Files
wickra/bindings/node/src/lib.rs
T
kingchenc 16c0639f0c F6: add Aroon Oscillator, Vortex and Mass Index
Completes the F6 family (Trend strength) end to end:

- Rust core: aroon_oscillator.rs (AroonUp - AroonDown, one-line trend
  gauge), vortex.rs (Vortex Indicator VI+/VI- with the VortexOutput
  struct), mass_index.rs (Dorsey's range-expansion sum of the
  EMA-of-range ratio). Each with a full Indicator impl, runnable doctest
  and reference / saturation / warmup / reset / batch==streaming tests.
- Python: PyAroonOscillator / PyVortex / PyMassIndex PyO3 classes +
  module registration + .pyi stubs (defaults Aroon=14, Vortex=14,
  MassIndex=(9,25)).
- Node: explicit AroonOscillatorNode, VortexNode (with VortexValue
  object) and MassIndexNode; index.d.ts and index.js updated.
- WASM: WasmAroonOscillator, WasmVortex, WasmMassIndex.
- Wiki: Indicator-AroonOscillator/Vortex/MassIndex.md plus rows in
  Indicators-Overview.md and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 320 core tests,
25 data tests and 45 doctests green.
2026-05-22 18:17:38 +02:00

1533 lines
41 KiB
Rust

//! Node.js bindings for Wickra via napi-rs.
//!
//! Build with:
//! ```text
//! cd bindings/node && npm install && npm run build
//! ```
//!
//! Then `require("@wickra/wickra")` from Node.
#![allow(clippy::needless_pass_by_value)]
#![allow(missing_debug_implementations)] // napi-derive auto-generates the Node-facing types.
#![allow(clippy::unused_self)]
#![allow(clippy::missing_const_for_fn)]
use napi::Error as NapiError;
use napi::Status;
use napi_derive::napi;
use wickra_core as wc;
use wickra_core::{BatchExt, Indicator};
fn map_err(e: wc::Error) -> NapiError {
NapiError::new(Status::InvalidArg, e.to_string())
}
/// Helper for the scalar-indicator macro only. Scalar `new` functions can fail
/// solely on `period == 0`, which `clamp_period` already rules out, so the
/// `Result` is provably `Ok` here. Candle indicators and the multi-parameter
/// indicators have genuinely fallible parameters and instead use fallible
/// `#[napi(constructor)]`s that return `napi::Result<Self>` and throw a JS error.
fn must<T>(r: Result<T, wc::Error>) -> T {
r.expect("wickra: scalar indicator parameter clamped to a valid range")
}
/// Clamp a period parameter so the underlying indicator never sees zero. JS
/// callers who pass `0` get a window of `1` instead of a thrown exception —
/// effectively a pass-through indicator that still produces valid outputs.
const fn clamp_period(p: u32) -> usize {
if p == 0 {
1
} else {
p as usize
}
}
fn flatten(v: Vec<Option<f64>>) -> Vec<f64> {
v.into_iter().map(|x| x.unwrap_or(f64::NAN)).collect()
}
/// Library version (matches the Rust crate version).
#[napi]
pub fn version() -> String {
env!("CARGO_PKG_VERSION").to_string()
}
// ============================== Scalar indicators ==============================
macro_rules! node_scalar_indicator {
($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
#[napi(js_name = $node_name)]
pub struct $wrapper {
inner: $rust_ty,
}
#[napi]
impl $wrapper {
#[napi(constructor)]
pub fn new(period: u32) -> Self {
Self {
inner: must(<$rust_ty>::new(clamp_period(period))),
}
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
};
}
node_scalar_indicator!(SmaNode, "SMA", wc::Sma);
node_scalar_indicator!(EmaNode, "EMA", wc::Ema);
node_scalar_indicator!(WmaNode, "WMA", wc::Wma);
node_scalar_indicator!(RsiNode, "RSI", wc::Rsi);
node_scalar_indicator!(DemaNode, "DEMA", wc::Dema);
node_scalar_indicator!(TemaNode, "TEMA", wc::Tema);
node_scalar_indicator!(HmaNode, "HMA", wc::Hma);
node_scalar_indicator!(RocNode, "ROC", wc::Roc);
node_scalar_indicator!(TrixNode, "TRIX", wc::Trix);
node_scalar_indicator!(SmmaNode, "SMMA", wc::Smma);
node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
node_scalar_indicator!(MomNode, "MOM", wc::Mom);
node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
// ============================== MACD ==============================
/// MACD triple: macd line, signal line, histogram.
