unwrap();
+        assert!((out - 1.0).abs() < 1e-9);
+        assert!(z.is_ready());
+    }
+
+    #[test]
+    fn flat_window_is_zero() {
+        let mut z = FundingRateZScore::new(3).unwrap();
+        z.update(tick(0.002));
+        z.update(tick(0.002));
+        assert_eq!(z.update(tick(0.002)), Some(0.0));
+    }
+
+    #[test]
+    fn rolls_off_old_values() {
+        let mut z = FundingRateZScore::new(2).unwrap();
+        z.update(tick(0.001));
+        z.update(tick(0.003));
+        // Window now [0.003, 0.005]: mean 0.004, stddev 0.001 -> +1.
+        let out = z.update(tick(0.005)).unwrap();
+        assert!((out - 1.0).abs() < 1e-9);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let ticks: Vec<DerivativesTick> = (0..30)
+            .map(|i| tick(0.0001 * f64::from(i % 5) - 0.0002))
+            .collect();
+        let mut a = FundingRateZScore::new(6).unwrap();
+        let mut b = FundingRateZScore::new(6).unwrap();
+        assert_eq!(
+            a.batch(&ticks),
+            ticks.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut z = FundingRateZScore::new(2).unwrap();
+        z.update(tick(0.001));
+        z.update(tick(0.003));
+        assert!(z.is_ready());
+        z.reset();
+        assert!(!z.is_ready());
+        assert_eq!(z.update(tick(0.002)), None);
+    }
+}

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

@@ -0,0 +1,238 @@
+//! Gap Side-by-Side White Lines candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Gap Side-by-Side White Lines — a 3-bar continuation. After a gap away from the
+/// first bar, two white candles of similar size open at roughly the same level
+/// (side by side) and hold the gap open, signalling the trend resumes in the gap
+/// direction.
+///
+/// ```text
+/// bar2, bar3 both white
+/// bar2 body gaps away from bar1 body            (up or down)
+/// bar3 opens beside bar2                          (|open3 − open2| <= 0.1 · range2)
+/// bar3 body is similar in size to bar2           (neither more than twice the other)
+/// gap up   -> +1.0   (bullish continuation)
+/// gap down -> −1.0   (bearish continuation — "downside" gap side-by-side white)
+/// ```
+///
+/// Output is `+1.0` (gap up) or `−1.0` (gap down) when the pattern completes and
+/// `0.0` otherwise. The first two bars always return `0.0` because the three-bar
+/// window is not yet filled. Open-equality and body-similarity thresholds follow
+/// the geometric house style rather than TA-Lib's rolling averages. Pattern-shape
+/// check only — no trend filter is applied; combine with a trend indicator for
+/// actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the two gap
+/// directions occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, GapSideBySideWhite, Indicator};
+///
+/// let mut indicator = GapSideBySideWhite::new();
+/// indicator.update(Candle::new(10.0, 11.1, 9.9, 11.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(13.0, 14.1, 12.9, 14.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(13.0, 14.1, 12.9, 14.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct GapSideBySideWhite {
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl GapSideBySideWhite {
+    /// Construct a new Gap Side-by-Side White Lines detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for GapSideBySideWhite {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.prev_prev;
+        let bar2 = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
+            return Some(0.0);
+        };
+        let range2 = bar2.high - bar2.low;
+        if range2 <= 0.0 {
+            return Some(0.0);
+        }
+        // Both of the side-by-side bars must be white.
+        if bar2.close <= bar2.open || candle.close <= candle.open {
+            return Some(0.0);
+        }
+        // Side by side: opens level and bodies of comparable size.
+        if (candle.open - bar2.open).abs() > 0.1 * range2 {
+            return Some(0.0);
+        }
+        let body2 = bar2.close - bar2.open;
+        let body3 = candle.close - candle.open;
+        if body2 > 2.0 * body3 || body3 > 2.0 * body2 {
+            return Some(0.0);
+        }
+        let bar1_top = bar1.open.max(bar1.close);
+        let bar1_bottom = bar1.open.min(bar1.close);
+        let bar2_bottom = bar2.open.min(bar2.close);
+        let bar2_top = bar2.open.max(bar2.close);
+        if bar2_bottom > bar1_top {
+            return Some(1.0); // gap up -> bullish continuation
+        }
+        if bar2_top < bar1_bottom {
+            return Some(-1.0); // gap down -> bearish continuation
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "GapSideBySideWhite"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = GapSideBySideWhite::new();
+        assert_eq!(t.name(), "GapSideBySideWhite");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn gap_up_is_plus_one() {
+        let mut t = GapSideBySideWhite::new();
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 14.1, 12.9, 14.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 14.1, 12.9, 14.0, 2)), Some(1.0));
+    }
+
+    #[test]
+    fn gap_down_is_minus_one() {
+        let mut t = GapSideBySideWhite::new();
+        assert_eq!(t.update(c(14.0, 14.1, 12.9, 13.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn second_bar_black_yields_zero() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 11.1, 9.9, 11.0, 0));
+        // bar3 is black -> not two white lines.
+        t.update(c(13.0, 14.1, 12.9, 14.0, 1));
+        assert_eq!(t.update(c(14.0, 14.1, 12.9, 13.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn not_side_by_side_yields_zero() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 11.1, 9.9, 11.0, 0));
+        t.update(c(13.0, 14.1, 12.9, 14.0, 1));
+        // bar3 opens far from bar2's open -> not side by side.
+        assert_eq!(t.update(c(16.0, 17.1, 15.9, 17.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn no_gap_yields_zero() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 13.1, 9.9, 13.0, 0));
+        // bar2 overlaps bar1 (no gap).
+        t.update(c(12.0, 13.1, 11.9, 13.0, 1));
+        assert_eq!(t.update(c(12.0, 13.1, 11.9, 13.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = GapSideBySideWhite::new();
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 14.1, 12.9, 14.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64 * 3.0;
+                c(base, base + 1.1, base - 0.1, base + 1.0, i)
+            })
+            .collect();
+        let mut a = GapSideBySideWhite::new();
+        let mut b = GapSideBySideWhite::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 11.1, 9.9, 11.0, 0));
+        t.update(c(13.0, 14.1, 12.9, 14.0, 1));
+        t.update(c(13.0, 14.1, 12.9, 14.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 11.1, 9.9, 11.0, 0));
+        // Flat second bar (range2 == 0) -> rejected.
+        t.update(c(13.0, 13.0, 13.0, 13.0, 1));
+        assert_eq!(t.update(c(13.0, 14.1, 12.9, 14.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn body_size_mismatch_yields_zero() {
+        let mut t = GapSideBySideWhite::new();
+        t.update(c(10.0, 11.1, 9.9, 11.0, 0));
+        t.update(c(13.0, 16.0, 12.9, 15.0, 1)); // white, body 2.0
+                                                // Level open, white, but its body is more than 2x smaller -> rejected.
+        assert_eq!(t.update(c(13.0, 13.7, 12.9, 13.5, 2)), Some(0.0)); // body 0.5
+    }
+}

