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Author SHA1 Message Date
kingchenc a3950bf31b release: bump 0.9.0 -> 0.9.1 (#299) 2026-06-14 02:42:45 +02:00
kingchenc a0a7bc4e62 docs(readme): add a Requirements section with per-language supported versions (#298)
There was no single place listing the minimum supported version per language.
Add a Requirements table after Languages (Rust 1.86, Python 3.9, Node 20, WASM,
C99, C++14, .NET 8, Go 1.23, Java 22, R >= 2.10) linking to the full
Requirements page in the docs.
2026-06-14 01:09:02 +02:00
kingchenc 0c925aa9d5 feat(c-abi): expose warmup_period / is_ready across the C ABI bindings (#297)
* feat(c-abi): expose warmup_period / is_ready across the C ABI bindings

The C ABI hub exposed new/update/batch/reset/free per indicator but not the
Indicator::warmup_period / is_ready queries that the native (Python/Node/WASM)
bindings already had, so C/C#/Go/Java/R callers could not ask an indicator
whether it was warmed up without feeding it and watching for NaN.

Regenerated from the ScriptHelpers capi + language generators:
- bindings/c: wickra_<ind>_warmup_period (size_t) and wickra_<ind>_is_ready
  (bool) for every indicator (504; the 10 alt-chart bar builders are excluded
  by design). wickra.h regenerated via cbindgen (additive only).
- bindings/csharp: int WarmupPeriod() / bool IsReady() on each wrapper.
- bindings/go: WarmupPeriod() int / IsReady() bool.
- bindings/java: int warmupPeriod() / boolean isReady().
- bindings/r: C glue + registration; hand-written warmup_period() / is_ready()
  S3 generics in methods.R, plus NAMESPACE exports.

Tests: C-ABI Rust unit tests, the C examples/archetypes.c suite, and the C#,
Go, Java and R archetype suites all gain a warmup/is_ready transition check.

* build(go): sync vendored wickra.h with the C ABI header

The Go binding vendors bindings/c/include/wickra.h; refresh it with the new
warmup_period / is_ready declarations so the CI sync check passes.
2026-06-14 01:04:06 +02:00
kingchenc d9e6807ca0 fix: correct RelativeStrengthAB binding wrapper casing (#296)
The WASM and Node binding wrappers were named with the lowercase-b acronym
(WasmRelativeStrengthAb, RelativeStrengthAbNode) while the core type and every
other surface use RelativeStrengthAB. The published JS/WASM class name was
already correct via js_name/js_class, so this only aligns the internal Rust
identifiers and the auto-generated TypeScript type alias
(RelativeStrengthAbNode -> RelativeStrengthABNode). Runtime API unchanged.
2026-06-14 00:50:03 +02:00
kingchenc eb50ae4e90 deps(python): upgrade pyo3 + rust-numpy to 0.29, clear 2 advisories (#295)
rust-numpy 0.29 lifted its pyo3 ^0.28 pin, so the resolver can now select
pyo3 0.29. Bump both (kept as a pair) and drop the temporary not-affected
exceptions for RUSTSEC-2026-0176 and RUSTSEC-2026-0177 from deny.toml and
osv-scanner.toml — pyo3 0.29 fixes both advisories.

No public API change; the Python test suite passes unchanged (957 tests).
2026-06-14 00:36:52 +02:00
kingchenc 4a12f60a88 ci: test the Node binding on the 22/24 LTS (18/20 are EOL) (#294)
* ci: test the Node binding on the 22/24 LTS (18/20 are EOL)

Node 18 is EOL and 20 reaches EOL; move the binding CI matrix from [18, 20]
to [22, 24] (both LTS), bump the fixed Node setups in ci.yml/release.yml to 22,
and raise package.json engines to >= 20.

The N-API 8 binary is ABI-stable across Node versions, so no per-version build
is needed. The `npm test` script (`node --test __tests__/`) breaks on Node 22
— it resolves `__tests__` as a module — so switch to `node --test` (auto-
discovery). Verified locally on Node 22: build + 584 tests green.

* build(node): sync package-lock engines.node to >= 20

* ci(node): drop the __tests__/ path arg so node --test auto-discovers

On Node 22+, `node --test __tests__/` resolves the directory as a single
module and fails with one unrunnable subtest. `node --test` (no path)
auto-discovers every *.test.js under the package, matching the package.json
test script. Verified locally: 584 tests pass.
2026-06-14 00:23:36 +02:00
kingchenc 8003572d92 docs(core): add runnable rustdoc examples to 23 indicators (#293)
The fib_* / auto_fib / golden_pocket Fibonacci indicators, the harami_cross /
tristar / tower_top_bottom candlestick patterns and the td_* DeMark family
lacked the `/// # Example` runnable doctest that ARCHITECTURE.md requires of
every indicator. Add a minimal construct-and-feed example to each. The
swing-tracker helper `pattern_swing` is not an `Indicator` and is left out.
All 23 pass `cargo test --doc` (487 doctests green).
2026-06-14 00:09:07 +02:00
kingchenc db5bd5e028 ci: build the Java binding on JDK 25 LTS (22 is EOL) (#292)
Java 22 is a non-LTS that has reached end of life; bump the build JDK in
ci.yml and release.yml to the 25 LTS. The pom pins `maven.compiler.release`
to 22, so the emitted bytecode and the Java 22+ runtime floor (FFM API, final
since 22) are unchanged. Not 21 — FFM was only preview there.
2026-06-13 23:55:49 +02:00
kingchenc 2ef60874b9 fix(examples): satisfy clippy -D warnings in gen_golden (#291)
Replace `i as i64` with `i64::try_from(i)` (cast_possible_wrap) and rename
the OHLCV destructure to descriptive names (many_single_char_names) so
`cargo clippy --all-targets --all-features -- -D warnings` passes on the 1.95
toolchain. Dev-tool only; no library change.
2026-06-13 23:35:29 +02:00
kingchenc d59cd44043 docs: standardise language naming + binding security sections (#290)
* docs: standardise language naming and add binding security sections

Canonical binding list everywhere: Rust, Python, Node.js, WASM, C, C++, C#,
Go, Java, R. Use C# (not .NET) as the language label, WASM (not WebAssembly)
in prose, and frame the C ABI as a hub rather than a list item.

- Bump stale indicator counts (200+ -> 514) and family count (sixteen ->
  twenty-four) in the Node/Python/WASM and docs READMEs.
- Add a short Security section to all eight binding READMEs.
- Relabel benchmark rows (C -> C / C++, C# / .NET -> C#).
- Fix the 'language stecker' wording in the C#/Go/R API intros.
- Documentation only; no code or public API changes.

* release.yml: extend install snippets and expose version output

Add the missing registry installs to the release body (dotnet, go, Gradle/
Maven Central, r-universe) alongside cargo/pip/npm, and expose a v-stripped
'version' output from the tag step for the Gradle coordinate. Also fix the
C-ABI language order in the assets note (C# before Go).

* release.yml: correct the release body (10 languages, all registries)

Reframe the tagline to '10 languages' (native Rust/Python/Node.js/WASM + a C
ABI hub for C, C++, C#, Go, Java, R) instead of '4 language registries', note
that C#/Java/Go/R publish to NuGet/Maven/Go/r-universe via their own jobs, and
tidy the Node.js label and the C-ABI hub list.
2026-06-13 23:34:24 +02:00
kingchenc ee5ee6980e release: bump 0.8.9 -> 0.9.0 (#289) 2026-06-13 03:21:33 +02:00
dependabot[bot] 60b4705d7e deps(maven): bump org.codehaus.mojo:exec-maven-plugin from 3.2.0 to 3.6.3 in /examples/java (#284) 2026-06-13 01:01:55 +02:00
dependabot[bot] 08b2e5abd3 deps(maven): bump org.apache.maven.plugins:maven-compiler-plugin from 3.13.0 to 3.15.0 in /examples/java (#283) 2026-06-13 01:01:49 +02:00
dependabot[bot] 495d9edcc3 deps(maven): bump com.fasterxml.jackson.core:jackson-databind from 2.17.1 to 2.22.0 in /examples/java (#282) 2026-06-13 01:01:44 +02:00
dependabot[bot] c32b802461 deps(maven): bump org.codehaus.mojo:exec-maven-plugin from 3.2.0 to 3.6.3 in /bindings/java/benchmarks (#281) 2026-06-13 01:01:38 +02:00
dependabot[bot] 7e3be0d1ac deps(maven): bump org.apache.maven.plugins:maven-compiler-plugin from 3.13.0 to 3.15.0 in /bindings/java/benchmarks (#280) 2026-06-13 01:01:32 +02:00
dependabot[bot] 1a90de89ea deps(maven): bump org.apache.maven.plugins:maven-javadoc-plugin from 3.7.0 to 3.12.0 in /bindings/java (#279) 2026-06-13 01:01:27 +02:00
dependabot[bot] bb901fbd25 deps(maven): bump org.apache.maven.plugins:maven-jar-plugin from 3.4.1 to 3.5.0 in /bindings/java (#278) 2026-06-13 01:01:21 +02:00
dependabot[bot] 692473452f deps(maven): bump org.apache.maven.plugins:maven-gpg-plugin from 3.2.4 to 3.2.8 in /bindings/java (#277) 2026-06-13 01:01:15 +02:00
dependabot[bot] 2a5b012068 deps(maven): bump org.junit.jupiter:junit-jupiter from 5.10.2 to 6.1.0 in /bindings/java (#276) 2026-06-13 01:01:09 +02:00
dependabot[bot] 513e1111d2 deps(maven): bump org.apache.maven.plugins:maven-surefire-plugin from 3.2.5 to 3.5.6 in /bindings/java (#275) 2026-06-13 01:01:03 +02:00
dependabot[bot] 4b0bdef7c6 deps(maven): bump org.apache.maven.plugins:maven-compiler-plugin from 3.13.0 to 3.15.0 in /bindings/java (#274) 2026-06-13 01:00:57 +02:00
dependabot[bot] 3e4b6c7e22 deps(maven): bump org.apache.maven.plugins:maven-source-plugin from 3.3.1 to 3.4.0 in /bindings/java (#273) 2026-06-13 01:00:51 +02:00
kingchenc dd6a4affb2 ci(dependabot): group updates per ecosystem into a single PR (#288)
All nine Dependabot ecosystems now batch their updates into one grouped PR each
(`groups: { <name>: { patterns: ["*"] } }`) instead of one PR per dependency.

A routine refresh previously fanned out into a dozen-plus PRs (the Maven batch
alone opened 12), each running the full nine-language CI matrix (~55 checks) and
clogging the runner queue ahead of release and feature runs. Grouping collapses
that to one PR per ecosystem.

Trade-off: a single broken update blocks its whole group until excluded — fine
for routine maintenance bumps. Security updates are unaffected (they are not
grouped and continue to arrive individually).
2026-06-12 23:39:26 +02:00
kingchenc e5e094d370 chore(supply-chain): suppress jackson false positive in the Maven sub-scans (#287)
Follow-up to #272. The root `osv-scanner.toml` cleared the OpenSSF Scorecard
Vulnerabilities check from score 5 to 9 (the two pyo3 advisories, which live in
`Cargo.lock` at the root). One finding remained — `GHSA-72hv-8253-57qq`
(jackson-core 3.x async-parser DoS) — because OSV-Scanner resolves its config
relative to each manifest, and the repo-root config does not cover the Maven
sub-directory scans.

This adds the same not-affected suppression next to the two Maven manifests
(`bindings/java`, `examples/java`).

`tools.jackson.core:jackson-core` 3.x is not a dependency of this project: full
Maven resolution (publishing-plugin tree + project trees) resolves only jackson
`2.16.1` / `2.17.1`; tools.jackson 3.x appears nowhere. OSV-Scanner's own
resolver flags it as a false positive.
2026-06-12 23:31:21 +02:00
kingchenc 97940046d1 ci(dependabot): track NuGet (C#) and the Node/Go examples (#286)
Closes the remaining Dependabot coverage gaps after the Maven ecosystem was
added. Audited every binding for external dependency manifests:

| Language | External deps | Coverage |
|----------|---------------|----------|
| Rust (core/wasm) | yes | already `cargo` |
| Python | yes | already `pip` |
| Node (binding) | yes | already `npm` |
| Java | yes | already `maven` |
| **C# / .NET** | **yes** (xunit, Microsoft.NET.Test.Sdk, BenchmarkDotNet) | **added `nuget`** |
| **examples/node** | **yes** (`ws`) | **added `npm`** |
| **examples/go** | **yes** (`coder/websocket`) | **added `gomod`** |
| C (C ABI) | no | nothing to track |
| Go (binding) | no (empty go.mod) | nothing to track |
| R | only `Depends: R` | Dependabot has no R/CRAN ecosystem |

The published `Wickra.csproj` itself has no external NuGet packages (thin C-ABI
wrapper), so only the test and benchmark projects are tracked.
2026-06-12 23:23:08 +02:00
kingchenc f7f0bfbc48 release: bump 0.8.8 -> 0.8.9 (#285)
Maintenance release — supply-chain and CI housekeeping only. No library code or
public API changes.

### Security
- Triaged the pyo3 advisories RUSTSEC-2026-0176 / RUSTSEC-2026-0177 as not
  affecting Wickra (vulnerable APIs unreachable from the binding; fix blocked
  upstream by rust-numpy pinning pyo3 `^0.28`). Recorded in `deny.toml` and
  `osv-scanner.toml`.

### Changed
- Java binding: `central-publishing-maven-plugin` 0.5.0 → 0.10.0.
- CI GitHub Actions bumped to latest (checkout, setup-go, setup-java,
  codeql-action, taiki-e/install-action).
- Added a Maven ecosystem to Dependabot.

Version bumped across all manifests/lockfiles via `bump_version.py`; Cargo.lock
refreshed. CHANGELOG `[0.8.9]` filled. Tag/publish to follow on explicit GO.
2026-06-12 23:21:39 +02:00
kingchenc 8ccfd638b2 chore(supply-chain): osv-scanner suppressions, bump publishing plugin, track Maven in Dependabot (#272)
Follow-up to the Dependabot action-bump merges and the cargo-deny ignore (#271).
Three low-risk supply-chain housekeeping changes — config/docs only, no library
code, no runtime change.

## 1. `osv-scanner.toml` (new)

The OpenSSF Scorecard *Vulnerabilities* check runs OSV-Scanner over the repo and
was flagging five advisory IDs (`score is 5`). These reduce to three findings,
all assessed as not affecting Wickra:

| Advisory | Assessment |
|----------|------------|
| RUSTSEC-2026-0176 / GHSA-36hh-v3qg-5jq4 (pyo3) | Vulnerable API unused; fix is pyo3 0.29 but rust-numpy 0.28 pins pyo3 `^0.28` → upstream-blocked. Already in `deny.toml`. |
| RUSTSEC-2026-0177 / GHSA-chgr-c6px-7xpp (pyo3) | Same — `PyCFunction::new_closure` not called. Already in `deny.toml`. |
| GHSA-72hv-8253-57qq (jackson-core 3.x) | **Not a dependency of this project.** No manifest, Maven plugin, or the GitHub dependency-graph SBOM references `tools.jackson` 3.x; the only jackson present is `com.fasterxml.jackson.core:jackson-databind` 2.17.1. |

`osv-scanner.toml` records these as ignored-with-reason at the OSV layer,
mirroring `deny.toml` and the SECURITY.md VEX section. The Scorecard finding
also flip-flopped (fixed → reappeared) across unrelated release-bump commits,
confirming it is not a stable real exposure.

## 2. Bump `central-publishing-maven-plugin` 0.5.0 → 0.10.0

The Java binding pinned a publishing plugin five versions behind. Validated
locally with the JDK 22 toolchain (`mvn -Prelease validate`): the extension
loads, the existing `publishingServerId`/`autoPublish` config is compatible, and
all 14 binding tests pass. The actual `mvn deploy` upload path is only exercised
at release time (needs the Central token + GPG key), so it will be confirmed at
the next release.

## 3. Add a Maven ecosystem to Dependabot

The Java binding had no Dependabot coverage, which is why the stale 0.5.0 plugin
went unnoticed. Adds `package-ecosystem: maven` over `/bindings/java`,
`/bindings/java/benchmarks`, and `/examples/java` so plugin and dependency
updates (incl. the examples' jackson) are tracked going forward.
2026-06-12 23:15:56 +02:00
dependabot[bot] 452f270b4d deps(actions): bump github/codeql-action from 3.36.0 to 4.36.2 (#270)
Bumps [github/codeql-action](https://github.com/github/codeql-action) from 3.36.0 to 4.36.2.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/github/codeql-action/releases">github/codeql-action's releases</a>.</em></p>
<blockquote>
<h2>v4.36.2</h2>
<ul>
<li>Cache CodeQL CLI version information across Actions steps. <a href="https://redirect.github.com/github/codeql-action/pull/3943">#3943</a></li>
<li>Reduce requests while waiting for analysis processing by using exponential backoff when polling SARIF processing status. <a href="https://redirect.github.com/github/codeql-action/pull/3937">#3937</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.6">2.25.6</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3948">#3948</a></li>
</ul>
<h2>v4.36.1</h2>
<p>No user facing changes.</p>
<h2>v4.36.0</h2>
<ul>
<li><em>Breaking change</em>: Bump the minimum required CodeQL bundle version to 2.19.4. <a href="https://redirect.github.com/github/codeql-action/pull/3894">#3894</a></li>
<li>Add support for SHA-256 Git object IDs. <a href="https://redirect.github.com/github/codeql-action/pull/3893">#3893</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.5">2.25.5</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3926">#3926</a></li>
</ul>
<h2>v4.35.5</h2>
<ul>
<li>We have improved how the JavaScript bundles for the CodeQL Action are generated to avoid duplication across bundles and reduce the size of the repository by around 70%. This should have no effect on the runtime behaviour of the CodeQL Action. <a href="https://redirect.github.com/github/codeql-action/pull/3899">#3899</a></li>
<li>For performance and accuracy reasons, <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> will now only be enabled on a pull request when diff-informed analysis is also enabled for that run. If diff-informed analysis is unavailable (for example, because the PR diff ranges could not be computed), the action will fall back to a full analysis. <a href="https://redirect.github.com/github/codeql-action/pull/3791">#3791</a></li>
<li>If multiple inputs are provided for the GitHub-internal <code>analysis-kinds</code> input, only <code>code-scanning</code> will be enabled. The <code>analysis-kinds</code> input is experimental, for GitHub-internal use only, and may change without notice at any time. <a href="https://redirect.github.com/github/codeql-action/pull/3892">#3892</a></li>
<li>Added an experimental change which, when running a Code Scanning analysis for a PR with <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> enabled, prefers CodeQL CLI versions that have a cached overlay-base database for the configured languages. This speeds up analysis for a repository when there is not yet a cached overlay-base database for the latest CLI version. We expect to roll this change out to everyone in May. <a href="https://redirect.github.com/github/codeql-action/pull/3880">#3880</a></li>
</ul>
<h2>v4.35.4</h2>
<ul>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.4">2.25.4</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3881">#3881</a></li>
</ul>
<h2>v4.35.3</h2>
<ul>
<li><em>Upcoming breaking change</em>: Add a deprecation warning for customers using CodeQL version 2.19.3 and earlier. These versions of CodeQL were discontinued on 9 April 2026 alongside GitHub Enterprise Server 3.15, and will be unsupported by the next minor release of the CodeQL Action. <a href="https://redirect.github.com/github/codeql-action/pull/3837">#3837</a></li>
<li>Configurations for private registries that use Cloudsmith or GCP OIDC are now accepted. <a href="https://redirect.github.com/github/codeql-action/pull/3850">#3850</a></li>
<li>Best-effort connection tests for private registries now use <code>GET</code> requests instead of <code>HEAD</code> for better compatibility with various registry implementations. For NuGet feeds, the test is now always performed against the service index. <a href="https://redirect.github.com/github/codeql-action/pull/3853">#3853</a></li>
<li>Fixed a bug where two diagnostics produced within the same millisecond could overwrite each other on disk, causing one of them to be lost. <a href="https://redirect.github.com/github/codeql-action/pull/3852">#3852</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.3">2.25.3</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3865">#3865</a></li>
</ul>
<h2>v4.35.2</h2>
<ul>
<li>The undocumented TRAP cache cleanup feature that could be enabled using the <code>CODEQL_ACTION_CLEANUP_TRAP_CACHES</code> environment variable is deprecated and will be removed in May 2026. If you are affected by this, we recommend disabling TRAP caching by passing the <code>trap-caching: false</code> input to the <code>init</code> Action. <a href="https://redirect.github.com/github/codeql-action/pull/3795">#3795</a></li>
<li>The Git version 2.36.0 requirement for improved incremental analysis now only applies to repositories that contain submodules. <a href="https://redirect.github.com/github/codeql-action/pull/3789">#3789</a></li>
<li>Python analysis on GHES no longer extracts the standard library, relying instead on models of the standard library. This should result in significantly faster extraction and analysis times, while the effect on alerts should be minimal. <a href="https://redirect.github.com/github/codeql-action/pull/3794">#3794</a></li>
<li>Fixed a bug in the validation of OIDC configurations for private registries that was added in CodeQL Action 4.33.0 / 3.33.0. <a href="https://redirect.github.com/github/codeql-action/pull/3807">#3807</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.2">2.25.2</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3823">#3823</a></li>
</ul>
<h2>v4.35.1</h2>
<ul>
<li>Fix incorrect minimum required Git version for <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a>: it should have been 2.36.0, not 2.11.0. <a href="https://redirect.github.com/github/codeql-action/pull/3781">#3781</a></li>
</ul>
<h2>v4.35.0</h2>
<ul>
<li>Reduced the minimum Git version required for <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> from 2.38.0 to 2.11.0. <a href="https://redirect.github.com/github/codeql-action/pull/3767">#3767</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.1">2.25.1</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3773">#3773</a></li>
</ul>
<h2>v4.34.1</h2>
<ul>
<li>Downgrade default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.24.3">2.24.3</a> due to issues with a small percentage of Actions and JavaScript analyses. <a href="https://redirect.github.com/github/codeql-action/pull/3762">#3762</a></li>
</ul>
<h2>v4.34.0</h2>
<ul>
<li>Added an experimental change which disables TRAP caching when <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> is enabled, since improved incremental analysis supersedes TRAP caching. This will improve performance and reduce Actions cache usage. We expect to roll this change out to everyone in March. <a href="https://redirect.github.com/github/codeql-action/pull/3569">#3569</a></li>
<li>We are rolling out improved incremental analysis to C/C++ analyses that use build mode <code>none</code>. We expect this rollout to be complete by the end of April 2026. <a href="https://redirect.github.com/github/codeql-action/pull/3584">#3584</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.0">2.25.0</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3585">#3585</a></li>
</ul>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Changelog</summary>
<p><em>Sourced from <a href="https://github.com/github/codeql-action/blob/main/CHANGELOG.md">github/codeql-action's changelog</a>.</em></p>
<blockquote>
<h1>CodeQL Action Changelog</h1>
<p>See the <a href="https://github.com/github/codeql-action/releases">releases page</a> for the relevant changes to the CodeQL CLI and language packs.</p>
<h2>[UNRELEASED]</h2>
<p>No user facing changes.</p>
<h2>4.36.2 - 04 Jun 2026</h2>
<ul>
<li>Cache CodeQL CLI version information across Actions steps. <a href="https://redirect.github.com/github/codeql-action/pull/3943">#3943</a></li>
<li>Reduce requests while waiting for analysis processing by using exponential backoff when polling SARIF processing status. <a href="https://redirect.github.com/github/codeql-action/pull/3937">#3937</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.6">2.25.6</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3948">#3948</a></li>
</ul>
<h2>4.36.1 - 02 Jun 2026</h2>
<p>No user facing changes.</p>
<h2>4.36.0 - 22 May 2026</h2>
<ul>
<li><em>Breaking change</em>: Bump the minimum required CodeQL bundle version to 2.19.4. <a href="https://redirect.github.com/github/codeql-action/pull/3894">#3894</a></li>
<li>Add support for SHA-256 Git object IDs. <a href="https://redirect.github.com/github/codeql-action/pull/3893">#3893</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.5">2.25.5</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3926">#3926</a></li>
</ul>
<h2>4.35.5 - 15 May 2026</h2>
<ul>
<li>We have improved how the JavaScript bundles for the CodeQL Action are generated to avoid duplication across bundles and reduce the size of the repository by around 70%. This should have no effect on the runtime behaviour of the CodeQL Action. <a href="https://redirect.github.com/github/codeql-action/pull/3899">#3899</a></li>
<li>For performance and accuracy reasons, <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> will now only be enabled on a pull request when diff-informed analysis is also enabled for that run. If diff-informed analysis is unavailable (for example, because the PR diff ranges could not be computed), the action will fall back to a full analysis. <a href="https://redirect.github.com/github/codeql-action/pull/3791">#3791</a></li>
<li>If multiple inputs are provided for the GitHub-internal <code>analysis-kinds</code> input, only <code>code-scanning</code> will be enabled. The <code>analysis-kinds</code> input is experimental, for GitHub-internal use only, and may change without notice at any time. <a href="https://redirect.github.com/github/codeql-action/pull/3892">#3892</a></li>
<li>Added an experimental change which, when running a Code Scanning analysis for a PR with <a href="https://redirect.github.com/github/roadmap/issues/1158">improved incremental analysis</a> enabled, prefers CodeQL CLI versions that have a cached overlay-base database for the configured languages. This speeds up analysis for a repository when there is not yet a cached overlay-base database for the latest CLI version. We expect to roll this change out to everyone in May. <a href="https://redirect.github.com/github/codeql-action/pull/3880">#3880</a></li>
</ul>
<h2>4.35.4 - 07 May 2026</h2>
<ul>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.4">2.25.4</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3881">#3881</a></li>
</ul>
<h2>4.35.3 - 01 May 2026</h2>
<ul>
<li><em>Upcoming breaking change</em>: Add a deprecation warning for customers using CodeQL version 2.19.3 and earlier. These versions of CodeQL were discontinued on 9 April 2026 alongside GitHub Enterprise Server 3.15, and will be unsupported by the next minor release of the CodeQL Action. <a href="https://redirect.github.com/github/codeql-action/pull/3837">#3837</a></li>
<li>Configurations for private registries that use Cloudsmith or GCP OIDC are now accepted. <a href="https://redirect.github.com/github/codeql-action/pull/3850">#3850</a></li>
<li>Best-effort connection tests for private registries now use <code>GET</code> requests instead of <code>HEAD</code> for better compatibility with various registry implementations. For NuGet feeds, the test is now always performed against the service index. <a href="https://redirect.github.com/github/codeql-action/pull/3853">#3853</a></li>
<li>Fixed a bug where two diagnostics produced within the same millisecond could overwrite each other on disk, causing one of them to be lost. <a href="https://redirect.github.com/github/codeql-action/pull/3852">#3852</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.3">2.25.3</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3865">#3865</a></li>
</ul>
<h2>4.35.2 - 15 Apr 2026</h2>
<ul>
<li>The undocumented TRAP cache cleanup feature that could be enabled using the <code>CODEQL_ACTION_CLEANUP_TRAP_CACHES</code> environment variable is deprecated and will be removed in May 2026. If you are affected by this, we recommend disabling TRAP caching by passing the <code>trap-caching: false</code> input to the <code>init</code> Action. <a href="https://redirect.github.com/github/codeql-action/pull/3795">#3795</a></li>
<li>The Git version 2.36.0 requirement for improved incremental analysis now only applies to repositories that contain submodules. <a href="https://redirect.github.com/github/codeql-action/pull/3789">#3789</a></li>
<li>Python analysis on GHES no longer extracts the standard library, relying instead on models of the standard library. This should result in significantly faster extraction and analysis times, while the effect on alerts should be minimal. <a href="https://redirect.github.com/github/codeql-action/pull/3794">#3794</a></li>
<li>Fixed a bug in the validation of OIDC configurations for private registries that was added in CodeQL Action 4.33.0 / 3.33.0. <a href="https://redirect.github.com/github/codeql-action/pull/3807">#3807</a></li>
<li>Update default CodeQL bundle version to <a href="https://github.com/github/codeql-action/releases/tag/codeql-bundle-v2.25.2">2.25.2</a>. <a href="https://redirect.github.com/github/codeql-action/pull/3823">#3823</a></li>
</ul>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/github/codeql-action/commit/8aad20d150bbac5944a9f9d289da16a4b0d87c1e"><code>8aad20d</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3949">#3949</a> from github/update-v4.36.2-dcb947ce1</li>
<li><a href="https://github.com/github/codeql-action/commit/f521b08cd8f468ab193ea950a589cb2e9c869c6a"><code>f521b08</code></a> Add additional changelog notes</li>
<li><a href="https://github.com/github/codeql-action/commit/8aeff0ffb7b78582ee0d0e6eebb8140684400d08"><code>8aeff0f</code></a> Update changelog for v4.36.2</li>
<li><a href="https://github.com/github/codeql-action/commit/dcb947ce15976d40ea82935510b2db4872ec124c"><code>dcb947c</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3948">#3948</a> from github/update-bundle/codeql-bundle-v2.25.6</li>
<li><a href="https://github.com/github/codeql-action/commit/c251bcefa178f7780f62f150002acffe3d07fde9"><code>c251bce</code></a> Add changelog note</li>
<li><a href="https://github.com/github/codeql-action/commit/62953c18b35f59e28351d2f1e806925aef8b1e3c"><code>62953c1</code></a> Update default bundle to codeql-bundle-v2.25.6</li>
<li><a href="https://github.com/github/codeql-action/commit/423b570baf1976cd7a3daeba5d6e9f9b76432f37"><code>423b570</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3946">#3946</a> from github/dependabot/npm_and_yarn/npm-minor-5d507a...</li>
<li><a href="https://github.com/github/codeql-action/commit/c35d1b164463ee62a100735382aaaa525c5d3496"><code>c35d1b1</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3947">#3947</a> from github/dependabot/github_actions/dot-github/wor...</li>
<li><a href="https://github.com/github/codeql-action/commit/cb1a588b02755b176e7b9d033ed4b69312f0e1bd"><code>cb1a588</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3937">#3937</a> from github/robertbrignull/waitForProcessing_backoff</li>
<li><a href="https://github.com/github/codeql-action/commit/ba47406412c54532b5b4fcfbaf877c9e2382b206"><code>ba47406</code></a> Merge pull request <a href="https://redirect.github.com/github/codeql-action/issues/3943">#3943</a> from github/henrymercer/cache-cli-version-info</li>
<li>Additional commits viewable in <a href="https://github.com/github/codeql-action/compare/03e4368ac7daa2bd82b3e85262f3bf87ee112f57...8aad20d150bbac5944a9f9d289da16a4b0d87c1e">compare view</a></li>
</ul>
</details>
<br />


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2026-06-12 22:49:45 +02:00
dependabot[bot] baffebd3da deps(actions): bump actions/checkout from 6.0.2 to 6.0.3 (#269)
Bumps [actions/checkout](https://github.com/actions/checkout) from 6.0.2 to 6.0.3.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/actions/checkout/releases">actions/checkout's releases</a>.</em></p>
<blockquote>
<h2>v6.0.3</h2>
<h2>What's Changed</h2>
<ul>
<li>Update changelog by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2357">actions/checkout#2357</a></li>
<li>fix: expand merge commit SHA regex and add SHA-256 test cases by <a href="https://github.com/yaananth"><code>@​yaananth</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2414">actions/checkout#2414</a></li>
<li>Fix checkout init for SHA-256 repositories by <a href="https://github.com/yaananth"><code>@​yaananth</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2439">actions/checkout#2439</a></li>
<li>Update changelog for v6.0.3 by <a href="https://github.com/yaananth"><code>@​yaananth</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2446">actions/checkout#2446</a></li>
</ul>
<h2>New Contributors</h2>
<ul>
<li><a href="https://github.com/yaananth"><code>@​yaananth</code></a> made their first contribution in <a href="https://redirect.github.com/actions/checkout/pull/2414">actions/checkout#2414</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/checkout/compare/v6...v6.0.3">https://github.com/actions/checkout/compare/v6...v6.0.3</a></p>
</blockquote>
</details>
<details>
<summary>Changelog</summary>
<p><em>Sourced from <a href="https://github.com/actions/checkout/blob/main/CHANGELOG.md">actions/checkout's changelog</a>.</em></p>
<blockquote>
<h1>Changelog</h1>
<h2>v6.0.3</h2>
<ul>
<li>Fix checkout init for SHA-256 repositories by <a href="https://github.com/yaananth"><code>@​yaananth</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2439">actions/checkout#2439</a></li>
<li>fix: expand merge commit SHA regex and add SHA-256 test cases by <a href="https://github.com/yaananth"><code>@​yaananth</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2414">actions/checkout#2414</a></li>
</ul>
<h2>v6.0.2</h2>
<ul>
<li>Fix tag handling: preserve annotations and explicit fetch-tags by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2356">actions/checkout#2356</a></li>
</ul>
<h2>v6.0.1</h2>
<ul>
<li>Add worktree support for persist-credentials includeIf by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2327">actions/checkout#2327</a></li>
</ul>
<h2>v6.0.0</h2>
<ul>
<li>Persist creds to a separate file by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2286">actions/checkout#2286</a></li>
<li>Update README to include Node.js 24 support details and requirements by <a href="https://github.com/salmanmkc"><code>@​salmanmkc</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2248">actions/checkout#2248</a></li>
</ul>
<h2>v5.0.1</h2>
<ul>
<li>Port v6 cleanup to v5 by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2301">actions/checkout#2301</a></li>
</ul>
<h2>v5.0.0</h2>
<ul>
<li>Update actions checkout to use node 24 by <a href="https://github.com/salmanmkc"><code>@​salmanmkc</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2226">actions/checkout#2226</a></li>
</ul>
<h2>v4.3.1</h2>
<ul>
<li>Port v6 cleanup to v4 by <a href="https://github.com/ericsciple"><code>@​ericsciple</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2305">actions/checkout#2305</a></li>
</ul>
<h2>v4.3.0</h2>
<ul>
<li>docs: update README.md by <a href="https://github.com/motss"><code>@​motss</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1971">actions/checkout#1971</a></li>
<li>Add internal repos for checking out multiple repositories by <a href="https://github.com/mouismail"><code>@​mouismail</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1977">actions/checkout#1977</a></li>
<li>Documentation update - add recommended permissions to Readme by <a href="https://github.com/benwells"><code>@​benwells</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2043">actions/checkout#2043</a></li>
<li>Adjust positioning of user email note and permissions heading by <a href="https://github.com/joshmgross"><code>@​joshmgross</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2044">actions/checkout#2044</a></li>
<li>Update README.md by <a href="https://github.com/nebuk89"><code>@​nebuk89</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2194">actions/checkout#2194</a></li>
<li>Update CODEOWNERS for actions by <a href="https://github.com/TingluoHuang"><code>@​TingluoHuang</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2224">actions/checkout#2224</a></li>
<li>Update package dependencies by <a href="https://github.com/salmanmkc"><code>@​salmanmkc</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/2236">actions/checkout#2236</a></li>
</ul>
<h2>v4.2.2</h2>
<ul>
<li><code>url-helper.ts</code> now leverages well-known environment variables by <a href="https://github.com/jww3"><code>@​jww3</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1941">actions/checkout#1941</a></li>
<li>Expand unit test coverage for <code>isGhes</code> by <a href="https://github.com/jww3"><code>@​jww3</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1946">actions/checkout#1946</a></li>
</ul>
<h2>v4.2.1</h2>
<ul>
<li>Check out other refs/* by commit if provided, fall back to ref by <a href="https://github.com/orhantoy"><code>@​orhantoy</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1924">actions/checkout#1924</a></li>
</ul>
<h2>v4.2.0</h2>
<ul>
<li>Add Ref and Commit outputs by <a href="https://github.com/lucacome"><code>@​lucacome</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1180">actions/checkout#1180</a></li>
<li>Dependency updates by <a href="https://github.com/dependabot"><code>@​dependabot</code></a>- <a href="https://redirect.github.com/actions/checkout/pull/1777">actions/checkout#1777</a>, <a href="https://redirect.github.com/actions/checkout/pull/1872">actions/checkout#1872</a></li>
</ul>
<h2>v4.1.7</h2>
<ul>
<li>Bump the minor-npm-dependencies group across 1 directory with 4 updates by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1739">actions/checkout#1739</a></li>
<li>Bump actions/checkout from 3 to 4 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1697">actions/checkout#1697</a></li>
<li>Check out other refs/* by commit by <a href="https://github.com/orhantoy"><code>@​orhantoy</code></a> in <a href="https://redirect.github.com/actions/checkout/pull/1774">actions/checkout#1774</a></li>
</ul>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/actions/checkout/commit/df4cb1c069e1874edd31b4311f1884172cec0e10"><code>df4cb1c</code></a> Update changelog for v6.0.3 (<a href="https://redirect.github.com/actions/checkout/issues/2446">#2446</a>)</li>
<li><a href="https://github.com/actions/checkout/commit/1cce3390c2bfda521930d01229c073c7ff920824"><code>1cce339</code></a> Fix checkout init for SHA-256 repositories (<a href="https://redirect.github.com/actions/checkout/issues/2439">#2439</a>)</li>
<li><a href="https://github.com/actions/checkout/commit/900f2210b1d28bbbd0bd22d17926b9e224e8f231"><code>900f221</code></a> fix: expand merge commit SHA regex and add SHA-256 test cases (<a href="https://redirect.github.com/actions/checkout/issues/2414">#2414</a>)</li>
<li><a href="https://github.com/actions/checkout/commit/0c366fd6a839edf440554fa01a7085ccba70ac98"><code>0c366fd</code></a> Update changelog (<a href="https://redirect.github.com/actions/checkout/issues/2357">#2357</a>)</li>
<li>See full diff in <a href="https://github.com/actions/checkout/compare/de0fac2e4500dabe0009e67214ff5f5447ce83dd...df4cb1c069e1874edd31b4311f1884172cec0e10">compare view</a></li>
</ul>
</details>
<br />