#[napi(object)]
pub struct MacdValue {
pub macd: f64,
pub signal: f64,
pub histogram: f64,
}
#[napi(js_name = "MACD")]
pub struct MacdNode {
inner: wc::MacdIndicator,
}
#[napi]
impl MacdNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32, signal: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MacdIndicator::new(fast as usize, slow as usize, signal as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<MacdValue> {
self.inner.update(value).map(|o| MacdValue {
macd: o.macd,
signal: o.signal,
histogram: o.histogram,
})
}
/// Batch over a price array. Returns a flat array of length `3 * n`,
/// interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
/// Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 3];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 3] = o.macd;
out[i * 3 + 1] = o.signal;
out[i * 3 + 2] = o.histogram;
}
}
out
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Bollinger ==============================
#[napi(object)]
pub struct BollingerValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
pub stddev: f64,
}
#[napi(js_name = "BollingerBands")]
pub struct BollingerNode {
inner: wc::BollingerBands,
}
#[napi]
impl BollingerNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::BollingerBands::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<BollingerValue> {
self.inner.update(value).map(|o| BollingerValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
stddev: o.stddev,
})
}
/// Batch over a price array. Returns a flat array of length `4 * n`,
/// interleaved per row as `[upper0, middle0, lower0, stddev0, upper1, ...]`.
/// Read column `j` of row `i` as `result[i * 4 + j]`. Warmup rows are `NaN`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 4];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 4] = o.upper;
out[i * 4 + 1] = o.middle;
out[i * 4 + 2] = o.lower;
out[i * 4 + 3] = o.stddev;
}
}
out
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Candle-input helpers ==============================
fn cnd(h: f64, l: f64, c: f64, v: f64) -> napi::Result<wc::Candle> {
wc::Candle::new(c, h, l, c, v, 0).map_err(map_err)
}
#[napi(js_name = "ATR")]
pub struct AtrNode {
inner: wc::Atr,
}
#[napi]
impl AtrNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Atr::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(object)]
pub struct StochValue {
pub k: f64,
pub d: f64,
}
#[napi(js_name = "Stochastic")]
pub struct StochNode {
inner: wc::Stochastic,
}
#[napi]
impl StochNode {
#[napi(constructor)]
pub fn new(k_period: u32, d_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Stochastic::new(k_period as usize, d_period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<StochValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| StochValue { k: o.k, d: o.d }))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 2] = o.k;
out[i * 2 + 1] = o.d;
}
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "OBV")]
pub struct ObvNode {
inner: wc::Obv,
}
impl Default for ObvNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl ObvNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::Obv::new(),
}
}
#[napi]
pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(close, close, close, volume)?))
}
#[napi]
pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
if close.len() != volume.len() {
return Err(NapiError::from_reason(
"close and volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd(close[i], close[i], close[i], volume[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(object)]
pub struct AdxValue {
#[napi(js_name = "plusDi")]
pub plus_di: f64,
#[napi(js_name = "minusDi")]
pub minus_di: f64,
pub adx: f64,
}
#[napi(js_name = "ADX")]
pub struct AdxNode {
inner: wc::Adx,
}
#[napi]
impl AdxNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Adx::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<AdxValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| AdxValue {
plus_di: o.plus_di,
minus_di: o.minus_di,
adx: o.adx,
}))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 3] = o.plus_di;
out[i * 3 + 1] = o.minus_di;
out[i * 3 + 2] = o.adx;
}
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "CCI")]
pub struct CciNode {
inner: wc::Cci,
}
#[napi]
impl CciNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Cci::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(js_name = "WilliamsR")]
pub struct WilliamsRNode {
inner: wc::WilliamsR,
}
#[napi]
impl WilliamsRNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::WilliamsR::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(js_name = "MFI")]
pub struct MfiNode {
inner: wc::Mfi,
}
#[napi]
impl MfiNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Mfi::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, volume)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
return Err(NapiError::from_reason(
"high, low, close, volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], volume[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(js_name = "PSAR")]
pub struct PsarNode {
inner: wc::Psar,
}
#[napi]
impl PsarNode {
#[napi(constructor)]
pub fn new(af_start: f64, af_step: f64, af_max: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Psar::new(af_start, af_step, af_max).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(object)]
pub struct KeltnerValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "Keltner")]
pub struct KeltnerNode {
inner: wc::Keltner,
}
#[napi]
impl KeltnerNode {
#[napi(constructor)]
pub fn new(ema_period: u32, atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Keltner::new(ema_period as usize, atr_period as usize, multiplier)