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

@@ -0,0 +1,163 @@
+//! Gravestone Doji candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Gravestone Doji — a single-bar bearish reversal. Open, close, and low sit at
+/// the bottom of the bar while a long upper shadow shows price was pushed up hard
+/// and then sold all the way back to the open — sellers rejecting the highs.
+///
+/// ```text
+/// range = high − low
+/// doji          = |close − open| <= 0.1 * range
+/// no lower wick = min(open, close) − low   <= 0.1 * range
+/// long upper    = high − max(open, close)  >= 0.5 * range
+/// ```
+///
+/// Output is `−1.0` when the gravestone prints and `0.0` otherwise. Gravestone
+/// Doji is a single-direction (bearish-only) shape, so it never emits `+1.0`.
+/// Body and shadow thresholds follow the geometric house style (fixed fractions
+/// of the bar range) rather than TA-Lib's rolling averages. Pattern-shape check
+/// only — no trend filter is applied; combine with a trend indicator for
+/// actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, GravestoneDoji, Indicator};
+///
+/// let mut indicator = GravestoneDoji::new();
+/// // Body at the bottom, long upper shadow.
+/// let candle = Candle::new(10.0, 14.0, 9.95, 10.0, 1.0, 0).unwrap();
+/// assert_eq!(indicator.update(candle), Some(-1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct GravestoneDoji {
+    has_emitted: bool,
+}
+
+impl GravestoneDoji {
+    /// Construct a new Gravestone Doji detector.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for GravestoneDoji {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let range = candle.high - candle.low;
+        if range <= 0.0 {
+            return Some(0.0);
+        }
+        if (candle.close - candle.open).abs() > 0.1 * range {
+            return Some(0.0);
+        }
+        let upper = candle.high - candle.open.max(candle.close);
+        let lower = candle.open.min(candle.close) - candle.low;
+        if lower <= 0.1 * range && upper >= 0.5 * range {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "GravestoneDoji"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = GravestoneDoji::new();
+        assert_eq!(t.name(), "GravestoneDoji");
+        assert_eq!(t.warmup_period(), 1);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn gravestone_is_minus_one() {
+        let mut t = GravestoneDoji::new();
+        assert_eq!(t.update(c(10.0, 14.0, 9.95, 10.0, 0)), Some(-1.0));
+    }
+
+    #[test]
+    fn lower_shadow_yields_zero() {
+        let mut t = GravestoneDoji::new();
+        // Long lower shadow -> not a gravestone (this is a dragonfly shape).
+        assert_eq!(t.update(c(10.0, 10.05, 6.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn short_upper_shadow_yields_zero() {
+        let mut t = GravestoneDoji::new();
+        // Body at the bottom but the upper shadow is too short.
+        assert_eq!(t.update(c(10.0, 10.4, 9.95, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn non_doji_yields_zero() {
+        let mut t = GravestoneDoji::new();
+        assert_eq!(t.update(c(10.0, 14.0, 9.5, 13.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = GravestoneDoji::new();
+        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 4.0, base - 0.05, base, i)
+            })
+            .collect();
+        let mut a = GravestoneDoji::new();
+        let mut b = GravestoneDoji::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = GravestoneDoji::new();
+        t.update(c(10.0, 14.0, 9.95, 10.0, 0));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+    }
+}