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2026-06-12 22:36:18 +02:00
dependabot[bot] e631e55195 deps(actions): bump actions/setup-java from 4.8.0 to 5.2.0 (#268)
Bumps [actions/setup-java](https://github.com/actions/setup-java) from 4.8.0 to 5.2.0.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/actions/setup-java/releases">actions/setup-java's releases</a>.</em></p>
<blockquote>
<h2>v5.2.0</h2>
<h2>What's Changed</h2>
<h3>Enhancement</h3>
<ul>
<li>Retry on HTTP 522 Connection timed out by <a href="https://github.com/findepi"><code>@​findepi</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/964">actions/setup-java#964</a></li>
</ul>
<h3>Documentation Changes</h3>
<ul>
<li>Update gradle caching by <a href="https://github.com/priya-kinthali"><code>@​priya-kinthali</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/972">actions/setup-java#972</a></li>
<li>Update checkout to v6 by <a href="https://github.com/mahabaleshwars"><code>@​mahabaleshwars</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/973">actions/setup-java#973</a></li>
</ul>
<h3>Dependency Updates</h3>
<ul>
<li>Upgrade <code>@​actions/cache</code> to v5 by <a href="https://github.com/salmanmkc"><code>@​salmanmkc</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/968">actions/setup-java#968</a></li>
<li>Upgrade actions/checkout from 5 to 6 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/961">actions/setup-java#961</a></li>
</ul>
<h2>New Contributors</h2>
<ul>
<li><a href="https://github.com/findepi"><code>@​findepi</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/964">actions/setup-java#964</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/setup-java/compare/v5...v5.2.0">https://github.com/actions/setup-java/compare/v5...v5.2.0</a></p>
<h2>v5.1.0</h2>
<h2>What's Changed</h2>
<h3>New Features</h3>
<ul>
<li>Add support for <code>.sdkmanrc</code> file in <code>java-version-file</code> parameter by <a href="https://github.com/guicamest"><code>@​guicamest</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/736">actions/setup-java#736</a></li>
<li>Add support for Microsoft OpenJDK 25 builds by <a href="https://github.com/the-mod"><code>@​the-mod</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/927">actions/setup-java#927</a></li>
</ul>
<h3>Bug Fixes &amp; Improvements</h3>
<ul>
<li>Update Regex to Support All ASDF Versions for the supported distributions in tool-versions File by <a href="https://github.com/aparnajyothi-y"><code>@​aparnajyothi-y</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/767">actions/setup-java#767</a></li>
<li>Enhance error logging for network failures to include endpoint/IP details, add retry mechanism and update workflows to use macos-15-intel by <a href="https://github.com/priya-kinthali"><code>@​priya-kinthali</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/946">actions/setup-java#946</a></li>
<li>Update SapMachine URLs by <a href="https://github.com/RealCLanger"><code>@​RealCLanger</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/955">actions/setup-java#955</a></li>
<li>Add GitHub Token Support for GraalVM and Refactor Code by <a href="https://github.com/mahabaleshwars"><code>@​mahabaleshwars</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/849">actions/setup-java#849</a></li>
</ul>
<h3>Documentation changes</h3>
<ul>
<li>Update documentation to use checkout and Java v5 by <a href="https://github.com/lmvysakh"><code>@​lmvysakh</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/903">actions/setup-java#903</a></li>
<li>Clarify JAVA_HOME and PATH setup in README by <a href="https://github.com/chiranjib-swain"><code>@​chiranjib-swain</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/841">actions/setup-java#841</a></li>
</ul>
<h3>Dependency updates</h3>
<ul>
<li>Upgrade prettier from 2.8.8 to 3.6.2 and document breaking changes in v5 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/873">actions/setup-java#873</a></li>
<li>Upgrade actions/publish-action from 0.3.0 to 0.4.0  by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-java/pull/912">actions/setup-java#912</a></li>
</ul>
<h2>New Contributors</h2>
<ul>
<li><a href="https://github.com/lmvysakh"><code>@​lmvysakh</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/903">actions/setup-java#903</a></li>
<li><a href="https://github.com/chiranjib-swain"><code>@​chiranjib-swain</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/841">actions/setup-java#841</a></li>
<li><a href="https://github.com/the-mod"><code>@​the-mod</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/927">actions/setup-java#927</a></li>
<li><a href="https://github.com/priya-kinthali"><code>@​priya-kinthali</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/946">actions/setup-java#946</a></li>
<li><a href="https://github.com/guicamest"><code>@​guicamest</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-java/pull/736">actions/setup-java#736</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/setup-java/compare/v5...v5.1.0">https://github.com/actions/setup-java/compare/v5...v5.1.0</a></p>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/actions/setup-java/commit/be666c2fcd27ec809703dec50e508c2fdc7f6654"><code>be666c2</code></a> Chore: Version Update and Checkout Update to v6 (<a href="https://redirect.github.com/actions/setup-java/issues/973">#973</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/f7a6fefba97e80156950e16f2a9dafc8579b7d05"><code>f7a6fef</code></a> Bump actions/checkout from 5 to 6 (<a href="https://redirect.github.com/actions/setup-java/issues/961">#961</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/d81c4e45f3ac973cc936d79104023e20054ba578"><code>d81c4e4</code></a> Upgrade <code>@​actions/cache</code> to v5 (<a href="https://redirect.github.com/actions/setup-java/issues/968">#968</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/1b1bbe1085cb6ab21b5b19b7bebc091a9430026a"><code>1b1bbe1</code></a> readme update (<a href="https://redirect.github.com/actions/setup-java/issues/972">#972</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/5d7b2146334bacf88728daaa70414a99f5164e0f"><code>5d7b214</code></a> Retry on HTTP 522 Connection timed out (<a href="https://redirect.github.com/actions/setup-java/issues/964">#964</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/f2beeb24e141e01a676f977032f5a29d81c9e27e"><code>f2beeb2</code></a> Bump actions/publish-action from 0.3.0 to 0.4.0 (<a href="https://redirect.github.com/actions/setup-java/issues/912">#912</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/4e7e684fbb6e33f88ecb2cf1e6b3797739cf499b"><code>4e7e684</code></a> feat: Add support for <code>.sdkmanrc</code> file in <code>java-version-file</code> parameter (<a href="https://redirect.github.com/actions/setup-java/issues/736">#736</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/46c56d6f92c88cf540acf95a12a4a41197499222"><code>46c56d6</code></a> Add GitHub Token Support for GraalVM and Refactor Code (<a href="https://redirect.github.com/actions/setup-java/issues/849">#849</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/66b945764b75604b3cfd644c3ada5232cf6c90c6"><code>66b9457</code></a> Update SapMachine URLs (<a href="https://redirect.github.com/actions/setup-java/issues/955">#955</a>)</li>
<li><a href="https://github.com/actions/setup-java/commit/6ba5449b7dcda52941806a19f0cf626b6420191e"><code>6ba5449</code></a> Enhance error logging for network failures to include endpoint/IP details, ad...</li>
<li>Additional commits viewable in <a href="https://github.com/actions/setup-java/compare/c1e323688fd81a25caa38c78aa6df2d33d3e20d9...be666c2fcd27ec809703dec50e508c2fdc7f6654">compare view</a></li>
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2026-06-12 22:21:13 +02:00
dependabot[bot] 63949f6fc8 deps(actions): bump actions/setup-go from 5.6.0 to 6.4.0 (#267)
Bumps [actions/setup-go](https://github.com/actions/setup-go) from 5.6.0 to 6.4.0.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/actions/setup-go/releases">actions/setup-go's releases</a>.</em></p>
<blockquote>
<h2>v6.4.0</h2>
<h2>What's Changed</h2>
<h3>Enhancement</h3>
<ul>
<li>Add go-download-base-url input for custom Go distributions by <a href="https://github.com/gdams"><code>@​gdams</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/721">actions/setup-go#721</a></li>
</ul>
<h3>Dependency update</h3>
<ul>
<li>Upgrade minimatch from 3.1.2 to 3.1.5 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/727">actions/setup-go#727</a></li>
</ul>
<h3>Documentation update</h3>
<ul>
<li>Rearrange README.md, add advanced-usage.md by <a href="https://github.com/priyagupta108"><code>@​priyagupta108</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/724">actions/setup-go#724</a></li>
<li>Fix Microsoft build of Go link by <a href="https://github.com/gdams"><code>@​gdams</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/734">actions/setup-go#734</a></li>
</ul>
<h2>New Contributors</h2>
<ul>
<li><a href="https://github.com/gdams"><code>@​gdams</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-go/pull/721">actions/setup-go#721</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/setup-go/compare/v6...v6.4.0">https://github.com/actions/setup-go/compare/v6...v6.4.0</a></p>
<h2>v6.3.0</h2>
<h2>What's Changed</h2>
<ul>
<li>Update default Go module caching to use go.mod by <a href="https://github.com/priyagupta108"><code>@​priyagupta108</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/705">actions/setup-go#705</a></li>
<li>Fix golang download url to go.dev by <a href="https://github.com/178inaba"><code>@​178inaba</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/469">actions/setup-go#469</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/setup-go/compare/v6...v6.3.0">https://github.com/actions/setup-go/compare/v6...v6.3.0</a></p>
<h2>v6.2.0</h2>
<h2>What's Changed</h2>
<h3>Enhancements</h3>
<ul>
<li>Example for restore-only cache in documentation  by <a href="https://github.com/aparnajyothi-y"><code>@​aparnajyothi-y</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/696">actions/setup-go#696</a></li>
<li>Update Node.js version in action.yml by <a href="https://github.com/ccoVeille"><code>@​ccoVeille</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/691">actions/setup-go#691</a></li>
<li>Documentation update of actions/checkout by <a href="https://github.com/deining"><code>@​deining</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/683">actions/setup-go#683</a></li>
</ul>
<h3>Dependency updates</h3>
<ul>
<li>Upgrade js-yaml from 3.14.1 to 3.14.2 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/682">actions/setup-go#682</a></li>
<li>Upgrade <code>@​actions/cache</code> to v5 by <a href="https://github.com/salmanmkc"><code>@​salmanmkc</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/695">actions/setup-go#695</a></li>
<li>Upgrade actions/checkout from 5 to 6 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/686">actions/setup-go#686</a></li>
<li>Upgrade qs from 6.14.0 to 6.14.1 by <a href="https://github.com/dependabot"><code>@​dependabot</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/703">actions/setup-go#703</a></li>
</ul>
<h2>New Contributors</h2>
<ul>
<li><a href="https://github.com/ccoVeille"><code>@​ccoVeille</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-go/pull/691">actions/setup-go#691</a></li>
<li><a href="https://github.com/deining"><code>@​deining</code></a> made their first contribution in <a href="https://redirect.github.com/actions/setup-go/pull/683">actions/setup-go#683</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/actions/setup-go/compare/v6...v6.2.0">https://github.com/actions/setup-go/compare/v6...v6.2.0</a></p>
<h2>v6.1.0</h2>
<h2>What's Changed</h2>
<h3>Enhancements</h3>
<ul>
<li>Fall back to downloading from go.dev/dl instead of storage.googleapis.com/golang by <a href="https://github.com/nicholasngai"><code>@​nicholasngai</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/665">actions/setup-go#665</a></li>
<li>Add support for .tool-versions file and update workflow by <a href="https://github.com/priya-kinthali"><code>@​priya-kinthali</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/673">actions/setup-go#673</a></li>
<li>Add comprehensive breaking changes documentation for v6 by <a href="https://github.com/mahabaleshwars"><code>@​mahabaleshwars</code></a> in <a href="https://redirect.github.com/actions/setup-go/pull/674">actions/setup-go#674</a></li>
</ul>
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</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/actions/setup-go/commit/4a3601121dd01d1626a1e23e37211e3254c1c06c"><code>4a36011</code></a> docs: fix Microsoft build of Go link (<a href="https://redirect.github.com/actions/setup-go/issues/734">#734</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/8f19afcc704763637be6b1718da0af52ca05785d"><code>8f19afc</code></a> feat: add go-download-base-url input for custom Go distributions (<a href="https://redirect.github.com/actions/setup-go/issues/721">#721</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/27fdb267c15a8835f1ead03dfa07f89be2bb741a"><code>27fdb26</code></a> Bump minimatch from 3.1.2 to 3.1.5 (<a href="https://redirect.github.com/actions/setup-go/issues/727">#727</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/def8c394e3ad351a79bc93815e4a585520fe993b"><code>def8c39</code></a> Rearrange README.md, add advanced-usage.md (<a href="https://redirect.github.com/actions/setup-go/issues/724">#724</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/4b73464bb391d4059bd26b0524d20df3927bd417"><code>4b73464</code></a> Fix golang download url to go.dev (<a href="https://redirect.github.com/actions/setup-go/issues/469">#469</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/a5f9b05d2d216f63e13859e0d847461041025775"><code>a5f9b05</code></a> Update default Go module caching to use go.mod (<a href="https://redirect.github.com/actions/setup-go/issues/705">#705</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/7a3fe6cf4cb3a834922a1244abfce67bcef6a0c5"><code>7a3fe6c</code></a> Bump qs from 6.14.0 to 6.14.1 (<a href="https://redirect.github.com/actions/setup-go/issues/703">#703</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/b9adafd441833a027479ddd0db37eaece68d35cb"><code>b9adafd</code></a> Bump actions/checkout from 5 to 6 (<a href="https://redirect.github.com/actions/setup-go/issues/686">#686</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/d73f6bcfc2b419b74f47075f8a487b40cc4680f8"><code>d73f6bc</code></a> README.md: correct to actions/checkout@v6 (<a href="https://redirect.github.com/actions/setup-go/issues/683">#683</a>)</li>
<li><a href="https://github.com/actions/setup-go/commit/ae252ee6fb24babc50e89fc67c4aa608e69fbf8f"><code>ae252ee</code></a> Bump <code>@​actions/cache</code> to v5 (<a href="https://redirect.github.com/actions/setup-go/issues/695">#695</a>)</li>
<li>Additional commits viewable in <a href="https://github.com/actions/setup-go/compare/40f1582b2485089dde7abd97c1529aa768e1baff...4a3601121dd01d1626a1e23e37211e3254c1c06c">compare view</a></li>
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2026-06-12 22:08:01 +02:00
dependabot[bot] 92210eb7b8 deps(actions): bump taiki-e/install-action from 2.79.15 to 2.81.6 (#266)
Bumps [taiki-e/install-action](https://github.com/taiki-e/install-action) from 2.79.15 to 2.81.6.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/taiki-e/install-action/releases">taiki-e/install-action's releases</a>.</em></p>
<blockquote>
<h2>2.81.6</h2>
<ul>
<li>
<p>Update <code>prek@latest</code> to 0.4.4.</p>
</li>
<li>
<p>Update <code>cargo-shear@latest</code> to 1.13.0.</p>
</li>
</ul>
<h2>2.81.5</h2>
<ul>
<li>
<p>Update <code>vacuum@latest</code> to 0.29.0.</p>
</li>
<li>
<p>Update <code>uv@latest</code> to 0.11.19.</p>
</li>
<li>
<p>Update <code>typos@latest</code> to 1.47.2.</p>
</li>
<li>
<p>Update <code>mise@latest</code> to 2026.6.0.</p>
</li>
</ul>
<h2>2.81.4</h2>
<ul>
<li>
<p>Update <code>vacuum@latest</code> to 0.28.4.</p>
</li>
<li>
<p>Update <code>typos@latest</code> to 1.47.1.</p>
</li>
<li>
<p>Update <code>syft@latest</code> to 1.45.0.</p>
</li>
<li>
<p>Update <code>cargo-neat@latest</code> to 0.4.0.</p>
</li>
<li>
<p>Update <code>cargo-mutants@latest</code> to 27.1.0.</p>
</li>
</ul>
<h2>2.81.3</h2>
<ul>
<li>
<p>Update <code>vacuum@latest</code> to 0.28.3.</p>
</li>
<li>
<p>Update <code>uv@latest</code> to 0.11.18.</p>
</li>
<li>
<p>Update <code>trivy@latest</code> to 0.71.0.</p>
</li>
</ul>
<h2>2.81.2</h2>
<ul>
<li>
<p>Update <code>mise@latest</code> to 2026.5.18.</p>
</li>
<li>
<p>Update <code>cargo-semver-checks@latest</code> to 0.48.0.</p>
</li>
</ul>
<h2>2.81.1</h2>
<ul>
<li>
<p>Update <code>cargo-no-dev-deps@latest</code> to 0.2.24.</p>
</li>
<li>
<p>Update <code>cargo-hack@latest</code> to 0.6.45.</p>
</li>
</ul>
<h2>2.81.0</h2>
<ul>
<li>
<p>Support <code>convco</code>. (<a href="https://redirect.github.com/taiki-e/install-action/pull/1831">#1831</a>, thanks <a href="https://github.com/graelo"><code>@​graelo</code></a>)</p>
</li>
<li>
<p>Support <code>docgarden</code> (<a href="https://redirect.github.com/taiki-e/install-action/pull/1830">#1830</a>, thanks <a href="https://github.com/jesse-black"><code>@​jesse-black</code></a>)</p>
</li>
<li>
<p>Update <code>vacuum@latest</code> to 0.28.0.</p>
</li>
<li>
<p>Update <code>cargo-binstall@latest</code> to 1.19.1.</p>
</li>
</ul>
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<p>... (truncated)</p>
</details>
<details>
<summary>Changelog</summary>
<p><em>Sourced from <a href="https://github.com/taiki-e/install-action/blob/main/CHANGELOG.md">taiki-e/install-action's changelog</a>.</em></p>
<blockquote>
<h1>Changelog</h1>
<p>All notable changes to this project will be documented in this file.</p>
<p>This project adheres to <a href="https://semver.org">Semantic Versioning</a>.</p>
<!-- raw HTML omitted -->
<h2>[Unreleased]</h2>
<h2>[2.81.10] - 2026-06-11</h2>
<ul>
<li>
<p>Update <code>tombi@latest</code> to 1.1.3.</p>
</li>
<li>
<p>Update <code>release-plz@latest</code> to 0.3.159.</p>
</li>
<li>
<p>Update <code>cosign@latest</code> to 3.1.1.</p>
</li>
</ul>
<h2>[2.81.9] - 2026-06-10</h2>
<ul>
<li>
<p>Update <code>wasm-bindgen@latest</code> to 0.2.123.</p>
</li>
<li>
<p>Update <code>tombi@latest</code> to 1.1.2.</p>
</li>
<li>
<p>Update <code>parse-changelog@latest</code> to 0.6.17.</p>
</li>
<li>
<p>Update <code>just@latest</code> to 1.52.0.</p>
</li>
<li>
<p>Update <code>gungraun-runner@latest</code> to 0.19.2.</p>
</li>
<li>
<p>Update <code>cargo-binstall@latest</code> to 1.20.0.</p>
</li>
</ul>
<h2>[2.81.8] - 2026-06-08</h2>
<ul>
<li>
<p>Update <code>vacuum@latest</code> to 0.29.2.</p>
</li>
<li>
<p>Update <code>parse-dockerfile@latest</code> to 0.1.7.</p>
</li>
<li>
<p>Update <code>mise@latest</code> to 2026.6.1.</p>
</li>
<li>
<p>Update <code>cargo-shear@latest</code> to 1.13.1.</p>
</li>
</ul>
<h2>[2.81.7] - 2026-06-06</h2>
<ul>
<li>
<p>Update <code>wasmtime@latest</code> to 45.0.1.</p>
</li>
<li>
<p>Update <code>vacuum@latest</code> to 0.29.1.</p>
</li>
</ul>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/taiki-e/install-action/commit/59012be0884e296ca2da49b530610e72c49039ad"><code>59012be</code></a> Release 2.81.6</li>
<li><a href="https://github.com/taiki-e/install-action/commit/52d2b0721d1d96983ea68305ea47cf412c2cb542"><code>52d2b07</code></a> Update <code>prek@latest</code> to 0.4.4</li>
<li><a href="https://github.com/taiki-e/install-action/commit/eeedd6ad125e98661ca2977b004703515f466511"><code>eeedd6a</code></a> Update <code>cargo-shear@latest</code> to 1.13.0</li>
<li><a href="https://github.com/taiki-e/install-action/commit/f23697a9b80ca29d330c6f9063d9df132e8be880"><code>f23697a</code></a> Update cargo-audit manifest</li>
<li><a href="https://github.com/taiki-e/install-action/commit/4bc351f7f2614e48088386e2a0ad917ca3a7e4ba"><code>4bc351f</code></a> Release 2.81.5</li>
<li><a href="https://github.com/taiki-e/install-action/commit/ee19c896b554e8b0244999a8559d4eaecf29da0c"><code>ee19c89</code></a> Update <code>vacuum@latest</code> to 0.29.0</li>
<li><a href="https://github.com/taiki-e/install-action/commit/026a7c19d8cde560882d2f6a1057690e982d4d70"><code>026a7c1</code></a> Update <code>uv@latest</code> to 0.11.19</li>
<li><a href="https://github.com/taiki-e/install-action/commit/73ae273667d96854ff27b31a096a2eff0076704b"><code>73ae273</code></a> Update <code>typos@latest</code> to 1.47.2</li>
<li><a href="https://github.com/taiki-e/install-action/commit/afcf03672edd439d42ab0d5d07c5254be5b35577"><code>afcf036</code></a> Update <code>mise@latest</code> to 2026.6.0</li>
<li><a href="https://github.com/taiki-e/install-action/commit/cde8c9e634f4a17bc06b61413ac0ef75450eac46"><code>cde8c9e</code></a> Release 2.81.4</li>
<li>Additional commits viewable in <a href="https://github.com/taiki-e/install-action/compare/0fd46367812ee04360509b4169d9f659d6892bb2...59012be0884e296ca2da49b530610e72c49039ad">compare view</a></li>
</ul>
</details>
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2026-06-12 21:54:06 +02:00
kingchenc c3029f2548 ci(supply-chain): ignore RUSTSEC-2026-0176/0177 until rust-numpy 0.29 (#271)
## Why

`Supply-chain (cargo-deny)` started failing on every CI run from 2026-06-11
onward, including all five open Dependabot action-bump PRs (#266–#270), which
touch no Rust code. The cause is two PyO3 advisories published 2026-06-11:

| Advisory | Issue | Affected | Patched |
|----------|-------|----------|---------|
| RUSTSEC-2026-0176 | OOB read in `PyList`/`PyTuple` `nth`/`nth_back` | `>=0.24.0, <0.29.0` | `>= 0.29.0` |
| RUSTSEC-2026-0177 | Missing `Sync` bound on `PyCFunction::new_closure` | `>=0.15.0, <0.29.0` | `>= 0.29.0` |

We are on pyo3 0.28.3, so both apply.

## Why not just bump pyo3 to 0.29

The clean fix is blocked upstream: `rust-numpy` 0.28 (its latest release) hard-pins
`pyo3 ^0.28.0`, so the resolver rejects 0.29 (`failed to select a version for the
requirement pyo3 = "^0.28.0"`). rust-numpy's "Updated to PyO3 version 0.29.0" PR is
open but not yet published to crates.io.

## Why the ignore is safe

Neither vulnerable code path is reachable from our binding — verified by grep over
`bindings/python/src`: no `BoundListIterator::nth`/`nth_back` or `PyTuple`
equivalents (0176), no `PyCFunction::new_closure` (0177), zero `PyList`/`PyTuple`
references at all.

## Removal trigger

Drop both ignores once rust-numpy 0.29 lands and pyo3 is bumped to 0.29.

Verified locally: `cargo deny check` → `advisories ok, bans ok, licenses ok, sources ok`.
2026-06-12 21:38:10 +02:00
kingchenc 806ae22abe release: bump 0.8.7 -> 0.8.8 (#265)
Version bump `0.8.7` → `0.8.8`.

### Fixed
- R binding: declare `Depends: R (>= 2.10)`, clearing the `R CMD check` "package needs dependence on R (>= 2.10)" warning that the bundled, lazy-loaded `sample_ohlcv` dataset triggers on r-universe / CRAN. (#264)

Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 22:44:47 +02:00
kingchenc fb9c39d4cd fix(r): declare Depends: R (>= 2.10) for the bundled dataset (#264)
The `sample_ohlcv` dataset added in #262 is lazy-loaded (`LazyData: true`), which makes `R CMD check` on r-universe / CRAN warn:

```
* checking data for ASCII and uncompressed saves ... WARNING
  Warning: package needs dependence on R (>= 2.10)
```

Lazy-loading of package data requires R ≥ 2.10, so the package must declare it. This adds `Depends: R (>= 2.10)` to `bindings/r/DESCRIPTION`.

**Verified locally** (R 4.6.0, `R CMD build` + `R CMD check`): the `checking data for ASCII and uncompressed saves` step now reports **OK**. (The repo CI only runs `R CMD INSTALL` + testthat, not full `R CMD check`, so this surfaces only on r-universe — same asymmetry as the golden-test skip.)
2026-06-11 22:41:05 +02:00
kingchenc b1653e2107 release: bump 0.8.6 -> 0.8.7 (#263)
Version bump `0.8.6` → `0.8.7`.

### Added
- R binding: a *Getting started* vignette and a synthetic `sample_ohlcv` example dataset, giving new users a runnable, self-contained walkthrough and populating the R-universe Articles and Datasets tabs. The vignette's code is exercised in CI so a broken example is caught before the published build. (#262)

Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 21:47:50 +02:00
kingchenc 32e18cb3a3 feat(r): getting-started vignette + sample_ohlcv dataset (#262)
Fills the two empty r-universe tabs (**Articles**, **Datasets**) for the R package and gives R users a runnable onboarding path.

## What
- **`vignettes/getting-started.Rmd`** — Articles tab. Walks through batch vs streaming (and that they're equivalent), multi-output MACD, candle ATR, and `reset()`, all over the bundled sample series. Built strictly from the already-proven README quick-start + golden-test API (`Sma`/`Ema`/`Rsi`/`Atr`/`MacdIndicator`, `batch`/`update`/`reset`) — no new indicator logic.
- **`data/sample_ohlcv.rda`** (+ `data-raw/sample_ohlcv.R` generator) — Datasets tab. A deterministic, seeded synthetic daily OHLCV series (250 rows × `date/open/high/low/close/volume`); documented via `R/data.R` + `man/sample_ohlcv.Rd`. `LazyData: true` → available right after `library(wickra)`.
- **`DESCRIPTION`** — `Suggests: knitr, rmarkdown`, `VignetteBuilder: knitr`, `LazyData: true`.
- **`ci.yml`** — the R job now knits the vignette (executes its R chunks, no pandoc needed) so a broken example is caught **in CI** before r-universe / CRAN `R CMD check`. The main job otherwise only `R CMD INSTALL`s.

## Verified locally (R 4.6.0 + Rtools45)
- Package installs with the dev C-ABI override; dataset moves to the lazyload DB.
- Vignette **knits cleanly** — every chunk runs, `batch == streaming` holds, MACD/ATR/RSI produce sensible values.

## Notes
- No version bump — metadata/docs only; rides the next release. Merging triggers an r-universe rebuild → Articles + Datasets populate **and** (now that `support@wickra.org` is verified) the maintainer avatar resolves.
- `data-raw/` is `.Rbuildignore`d (generator, not shipped). The `.rda` is XZ-compressed (~3 KB).

Not merging — for review.
2026-06-11 21:44:56 +02:00
kingchenc dc0c3d1736 docs(readme): serve footer social badges + star-history from snapshots (#261)
Pairs with **wickra-lib/.github#32**. The README footer (GitHub stars / forks / issues) hot-linked `img.shields.io` directly, so it showed shields' transient **"unable to select next github token from pool"** error live; the star-history chart hot-linked `star-history.com` and **froze** behind GitHub's Camo image cache (the embedded `<img>` is proxied + cached, while the linked page renders fresh).

All four now point at the committed snapshots in the `.github` repo (`raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/{stars,forks,issues,star-history}.svg`), refreshed hourly by the new `refresh-social.yml` — so a broken upstream never reaches the page and the last good SVG is always served. The `<a>` links and the visual style are unchanged.

## Merge order
Merge **.github#32 first** (it creates the snapshot SVGs), then this one — otherwise the footer would briefly point at missing raw URLs.

Not merging yet — for review.
2026-06-11 19:28:04 +02:00
kingchenc ad1231cde1 release: bump 0.8.5 -> 0.8.6 (#260)
Version bump `0.8.5` → `0.8.6`.

### Changed
- Package registry metadata for better discoverability (#259):
  - R (R-universe): R-universe URL + `X-schema.org-keywords` in `DESCRIPTION`, package logo at `bindings/r/man/figures/logo.png`.
  - Python (PyPI): `Documentation` project URL.
  - C# (NuGet): package icon via `PackageIcon`.

Ships the metadata so the next PyPI/NuGet publish carries the new fields (R-universe rebuilds from main independently). Bump touches the manual release touchpoints only; docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 18:17:05 +02:00
kingchenc 7ebb60b60a chore: improve package registry metadata (R-universe, PyPI, NuGet) (#259)
Closes the package-page discoverability gaps found while auditing the public registry listings. No code or version change — metadata only; takes effect on the next registry build/publish.

## R — R-universe (`bindings/r`)
- `DESCRIPTION`: add the R-universe URL to `URL:` and a CRAN-permitted `X-schema.org-keywords` field (feeds R-universe's search/ranking).
- Add a package logo at `man/figures/logo.png` (pkgdown convention → shown in the R-universe packages tab) and reference it in the R `README.md`.
- Maintainer email is **unchanged** (`support@wickra.org`).

## Python — PyPI (`bindings/python`)
- `pyproject.toml`: add a `Documentation` project URL (`https://docs.wickra.org`) so it appears in the PyPI sidebar.

## C# — NuGet (`bindings/csharp`)
- Add `icon.png` (brand mark) and `<PackageIcon>` so nuget.org shows the logo instead of the default placeholder.

## Notes
- Rust/crates.io, Node/npm, Go/pkg.go.dev and Java/Maven Central were audited and are already complete for their respective metadata models (no icon/keyword concept on some).
- The repository topic `rstats` was added (replacing the redundant `webassembly`, since `wasm` already covers it) so R is represented alongside the other language tags.
2026-06-11 18:11:54 +02:00
kingchenc d7cb771a28 release: bump 0.8.4 -> 0.8.5 (#258)
Version bump `0.8.4` → `0.8.5`.

### Fixed
- The R binding's golden-fixture parity test now skips gracefully when the shared `testdata/golden` fixtures are not bundled with the package — standalone r-universe / CRAN builds package only `bindings/r`, so the repo-root fixtures are unreachable there (this was failing the r-universe build of 0.8.4). The parity stays enforced by the repository CI, where the fixtures are present. (#257)

Bump touches the manual release touchpoints only (`Cargo.toml`/`Cargo.lock`, Python/Node/Java/C#/R manifests, lockfiles, `SECURITY.md`, `CHANGELOG.md`). docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 17:13:52 +02:00
kingchenc 3e5a19c94a fix(r): skip golden-fixture test in standalone package builds + document parity (#257)
## Problem
The r-universe build of `wickra` 0.8.4 fails (`R CMD check` ERROR): the golden-fixture parity test added in #255 walks up from the working directory looking for `testdata/golden` and `stop()`s when it cannot find it. Standalone package builds (r-universe / CRAN) package only `bindings/r`, so the repo-root `testdata/golden` fixtures are unreachable there — whereas the monorepo CI checks out the full repo, so the walk-up succeeds and the test passes.

Run: https://github.com/r-universe/wickra-lib/actions/runs/27354800361

## Fix
- **`bindings/r/tests/testthat/test-golden.R`** — the fixture-directory lookup now returns `NULL` instead of erroring when the fixtures are absent, and each test starts with `skip_if(is.null(golden_dir), ...)`. The repository CI (full repo present) still runs the parity checks; standalone builds skip them. The per-test `golden_input` read moved inside the (post-skip) test bodies so nothing runs at source time when the fixtures are missing.
- **`CHANGELOG.md`** — `[Unreleased]` Fixed entry.

## Docs (B6)
- **`README.md` `## Testing`** — the four C-ABI bindings (C#, Go, Java, R) were described as covering one indicator per FFI archetype; document that they additionally replay the shared golden fixture and assert exact parity with the Rust reference outputs.
2026-06-11 17:08:33 +02:00
kingchenc 8bfe24ac1d test(golden): language-neutral fixtures + per-binding parity runners (#255)
**Task 5 — golden-fixture parity for the C-ABI bindings.** Lifts the C#/Go/Java/R tests from *one indicator per archetype* toward reference-value parity, catching FFI wiring bugs (swapped params, wrong multi-output field) the math-only core tests cannot see.

## What's here
- **`examples/rust/src/bin/gen_golden.rs`** + **`testdata/golden/*.csv`** — a Rust generator computing a deterministic OHLCV series plus the core's reference outputs for a curated archetype-spanning set: scalar (`Sma`/`Ema`/`Rsi`), candle (`Atr`), scalar multi-output (`MACD`), candle multi-output (`ADX`), pairwise (`Beta`). `nan` marks warmup. Regenerate with `cargo run -p wickra-examples --bin gen_golden`.
- **Parity runners** replaying the identical fixtures through each FFI (rel-tol 1e-6), each a standard test in the binding's existing suite (no `ci.yml` change — rides `dotnet test` / `go test` / `mvn install` / `R CMD`+testthat). A walk-up search locates `testdata/golden` regardless of run dir.
  - **C#** (`bindings/csharp/.../GoldenTests.cs`) —  validated locally, 7/7 pass.
  - **Go** (`bindings/go/golden_test.go`) —  validated locally, pass.
  - **Java** (`bindings/java/.../GoldenTests.java`) — modeled on the archetype API; validated by CI (no local mvn).
  - **R** (`bindings/r/tests/testthat/test-golden.R`) — modeled on the archetype API; validated by CI (no local Rscript).

## Notes
- The curated set spans every marshalling archetype; extending the indicator list is mechanical (add to the generator + regenerate). Bars/profile archetypes can be added next.
- No new CI jobs.
2026-06-11 15:22:29 +02:00
kingchenc 395a2289f4 release: bump 0.8.3 -> 0.8.4 (#256)
Version bump `0.8.3` → `0.8.4`.

Ships the work merged via #254:

### Fixed
- A single non-finite (NaN/inf) tick no longer poisons indicator state — 38 more scalar/pairwise indicators (linear-regression family, rolling quantiles/IQR, `Variance`/`StdDev`-derived stats, `Kurtosis`/`Skewness`, trailing stops, `KalmanHedgeRatio`, `SpreadBollingerBands`, …) now reject non-finite input and return `None`, joining the 16 pairwise indicators fixed earlier.

### Added
- Catalogue-wide property-based invariant harness (`crates/wickra-core/tests/invariants.rs`) asserting `batch == streaming`, `reset == fresh`, and non-finite-input rejection for every indicator and bar-builder.

### Changed
- CI: every job now has a runtime cap and the flaky Node test step auto-retries.
- Documentation accuracy fixes in `SECURITY.md`, `ARCHITECTURE.md`, and `THREAT_MODEL.md`.

Bump touches the manual release touchpoints only (`Cargo.toml`/`Cargo.lock`, Python/Node/Java/C#/R manifests, lockfiles, `SECURITY.md`, `CHANGELOG.md`). docs/webpage version strings are left to `sync-about.yml` on the tag.
2026-06-11 14:57:15 +02:00
kingchenc 9973d1a6bf test(core): catalogue-wide invariant harness + guard non-finite input in 38 indicators (#254)
Adds `crates/wickra-core/tests/invariants.rs` — a property-based (`proptest`) harness asserting three invariants for **every** indicator and bar-builder in the catalogue (every module entry implementing `Indicator` or `BarBuilder`; the lone non-indicator helper `pattern_swing`/`SwingTracker` is excluded by design) — and fixes the non-finite bugs the harness surfaced.

## Invariants
1. **batch == streaming** — `batch()` must replay `update()` exactly.
2. **reset == fresh** — after `reset()`, re-feeding the same data matches a fresh instance.
3. **non-finite rejected without poisoning** (`f64` / `(f64, f64)` families) — a NaN/inf tick returns `None` and leaves state identical to never having seen it.

## How it works
- A single generic `check_seq<I: Indicator>` covers **all** input families — `f64`, `Candle`, `(f64, f64)`, and the exotic `CrossSection`, `Trade`, `DerivativesTick`, `OrderBook`, `TradeQuote` — via per-family `proptest` generators that produce *valid* inputs (e.g. order books are strictly monotonic and uncrossed).
- `check_bars<B: BarBuilder>` covers the bar-builder trait.
- Outputs are compared by `Debug` string so bit-identical `NaN` outputs count as equal — these properties test **determinism**, not NaN-freeness.

## The 38 non-finite fixes
The harness surfaced **38 more** scalar/pairwise indicators that let a NaN/inf tick poison their state — the same class as the 16 pairwise indicators fixed earlier (#251), but missed by the grep-based audit (`kalman_hedge_ratio` and `spread_bollinger_bands` carried `is_finite` on their **constructor** params, not the update input). All 38 now reject non-finite input via the established first-statement guard; signatures unchanged, so every binding inherits the fix. With these in, the non-finite invariant is enforced for every `f64`/`(f64,f64)` indicator going forward — the permanent regression net that would have caught #251.

Warmup-exactness was evaluated and **left out** (not universal — many multi-component/candlestick indicators emit before `warmup_period` by design).

## Verification
- `cargo test -p wickra-core`: 4225 unit + harness + 464 doc/integration, all green.
- `cargo clippy --workspace --all-targets --all-features -- -D warnings`: clean.
- Coverage runs integration tests, so the new guard branches are exercised by the harness's NaN feed.

Also documents the harness in README's Testing section and adds the pending 0.8.4 entries to CHANGELOG `[Unreleased]`.
2026-06-11 14:51:46 +02:00
kingchenc cb216668ee docs: fix accuracy drift in SECURITY, ARCHITECTURE, THREAT_MODEL (#253)
Documentation-only accuracy fixes from the codebase audit (no code changes).

## SECURITY.md
- Supported-version policy was stale at `0.5.x` while `0.8.3` is published. Bump to the exact `0.8.3` (prose + table `0.8.3 (latest)` / `< 0.8.3`). The exact `x.y.z` form lets `bump_version.py` keep it current automatically (now wired as a touchpoint).

## ARCHITECTURE.md
- `three` → **four** binding crates (the C ABI crate was added).
- workspace diagram `214` → **514** indicators (matches the `mod`-count and `lib.rs` public-type count; now wired into the indicator-wiring automation so it self-heals).
- WASM "does not have automated tests yet" → corrected: `bindings/wasm/src/lib.rs` carries **21** `wasm-bindgen-test` cases.
- **Numerical-stability notes rewritten to match the code:** the sliding-window variance family (`StdDev`, `Variance`, `ZScore`, `Bollinger`) uses running `Σx²−mean²` with clamping (and periodic reseed for `Bollinger`), **not** Welford. True Welford is used only by `IntradayVolatilityProfile` and `SeasonalZScore` (it does not transfer cleanly to a sliding window). The **Kahan-summation** bullet is removed — no Kahan summation exists in the crate.

## THREAT_MODEL.md
- The C ABI is built with `panic = "abort"` and has no `catch_unwind`. Replace the false "catches panics so none cross the boundary" claim with the honest abort strategy (terminates deterministically instead of unwinding across the FFI boundary, which would be UB).
2026-06-11 03:28:19 +02:00
kingchenc 20c0002f8e ci: cap job runtimes and auto-retry the flaky Node test step (#252)
## Problem

A Node test job wedged on a macOS runner: the **Run Node tests** step (`node --test`) hung for **over an hour** while the identical tests passed in ~1.5 min on every other runner (Node 20 macOS same run: 1m46s; Node 18 macOS on a sibling PR: 1m34s). It is a one-off stuck process — the macOS analogue of the documented `setup-node` Windows CDN flake — not a real Node 18 vs 20 difference.

No job in `ci.yml` set any `timeout-minutes`, so a hung step runs toward GitHub's **6h default** before the platform kills it.

## Changes

- **Job-level `timeout-minutes: 20` backstop on all 15 jobs.** The slowest real job is ~5 min, so 20 min is generous headroom (survives cold-cache spikes) while turning a 6h hang into a 20-min fail. The clock counts execution time only — queued/waiting time does not count against it.
- **`Run Node tests` wrapped in `nick-fields/retry` (SHA-pinned, v4.0.0):** a hung attempt is killed after 6 min and retried once (`timeout_minutes: 6`, `max_attempts: 2`), so a one-off wedge self-heals without a manual re-run. Normal run is well under a minute; worst case 2×6 min stays under the 20-min job backstop.

## Notes

- New SHA-pinned third-party action (`nick-fields/retry@ad98453…` = v4.0.0) — satisfies the SHA-pin convention; `zizmor` runs on this PR.
- `ci.yml` validated as well-formed YAML; all 15 jobs confirmed to carry a job-level timeout.
2026-06-11 03:27:05 +02:00
kingchenc 99497eb062 fix(core): reject non-finite input in 16 pairwise indicators (#251)
## Problem

16 of the 24 pairwise indicators (`type Input = (f64, f64)`) accepted non-finite input unchecked. A single NaN/Inf tick produced a NaN reading, contradicting the streaming-robustness guarantee that *a single bad tick cannot silently poison state* (README, `ARCHITECTURE.md`).

The other 8 pairwise indicators (`Alpha`, `InformationRatio`, `KalmanHedgeRatio`, `PairSpreadZScore`, `PairwiseBeta`, `RelativeStrengthAb`, `SpreadBollingerBands`, `TreynorRatio`) already guard finite input and are untouched. Scalar (169 files) and candle (`Candle::new`) inputs were already protected.

## Severity split

- **7 running-sum indicators** \(permanent corruption — NaN entered `Σ` and stayed until `reset()`\): `Beta`, `BetaNeutralSpread`, `Cointegration`, `HasbrouckInformationShare`, `PearsonCorrelation`, `RollingCorrelation`, `RollingCovariance`.
- **9 buffer-recompute indicators** \(transient — NaN cleared once evicted, but still surfaced in the reading\): `DistanceSsd`, `GrangerCausality`, `KendallTau`, `LeadLagCrossCorrelation`, `OuHalfLife`, `SpearmanCorrelation`, `SpreadAr1Coefficient`, `SpreadHurst`, `VarianceRatio`.

