kingchenc
efcd6216c1
The rolling-window VWAP indicator (`wickra_core::RollingVwap`) was only available in the Rust crate, even though the README's Volume-family table already advertised "VWAP (cumulative + rolling)" as a cross- language feature. Users on Python, Node or in the browser had to fall back to the cumulative `VWAP` or re-implement the rolling variant themselves. This commit closes the gap end-to-end: - Python: `wickra.RollingVWAP(period)` — same constructor / `update` / `batch` / `reset` / `is_ready` / `warmup_period` surface as `VWAP`, plus a `period` property and a typed `__repr__`. The `__init__.py` re-exports it and `__all__` lists it; the `.pyi` stub matches. - Node: `RollingVWAP(period)` — napi class with the same lifecycle, exported from `index.js` and declared in `index.d.ts`. - WASM: `RollingVWAP(period)` — wasm-bindgen class with the same `Float64Array` I/O as `VWAP`. Tests added: - Python: `test_rolling_vwap_streaming_matches_batch` — exercises `update == batch` plus the full lifecycle on the shared OHLC fixture. - Node: `RollingVWAP` row in the `candleScalar` parity table — covered by the generic streaming-vs-batch + lifecycle harness. - WASM: dedicated `wasm-bindgen-test` mirrors the Python test. The wiki page `Indicator-Vwap.md` drops the "Rust-only" caveat and gains Python / Node / WASM examples.
388 lines
12 KiB
JavaScript
388 lines
12 KiB
JavaScript
/* tslint:disable */
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/* eslint-disable */
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/* prettier-ignore */
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/* auto-generated by NAPI-RS */
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const { existsSync, readFileSync } = require('fs')
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const { join } = require('path')
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const { platform, arch } = process
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let nativeBinding = null
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let localFileExisted = false
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let loadError = null
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function isMusl() {
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// For Node 10
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if (!process.report || typeof process.report.getReport !== 'function') {
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try {
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const lddPath = require('child_process').execSync('which ldd').toString().trim()
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return readFileSync(lddPath, 'utf8').includes('musl')
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} catch (e) {
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return true
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}
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const { glibcVersionRuntime } = process.report.getReport().header
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return !glibcVersionRuntime
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}
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}
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switch (platform) {
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case 'android':
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switch (arch) {
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localFileExisted = existsSync(join(__dirname, 'wickra.android-arm64.node'))
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.android-arm64.node')
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} else {
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nativeBinding = require('wickra-android-arm64')
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}
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loadError = e
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break
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case 'arm':
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localFileExisted = existsSync(join(__dirname, 'wickra.android-arm-eabi.node'))
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} else {
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loadError = e
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break
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default:
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throw new Error(`Unsupported architecture on Android ${arch}`)
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}
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break
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case 'win32':
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switch (arch) {
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case 'x64':
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join(__dirname, 'wickra.win32-x64-msvc.node')
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try {
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nativeBinding = require('./wickra.win32-x64-msvc.node')
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} else {
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nativeBinding = require('wickra-win32-x64-msvc')
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}
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} catch (e) {
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loadError = e
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}
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break
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case 'ia32':
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localFileExisted = existsSync(
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join(__dirname, 'wickra.win32-ia32-msvc.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.win32-ia32-msvc.node')
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} else {
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nativeBinding = require('wickra-win32-ia32-msvc')
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}
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} catch (e) {
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loadError = e
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}
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break
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case 'arm64':
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localFileExisted = existsSync(
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join(__dirname, 'wickra.win32-arm64-msvc.node')
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.win32-arm64-msvc.node')
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} else {
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nativeBinding = require('wickra-win32-arm64-msvc')
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}
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} catch (e) {
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loadError = e
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break
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default:
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throw new Error(`Unsupported architecture on Windows: ${arch}`)
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}
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break
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case 'darwin':
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localFileExisted = existsSync(join(__dirname, 'wickra.darwin-universal.node'))
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.darwin-universal.node')
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} else {
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nativeBinding = require('wickra-darwin-universal')
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}
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break
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} catch {}
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switch (arch) {
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case 'x64':
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localFileExisted = existsSync(join(__dirname, 'wickra.darwin-x64.node'))
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.darwin-x64.node')
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} else {
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nativeBinding = require('wickra-darwin-x64')
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}
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} catch (e) {
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loadError = e
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break
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case 'arm64':
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localFileExisted = existsSync(
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join(__dirname, 'wickra.darwin-arm64.node')
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.darwin-arm64.node')
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} else {
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nativeBinding = require('wickra-darwin-arm64')
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}
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} catch (e) {
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loadError = e
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break
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default:
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throw new Error(`Unsupported architecture on macOS: ${arch}`)
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}
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break
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case 'freebsd':
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if (arch !== 'x64') {
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throw new Error(`Unsupported architecture on FreeBSD: ${arch}`)
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}
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localFileExisted = existsSync(join(__dirname, 'wickra.freebsd-x64.node'))
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.freebsd-x64.node')
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} else {
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nativeBinding = require('wickra-freebsd-x64')
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}
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} catch (e) {
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loadError = e
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}
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break
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case 'linux':
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switch (arch) {
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case 'x64':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-x64-musl.node')
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try {
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nativeBinding = require('./wickra.linux-x64-musl.node')
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} else {
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nativeBinding = require('wickra-linux-x64-musl')
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}
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} catch (e) {
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loadError = e
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}
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-x64-gnu.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-x64-gnu.node')
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} else {
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nativeBinding = require('wickra-linux-x64-gnu')
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}
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} catch (e) {
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loadError = e
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}
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}
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break
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case 'arm64':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm64-musl.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm64-musl.node')