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

@@ -22,6 +22,14 @@ use crate::traits::Indicator;
 /// check only — no trend filter is applied; combine with a trend indicator
 /// for actionable signals.
 ///
+/// # Signed ±1 encoding
+///
+/// A Hammer is bullish by definition, so under the uniform candlestick sign
+/// convention (`+1.0` bullish, `−1.0` bearish, `0.0` none) it emits `+1.0`
+/// when the shape matches and `0.0` otherwise — it never emits `−1.0`. The
+/// same geometry read at the top of an uptrend is the bearish `HangingMan`,
+/// which carries the opposite sign.
+///
 /// # Example
 ///
 /// ```

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

@@ -22,6 +22,14 @@ use crate::traits::Indicator;
 /// check only — no trend filter is applied; combine with a trend indicator
 /// for actionable signals.
 ///
+/// # Signed ±1 encoding
+///
+/// A Hanging Man is bearish by definition, so under the uniform candlestick
+/// sign convention (`+1.0` bullish, `−1.0` bearish, `0.0` none) it emits
+/// `−1.0` when the shape matches and `0.0` otherwise — it never emits `+1.0`.
+/// The same geometry read at the bottom of a downtrend is the bullish
+/// `Hammer`, which carries the opposite sign.
+///
 /// # Example
 ///
 /// ```

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

@@ -23,6 +23,13 @@ use crate::traits::Indicator;
 /// no trend filter is applied; combine with a trend indicator for actionable
 /// signals.
 ///
+/// # Signed ±1 encoding
+///
+/// This detector already emits the uniform candlestick sign convention shared
+/// across the pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no
+/// pattern — so it drops straight into a machine-learning feature matrix where
+/// the bullish and bearish variants of the pattern occupy a single dimension.
+///
 /// # Example
 ///
 /// ```