## Fix

Add the established finite-input guard (the same pattern `Alpha` already uses) as the first step of `update()`, before any window or sum mutation. Signature unchanged → bindings re-export unchanged, no binding regen needed; core-only.

Each indicator gains a `non_finite_input_returns_none` test that exercises the guard (NaN and Inf, covering both `||` operands) and proves a clean warmup is unaffected by the rejected ticks.

Split into two commits by severity class.

## Verification

- `cargo fmt --all` clean
- `cargo test --workspace --all-features` — 4225 core tests pass (+16 new)
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean
2026-06-11 03:01:24 +02:00
kingchenc 7e51f31f02 sync-about: propagate published version into Java install snippets (#250)
## Problem

Java is the only target whose install snippet pins a version (the Maven coordinate). Every other language exposes its version through an api/*.md `Latest:` line or the docs published-versions table, both of which `sync-about.yml` already rewrites on each `v*` tag. The Java `<version>` tag and the `org.wickra:wickra:<v>` Gradle coordinate were never wired in, so they drifted:

- `webpage/index.md` install tab → stuck on `0.8.0`
- `webpage/api/java.md` → stuck on `0.7.9`
- `wickra-docs/Quickstart-Java.md` (Maven `<version>` + Gradle coord) → stuck on `0.7.9`

while the published version is already `0.8.3`.

## Fix

Extend the webpage and docs version-sync steps to rewrite the Maven `<version>` tag and the Gradle coordinate to the released `${version}`, and add `index.md` / `Quickstart-Java.md` to the respective commits. Java publishes on every release, so it tracks the same version as the rest — future releases self-heal these snippets.

Patterns dry-run-verified against the live files (all three resolve to `0.8.3`). The current drift is corrected directly in companion PRs on the webpage and wickra-docs repos.
2026-06-11 01:38:54 +02:00
kingchenc 3ee3fb67ec release: bump 0.8.2 -> 0.8.3 (#249)
Version bump 0.8.2 → 0.8.3, releasing the per-binding throughput benchmark work
(merged in #246).

Bumped via `ScriptHelpers/bump_version.py` across all manual touchpoints —
`Cargo.toml`, `pyproject.toml`, the Node `package.json` + 6 platform packages +
both lockfiles, the Java `pom.xml`s + README, the C# `.csproj`, the R
`DESCRIPTION` — plus `Cargo.lock` (via `cargo build`) and the `CHANGELOG.md`
`[0.8.3]` section and compare URLs.

CHANGELOG `[0.8.3]`:
- Per-binding throughput benchmarks for all 9 targets (BENCHMARKS.md §3).
- C ABI archetype test (`examples/c/archetypes.c`).

`cargo fmt`, `cargo test --workspace --all-features` (all green) and
`cargo clippy --workspace --all-targets --all-features -D warnings` pass. The
docs/webpage version strings are bumped by `sync-about.yml` on the `v*` tag —
not touched here.
2026-06-10 03:55:39 +02:00
kingchenc 3ebcb3f758 Per-binding throughput benchmarks + test-coverage gaps (#246)
Adds a `throughput` benchmark to every target and closes two small
test-coverage documentation/QA gaps. One PR, no merge of binding code beyond
the additive benchmarks and one C test.

## 1. Per-binding throughput benchmarks (all 9 targets)

Each benchmark feeds a deterministic synthetic OHLCV series through three
indicators chosen by **FFI call-signature archetype** (not algorithm — the same
Rust core runs underneath all bindings):

- `SMA(20)` — 1-in → 1-out (baseline boundary cost)
- `ATR(14)` — multi-in → 1-out (input marshalling)
- `MACD(12,26,9)` — 1-in → multi-out (output marshalling)

Streaming is timed for all three; batch for the single-output SMA and ATR
(median of 3 runs, after a warmup pass).

New: Python (PyO3), WASM, C (CMake), C# (Stopwatch), Go, Java (FFM), R, and the
Rust core baseline (`examples/rust/.../throughput.rs`, **no FFI** — the ceiling
the bindings are measured against and the value their batch paths converge
towards). Node already had `throughput.js`.

**Not a speed claim:** there is no comparable streaming TA library for C, C#,
Go, Java, R or WASM to compare against, so these are raw per-binding throughput
numbers documenting each language's FFI overhead — see BENCHMARKS.md §3. The
"Wickra is fast" claim still lives in §1/§2 (Rust core + the Python/Rust
cross-library runs).

## 2. README `## Testing`: C# and C bullets

The section listed every layer except C# and C, even though both have suites.
Adds the two missing bullets.

## 3. C archetype ctest

`examples/c/archetypes.c` drives one indicator per FFI archetype through the
real C boundary (scalar + batch==streaming, multi-output, bars, profile, array
input) plus reset, invalid-parameter and NULL-safety — the C counterpart of the
Go/R/Java archetype suites. Runs on three OSes via the existing CMake/ctest.

## Notes

- Benchmarks are not CI-gated (manual-run scripts, like the existing
  `throughput.js`); no `ci.yml`/`release.yml` changes.
- Docs: BENCHMARKS.md §3, a `## Benchmark` section in every binding README, a
  CHANGELOG entry.
- Verified locally by running: Rust, Python, C, C#, Go, Java (real numbers); the
  C archetype ctest with `-Wall -Wextra -Wpedantic -Werror`. WASM and R are
  API-correct and syntax-checked but need their own toolchains to run.
2026-06-10 03:46:38 +02:00
kingchenc b31a9a3624 release: bump 0.8.1 -> 0.8.2 (#245)
Patch release shipping the R WebAssembly build fix (#244): `bindings/r/configure` builds the C ABI from source for `wasm32-unknown-emscripten`, so r-universe's webR build stops failing. Also carries the shared Go badge in `bindings/go/README.md`. Version bumped across all manual touchpoints via `bump_version.py` (incl. DESCRIPTION + csproj, which had drifted before).
2026-06-10 01:57:10 +02:00
kingchenc 6433c9b3de bindings/r: build the C ABI from source for the WebAssembly target (#244)
## Problem
r-universe builds every package to WebAssembly (webR) in addition to the native platforms, calling `./configure --host=wasm32-unknown-emscripten`. `bindings/r/configure` only knew Linux/macOS/Windows and exited with `unsupported OS 'Emscripten'`, so the **WASM job was the single red check** on an otherwise fully-published r-universe build (all native platforms + deploy are green; the package installs fine everywhere).

## Fix
The r-universe wasm build image ships **cargo** (`/usr/local/cargo/bin`) and **emscripten** (`EMSDK` on PATH). So instead of needing a prebuilt wasm lib (which would risk an emscripten ABI/version mismatch), `configure` now detects the Emscripten host and **builds the C ABI staticlib from source** for `wasm32-unknown-emscripten` in-place — compiled with the image's own emscripten, so the ABI always matches. The static `libwickra.a` is linked into the package object (no shared lib, no rpath).

`wickra-core`'s rayon batch needs threads (absent on wasm), so the wasm build drops it via `--no-default-features`. `wickra-c` now takes `wickra-core` as a direct path dep with `default-features = false` plus a default `parallel` feature that re-enables it for native builds (a member-level `default-features = false` is ignored when inheriting a workspace dep — that was the trap). 

## Validated locally
- `cargo build -p wickra-c` (default) → rayon present, builds.
- `cargo build -p wickra-c --no-default-features` (the wasm feature path) → rayon **gone**, builds.
- `cargo build --workspace`, clippy, fmt all clean; `configure` passes `sh -n`.

## Cannot be validated locally
No Rust/emscripten wasm toolchain here. The wasm build only runs in r-universe, and `configure` downloads the matching `v${version}` source tag — so this takes effect from the **first release that includes it** (the tagged source must contain the feature toggle). Open risks: whether the image has the `wasm32-unknown-emscripten` Rust target pre-installed (configure runs `rustup target add` best-effort) and the wasm build time. Worth one r-universe rebuild to confirm.

Not merging — review first.
2026-06-10 01:44:48 +02:00
kingchenc 447bbc8220 bindings/csharp: sync the static csproj version to 0.8.1 (#243)
The static `<Version>` in `bindings/csharp/Wickra/Wickra.csproj` had drifted to 0.7.9 — it was missed in the 0.8.0/0.8.1 bumps (wrongly assumed to be purely tag-injected). The published NuGet package was correct (the release packs with `-p:Version=`), but the static field lagged. Resync to 0.8.1; bump_version.py now covers it.
2026-06-10 01:08:37 +02:00
kingchenc c9ef2fc037 bindings/r: bump DESCRIPTION version to 0.8.1 (#242)
The R package DESCRIPTION was missed in the 0.8.0/0.8.1 version bumps (it stayed at 0.7.9), so r-universe published wickra 0.7.9 while everything else is 0.8.1. Resync it; r-universe rebuilds from the main HEAD on its next ~hourly sync.
2026-06-10 00:47:13 +02:00
kingchenc 49c2872ad4 sync-about: sync the version for every registry row (#241)
The published-versions table sync only matched crates.io/PyPI/npm rows, so the NuGet, Maven Central, Go and r-universe rows added to the docs would stay stale on each release. Extend the regex to all seven registries and match the registry name whether plain or wrapped in a markdown link.
2026-06-10 00:26:49 +02:00
kingchenc 0c4bbaf314 release: bump 0.8.0 -> 0.8.1 (#240)
Patch release shipping the wickra-go mirror license fix (#239). The release-time Go mirror now includes the dual MIT OR Apache-2.0 license files, so the next published Go module version resolves with a redistributable license on pkg.go.dev. No code changes; all other packages are republished unchanged at 0.8.1.
2026-06-10 00:22:29 +02:00
kingchenc 99ad2ab107 release.yml: ship the dual license in the wickra-go mirror (#239)
The go-mirror job copied the source, header, README and libraries into wickra-go but not the license, so pkg.go.dev reports `License: None detected` (not redistributable). Copy the root `LICENSE-MIT` and `LICENSE-APACHE` into the assembled module. Takes effect on the next release; the already-published `v0.8.0` tag is immutable on the Go proxy and keeps its current state.
2026-06-10 00:20:34 +02:00
kingchenc 8e225a5872 docs: add Maven Central, Go and r-universe badges to the README (#238)
Adds the three remaining package badges to the README badge row — Maven Central (`org.wickra:wickra`), the Go module (`wickra-go`) and the r-universe R package — mirroring the org profile badge row. They are served from the `.github` badge snapshots like the existing badges.
2026-06-10 00:12:52 +02:00
kingchenc 87bb008aa1 release: bump 0.7.9 -> 0.8.0 + Go module mirror (#237)
Bumps the workspace from 0.7.9 to 0.8.0 and adds the release-time mirror of the Go module to a standalone `wickra-go` repository.

## release.yml: `go-mirror` job
Adds a `go-mirror` job (independent of `github-release`, `needs: c-abi-build`) that on every `v*` tag:
- assembles the standalone Go module from `bindings/go` (single-package source + the vendored `include/wickra.h`),
- stages the six prebuilt C ABI libraries from the `c-abi-build` artifacts under `lib/<goos>_<goarch>/` (committed in the mirror, unlike the in-repo `lib/.gitignore`),
- rewrites `go.mod` to `module github.com/wickra-lib/wickra-go`,
- commits and tags the result in `wickra-lib/wickra-go` using the `WICKRA_GO_MIRROR_TOKEN` fine-grained PAT.

This makes `go get github.com/wickra-lib/wickra-go` build with no extra steps, closing the gap where the in-repo `bindings/go` module only built inside a full repository checkout. The mirror is a derived artifact, so its bot commit is intentionally unsigned.

## Version bump 0.7.9 -> 0.8.0
Patch never reaches double digits (`0.7.9` -> `0.8.0`). Touchpoints: `Cargo.toml` (+ `Cargo.lock` via build), `bindings/python/pyproject.toml`, `bindings/node/package.json` + 6 platform `npm/*/package.json` + both `package-lock.json` files, `bindings/java/pom.xml` + `examples/java/pom.xml` + Maven/Gradle snippets in `bindings/java/README.md`, and `CHANGELOG.md`. The C# `Wickra.csproj` (version set per tag) and `bindings/c` (inherits the workspace version) are intentionally untouched.

Tagging `v0.8.0` (which triggers the publish + the new mirror) stays gated on explicit confirmation.
2026-06-09 23:50:48 +02:00
kingchenc b06ce2678a Restructure the Go binding for self-contained distribution (#236)
## Problem
Plain `go get` + `go build` of the Go binding never worked **as a dependency**:
- cgo `CFLAGS` pointed at `${SRCDIR}/../c/include` — the parent dir is **outside** the Go module, so a proxy-fetched module has no header.
- the library under `./lib` was git-ignored and never shipped; the README told users to `cargo build` it from the workspace, which only works inside a clone, not from the read-only module cache.

cgo has no build hook and Go has no registry, so the only way a consumer's `go get`+build can find the lib is for it to be committed **inside the module the consumer pulls**. Per the design decision, that module is a separate **`wickra-go`** repo (keeps this repo free of committed binaries), populated by the release pipeline — this PR is the in-repo restructure that makes that possible.

## Changes
- **Vendor the header** at `bindings/go/include/wickra.h` (committed copy of `bindings/c/include/wickra.h`); `CFLAGS` → `-I${SRCDIR}/include`. A **CI drift check** fails if the copy goes stale.
- **Per-platform libraries**: cgo `LDFLAGS` become per `GOOS`/`GOARCH`, linking `${SRCDIR}/lib/<goos>_<goarch>/`.
- **CI** stages the host library into `lib/<goos>_<goarch>/` (`RUNNER_OS`/`RUNNER_ARCH` — note `macos-latest` is arm64) and exports `WICKRA_GO_LIBDIR` for the Windows PATH; libraries stay git-ignored here.
- **README**: install via the `wickra-go` module + a contributor build section.

## Validation
- Local **windows/amd64**: `gofmt` clean, `go vet`, `go build`, `go test` all green against the staged library + vendored header.
- Linux/macOS arches → the 3-OS `Go on …` CI job.

Follow-up (Stage 2, separate): create `wickra-lib/wickra-go` + a `release.yml` mirror job (source + 6 platform libs → `lib/<goos>_<goarch>/`, commit + tag), and point the docs at the new import path. Part of the self-contained gap (`todo-11`).
2026-06-09 23:06:16 +02:00
kingchenc 5b7523265c Make the R binding self-contained (fetch the C ABI at install time) (#235)
## Problem
The R package built **only** inside the dev/CI workspace. `src/Makevars` and `configure.win` hard-required `WICKRA_INCLUDE_DIR` / `WICKRA_LIB_DIR` pointing at a pre-built `libwickra` (`configure.win` literally `: "${WICKRA_LIB_DIR:?...}"`), and there was no Unix `configure`. So **r-universe** and any plain `install.packages` / `install_github` failed — R had no working end-user install path.

## Fix
Fetch the prebuilt `wickra-c-<triple>.tar.gz` release asset matching the package version at install time and bundle the library into the package (same outcome as the C# / Java bindings, which bundle per-platform native libs):

- **New POSIX `configure`** (the Unix hook R lacked): detect OS/arch → triple, download + `untar` via **base R** (no curl/wget system dep), stage `wickra.h` + `libwickra.{so,dylib}` into `src/`, generate `src/Makevars` from `Makevars.in` with an rpath (`$ORIGIN` Linux, `@loader_path` + `install_name_tool` macOS) so the bundled lib resolves post-install.
- **`configure.win`**: drop the hard `WICKRA_LIB_DIR` requirement; download the Windows triple when unset, then keep the existing `wickra_abi.dll` rename + `objdump`/`dlltool` import-lib dance (sourcing the dll/header from the asset).
- **`install.libs.R`** also bundles `libwickra.dylib` (macOS); the `*.so`/`*.dll` globs already covered Linux/Windows.
- `WICKRA_INCLUDE_DIR`/`WICKRA_LIB_DIR` stay as an optional **dev override**.
- **CI (3 OS)** keeps building against the locally built C ABI (version-independent — avoids the chicken-egg of downloading the in-flight version) but **no longer exports `LD_LIBRARY_PATH`/`DYLD_LIBRARY_PATH`**, so it now verifies the bundled rpath — the real self-contained path users and r-universe get.

`Makevars` is now generated from `Makevars.in`; `SystemRequirements` + ignore/attributes files updated.

## Validation
- The Windows `objdump`/`dlltool` import-lib dance was smoke-tested locally against the real v0.7.9 asset (2412 `wickra_` exports → import lib built).
- Linux/macOS rpath bundling can't be tested on this Windows host → **the 3-OS `r` CI job is the gate** (now without the loader-path mask).
- Follow-up (separate, after release): set up `wickra-lib/wickra-lib.r-universe.dev` (`packages.json` → `bindings/r`).

Closes the R half of the self-contained-distribution gap (`todo-10`).
2026-06-09 22:11:50 +02:00
kingchenc d188959aab release: bump 0.7.8 -> 0.7.9 (#234)
Version bump 0.7.8 -> 0.7.9 for the Java binding release.
2026-06-09 20:33:17 +02:00
kingchenc 167f7b3ffe Add the Java binding over the C ABI hub (Panama/FFM) (#233)
Adds a Java binding (`bindings/java`) over the C ABI hub — the fourth language stecker after C#, Go and R, reaching the hub through the Java Foreign Function & Memory API (Panama, `java.lang.foreign`, final in Java 22) rather than JNI or jextract.

## What's here
- **`bindings/java`** — a Maven module (`org.wickra:wickra`) exposing all 514 indicators as idiomatic `AutoCloseable` classes. The downcall handles (`internal/NativeMethods.java`), the per-indicator wrappers and the output records are generated from `bindings/c/include/wickra.h` (same eight-archetype taxonomy as the C#/Go/R generators: scalar/batch, multi-output, bars, profile, values-profile, array-input). The opaque handle is a `MemorySegment` freed by a registered `java.lang.ref.Cleaner` action; multi-output returns a `record` (`null` at warmup), bars a `record[]`, profiles a record with a trailing `double[]`. The hand-written `WickraNative` resolves the native library (a bundled per-platform copy, or a `target/release` fallback for local development) and validates it against a sentinel symbol. repr(C) struct offsets are computed in the generator so the FFM reads land on the exact bytes.
- **`examples/java`** — the full example suite mirroring C/C#/Go/R: streaming, backtest, multi_timeframe, parallel_assets (parallel streams), three strategies, and `FetchBtcusdt`/`LiveBinance`.
- **CI** — a `java` job builds the C ABI library, sets up JDK 22 (Temurin, with a CDN-flake retry), runs the archetype test suite and the seven offline examples on Linux, macOS and Windows.
- **Release** — a gated `java-publish` job (skipped until the `JAVA_PUBLISH_ENABLED` repository variable is set) stages the native libraries from the `wickra-c-<triple>.tar.gz` assets into the binding's resources and deploys to Maven Central with GPG signing. Independent of the GitHub-release job, like the NuGet job.
- **Docs** — Java added to the README languages table, project layout, building/testing and comparison table, CONTRIBUTING, ARCHITECTURE, the examples index, the issue/PR templates, the About-description template, and the other binding READMEs.

## Requirements
Java 22+ (the FFM API is final since Java 22). The binding requires `--enable-native-access=ALL-UNNAMED` at runtime; the test and example runners pass it automatically.

No Rust crate or `Cargo.toml` change — the Java binding is standalone and additive. The generated `*.java` are committed (like the node `index.js`/`index.d.ts`); the generator stays private.
2026-06-09 20:30:29 +02:00
kingchenc 8659b42bef release: bump 0.7.7 -> 0.7.8 (#232)
Version bump 0.7.7 -> 0.7.8 for the R binding release.
2026-06-09 19:22:11 +02:00
kingchenc b7ef63400d Add the R binding over the C ABI hub (#230)
Adds an R binding (`bindings/r`) over the C ABI hub — the third language stecker after C# and Go, reaching the hub through R's native `.Call` interface (not extendr).

## What's here
- **`bindings/r`** — an R package exposing all 514 indicators as constructors that return a `wickra_indicator` object with generic `update`/`batch`/`reset` methods. The C glue (`src/wickra.c`) and R wrappers (`R/indicators.R`) are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C#/Go generators: scalar/batch, multi-output, bars, profile, profile-values, array-input). The opaque handle is an R external pointer freed by a registered finalizer; multi-output returns a named vector (`NA` at warmup), bars a matrix, profiles a list.
- **`examples/r`** — the full example suite mirroring C/C#/Go: streaming, backtest, multi_timeframe, parallel_assets (`mclapply`), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — an `r` job builds the C ABI library, installs the package, runs the `testthat` suite and the offline examples on Linux, macOS and Windows (`R CMD check` is clean: 0 warnings, 0 notes).
- **Docs** — R added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The package compiles a thin `.Call` glue layer against the prebuilt C ABI library (header via `WICKRA_INCLUDE_DIR`, library via `WICKRA_LIB_DIR`). On Windows the package's own `wickra.dll` would collide with the C ABI's `wickra.dll`, so `configure.win` stages a renamed copy (`wickra_abi.dll`) and builds an import library referencing it; `install.libs.R` bundles the DLL and `.onLoad` puts it on the load path. On Linux/macOS the rpath locates the shared library. No `release.yml` change — R is distributed via r-universe / source install (gated).

No Rust crate or `Cargo.toml` change — the R package is standalone and additive.
2026-06-09 19:18:40 +02:00
kingchenc 8225e1ab91 Check out the PR head by SHA in the count-sync workflow (#231)
## Problem
The **Sync indicator count** check has failed on every release-bump PR since 0.7.5 (`release/0.7.6`, `release/0.7.7`, …). It is a race, not a counter mismatch.

The checkout step used the PR head **branch name**:
\`\`\`yaml
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
\`\`\`
Release PRs are merged with \`gh pr merge --squash --delete-branch\`, which deletes the head branch the instant the PR merges — usually before this queued read-only check reaches its checkout. Fetching the now-gone \`refs/heads/release/X.Y.Z\` then fails with exit 1 (3 retries, then error). Push-to-main, tag and slower feature PRs stayed green because their head branch still existed when the check ran.

## Fix
Check out \`github.event.pull_request.head.sha\` instead. The head SHA stays reachable via \`refs/pull/N/head\` after the branch is deleted, so an instant merge no longer red-Xes the run. It is still the author's head commit (not the merge ref), so the counter validates exactly what will land — the existing design intent is preserved.

Because \`pull_request\` runs the workflow definition from the merge commit, the fix already applies to this PR itself.
2026-06-09 18:59:09 +02:00
kingchenc d0061c73b8 release: bump 0.7.6 -> 0.7.7 (#229)
Bumps the workspace to 0.7.7 to ship the Go binding.
2026-06-09 17:35:25 +02:00
kingchenc 23d636fd97 Add the Go binding over the C ABI hub (#228)
Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