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} else {
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nativeBinding = require('wickra-linux-arm64-musl')
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}
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} catch (e) {
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loadError = e
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}
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} else {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm64-gnu.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm64-gnu.node')
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} else {
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nativeBinding = require('wickra-linux-arm64-gnu')
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}
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} catch (e) {
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loadError = e
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}
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}
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break
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case 'arm':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm-musleabihf.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm-musleabihf.node')
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} else {
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nativeBinding = require('wickra-linux-arm-musleabihf')
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}
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} catch (e) {
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loadError = e
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}
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} else {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-arm-gnueabihf.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-arm-gnueabihf.node')
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} else {
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nativeBinding = require('wickra-linux-arm-gnueabihf')
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}
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} catch (e) {
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loadError = e
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}
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}
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break
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case 'riscv64':
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if (isMusl()) {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-riscv64-musl.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-riscv64-musl.node')
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} else {
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nativeBinding = require('wickra-linux-riscv64-musl')
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}
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} catch (e) {
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loadError = e
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}
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} else {
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-riscv64-gnu.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-riscv64-gnu.node')
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} else {
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nativeBinding = require('wickra-linux-riscv64-gnu')
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}
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} catch (e) {
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loadError = e
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}
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}
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break
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case 's390x':
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localFileExisted = existsSync(
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join(__dirname, 'wickra.linux-s390x-gnu.node')
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)
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try {
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if (localFileExisted) {
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nativeBinding = require('./wickra.linux-s390x-gnu.node')
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} else {
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nativeBinding = require('wickra-linux-s390x-gnu')
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}
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} catch (e) {
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loadError = e
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}
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break
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default:
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throw new Error(`Unsupported architecture on Linux: ${arch}`)
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}
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break
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default:
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throw new Error(`Unsupported OS: ${platform}, architecture: ${arch}`)
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}
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if (!nativeBinding) {
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if (loadError) {
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throw loadError
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}
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throw new Error(`Failed to load native binding`)
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}
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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module.exports.EMA = EMA
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module.exports.WMA = WMA
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module.exports.RSI = RSI
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module.exports.DEMA = DEMA
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module.exports.TEMA = TEMA
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module.exports.HMA = HMA
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module.exports.ROC = ROC
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module.exports.TRIX = TRIX
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module.exports.SMMA = SMMA
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module.exports.TRIMA = TRIMA
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module.exports.ZLEMA = ZLEMA
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module.exports.MOM = MOM
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module.exports.CMO = CMO
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module.exports.DPO = DPO
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module.exports.StdDev = StdDev
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module.exports.UlcerIndex = UlcerIndex
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module.exports.VerticalHorizontalFilter = VerticalHorizontalFilter
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module.exports.ZScore = ZScore
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module.exports.MACD = MACD
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module.exports.BollingerBands = BollingerBands
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module.exports.ATR = ATR
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module.exports.Stochastic = Stochastic
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module.exports.OBV = OBV
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module.exports.ADX = ADX
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module.exports.CCI = CCI
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module.exports.WilliamsR = WilliamsR
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module.exports.MFI = MFI
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module.exports.PSAR = PSAR
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module.exports.Keltner = Keltner
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module.exports.Donchian = Donchian
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module.exports.VWAP = VWAP
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module.exports.RollingVWAP = RollingVWAP
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module.exports.AwesomeOscillator = AwesomeOscillator
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module.exports.Aroon = Aroon
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module.exports.KAMA = KAMA
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module.exports.T3 = T3
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module.exports.TSI = TSI
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module.exports.PMO = PMO
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module.exports.ADL = ADL
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module.exports.VolumePriceTrend = VolumePriceTrend
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module.exports.ChaikinMoneyFlow = ChaikinMoneyFlow
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module.exports.ChaikinOscillator = ChaikinOscillator
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module.exports.ForceIndex = ForceIndex
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module.exports.EaseOfMovement = EaseOfMovement
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module.exports.SuperTrend = SuperTrend
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module.exports.ChandelierExit = ChandelierExit
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module.exports.ChandeKrollStop = ChandeKrollStop
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module.exports.AtrTrailingStop = AtrTrailingStop
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module.exports.TypicalPrice = TypicalPrice
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module.exports.MedianPrice = MedianPrice
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module.exports.WeightedClose = WeightedClose
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module.exports.LinearRegression = LinearRegression
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module.exports.LinRegSlope = LinRegSlope
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module.exports.AcceleratorOscillator = AcceleratorOscillator
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module.exports.BalanceOfPower = BalanceOfPower
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module.exports.ChoppinessIndex = ChoppinessIndex
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module.exports.TrueRange = TrueRange
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module.exports.ChaikinVolatility = ChaikinVolatility
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module.exports.LinRegAngle = LinRegAngle
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module.exports.BollingerBandwidth = BollingerBandwidth
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module.exports.PercentB = PercentB
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module.exports.NATR = NATR
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module.exports.HistoricalVolatility = HistoricalVolatility
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module.exports.AroonOscillator = AroonOscillator
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module.exports.Vortex = Vortex
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module.exports.MassIndex = MassIndex
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module.exports.StochRSI = StochRSI
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module.exports.UltimateOscillator = UltimateOscillator
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module.exports.PPO = PPO
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module.exports.Coppock = Coppock
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module.exports.VWMA = VWMA
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