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

@@ -0,0 +1,160 @@
+//! High-Wave candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// High-Wave — a single-bar extreme-indecision signal. A small body with very
+/// long shadows on *both* sides: price swung far up and far down yet finished
+/// near the open, a sign that trend conviction has evaporated.
+///
+/// ```text
+/// range = high − low
+/// long upper = high − max(open, close) >= 0.4 * range
+/// long lower = min(open, close) − low  >= 0.4 * range
+/// ```
+///
+/// The two long-shadow conditions force the body below `0.2 * range`, so no
+/// separate body test is needed. Output is `+1.0` when the high-wave prints and
+/// `0.0` otherwise — a non-directional indecision flag, it never emits `−1.0`.
+/// Shadow thresholds follow the geometric house style rather than TA-Lib's
+/// rolling averages. Pattern-shape check only — no trend filter is applied;
+/// combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` detected, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, HighWave, Indicator};
+///
+/// let mut indicator = HighWave::new();
+/// // Small body, long shadows both sides.
+/// let candle = Candle::new(10.0, 12.0, 8.0, 10.3, 1.0, 0).unwrap();
+/// assert_eq!(indicator.update(candle), Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct HighWave {
+    has_emitted: bool,
+}
+
+impl HighWave {
+    /// Construct a new High-Wave detector.
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for HighWave {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let range = candle.high - candle.low;
+        if range <= 0.0 {
+            return Some(0.0);
+        }
+        let upper = candle.high - candle.open.max(candle.close);
+        let lower = candle.open.min(candle.close) - candle.low;
+        if upper >= 0.4 * range && lower >= 0.4 * range {
+            return Some(1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "HighWave"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = HighWave::new();
+        assert_eq!(t.name(), "HighWave");
+        assert_eq!(t.warmup_period(), 1);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn high_wave_is_plus_one() {
+        let mut t = HighWave::new();
+        assert_eq!(t.update(c(10.0, 12.0, 8.0, 10.3, 0)), Some(1.0));
+    }
+
+    #[test]
+    fn short_upper_shadow_yields_zero() {
+        let mut t = HighWave::new();
+        // Long lower shadow but short upper -> not a high-wave.
+        assert_eq!(t.update(c(11.5, 12.0, 8.0, 11.7, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn short_lower_shadow_yields_zero() {
+        let mut t = HighWave::new();
+        // Long upper shadow but short lower -> not a high-wave.
+        assert_eq!(t.update(c(8.3, 12.0, 8.0, 8.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn big_body_yields_zero() {
+        let mut t = HighWave::new();
+        // A large body cannot leave both shadows long.
+        assert_eq!(t.update(c(8.5, 12.0, 8.0, 11.5, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_yields_zero() {
+        let mut t = HighWave::new();
+        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 3.0, base - 3.0, base + 0.2, i)
+            })
+            .collect();
+        let mut a = HighWave::new();
+        let mut b = HighWave::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = HighWave::new();
+        t.update(c(10.0, 12.0, 8.0, 10.3, 0));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+    }
+}