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

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

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

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

## What's here

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

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

## What this adds

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

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

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

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

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

## Scope (foundation slice)

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

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

## Notes

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

## Follow-ups (separate PRs)

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

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

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

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

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

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

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

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

## Indicators

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Fix

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Each takes Candle input; the five band/structure stops emit a {value, direction} struct, TimeBasedStop a scalar. Wired across core, Python/Node/WASM bindings, fuzz target and tests. Verified locally: 3560 core lib + 398 doc tests, clippy clean, 515 node tests, 852 pytest, counter 440.
2026-06-07 01:32:15 +02:00
1514 changed files with 308678 additions and 628 deletions
+31
View File
@@ -1,3 +1,34 @@
# Shell scripts must keep LF line endings so they run on Linux/macOS CI and
# local shells regardless of the committer's platform autocrlf setting.
*.sh text eol=lf
# The cbindgen-generated C header is committed; pin it to LF so its CI drift
# check (regenerate + `git diff`) never trips on a CRLF normalization.
bindings/c/include/wickra.h text eol=lf
# C# sources (including the generated binding) are pinned to LF so the committed
# files stay stable regardless of the committer's autocrlf setting.
*.cs text eol=lf
# Go sources (including the generated binding) are pinned to LF so gofmt's CI
# check never trips on a CRLF checkout on Windows. The vendored C ABI header is
# a committed copy of bindings/c/include/wickra.h (the parent dir is outside the
# Go module), pinned to LF so the drift check never trips on CRLF.
*.go text eol=lf
go.mod text eol=lf
go.sum text eol=lf
bindings/go/include/wickra.h text eol=lf
# Java sources (including the generated binding) are pinned to LF so the
# committed files stay stable regardless of the committer's autocrlf setting.
*.java text eol=lf
# R binding: `R CMD check` requires LF in sources, Makevars and shell scripts.
*.R text eol=lf
*.Rd text eol=lf
bindings/r/configure text eol=lf
bindings/r/configure.win text eol=lf
bindings/r/src/Makevars.in text eol=lf
bindings/r/src/Makevars.win text eol=lf
bindings/r/src/wickra.c text eol=lf
+2 -2
View File
@@ -30,9 +30,9 @@ assignees: ""
## Environment
- Wickra version:
- Language / binding: <!-- Rust crate / Python / Node / WASM -->
- Language / binding: <!-- Rust crate / Python / Node.js / WASM / C / C++ / C# / Go / Java / R -->
- OS and architecture:
- Rust / Python / Node version (If relevant):
- Rust / Python / Node.js / .NET version (If relevant):
## Additional context
@@ -15,7 +15,12 @@ assignees: []
- [ ] Rust crate (`wickra`)
- [ ] Python (`pip install wickra`)
- [ ] Node.js (`npm install wickra`)
- [ ] WebAssembly
- [ ] WASM
- [ ] C ABI (`bindings/c`)
- [ ] C# (`Wickra` on NuGet)
- [ ] Go (`bindings/go`)
- [ ] Java (`org.wickra:wickra` on Maven Central)
- [ ] R (`bindings/r`)
- [ ] Docs / examples only
## Environment
@@ -26,7 +31,7 @@ assignees: []
| Binding version | `e.g. python 0.4.2 / node 0.4.2` |
| OS / arch | `e.g. Windows 11 x86_64, Linux glibc` |
| Rust toolchain | `rustc --version` (If building from source) |
| Python / Node version | `python --version` / `node --version` |
| Python / Node.js / .NET version | `python --version` / `node --version` / `dotnet --version` |
## Minimal reproducer
@@ -25,6 +25,11 @@ assignees: ""
- [ ] Should be exposed in the Python binding
- [ ] Should be exposed in the Node binding
- [ ] Should be exposed in the WASM binding
- [ ] Should be exposed in the C ABI
- [ ] Should be exposed in the C# binding
- [ ] Should be exposed in the Go binding
- [ ] Should be exposed in the Java binding
- [ ] Should be exposed in the R binding
## Additional context
@@ -13,7 +13,7 @@ assignees: []
## Affected code path
- Indicator / API: `e.g. EMA.update`
- Binding: `Rust / Python / Node / Wasm`
- Binding: `Rust / Python / Node.js / WASM / C / C++ / C# / Go / Java / R`
- Hot loop or one-shot call?
## Versions compared
+1 -1
View File
@@ -33,4 +33,4 @@ import wickra as ta
## Environment (Only if relevant)
- Wickra version: `e.g. 0.4.2`
- Binding: `Rust / Python / Node / Wasm`
- Binding: `Rust / Python / Node.js / WASM / C / C++ / C# / Go / Java / R`
+1 -1
View File
@@ -22,7 +22,7 @@
- [ ] `cargo clippy --workspace --all-targets -- -D warnings` is clean.
- [ ] `cargo test --workspace` passes.
- [ ] New behaviour has tests; bug fixes have a regression test.
- [ ] Public API changes are mirrored in the Python / Node / WASM bindings
- [ ] Public API changes are mirrored in the Python / Node.js / WASM bindings, and the C ABI + C# + Go + Java + R bindings are regenerated
and their type stubs (If applicable).
- [ ] The relevant page on the [documentation site](https://docs.wickra.org)
and the `README.md` are updated (If applicable). Docs edits go to a
+6 -1
View File
@@ -22,7 +22,12 @@ Please fill in the sections below. Delete any that don't apply.
- [ ] Rust crate (`crates/wickra`)
- [ ] Python binding (`bindings/python`)
- [ ] Node.js binding (`bindings/node`)
- [ ] WebAssembly binding (`bindings/wasm`)
- [ ] WASM binding (`bindings/wasm`)
- [ ] C ABI (`bindings/c`)
- [ ] C# binding (`bindings/csharp`)
- [ ] Go binding (`bindings/go`)
- [ ] Java binding (`bindings/java`)
- [ ] R binding (`bindings/r`)
- [ ] Examples / docs
## Linked issues
+82
View File
@@ -10,6 +10,9 @@ updates:
default-days: 7
commit-message:
prefix: "deps(cargo)"
groups:
cargo:
patterns: ["*"]
# Node binding npm dependencies.
- package-ecosystem: npm
@@ -21,6 +24,9 @@ updates:
default-days: 7
commit-message:
prefix: "deps(npm)"
groups:
node-binding:
patterns: ["*"]
# Python binding pip dependencies.
- package-ecosystem: pip
@@ -32,6 +38,9 @@ updates:
default-days: 7
commit-message:
prefix: "deps(pip)"
groups:
python-binding:
patterns: ["*"]
# Hash-pinned CI/bench Python tooling under .github/requirements/. Each
# <name>.in is the loose source; the matching hash-locked <name>.txt is the
@@ -47,6 +56,9 @@ updates:
default-days: 7
commit-message:
prefix: "deps(ci-pip)"
groups:
ci-pip:
patterns: ["*"]
# GitHub Actions — keeps the SHA-pinned actions current (Dependabot reads
# the version comment after each pinned SHA and bumps both together).
@@ -59,3 +71,73 @@ updates:
default-days: 7
commit-message:
prefix: "deps(actions)"
groups:
github-actions:
patterns: ["*"]
# Java binding + examples (Maven). Tracks the C-ABI binding's build plugins
# (e.g. central-publishing-maven-plugin) and the examples' jackson dependency,
# which had no Dependabot coverage before — a stale publishing plugin slipped
# through unnoticed until an OSV scan flagged it.
- package-ecosystem: maven
directories:
- "/bindings/java"
- "/bindings/java/benchmarks"
- "/examples/java"
schedule:
interval: weekly
open-pull-requests-limit: 10
cooldown:
default-days: 7
commit-message:
prefix: "deps(maven)"
groups:
maven:
patterns: ["*"]
# C# binding (NuGet). The published Wickra.csproj is a thin C-ABI wrapper with
# no external packages, but the test and benchmark projects pull xunit,
# Microsoft.NET.Test.Sdk and BenchmarkDotNet.
- package-ecosystem: nuget
directories:
- "/bindings/csharp/Wickra.Tests"
- "/bindings/csharp/benchmarks"
schedule:
interval: weekly
open-pull-requests-limit: 10
cooldown:
default-days: 7
commit-message:
prefix: "deps(nuget)"
groups:
nuget:
patterns: ["*"]
# Node examples (npm) — separate from the binding's own package.json.
- package-ecosystem: npm
directory: "/examples/node"
schedule:
interval: weekly
open-pull-requests-limit: 10
cooldown:
default-days: 7
commit-message:
prefix: "deps(npm)"
groups:
node-examples:
patterns: ["*"]
# Go examples (Go modules). The binding's own go.mod has no external deps;
# the examples pull coder/websocket.
- package-ecosystem: gomod
directory: "/examples/go"
schedule:
interval: weekly
open-pull-requests-limit: 10
cooldown:
default-days: 7
commit-message:
prefix: "deps(gomod)"
groups:
go-examples:
patterns: ["*"]
+2 -2
View File
@@ -48,7 +48,7 @@ jobs:
name: Cross-library benchmark report
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -122,7 +122,7 @@ jobs:
name: Rust cross-library benchmark report
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
+465 -20
View File
@@ -34,12 +34,13 @@ jobs:
rust:
name: Rust ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -53,6 +54,22 @@ jobs:
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
- name: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# CARGO_NET_RETRY rides out short blips, but a longer runner DNS outage
# outlasts cargo's rapid in-process retries: the crates.io index fetch
# the first cargo step does ("Could not resolve host: index.crates.io")
# then fails the whole job. Pre-fetch the dependency graph here with real
# backoff so clippy/build/test resolve from the warmed local cache.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Format check
run: cargo fmt --all -- --check
@@ -88,8 +105,9 @@ jobs:
examples-smoke:
name: Examples (syntax smoke)
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -98,7 +116,7 @@ jobs:
continue-on-error: true
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- name: Wait before Node retry
if: steps.setup_node.outcome == 'failure'
@@ -111,7 +129,7 @@ jobs:
if: steps.setup_node.outcome == 'failure'
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- name: Set up Python
id: setup_python
@@ -177,8 +195,9 @@ jobs:
clippy-bindings:
name: Clippy bindings
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -212,7 +231,7 @@ jobs:
continue-on-error: true
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- name: Wait before Node retry
if: steps.setup_node.outcome == 'failure'
@@ -225,13 +244,26 @@ jobs:
if: steps.setup_node.outcome == 'failure'
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
- name: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# See the rust job: pre-fetch with backoff so the clippy index update
# can't fail the job on a transient "Could not resolve host" DNS blip.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Clippy (bindings, all targets)
run: cargo clippy -p wickra-node -p wickra-python --all-targets -- -D warnings
@@ -247,6 +279,7 @@ jobs:
msrv:
name: ${{ matrix.name }}
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
@@ -258,7 +291,7 @@ jobs:
toolchain: "1.88"
packages: "-p wickra-node"
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -272,6 +305,19 @@ jobs:
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
- name: Warm cargo registry (retry transient DNS/registry flakes)
shell: bash
# See the rust job: pre-fetch with backoff so the first cargo step can't
# fail the job on a transient "Could not resolve host" DNS blip.
run: |
for attempt in 1 2 3 4 5; do
if cargo fetch; then exit 0; fi
echo "::warning::cargo fetch failed (attempt $attempt/5) — likely a registry/DNS flake; retrying in $((attempt * 20))s..."
sleep $((attempt * 20))
done
echo "::error::cargo fetch still failing after 5 attempts"
exit 1
- name: Build on MSRV
run: cargo build ${{ matrix.packages }} --verbose
@@ -282,8 +328,9 @@ jobs:
coverage:
name: Coverage
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -298,7 +345,7 @@ jobs:
timeout-minutes: 6
- name: Install cargo-llvm-cov
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: cargo-llvm-cov
@@ -323,8 +370,9 @@ jobs:
supply-chain:
name: Supply-chain (cargo-deny)
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -341,8 +389,9 @@ jobs:
fuzz-smoke:
name: Fuzz (smoke)
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -366,7 +415,7 @@ jobs:
# attributes the modern nightly compiler rejects, so the install
# never gets off the ground. The prebuilt binary avoids the entire
# transitive-dep compile.
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: cargo-fuzz
@@ -394,13 +443,14 @@ jobs:
python:
name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
python-version: ["3.9", "3.11", "3.12", "3.13"]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -475,8 +525,9 @@ jobs:
wasm:
name: WASM build
runs-on: ubuntu-latest
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -498,7 +549,7 @@ jobs:
# same taiki-e prebuilt-binary installer we already use for
# cargo-llvm-cov and cargo-fuzz; it tracks the latest wasm-pack
# release, which has `--features` as a top-level flag (since 0.12).
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: wasm-pack
@@ -518,13 +569,14 @@ jobs:
node:
name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
node-version: ["18", "20"]
node-version: ["22", "24"]
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -576,9 +628,402 @@ jobs:
# exist yet for win32-x64-msvc).
run: npx napi build --platform --release
# The Node test process has wedged on macOS runners (the step hung for
# 1h+ while the same tests passed in ~1.5 min elsewhere). Wrap it so a
# hung attempt is killed after 6 min and retried once, rather than
# running up to the job-level backstop. A normal run is under a minute.
- name: Run Node tests
working-directory: bindings/node
run: node --test __tests__/
uses: nick-fields/retry@ad984534de44a9489a53aefd81eb77f87c70dc60 # v4.0.0
with:
timeout_minutes: 6
max_attempts: 2
command: cd bindings/node && node --test
shell: bash
c-abi:
name: C ABI on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
- name: Install cbindgen
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: cbindgen
- name: Build the C ABI library (cdylib + staticlib)
run: cargo build -p wickra-c --release
- name: Rust unit tests
run: cargo test -p wickra-c
# The generated header is platform-independent, so checking drift on one OS
# is enough — and avoids a spurious CRLF/LF diff on the Windows runner.
- name: Check the committed header is in sync with cbindgen
if: runner.os == 'Linux'
shell: bash
run: |
cbindgen --config bindings/c/cbindgen.toml --crate wickra-c --output bindings/c/include/wickra.h
if ! git diff --quiet -- bindings/c/include/wickra.h; then
echo "::error::bindings/c/include/wickra.h is out of sync — run cbindgen and commit the result"
git --no-pager diff -- bindings/c/include/wickra.h
exit 1
fi
# The real cross-language test: a foreign C consumer links the generated
# header + the compiled library and runs. If this passes on all three OSes,
# every C-capable language can link the same way.
- name: Build and run the C smoke example (CMake + ctest)
shell: bash
run: |
cmake -S examples/c -B examples/c/build
cmake --build examples/c/build --config Release
ctest --test-dir examples/c/build -C Release --output-on-failure
csharp:
name: C# on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub at runtime; build it first so the
# DllImportResolver finds target/release/wickra.{dll,so,dylib}. .NET 8 SDK is
# preinstalled on the GitHub runners, so no setup-dotnet step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: .NET info
run: dotnet --info
- name: Test the C# binding
run: dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj -c Release
- name: Build the C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze \
fetch_btcusdt live_binance; do
dotnet build "examples/csharp/$d" -c Release
done
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline C# examples
shell: bash
run: |
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
dotnet run --project "examples/csharp/$d" -c Release --no-build
done
go:
name: Go on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
# Go is not reliably on PATH on every runner image, so install it
# explicitly. cache: false — the cargo build dominates and the modules
# have no external Go deps worth caching.
- name: Set up Go
id: setup-go
continue-on-error: true
uses: actions/setup-go@4a3601121dd01d1626a1e23e37211e3254c1c06c # v6.4.0
with:
go-version: "stable"
cache: false
- name: Retry Go setup (CDN flake)
if: steps.setup-go.outcome == 'failure'
shell: bash
run: |
echo "::warning::setup-go failed (likely CDN flake), waiting 30s before retry..."
sleep 30
- name: Set up Go (retry)
if: steps.setup-go.outcome == 'failure'
uses: actions/setup-go@4a3601121dd01d1626a1e23e37211e3254c1c06c # v6.4.0
with:
go-version: "stable"
cache: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links against the C ABI hub via cgo; build it first and stage
# the platform library under bindings/go/lib so cgo's LDFLAGS find it. Go is
# preinstalled on the GitHub runners, so no setup-go step is needed.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: Vendored header in sync with the C ABI
shell: bash
# bindings/go/include/wickra.h is a committed copy of the cbindgen header
# (the parent ../c/include is outside the Go module, so it must be
# vendored). Fail if it drifts from the source of truth.
run: |
if ! diff -u bindings/c/include/wickra.h bindings/go/include/wickra.h; then
echo "::error::bindings/go/include/wickra.h is stale — copy bindings/c/include/wickra.h over it"
exit 1
fi
- name: Stage the native library
shell: bash
# Stage into lib/<goos>_<goarch>/ to match the per-platform cgo LDFLAGS.
# CI builds the host target, so RUNNER_OS/ARCH give the right directory
# (note macos-latest is arm64).
run: |
case "$RUNNER_ARCH" in
X64) arch=amd64 ;;
ARM64) arch=arm64 ;;
*) echo "::error::unsupported RUNNER_ARCH '$RUNNER_ARCH'"; exit 1 ;;
esac
case "$RUNNER_OS" in
Linux) dir="linux_$arch"; lib=target/release/libwickra.so ;;
macOS) dir="darwin_$arch"; lib=target/release/libwickra.dylib ;;
Windows) dir="windows_$arch"; lib=target/release/wickra.dll ;;
esac
mkdir -p "bindings/go/lib/$dir"
cp "$lib" "bindings/go/lib/$dir/"
echo "WICKRA_GO_LIBDIR=$PWD/bindings/go/lib/$dir" >> "$GITHUB_ENV"
- name: Go info
run: go version
- name: Check gofmt
shell: bash
run: |
unformatted="$(gofmt -l bindings/go examples/go)"
if [ -n "$unformatted" ]; then
echo "gofmt needed on:"; echo "$unformatted"; exit 1
fi
- name: Vet and test the Go binding
shell: bash
# On Windows there is no rpath; the loader resolves wickra.dll via PATH
# (WICKRA_GO_LIBDIR is the per-platform staged lib dir). Linux/macOS use
# the rpath baked by the per-platform cgo LDFLAGS.
run: |
export PATH="$WICKRA_GO_LIBDIR:$PATH"
cd bindings/go
go vet ./...
go test ./...
- name: Build the Go examples
shell: bash
run: |
export PATH="$WICKRA_GO_LIBDIR:$PATH"
cd examples/go
go build ./...
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline Go examples
shell: bash
run: |
export PATH="$WICKRA_GO_LIBDIR:$PATH"
cd examples/go
for d in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
go run "./$d"
done
r:
name: R on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
env:
WICKRA_INCLUDE_DIR: ${{ github.workspace }}/bindings/c/include
WICKRA_LIB_DIR: ${{ github.workspace }}/target/release
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true
timeout-minutes: 6
# The binding compiles a thin .Call glue layer against the C ABI hub; build
# the library first. On Windows configure.win bundles a renamed copy
# (wickra_abi.dll) so the package's own wickra.dll does not collide with it.
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: Set up R
uses: r-lib/actions/setup-r@a51a8012b0aab7c32ef9d19bf54da93f3254335e # v2
with:
r-version: "release"
use-public-rspm: true
# Use the repos configured by setup-r (use-public-rspm) so Linux installs
# binary packages — building testthat's deps from source is slow and flaky.
- name: Install test dependency
run: Rscript -e 'install.packages("testthat")'
- name: Install and test the R binding
shell: bash
# github.workspace is a backslash path on Windows; configure(.win) (sh) and
# mingw need forward slashes. WICKRA_*_DIR makes configure use the locally
# built C ABI (dev override) instead of downloading the release asset, so
# CI is version-independent. Deliberately do NOT set LD_LIBRARY_PATH /
# DYLD_LIBRARY_PATH: the lib is bundled into the package and must resolve
# via the rpath ($ORIGIN / @loader_path) baked by configure — that is the
# self-contained install path real users (and r-universe) get.
run: |
export WICKRA_INCLUDE_DIR="${WICKRA_INCLUDE_DIR//\\//}"
export WICKRA_LIB_DIR="${WICKRA_LIB_DIR//\\//}"
R CMD INSTALL bindings/r
Rscript -e 'library(testthat); library(wickra); test_dir("bindings/r/tests/testthat", stop_on_failure = TRUE)'
- name: Build the vignette code
shell: bash
# The getting-started vignette runs at R CMD check time on r-universe /
# CRAN (with pandoc); this job only INSTALLs, so execute the vignette's R
# chunks here (knit, no pandoc needed) to catch a broken example before it
# reaches the published build.
run: |
Rscript -e 'install.packages("knitr", repos = Sys.getenv("RSPM", unset = "https://cloud.r-project.org"))'
Rscript -e 'knitr::knit("bindings/r/vignettes/getting-started.Rmd", output = tempfile(fileext = ".md"), quiet = TRUE); cat("vignette code OK\n")'
- name: Run the offline R examples
shell: bash
# No loader-path exports: the installed package is self-contained (bundled
# lib + rpath), so the examples exercise exactly what end users run.
run: |
cd examples/r
for f in streaming backtest multi_timeframe parallel_assets \
strategy_rsi_mean_reversion strategy_macd_adx strategy_bollinger_squeeze; do
Rscript "$f.R"
done
# fetch_btcusdt / live_binance need the network (and jsonlite / websocket);
# build-check that they parse without running them.
- name: Parse the network R examples
run: Rscript -e 'invisible(lapply(c("examples/r/fetch_btcusdt.R", "examples/r/live_binance.R"), parse)); cat("network R examples parse OK\n")'
java:
name: Java on ${{ matrix.os }}
runs-on: ${{ matrix.os }}
timeout-minutes: 20 # backstop: cap a wedged job instead of GitHub's 6h default (slowest real job ~5 min)
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest, macos-latest, windows-latest]
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Install Rust toolchain
uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
- name: Cache cargo
uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
# The binding links the C ABI hub at runtime through the Java FFM API; build
# it first so WickraNative's development fallback finds
# target/release/wickra.{so,dylib,dll}. The FFM API is final since JDK 22; we
# build on the 25 LTS (22 is EOL; the pom pins bytecode to release 22 so the
# runtime floor stays Java 22). Installed explicitly (runners ship 17/21).
- name: Build the C ABI library
run: cargo build -p wickra-c --release
- name: Set up JDK 25
id: setup-java
continue-on-error: true
uses: actions/setup-java@be666c2fcd27ec809703dec50e508c2fdc7f6654 # v5.2.0
with:
distribution: temurin
java-version: "25"
cache: maven
- name: Retry JDK setup (CDN flake)
if: steps.setup-java.outcome == 'failure'
shell: bash
run: |
echo "::warning::setup-java failed (likely CDN flake), waiting 30s before retry..."
sleep 30
- name: Set up JDK 25 (retry)
if: steps.setup-java.outcome == 'failure'
uses: actions/setup-java@be666c2fcd27ec809703dec50e508c2fdc7f6654 # v5.2.0
with:
distribution: temurin
java-version: "25"
cache: maven
- name: Java info
run: java -version
# `install` runs the archetype test suite (the real FFI boundary check) and
# installs the binding to the local repo so the examples can resolve it.
- name: Test and install the Java binding
run: mvn -B -f bindings/java install
- name: Build the Java examples
run: mvn -B -f examples/java compile
# Run only the offline examples (fetch_btcusdt / live_binance need network).
- name: Run the offline Java examples
shell: bash
run: |
for cls in Streaming Backtest MultiTimeframe ParallelAssets \
StrategyRsiMeanReversion StrategyMacdAdx StrategyBollingerSqueeze; do
mvn -B -q -f examples/java exec:exec -Dexec.mainClass="org.wickra.examples.$cls"
done
# The cross-library benchmark has moved to a dedicated scheduled workflow
# (.github/workflows/bench.yml) — see audit finding R10. It runs nightly
+3 -3
View File
@@ -40,17 +40,17 @@ jobs:
build-mode: none
steps:
- name: Checkout
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Initialize CodeQL
uses: github/codeql-action/init@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
uses: github/codeql-action/init@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
with:
languages: ${{ matrix.language }}
build-mode: ${{ matrix.build-mode }}
- name: Perform CodeQL analysis
uses: github/codeql-action/analyze@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
uses: github/codeql-action/analyze@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
with:
category: "/language:${{ matrix.language }}"
+338 -20
View File
@@ -45,7 +45,7 @@ jobs:
# Settings -> Environments.
environment: release
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -110,7 +110,7 @@ jobs:
# consumers can audit the published dependency tree without
# re-resolving Cargo.lock.
- name: Install cargo-cyclonedx
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: cargo-cyclonedx
@@ -157,7 +157,7 @@ jobs:
- { os: windows-11-arm, target: aarch64, manylinux: auto }
runs-on: ${{ matrix.os }}
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Set up Python
@@ -197,7 +197,7 @@ jobs:
name: Build Python sdist
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Sync root README into bindings/python so it ships in the sdist
@@ -249,7 +249,7 @@ jobs:
- { host: windows-11-arm, target: aarch64-pc-windows-msvc }
runs-on: ${{ matrix.host }}
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -258,7 +258,7 @@ jobs:
continue-on-error: true
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- name: Wait before Node retry
if: steps.setup_node.outcome == 'failure'
@@ -271,7 +271,7 @@ jobs:
if: steps.setup_node.outcome == 'failure'
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
@@ -310,7 +310,7 @@ jobs:
contents: read
id-token: write
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -319,7 +319,7 @@ jobs:
continue-on-error: true
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
registry-url: "https://registry.npmjs.org"
- name: Wait before Node retry
@@ -333,7 +333,7 @@ jobs:
if: steps.setup_node.outcome == 'failure'
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
registry-url: "https://registry.npmjs.org"
- name: Install Node deps
@@ -479,7 +479,7 @@ jobs:
contents: read
id-token: write
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -488,7 +488,7 @@ jobs:
continue-on-error: true
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
registry-url: "https://registry.npmjs.org"
- name: Wait before Node retry
@@ -502,7 +502,7 @@ jobs:
if: steps.setup_node.outcome == 'failure'
uses: actions/setup-node@48b55a011bda9f5d6aeb4c2d9c7362e8dae4041e # v6.4.0
with:
node-version: "20"
node-version: "22"
registry-url: "https://registry.npmjs.org"
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
@@ -512,7 +512,7 @@ jobs:
- name: Install wasm-pack (latest, via prebuilt binary)
# See the matching note in ci.yml: jetli's default installs an old
# 0.10.x wasm-pack whose build subcommand rejects --features.
uses: taiki-e/install-action@0fd46367812ee04360509b4169d9f659d6892bb2 # v2.79.15
uses: taiki-e/install-action@59012be0884e296ca2da49b530610e72c49039ad # v2.81.6
timeout-minutes: 10 # fail fast on a stuck download instead of hanging the job
with:
tool: wasm-pack
@@ -569,9 +569,306 @@ jobs:
# the old "publish, then upload provenance" order would have the provenance
# upload rejected once immutability is enabled.
# --------------------------------------------------------------------------
# --------------------------------------------------------------------------
# C ABI native libraries (bindings/c) — built per target on a native runner
# (no cross toolchain needed) and attached to the GitHub Release as the
# distribution channel. There is no package registry for the C ABI.
# --------------------------------------------------------------------------
c-abi-build:
name: C ABI library (${{ matrix.target }})
strategy:
fail-fast: false
matrix:
include:
- { host: ubuntu-latest, target: x86_64-unknown-linux-gnu }
- { host: ubuntu-24.04-arm, target: aarch64-unknown-linux-gnu }
- { host: macos-latest, target: x86_64-apple-darwin }
- { host: macos-latest, target: aarch64-apple-darwin }
- { host: windows-latest, target: x86_64-pc-windows-msvc }
- { host: windows-11-arm, target: aarch64-pc-windows-msvc }
runs-on: ${{ matrix.host }}
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- uses: dtolnay/rust-toolchain@29eef336d9b2848a0b548edc03f92a220660cdb8 # stable branch, 2026-03-27
with:
targets: ${{ matrix.target }}
- uses: Swatinem/rust-cache@e18b497796c12c097a38f9edb9d0641fb99eee32 # v2
continue-on-error: true # cache is an optimisation; never block on a stuck/slow restore
timeout-minutes: 6
- name: Build the C ABI library (cdylib + staticlib)
run: cargo build -p wickra-c --release --target ${{ matrix.target }}
- name: Package header + libraries
shell: bash
run: |
set -e
dir="wickra-c-${{ matrix.target }}"
mkdir -p "$dir/include" "$dir/lib"
cp bindings/c/include/wickra.h bindings/c/include/wickra.hpp "$dir/include/"
for f in libwickra.so libwickra.a libwickra.dylib wickra.dll wickra.dll.lib wickra.lib; do
src="target/${{ matrix.target }}/release/$f"
[ -f "$src" ] && cp "$src" "$dir/lib/"
done
tar -czf "$dir.tar.gz" "$dir"
echo "packaged $dir:"; ls -lR "$dir"
- name: Upload artifact
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: c-abi-${{ matrix.target }}
path: wickra-c-${{ matrix.target }}.tar.gz
if-no-files-found: error
# Pack and publish the .NET binding to NuGet. Independent of the GitHub-release
# job so a C# hiccup never blocks the C/C++ asset release. Authentication uses
# NuGet Trusted Publishing (OIDC) — no long-lived API key. The 'wickra-release'
# trusted-publishing policy on nuget.org (owner KingchenC, repo wickra-lib/wickra,
# workflow release.yml) exchanges the GitHub OIDC token for a short-lived key.
csharp-publish:
name: Publish to NuGet
needs: c-abi-build
runs-on: ubuntu-latest
environment: release
permissions:
contents: read
id-token: write # request the GitHub OIDC token for trusted publishing
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Download the C ABI native libraries
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
with:
pattern: c-abi-*
path: c-abi-artifacts
- name: Stage native libraries into runtimes/<rid>/native
shell: bash
run: |
set -e
declare -A RID=(
[x86_64-unknown-linux-gnu]=linux-x64
[aarch64-unknown-linux-gnu]=linux-arm64
[x86_64-apple-darwin]=osx-x64
[aarch64-apple-darwin]=osx-arm64
[x86_64-pc-windows-msvc]=win-x64
[aarch64-pc-windows-msvc]=win-arm64
)
base=bindings/csharp/Wickra/runtimes
for target in "${!RID[@]}"; do
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
if [ -z "$archive" ]; then
echo "::error::missing native artifact for $target"; exit 1
fi
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
dest="$base/${RID[$target]}/native"; mkdir -p "$dest"
for f in libwickra.so libwickra.dylib wickra.dll; do
src=$(find "$tmp" -name "$f" | head -1)
[ -n "$src" ] && cp "$src" "$dest/"
done
echo "staged ${RID[$target]}:"; ls -l "$dest"
done
- name: Pack
shell: bash
run: |
version="${GITHUB_REF_NAME#v}"
dotnet pack bindings/csharp/Wickra/Wickra.csproj -c Release -p:Version="$version" -o nupkg
# Exchange the GitHub OIDC token for a short-lived (~1h) NuGet API key.
# 'user' is the nuget.org profile name (the package owner), not an email.
- name: NuGet login (OIDC -> temporary API key)
uses: NuGet/login@8d196754b4036150537f80ac539e15c2f1028841 # v1.2.0
id: nuget_login
with:
user: KingchenC
# Pass the temporary key through the environment (not string-interpolated
# into the script) so it cannot be parsed as shell — avoids template injection.
- name: Push to NuGet
shell: bash
env:
NUGET_API_KEY: ${{ steps.nuget_login.outputs.NUGET_API_KEY }}
run: |
dotnet nuget push "nupkg/*.nupkg" --api-key "$NUGET_API_KEY" \
--source https://api.nuget.org/v3/index.json --skip-duplicate
- name: Upload the NuGet package as a build artifact
uses: actions/upload-artifact@043fb46d1a93c77aae656e7c1c64a875d1fc6a0a # v7.0.1
with:
name: nuget-package
path: nupkg/*.nupkg
if-no-files-found: error
# Publish the Java binding to Maven Central. Independent of the GitHub-release
# job so a Java hiccup never blocks the C/C++ asset release. The Maven Central
# namespace (org.wickra) is verified; authentication uses the Sonatype Central
# Portal token (CENTRAL_USERNAME / CENTRAL_PASSWORD) and artifacts are signed
# with the GPG key (GPG_PRIVATE_KEY / GPG_PASSPHRASE). The pom version must
# match the release tag (kept in sync by the version-bump checklist).
java-publish:
name: Publish to Maven Central
needs: c-abi-build
runs-on: ubuntu-latest
environment: release
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Download the C ABI native libraries
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
with:
pattern: c-abi-*
path: c-abi-artifacts
- name: Stage native libraries into resources/native/<os>-<arch>
shell: bash
run: |
set -e
declare -A PLAT=(
[x86_64-unknown-linux-gnu]=linux-x64
[aarch64-unknown-linux-gnu]=linux-arm64
[x86_64-apple-darwin]=osx-x64
[aarch64-apple-darwin]=osx-arm64
[x86_64-pc-windows-msvc]=win-x64
[aarch64-pc-windows-msvc]=win-arm64
)
base=bindings/java/src/main/resources/native
for target in "${!PLAT[@]}"; do
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
if [ -z "$archive" ]; then
echo "::error::missing native artifact for $target"; exit 1
fi
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
dest="$base/${PLAT[$target]}"; mkdir -p "$dest"
for f in libwickra.so libwickra.dylib wickra.dll; do
src=$(find "$tmp" -name "$f" | head -1)
[ -n "$src" ] && cp "$src" "$dest/"
done
echo "staged ${PLAT[$target]}:"; ls -l "$dest"
done
# setup-java writes a settings.xml with the 'central' server credentials
# (mapped from the env vars below) and imports the GPG signing key.
- name: Set up JDK 25 + Maven Central credentials + GPG
uses: actions/setup-java@be666c2fcd27ec809703dec50e508c2fdc7f6654 # v5.2.0
with:
distribution: temurin
java-version: "25"
server-id: central
server-username: CENTRAL_USERNAME
server-password: CENTRAL_PASSWORD
gpg-private-key: ${{ secrets.GPG_PRIVATE_KEY }}
gpg-passphrase: GPG_PASSPHRASE
- name: Deploy to Maven Central
env:
CENTRAL_USERNAME: ${{ secrets.CENTRAL_USERNAME }}
CENTRAL_PASSWORD: ${{ secrets.CENTRAL_PASSWORD }}
GPG_PASSPHRASE: ${{ secrets.GPG_PASSPHRASE }}
run: mvn -B -f bindings/java -Prelease deploy -DskipTests
# Mirror the in-repo Go module (bindings/go) to the standalone wickra-go
# repository so `go get github.com/wickra-lib/wickra-go` builds with no extra
# steps. The in-repo module keeps the prebuilt libraries git-ignored; the
# mirror commits them per platform under lib/<goos>_<goarch>/ alongside the
# vendored header. Independent of the GitHub-release job so a Go hiccup never
# blocks the C/C++ asset release. The push uses a fine-grained PAT
# (WICKRA_GO_MIRROR_TOKEN, contents:write on wickra-go); the mirror is a
# derived artifact, so its bot commit is intentionally unsigned.
go-mirror:
name: Mirror the Go module to wickra-go
needs: c-abi-build
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- name: Download the C ABI native libraries
uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
with:
pattern: c-abi-*
path: c-abi-artifacts
- name: Assemble the wickra-go module tree
shell: bash
run: |
set -e
out=wickra-go-module
mkdir -p "$out/include" "$out/lib"
# Single-package Go source + vendored C ABI header.
cp bindings/go/*.go "$out/"
cp bindings/go/include/wickra.h "$out/include/"
cp bindings/go/README.md "$out/"
# Ship the dual license so pkg.go.dev detects a redistributable license.
cp LICENSE-MIT LICENSE-APACHE "$out/"
# Standalone module path (the in-repo go.mod points at the subdir).
printf 'module github.com/wickra-lib/wickra-go\n\ngo 1.23\n' > "$out/go.mod"
# Point install instructions at the standalone module path.
sed -i 's#github.com/wickra-lib/wickra/bindings/go#github.com/wickra-lib/wickra-go#g' \
"$out/README.md" "$out"/*.go
# Stage each prebuilt library under lib/<goos>_<goarch>/ (committed in
# the mirror, unlike the in-repo lib/.gitignore). "<dir> <libfile>".
declare -A GO=(
[x86_64-unknown-linux-gnu]="linux_amd64 libwickra.so"
[aarch64-unknown-linux-gnu]="linux_arm64 libwickra.so"
[x86_64-apple-darwin]="darwin_amd64 libwickra.dylib"
[aarch64-apple-darwin]="darwin_arm64 libwickra.dylib"
[x86_64-pc-windows-msvc]="windows_amd64 wickra.dll"
[aarch64-pc-windows-msvc]="windows_arm64 wickra.dll"
)
for target in "${!GO[@]}"; do
read -r dir libfile <<< "${GO[$target]}"
archive=$(find c-abi-artifacts -name "wickra-c-$target.tar.gz" | head -1)
if [ -z "$archive" ]; then
echo "::error::missing native artifact for $target"; exit 1
fi
tmp=$(mktemp -d); tar -xzf "$archive" -C "$tmp"
src=$(find "$tmp" -name "$libfile" | head -1)
if [ -z "$src" ]; then
echo "::error::missing $libfile for $target"; exit 1
fi
mkdir -p "$out/lib/$dir"; cp "$src" "$out/lib/$dir/"
done
echo "assembled module:"; find "$out" -type f | sort
- name: Push to wickra-go and tag the release
shell: bash
env:
MIRROR_TOKEN: ${{ secrets.WICKRA_GO_MIRROR_TOKEN }}
run: |
set -e
version="${GITHUB_REF_NAME#v}"
remote="https://x-access-token:${MIRROR_TOKEN}@github.com/wickra-lib/wickra-go.git"
git clone -q "$remote" mirror-repo
cd mirror-repo
git config user.name "wickra-bot"
git config user.email "support@wickra.org"
git symbolic-ref HEAD refs/heads/main
# Replace all tracked content with the freshly assembled tree.
find . -mindepth 1 -maxdepth 1 -not -name .git -exec rm -rf {} +
cp -r ../wickra-go-module/. .
git add -A
if git diff --cached --quiet; then
echo "wickra-go already up to date; tagging only"
else
git -c commit.gpgsign=false commit -q -m "Release v$version"
fi
git push origin HEAD:refs/heads/main
git tag "v$version"
git push origin "v$version"
github-release:
name: Attach assets to the draft GitHub Release
needs: [cargo-publish, python-publish, node-publish, wasm-publish]
needs: [cargo-publish, python-publish, node-publish, wasm-publish, c-abi-build]
runs-on: ubuntu-latest
permissions:
contents: write
@@ -579,8 +876,9 @@ jobs:
# bundle to this same release without re-resolving it.
outputs:
tag: ${{ steps.tag.outputs.tag }}
version: ${{ steps.tag.outputs.version }}
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
fetch-depth: 0
@@ -607,6 +905,7 @@ jobs:
exit 1
fi
echo "tag=$tag" >> "$GITHUB_OUTPUT"
echo "version=${tag#v}" >> "$GITHUB_OUTPUT"
echo "::notice::attaching assets to release $tag"
- name: Download all build artifacts
@@ -644,7 +943,7 @@ jobs:
# the provenance bundle is attached (P24, immutability-ready).
draft: true
body: |
Wickra ${{ github.ref_name }} — streaming-first technical indicators across 4 language registries.
Wickra ${{ github.ref_name }} — streaming-first technical indicators for 10 languages: native Rust, Python, Node.js, WASM plus a C ABI hub for C, C++, C#, Go, Java, R.
### Install
@@ -653,18 +952,37 @@ jobs:
pip install wickra
npm install wickra
npm install wickra-wasm
dotnet add package Wickra
go get github.com/wickra-lib/wickra-go
```
Java (Gradle, Maven Central):
```gradle
implementation("org.wickra:wickra:${{ steps.tag.outputs.version }}")
```
R (r-universe):
```r
install.packages("wickra", repos = "https://wickra-lib.r-universe.dev")
```
### Attached assets
Pre-built artefacts for every supported platform — the same files that
were uploaded to crates.io, PyPI, and npm by this workflow run.
Pre-built artefacts for every supported platform — the same files this
workflow run published to crates.io, PyPI, and npm. C# ships to NuGet,
Java to Maven Central, Go to the wickra-go module, and R to r-universe
via their own release jobs.
- `*.whl` / `wickra-*.tar.gz` — Python wheels + sdist (5 platforms, ABI3 ≥ 3.9)
- `wickra.*.node` — native Node bindings (linux-x64-gnu, darwin-x64,
- `wickra.*.node` — native Node.js bindings (linux-x64-gnu, darwin-x64,
darwin-arm64, win32-x64-msvc)
- `wickra-*.tgz` — npm-pack tarballs (main package + per-platform subpackages + WASM)
- `*.crate` — cargo source crates (wickra-core, wickra-data, wickra)
- `wickra-c-<target>.tar.gz` — C ABI: `include/wickra.h` + `wickra.hpp`
and the cdylib/staticlib per target (linux/macos/windows × x64/arm64),
the hub for C, C++, C#, Go, Java and R
### Auto-generated changelog
+2 -2
View File
@@ -24,7 +24,7 @@ jobs:
id-token: write # OIDC token to publish results to the OpenSSF API
steps:
- name: Checkout code
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
@@ -51,6 +51,6 @@ jobs:
retention-days: 5
- name: Upload SARIF to code-scanning
uses: github/codeql-action/upload-sarif@03e4368ac7daa2bd82b3e85262f3bf87ee112f57 # v3.36.0
uses: github/codeql-action/upload-sarif@8aad20d150bbac5944a9f9d289da16a4b0d87c1e # v4.36.2
with:
sarif_file: results.sarif
+41 -18
View File
@@ -9,7 +9,7 @@ name: Sync indicator count
# 2. GitHub repo "About" description — synced on push to main / v* tag
# 3. Docs site: index.md / overview.md / Indicators-Overview.md
# (wickra-lib/wickra-docs) — synced on push to main / v* tag*
# 4. Marketing site count (wickra-lib/webpage: index.md /
# 4. Marketing site count (wickra-lib/webpage: index.md / about.md /
# .vitepress/config.ts) — push to main / v* tag*
# 5. org profile README count (wickra-lib/.github, profile/README.md)
# — synced on push to main / v* tag*
@@ -42,10 +42,10 @@ name: Sync indicator count
# single source of truth for what the bindings reach.
#
# Design: on PRs this workflow is a READ-ONLY check. The indicator wiring
# (ScriptHelpers/_common.py wire_readme_counter) bumps both README.md and
# docs/README.md inside the author's code commit, so the counter is already
# correct by the time CI runs. If it is not, the check below fails loud and
# asks the author to re-run the wiring — it never pushes a fix-up commit.
# bumps both README.md and docs/README.md inside the author's code commit, so
# the counter is already correct by the time CI runs. If it is not, the check
# below fails loud and asks the author to re-run the wiring — it never pushes a
# fix-up commit.
#
# (An earlier version pushed a GITHUB_TOKEN "sync indicator count" commit to
# the PR head. Because GITHUB_TOKEN pushes trigger no workflows, that commit
@@ -86,10 +86,17 @@ jobs:
# merge ref) so the counter check validates exactly what will land. On
# push events we check out the default ref. No push is made, so a shallow
# checkout is enough.
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
#
# Check out by head SHA, not head ref (branch name): a fast `gh pr merge
# --squash --delete-branch` deletes the head branch the moment the PR
# merges, often before this queued read-only check reaches its checkout.
# Fetching the now-gone `refs/heads/<branch>` then fails the run (exit 1).
# The head SHA stays reachable via `refs/pull/N/head` after the branch is
# gone, so the checkout — and the run — survives an instant merge.
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
fetch-depth: 1
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.ref || github.ref }}
ref: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.sha || github.ref }}
repository: ${{ github.event_name == 'pull_request' && github.event.pull_request.head.repo.full_name || github.repository }}
- name: Count indicators
@@ -149,7 +156,7 @@ jobs:
# 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."
desc="Streaming-first technical indicators with a Rust core and Python, Node.js, WebAssembly, C ABI, .NET, Go, Java, and R bindings. ${n} indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement."
# Enforce the homepage unconditionally — it is a constant, so this both
# corrects the stale kingchenc URL and self-heals any future drift.
# Same Administration-write permission as --description (no extra scope).
@@ -325,20 +332,28 @@ jobs:
exit 0
fi
cd docs-ver
# Published-versions table rows (crates.io / PyPI / npm): replace only the
# version number, leaving the trailing padding + pipe intact. The '.' in
# the quickstart pattern matches the literal backtick around the version
# without needing a backtick in this shell string. Historical "since
# X.Y.Z" references contain no such anchor and are never matched.
sed -i -E "s/^(\| (crates\.io|PyPI|npm) .*\| )[0-9]+\.[0-9]+\.[0-9]+/\1${version}/" overview.md
