Files
wickra/bindings/wasm
kingchenc efcd6216c1 feat(bindings): expose RollingVWAP in Python, Node and WASM (R4)
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.
2026-05-23 01:43:00 +02:00
..
2026-05-22 04:05:15 +02:00

wickra-wasm

WebAssembly bindings for the Wickra streaming-first technical indicators library.

Build

You need wasm-pack and the wasm32-unknown-unknown Rust target:

rustup target add wasm32-unknown-unknown
cargo install wasm-pack

Then from the repository root:

wasm-pack build bindings/wasm --target web --release --features panic-hook

The compiled package lands in bindings/wasm/pkg/. Targets:

  • --target web for native ES modules in browsers
  • --target bundler for webpack/Vite/Rollup
  • --target nodejs for Node.js

Example

import init, { SMA, RSI, MACD, version } from "./pkg/wickra_wasm.js";

await init();
console.log("wickra:", version());

// Streaming
const rsi = new RSI(14);
for (const price of livePrices) {
  const v = rsi.update(price);
  if (v !== undefined && v > 70) console.log("overbought");
}

// Batch (returns a Float64Array; NaN for warmup positions)
const sma = new SMA(20).batch(new Float64Array(historicalPrices));

An interactive demo lives in examples/wasm/index.html (top-level alongside the other language examples). After building the package with wasm-pack build, serve the repository root and open examples/wasm/index.html in a browser.