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

@@ -0,0 +1,198 @@
+//! Hikkake candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Hikkake — a 3-bar trap. An inside bar (bar2 fully contained by bar1) sets up a
+/// breakout that immediately fails on bar3, trapping breakout traders and pointing
+/// the opposite way.
+///
+/// ```text
+/// inside bar : bar2.high < bar1.high  &&  bar2.low > bar1.low
+/// bullish (+1.0): bar3 makes a LOWER high AND LOWER low than bar2
+///                 (a false downside break -> expect a move up)
+/// bearish (−1.0): bar3 makes a HIGHER high AND HIGHER low than bar2
+///                 (a false upside break -> expect a move down)
+/// ```
+///
+/// Output is `+1.0` (bullish setup), `−1.0` (bearish setup), or `0.0` otherwise.
+/// The detector fires when the three-bar setup completes on bar3; it does not
+/// separately flag the optional later confirmation bar. The first two bars always
+/// return `0.0` because the window is not yet filled. Pattern-shape check only —
+/// no trend filter is applied; combine with a trend indicator for actionable
+/// signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish setups occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, Hikkake, Indicator};
+///
+/// let mut indicator = Hikkake::new();
+/// indicator.update(Candle::new(10.0, 15.0, 5.0, 12.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(11.0, 13.0, 8.0, 12.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(9.0, 12.0, 6.0, 7.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct Hikkake {
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Hikkake {
+    /// Construct a new Hikkake detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for Hikkake {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.prev_prev;
+        let bar2 = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
+            return Some(0.0);
+        };
+        // bar2 must be an inside bar of bar1.
+        if !(bar2.high < bar1.high && bar2.low > bar1.low) {
+            return Some(0.0);
+        }
+        // Bullish: bar3 breaks below the inside bar (lower high and lower low).
+        if candle.high < bar2.high && candle.low < bar2.low {
+            return Some(1.0);
+        }
+        // Bearish: bar3 breaks above the inside bar (higher high and higher low).
+        if candle.high > bar2.high && candle.low > bar2.low {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Hikkake"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = Hikkake::new();
+        assert_eq!(t.name(), "Hikkake");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn bullish_hikkake_is_plus_one() {
+        let mut t = Hikkake::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(9.0, 12.0, 6.0, 7.0, 2)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_hikkake_is_minus_one() {
+        let mut t = Hikkake::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 14.0, 9.0, 13.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn not_inside_bar_yields_zero() {
+        let mut t = Hikkake::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        // bar2 is not contained by bar1 (higher high).
+        t.update(c(11.0, 16.0, 8.0, 12.0, 1));
+        assert_eq!(t.update(c(9.0, 12.0, 6.0, 7.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn outside_bar3_yields_zero() {
+        let mut t = Hikkake::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        t.update(c(11.0, 13.0, 8.0, 12.0, 1));
+        // bar3 engulfs bar2 (higher high and lower low) -> neither direction.
+        assert_eq!(t.update(c(11.0, 14.0, 7.0, 9.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = Hikkake::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                match i % 3 {
+                    0 => c(base, base + 6.0, base - 6.0, base, i),
+                    1 => c(base, base + 2.0, base - 2.0, base, i),
+                    _ => c(base, base + 1.0, base - 5.0, base - 4.0, i),
+                }
+            })
+            .collect();
+        let mut a = Hikkake::new();
+        let mut b = Hikkake::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = Hikkake::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        t.update(c(11.0, 13.0, 8.0, 12.0, 1));
+        t.update(c(9.0, 12.0, 6.0, 7.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,196 @@
+//! Modified Hikkake candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Modified Hikkake — a close-confirmed variant of the [`Hikkake`](crate::Hikkake)
+/// trap. An inside bar is followed by a bar that breaks out *and is immediately
+/// rejected*: it pierces the inside bar's range intrabar but closes back inside,
+/// a stronger signal than the plain breakout setup.
+///
+/// ```text
+/// inside bar : bar2.high < bar1.high  &&  bar2.low > bar1.low
+/// bullish (+1.0): bar3 makes a lower high AND lower low than bar2,
+///                 yet closes back above the inside-bar low   (close3 > bar2.low)
+/// bearish (−1.0): bar3 makes a higher high AND higher low than bar2,
+///                 yet closes back below the inside-bar high  (close3 < bar2.high)
+/// ```
+///
+/// Output is `+1.0` (bullish), `−1.0` (bearish), or `0.0` otherwise. The extra
+/// close-recovery condition is what distinguishes it from the plain Hikkake, which
+/// fires on the high/low break alone. The first two bars always return `0.0`
+/// because the three-bar window is not yet filled. Pattern-shape check only — no
+/// trend filter is applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, HikkakeModified, Indicator};
+///
+/// let mut indicator = HikkakeModified::new();
+/// indicator.update(Candle::new(10.0, 15.0, 5.0, 12.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(11.0, 13.0, 8.0, 12.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(9.0, 12.0, 6.0, 9.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct HikkakeModified {
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl HikkakeModified {
+    /// Construct a new Modified Hikkake detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for HikkakeModified {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.prev_prev;