# Published-versions table rows (all registries): replace only the
# version number, leaving the trailing padding + pipe intact. The
# registry name is matched whether plain or wrapped in a markdown link
# (\[?...\]?). 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/^(\| \[?(crates\.io|PyPI|npm|NuGet|Maven Central|Go|r-universe)\]?.*\| )[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
# Quickstart-Java is the only quickstart whose install block pins a
# version (the Maven `<version>` tag and the `org.wickra:wickra:<v>`
# Gradle coordinate). Java publishes on every release, so it tracks the
# same ${version}.
sed -i -E "s|<version>[0-9]+\.[0-9]+\.[0-9]+</version>|<version>${version}</version>|" Quickstart-Java.md
sed -i -E "s|(org\.wickra:wickra:)[0-9]+\.[0-9]+\.[0-9]+|\1${version}|" Quickstart-Java.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 add overview.md Quickstart-Rust.md Quickstart-Java.md
git commit -m "chore: sync published version to ${version}"
if ! git push 2>/dev/null; then
echo "::warning::push to wickra-lib/wickra-docs failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
@@ -366,14 +381,14 @@ jobs:
exit 0
fi
cd webpage-count
sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" index.md .vitepress/config.ts
sed -i -E "s/[0-9]+ (streaming-first )?indicators/${n} \1indicators/g" index.md about.md .vitepress/config.ts
if git diff --quiet; then
echo "Webpage indicator count unchanged."
exit 0
fi
git config user.name "wickra-bot"
git config user.email "wickra-bot@users.noreply.github.com"
git add index.md .vitepress/config.ts
git add index.md about.md .vitepress/config.ts
git commit -m "chore: sync indicator count to ${n}"
if ! git push 2>/dev/null; then
echo "::warning::push to wickra-lib/webpage failed — ABOUT_SYNC_TOKEN likely lacks write (findings P10.0a)."
@@ -424,6 +439,14 @@ jobs:
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
# Java is the only target whose install snippet pins a version: the
# Maven `<version>` tag in the api/java.md dependency block and the
# home-page install tab in index.md, plus any `org.wickra:wickra:<v>`
# Gradle coordinate. Java publishes on every release, so it tracks the
# same ${version} as the rest. (Other languages' api/*.md carry a
# "Latest:" line handled above; Java uses the XML snippet instead.)
sed -i -E "s|<version>[0-9]+\.[0-9]+\.[0-9]+</version>|<version>${version}</version>|" api/java.md index.md
sed -i -E "s|(org\.wickra:wickra:)[0-9]+\.[0-9]+\.[0-9]+|\1${version}|" api/java.md index.md
# 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 —
@@ -442,7 +465,7 @@ jobs:
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 add api/*.md index.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)."
+1 -1
View File
@@ -14,7 +14,7 @@ jobs:
name: metadata audit
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
- uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
- uses: actions/setup-python@a26af69be951a213d495a4c3e4e4022e16d87065 # v5.6.0
+1 -1
View File
@@ -32,7 +32,7 @@ jobs:
actions: read # online audits resolve referenced actions
steps:
- name: Checkout
uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
uses: actions/checkout@df4cb1c069e1874edd31b4311f1884172cec0e10 # v6.0.3
with:
persist-credentials: false
+1
View File
@@ -55,6 +55,7 @@ bindings/node/npm-debug.log*
# WASM build output
bindings/wasm/pkg/
bindings/wasm/pkg-node/
# Python venv
.venv/
+39 -22
View File
@@ -7,7 +7,7 @@ for the day-to-day workflow.
## Workspace layout
Wickra is a Cargo workspace of three Rust crates plus three binding crates.
Wickra is a Cargo workspace of three Rust crates plus four binding crates.
The split is deliberate: every concern that one user might want to disable
or replace lives behind a separate crate boundary.
@@ -20,23 +20,36 @@ or replace lives behind a separate crate boundary.
┌───────────▼──────────┐ ┌──────────▼─────────┐
│ wickra-core │ │ wickra-data │
│ indicator engine │ │ i/o + aggregation │
│ • 214 indicators │ │ • CSV reader │
│ • 514 indicators │ │ • CSV reader │
│ • Indicator trait │ │ • Tick aggregator │
│ • BatchExt impl │ │ • Resampler │
│ • OHLCV / Candle │ │ • Live feeds │
│ no I/O, no deps │ │ optional features │
└──────────────────────┘ └────────────────────┘
(every binding wraps the same core)
┌────────────┴───────────┬─────────────────────┐
│ │ │
┌──▼──────┐ ┌───────▼──────┐ ┌───────▼────────┐
Python │ │ Node │ │ WASM
│ (PyO3) │ │ (napi-rs) │ │ (wasm-bindgen) │
└─────────┘ └──────────────┘ └────────────────┘
every binding wraps the same core
┌────────────┼────────────┬────────────────┐
│ │ │ │
┌──▼───────┐ ┌──▼───────┐ ┌──▼───────────┐ ┌──▼──────────────────┐
│ Python │ │ Node.js │ │ WASM │ │ C ABI (cbindgen) │
(PyO3) │ │ (napi-rs)│ │(wasm-bindgen)│ │ cdylib + header
└──────────┘ └──────────┘ └──────────────┘ └─────────┬───────────┘
│ linked by
┌──────────▼──────────┐
│ C · C++ · C# · Go │
│ · Java · R │
└─────────────────────┘
```
Python, Node.js and WASM are *native* Rust bindings (PyO3 / napi-rs /
wasm-bindgen). The C ABI is the *hub* every other C-capable language links
against: it builds to a `cdylib`/`staticlib` plus a generated `wickra.h`, and
downstream languages link that one artifact rather than each re-wrapping the
core. C and C++ link it directly; the **C#** binding (`bindings/csharp`,
on NuGet), the **Go** binding (`bindings/go`, cgo), the **R** binding
(`bindings/r`, `.Call`) and the **Java** binding (`bindings/java`, the Java FFM
API / Panama, on Maven Central) are all generated from `wickra.h`.
| Crate | Path | What it owns | Public deps |
|---|---|---|---|
| `wickra-core` | `crates/wickra-core` | every indicator, the `Indicator` trait, `BatchExt`, `Candle`/`Tick` types, `Error` | `thiserror`, `rayon` (parallel batch) |
@@ -44,7 +57,8 @@ or replace lives behind a separate crate boundary.
| `wickra-data` | `crates/wickra-data` | CSV reader, tick aggregator, resampler, live exchange feeds (feature-gated) | `tokio`, `tokio-tungstenite` (live), `serde_json` |
| `wickra-python` | `bindings/python` | `_wickra` PyO3 module + Python package | `pyo3`, `numpy`, depends on `wickra-core` |
| `wickra-node` | `bindings/node` | NAPI-RS native binding | `napi`, depends on `wickra-core` |
| `wickra-wasm` | `bindings/wasm` | WebAssembly binding | `wasm-bindgen`, depends on `wickra-core` |
| `wickra-wasm` | `bindings/wasm` | WASM binding | `wasm-bindgen`, depends on `wickra-core` |
| `wickra-c` | `bindings/c` | C ABI hub — `cdylib`/`staticlib` + generated `wickra.h` (cbindgen) | depends on `wickra-core` |
| `wickra-examples` | `examples/rust` | runnable binary examples | depends on `wickra`, `wickra-data` |
The `fuzz/` directory is **excluded** from the workspace (it has its own
@@ -189,14 +203,17 @@ typed object arrays for Node/WASM).
A handful of indicators need care beyond naive accumulation:
- **Welford's online variance** is used in `StdDev`, `Variance`, `ZScore`,
`BollingerBands`, and several others. Standard sum-of-squares is
catastrophically lossy for low-variance inputs; Welford's recurrence
keeps O(eps) error.
- **Kahan summation** is used wherever rolling sums could span > 1e6
elements without resetting — currently only Hurst-exponent's R/S
chunks. Most rolling sums are bounded by the window size and don't need
it.
- **Rolling variance is running-sum, not Welford.** The sliding-window
variance family — `StdDev`, `Variance`, `ZScore`, `Bollinger` — keeps
running `Σx` and `Σx²` over the window and reports `var = Σx²/n mean²`,
clamping to zero the tiny negative values floating-point cancellation can
produce. `Bollinger` periodically reseeds its `Σx²` from the live window
so error cannot accumulate over a long stream. Welford's online algorithm
(an incremental `M2` accumulator) does **not** transfer cleanly to a
sliding window — removing the oldest point from `M2` is numerically
unstable — so it is used only where the statistic is *not* a fixed
window: `IntradayVolatilityProfile` and `SeasonalZScore` accumulate
per-bucket variance that way.
- **Logarithm bases** matter for some indicators (Hurst, MFI). Wickra
uses natural log everywhere unless the reference math explicitly
requires `log10` or `log2` — and then it documents the choice in the
@@ -313,9 +330,9 @@ re-discovering them.
- **`FAMILIES` (from PR #60) is hand-maintained.** Adding a new
indicator requires a separate entry in `FAMILIES`. The
`total_count_matches_expected` test will fail if you forget.
- **WASM does not have automated tests yet.** Smoke-validated only
through the manual examples. Adding `wasm-bindgen-test` coverage is
on the roadmap.
- **WASM is covered by `wasm-bindgen-test`.** `bindings/wasm/src/lib.rs`
carries 21 in-crate tests (run under `wasm-pack test` in CI), in
addition to the manual browser examples.
For the high-level project goals see [`ROADMAP.md`](ROADMAP.md); for
day-to-day contribution mechanics see [`CONTRIBUTING.md`](CONTRIBUTING.md).
+168
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@@ -0,0 +1,168 @@
# Benchmarks
Read these as **relative** speedups on identical input — absolute µs depend on
CPU, memory clock and OS scheduler, not a universal contract. **Streaming is the
headline**: it is where Wickra's design pays off and where the gap is measured in
orders of magnitude, not percent. The batch numbers come second and are shown
honestly — the leanest crates edge Wickra out on the simple recurrences, and that
is a deliberate trade for warmup/NaN semantics, not a ceiling.
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
- **Reproduce yourself:**
- Rust core vs Rust crates: `cargo bench -p wickra-bench`
- Python vs Python libs: `pip install -e bindings/python[bench]` then
`python -m benchmarks.compare_libraries` (auto-detects installed peers).
## 1. Streaming — the structural win
Live trading feeds one tick at a time. Wickra updates every indicator in **O(1)**;
batch-only libraries (TA-Lib, tulipy, finta, pandas-ta) have no incremental API
and must recompute the whole history on every tick. Only `talipp` (Python) and
`ta-rs` / `yata` (Rust) carry real per-tick state. This is the gap the library
was built to expose.
**Python — per-tick latency** (seed 5 000 bars, then feed ticks one at a time):
| Indicator | **★&nbsp;Wickra** | talipp | TA-Lib (recompute) |
|------------------|------------------:|------------------|-----------------------|
| SMA(20) | **0.089 µs ★** | 0.96 µs (11×) | 422 µs (4 700×) |
| EMA(20) | **0.111 µs ★** | 1.19 µs (11×) | 430 µs (3 900×) |
| RSI(14) | **0.061 µs ★** | 0.95 µs (16×) | 298 µs (4 900×) |
| MACD(12, 26, 9) | **0.079 µs ★** | 3.30 µs (42×) | 327 µs (4 100×) |
| Bollinger(20, 2) | **0.089 µs ★** | 4.97 µs (56×) | 296 µs (3 300×) |
Against the only other incremental Python peer Wickra is **1156× faster**;
against the recompute-on-every-tick libraries it is **2 80019 000× faster**
(`finta` RSI hits 19 000×). tulipy / pandas-ta land in the same recompute band
as TA-Lib.
**Rust — per-tick latency** (whole 50 000-bar series, lower = faster):
| Indicator | **★&nbsp;Wickra** | kand | ta-rs | yata |
|------------------|------------------:|-----:|------:|-----:|
| SMA(20) | 50 | 38 | 47 | 38 |
| EMA(20) | 154 | 69 | 56 | 69 |
| RSI(14) | 164 | 216 | 74 | — |
| MACD(12, 26, 9) | 275 | 143 | 66 | — |
| Bollinger(20, 2) | **128 ★** | 248 | 168 | — |
| ATR(14) | 152 | 166 | 61 | — |
`ta-rs` hands back a bare `f64` from the first tick with no warmup and no
validation; it leads several rows by giving those guarantees up. Against `kand`,
Wickra wins streaming RSI, Bollinger and ATR. `yata` exposes only SMA/EMA as
raw-value methods, so its other rows are omitted rather than faked.
## 2. Batch — competitive, not the headline
Whole series in one call. Here hand-tuned C (`tulipy`, TA-Lib) and the leanest
Rust crate (`kand`) win the simple recurrences — Wickra trades a few µs per pass
for the `None`-warmup, NaN-safety and bit-exact `batch == streaming` guarantees
none of them keep. It still wins several rows outright and beats the rest of the
field everywhere.
**Python** (20 000-bar pass, µs/op, lower = faster):
| Indicator | Wickra | TA-Lib | tulipy | pandas-ta | finta |
|------------------|---------:|---------:|---------:|----------:|---------:|
| SMA(20) | 22.2 | **15.6** | 15.9 | 32.7 | 290.1 |
| EMA(20) | 30.5 | **30.4** | 30.9 | 46.7 | 198.5 |
| RSI(14) | 52.3 | 72.0 | **34.2** | 88.8 | 812.3 |
| MACD(12, 26, 9) | 129.8 | 111.1 | **38.4** | 286.8 | 716.7 |
| Bollinger(20, 2) | 87.2 | 74.6 | **37.9** | 474.3 | 1255.5 |
| ATR(14) | 74.7 | 87.3 | **35.5** | — | 3496.4 |
Wickra beats pandas-ta and finta on every row and TA-Lib on RSI and ATR;
tulipy's SIMD C (and TA-Lib on SMA/EMA) lead the remaining rows.
**Rust** (50 000-bar pass, µs, lower = faster). Only Wickra and `kand` expose a
batch API; `ta-rs` and `yata` are streaming-only:
| Indicator | **★&nbsp;Wickra** | kand |
|------------------|------------------:|-------:|
| SMA(20) | 53 | **41** |
| EMA(20) | 111 | **71** |
| RSI(14) | **221 ★** | 259 |
| MACD(12, 26, 9) | 533 | **327** |
| Bollinger(20, 2) | **404 ★** | 460 |
| ATR(14) | **122 ★** | 169 |
Run the suite yourself:
```bash
cargo bench -p wickra-bench # Rust core vs kand / ta-rs / yata
pip install -e bindings/python[bench] # Python peers
python -m benchmarks.compare_libraries
```
## 3. Per-binding throughput — the cost of the boundary
The sections above compare Wickra against other libraries, which only exists for
Python and Rust (there is no comparable streaming TA library for C, C++, C#, Go, Java,
R or WASM to benchmark against). Every binding calls the **same** Rust
core, so these per-binding benchmarks are **not** a speed claim and **not** a
cross-library ratio — they document the raw cost of crossing each language's FFI
boundary, in million updates per second (Mupd/s).
Each binding ships a small `throughput` benchmark that feeds a synthetic OHLCV
series through three indicators chosen by call-signature archetype — `SMA(20)`
(1-in → 1-out), `ATR(14)` (multi-in → 1-out) and `MACD(12,26,9)` (1-in →
multi-out). Two things fall out of the numbers:
- **Batch converges.** A `batch` call crosses the boundary once and the Rust core
computes the whole series internally, so batch throughput is roughly the same
in every binding — close to the core speed.
- **Streaming reveals the boundary.** A per-tick `update` crosses the boundary
once per value, so streaming throughput is where the bindings differ: the raw C
ABI and P/Invoke-style calls are nearly free, while managed or interpreted
per-call marshalling (cgo, FFM, the R/WASM boundary) costs more per tick.
The Rust core ships the same benchmark with **no** FFI boundary
(`examples/rust/.../throughput.rs`) — it is the ceiling each binding is measured
against and the value the batch paths converge towards.
`SMA(20)`, 200 000 bars, median of 3 runs, on the reference machine (Windows 11,
AMD Ryzen 9 9950X):
| Target | streaming (Mupd/s) | batch (Mupd/s) |
|----------------------|-------------------:|---------------:|
| Rust core (no FFI) | 391 | 500 |
| C / C++ | 383 | 330 |
| C# | 337 | 244 |
| Python | 33 | 488 |
| Java | 28 | 175 |
| Go | 24 | 400 |
| WASM | 19 | 167 |
| Node.js | 17 | 10 |
| R | 0.1 | 193 |
Streaming spans more than three orders of magnitude — the raw C ABI (383) is
nearly the FFI-free Rust ceiling (391), while R's per-call interpreter overhead
(0.1) makes streaming ~2000× slower than its own batch. Batch converges near the
core speed for the zero-copy bindings (numpy, slices, typed arrays); the two
outliers are Node — whose napi `batch` boxes every element into a JS `Array`
and R. These are machine-dependent and reflect FFI overhead, not algorithm
speed.
These are throughput numbers, not competitive numbers — the "Wickra is fast"
claim lives in sections 1 and 2 (Rust core + the Python/Rust cross-library runs).
Run any target's benchmark (build the C ABI library first where it links one):
```bash
cargo run -p wickra-examples --release --bin throughput # Rust core baseline (no FFI)
node bindings/node/benchmarks/throughput.js # native napi-rs
( cd bindings/python && python -m benchmarks.throughput ) # native PyO3
( cd bindings/wasm && wasm-pack build --target nodejs --out-dir pkg-node --release ) \
&& node bindings/wasm/benchmarks/throughput.mjs # wasm boundary
cargo build -p wickra-c --release # the C ABI hub
cmake -S bindings/c/benchmarks -B build/cbench && cmake --build build/cbench \
&& ./build/cbench/throughput # raw C ABI
dotnet run -c Release --project bindings/csharp/benchmarks # C# (P/Invoke)
( cd bindings/go/benchmarks && go run . ) # Go (cgo)
mvn -q -f bindings/java install -DskipTests \
&& mvn -q -f bindings/java/benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
Rscript bindings/r/benchmarks/throughput.R # R (.Call)
```
+386 -1
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@@ -7,6 +7,361 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [0.9.1] - 2026-06-14
### Added
- C ABI hub: every indicator now exposes `wickra_<ind>_warmup_period` and
`wickra_<ind>_is_ready`, closing the gap with the native bindings (which
already had them). The C-ABI languages surface them idiomatically: C# `int
WarmupPeriod()` / `bool IsReady()`, Go `WarmupPeriod()` / `IsReady()`, Java
`int warmupPeriod()` / `boolean isReady()`, and R `warmup_period()` /
`is_ready()` generics. The alt-chart bar builders are excluded by design (a
candle can complete 0..n bars, so they have no warmup).
- Runnable rustdoc examples for 23 indicators that previously lacked one.
- A Requirements reference documenting the minimum supported version per
language — a new page in the documentation site plus README, marketing-site
and organization-profile sections.
### Changed
- Raised the minimum Node.js version to 20 — Node 18 reached end-of-life. The
prebuilt N-API addon is now tested on the active LTS lines (22 and 24).
- The Java binding now builds on the JDK 25 LTS in CI (JDK 22 reached
end-of-life); the published bytecode still targets Java 22, so the runtime
requirement is unchanged.
- Standardised programming-language naming and ordering across all docs, READMEs,
the documentation site, marketing site, organization profile and GitHub
repository descriptions. Canonical list:
`Rust, Python, Node.js, WASM, C, C++, C#, Go, Java, R`. Uses C# (not .NET) as
the language label, lists C and C++ separately, prefers `Node.js` and `WASM` in
prose, and frames the C ABI as a hub (`C ABI hub → …`) rather than a
language-list entry. Documentation only — no code or public API changes.
- Python binding: upgraded `pyo3` and `rust-numpy` from 0.28 to 0.29. No public
API changes; the full test suite passes unchanged.
### Fixed
- Corrected the internal casing of the `RelativeStrengthAB` binding wrappers,
which used `...Ab` (`WasmRelativeStrengthAb` in the WASM crate,
`RelativeStrengthAbNode` in the Node crate) while every other surface uses the
acronym `AB`. The published JS/WASM class name was already `RelativeStrengthAB`
(set via `js_name`/`js_class`), so the runtime API is unchanged; the only
visible change is the auto-generated TypeScript type alias, renamed
`RelativeStrengthAbNode``RelativeStrengthABNode` in `index.d.ts`.
### Security
- Resolved the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
bound on `PyCFunction::new_closure`) by upgrading to pyo3 0.29, which fixes
both. The upgrade was previously blocked upstream by rust-numpy 0.28 pinning
pyo3 `^0.28`; rust-numpy 0.29 lifts that pin. The not-affected exceptions are
removed from `deny.toml` and `osv-scanner.toml`.
## [0.9.0] - 2026-06-13
Maintenance release: Java build-dependency updates and CI/Dependabot
housekeeping only. No library code or public API changes.
### Changed
- Java binding: upgraded the test framework to JUnit Jupiter 6.1.0 (from
5.10.2) and bumped the Maven build plugins — `maven-compiler-plugin`
3.13.0 → 3.15.0, `maven-surefire-plugin` 3.2.5 → 3.5.6, `maven-jar-plugin`
3.4.1 → 3.5.0, `maven-source-plugin` 3.3.1 → 3.4.0, `maven-javadoc-plugin`
3.7.0 → 3.12.0, and `maven-gpg-plugin` 3.2.4 → 3.2.8.
- Java benchmarks and examples: bumped `maven-compiler-plugin` to 3.15.0 and
`exec-maven-plugin` to 3.6.3; examples bumped `jackson-databind` 2.17.1 →
2.22.0.
- Grouped Dependabot updates per ecosystem into a single pull request and
extended tracking to the NuGet (C#) binding and the Node/Go examples.
## [0.8.9] - 2026-06-12
Maintenance release: supply-chain and CI housekeeping only. No library code or
public API changes.
### Security
- Triaged the pyo3 advisories RUSTSEC-2026-0176 (out-of-bounds read in
`PyList`/`PyTuple` `nth`/`nth_back`) and RUSTSEC-2026-0177 (missing `Sync`
bound on `PyCFunction::new_closure`) as **not affecting Wickra**: neither
vulnerable API is reachable from the Python binding. Both are fixed in pyo3
0.29, but rust-numpy 0.28 pins pyo3 `^0.28`, so the upgrade is blocked
upstream; the advisories are recorded with their not-affected rationale in
`deny.toml` and `osv-scanner.toml` and will be cleared once rust-numpy 0.29
ships.
### Changed
- Java binding: bumped `central-publishing-maven-plugin` 0.5.0 → 0.10.0 (the
Maven Central publishing plugin used at release time).
- Bumped the SHA-pinned GitHub Actions used in CI (`actions/checkout`,
`actions/setup-go`, `actions/setup-java`, `github/codeql-action`,
`taiki-e/install-action`) to their latest releases.
- Added a Maven ecosystem to Dependabot so the Java binding's build plugins and
dependencies are tracked going forward.
## [0.8.8] - 2026-06-11
### Fixed
- R binding: declare `Depends: R (>= 2.10)`, clearing the `R CMD check` warning
("package needs dependence on R (>= 2.10)") that the bundled, lazy-loaded
`sample_ohlcv` dataset triggers on r-universe / CRAN.
## [0.8.7] - 2026-06-11
### Added
- R binding: a *Getting started* vignette and a synthetic `sample_ohlcv` example
dataset, giving new users a runnable, self-contained walkthrough and populating
the R-universe Articles and Datasets tabs. The vignette's code is exercised in
CI so a broken example is caught before the published build.
## [0.8.6] - 2026-06-11
### Changed
- Package registry metadata for better discoverability:
- R (R-universe): added the R-universe URL and `X-schema.org-keywords` to the
R `DESCRIPTION`, plus a package logo at `bindings/r/man/figures/logo.png`
(pkgdown convention).
- Python (PyPI): added a `Documentation` project URL.
- C# (NuGet): added a package icon via `PackageIcon`.
## [0.8.5] - 2026-06-11
### Fixed
- The R binding's golden-fixture parity test now skips gracefully when the shared
`testdata/golden` fixtures are not bundled with the package — standalone
r-universe / CRAN builds package only `bindings/r`, so the repo-root fixtures
are unreachable there. The parity stays enforced by the repository CI, where
the fixtures are present.
## [0.8.4] - 2026-06-11
### Fixed
- A single non-finite (NaN/inf) tick no longer poisons indicator state.
The 16 pairwise running-sum/buffer indicators fixed first (`Beta`,
`BetaNeutralSpread`, `Cointegration`, `HasbrouckInformationShare`,
`PearsonCorrelation`, `RollingCorrelation`, `RollingCovariance`,
`DistanceSsd`, `GrangerCausality`, `KendallTau`, `LeadLagCrossCorrelation`,
`OuHalfLife`, `SpearmanCorrelation`, `SpreadAr1Coefficient`, `SpreadHurst`,
`VarianceRatio`) were joined by 38 more scalar/pairwise indicators the new
property harness surfaced (the linear-regression family, rolling quantiles
and IQR, `Variance`/`StdDev`-derived stats, `Kurtosis`/`Skewness`, the
trailing stops, `KalmanHedgeRatio`, `SpreadBollingerBands`, and more). Every
`f64` / `(f64, f64)` indicator now rejects non-finite input and returns
`None`, matching the streaming-robustness guarantee — and the harness enforces
it going forward.
### Added
- Catalogue-wide property-based invariant harness
(`crates/wickra-core/tests/invariants.rs`) asserting `batch == streaming`,
`reset == fresh`, and non-finite-input rejection for every indicator and
bar-builder.
### Changed
- CI: every job now has a runtime cap and the historically flaky Node test step
auto-retries, so a wedged runner fails fast instead of hanging for hours.
- Documentation accuracy fixes in `SECURITY.md`, `ARCHITECTURE.md`, and
`THREAT_MODEL.md` (supported version, indicator count, WASM test coverage,
numerical-stability notes, and the C-ABI panic strategy).
## [0.8.3] - 2026-06-10
### Added
- **Per-binding throughput benchmarks** — every target now ships a `throughput`
benchmark mirroring the Node `throughput.js`: streaming and batch
updates-per-second for `SMA(20)`, `ATR(14)` and `MACD(12,26,9)` over a
synthetic OHLCV series. New for Python (`bindings/python/benchmarks/`), C
(`bindings/c/benchmarks/`), C# (`bindings/csharp/benchmarks/`), Go
(`bindings/go/benchmarks/`), Java (`bindings/java/benchmarks/`), R
(`bindings/r/benchmarks/`), WebAssembly (`bindings/wasm/benchmarks/`) and the
Rust core baseline (`examples/rust/.../throughput.rs`, no FFI). They measure
each binding's FFI overhead — the same Rust core runs underneath all of them —
and are documented in [BENCHMARKS.md](BENCHMARKS.md) §3, not a cross-library
speed claim.
- **C ABI archetype test** — `examples/c/archetypes.c` exercises one indicator
per FFI archetype (scalar, multi-output, bars, profile, array input) through
the C boundary, matching the Go/R/Java suites.
## [0.8.2] - 2026-06-10
### Fixed
- **R binding builds for WebAssembly** — `bindings/r/configure` now builds the
C ABI from source for the `wasm32-unknown-emscripten` target (r-universe /
webR) using the build image's cargo + emscripten, instead of failing with
"unsupported OS Emscripten". rayon is dropped on wasm via
`--no-default-features`; the indicators are pure computation, so the serial
path is functionally identical.
## [0.8.1] - 2026-06-10
### Fixed
- **`wickra-go` license** — the release-time Go module mirror now ships the dual
`LICENSE-MIT` and `LICENSE-APACHE` files, so pkg.go.dev detects a
redistributable license for `github.com/wickra-lib/wickra-go`. The previous
mirror shipped no license file.
## [0.8.0] - 2026-06-09
### Added
- **Standalone `wickra-go` module** — the Go binding is now mirrored to a
dedicated `github.com/wickra-lib/wickra-go` repository on every release, with
the prebuilt C ABI libraries committed per platform under
`lib/<goos>_<goarch>/` and the C ABI header vendored alongside the source, so
`go get github.com/wickra-lib/wickra-go` builds with no extra steps. The
in-repo `bindings/go` module is unchanged for repo-clone workflows.
### Changed
- **Go binding (`bindings/go`) is self-contained** — the C ABI header is now
vendored inside the module (`bindings/go/include/wickra.h`) instead of being
referenced from the parent `bindings/c` directory, and the cgo link flags
resolve the prebuilt library per `GOOS`/`GOARCH` under `lib/<goos>_<goarch>/`.
This removes the dependency on a full repository checkout for building the
module.
## [0.7.9] - 2026-06-09
### Added
- **Java binding (`bindings/java`)** — a Java binding reaching the C ABI hub
through the Java Foreign Function & Memory API (Panama, `java.lang.foreign`,
final in Java 22) rather than JNI or jextract, exposing all 514 indicators as
idiomatic `AutoCloseable` classes. The downcall handles, per-indicator
wrappers and output records are generated from `wickra.h`; the opaque handle is
a `MemorySegment` freed by a `java.lang.ref.Cleaner` action. Ships a full
example suite mirroring the C, C#, Go and R examples; published to Maven
Central as `org.wickra:wickra`.
## [0.7.8] - 2026-06-09
### Added
- **R binding (`bindings/r`)** — an R package reaching the C ABI hub through R's
native `.Call` interface, exposing all 514 indicators as constructors that
return a `wickra_indicator` object with `update`/`batch`/`reset` methods. The
C glue and R wrappers are generated from `wickra.h`; the native handle is freed
by a registered finalizer. Ships a full example suite mirroring the C, C# and
Go examples; distributed for r-universe / source install.
## [0.7.7] - 2026-06-09
### Added
- **Go binding (`bindings/go`)** — a cgo binding over the C ABI hub exposing all
514 indicators as idiomatic types with `New<Indicator>` constructors and
`Update`/`Batch`/`Reset`/`Close` methods, generated from `wickra.h`. Handles are
freed by `Close()` with a `runtime.SetFinalizer` backstop. Ships a full example
suite mirroring the C and C# examples; distributed as a subdirectory module
(`go get github.com/wickra-lib/wickra/bindings/go`).
## [0.7.6] - 2026-06-09
### Added
- **C# / .NET binding (`bindings/csharp`)** — the first language stecker on the
C ABI hub. Exposes all 514 indicators as idiomatic `IDisposable` classes via
`[LibraryImport]` source-generated P/Invoke, generated from `wickra.h`. Ships
on NuGet as `Wickra` with prebuilt native libraries for six target triples
(win/linux/osx × x64/arm64), plus a full example suite mirroring the C examples.
## [0.7.5] - 2026-06-09
### Added
- **C ABI (`bindings/c`)** — a `cdylib` + `staticlib` plus a generated
`include/wickra.h` exposing all 514 indicators and 10 bar builders over an
opaque-handle C ABI: the hub any C-capable language (C, C++, Go, C#, Java, R)
links against, complementing the native Python/Node/WASM bindings. Ships a
full example suite (streaming, backtest, multi-timeframe, OpenMP parallel
fan-out, three educational strategies, and Binance fetch/live over `curl`)
mirroring the other bindings, plus an optional `wickra.hpp` C++ RAII wrapper.
## [0.7.4] - 2026-06-08
- **Three-Line Break** — Three-line-break bars (reversal needs N-line break) (`THREE_LINE_BREAK_BARS`).
- **Run** — Run bars (consecutive same-direction tick runs) (`RUN_BARS`).
- **Imbalance** — Imbalance bars (tick-rule signed imbalance threshold) (`IMBALANCE_BARS`).
- **Dollar** — Dollar bars (fixed traded value per bar, Lopez de Prado) (`DOLLAR_BARS`).
- **Volume** — Volume bars (fixed traded volume per bar) (`VOLUME_BARS`).
- **Tick** — Tick bars (fixed candle count per bar) (`TICK_BARS`).
- **Range** — Range bars (fixed price-range bricks) (`RANGE_BARS`).
## [0.7.3] - 2026-06-08
- **M2Measure** — M2 measure (Modigliani; Sharpe expressed in benchmark return units) (`M2Measure`).
- **UpsidePotentialRatio** — Upside Potential Ratio (upside mean over downside deviation) (`UpsidePotentialRatio`).
- **GainToPainRatio** — Gain-to-Pain Ratio (sum of returns over sum of losses) (`GainToPainRatio`).
- **CommonSenseRatio** — Common Sense Ratio (tail ratio times gain-to-pain) (`CommonSenseRatio`).
- **KRatio** — K-Ratio (Kestner; equity-curve slope over its standard error) (`KRatio`).
- **TailRatio** — Tail Ratio (95th over absolute 5th return percentile) (`TailRatio`).
- **MartinRatio** — Martin Ratio (Ulcer Performance Index; return over RMS drawdown) (`MartinRatio`).
- **BurkeRatio** — Burke Ratio (return over root-sum-squared drawdowns) (`BurkeRatio`).
- **SterlingRatio** — Sterling Ratio (mean return over average drawdown) (`SterlingRatio`).
## [0.7.2] - 2026-06-08
- **Composite Profile** — multi-session composite volume profile exposing POC, VAH and VAL (`CompositeProfile`).
- **High/Low Volume Nodes** — highest- and lowest-volume price nodes in the profile (`HighLowVolumeNodes`).
- **Profile Shape** — profile shape classification (b/P/D normal) as a numeric code (`ProfileShape`).
- **Single Prints** — count of single-print (low-activity) price levels in the profile (`SinglePrints`).
- **Naked POC** — most recent untouched (naked) point of control level (`NakedPoc`).
## [0.7.1] - 2026-06-08
- **Open-Interest Momentum** — rate-of-change of open interest over a rolling window (`OpenInterestMomentum`).
- **Funding-Implied APR** — annualised funding rate (per-interval funding times intervals per year) (`FundingImpliedApr`).
- **Perpetual Premium Index** — relative premium of the mark price over the index price (`PerpetualPremiumIndex`).
- **OI-to-Volume Ratio** — open interest divided by taker volume (position turnover proxy) (`OiToVolumeRatio`).
- **Estimated Leverage Ratio** — open interest divided by aggregate long+short position size (leverage proxy) (`EstimatedLeverageRatio`).
## [0.7.0] - 2026-06-08
- **Hasbrouck Information Share** — variance-ratio proxy for each venue's share of price discovery (Hasbrouck information share) (`HasbrouckInformationShare`).
- **PIN** — probability of informed trading from rolling buy/sell imbalance (EKOP single-window estimator) (`Pin`).
- **Trade-Sign Autocorrelation** — lag-1 autocorrelation of the signed trade aggressor (order-flow persistence) (`TradeSignAutocorrelation`).
## [0.6.9] - 2026-06-08
- **Tristar** — a three-doji star reversal: three consecutive dojis with the middle gapped above (bearish) or below (bullish) its neighbours (`Tristar`).
- **Harami Cross** — a Harami whose second candle is a contained doji, a stronger reversal than a plain Harami (`HaramiCross`).
- **Tower Top/Bottom** — a tall bar, a small pause bar, then a tall opposite bar marking a reversal (`TowerTopBottom`).
- **Frying Pan Bottom** — a rounded (U-shaped) accumulation base over the lookback window, confirmed when price recovers above the rim (`FryPanBottom`).
- **Dumpling Top** — a rounded (dome-shaped) distribution top over the lookback window, confirmed when price breaks below the start (`DumplingTop`).
- **New Price Lines** — flags a run of N consecutive new closing highs (+1) or lows (-1), the eight/ten-new-price-lines exhaustion gauge (`NewPriceLines`).
## [0.6.8] - 2026-06-08
- **Smoothed Heikin-Ashi** — a Heikin-Ashi candle computed from EMA-smoothed OHLC, damping noise into a cleaner trend candle (`SmoothedHeikinAshi`).
- **Heikin-Ashi Oscillator** — the Heikin-Ashi candle body (`ha_close ha_open`), optionally EMA-smoothed, as a zero-line oscillator (`HeikinAshiOscillator`).
- **Three Line Break** — the trend direction of a line-break chart, reversing only when the close breaks the extreme of the last N lines (`ThreeLineBreak`).
- **Equivolume** — a chart box whose height is the bar range and whose width is volume-relative, fusing price range with activity (`Equivolume`).
- **CandleVolume** — a candle whose body is close-minus-open and whose width is volume-relative, a volume-weighted candle chart (`CandleVolume`).
## [0.6.7] - 2026-06-08
- **TD Camouflage** — a DeMark qualifier flagging hidden intrabar strength or weakness against the prior close (`TDCamouflage`).
- **TD Clop** — a DeMark two-bar open/close engulfing reversal where the bar opens beyond and closes back across the prior body (`TDClop`).
- **TD Clopwin** — the inside-body cousin of TD Clop, marking a compression bar whose direction hints at the next move (`TDClopwin`).
- **TD Propulsion** — a DeMark continuation thrust that opens on the trend side and closes beyond the prior bar's extreme (`TDPropulsion`).
- **TD Trap** — an inside ("trap") bar followed by a close beyond its range, triggering a directional breakout signal (`TDTrap`).
- **TD D-Wave** — a streaming Elliott-style swing-wave counter labelling the market's 15 impulse / AC correction sequence (`TDDWave`).
- **TD Moving Averages** — the DeMark ST1 (fast) and ST2 (slow) median-price trend ribbon whose crossover frames the trend (`TDMovingAverage`).
## [0.6.6] - 2026-06-08
- **Pivot Reversal** — a breakout signal when price closes through the most recently confirmed swing pivot (`PIVOT_REVERSAL`).
- **Volume-Weighted Support/Resistance** — a band whose edges are the volume-weighted average of recent highs and lows (`VOLUME_WEIGHTED_SR`).
- **Andrews Pitchfork** — median line and two parallels projected from the last three swing pivots (`ANDREWS_PITCHFORK`).
- **Murrey Math Lines** — T. H. Murrey's eighths grid over the recent trading range, each level acting as support/resistance (`MURREY_MATH_LINES`).
- **Central Pivot Range** — the classic pivot flanked by two central levels gauging the day's expected character (`CENTRAL_PIVOT_RANGE`).
- **Faster scalar batch paths** — `Ema`, `Rsi`, `BollingerBands`, `MacdIndicator` and `Atr` gained dedicated batch fast paths (used by the Python bindings) that strip per-element `Option`/validation overhead and the intermediate `Vec<Option<_>>` allocation, while staying *bit-for-bit* equal to replaying `update` (including the SMA/Bollinger drift-reseed). Python batch is ~2× faster on EMA/RSI/MACD/ATR; streaming is unchanged.
- **Cross-library benchmark refresh** — `benchmarks/compare_libraries.py` now measures the median across timing rounds (`--rounds` / `--streaming-rounds`), adds `--skip-batch` / `--skip-streaming`, and drives every peer through the streaming arena (recompute for batch-only libraries). `wickra-bench` compares the batch fast paths against `kand`.
## [0.6.5] - 2026-06-07
- **Autocorrelation Periodogram** — Ehlers autocorrelation periodogram: dominant cycle period estimate (`AUTOCORRPGRAM`).
- **Even Better Sinewave** — Ehlers Even Better Sinewave: normalized cycle-phase oscillator (`EVENBETTERSINE`).
- **Bandpass Filter** — Ehlers bandpass filter: isolates a frequency band around the dominant cycle (`BANDPASS`).
- **Adaptive CCI** — Adaptive CCI: efficiency-ratio-adaptive CCI on typical price (`ADAPTIVECCI`).
- **Universal Oscillator** — Ehlers Universal Oscillator: SuperSmoother-based normalized cycle oscillator (`UNIVERSALOSC`).
- **Adaptive RSI** — Adaptive RSI: dominant-cycle-tuned RSI length (Ehlers) (`ADAPTIVERSI`).
- **Correlation Trend Indicator** — Ehlers Correlation Trend Indicator: Pearson correlation of price vs time (`CTI`).
- **Trendflex** — Ehlers Trendflex: trend-following companion to Reflex (`TRENDFLEX`).
- **Reflex** — Ehlers Reflex: trend-cycle oscillator measuring slope-adjusted displacement (`REFLEX`).
- **Highpass Filter** — Ehlers highpass filter: removes low-frequency trend, leaving cyclic component (`HIGHPASS`).
## [0.6.4] - 2026-06-07
- **Kendall Tau** — Kendall rank correlation (tau-b) over a rolling window of paired observations (`KENDALLTAU`).
- **Sample Entropy** — Sample entropy: regularity/complexity of a rolling series (Richman-Moorman) (`SAMPLEENT`).
- **Shannon Entropy** — Shannon entropy of a rolling value distribution over fixed bins (`SHANNONENT`).
- **Rolling Min-Max Scaler** — Rolling min-max scaler mapping the latest value to 0..1 over a rolling window (`ROLLINGMINMAX`).
- **Jarque-Bera** — Jarque-Bera normality test statistic over a rolling window (`JARQUEBERA`).
## [0.6.3] - 2026-06-07
- **Volume-Weighted MACD** — Volume-Weighted MACD: MACD computed on VWMA instead of EMA, with signal line and histogram (`VWMACD`).
- **Better Volume** — Better Volume (VSA): classifies volume against bar spread to surface effort/result imbalance (`BETTERVOL`).
- **Intraday Intensity Index** — Intraday Intensity Index: volume weighted by close position within the bar range (`INTRADAYINT`).
- **Trade Volume Index** — Trade Volume Index: accumulates volume by tick direction past a min-tick threshold (distinct from TSV) (`TRADEVOLIDX`).
- **Twiggs Money Flow** — Twiggs Money Flow: volume-weighted accumulation using true range and Wilder smoothing (distinct from CMF) (`TWIGGSMF`).
- **Williams Accumulation/Distribution** — Williams Accumulation/Distribution: cumulative price-direction accumulator (distinct from Chaikin A/D) (`WILLIAMSAD`).
- **Volume RSI** — Volume RSI: Wilder-style RSI computed on signed volume flow (`VOLUMERSI`).
## [0.6.2] - 2026-06-07
- **Modified MA Stop** — Modified MA Stop — SMMA-ratcheted trailing stop with directional flip (`MODIFIED_MA_STOP`).
- **Time-Based Stop** — Time-Based Stop — bar-count timer that fires after a fixed holding period (`TIME_BASED_STOP`).
- **NRTR** — NRTR (Nick Rypock Trailing Reverse) — percentage trailing-reverse stop (`NRTR`).
- **ATR Ratchet** — ATR Ratchet — Kaufman per-bar tightening volatility trailing stop (`ATR_RATCHET`).
- **Elder SafeZone** — Elder SafeZone Stop — average noise-penetration trailing stop with directional flip (`ELDER_SAFE_ZONE`).
- **Kase DevStop** — Kase DevStop volatility trailing stop using standard-deviation of two-bar true range (`KASE_DEV_STOP`).
## [0.6.1] - 2026-06-07
- **Projection Oscillator** — Widner projection oscillator: close position inside the projection bands, scaled 0..100 (`ProjectionOscillator`).
- **Projection Bands** — Widner projection bands: forward-projected high/low regression envelope (`ProjectionBands`).
@@ -1308,7 +1663,37 @@ 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/v0.6.1...HEAD
[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.9.1...HEAD
[0.9.1]: https://github.com/wickra-lib/wickra/compare/v0.9.0...v0.9.1
[0.9.0]: https://github.com/wickra-lib/wickra/compare/v0.8.9...v0.9.0
[0.8.9]: https://github.com/wickra-lib/wickra/compare/v0.8.8...v0.8.9
[0.8.8]: https://github.com/wickra-lib/wickra/compare/v0.8.7...v0.8.8
[0.8.7]: https://github.com/wickra-lib/wickra/compare/v0.8.6...v0.8.7
[0.8.6]: https://github.com/wickra-lib/wickra/compare/v0.8.5...v0.8.6
[0.8.5]: https://github.com/wickra-lib/wickra/compare/v0.8.4...v0.8.5
[0.8.4]: https://github.com/wickra-lib/wickra/compare/v0.8.3...v0.8.4
[0.8.3]: https://github.com/wickra-lib/wickra/compare/v0.8.2...v0.8.3
[0.8.2]: https://github.com/wickra-lib/wickra/compare/v0.8.1...v0.8.2
[0.8.1]: https://github.com/wickra-lib/wickra/compare/v0.8.0...v0.8.1
[0.8.0]: https://github.com/wickra-lib/wickra/compare/v0.7.9...v0.8.0
[0.7.9]: https://github.com/wickra-lib/wickra/compare/v0.7.8...v0.7.9
[0.7.8]: https://github.com/wickra-lib/wickra/compare/v0.7.7...v0.7.8
[0.7.7]: https://github.com/wickra-lib/wickra/compare/v0.7.6...v0.7.7
[0.7.6]: https://github.com/wickra-lib/wickra/compare/v0.7.5...v0.7.6
[0.7.5]: https://github.com/wickra-lib/wickra/compare/v0.7.4...v0.7.5
[0.7.4]: https://github.com/wickra-lib/wickra/compare/v0.7.3...v0.7.4
[0.7.3]: https://github.com/wickra-lib/wickra/compare/v0.7.2...v0.7.3
[0.7.2]: https://github.com/wickra-lib/wickra/compare/v0.7.1...v0.7.2
[0.7.1]: https://github.com/wickra-lib/wickra/compare/v0.7.0...v0.7.1
[0.7.0]: https://github.com/wickra-lib/wickra/compare/v0.6.9...v0.7.0
[0.6.9]: https://github.com/wickra-lib/wickra/compare/v0.6.8...v0.6.9
[0.6.8]: https://github.com/wickra-lib/wickra/compare/v0.6.7...v0.6.8
[0.6.7]: https://github.com/wickra-lib/wickra/compare/v0.6.6...v0.6.7
[0.6.6]: https://github.com/wickra-lib/wickra/compare/v0.6.5...v0.6.6
[0.6.5]: https://github.com/wickra-lib/wickra/compare/v0.6.4...v0.6.5
[0.6.4]: https://github.com/wickra-lib/wickra/compare/v0.6.3...v0.6.4
[0.6.3]: https://github.com/wickra-lib/wickra/compare/v0.6.2...v0.6.3
[0.6.2]: https://github.com/wickra-lib/wickra/compare/v0.6.1...v0.6.2
[0.6.1]: https://github.com/wickra-lib/wickra/compare/v0.6.0...v0.6.1
[0.6.0]: https://github.com/wickra-lib/wickra/compare/v0.5.9...v0.6.0
[0.5.9]: https://github.com/wickra-lib/wickra/compare/v0.5.8...v0.5.9
+15 -1
View File
@@ -21,6 +21,11 @@ licensed as above, without any additional terms or conditions.
| `bindings/python` | PyO3 bindings (`wickra` on PyPI). |
| `bindings/node` | napi-rs bindings (`wickra` on npm). |
| `bindings/wasm` | wasm-bindgen bindings (`wickra-wasm` on npm). |
| `bindings/c` | C ABI — `cdylib` + `staticlib` + generated `include/wickra.h`. The hub for C / C++ and any C-capable language. |
| `bindings/csharp` | C# binding over the C ABI (`Wickra` on NuGet) — `[LibraryImport]` P/Invoke generated from `wickra.h`. |
| `bindings/go` | Go binding over the C ABI via cgo (module tag `bindings/go/vX.Y.Z`) — wrappers generated from `wickra.h`. |
| `bindings/r` | R binding over the C ABI via `.Call` (R package) — C glue + R wrappers generated from `wickra.h`. |
| `bindings/java` | Java binding over the C ABI via the FFM API (Panama, Maven Central) — wrappers generated from `wickra.h`. |
| `examples/` | Runnable examples. |
| `docs/` | Pointer to the documentation site (docs.wickra.org); the docs live in the `wickra-lib/wickra-docs` repo. |
@@ -102,7 +107,16 @@ installed. Dependabot also keeps the `.github/requirements` pins current.
- **Streaming parity.** An indicator's `batch` output must equal the sequence
of `update` calls.
- **Bindings.** A change to a public indicator API must be mirrored across the
Python, Node, and WASM bindings, including their type stubs / `.d.ts`.
Python, Node.js, and WASM bindings, including their type stubs / `.d.ts`. The C ABI
(`bindings/c`) is generated from the core, so regenerate it from the core and
commit `src/lib.rs` + `include/wickra.h`. The C# binding (`bindings/csharp`) is
generated from `wickra.h`, so regenerate and commit its `Generated/*.g.cs` too.
The Go binding (`bindings/go`) is likewise generated from `wickra.h`, so
regenerate and commit `indicators_gen.go` (`gofmt`-clean). The R binding
(`bindings/r`) is generated from `wickra.h` too, so regenerate and commit
`src/wickra.c` + `R/indicators.R`. The Java binding (`bindings/java`) is
generated from `wickra.h` as well, so regenerate and commit its
`src/main/java/org/wickra/*.java`.
- **Docs.** Update the relevant page on the
[documentation site](https://docs.wickra.org) and the
`README.md` when behaviour or the public API changes. The docs live in
Generated
+27 -21
View File
@@ -945,9 +945,9 @@ dependencies = [
[[package]]
name = "numpy"