+        let bar2 = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
+            return Some(0.0);
+        };
+        if !(bar2.high < bar1.high && bar2.low > bar1.low) {
+            return Some(0.0);
+        }
+        // Bullish: false downside break that closes back above the inside-bar low.
+        if candle.high < bar2.high && candle.low < bar2.low && candle.close > bar2.low {
+            return Some(1.0);
+        }
+        // Bearish: false upside break that closes back below the inside-bar high.
+        if candle.high > bar2.high && candle.low > bar2.low && candle.close < bar2.high {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "HikkakeModified"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = HikkakeModified::new();
+        assert_eq!(t.name(), "HikkakeModified");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn bullish_modified_hikkake_is_plus_one() {
+        let mut t = HikkakeModified::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(9.0, 12.0, 6.0, 9.0, 2)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_modified_hikkake_is_minus_one() {
+        let mut t = HikkakeModified::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(13.0, 14.0, 9.0, 10.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn break_without_close_recovery_yields_zero() {
+        let mut t = HikkakeModified::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        t.update(c(11.0, 13.0, 8.0, 12.0, 1));
+        // Lower high and lower low, but closes below the inside-bar low -> plain
+        // Hikkake break, not the close-confirmed modified version.
+        assert_eq!(t.update(c(9.0, 12.0, 6.0, 7.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn not_inside_bar_yields_zero() {
+        let mut t = HikkakeModified::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        t.update(c(11.0, 16.0, 8.0, 12.0, 1));
+        assert_eq!(t.update(c(9.0, 12.0, 6.0, 9.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = HikkakeModified::new();
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                match i % 3 {
+                    0 => c(base, base + 6.0, base - 6.0, base, i),
+                    1 => c(base, base + 2.0, base - 2.0, base, i),
+                    _ => c(base, base + 1.0, base - 5.0, base, i),
+                }
+            })
+            .collect();
+        let mut a = HikkakeModified::new();
+        let mut b = HikkakeModified::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = HikkakeModified::new();
+        t.update(c(10.0, 15.0, 5.0, 12.0, 0));
+        t.update(c(11.0, 13.0, 8.0, 12.0, 1));
+        t.update(c(9.0, 12.0, 6.0, 9.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,169 @@
+//! Homing Pigeon candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Homing Pigeon — a 2-bar bullish reversal. Two black candles in a decline, the
+/// second a small body sitting entirely inside the first body (a same-colour
+/// harami). The shrinking range signals selling pressure is fading.
+///
+/// ```text
+/// bar1 black (close < open)
+/// bar2 black & its body sits inside bar1's body
+///      (open2 <= open1  &&  close2 >= close1)
+/// bar2 body is smaller than bar1's
+/// ```
+///
+/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Homing Pigeon
+/// is a single-direction (bullish-only) reversal, so it never emits `−1.0`. The
+/// first bar always returns `0.0` because the two-bar window is not yet filled.
+/// Pattern-shape check only — no trend filter is applied; combine with a trend
+/// indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, HomingPigeon, Indicator};
+///
+/// let mut indicator = HomingPigeon::new();
+/// indicator.update(Candle::new(15.0, 15.1, 9.9, 10.0, 1.0, 0).unwrap());
+/// let out = indicator
+///     .update(Candle::new(14.0, 14.1, 10.9, 11.0, 1.0, 1).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct HomingPigeon {
+    prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl HomingPigeon {
+    /// Construct a new Homing Pigeon detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for HomingPigeon {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let prev = self.prev;
+        self.prev = Some(candle);
+        let Some(bar1) = prev else {
+            return Some(0.0);
+        };
+        // Both bars black, bar2's body inside bar1's body and smaller.
+        if bar1.close < bar1.open
+            && candle.close < candle.open
+            && candle.open <= bar1.open
+            && candle.close >= bar1.close
+            && (candle.open - candle.close) < (bar1.open - bar1.close)
+        {
+            return Some(1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "HomingPigeon"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = HomingPigeon::new();
+        assert_eq!(t.name(), "HomingPigeon");
+        assert_eq!(t.warmup_period(), 2);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn homing_pigeon_is_plus_one() {
+        let mut t = HomingPigeon::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 10.9, 11.0, 1)), Some(1.0));
+    }
+
+    #[test]
+    fn second_bar_white_yields_zero() {
+        let mut t = HomingPigeon::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        // bar2 white -> not a homing pigeon.
+        assert_eq!(t.update(c(11.0, 14.1, 10.9, 14.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn second_body_not_inside_yields_zero() {
+        let mut t = HomingPigeon::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        // bar2 opens above bar1's open -> body not contained.
+        assert_eq!(t.update(c(16.0, 16.1, 10.9, 11.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_returns_zero() {
+        let mut t = HomingPigeon::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base + 5.0, base + 5.1, base - 0.1, base, i)
+            })
+            .collect();
+        let mut a = HomingPigeon::new();
+        let mut b = HomingPigeon::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = HomingPigeon::new();
+        t.update(c(15.0, 15.1, 9.9, 10.0, 0));
+        t.update(c(14.0, 14.1, 10.9, 11.0, 1));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(15.0, 15.1, 9.9, 10.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,230 @@
+//! Identical Three Crows candlestick pattern.
+
+use crate::error::{Error, Result};
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Identical Three Crows — a 3-bar bearish reversal: three consecutive red
+/// candles with steadily lower closes where each candle opens at (or very near)
+/// the prior candle's close, so the bodies stack in an identical staircase.
+///
+/// ```text
+/// tol_n         = tolerance * max(|open|, |prev.close|)
+/// all three red                              (close < open)
+/// declining closes                           (bar2.close < bar1.close, bar3.close < bar2.close)
+/// bar2 opens at bar1's close                 (|bar2.open − bar1.close| <= tol_2)
+/// bar3 opens at bar2's close                 (|bar3.open − bar2.close| <= tol_3)
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Identical
+/// Three Crows is a single-direction (bearish-only) pattern, so it never emits
+/// `+1.0`. The first two bars always return `0.0` because the three-bar window
+/// is not yet filled. `tolerance` defaults to `0.001` (10 bps relative) and must
+/// lie in `[0, 1)`. Pattern-shape check only — no trend filter is applied;
+/// combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, IdenticalThreeCrows, Indicator};
+///
+/// let mut indicator = IdenticalThreeCrows::new();
+/// indicator.update(Candle::new(13.0, 13.1, 11.9, 12.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(12.0, 12.1, 10.9, 11.0, 1.0, 1).unwrap());
+/// let out = indicator
+///     .update(Candle::new(11.0, 11.1, 9.9, 10.0, 1.0, 2).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone)]
+pub struct IdenticalThreeCrows {
+    tolerance: f64,
+    prev: Option<Candle>,
+    prev_prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Default for IdenticalThreeCrows {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl IdenticalThreeCrows {
+    /// Construct a detector with the default relative tolerance (1e-3).
+    pub const fn new() -> Self {
+        Self {
+            tolerance: 0.001,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        }
+    }
+
+    /// Construct a detector with a custom relative tolerance.
+    ///
+    /// `tolerance` must lie in `[0, 1)`.
+    pub fn with_tolerance(tolerance: f64) -> Result<Self> {
+        if !(0.0..1.0).contains(&tolerance) {
+            return Err(Error::InvalidPeriod {
+                message: "identical three crows tolerance must lie in [0, 1)",
+            });
+        }
+        Ok(Self {
+            tolerance,
+            prev: None,
+            prev_prev: None,
+            has_emitted: false,
+        })
+    }
+
+    /// Configured relative tolerance.
+    pub fn tolerance(&self) -> f64 {
+        self.tolerance
+    }
+}
+
+impl Indicator for IdenticalThreeCrows {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let pp = self.prev_prev;
+        let p = self.prev;
+        self.prev_prev = self.prev;
+        self.prev = Some(candle);
+        let (Some(bar1), Some(bar2)) = (pp, p) else {
+            return Some(0.0);
+        };
+        let tol2 = self.tolerance * bar2.open.abs().max(bar1.close.abs());
+        let tol3 = self.tolerance * candle.open.abs().max(bar2.close.abs());
+        if bar1.close < bar1.open
+            && bar2.close < bar2.open
+            && candle.close < candle.open
+            && bar2.close < bar1.close
+            && candle.close < bar2.close
+            && (bar2.open - bar1.close).abs() <= tol2
+            && (candle.open - bar2.close).abs() <= tol3
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.prev_prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        3
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "IdenticalThreeCrows"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn rejects_invalid_tolerance() {
+        assert!(IdenticalThreeCrows::with_tolerance(-0.01).is_err());
+        assert!(IdenticalThreeCrows::with_tolerance(1.0).is_err());
+    }
+
+    #[test]
+    fn accepts_valid_tolerance() {
+        let t = IdenticalThreeCrows::with_tolerance(0.0).unwrap();
+        assert!((t.tolerance() - 0.0).abs() < 1e-12);
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = IdenticalThreeCrows::default();
+        assert_eq!(t.name(), "IdenticalThreeCrows");
+        assert_eq!(t.warmup_period(), 3);
+        assert!(!t.is_ready());
+        assert!((t.tolerance() - 0.001).abs() < 1e-12);
+    }
+
+    #[test]
+    fn identical_three_crows_is_minus_one() {
+        let mut t = IdenticalThreeCrows::new();
+        // Three red candles, each opening at the prior close, declining.
+        assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 12.1, 10.9, 11.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.1, 9.9, 10.0, 2)), Some(-1.0));
+    }
+
+    #[test]
+    fn non_identical_opens_yield_zero() {
+        let mut t = IdenticalThreeCrows::new();
+        t.update(c(13.0, 13.1, 11.9, 12.0, 0));
+        t.update(c(12.0, 12.1, 10.9, 11.0, 1));
+        // bar3 opens at 10.0, far from bar2's close (11.0) -> not identical.
+        assert_eq!(t.update(c(10.0, 10.1, 8.9, 9.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn rising_close_yields_zero() {
+        let mut t = IdenticalThreeCrows::new();
+        t.update(c(13.0, 13.1, 11.9, 12.0, 0));
+        t.update(c(12.0, 12.1, 10.9, 11.0, 1));
+        // bar3 is green -> not three crows.
+        assert_eq!(t.update(c(11.0, 12.2, 10.9, 12.0, 2)), Some(0.0));
+    }
+
+    #[test]
+    fn first_two_bars_return_zero() {
+        let mut t = IdenticalThreeCrows::new();
+        assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(12.0, 12.1, 10.9, 11.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 - i as f64;
+                c(base, base + 0.1, base - 1.1, base - 1.0, i)
+            })
+            .collect();
+        let mut a = IdenticalThreeCrows::new();
+        let mut b = IdenticalThreeCrows::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = IdenticalThreeCrows::new();
+        t.update(c(13.0, 13.1, 11.9, 12.0, 0));
+        t.update(c(12.0, 12.1, 10.9, 11.0, 1));
+        t.update(c(11.0, 11.1, 9.9, 10.0, 2));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
+    }
+}