version = "0.28.0"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "778da78c64ddc928ebf5ad9df5edf0789410ff3bdbf3619aed51cd789a6af1e2"
checksum = "6a5b15d63a5ff39e378daed0e1340d3a5964703ea9712eb09a0dc66fade996f4"
dependencies = [
"libc",
"ndarray",
@@ -1152,9 +1152,9 @@ dependencies = [
[[package]]
name = "pyo3"
version = "0.28.3"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "91fd8e38a3b50ed1167fb981cd6fd60147e091784c427b8f7183a7ee32c31c12"
checksum = "cd274650b21d4bfc26a0a47587962c1edb425f69287324355cd040c3ea66071c"
dependencies = [
"libc",
"once_cell",
@@ -1166,18 +1166,18 @@ dependencies = [
[[package]]
name = "pyo3-build-config"
version = "0.28.3"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e368e7ddfdeb98c9bca7f8383be1648fd84ab466bf2bc015e94008db6d35611e"
checksum = "c5e2a7d2f0d013342f295c048ad19237add5154a55b1c5a254c0ec93d4109078"
dependencies = [
"target-lexicon",
]
[[package]]
name = "pyo3-ffi"
version = "0.28.3"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7f29e10af80b1f7ccaf7f69eace800a03ecd13e883acfacc1e5d0988605f651e"
checksum = "ca85c467da1bbc8d866eea5deff9cf29ea5f7785054a17da36e65bda9c05845b"
dependencies = [
"libc",
"pyo3-build-config",
@@ -1185,9 +1185,9 @@ dependencies = [
[[package]]
name = "pyo3-macros"
version = "0.28.3"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "df6e520eff47c45997d2fc7dd8214b25dd1310918bbb2642156ef66a67f29813"
checksum = "9ac53762fd065daa3194dd09337a38bd793a188100fd1a9304c4ab312d901771"
dependencies = [
"proc-macro2",
"pyo3-macros-backend",
@@ -1197,13 +1197,12 @@ dependencies = [
[[package]]
name = "pyo3-macros-backend"
version = "0.28.3"
version = "0.29.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c4cdc218d835738f81c2338f822078af45b4afdf8b2e33cbb5916f108b813acb"
checksum = "4ca3a1557399783172dc5bf39cfca835157732532cba56b71d2292161e53b362"
dependencies = [
"heck",
"proc-macro2",
"pyo3-build-config",
"quote",
"syn",
]
@@ -1944,7 +1943,7 @@ dependencies = [
[[package]]
name = "wickra"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"approx",
"criterion",
@@ -1955,7 +1954,7 @@ dependencies = [
[[package]]
name = "wickra-bench"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"criterion",
"kand",
@@ -1965,9 +1964,16 @@ dependencies = [
"yata",
]
[[package]]
name = "wickra-c"
version = "0.9.1"
dependencies = [
"wickra-core",
]
[[package]]
name = "wickra-core"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"approx",
"proptest",
@@ -1977,7 +1983,7 @@ dependencies = [
[[package]]
name = "wickra-data"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"approx",
"csv",
@@ -1994,7 +2000,7 @@ dependencies = [
[[package]]
name = "wickra-examples"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"serde_json",
"tokio",
@@ -2004,7 +2010,7 @@ dependencies = [
[[package]]
name = "wickra-node"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"napi",
"napi-build",
@@ -2014,7 +2020,7 @@ dependencies = [
[[package]]
name = "wickra-python"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"numpy",
"pyo3",
@@ -2023,7 +2029,7 @@ dependencies = [
[[package]]
name = "wickra-wasm"
version = "0.6.1"
version = "0.9.1"
dependencies = [
"console_error_panic_hook",
"js-sys",
+5 -4
View File
@@ -7,13 +7,14 @@ members = [
"bindings/python",
"bindings/wasm",
"bindings/node",
"bindings/c",
"examples/rust",
"crates/wickra-bench",
]
exclude = ["fuzz"]
[workspace.package]
version = "0.6.1"
version = "0.9.1"
authors = ["kingchenc <support@wickra.org>"]
edition = "2021"
rust-version = "1.86"
@@ -25,7 +26,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
categories = ["finance", "mathematics", "science"]
[workspace.dependencies]
wickra-core = { path = "crates/wickra-core", version = "0.6.1" }
wickra-core = { path = "crates/wickra-core", version = "0.9.1" }
thiserror = "2"
rayon = "1.10"
@@ -36,8 +37,8 @@ approx = "0.5"
criterion = { version = "0.8", features = ["html_reports"] }
# Python binding
pyo3 = { version = "0.28", features = ["extension-module", "abi3-py39"] }
numpy = "0.28"
pyo3 = { version = "0.29", features = ["extension-module", "abi3-py39"] }
numpy = "0.29"
[workspace.lints.rust]
unsafe_code = "forbid"
+180 -151
View File
@@ -1,25 +1,30 @@
<p align="center">
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=434" alt="Wickra — streaming-first technical indicators" width="100%"></a>
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**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js, and WebAssembly. Every indicator is a state
machine that updates in O(1) per new data point, so live trading bots and
native bindings for Python, Node.js and WASM, plus a C ABI that C, C++,
C#, Go, Java, R and any other C-capable language links against. Every indicator is a
state machine that updates in O(1) per new data point, so live trading bots and
historical backtests share the exact same implementation.
```python
@@ -46,9 +51,14 @@ 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).
[WASM](https://docs.wickra.org/Quickstart-WASM),
[C](https://docs.wickra.org/Quickstart-C),
[C#](https://docs.wickra.org/Quickstart-CSharp),
[Go](https://docs.wickra.org/Quickstart-Go),
[Java](https://docs.wickra.org/Quickstart-Java),
[R](https://docs.wickra.org/Quickstart-R).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 434 indicators; start at the
every one of the 514 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview).
- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -58,19 +68,45 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
[TA-Lib migration](https://docs.wickra.org/TA-Lib-Migration),
[FAQ](https://docs.wickra.org/FAQ).
## Why Wickra exists
## Why Wickra
Wickra started as a personal itch. The existing TA libraries never quite fit the
projects I was building, so I decided to build one from the ground up — partly to
learn, partly because I genuinely enjoy taking something that already exists and
trying to do it differently (and, ideally, better). It's open source because the
useful version of that itch is the one other people can build on too.
Most TA libraries are fast, *or* multi-language, *or* broad. Wickra refuses to
pick. It's the streaming-first engine built for the workload the others treat as
an afterthought — **live, tick-by-tick data** — without giving up the breadth of
a full batch library, and without making you reimplement your indicators four
times to get there.
Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
- **The biggest streaming-native catalogue, period.** 514 indicators across 24
families — candlesticks, harmonic & chart patterns, market profile, market
breadth, Renko/Kagi/Point&Figure bars, Ehlers DSP cycles, risk/performance
metrics — every single one updating in **O(1) per tick**. TA-Lib ships ~150 and
none of them stream.
- **One Rust core, five first-class targets.** Native **Rust · Python · Node.js ·
WASM** plus a **C ABI** for C, C++, C#, Go, Java, R and any other C-capable language —
identical math, identical results, zero per-language reimplementation and zero
GIL bottleneck.
- **Correct by construction, not by hope.** Every `update` validates its input,
runs a real warmup, and returns an `Option` so a single bad tick can't silently
poison state. `batch == streaming` is **bit-exact, fuzzed and 100 %-line-covered
for all 514 indicators**.
- **Orders of magnitude faster where it counts.** In streaming Wickra is **1156×**
faster than the only other incremental peer and **thousands of times** faster
than recompute-on-every-tick libraries. On batch it wins several rows outright
and trades the simple recurrences (SMA, EMA, MACD) for its guarantees — and
the losses are shown, not hidden.
- **Install in one line, anywhere.** `pip install wickra` / `npm install wickra`
precompiled wheels and binaries, **no C toolchain, none of TA-Lib's setup pain**.
macOS · Linux · Windows.
- **Batteries included.** Indicator chaining, a streaming OHLCV CSV reader, and a
live Binance kline feed ship in the box.
- **Truly permissive.** **MIT OR Apache-2.0** — drop it straight into commercial
and closed-source work.
Every other library forces one of those compromises. Wickra doesn't:
| Library | Install | Streaming | Languages | Indicators | Active |
|------------------|-------------|-------------|-----------------------------|-----------:|--------|
| **★&nbsp;Wickra**| **clean** | **yes, O(1)** | **Python · Node · WASM · Rust** | **423** | **yes** |
| **★&nbsp;Wickra**| **clean** | **yes, O(1)** | **Rust · Python · Node.js · WASM · C · C++ · C# · Go · Java · R** | **514** | **yes** |
| kand | clean | yes | Python · WASM · Rust | ~60 | yes |
| ta-rs | clean | yes | Rust only | ~30 | stale |
| yata | clean | partial | Rust only | ~35 | yes |
@@ -79,116 +115,31 @@ Plenty of TA libraries are fast. Each one forces a trade-off Wickra does not:
| finta | clean | no | Python | ~80 | stale |
| talipp | clean | yes | Python | ~40 | yes |
Wickra's edge is **breadth with reach**: 434 indicators that all update in O(1)
per tick and ship natively to Python, Node.js, WebAssembly and Rust from a
single engine.
Broad, multi-language, streaming-native **and** honest about its trade-offs — at
the same time. That's the combination no one else ships.
**On speed — and why Wickra isn't the fastest.** It deliberately isn't. The
leaner Rust crates (kand, ta-rs) win several of the micro-benchmarks below, and
those losses are shown rather than hidden. The gap is a *choice*, not a ceiling:
every `update` validates its input, runs a real warmup before it emits a value,
and returns an `Option` so a single bad tick can't silently poison the state.
ta-rs, by contrast, hands back a bare `f64` from the first tick with no
validation. If Wickra threw all of that away — raw `f64` out, no checks, no
warmup contract — it would match or beat the leanest crate on every row. It
keeps the guarantees instead, and still wins RSI, Bollinger and ATR against kand.
What no other library matches is the *combination*: catalogue size, native O(1)
streaming, NaN-safety, and four first-class language targets at once.
## Why Wickra exists
Wickra started as a personal itch. The existing TA libraries never quite fit the
projects I was building, so I decided to build one from the ground up — partly to
learn, partly because I genuinely enjoy taking something that already exists and
trying to do it differently (and, ideally, better). It's open source because the
useful version of that itch is the one other people can build on too.
## Benchmarks
Three comparisons, split by layer and mode. Read them as **relative** speedups
on identical input — absolute µs depend on CPU, memory clock and OS scheduler,
not a universal contract.
Wickra updates every indicator in **O(1)** per tick. In **streaming** — the
workload it is built for — it is **1156× faster** than the only other incremental
peer and **thousands of times** faster than recompute-on-every-tick libraries.
**Batch** is competitive: it wins several rows outright and trades a few µs
elsewhere for `None`-warmup, NaN-safety and bit-exact `batch == streaming`.
- **Reproduced on:** Windows 11 Pro 26200, AMD Ryzen 9 9950X, 64 GB DDR5,
Rust 1.92 (release: `lto = "fat"`, `codegen-units = 1`), Python 3.12.
- **Reproduce yourself:**
- Rust core vs Rust crates: `cargo bench -p wickra-bench`
- Python vs Python libs: `pip install -e bindings/python[bench]` then
`python -m benchmarks.compare_libraries` (auto-detects installed peers).
### 1. Rust core vs the other Rust TA crates
Like-for-like, no language-binding overhead, over a 50 000-bar series (µs for
the whole series, lower = faster). This is the honest engine comparison —
Wickra wins some and loses some, and both are shown.
**Streaming** (one value fed per `update`):
| Indicator | **★&nbsp;Wickra** | kand | ta-rs | yata |
|------------------|------------------:|-----:|------:|-----:|
| SMA(20) | 50 | 38 | 47 | 38 |
| EMA(20) | 154 | 69 | 56 | 69 |
| RSI(14) | 164 | 216 | 74 | — |
| MACD(12, 26, 9) | 275 | 143 | 66 | — |
| Bollinger(20, 2) | **128 ★** | 248 | 168 | — |
| ATR(14) | 152 | 166 | 61 | — |
**Batch** (whole series at once). Only Wickra and kand expose a batch API;
ta-rs and yata are streaming-only.
| Indicator | **★&nbsp;Wickra** | kand |
|------------------|------------------:|-----:|
| SMA(20) | 82 | 42 |
| EMA(20) | 159 | 74 |
| RSI(14) | **253 ★** | 274 |
| MACD(12, 26, 9) | 681 | 283 |
| Bollinger(20, 2) | **445 ★** | 462 |
| ATR(14) | 175 | 173 |
ta-rs is the per-indicator speed champion on almost every row — it returns a
bare `f64` with no warmup state and no input validation, trading away the
`None`-warmup and NaN-safety semantics Wickra keeps. Against kand, Wickra wins
streaming RSI, Bollinger and ATR (and batch RSI + Bollinger); Bollinger is the
one row where Wickra is the outright fastest of all four. The leaner crates
still win the pure recurrences (EMA, MACD) and SMA. yata exposes only SMA/EMA as
raw-value methods, so its other rows are omitted rather than faked.
### 2. Python vs the Python TA ecosystem — batch
Full pass over a 20 000-bar series, µs/op (lower = faster). **★** per row.
| Indicator | **★&nbsp;Wickra** | finta | TA-Lib | tulipy |
|------------------|------------------:|---------------------|--------|--------|
| SMA(20) | **59.6 ★** | 354.2 (5.9× slower) | ⧗ | ⧗ |
| EMA(20) | **88.4 ★** | 309.3 (3.5× slower) | ⧗ | ⧗ |
| RSI(14) | **77.3 ★** | 1 283 (16.6× slower)| ⧗ | ⧗ |
| MACD(12, 26, 9) | **116.4 ★** | 529.5 (4.6× slower) | ⧗ | ⧗ |
| Bollinger(20, 2) | **146.0 ★** | 1 246 (8.5× slower) | ⧗ | ⧗ |
| ATR(14) | **135.8 ★** | 3 812 (28× slower) | ⧗ | ⧗ |
> ⧗ = published by the CI Linux job. TA-Lib and tulipy ship C extensions that
> don't build cleanly on every desktop, so their canonical numbers come from the
> `cross-library-bench` workflow rather than this local table. pandas-ta needs
> Python ≥ 3.12 and isn't in the 3.11 CI matrix. The script auto-detects
> whichever peers are installed in your environment.
### 3. Python — streaming (per-tick latency)
Seed 5 000 bars, then feed ticks one at a time. talipp is the only Python peer
with a true incremental API; batch-only libraries like TA-Lib must recompute the
entire history on every tick — Wickra updates in O(1).
| Indicator | **★&nbsp;Wickra (per tick)** | talipp (per tick) |
|------------------|------------------------------:|-------------------------|
| SMA(20) | **0.067 µs ★** | 0.63 µs (9.4× slower) |
| EMA(20) | **0.051 µs ★** | 0.63 µs (12.2× slower) |
| RSI(14) | **0.053 µs ★** | 1.00 µs (19.1× slower) |
| MACD(12, 26, 9) | **0.071 µs ★** | 3.64 µs (51.5× slower) |
| Bollinger(20, 2) | **0.085 µs ★** | 4.87 µs (57.2× slower) |
Run the suite yourself:
```bash
cargo bench -p wickra-bench # Rust core vs kand / ta-rs / yata
pip install -e bindings/python[bench] # Python peers
python -m benchmarks.compare_libraries
```
Full tables (Rust + Python, streaming + batch) and how to reproduce them live in
**[BENCHMARKS.md](BENCHMARKS.md)**.
## Indicators
434 streaming-first indicators across twenty-four families. Every one passes the
514 streaming-first indicators across twenty-four families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests. Each has a per-indicator deep dive (formula, parameters,
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -201,21 +152,21 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
| Price Oscillators | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC, TSF Oscillator, MACD Histogram, PPO Histogram |
| Volatility & Bands | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility, Volatility Cone |
| Bands & Channels | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands, Quartile Bands, Bomar Bands, Median Channel, Projection Bands, Projection Oscillator |
| Trailing Stops | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop |
| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
| Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline |
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
| DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
| Alt-Chart Bars | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns) |
| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack, Doji Star, Dragonfly Doji, Gravestone Doji, Long-Legged Doji, Rickshaw Man, Evening Doji Star, Morning Doji Star, Gap Side-by-Side White, High-Wave, Hikkake, Modified Hikkake, Homing Pigeon, On-Neck, In-Neck, Thrusting, Separating Lines, Kicking, Kicking by Length, Ladder Bottom, Mat Hold, Matching Low, Long Line, Short Line, Rising Three Methods, Falling Three Methods, Upside Gap Three Methods, Downside Gap Three Methods, Stalled Pattern, Stick Sandwich, Takuri, Closing Marubozu, Opening Marubozu, Tasuki Gap, Unique Three River, Concealing Baby Swallow |
| Trailing Stops | Parabolic SAR, Parabolic SAR Extended (SAREXT), SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop, HiLo Activator, Volty Stop, Yo-Yo Exit, Donchian Channel Stop, Percentage Trailing Stop, Step Trailing Stop, Renko Trailing Stop, Kase DevStop, Elder SafeZone, ATR Ratchet, NRTR, Time-Based Stop, Modified MA Stop |
| Volume | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index, Volume RSI, Williams Accumulation/Distribution, Twiggs Money Flow, Trade Volume Index, Intraday Intensity Index, Better Volume, Volume-Weighted MACD |
| Price Statistics | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle, Variance, Coefficient of Variation, Skewness, Kurtosis, Standard Error, Detrended StdDev, R², Median Absolute Deviation, Autocorrelation, Hurst Exponent, Pearson Correlation, Beta, Pairwise Beta, Pair Spread Z-Score, Lead-Lag Cross-Correlation, Cointegration, Relative Strength A-vs-B, Spearman Correlation, Mid Price, Mid Point, Average Price, Linear Regression Intercept, Time Series Forecast, Rolling Correlation, Rolling Covariance, OU Half-Life, Spread Hurst, Distance SSD, Beta-Neutral Spread, Variance Ratio, Granger Causality, Kalman Hedge Ratio, Spread Bollinger Bands, Spread AR(1) Coefficient, Jarque-Bera, Rolling Min-Max Scaler, Shannon Entropy, Sample Entropy, Kendall Tau |
| Ehlers / Cycle (DSP) | MAMA, FAMA, Fisher Transform, Inverse Fisher Transform, SuperSmoother, Hilbert Dominant Cycle, Hilbert Phasor, Hilbert DC Phase, Hilbert Trend Mode, Sine Wave, Decycler, Decycler Oscillator, Roofing Filter, Center of Gravity, Cybernetic Cycle, Adaptive Cycle, Empirical Mode Decomposition, Ehlers Stochastic, Instantaneous Trendline, Highpass Filter, Reflex, Trendflex, Correlation Trend Indicator, Adaptive RSI, Universal Oscillator, Adaptive CCI, Bandpass Filter, Even Better Sinewave, Autocorrelation Periodogram |
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag, Central Pivot Range, Murrey Math Lines, Andrews Pitchfork, Volume-Weighted Support/Resistance, Pivot Reversal |
| DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level, TD Camouflage, TD Clop, TD Clopwin, TD Propulsion, TD Trap, TD D-Wave, TD Moving Averages |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi, Heikin-Ashi Oscillator, Three Line Break, Smoothed Heikin-Ashi, Equivolume, CandleVolume |
| Alt-Chart Bars | Renko (box-size bricks), Kagi (reversal-amount lines), Point & Figure (X/O columns), Range, Tick, Volume, Dollar, Imbalance, Run, Three-Line Break |
| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack, Doji Star, Dragonfly Doji, Gravestone Doji, Long-Legged Doji, Rickshaw Man, Evening Doji Star, Morning Doji Star, Gap Side-by-Side White, High-Wave, Hikkake, Modified Hikkake, Homing Pigeon, On-Neck, In-Neck, Thrusting, Separating Lines, Kicking, Kicking by Length, Ladder Bottom, Mat Hold, Matching Low, Long Line, Short Line, Rising Three Methods, Falling Three Methods, Upside Gap Three Methods, Downside Gap Three Methods, Stalled Pattern, Stick Sandwich, Takuri, Closing Marubozu, Opening Marubozu, Tasuki Gap, Unique Three River, Concealing Baby Swallow, Tristar, Harami Cross, Tower Top/Bottom, Dumpling Top, New Price Lines, Frying Pan Bottom |
| Chart Patterns | Double Top / Bottom, Triple Top / Bottom, Head and Shoulders, Triangle (asc/desc/sym), Wedge (rising/falling), Flag / Pennant, Rectangle / Range, Cup and Handle |
| Harmonic Patterns | AB=CD, Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives |
| Fibonacci | Fibonacci Retracement, Fibonacci Extension, Fibonacci Projection, Auto-Fibonacci, Golden Pocket, Fibonacci Confluence, Fibonacci Fan, Fibonacci Arcs, Fibonacci Channel, Fibonacci Time Zones |
| Microstructure | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure |
| Derivatives | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
| Market Profile | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
| Microstructure | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint, Order Flow Imbalance, VPIN, Amihud Illiquidity, Roll Measure, Trade-Sign Autocorrelation, Hasbrouck Information Share |
| Derivatives | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread, Estimated Leverage Ratio, OI-to-Volume Ratio, Perpetual Premium Index, Funding-Implied APR, Open-Interest Momentum |
| Market Profile | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range, Naked POC, Single Prints, Profile Shape, High/Low Volume Nodes, Composite Profile |
| Market Breadth | Advance/Decline Line, Advance/Decline Ratio, Advance/Decline Volume Line, McClellan Oscillator, McClellan Summation Index, TRIN / Arms Index, Breadth Thrust, New Highs - New Lows, High-Low Index, Percent Above Moving Average, Up/Down Volume Ratio, Bullish Percent Index, Cumulative Volume Index, Absolute Breadth Index, TICK Index |
| Risk / Performance | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |
| Seasonality & Session | Session VWAP, Session High/Low, Session Range, Average Daily Range, Overnight Gap, Overnight/Intraday Return, Turn-of-Month, Seasonal Z-Score, Time-of-Day Return Profile, Day-of-Week Profile, Intraday Volatility Profile, Volume-by-Time Profile |
@@ -226,8 +177,9 @@ 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.
Adding a new indicator means implementing one trait in Rust; every binding
inherits it automatically (the C ABI — and the C#, Go, Java and R bindings generated from
it — regenerate from the core).
## Languages
@@ -237,12 +189,41 @@ inherit it automatically.
| Node.js (napi-rs) | `npm install wickra` | `examples/node/backtest.js` |
| Browser / WASM | `npm install wickra-wasm` | `examples/wasm/index.html` |
| Rust | `cargo add wickra` | `examples/rust/src/bin/backtest.rs` |
| C / C++ (C ABI) | header + library, see [`bindings/c`](bindings/c) | `examples/c/streaming.c` |
| C# (C ABI) | `dotnet add package Wickra`, see [`bindings/csharp`](bindings/csharp) | `examples/csharp/streaming` |
| Go (cgo, C ABI) | `go get github.com/wickra-lib/wickra/bindings/go`, see [`bindings/go`](bindings/go) | `examples/go/streaming` |
| Java (FFM, C ABI) | Maven Central `org.wickra:wickra`, see [`bindings/java`](bindings/java) | `examples/java` (`Streaming`) |
| R (`.Call`, C ABI) | `R CMD INSTALL bindings/r`, see [`bindings/r`](bindings/r) | `examples/r/streaming.R` |
Each binding ships several runnable examples (streaming, backtest, live feed);
[`examples/README.md`](examples/README.md) is the full cross-language index.
The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
memory-safe implementation.
The wickra-core crate is `unsafe`-forbidden, so the native bindings are
memory-safe end to end. The C ABI runs the same safe core; only its thin FFI
boundary uses `unsafe`, and the caller owns handle lifetimes (`_new` / `_free`).
## Requirements
The minimum supported version per language. Prebuilt packages (Rust, Python,
Node.js, WASM, C#) need only the runtime; the C-ABI bindings that compile on
install — Go (cgo) and R (`.Call`) — also need a C compiler, and Java runs with
`--enable-native-access=ALL-UNNAMED`.
| Language | Package | Minimum supported |
|-------------|--------------------------------------|----------------------------|
| Rust | crates.io · `wickra` | 1.86 (MSRV) |
| Python | PyPI · `wickra` (abi3 wheel) | 3.9 (tested through 3.13) |
| Node.js | npm · `wickra` (N-API 8) | 20 (tested on 22 · 24 LTS) |
| WASM | npm · `wickra-wasm` | any modern JS engine |
| C | `wickra.h` + library (releases) | C99 compiler |
| C++ | `wickra.hpp` over the C ABI | C++14 compiler |
| C# | NuGet · `Wickra` | .NET 8 (`net8.0`) |
| Go | module · `wickra-lib/wickra-go` | Go 1.23 (cgo) |
| Java | Maven Central · `org.wickra:wickra` | Java 22 (FFM / Panama) |
| R | source package | R ≥ 2.10 (Rtools on Win.) |
Full per-language detail (runtime vs. build-from-source) is on the
[Requirements page](https://docs.wickra.org/Requirements) in the docs.
## Rust API
@@ -297,20 +278,30 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 434 indicators
│ ├── wickra-core/ core engine + all 514 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ ├── wickra-data/ CSV reader, tick aggregator, live exchange feeds
│ └── wickra-bench/ internal cross-library benchmark harness (not published)
├── bindings/
│ ├── python/ PyO3 + maturin (publishes on PyPI)
│ ├── node/ napi-rs (publishes on npm)
── wasm/ wasm-bindgen (browsers, bundlers, Node)
── wasm/ wasm-bindgen (browsers, bundlers, Node)
│ ├── c/ C ABI (cdylib + staticlib) + generated include/wickra.h
│ ├── csharp/ C# binding over the C ABI (publishes on NuGet)
│ ├── go/ Go binding over the C ABI via cgo (module tag)
│ ├── r/ R binding over the C ABI via .Call (R package)
│ └── java/ Java binding over the C ABI via the FFM API (Maven Central)
├── examples/ examples/README.md indexes every language
│ ├── data/ real BTCUSDT OHLCV datasets, one per timeframe
│ ├── rust/ Rust workspace member (`wickra-examples`)
│ ├── python/ backtest, live trading, parallel assets, multi-tf
│ ├── node/ streaming, backtest, live trading (load `wickra`)
── wasm/ browser demo for `wickra-wasm`
── wasm/ browser demo for `wickra-wasm`
│ ├── c/ C smoke + streaming, C++ RAII wrapper
│ ├── csharp/ streaming, backtest, strategies (load `Wickra`)
│ ├── go/ streaming, backtest, strategies (cgo binding)
│ ├── r/ streaming, backtest, strategies (.Call binding)
│ └── java/ streaming, backtest, strategies (FFM binding)
└── .github/workflows/ CI and release pipelines
```
@@ -338,6 +329,25 @@ wasm-pack build bindings/wasm --target web --release --features panic-hook
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
# C ABI (cdylib + staticlib + generated header)
cargo build -p wickra-c --release
cmake -S examples/c -B examples/c/build -DWICKRA_LIB_DIR="$PWD/target/release"
cmake --build examples/c/build && ctest --test-dir examples/c/build --output-on-failure
# C# binding (requires the .NET 8 SDK; links the C ABI above)
dotnet test bindings/csharp/Wickra.Tests/Wickra.Tests.csproj
# Go binding (requires a C compiler for cgo; links the C ABI above)
cp target/release/libwickra.so bindings/go/lib/ # .dylib on macOS, wickra.dll on Windows
cd bindings/go && go test ./...
# R binding (requires a C toolchain / Rtools; links the C ABI above)
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" WICKRA_LIB_DIR="$PWD/target/release" \
R CMD INSTALL bindings/r
# Java binding (requires JDK 22+ and Maven; links the C ABI above)
mvn -f bindings/java test
```
## Testing
@@ -347,7 +357,10 @@ Every layer is covered; run the suites with the commands in
- `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.
equivalence, `reset` semantics, NaN/Inf handling, and property tests. A
catalogue-wide property harness (`tests/invariants.rs`) additionally asserts
`batch == streaming`, `reset == fresh`, and non-finite-input rejection for
**every** indicator and bar-builder.
- `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
@@ -357,6 +370,22 @@ Every layer is covered; run the suites with the commands in
values across all indicators.
- `bindings/wasm`: `wasm-bindgen-test` cases for constructors, equivalence,
and reference values.
- `bindings/c`: Rust unit tests over the FFI boundary, plus C and C++ smoke
tests and offline example `ctest`s run on the three OSes.
- `bindings/csharp`: `dotnet test` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input) plus SMA reference values.
- `bindings/go`: `go test` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and lifecycle.
- `bindings/r`: `testthat` cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input), reset, and validation.
- `bindings/java`: JUnit cases covering one indicator per FFI archetype
(scalar/batch, multi-output, bars, profile, array input) plus batch equivalence.
The four C-ABI bindings (C#, Go, Java, R) additionally replay a shared,
language-neutral golden fixture (`testdata/golden/*.csv`, generated by
`cargo run -p wickra-examples --bin gen_golden`) and assert exact parity with the
Rust reference outputs across every archetype (SMA, EMA, RSI, ATR, MACD, ADX,
Beta), catching FFI wiring bugs the math-only core tests cannot see.
## Contributing
@@ -413,13 +442,13 @@ The library is provided **as is**, without warranty of any kind; see
<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">
<img alt="GitHub stars" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/stars.svg">
</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">
<img alt="GitHub forks" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/forks.svg">
</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">
<img alt="GitHub issues" src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/issues.svg">
</a>
</p>
@@ -430,6 +459,6 @@ The library is provided **as is**, without warranty of any kind; see
<p align="center">
<a href="https://star-history.com/#wickra-lib/wickra&Date">
<img alt="Wickra star history" width="640"
src="https://api.star-history.com/svg?repos=wickra-lib/wickra&type=Date&theme=dark">
src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/star-history.svg">
</a>
</p>
+3 -2
View File
@@ -21,8 +21,9 @@ minor releases; breaking changes are called out in the changelog.
versioning stability for a 1.0 release.
- **Performance.** Keep per-tick updates O(1) and maintain the benchmark suite;
investigate further allocation and cache improvements.
- **Bindings parity.** Keep the Python, Node.js and WebAssembly bindings in
lockstep with the Rust core, including type stubs and platform coverage.
- **Bindings parity.** Keep the Python, Node.js and WASM bindings — plus
the C ABI and the C#, Go, Java and R bindings generated from it — in lockstep with the
Rust core, including type stubs and platform coverage.
- **Documentation.** Maintain a deep-dive page per indicator on
<https://docs.wickra.org>, plus quickstarts and cookbook material.
- **Project health.** Maintain test coverage, static and dynamic analysis,
+8 -4
View File
@@ -2,13 +2,13 @@
## Supported versions
Wickra is pre-1.0. Security fixes are applied to the latest released `0.5.x`
Wickra is pre-1.0. Security fixes are applied to the latest released `0.9.1`
version only; please upgrade to the newest release before reporting an issue.
| Version | Supported |
| --- | --- |
| 0.5.x (latest) | :white_check_mark: |
| older 0.5.x | :x: |
| 0.9.1 (latest) | :white_check_mark: |
| < 0.9.1 | :x: |
## Reporting a vulnerability
@@ -58,7 +58,11 @@ artifacts, and (4) a healthy dependency supply chain.
- *Memory safety* — the core and all bindings are written in Rust. The crates
forbid or minimise `unsafe`, so the compiler guarantees memory and thread
safety for the indicator logic.
safety for the indicator logic. The one exception is the C ABI
([`bindings/c`](bindings/c)), whose thin FFI shim is necessarily `unsafe`
because it dereferences caller-supplied pointers; it adds no indicator logic,
validates every handle for NULL, and never lets a panic cross the boundary, so
the safe core's guarantees still cover all computation.
- *Input robustness* — every indicator validates its parameters and rejects
non-finite inputs at construction; behaviour on edge cases (flat markets,
warmup, reset) is pinned by unit tests, and the public update paths are
+2 -2
View File
@@ -7,8 +7,8 @@ Thanks for using Wickra! Here is where to get help, depending on what you need.
Most questions are answered in the documentation:
- **Docs site:** <https://docs.wickra.org> — quickstarts for Rust, Python,
Node.js and WebAssembly, a per-indicator reference, warmup periods, the data
layer, and an FAQ.
Node.js, WASM, C, C++, C#, Go, Java and R, a per-indicator reference, warmup periods, the
data layer, and an FAQ.
- **README:** <https://github.com/wickra-lib/wickra#readme> — installation and a
quick overview.
- **API docs (Rust):** <https://docs.rs/wickra>.
+5 -2
View File
@@ -3,8 +3,10 @@
This document describes Wickra's attack surface and the threats considered,
together with their mitigations. It complements the security assurance case in
[`SECURITY.md`](SECURITY.md). Wickra is a computational technical-analysis
library (a Rust core with Python, Node.js and WebAssembly bindings), not a
network service or trading system; the attack surface is correspondingly small.
library (a Rust core with Python, Node.js and WASM bindings plus a C ABI
and the C#, Go, Java and R bindings built on it),
not a network service or trading system; the attack surface is correspondingly
small.
## Assets
@@ -31,6 +33,7 @@ network service or trading system; the attack surface is correspondingly small.
| Threat | Mitigation |
| --- | --- |
| Memory-safety exploit (buffer overflow, UAF) via crafted input | Pure safe Rust; `unsafe` is forbidden/minimised, so the compiler precludes these classes. |
| Misuse of the C ABI FFI boundary (invalid/dangling handle, undersized batch buffer) | The C ABI (`bindings/c`) is the sole `unsafe` surface. Its shim adds no logic, NULL-checks every handle (returning `NaN`/no-op), writes only into caller-sized buffers, and is built with `panic = "abort"` so a panic terminates the process deterministically instead of unwinding across the FFI boundary (which would be undefined behaviour). A caller passing a non-NULL but dangling pointer is undefined behaviour by C's own contract — out of scope, the same as any C library. |
| Denial of service via malformed/degenerate input (NaN, infinities, extreme magnitudes) | Indicators reject non-finite inputs and validate parameters at construction; update paths are exercised by coverage-guided fuzzing and unit tests for edge cases. |
| Silently incorrect results | 100% line coverage on the core crate; reference-value tests against known-good sources; streaming/batch parity tests. |
| Integer overflow / panics | `clippy::pedantic` with `-D warnings`; debug assertions and overflow checks enabled in test/fuzz builds. |
+59
View File
@@ -0,0 +1,59 @@
[package]
name = "wickra-c"
description = "C ABI (cdylib + staticlib) for the Wickra streaming-first technical indicators library — the hub every C-capable language (C, C++, Go, C#, Java, R) links against."
version.workspace = true
authors.workspace = true
edition.workspace = true
rust-version.workspace = true
license.workspace = true
repository.workspace = true
homepage.workspace = true
readme = "README.md"
keywords.workspace = true
categories.workspace = true
publish = false
[lib]
name = "wickra"
crate-type = ["cdylib", "staticlib"]
# The C ABI inherently needs `unsafe` (raw pointers across the FFI boundary,
# `#[export_name]` symbol control). The workspace forbids `unsafe_code`, so this
# crate cannot inherit `workspace = true`; it mirrors every workspace lint and
# only relaxes `unsafe_code` to `allow` (parity with how the proc-macro bindings
# emit their unsafe). The Rust core stays `unsafe`-forbidden — this is the one
# crate where the boundary lives.
[lints.rust]
unsafe_code = "allow"
missing_debug_implementations = "warn"
unreachable_pub = "warn"
unused_must_use = "deny"
[lints.clippy]
all = { level = "warn", priority = -1 }
pedantic = { level = "warn", priority = -1 }
module_name_repetitions = "allow"
must_use_candidate = "allow"
missing_errors_doc = "allow"
missing_panics_doc = "allow"
cast_precision_loss = "allow"
cast_possible_truncation = "allow"
cast_sign_loss = "allow"
similar_names = "allow"
float_cmp = "allow"
[features]
# `parallel` (rayon-backed batch in wickra-core) is on by default for native
# builds. The wasm32-unknown-emscripten target has no threads, so the R
# package's wasm build (r-universe / webR) compiles this crate with
# --no-default-features to drop rayon; wickra-core falls back to its serial
# batch path, which is cfg-gated behind the same feature.
default = ["parallel"]
parallel = ["wickra-core/parallel"]
[dependencies]
# Direct path dep rather than `workspace = true`: a member-level
# `default-features = false` is ignored when inheriting a workspace dep that
# does not set it, which would leave rayon in the wasm build. wickra-c is
# `publish = false`, so no version pin is needed (and none to keep in sync).
wickra-core = { path = "../../crates/wickra-core", default-features = false }
+101
View File
@@ -0,0 +1,101 @@
# Wickra — C / C++
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![GitHub release](https://img.shields.io/github/v/release/wickra-lib/wickra?logo=github&color=green)](https://github.com/wickra-lib/wickra/releases/latest)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for C and C++. A prebuilt shared/static
library plus a generated `wickra.h` — no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any
other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading bots and historical backtests share
the exact same implementation. This package is the **C ABI hub**: it compiles the
core to a C-compatible shared/static library plus a generated header, so any
C-capable language (C, C++, C#, Go, Java, R) links against one artifact instead
of re-wrapping every indicator natively.
## Install
Grab the prebuilt header + library for your platform from the
[GitHub releases](https://github.com/wickra-lib/wickra/releases) — each archive
has `wickra.h`, the optional `wickra.hpp` C++ wrapper, and the shared/static
library — or build from source:
```bash
cargo build -p wickra-c --release
# -> target/release/libwickra.{so,dylib} or wickra.dll (+ import lib) + a staticlib
```
Then compile against the header and link the library
(`cc app.c -I include -L lib -lwickra -lm -o app`).
## Quick start
```c
#include "wickra.h"
struct Rsi *rsi = wickra_rsi_new(14); /* NULL on invalid params */
for (size_t i = 0; i < n; ++i) {
double v = wickra_rsi_update(rsi, prices[i]); /* NaN during warmup */
if (v == v && v > 70.0) /* v == v is the NaN check */
printf("overbought\n");
}
wickra_rsi_free(rsi); /* exactly once per _new */
```
Every indicator is an opaque handle with the same five functions —
`_new` / `_update` / `_batch` / `_reset` / `_free`. `update` is O(1); there is no
RAII across the C boundary, so each `_new` needs exactly one `_free`, and every
function is NULL-safe (a NULL handle yields `NaN` or a no-op, never a crash).
Multi-output indicators (MACD, Bollinger, ADX, …) take a pointer to a `#[repr(C)]`
struct and return a `bool`. The optional `wickra.hpp` wraps any handle in a
move-only `wickra::Handle` for exception-safe C++ lifetimes.
## Benchmark
`benchmarks/throughput.c` reports streaming and batch updates-per-second for
`SMA`, `ATR` and `MACD`. As the thinnest binding it is the floor of the
per-binding FFI overhead — not a cross-library ratio (the same Rust core runs
under every binding); see the repository
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
```bash
cargo build -p wickra-c --release
cmake -S benchmarks -B build && cmake --build build
./build/throughput
```
## Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
- **Docs** (C quickstart, cookbook, TA-Lib migration): <https://docs.wickra.org/Quickstart-C>
- **Runnable examples:** [`examples/c/`](https://github.com/wickra-lib/wickra/tree/main/examples/c)
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus this
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared Rust core.
## Security
Found a security issue? **Please don't open a public issue.** Report it privately
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
**support@wickra.org** with a subject line starting `[wickra security]`. Full
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
## Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes
are deterministic transforms of the input data — they are not financial advice
and do not predict the market. Any use in a live trading context is at your own
risk. The library is provided **as is**, without warranty of any kind.
## License
Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
+40
View File
@@ -0,0 +1,40 @@
cmake_minimum_required(VERSION 3.15)
project(wickra_c_benchmarks C)
# Directory holding the compiled Wickra C library (cargo output), e.g.
# <workspace>/target/release. Override with -DWICKRA_LIB_DIR=/path/to/target/release.
if(NOT DEFINED WICKRA_LIB_DIR)
set(WICKRA_LIB_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../../../target/release")
endif()
set(WICKRA_INCLUDE_DIR "${CMAKE_CURRENT_SOURCE_DIR}/../include")
# Pick the right link target per platform/toolchain.
# - MSVC links the generated import library (wickra.dll.lib).
# - MinGW/gcc on Windows links the DLL directly.
# - Unix links the shared object / dylib.
if(WIN32)
set(WICKRA_RUNTIME "${WICKRA_LIB_DIR}/wickra.dll")
if(MSVC)
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll.lib")
else()
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/wickra.dll")
endif()
elseif(APPLE)
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.dylib")
else()
set(WICKRA_LINK_LIB "${WICKRA_LIB_DIR}/libwickra.so")
endif()
add_executable(throughput throughput.c)
target_include_directories(throughput PRIVATE "${WICKRA_INCLUDE_DIR}")
target_link_libraries(throughput PRIVATE "${WICKRA_LINK_LIB}")
if(UNIX AND NOT APPLE)
target_link_libraries(throughput PRIVATE m)
endif()
# On Windows copy the DLL next to the executable so the loader finds it.
if(WIN32)
add_custom_command(TARGET throughput POST_BUILD
COMMAND ${CMAKE_COMMAND} -E copy_if_different
"${WICKRA_RUNTIME}" "$<TARGET_FILE_DIR:throughput>")
endif()
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/*
* Throughput benchmark for the Wickra C ABI.
*
* Measures how many indicator updates per second the C ABI sustains, both
* per-tick (streaming `_update`) and bulk (`_batch`), over a synthetic OHLCV
* series. It is the C counterpart of the Node throughput.js and the Rust
* criterion benches: it benchmarks Wickra's own O(1) streaming engine through
* the raw C boundary (there is no comparable streaming TA library to compare
* against), so the headline number is raw throughput, not a cross-library
* ratio. C is the thinnest binding, so these numbers are the floor of the
* per-binding FFI overhead the higher-level bindings build on.
*
* Three indicators are timed, chosen by call-signature archetype rather than
* algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
* (1-in -> multi-out). Streaming is timed for all three; batch only for the
* single-output SMA and ATR (the C ABI has no MACD batch entry point).
*
* Build the C ABI library first, then build and run the benchmark:
*
* cargo build -p wickra-c --release
* cmake -S bindings/c/benchmarks -B build/cbench -DCMAKE_BUILD_TYPE=Release
* cmake --build build/cbench
* ./build/cbench/throughput # 200k bars (default)
* ./build/cbench/throughput 1000000
*/
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <stdint.h>
#include "wickra.h"
#ifdef _WIN32
#include <windows.h>
static double now_ns(void) {
static LARGE_INTEGER freq;
static int init = 0;
LARGE_INTEGER counter;
if (!init) {
QueryPerformanceFrequency(&freq);
init = 1;
}
QueryPerformanceCounter(&counter);
return (double)counter.QuadPart * 1e9 / (double)freq.QuadPart;
}
#else
#include <time.h>
static double now_ns(void) {
struct timespec ts;
clock_gettime(CLOCK_MONOTONIC, &ts);
return (double)ts.tv_sec * 1e9 + (double)ts.tv_nsec;
}
#endif
static double median3(double a, double b, double c) {
if ((a <= b && b <= c) || (c <= b && b <= a)) return b;
if ((b <= a && a <= c) || (c <= a && a <= b)) return a;
return c;
}
/* Run `body` once as warmup, then time three repetitions and store the median
* elapsed nanoseconds in `dst`. `body` is a brace-enclosed statement block. */
#define MEASURE(dst, body) \
do { \
body; \
double s0, s1, s2, t0; \
t0 = now_ns(); body; s0 = now_ns() - t0; \
t0 = now_ns(); body; s1 = now_ns() - t0; \
t0 = now_ns(); body; s2 = now_ns() - t0; \
(dst) = median3(s0, s1, s2); \
} while (0)
int main(int argc, char **argv) {
size_t bars = 200000;
if (argc > 1) {
long n = strtol(argv[1], NULL, 10);
if (n >= 1000) {
bars = (size_t)n;
}
}
const size_t n = bars;
/* Deterministic synthetic OHLCV (no RNG, so runs are comparable). */
double *open = malloc(n * sizeof(double));
double *high = malloc(n * sizeof(double));
double *low = malloc(n * sizeof(double));
double *close = malloc(n * sizeof(double));
double *volume = malloc(n * sizeof(double));
int64_t *timestamp = malloc(n * sizeof(int64_t));
double *out = malloc(n * sizeof(double)); /* reused batch scratch buffer */
if (!open || !high || !low || !close || !volume || !timestamp || !out) {
fprintf(stderr, "allocation failed\n");
return 1;
}
for (size_t i = 0; i < n; i++) {
double mid = 100 + sin((double)i * 0.001) * 20 + (double)i * 1e-4;
double c = mid + sin((double)i * 0.05) * 2;
close[i] = c;
open[i] = mid;
high[i] = fmax(c, mid) + 1.5;
low[i] = fmin(c, mid) - 1.5;
volume[i] = 1000 + (double)(i % 97) * 13;
timestamp[i] = (int64_t)i;
}
double ns;
double sma_stream, sma_batch, atr_stream, atr_batch, macd_stream;
MEASURE(ns, {
struct Sma *ind = wickra_sma_new(20);
for (size_t i = 0; i < n; i++) wickra_sma_update(ind, close[i]);
wickra_sma_free(ind);
});
sma_stream = (double)n / (ns / 1e9) / 1e6;
MEASURE(ns, {
struct Sma *ind = wickra_sma_new(20);
wickra_sma_batch(ind, close, out, n);
wickra_sma_free(ind);
});
sma_batch = (double)n / (ns / 1e9) / 1e6;
MEASURE(ns, {
struct Atr *ind = wickra_atr_new(14);
for (size_t i = 0; i < n; i++)
wickra_atr_update(ind, open[i], high[i], low[i], close[i], volume[i], timestamp[i]);
wickra_atr_free(ind);
});
atr_stream = (double)n / (ns / 1e9) / 1e6;
MEASURE(ns, {
struct Atr *ind = wickra_atr_new(14);
wickra_atr_batch(ind, open, high, low, close, volume, timestamp, out, n);
wickra_atr_free(ind);
});
atr_batch = (double)n / (ns / 1e9) / 1e6;
MEASURE(ns, {
struct MacdIndicator *ind = wickra_macd_indicator_new(12, 26, 9);
struct WickraMacdOutput value;
for (size_t i = 0; i < n; i++) wickra_macd_indicator_update(ind, close[i], &value);
wickra_macd_indicator_free(ind);
});
macd_stream = (double)n / (ns / 1e9) / 1e6;
printf("Wickra C throughput - %zu bars (median of 3 runs)\n\n", n);
printf("%-22s%20s%18s\n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)");
printf("------------------------------------------------------------\n");
printf("%-22s%20.1f%18.1f\n", "SMA(20)", sma_stream, sma_batch);
printf("%-22s%20.1f%18.1f\n", "ATR(14)", atr_stream, atr_batch);
printf("%-22s%20.1f%18s\n", "MACD(12,26,9)", macd_stream, "-");
printf("\nMupd/s = million indicator updates per second. Streaming is the per-tick\n"
"`_update` path (one C call per value); batch is the bulk array path (one\n"
"C call). Higher is better. Numbers are machine-dependent - use them for\n"
"relative comparison, not as a speed claim.\n");
free(open);
free(high);
free(low);
free(close);
free(volume);
free(timestamp);
free(out);
return 0;
}
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language = "C"
header = "/* Wickra C ABI — generated by cbindgen. Do not edit by hand. */"
include_guard = "WICKRA_H"
pragma_once = true
# Wrap the declarations in `extern "C"` under __cplusplus so the header is usable
# from C++ (the optional wickra.hpp RAII layer and any C++ consumer).
cpp_compat = true
tab_width = 4
# Off: cbindgen copies the Rust struct/fn doc comments verbatim, and some core
# indicator docs contain markdown (e.g. `**1/8**/**7/8**`) whose `*/` would close
# the C block comment early and break the header. Usage docs live in the crate
# README and examples; the header is a pure declaration contract.
documentation = false
[parse]
# Parse wickra-core too so the opaque indicator handle types (Sma, Ema, …) are
# discovered and emitted as forward-declared opaque structs. Their fields are
# never exposed — only `T *` handles cross the boundary.
parse_deps = true
include = ["wickra-core"]
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// Optional C++ convenience layer over the Wickra C ABI (`wickra.h`).
//
// The C ABI hands out raw handles that must be released exactly once with the
// matching `wickra_<ind>_free`. `wickra::Handle` wraps that in a move-only RAII
// owner so the free happens automatically at scope exit:
//
// #include "wickra.hpp"
//
// wickra::Handle<Sma, wickra_sma_free> sma(wickra_sma_new(14));
// if (sma) {
// double v = wickra_sma_update(sma.get(), 42.0); // NaN during warmup
// }
// // sma is freed here
//
// This is header-only and adds no runtime cost beyond the C calls themselves.
#ifndef WICKRA_HPP
#define WICKRA_HPP
#include "wickra.h"
#include <utility>
namespace wickra {
/// Move-only RAII owner of a Wickra handle. `T` is the opaque indicator type and
/// `Free` its `wickra_<ind>_free` function.
template <typename T, void (*Free)(T *)>
class Handle {
public:
explicit Handle(T *ptr) noexcept : ptr_(ptr) {}
~Handle() {
if (ptr_ != nullptr) {
Free(ptr_);
}
}
Handle(const Handle &) = delete;
Handle &operator=(const Handle &) = delete;
Handle(Handle &&other) noexcept : ptr_(std::exchange(other.ptr_, nullptr)) {}
Handle &operator=(Handle &&other) noexcept {
if (this != &other) {
if (ptr_ != nullptr) {
Free(ptr_);
}
ptr_ = std::exchange(other.ptr_, nullptr);
}
return *this;
}
/// The raw handle, for passing to the `wickra_<ind>_*` functions.
T *get() const noexcept { return ptr_; }
/// True if the handle is non-null (construction succeeded).
explicit operator bool() const noexcept { return ptr_ != nullptr; }
private:
T *ptr_;
};
} // namespace wickra
#endif // WICKRA_HPP
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# .NET build output
bin/
obj/
*.user
# NuGet packaging output
*.nupkg
*.snupkg
# Native libraries staged for packaging (produced by the release pipeline from
# the wickra-c-<triple>.tar.gz assets; never committed to source).
Wickra/runtimes/
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# Wickra — C#
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![NuGet](https://img.shields.io/nuget/v/Wickra.svg?logo=nuget&color=blue)](https://www.nuget.org/packages/Wickra)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for C#. `dotnet add package Wickra`
prebuilt native library, no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any
other C-capable language. Every indicator is an O(1)
streaming state machine, so live trading bots and historical backtests share
the exact same implementation. This package is the C# binding; it consumes the
C ABI hub through `[LibraryImport]` P/Invoke and exposes all 514 streaming-first
indicators as idiomatic `IDisposable` classes.
## Install
```bash
dotnet add package Wickra
```
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) under `runtimes/<rid>/native/`, selected automatically. There is nothing
to compile. Targets .NET 8 and later.
## Quick start
```csharp
using Wickra;
// Batch: run an indicator over a whole series (NaN at warmup positions).
var prices = Enumerable.Range(0, 1000).Select(i => 100.0 + i * 0.1).ToArray();
using var sma = new Sma(20);
double[] values = sma.Batch(prices);
// Streaming: the same indicator, fed tick by tick in O(1).
using var rsi = new Rsi(14);
foreach (var price in liveFeed)
{
var value = rsi.Update(price); // NaN during warmup, no recomputation
if (double.IsFinite(value) && value > 70)
{
Console.WriteLine("overbought");
}
}
```
`Batch(prices)` and feeding the same prices through `Update()` produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return a nullable `record struct`, `null` while warming up.
## Benchmark
`benchmarks/` reports streaming and batch updates-per-second for `SMA`, `ATR`
and `MACD`. It measures this binding's FFI overhead, not a cross-library ratio
(the same Rust core runs under every binding) — see the repository
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
```bash
cargo build -p wickra-c --release
dotnet run -c Release --project benchmarks
```
## Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
- **Runnable examples:** [`examples/csharp/`](https://github.com/wickra-lib/wickra/tree/main/examples/csharp)
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
## Security
Found a security issue? **Please don't open a public issue.** Report it privately
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
**support@wickra.org** with a subject line starting `[wickra security]`. Full
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
## Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes
are deterministic transforms of the input data — they are not financial advice
and do not predict the market. Any use in a live trading context is at your own
risk. The library is provided **as is**, without warranty of any kind.
## License
Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
@@ -0,0 +1,159 @@
using Wickra;
using Xunit;
namespace Wickra.Tests;
/// <summary>
/// One representative per FFI archetype, exercising every marshalling path the
/// generator produces (scalar, candle, pairwise, multi-output, bars, profile,
/// values-profile, array-input). Garbage marshalling surfaces as NaN, wild
/// values, or crashes — so finite/sane assertions are the real check.
/// </summary>
public class ArchetypeTests
{
private static (double open, double high, double low, double close, double volume, long ts) Candle(int i)
{
var close = 100.0 + 10.0 * Math.Sin(i * 0.3);
var open = 100.0 + 10.0 * Math.Sin((i - 1) * 0.3);
var high = Math.Max(open, close) + 1.0;
var low = Math.Min(open, close) - 1.0;
return (open, high, low, close, 1_000.0, i * 60_000L);
}
[Fact]
public void Scalar_Ema_IsFiniteAfterWarmup()
{
using var ema = new Ema(3);
double last = double.NaN;
for (var i = 1; i <= 10; i++)
{
last = ema.Update(i);
}
Assert.True(double.IsFinite(last));
Assert.InRange(last, 1.0, 10.0);
}
[Fact]
public void Query_WarmupPeriodAndIsReady()
{
using var sma = new Sma(3);
Assert.Equal(3, sma.WarmupPeriod());
Assert.False(sma.IsReady());
sma.Update(1.0);
sma.Update(2.0);
Assert.False(sma.IsReady());
sma.Update(3.0);
Assert.True(sma.IsReady());
sma.Reset();
Assert.False(sma.IsReady());
}
[Fact]
public void Candle_Atr_IsFinitePositive()
{
using var atr = new Atr(3);
double last = double.NaN;
for (var i = 0; i < 20; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
last = atr.Update(o, h, l, c, v, ts);
}
Assert.True(double.IsFinite(last));
Assert.True(last > 0.0);
}
[Fact]
public void Pairwise_Beta_IsFinite()
{
using var beta = new Beta(5);
double last = double.NaN;
for (var i = 0; i < 30; i++)
{
var market = 100.0 + 10.0 * Math.Sin(i * 0.5);
var asset = 50.0 + 6.0 * Math.Sin(i * 0.5 + 0.2);
last = beta.Update(market, asset);
}
Assert.True(double.IsFinite(last));
}
[Fact]
public void MultiOutput_Adx_ReturnsFiniteStruct()
{
using var adx = new Adx(5);
AdxOutput? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = adx.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.True(double.IsFinite(result!.Value.Adx));
Assert.True(double.IsFinite(result.Value.PlusDi));
Assert.True(double.IsFinite(result.Value.MinusDi));
}
[Fact]
public void Bars_DollarBars_EmitsBars()
{
using var bars = new DollarBars(5_000.0);
var total = 0;
for (var i = 0; i < 200; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
total += bars.Update(o, h, l, c, v, ts).Length;
}
Assert.True(total > 0);
}
[Fact]
public void Profile_VolumeProfile_ReturnsValues()
{
using var profile = new VolumeProfile(20, 8);
VolumeProfileOutputScalars? result = null;
for (var i = 0; i < 60; i++)
{
var (o, h, l, c, v, ts) = Candle(i);
result = profile.Update(o, h, l, c, v, ts);
}
Assert.NotNull(result);
Assert.NotNull(result!.Value.Values);
Assert.True(result.Value.PriceLow <= result.Value.PriceHigh);
}
[Fact]
public void ProfileValues_DayOfWeekProfile_NoCrash()
{
using var profile = new DayOfWeekProfile(0);
double[]? result = null;
for (var i = 0; i < 60; i++)
{
var close = 100.0 + 5.0 * Math.Sin(i * 0.2);
// one day apart so the day-of-week buckets fill
result = profile.Update(close, close + 1, close - 1, close, 1_000.0, i * 86_400_000L);
}
if (result is not null)
{
Assert.All(result, v => Assert.True(double.IsFinite(v)));
}
}
[Fact]
public void ArrayInput_DepthSlope_IsFinite()
{
using var slope = new DepthSlope();
ReadOnlySpan<double> bidPrice = stackalloc double[] { 99.0, 98.0, 97.0 };
ReadOnlySpan<double> bidSize = stackalloc double[] { 10.0, 20.0, 30.0 };
ReadOnlySpan<double> askPrice = stackalloc double[] { 101.0, 102.0, 103.0 };
ReadOnlySpan<double> askSize = stackalloc double[] { 12.0, 22.0, 32.0 };
var result = slope.Update(bidPrice, bidSize, askPrice, askSize);
Assert.True(double.IsFinite(result));
}
}
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using System.Globalization;
using System.Runtime.CompilerServices;
using Wickra;
using Xunit;
namespace Wickra.Tests;
/// <summary>
/// Golden-fixture parity: replay the shared <c>testdata/golden</c> input series
/// through the C# FFI and assert every value matches the Rust reference output.
/// Where the archetype tests only check finiteness, this pins exact values, so a
/// wiring bug (swapped parameter, wrong multi-output field) is caught.
/// Fixtures are generated by <c>cargo run -p wickra-examples --bin gen_golden</c>.
/// </summary>
public class GoldenTests
{
private const double Tol = 1e-6;
private static string GoldenDir([CallerFilePath] string file = "") =>
Path.GetFullPath(Path.Combine(Path.GetDirectoryName(file)!, "..", "..", "..", "testdata", "golden"));
private static List<string[]> ReadCsv(string name)
{
var path = Path.Combine(GoldenDir(), name + ".csv");
return File.ReadAllLines(path)
.Skip(1) // header
.Where(l => l.Length > 0)
.Select(l => l.Split(','))
.ToList();
}
private static double[][] Input()
{
return ReadCsv("input")
.Select(r => r.Select(c => double.Parse(c, CultureInfo.InvariantCulture)).ToArray())
.ToArray();
}
private static double Cell(string s) =>
s == "nan" ? double.NaN : double.Parse(s, CultureInfo.InvariantCulture);
private static void AssertClose(double got, double want, int row, string field)
{
if (double.IsNaN(want))
{
Assert.True(double.IsNaN(got), $"row {row} {field}: expected warmup/NaN, got {got}");
return;
}
var tol = Tol * Math.Max(1.0, Math.Abs(want));
Assert.True(Math.Abs(got - want) <= tol, $"row {row} {field}: got {got}, want {want}");
}
// --- scalar (close-driven) ------------------------------------------------
[Theory]
[InlineData("sma")]
[InlineData("ema")]
[InlineData("rsi")]
public void Scalar_MatchesGolden(string name)
{
var input = Input();
var expected = ReadCsv(name);
using var ind = (IDisposable)(name switch
{
"sma" => new Sma(14),
"ema" => new Ema(14),
"rsi" => new Rsi(14),
_ => throw new ArgumentOutOfRangeException(nameof(name)),
});
for (var i = 0; i < input.Length; i++)
{
var close = input[i][3];
double got = ind switch
{
Sma s => s.Update(close),
Ema e => e.Update(close),
Rsi r => r.Update(close),
_ => double.NaN,
};
AssertClose(got, Cell(expected[i][0]), i, name);
}
}
// --- candle, single output ------------------------------------------------
[Fact]
public void Candle_Atr_MatchesGolden()
{
var input = Input();
var expected = ReadCsv("atr");
using var atr = new Atr(14);
for (var i = 0; i < input.Length; i++)
{
var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]);
AssertClose(atr.Update(o, h, l, c, v, i), Cell(expected[i][0]), i, "atr");
}
}
// --- pairwise -------------------------------------------------------------
[Fact]
public void Pairwise_Beta_MatchesGolden()
{
var input = Input();
var expected = ReadCsv("beta");
using var beta = new Beta(20);
for (var i = 0; i < input.Length; i++)
{
// generator fed (close, open)
AssertClose(beta.Update(input[i][3], input[i][0]), Cell(expected[i][0]), i, "beta");
}
}
// --- scalar multi-output: MACD -------------------------------------------
[Fact]
public void MultiOutput_Macd_MatchesGolden()
{
var input = Input();
var expected = ReadCsv("macd");
using var macd = new MacdIndicator(12, 26, 9);
for (var i = 0; i < input.Length; i++)
{
MacdOutput? got = macd.Update(input[i][3]);
var e = expected[i];
if (e[0] == "nan")
{
Assert.Null(got);
continue;
}
Assert.NotNull(got);
AssertClose(got!.Value.Macd, Cell(e[0]), i, "macd.macd");
AssertClose(got.Value.Signal, Cell(e[1]), i, "macd.signal");
AssertClose(got.Value.Histogram, Cell(e[2]), i, "macd.histogram");
}
}
// --- candle multi-output: ADX --------------------------------------------
[Fact]
public void MultiOutput_Adx_MatchesGolden()
{
var input = Input();
var expected = ReadCsv("adx");
using var adx = new Adx(14);
for (var i = 0; i < input.Length; i++)
{
var (o, h, l, c, v) = (input[i][0], input[i][1], input[i][2], input[i][3], input[i][4]);
AdxOutput? got = adx.Update(o, h, l, c, v, i);
var e = expected[i];
if (e[0] == "nan")
{
Assert.Null(got);
continue;
}
Assert.NotNull(got);
AssertClose(got!.Value.PlusDi, Cell(e[0]), i, "adx.plus_di");
AssertClose(got.Value.MinusDi, Cell(e[1]), i, "adx.minus_di");
AssertClose(got.Value.Adx, Cell(e[2]), i, "adx.adx");
}
}
}
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using Wickra;
using Xunit;
namespace Wickra.Tests;
public class SmaTests
{
[Fact]
public void StreamingMatchesReference()
{
using var sma = new Sma(3);
Assert.True(double.IsNaN(sma.Update(1)));
Assert.True(double.IsNaN(sma.Update(2)));
Assert.Equal(2.0, sma.Update(3), 9);
Assert.Equal(3.0, sma.Update(4), 9);
Assert.Equal(4.0, sma.Update(5), 9);
}
[Fact]
public void BatchMatchesStreaming()
{
using var sma = new Sma(3);
var output = sma.Batch(new double[] { 1, 2, 3, 4, 5 });
Assert.True(double.IsNaN(output[0]));
Assert.True(double.IsNaN(output[1]));
Assert.Equal(2.0, output[2], 9);
Assert.Equal(3.0, output[3], 9);
Assert.Equal(4.0, output[4], 9);
}
[Fact]
public void ResetClearsState()
{
using var sma = new Sma(3);
sma.Update(1);
sma.Update(2);
sma.Update(3);
sma.Reset();
Assert.True(double.IsNaN(sma.Update(10)));
}
[Fact]
public void ZeroPeriodThrows()
{
// Zero is rejected by the native constructor (returns NULL) -> ArgumentException;
// a negative period is caught earlier by the wrapper guard.
Assert.Throws<ArgumentException>(() => new Sma(0));
Assert.Throws<ArgumentOutOfRangeException>(() => new Sma(-1));
}
}
@@ -0,0 +1,21 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<IsPackable>false</IsPackable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.11.1" />
<PackageReference Include="xunit" Version="2.9.2" />
<PackageReference Include="xunit.runner.visualstudio" Version="2.8.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Wickra\Wickra.csproj" />
</ItemGroup>
</Project>
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<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<RootNamespace>Wickra</RootNamespace>
<AssemblyName>Wickra</AssemblyName>
<!-- NuGet package metadata -->
<PackageId>Wickra</PackageId>
<Version>0.9.1</Version>
<Authors>kingchenc</Authors>
<Description>High-performance streaming technical-analysis indicators (514 indicators) for .NET, backed by the native Rust core via the Wickra C ABI.</Description>
<PackageLicenseExpression>MIT OR Apache-2.0</PackageLicenseExpression>
<PackageProjectUrl>https://github.com/wickra-lib/wickra</PackageProjectUrl>
<RepositoryUrl>https://github.com/wickra-lib/wickra</RepositoryUrl>
<RepositoryType>git</RepositoryType>
<PackageTags>technical-analysis;indicators;trading;finance;streaming;ffi;native</PackageTags>
<PackageReadmeFile>README.md</PackageReadmeFile>
<PackageIcon>icon.png</PackageIcon>
<IncludeSymbols>true</IncludeSymbols>
<SymbolPackageFormat>snupkg</SymbolPackageFormat>
<GenerateDocumentationFile>true</GenerateDocumentationFile>
<!-- A managed package carrying per-RID native assets; not built per-RID itself. -->
<IncludeBuildOutput>true</IncludeBuildOutput>
<!-- NU5128: managed package carrying only per-RID native assets.
CS1591: generated members are self-descriptive; hand-written API is documented. -->
<NoWarn>$(NoWarn);NU5128;CS1591</NoWarn>
</PropertyGroup>
<!--
Supported native runtime identifiers. The release pipeline builds the C ABI
per target triple and stages the libraries under
Wickra/runtimes/<rid>/native/ before `dotnet pack`:
win-x64 win-arm64 linux-x64 linux-arm64 osx-x64 osx-arm64
-->
<PropertyGroup>
<WickraRuntimeIdentifiers>win-x64;win-arm64;linux-x64;linux-arm64;osx-x64;osx-arm64</WickraRuntimeIdentifiers>
</PropertyGroup>
<ItemGroup>
<None Include="..\README.md" Pack="true" PackagePath="\" />
<None Include="..\icon.png" Pack="true" PackagePath="\" />
</ItemGroup>
<!--
Native libraries are packed under runtimes/<rid>/native/ by the release pipeline,
which unpacks the wickra-c-<triple>.tar.gz assets into the matching RID folders.
For local development and tests the natives are resolved from the cargo target dir
via WickraNative's DllImportResolver.
-->
<ItemGroup>
<None Include="runtimes/**/native/*" Pack="true" PackagePath="runtimes" Condition="Exists('runtimes')" />
</ItemGroup>
</Project>
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using Microsoft.Win32.SafeHandles;
namespace Wickra;
/// <summary>
/// Owns an opaque native indicator handle and releases it via the indicator's
/// <c>_free</c> function. One generic handle type backs every indicator; the
/// correct free routine is captured at construction time.
/// </summary>
internal sealed class WickraHandle : SafeHandleZeroOrMinusOneIsInvalid
{
private readonly Action<nint> _free;
internal WickraHandle(nint handle, Action<nint> free)
: base(ownsHandle: true)
{
_free = free;
SetHandle(handle);
}
protected override bool ReleaseHandle()
{
_free(handle);
return true;
}
}
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using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace Wickra;
/// <summary>
/// Native library resolution for the Wickra C ABI.
/// </summary>
/// <remarks>
/// When consumed as a NuGet package the native library ships under
/// <c>runtimes/&lt;rid&gt;/native/</c> and the default runtime resolver finds it
/// automatically. For local development (project reference against a cargo build)
/// the resolver additionally walks up the directory tree to locate
/// <c>target/release</c> or <c>target/debug</c>. Every candidate is validated to
/// actually export the Wickra ABI before it is accepted, so an unrelated library
/// of the same name cannot shadow the real one.
/// </remarks>
internal static class WickraNative
{
/// <summary>The library name passed to <c>[LibraryImport]</c>.</summary>
internal const string LibraryName = "wickra";
// Any exported symbol works as a fingerprint; sma_new exists in every build.
private const string SentinelSymbol = "wickra_sma_new";
[ModuleInitializer]
internal static void Register()
{
NativeLibrary.SetDllImportResolver(typeof(WickraNative).Assembly, Resolve);
}
private static nint Resolve(string libraryName, System.Reflection.Assembly assembly, DllImportSearchPath? searchPath)
{
if (libraryName != LibraryName)
{
return nint.Zero;
}
// 1. Default resolution (NuGet runtimes/ layout, app-local copies). Accept
// only if it is genuinely the Wickra ABI; otherwise discard and fall through.
if (NativeLibrary.TryLoad(libraryName, assembly, searchPath, out var handle))
{
if (Exports(handle))
{
return handle;
}
NativeLibrary.Free(handle);
}
// 2. Development fallback: locate the cargo build output.
var fileName = NativeFileName();
var dir = AppContext.BaseDirectory;
for (var i = 0; i < 16 && dir is not null; i++)
{
foreach (var profile in new[] { "release", "debug" })
{
var candidate = Path.Combine(dir, "target", profile, fileName);
if (File.Exists(candidate) && NativeLibrary.TryLoad(candidate, out var devHandle))
{
if (Exports(devHandle))
{
return devHandle;
}
NativeLibrary.Free(devHandle);
}
}
dir = Path.GetDirectoryName(dir.TrimEnd(Path.DirectorySeparatorChar, Path.AltDirectorySeparatorChar));
}
return nint.Zero;
}
private static bool Exports(nint handle) => NativeLibrary.TryGetExport(handle, SentinelSymbol, out _);
private static string NativeFileName()
{
if (OperatingSystem.IsWindows())
{
return "wickra.dll";
}
return OperatingSystem.IsMacOS() ? "libwickra.dylib" : "libwickra.so";
}
}
@@ -0,0 +1,21 @@
<Project Sdk="Microsoft.NET.Sdk">
<!-- Standalone throughput benchmark for the Wickra C# binding.
See Program.cs for run instructions. Requires the C ABI library; the
binding's dev DllImportResolver falls back to target/release. -->
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<LangVersion>latest</LangVersion>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<IsPackable>false</IsPackable>
<AssemblyName>Wickra.Benchmarks</AssemblyName>
<RootNamespace>Wickra.Benchmarks</RootNamespace>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\Wickra\Wickra.csproj" />
</ItemGroup>
</Project>
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// Throughput benchmark for the Wickra C# binding.
//
// Measures how many indicator updates per second the binding sustains, both
// per-tick (streaming Update) and bulk (Batch), over a synthetic OHLCV series.
// It is the C# counterpart of the Node throughput.js and the Rust criterion
// benches: it benchmarks Wickra's own O(1) streaming engine across the
// managed<->C-ABI boundary (there is no comparable streaming TA library on
// NuGet to compare against), so the headline number is raw per-binding
// throughput / FFI overhead, not a cross-library ratio.
//
// Three indicators are timed, chosen by FFI call-signature archetype rather
// than algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
// (1-in -> multi-out). Streaming is timed for all three; batch only for the
// single-output SMA and ATR (multi-output batch is not exposed uniformly).
//
// cargo build -p wickra-c --release
// dotnet run -c Release --project bindings/csharp/benchmarks # 200k bars
// dotnet run -c Release --project bindings/csharp/benchmarks -- --bars 1000000
using System.Diagnostics;
using System.Globalization;
using Wickra;
// Deterministic, locale-independent number formatting for the report.
CultureInfo.CurrentCulture = CultureInfo.InvariantCulture;
int bars = 200_000;
for (int i = 0; i < args.Length - 1; i++)
{
if (args[i] == "--bars" && int.TryParse(args[i + 1], out var n) && n >= 1000)
{
bars = n;
}
}
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
var open = new double[bars];
var high = new double[bars];
var low = new double[bars];
var close = new double[bars];
var volume = new double[bars];
var timestamp = new long[bars];
for (int i = 0; i < bars; i++)
{
double mid = 100 + Math.Sin(i * 0.001) * 20 + i * 1e-4;
double c = mid + Math.Sin(i * 0.05) * 2;
close[i] = c;
open[i] = mid;
high[i] = Math.Max(c, mid) + 1.5;
low[i] = Math.Min(c, mid) - 1.5;
volume[i] = 1000 + (i % 97) * 13;
timestamp[i] = i;
}
double Mups(double ns) => bars / (ns / 1e9) / 1e6;
// Median elapsed-ns over a few repetitions, after one warmup pass.
double TimeNs(Action fn, int reps = 3)
{
fn(); // warmup (JIT + cache)
var samples = new double[reps];
for (int r = 0; r < reps; r++)
{
long t0 = Stopwatch.GetTimestamp();
fn();
samples[r] = (Stopwatch.GetTimestamp() - t0) * (1e9 / Stopwatch.Frequency);
}
Array.Sort(samples);
return samples[reps / 2];
}
// SMA (scalar 1-in/1-out), ATR (multi-in/1-out), MACD (1-in/multi-out).
var indicators = new (string Name, Action Stream, Action? Batch)[]
{
("SMA(20)",
() => { using var ind = new Sma(20); for (int i = 0; i < bars; i++) ind.Update(close[i]); },
() => { using var ind = new Sma(20); ind.Batch(close); }),
("ATR(14)",
() => { using var ind = new Atr(14); for (int i = 0; i < bars; i++) ind.Update(open[i], high[i], low[i], close[i], volume[i], timestamp[i]); },
() => { using var ind = new Atr(14); ind.Batch(open, high, low, close, volume, timestamp); }),
("MACD(12,26,9)",
() => { using var ind = new MacdIndicator(12, 26, 9); for (int i = 0; i < bars; i++) ind.Update(close[i]); },
null), // multi-output: streaming only
};
Console.WriteLine($"Wickra C# throughput - {bars:N0} bars (median of 3 runs)\n");
Console.WriteLine($"{"Indicator",-22}{"streaming (Mupd/s)",20}{"batch (Mupd/s)",18}");
Console.WriteLine(new string('-', 60));
foreach (var (name, stream, batch) in indicators)
{
string streamMups = Mups(TimeNs(stream)).ToString("F1");
string batchMups = batch is null ? "-" : Mups(TimeNs(batch)).ToString("F1");
Console.WriteLine($"{name,-22}{streamMups,20}{batchMups,18}");
}
Console.WriteLine(
"\nMupd/s = million indicator updates per second. Streaming is the per-tick\n" +
"Update path crossing the managed<->C-ABI boundary once per value; batch is\n" +
"the bulk array path (one boundary crossing). Higher is better. Numbers are\n" +
"machine-dependent - use them for relative comparison, not as a speed claim.");
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# Wickra — Go
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
[![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
[![Go module](https://raw.githubusercontent.com/wickra-lib/.github/main/profile/badges/go.svg)](https://pkg.go.dev/github.com/wickra-lib/wickra/bindings/go)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for Go, over the Wickra C ABI hub via cgo.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and
any other C-capable language. Every indicator is an O(1) streaming state machine,
so live trading bots and historical backtests share the exact same
implementation. This package is the Go binding; it consumes the C ABI hub through
cgo and exposes all 514 streaming-first indicators as idiomatic types.
## Install
Use the published **`wickra-go`** module, which bundles the prebuilt C ABI
library for every platform, so `go get` + `go build` works with no extra steps
(a C compiler is still required, as the binding uses cgo):
```bash
go get github.com/wickra-lib/wickra-go
```
```go
import wickra "github.com/wickra-lib/wickra-go"
```
`wickra-go` is generated from this directory by the release pipeline: it mirrors
the Go sources, the vendored C ABI header (`include/wickra.h`) and the prebuilt
libraries under `lib/<goos>_<goarch>/`. On Linux/macOS the library path is baked
in via rpath; on Windows the DLL must be discoverable at run time (next to the
executable or on `PATH`).
### Building from this repository (contributors)
This `bindings/go` directory is the development source. To build it directly,
compile the C ABI and stage the library into the per-platform directory cgo
links against:
```bash
cargo build -p wickra-c --release
mkdir -p bindings/go/lib/linux_amd64 # match your GOOS_GOARCH
cp target/release/libwickra.so bindings/go/lib/linux_amd64/ # Linux
cp target/release/libwickra.dylib bindings/go/lib/darwin_arm64/ # macOS (arm64)
cp target/release/wickra.dll bindings/go/lib/windows_amd64/ # Windows
```
## Quick start
```go
package main
import (
"fmt"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
// Batch: run an indicator over a whole series (NaN at warmup positions).
prices := make([]float64, 1000)
for i := range prices {
prices[i] = 100.0 + float64(i)*0.1
}
sma, _ := wickra.NewSma(20)
defer sma.Close()
values := sma.Batch(prices)
// Streaming: the same indicator, fed tick by tick in O(1).
rsi, _ := wickra.NewRsi(14)
defer rsi.Close()
for _, price := range prices {
value := rsi.Update(price) // NaN during warmup, no recomputation
if value > 70 {
fmt.Println("overbought")
}
}
_ = values
}
```
`Batch(prices)` and feeding the same prices through `Update()` produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return `(Output, bool)`, with `false` while warming up.
Every indicator owns a native handle freed by `Close()`; a finalizer is wired as
a backstop, but call `Close()` (e.g. with `defer`) to release memory promptly.
## Benchmark
`benchmarks/throughput.go` reports streaming and batch updates-per-second for
`SMA`, `ATR` and `MACD`. It measures this binding's FFI overhead, not a
cross-library ratio (the same Rust core runs under every binding) — see the
repository [BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
```bash
cd benchmarks && go run .
```
## Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the
main repository and documentation site:
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
- **Runnable examples:** [`examples/go/`](https://github.com/wickra-lib/wickra/tree/main/examples/go)
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
## Security
Found a security issue? **Please don't open a public issue.** Report it privately
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
**support@wickra.org** with a subject line starting `[wickra security]`. Full
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
## Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are
deterministic transforms of the input data — they are not financial advice and
do not predict the market. Any use in a live trading context is at your own risk.
The library is provided **as is**, without warranty of any kind.
## License
Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
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// Throughput benchmark for the Wickra Go bindings.
//
// Measures how many indicator updates per second the cgo binding sustains,
// both per-tick (streaming Update) and bulk (Batch), over a synthetic OHLCV
// series. It is the Go counterpart of the Node throughput.js and the Rust
// criterion benches: it benchmarks Wickra's own O(1) streaming engine across
// the Go<->C-ABI boundary (there is no comparable streaming TA library to
// compare against), so the headline number is raw per-binding throughput /
// FFI overhead, not a cross-library ratio.
//
// Three indicators are timed, chosen by FFI call-signature archetype rather
// than algorithm: SMA (1-in -> 1-out), ATR (multi-in -> 1-out), and MACD
// (1-in -> multi-out). Streaming is timed for all three; batch only for the
// single-output SMA and ATR (multi-output batch is not exposed uniformly).
//
// Provision the C ABI library first (see bindings/go/README.md), then run:
//
// cd bindings/go/benchmarks
// go run . # 200k bars (default)
// go run . -bars 1000000
package main
import (
"flag"
"fmt"
"math"
"sort"
"time"
wickra "github.com/wickra-lib/wickra/bindings/go"
)
func main() {
bars := flag.Int("bars", 200_000, "number of synthetic bars to feed")
flag.Parse()
n := *bars
if n < 1000 {
fmt.Println("-bars must be >= 1000")
return
}
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
open := make([]float64, n)
high := make([]float64, n)
low := make([]float64, n)
closeP := make([]float64, n)
volume := make([]float64, n)
timestamp := make([]int64, n)
for i := 0; i < n; i++ {
mid := 100 + math.Sin(float64(i)*0.001)*20 + float64(i)*1e-4
c := mid + math.Sin(float64(i)*0.05)*2
closeP[i] = c
open[i] = mid
high[i] = math.Max(c, mid) + 1.5
low[i] = math.Min(c, mid) - 1.5
volume[i] = 1000 + float64(i%97)*13
timestamp[i] = int64(i)
}
mups := func(d time.Duration) float64 {
return float64(n) / d.Seconds() / 1e6
}
// Median elapsed over a few repetitions, after one warmup pass.
timeFn := func(fn func()) time.Duration {
fn() // warmup
const reps = 3
samples := make([]time.Duration, reps)
for r := 0; r < reps; r++ {
t0 := time.Now()
fn()
samples[r] = time.Since(t0)
}
sort.Slice(samples, func(a, b int) bool { return samples[a] < samples[b] })
return samples[reps/2]
}
type indicator struct {
name string
stream func()
batch func() // nil -> streaming only
}
indicators := []indicator{
{
name: "SMA(20)",
stream: func() {
ind, _ := wickra.NewSma(20)
for i := 0; i < n; i++ {
ind.Update(closeP[i])
}
ind.Close()
},
batch: func() {
ind, _ := wickra.NewSma(20)
ind.Batch(closeP)
ind.Close()
},
},
{
name: "ATR(14)",
stream: func() {
ind, _ := wickra.NewAtr(14)
for i := 0; i < n; i++ {
ind.Update(open[i], high[i], low[i], closeP[i], volume[i], timestamp[i])
}
ind.Close()
},
batch: func() {
ind, _ := wickra.NewAtr(14)
ind.Batch(open, high, low, closeP, volume, timestamp)
ind.Close()
},
},
{
name: "MACD(12,26,9)",
stream: func() {
ind, _ := wickra.NewMacdIndicator(12, 26, 9)
for i := 0; i < n; i++ {
ind.Update(closeP[i])
}
ind.Close()
},
batch: nil, // multi-output: streaming only
},
}
fmt.Printf("Wickra Go throughput - %d bars (median of 3 runs)\n\n", n)
fmt.Printf("%-22s%20s%18s\n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)")
fmt.Println("------------------------------------------------------------")
for _, ind := range indicators {
streamMups := fmt.Sprintf("%.1f", mups(timeFn(ind.stream)))
batchMups := "-"
if ind.batch != nil {
batchMups = fmt.Sprintf("%.1f", mups(timeFn(ind.batch)))
}
fmt.Printf("%-22s%20s%18s\n", ind.name, streamMups, batchMups)
}
fmt.Print("\nMupd/s = million indicator updates per second. Streaming is the per-tick\n",
"Update path crossing the Go<->C-ABI boundary once per value; batch is the\n",
"bulk slice path (one boundary crossing). Higher is better. Numbers are\n",
"machine-dependent - use them for relative comparison, not as a speed claim.\n")
}
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module github.com/wickra-lib/wickra/bindings/go
go 1.23
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package wickra
import (
"bufio"
"math"
"os"
"strconv"
"strings"
"testing"
)
// Golden-fixture parity: replay the shared testdata/golden input series through
// the Go FFI and assert every value matches the Rust reference output. Where the
// archetype test only checks finiteness, this pins exact values, catching wiring
// bugs (swapped params, wrong multi-output field). Fixtures are generated by
// `cargo run -p wickra-examples --bin gen_golden`.
const goldenTol = 1e-6
func readGolden(t *testing.T, name string) [][]string {
t.Helper()
f, err := os.Open("../../testdata/golden/" + name + ".csv")
if err != nil {
t.Fatalf("open %s: %v", name, err)
}
defer f.Close()
var rows [][]string
sc := bufio.NewScanner(f)
first := true
for sc.Scan() {
line := sc.Text()
if first {
first = false
continue
}
if line == "" {
continue
}
rows = append(rows, strings.Split(line, ","))
}
return rows
}
func goldenCell(s string) float64 {
if s == "nan" {
return math.NaN()
}
v, _ := strconv.ParseFloat(s, 64)
return v
}
func goldenInput(t *testing.T) [][]float64 {
rows := readGolden(t, "input")
out := make([][]float64, len(rows))
for i, r := range rows {
vals := make([]float64, len(r))
for j, c := range r {
vals[j] = goldenCell(c)
}
out[i] = vals
}
return out
}
func assertGoldenClose(t *testing.T, got, want float64, row int, field string) {
t.Helper()
if math.IsNaN(want) {
if !math.IsNaN(got) {
t.Errorf("row %d %s: expected warmup/NaN, got %v", row, field, got)
}
return
}
tol := goldenTol * math.Max(1.0, math.Abs(want))
if math.Abs(got-want) > tol {
t.Errorf("row %d %s: got %v want %v", row, field, got, want)
}
}
func TestGoldenScalar(t *testing.T) {
input := goldenInput(t)
sma, err := NewSma(14)
if err != nil {
t.Fatal(err)
}
defer sma.Close()
ema, err := NewEma(14)
if err != nil {
t.Fatal(err)
}
defer ema.Close()
rsi, err := NewRsi(14)
if err != nil {
t.Fatal(err)
}
defer rsi.Close()
cases := []struct {
name string
upd func(close float64) float64
}{
{"sma", sma.Update},
{"ema", ema.Update},
{"rsi", rsi.Update},
}
for _, tc := range cases {
exp := readGolden(t, tc.name)
for i := range input {
assertGoldenClose(t, tc.upd(input[i][3]), goldenCell(exp[i][0]), i, tc.name)
}
}
}
func TestGoldenAtr(t *testing.T) {
input := goldenInput(t)
exp := readGolden(t, "atr")
atr, err := NewAtr(14)
if err != nil {
t.Fatal(err)
}
defer atr.Close()
for i := range input {
got := atr.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
assertGoldenClose(t, got, goldenCell(exp[i][0]), i, "atr")
}
}
func TestGoldenBeta(t *testing.T) {
input := goldenInput(t)
exp := readGolden(t, "beta")
beta, err := NewBeta(20)
if err != nil {
t.Fatal(err)
}
defer beta.Close()
for i := range input {
// generator fed (close, open)
assertGoldenClose(t, beta.Update(input[i][3], input[i][0]), goldenCell(exp[i][0]), i, "beta")
}
}
func TestGoldenMacd(t *testing.T) {
input := goldenInput(t)
exp := readGolden(t, "macd")
macd, err := NewMacdIndicator(12, 26, 9)
if err != nil {
t.Fatal(err)
}
defer macd.Close()
for i := range input {
out, ok := macd.Update(input[i][3])
if exp[i][0] == "nan" {
if ok {
t.Errorf("row %d macd: expected warmup, got %+v", i, out)
}
continue
}
if !ok {
t.Errorf("row %d macd: expected value, got warmup", i)
continue
}
assertGoldenClose(t, out.Macd, goldenCell(exp[i][0]), i, "macd.macd")
assertGoldenClose(t, out.Signal, goldenCell(exp[i][1]), i, "macd.signal")
assertGoldenClose(t, out.Histogram, goldenCell(exp[i][2]), i, "macd.histogram")
}
}
func TestGoldenAdx(t *testing.T) {
input := goldenInput(t)
exp := readGolden(t, "adx")
adx, err := NewAdx(14)
if err != nil {
t.Fatal(err)
}
defer adx.Close()
for i := range input {
out, ok := adx.Update(input[i][0], input[i][1], input[i][2], input[i][3], input[i][4], int64(i))
if exp[i][0] == "nan" {
if ok {
t.Errorf("row %d adx: expected warmup, got %+v", i, out)
}
continue
}
if !ok {
t.Errorf("row %d adx: expected value, got warmup", i)
continue
}
assertGoldenClose(t, out.PlusDi, goldenCell(exp[i][0]), i, "adx.plus_di")
assertGoldenClose(t, out.MinusDi, goldenCell(exp[i][1]), i, "adx.minus_di")
assertGoldenClose(t, out.Adx, goldenCell(exp[i][2]), i, "adx.adx")
}
}
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# Prebuilt Wickra C ABI libraries are provisioned locally / in CI, not committed.
*.so
*.dylib
*.dll
*.a
*.lib
*.exp
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// Package wickra provides idiomatic Go bindings for the Wickra
// technical-analysis library over its C ABI hub.
//
// Each indicator is an opaque-handle type with a New<Indicator> constructor and
// Update/Batch/Reset/Close methods. Handles are freed by Close and, as a
// backstop, by a finalizer; call Close explicitly to release native memory
// promptly. The binding links against the prebuilt Wickra C ABI library, staged
// per platform under ./lib/<goos>_<goarch>/, with the C ABI header vendored
// under ./include. For distribution the libraries are committed alongside the
// source in the wickra-go module, so `go get` + `go build` works with no extra
// steps — see the package README.
package wickra
/*
#cgo CFLAGS: -I${SRCDIR}/include
#cgo linux,amd64 LDFLAGS: -L${SRCDIR}/lib/linux_amd64 -lwickra -Wl,-rpath,${SRCDIR}/lib/linux_amd64
#cgo linux,arm64 LDFLAGS: -L${SRCDIR}/lib/linux_arm64 -lwickra -Wl,-rpath,${SRCDIR}/lib/linux_arm64
#cgo darwin,amd64 LDFLAGS: -L${SRCDIR}/lib/darwin_amd64 -lwickra -Wl,-rpath,${SRCDIR}/lib/darwin_amd64
#cgo darwin,arm64 LDFLAGS: -L${SRCDIR}/lib/darwin_arm64 -lwickra -Wl,-rpath,${SRCDIR}/lib/darwin_arm64
#cgo windows,amd64 LDFLAGS: -L${SRCDIR}/lib/windows_amd64 -l:wickra.dll
#cgo windows,arm64 LDFLAGS: -L${SRCDIR}/lib/windows_arm64 -l:wickra.dll
#include "wickra.h"
*/
import "C"
import "errors"
// ErrInvalidParams is returned by a New<Indicator> constructor when the native
// constructor rejects the supplied parameters (for example a zero period).
var ErrInvalidParams = errors.New("wickra: invalid indicator parameters")
+179
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package wickra
import (
"math"
"testing"
)
// One indicator per FFI archetype, exercising the full New/Update/Batch/Reset/
// Close surface against the real native library.
func TestScalarKnownValue(t *testing.T) {
s, err := NewSma(3)
if err != nil {
t.Fatalf("NewSma: %v", err)
}
defer s.Close()
var last float64
for _, v := range []float64{1, 2, 3, 4, 5} {
last = s.Update(v)
}
if math.Abs(last-4.0) > 1e-9 {
t.Fatalf("sma(3) last = %v, want 4.0", last)
}
}
func TestWarmupPeriodAndIsReady(t *testing.T) {
s, err := NewSma(3)
if err != nil {
t.Fatalf("NewSma: %v", err)
}
defer s.Close()
if got := s.WarmupPeriod(); got != 3 {
t.Fatalf("sma(3) WarmupPeriod = %d, want 3", got)
}
if s.IsReady() {
t.Fatal("sma is ready before any update")
}
s.Update(1)
s.Update(2)
if s.IsReady() {
t.Fatal("sma is ready mid-warmup")
}
s.Update(3)
if !s.IsReady() {
t.Fatal("sma is not ready after the warmup period")
}
s.Reset()
if s.IsReady() {
t.Fatal("sma is ready after reset")
}
}
func TestScalarBatchMatchesStreaming(t *testing.T) {
input := []float64{1, 2, 3, 4, 5, 6, 7, 8}
stream, _ := NewSma(3)
defer stream.Close()
want := make([]float64, len(input))
for i, v := range input {
want[i] = stream.Update(v)
}
batchInd, _ := NewSma(3)
defer batchInd.Close()
got := batchInd.Batch(input)
if len(got) != len(want) {
t.Fatalf("batch len = %d, want %d", len(got), len(want))
}
for i := range want {
if math.IsNaN(want[i]) && math.IsNaN(got[i]) {
continue
}
if math.Abs(got[i]-want[i]) > 1e-9 {
t.Fatalf("batch[%d] = %v, streaming = %v", i, got[i], want[i])
}
}
}
func TestMultiOutput(t *testing.T) {
m, err := NewMacdIndicator(3, 6, 3)
if err != nil {
t.Fatalf("NewMacdIndicator: %v", err)
}
defer m.Close()
var ok bool
var out MacdOutput
for i := 0; i < 30; i++ {
out, ok = m.Update(100 + float64(i))
}
if !ok {
t.Fatal("macd never produced a value after warmup")
}
if math.IsNaN(out.Macd) {
t.Fatal("macd value is NaN after warmup")
}
}
func TestBars(t *testing.T) {
rb, err := NewRangeBars(2.0)
if err != nil {
t.Fatalf("NewRangeBars: %v", err)
}
defer rb.Close()
total := 0
for _, p := range []float64{100, 101, 103, 104, 99, 96, 102, 108, 95, 110} {
bars := rb.Update(p, p, p, p, 1, 0)
total += len(bars)
}
if total == 0 {
t.Fatal("range bars produced no bars over a 15-point move")
}
}
func TestProfile(t *testing.T) {
vp, err := NewVolumeProfile(10, 24)
if err != nil {
t.Fatalf("NewVolumeProfile: %v", err)
}
defer vp.Close()
var ok bool
var snap VolumeProfileOutputScalars
for i := 0; i < 50; i++ {
price := 100 + 5*math.Sin(float64(i)*0.3)
snap, ok = vp.Update(price, price+1, price-1, price, 1000, int64(i))
}
if !ok {
t.Fatal("volume profile never produced a snapshot")
}
if len(snap.Values) == 0 {
t.Fatal("volume profile returned an empty values buffer")
}
}
func TestArrayInput(t *testing.T) {
ob, err := NewOrderBookImbalanceFull()