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

@@ -0,0 +1,191 @@
+//! In-Neck candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// In-Neck — a 2-bar bearish continuation, slightly stronger than On-Neck. A long
+/// black candle in a decline is followed by a white candle that opens below the
+/// black bar's low and closes just barely *into* the black body, around its close
+/// level. The shallow recovery still favours the sellers.
+///
+/// ```text
+/// long body = |close − open| >= 0.5 * (high − low)
+/// bar1 black & long
+/// bar2 white, opens below bar1's low      (open2 < low1)
+/// bar2 closes just into bar1's body        (close1 <= close2 <= close1 + 0.1 · body1)
+/// ```
+///
+/// Output is `−1.0` when the pattern completes and `0.0` otherwise. In-Neck is a
+/// single-direction (bearish-only) continuation, so it never emits `+1.0`. The
+/// first bar always returns `0.0` because the two-bar window is not yet filled.
+/// Body and neckline thresholds follow the geometric house style rather than
+/// TA-Lib's rolling averages. Pattern-shape check only — no trend filter is
+/// applied; combine with a trend indicator for actionable signals.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
+/// a machine-learning feature matrix as a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Candle, InNeck, Indicator};
+///
+/// let mut indicator = InNeck::new();
+/// indicator.update(Candle::new(15.0, 15.1, 9.0, 10.0, 1.0, 0).unwrap());
+/// let out = indicator
+///     .update(Candle::new(7.0, 10.3, 6.9, 10.2, 1.0, 1).unwrap());
+/// assert_eq!(out, Some(-1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct InNeck {
+    prev: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl InNeck {
+    /// Construct a new In-Neck detector.
+    pub const fn new() -> Self {
+        Self {
+            prev: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for InNeck {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let prev = self.prev;
+        self.prev = Some(candle);
+        let Some(bar1) = prev else {
+            return Some(0.0);
+        };
+        let range1 = bar1.high - bar1.low;
+        if range1 <= 0.0 {
+            return Some(0.0);
+        }
+        let body1 = bar1.open - bar1.close;
+        if bar1.close < bar1.open
+            && body1 >= 0.5 * range1
+            && candle.close > candle.open
+            && candle.open < bar1.low
+            && candle.close >= bar1.close
+            && candle.close <= bar1.close + 0.1 * body1
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.prev = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "InNeck"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = InNeck::new();
+        assert_eq!(t.name(), "InNeck");
+        assert_eq!(t.warmup_period(), 2);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn in_neck_is_minus_one() {
+        let mut t = InNeck::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(7.0, 10.3, 6.9, 10.2, 1)), Some(-1.0));
+    }
+
+    #[test]
+    fn close_at_low_yields_zero() {
+        let mut t = InNeck::new();
+        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
+        // Closes at the prior low, not into the body -> on-neck, not in-neck.
+        assert_eq!(t.update(c(7.0, 9.1, 6.9, 9.0, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn close_past_neck_yields_zero() {
+        let mut t = InNeck::new();
+        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
+        // Closes well into the body -> thrusting, not in-neck.
+        assert_eq!(t.update(c(7.0, 11.6, 6.9, 11.5, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn second_bar_black_yields_zero() {
+        let mut t = InNeck::new();
+        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
+        assert_eq!(t.update(c(10.4, 10.5, 6.9, 10.1, 1)), Some(0.0));
+    }
+
+    #[test]
+    fn first_bar_returns_zero() {
+        let mut t = InNeck::new();
+        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base + 5.0, base + 5.1, base - 1.0, base, i)
+            })
+            .collect();
+        let mut a = InNeck::new();
+        let mut b = InNeck::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = InNeck::new();
+        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
+        t.update(c(7.0, 10.3, 6.9, 10.2, 1));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn zero_range_first_bar_yields_zero() {
+        let mut t = InNeck::new();
+        // Flat first bar (range1 == 0) -> rejected.
+        t.update(c(10.0, 10.0, 10.0, 10.0, 0));
+        assert_eq!(t.update(c(9.0, 10.0, 8.0, 9.5, 1)), Some(0.0));
+    }
+}

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

@@ -22,6 +22,14 @@ use crate::traits::Indicator;
 /// check only — no trend filter is applied; combine with a trend indicator
 /// for actionable signals.
 ///
+/// # Signed ±1 encoding
+///
+/// An Inverted Hammer is bullish by definition, so under the uniform
+/// candlestick sign convention (`+1.0` bullish, `−1.0` bearish, `0.0` none) it
+/// emits `+1.0` when the shape matches and `0.0` otherwise — it never emits
+/// `−1.0`. The same geometry read at the top of an uptrend is the bearish
+/// `ShootingStar`, which carries the opposite sign.
+///
 /// # Example
 ///
 /// ```