if err != nil {
t.Fatalf("NewOrderBookImbalanceFull: %v", err)
}
defer ob.Close()
bidPrice := []float64{99.9, 99.8, 99.7}
bidSize := []float64{5, 3, 2}
askPrice := []float64{100.1, 100.2, 100.3}
askSize := []float64{1, 1, 1}
v := ob.Update(bidPrice, bidSize, askPrice, askSize)
if math.IsNaN(v) {
t.Fatal("order-book imbalance is NaN on a populated book")
}
}
func TestResetReturnsToWarmup(t *testing.T) {
s, _ := NewSma(3)
defer s.Close()
for _, v := range []float64{1, 2, 3} {
s.Update(v)
}
s.Reset()
if got := s.Update(10); !math.IsNaN(got) {
t.Fatalf("after reset first update = %v, want NaN (warmup)", got)
}
}
func TestInvalidParams(t *testing.T) {
if _, err := NewSma(0); err == nil {
t.Fatal("NewSma(0) should return ErrInvalidParams")
}
}
func TestCloseIsIdempotent(t *testing.T) {
s, _ := NewSma(3)
s.Close()
s.Close() // must not panic or double-free
}
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# Maven build output
target/
# Native libraries staged for packaging (produced by the release pipeline from
# the wickra-c-<triple>.tar.gz assets; never committed to source).
src/main/resources/native/
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# Wickra — Java
[![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)
[![Maven Central](https://img.shields.io/maven-central/v/org.wickra/wickra.svg?logo=apache-maven&color=blue)](https://central.sonatype.com/artifact/org.wickra/wickra)
[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)
**Streaming-first technical indicators for the JVM, on the Java Foreign Function
& Memory API — prebuilt native library, no JNI, no system dependencies.**
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R
and any other C-capable language. Every indicator is an O(1) streaming state
machine, so live trading bots and historical backtests share the exact same
implementation. This package is the Java binding; it consumes the C ABI hub
through the Panama FFM API (`java.lang.foreign`) and exposes all 514
streaming-first indicators as idiomatic `AutoCloseable` classes.
## Requirements
- **Java 22 or later** (the FFM API is final since Java 22; no preview flag).
- The FFM API is *restricted*: pass `--enable-native-access=ALL-UNNAMED` when you
run your application to silence the native-access warning.
## Install
Maven:
```xml
<dependency>
<groupId>org.wickra</groupId>
<artifactId>wickra</artifactId>
<version>0.9.1</version>
</dependency>
```
Gradle:
```kotlin
implementation("org.wickra:wickra:0.9.1")
```
The native library ships prebuilt per platform (Linux, macOS, Windows — x64 and
arm64) inside the jar and is extracted automatically on first use. There is
nothing to compile.
## Quick start
```java
import org.wickra.Ema;
import org.wickra.Rsi;
// Batch: run an indicator over a whole series (NaN at warmup positions).
double[] prices = new double[1000];
for (int i = 0; i < prices.length; i++) {
prices[i] = 100.0 + i * 0.1;
}
try (Ema ema = new Ema(20)) {
double[] values = ema.batch(prices);
}
// Streaming: the same indicator, fed tick by tick in O(1).
try (Rsi rsi = new Rsi(14)) {
for (double price : liveFeed) {
double value = rsi.update(price); // NaN during warmup, no recomputation
if (Double.isFinite(value) && value > 70) {
System.out.println("overbought");
}
}
}
```
`batch(prices)` and feeding the same prices through `update()` produce identical
values — the equivalence is enforced by the test suite. Multi-output indicators
(MACD, Bollinger, ADX, …) return a `record`, `null` while warming up. Each
indicator owns a native handle freed by a `Cleaner`; `close()` releases it
eagerly (use try-with-resources).
## Benchmark
`benchmarks/` reports streaming and batch updates-per-second for `SMA`, `ATR`
and `MACD`. It measures this binding's FFI overhead, not a cross-library ratio
(the same Rust core runs under every binding) — see the repository
[BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3.
```bash
cargo build -p wickra-c --release
mvn -q install -DskipTests
mvn -q -f benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
```
## Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in
the main repository and documentation site:
- **Repository & full indicator list:** <https://github.com/wickra-lib/wickra>
- **Docs** (quickstarts, cookbook, TA-Lib migration): <https://docs.wickra.org>
- **Runnable examples:** [`examples/java/`](https://github.com/wickra-lib/wickra/tree/main/examples/java)
Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a
C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against —
all exposing the same indicators from the shared, `unsafe`-forbidden Rust core.
## Security
Found a security issue? **Please don't open a public issue.** Report it privately
via the affected repository's *Security* tab (*"Report a vulnerability"*) or email
**support@wickra.org** with a subject line starting `[wickra security]`. Full
policy: <https://github.com/wickra-lib/wickra/blob/main/SECURITY.md>.
## Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes
are deterministic transforms of the input data — they are not financial advice
and do not predict the market. Any use in a live trading context is at your own
risk. The library is provided **as is**, without warranty of any kind.
## License
Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
+57
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<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<groupId>org.wickra.benchmarks</groupId>
<artifactId>wickra-benchmarks</artifactId>
<version>0.8.2</version>
<packaging>jar</packaging>
<name>Wickra Java benchmarks</name>
<description>Throughput benchmark for the Wickra Java binding.</description>
<properties>
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
<maven.compiler.release>22</maven.compiler.release>
</properties>
<dependencies>
<dependency>
<groupId>org.wickra</groupId>
<artifactId>wickra</artifactId>
<version>0.8.2</version>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-compiler-plugin</artifactId>
<version>3.15.0</version>
</plugin>
<!--
Run the benchmark in a forked JVM with native access granted:
mvn exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
Requires the C ABI library and the installed binding; see Throughput.java.
-->
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>exec-maven-plugin</artifactId>
<version>3.6.3</version>
<configuration>
<executable>${java.home}/bin/java</executable>
<arguments>
<argument>--enable-native-access=ALL-UNNAMED</argument>
<argument>-classpath</argument>
<classpath/>
<argument>${exec.mainClass}</argument>
</arguments>
</configuration>
</plugin>
</plugins>
</build>
</project>
@@ -0,0 +1,149 @@
package org.wickra.benchmarks;
import java.util.Arrays;
import java.util.Locale;
import org.wickra.Atr;
import org.wickra.MacdIndicator;
import org.wickra.Sma;
/**
* Throughput benchmark for the Wickra Java binding.
*
* <p>Measures how many indicator updates per second the binding sustains, both
* per-tick (streaming {@code update}) and bulk ({@code batch}), over a synthetic
* OHLCV series. It is the Java counterpart of the Node {@code throughput.js} and
* the Rust criterion benches: it benchmarks Wickra's own O(1) streaming engine
* across the Java FFM &lt;-&gt; C-ABI boundary (there is no comparable streaming
* TA library on Maven Central to compare against), so the headline number is raw
* per-binding throughput / FFI overhead, not a cross-library ratio.
*
* <p>Three indicators are timed, chosen by FFI call-signature archetype rather
* than algorithm: SMA (1-in -&gt; 1-out), ATR (multi-in -&gt; 1-out), and MACD
* (1-in -&gt; multi-out). Streaming is timed for all three; batch only for the
* single-output SMA and ATR (multi-output batch is not exposed uniformly).
*
* <p>Install the binding and build the C ABI library first, then run from the
* repo root:
*
* <pre>
* cargo build -p wickra-c --release
* mvn -q -f bindings/java install -DskipTests
* mvn -q -f bindings/java/benchmarks exec:exec -Dexec.mainClass=org.wickra.benchmarks.Throughput
* </pre>
*/
public final class Throughput {
private Throughput() {}
public static void main(String[] args) {
int bars = 200_000;
for (int i = 0; i < args.length - 1; i++) {
if (args[i].equals("--bars")) {
try {
int n = Integer.parseInt(args[i + 1]);
if (n >= 1000) {
bars = n;
}
} catch (NumberFormatException ignored) {
// keep default
}
}
}
// Deterministic synthetic OHLCV (no RNG, so runs are comparable).
double[] open = new double[bars];
double[] high = new double[bars];
double[] low = new double[bars];
double[] close = new double[bars];
double[] volume = new double[bars];
double[] timestamp = new double[bars];
for (int i = 0; i < bars; i++) {
double mid = 100 + Math.sin(i * 0.001) * 20 + i * 1e-4;
double c = mid + Math.sin(i * 0.05) * 2;
close[i] = c;
open[i] = mid;
high[i] = Math.max(c, mid) + 1.5;
low[i] = Math.min(c, mid) - 1.5;
volume[i] = 1000 + (i % 97) * 13;
timestamp[i] = i;
}
final int n = bars;
// SMA (scalar 1-in/1-out), ATR (multi-in/1-out), MACD (1-in/multi-out).
Indicator[] indicators = {
new Indicator("SMA(20)",
() -> {
try (Sma ind = new Sma(20)) {
for (int i = 0; i < n; i++) {
ind.update(close[i]);
}
}
},
() -> {
try (Sma ind = new Sma(20)) {
ind.batch(close);
}
}),
new Indicator("ATR(14)",
() -> {
try (Atr ind = new Atr(14)) {
for (int i = 0; i < n; i++) {
ind.update(open[i], high[i], low[i], close[i], volume[i], (long) timestamp[i]);
}
}
},
() -> {
try (Atr ind = new Atr(14)) {
ind.batch(open, high, low, close, volume, timestamp);
}
}),
new Indicator("MACD(12,26,9)",
() -> {
try (MacdIndicator ind = new MacdIndicator(12, 26, 9)) {
for (int i = 0; i < n; i++) {
ind.update(close[i]);
}
}
},
null), // multi-output: streaming only
};
System.out.printf(Locale.ROOT, "Wickra Java throughput - %,d bars (median of 3 runs)%n%n", bars);
System.out.printf(Locale.ROOT, "%-22s%20s%18s%n", "Indicator", "streaming (Mupd/s)", "batch (Mupd/s)");
System.out.println("------------------------------------------------------------");
for (Indicator ind : indicators) {
String streamMups = String.format(Locale.ROOT, "%.1f", mups(bars, timeNs(ind.stream)));
String batchMups = ind.batch == null
? "-"
: String.format(Locale.ROOT, "%.1f", mups(bars, timeNs(ind.batch)));
System.out.printf(Locale.ROOT, "%-22s%20s%18s%n", ind.name, streamMups, batchMups);
}
System.out.println(
"\nMupd/s = million indicator updates per second. Streaming is the per-tick\n"
+ "update path crossing the Java FFM<->C-ABI boundary once per value; batch is\n"
+ "the bulk array path (one boundary crossing). Higher is better. Numbers are\n"
+ "machine-dependent - use them for relative comparison, not as a speed claim.");
}
private static double mups(int bars, double ns) {
return bars / (ns / 1e9) / 1e6;
}
// Median elapsed-ns over a few repetitions, after one warmup pass.
private static double timeNs(Runnable fn) {
fn.run(); // warmup (JIT + cache)
final int reps = 3;
double[] samples = new double[reps];
for (int r = 0; r < reps; r++) {
long t0 = System.nanoTime();
fn.run();
samples[r] = System.nanoTime() - t0;
}
Arrays.sort(samples);
return samples[reps / 2];
}
private record Indicator(String name, Runnable stream, Runnable batch) {}
}
+12
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# OSV-Scanner suppression for this Maven manifest. OSV-Scanner looks for an
# osv-scanner.toml next to each manifest it scans, and the repo-root config does
# not cover Maven sub-directory scans — so the jackson finding is suppressed
# here as well. See the root osv-scanner.toml and the SECURITY.md VEX section.
#
# tools.jackson.core:jackson-core 3.x is NOT a dependency of this project. Full
# Maven resolution (the publishing plugin tree and the project dependency tree)
# resolves only jackson 2.16.1 / 2.17.1; tools.jackson 3.x appears nowhere.
# OSV-Scanner's own resolver flags it as a false positive.
[[IgnoredVulns]]
id = "GHSA-72hv-8253-57qq"
reason = "tools.jackson.core:jackson-core 3.x is not a dependency; only jackson 2.x resolves. Not affected."
+171
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@@ -0,0 +1,171 @@
<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<groupId>org.wickra</groupId>
<artifactId>wickra</artifactId>
<version>0.9.1</version>
<packaging>jar</packaging>
<name>Wickra</name>
<description>High-performance streaming technical-analysis indicators (514 indicators) for the
JVM, backed by the native Rust core through the Wickra C ABI via the Java FFM API (Panama).</description>
<url>https://github.com/wickra-lib/wickra</url>
<licenses>
<license>
<name>MIT</name>
<url>https://opensource.org/licenses/MIT</url>
<distribution>repo</distribution>
</license>
<license>
<name>Apache-2.0</name>
<url>https://www.apache.org/licenses/LICENSE-2.0</url>
<distribution>repo</distribution>
</license>
</licenses>
<developers>
<developer>
<id>kingchenc</id>
<name>kingchenc</name>
<url>https://github.com/kingchenc</url>
</developer>
</developers>
<scm>
<connection>scm:git:https://github.com/wickra-lib/wickra.git</connection>
<developerConnection>scm:git:https://github.com/wickra-lib/wickra.git</developerConnection>
<url>https://github.com/wickra-lib/wickra</url>
</scm>
<properties>
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
<maven.compiler.release>22</maven.compiler.release>
<junit.version>6.1.0</junit.version>
<!-- The FFM API is restricted; grant native access to the unnamed module so
tests and examples run without warnings. Consumers pass the same flag. -->
<native.access.arg>--enable-native-access=ALL-UNNAMED</native.access.arg>
</properties>
<dependencies>
<dependency>
<groupId>org.junit.jupiter</groupId>
<artifactId>junit-jupiter</artifactId>
<version>${junit.version}</version>
<scope>test</scope>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-compiler-plugin</artifactId>
<version>3.15.0</version>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-surefire-plugin</artifactId>
<version>3.5.6</version>
<configuration>
<argLine>${native.access.arg}</argLine>
</configuration>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-jar-plugin</artifactId>
<version>3.5.0</version>
<configuration>
<archive>
<manifestEntries>
<!-- Grant native access when the jar is run directly. -->
<Enable-Native-Access>ALL-UNNAMED</Enable-Native-Access>
</manifestEntries>
</archive>
</configuration>
</plugin>
</plugins>
</build>
<profiles>
<!--
Release profile (CI only, gated): attaches source + javadoc jars, GPG-signs
every artifact, and publishes to Maven Central via the central-publishing
plugin. The native libraries are unpacked from the wickra-c-<triple>.tar.gz
release assets into src/main/resources/native/<os>-<arch>/ before `mvn deploy`,
so the published jar carries every platform's library.
-->
<profile>
<id>release</id>
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-source-plugin</artifactId>
<version>3.4.0</version>
<executions>
<execution>
<id>attach-sources</id>
<goals><goal>jar-no-fork</goal></goals>
</execution>
</executions>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-javadoc-plugin</artifactId>
<version>3.12.0</version>
<configuration>
<!-- Generated members are self-descriptive; do not fail on doclint. -->
<doclint>none</doclint>
<quiet>true</quiet>
</configuration>
<executions>
<execution>
<id>attach-javadocs</id>
<goals><goal>jar</goal></goals>
</execution>
</executions>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-gpg-plugin</artifactId>
<version>3.2.8</version>
<executions>
<execution>
<id>sign-artifacts</id>
<phase>verify</phase>
<goals><goal>sign</goal></goals>
<configuration>
<!-- Non-interactive signing on CI: modern GPG needs loopback
pinentry to take the passphrase from the env without a TTY. -->
<gpgArguments>
<arg>--pinentry-mode</arg>
<arg>loopback</arg>
</gpgArguments>
</configuration>
</execution>
</executions>
</plugin>
<plugin>
<groupId>org.sonatype.central</groupId>
<artifactId>central-publishing-maven-plugin</artifactId>
<version>0.10.0</version>
<extensions>true</extensions>
<configuration>
<publishingServerId>central</publishingServerId>
<autoPublish>true</autoPublish>
</configuration>
</plugin>
</plugins>
</build>
</profile>
</profiles>
</project>
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AbandonedBaby indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AbandonedBaby implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AbandonedBaby() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ABANDONED_BABY_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AbandonedBaby parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABANDONED_BABY_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ABANDONED_BABY_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ABANDONED_BABY_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ABANDONED_BABY_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ABANDONED_BABY_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ABANDONED_BABY_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Abcd indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Abcd implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Abcd() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ABCD_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Abcd parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABCD_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ABCD_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ABCD_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ABCD_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ABCD_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ABCD_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,92 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AbsoluteBreadthIndex indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AbsoluteBreadthIndex implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AbsoluteBreadthIndex() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AbsoluteBreadthIndex parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
if (volume.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newHigh.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newLow.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (aboveMa.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (onBuySignal.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
return (double) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ABSOLUTE_BREADTH_INDEX_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,82 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AccelerationBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AccelerationBands implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AccelerationBands(int period, double factor) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ACCELERATION_BANDS_NEW.invokeExact((long) period, factor);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AccelerationBands parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ACCELERATION_BANDS_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AccelerationBandsOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(24L);
byte ok = (byte) NativeMethods.WICKRA_ACCELERATION_BANDS_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AccelerationBandsOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L),
out.get(JAVA_DOUBLE, 16L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ACCELERATION_BANDS_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ACCELERATION_BANDS_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ACCELERATION_BANDS_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record AccelerationBandsOutput(double upper, double middle, double lower) {}
@@ -0,0 +1,115 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AcceleratorOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AcceleratorOscillator implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AcceleratorOscillator(int aoFast, int aoSlow, int signalPeriod) {
if (aoFast < 0) {
throw new IllegalArgumentException("aoFast must be non-negative");
}
if (aoSlow < 0) {
throw new IllegalArgumentException("aoSlow must be non-negative");
}
if (signalPeriod < 0) {
throw new IllegalArgumentException("signalPeriod must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_NEW.invokeExact((long) aoFast, (long) aoSlow, (long) signalPeriod);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AcceleratorOscillator parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ACCELERATOR_OSCILLATOR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdOscillator implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdOscillator() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AD_OSCILLATOR_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdOscillator parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AD_OSCILLATOR_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_AD_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_AD_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_AD_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_AD_OSCILLATOR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_AD_OSCILLATOR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,92 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdVolumeLine indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdVolumeLine implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdVolumeLine() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AD_VOLUME_LINE_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdVolumeLine parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AD_VOLUME_LINE_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
if (volume.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newHigh.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newLow.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (aboveMa.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (onBuySignal.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
return (double) NativeMethods.WICKRA_AD_VOLUME_LINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_AD_VOLUME_LINE_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_AD_VOLUME_LINE_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_AD_VOLUME_LINE_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,109 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdaptiveCci indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdaptiveCci implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdaptiveCci(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CCI_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdaptiveCci parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_CCI_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ADAPTIVE_CCI_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADAPTIVE_CCI_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADAPTIVE_CCI_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_CCI_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADAPTIVE_CCI_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,86 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdaptiveCycle indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdaptiveCycle implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdaptiveCycle() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_CYCLE_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdaptiveCycle parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_CYCLE_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_ADAPTIVE_CYCLE_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADAPTIVE_CYCLE_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADAPTIVE_CYCLE_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_CYCLE_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADAPTIVE_CYCLE_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,89 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdaptiveLaguerreFilter indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdaptiveLaguerreFilter implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdaptiveLaguerreFilter(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdaptiveLaguerreFilter parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADAPTIVE_LAGUERRE_FILTER_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,89 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdaptiveRsi indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdaptiveRsi implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdaptiveRsi(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADAPTIVE_RSI_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdaptiveRsi parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADAPTIVE_RSI_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_ADAPTIVE_RSI_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADAPTIVE_RSI_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADAPTIVE_RSI_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADAPTIVE_RSI_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADAPTIVE_RSI_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Adl indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Adl implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Adl() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADL_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Adl parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADL_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ADL_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADL_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADL_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADL_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADL_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdvanceBlock indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdvanceBlock implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdvanceBlock() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_BLOCK_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdvanceBlock parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_BLOCK_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ADVANCE_BLOCK_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADVANCE_BLOCK_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADVANCE_BLOCK_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADVANCE_BLOCK_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADVANCE_BLOCK_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,92 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdvanceDecline indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdvanceDecline implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdvanceDecline() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdvanceDecline parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_DECLINE_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
if (volume.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newHigh.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newLow.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (aboveMa.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (onBuySignal.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADVANCE_DECLINE_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADVANCE_DECLINE_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADVANCE_DECLINE_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,92 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AdvanceDeclineRatio indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AdvanceDeclineRatio implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AdvanceDeclineRatio() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AdvanceDeclineRatio parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double[] change, double[] volume, double[] newHigh, double[] newLow, double[] aboveMa, double[] onBuySignal, long timestamp) {
if (volume.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newHigh.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (newLow.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (aboveMa.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
if (onBuySignal.length != change.length) {
throw new IllegalArgumentException("input arrays in the same group must have equal length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment changeSeg = a.allocateFrom(JAVA_DOUBLE, change);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment newHighSeg = a.allocateFrom(JAVA_DOUBLE, newHigh);
MemorySegment newLowSeg = a.allocateFrom(JAVA_DOUBLE, newLow);
MemorySegment aboveMaSeg = a.allocateFrom(JAVA_DOUBLE, aboveMa);
MemorySegment onBuySignalSeg = a.allocateFrom(JAVA_DOUBLE, onBuySignal);
return (double) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_UPDATE.invokeExact(handle, changeSeg, volumeSeg, newHighSeg, newLowSeg, aboveMaSeg, onBuySignalSeg, (long) change.length, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADVANCE_DECLINE_RATIO_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,82 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Adx indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Adx implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Adx(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADX_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Adx parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADX_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AdxOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(24L);
byte ok = (byte) NativeMethods.WICKRA_ADX_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AdxOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L),
out.get(JAVA_DOUBLE, 16L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADX_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADX_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADX_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record AdxOutput(double plusDi, double minusDi, double adx) {}
@@ -0,0 +1,109 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Adxr indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Adxr implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Adxr(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ADXR_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Adxr parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ADXR_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ADXR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ADXR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ADXR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ADXR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ADXR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,88 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Alligator indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Alligator implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Alligator(int jawPeriod, int teethPeriod, int lipsPeriod) {
if (jawPeriod < 0) {
throw new IllegalArgumentException("jawPeriod must be non-negative");
}
if (teethPeriod < 0) {
throw new IllegalArgumentException("teethPeriod must be non-negative");
}
if (lipsPeriod < 0) {
throw new IllegalArgumentException("lipsPeriod must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ALLIGATOR_NEW.invokeExact((long) jawPeriod, (long) teethPeriod, (long) lipsPeriod);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Alligator parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALLIGATOR_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AlligatorOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(24L);
byte ok = (byte) NativeMethods.WICKRA_ALLIGATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AlligatorOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L),
out.get(JAVA_DOUBLE, 16L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ALLIGATOR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ALLIGATOR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ALLIGATOR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record AlligatorOutput(double jaw, double teeth, double lips) {}
@@ -0,0 +1,89 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Alma indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Alma implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Alma(int period, double offset, double sigma) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ALMA_NEW.invokeExact((long) period, offset, sigma);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Alma parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALMA_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_ALMA_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ALMA_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ALMA_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ALMA_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ALMA_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,93 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Alpha indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Alpha implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Alpha(int period, double riskFree) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ALPHA_NEW.invokeExact((long) period, riskFree);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Alpha parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ALPHA_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double x, double y) {
try {
return (double) NativeMethods.WICKRA_ALPHA_UPDATE.invokeExact(handle, x, y);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] x, double[] y) {
int n = x.length;
if (y.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment xSeg = a.allocateFrom(JAVA_DOUBLE, x);
MemorySegment ySeg = a.allocateFrom(JAVA_DOUBLE, y);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ALPHA_BATCH.invokeExact(handle, xSeg, ySeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ALPHA_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ALPHA_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ALPHA_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,74 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AmihudIlliquidity indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AmihudIlliquidity implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AmihudIlliquidity(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AmihudIlliquidity parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double price, double size, boolean isBuy, long timestamp) {
try {
return (double) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_UPDATE.invokeExact(handle, price, size, (byte) (isBuy ? 1 : 0), timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_AMIHUD_ILLIQUIDITY_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,86 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AnchoredRsi indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AnchoredRsi implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AnchoredRsi() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ANCHORED_RSI_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AnchoredRsi parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANCHORED_RSI_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_ANCHORED_RSI_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ANCHORED_RSI_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ANCHORED_RSI_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ANCHORED_RSI_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ANCHORED_RSI_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,106 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AnchoredVwap indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AnchoredVwap implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AnchoredVwap() {
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ANCHORED_VWAP_NEW.invokeExact();
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AnchoredVwap parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANCHORED_VWAP_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ANCHORED_VWAP_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ANCHORED_VWAP_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ANCHORED_VWAP_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ANCHORED_VWAP_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ANCHORED_VWAP_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,82 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AndrewsPitchfork indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AndrewsPitchfork implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AndrewsPitchfork(int strength) {
if (strength < 0) {
throw new IllegalArgumentException("strength must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ANDREWS_PITCHFORK_NEW.invokeExact((long) strength);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AndrewsPitchfork parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ANDREWS_PITCHFORK_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AndrewsPitchforkOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(24L);
byte ok = (byte) NativeMethods.WICKRA_ANDREWS_PITCHFORK_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AndrewsPitchforkOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L),
out.get(JAVA_DOUBLE, 16L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ANDREWS_PITCHFORK_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ANDREWS_PITCHFORK_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ANDREWS_PITCHFORK_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record AndrewsPitchforkOutput(double median, double upper, double lower) {}
@@ -0,0 +1,92 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Apo indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Apo implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Apo(int fast, int slow) {
if (fast < 0) {
throw new IllegalArgumentException("fast must be non-negative");
}
if (slow < 0) {
throw new IllegalArgumentException("slow must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_APO_NEW.invokeExact((long) fast, (long) slow);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Apo parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_APO_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double value) {
try {
return (double) NativeMethods.WICKRA_APO_UPDATE.invokeExact(handle, value);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] input) {
int n = input.length;
try (Arena a = Arena.ofConfined()) {
MemorySegment inputSeg = a.allocateFrom(JAVA_DOUBLE, input);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_APO_BATCH.invokeExact(handle, inputSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_APO_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_APO_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_APO_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,81 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Aroon indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Aroon implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Aroon(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AROON_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Aroon parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AROON_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AroonOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(16L);
byte ok = (byte) NativeMethods.WICKRA_AROON_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AroonOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_AROON_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_AROON_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_AROON_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,109 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AroonOscillator indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AroonOscillator implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AroonOscillator(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_AROON_OSCILLATOR_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AroonOscillator parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_AROON_OSCILLATOR_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_AROON_OSCILLATOR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_AROON_OSCILLATOR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_AROON_OSCILLATOR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_AROON_OSCILLATOR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_AROON_OSCILLATOR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,5 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
/** Output record produced by the matching indicator. */
public record AroonOutput(double up, double down) {}
@@ -0,0 +1,109 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming Atr indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class Atr implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public Atr(int period) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ATR_NEW.invokeExact((long) period);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid Atr parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_FREE);
}
/** Push one observation; returns the indicator value (NaN during warmup). */
public double update(double open, double high, double low, double close, double volume, long timestamp) {
try {
return (double) NativeMethods.WICKRA_ATR_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Vectorized update over a whole series; NaN at warmup positions. */
public double[] batch(double[] open, double[] high, double[] low, double[] close, double[] volume, double[] timestamp) {
int n = open.length;
if (high.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (low.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (close.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (volume.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
if (timestamp.length != n) {
throw new IllegalArgumentException("all input arrays must have the same length");
}
try (Arena a = Arena.ofConfined()) {
MemorySegment openSeg = a.allocateFrom(JAVA_DOUBLE, open);
MemorySegment highSeg = a.allocateFrom(JAVA_DOUBLE, high);
MemorySegment lowSeg = a.allocateFrom(JAVA_DOUBLE, low);
MemorySegment closeSeg = a.allocateFrom(JAVA_DOUBLE, close);
MemorySegment volumeSeg = a.allocateFrom(JAVA_DOUBLE, volume);
MemorySegment timestampSeg = a.allocateFrom(JAVA_DOUBLE, timestamp);
MemorySegment outSeg = a.allocate(JAVA_DOUBLE.byteSize() * n);
NativeMethods.WICKRA_ATR_BATCH.invokeExact(handle, openSeg, highSeg, lowSeg, closeSeg, volumeSeg, timestampSeg, outSeg, (long) n);
double[] out = new double[n];
MemorySegment.copy(outSeg, JAVA_DOUBLE, 0L, out, 0, n);
return out;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ATR_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ATR_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ATR_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}
@@ -0,0 +1,82 @@
// Generated from bindings/c/include/wickra.h. Do not edit by hand.
package org.wickra;
import org.wickra.internal.NativeMethods;
import org.wickra.internal.WickraNative;
import java.lang.foreign.Arena;
import java.lang.foreign.MemorySegment;
import java.lang.ref.Cleaner;
import static java.lang.foreign.ValueLayout.*;
/** Streaming AtrBands indicator over the Wickra C ABI. Not thread-safe; close when done. */
public final class AtrBands implements AutoCloseable {
private final MemorySegment handle;
private final Cleaner.Cleanable cleanable;
public AtrBands(int period, double multiplier) {
if (period < 0) {
throw new IllegalArgumentException("period must be non-negative");
}
MemorySegment h;
try {
h = (MemorySegment) NativeMethods.WICKRA_ATR_BANDS_NEW.invokeExact((long) period, multiplier);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
if (h.address() == 0L) {
throw new IllegalArgumentException("invalid AtrBands parameters");
}
this.handle = h;
this.cleanable = WickraNative.register(this, h, NativeMethods.WICKRA_ATR_BANDS_FREE);
}
/** Push one observation; returns the result, or null during warmup. */
public AtrBandsOutput update(double open, double high, double low, double close, double volume, long timestamp) {
try (Arena a = Arena.ofConfined()) {
MemorySegment out = a.allocate(24L);
byte ok = (byte) NativeMethods.WICKRA_ATR_BANDS_UPDATE.invokeExact(handle, open, high, low, close, volume, timestamp, out);
if (ok == 0) {
return null;
}
return new AtrBandsOutput(
out.get(JAVA_DOUBLE, 0L),
out.get(JAVA_DOUBLE, 8L),
out.get(JAVA_DOUBLE, 16L));
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Number of updates required before update() yields a value. */
public int warmupPeriod() {
try {
long n = (long) NativeMethods.WICKRA_ATR_BANDS_WARMUP_PERIOD.invokeExact(handle);
return (int) n;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Whether the indicator has consumed enough input to emit a value. */
public boolean isReady() {
try {
byte r = (byte) NativeMethods.WICKRA_ATR_BANDS_IS_READY.invokeExact(handle);
return r != 0;
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
/** Reset to the just-constructed state. */
public void reset() {
try {
NativeMethods.WICKRA_ATR_BANDS_RESET.invokeExact(handle);
} catch (Throwable t) {
throw WickraNative.rethrow(t);
}
}
@Override public void close() {
cleanable.clean();
}
}

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