.map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<KeltnerValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| KeltnerValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
}))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 3] = o.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
Ok(out)
}
}
#[napi(object)]
pub struct DonchianValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "Donchian")]
pub struct DonchianNode {
inner: wc::Donchian,
}
#[napi]
impl DonchianNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Donchian::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<DonchianValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| DonchianValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
}))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
out[i * 3] = o.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
Ok(out)
}
}
#[napi(js_name = "VWAP")]
pub struct VwapNode {
inner: wc::Vwap,
}
impl Default for VwapNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl VwapNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::Vwap::new(),
}
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, volume)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
return Err(NapiError::from_reason(
"high, low, close, volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], volume[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(js_name = "AwesomeOscillator")]
pub struct AoNode {
inner: wc::AwesomeOscillator,
}
#[napi]
impl AoNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AwesomeOscillator::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], low[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
}
#[napi(object)]
pub struct AroonValue {
pub up: f64,
pub down: f64,
}
#[napi(js_name = "Aroon")]
pub struct AroonNode {
inner: wc::Aroon,
}
#[napi]
impl AroonNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Aroon::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<AroonValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| AroonValue {
up: o.up,
down: o.down,
}))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
out[i * 2] = o.up;
out[i * 2 + 1] = o.down;
}
}
Ok(out)
}
}
#[napi(js_name = "KAMA")]
pub struct KamaNode {
inner: wc::Kama,
}
#[napi]
impl KamaNode {
#[napi(constructor)]
pub fn new(er_period: u32, fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Kama::new(er_period as usize, fast as usize, slow as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
}
// ============================== T3 ==============================
#[napi(js_name = "T3")]
pub struct T3Node {
inner: wc::T3,
}
#[napi]
impl T3Node {
#[napi(constructor)]
pub fn new(period: u32, v: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::T3::new(period as usize, v).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== TSI ==============================
#[napi(js_name = "TSI")]
pub struct TsiNode {
inner: wc::Tsi,
}
#[napi]
impl TsiNode {
#[napi(constructor)]
pub fn new(long: u32, short: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Tsi::new(long as usize, short as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== PMO ==============================
#[napi(js_name = "PMO")]
pub struct PmoNode {
inner: wc::Pmo,
}
#[napi]
impl PmoNode {
#[napi(constructor)]
pub fn new(smoothing1: u32, smoothing2: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Pmo::new(smoothing1 as usize, smoothing2 as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== VWMA ==============================
// ============================== Aroon Oscillator ==============================
#[napi(js_name = "AroonOscillator")]
pub struct AroonOscillatorNode {
inner: wc::AroonOscillator,
}
#[napi]
impl AroonOscillatorNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AroonOscillator::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], low[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Vortex ==============================
/// Vortex Indicator pair: `VI+` and `VI-`.
#[napi(object)]
pub struct VortexValue {
pub plus: f64,
pub minus: f64,
}
#[napi(js_name = "Vortex")]
pub struct VortexNode {
inner: wc::Vortex,
}
#[napi]
impl VortexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Vortex::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<VortexValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| VortexValue {
plus: o.plus,
minus: o.minus,
}))
}
/// Returns `[plus0, minus0, plus1, minus1, ...]`, length `2 * n`. Warmup is NaN.
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 2] = o.plus;
out[i * 2 + 1] = o.minus;
}
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Mass Index ==============================
#[napi(js_name = "MassIndex")]
pub struct MassIndexNode {
inner: wc::MassIndex,
}
#[napi]
impl MassIndexNode {
#[napi(constructor)]
pub fn new(ema_period: u32, sum_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MassIndex::new(ema_period as usize, sum_period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
}
#[napi]
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
if high.len() != low.len() {
return Err(NapiError::from_reason(
"high and low must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], low[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== StochRSI ==============================
#[napi(js_name = "StochRSI")]
pub struct StochRsiNode {
inner: wc::StochRsi,
}
#[napi]
impl StochRsiNode {
#[napi(constructor)]
pub fn new(rsi_period: u32, stoch_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::StochRsi::new(rsi_period as usize, stoch_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Ultimate Oscillator ==============================
#[napi(js_name = "UltimateOscillator")]
pub struct UltimateOscillatorNode {
inner: wc::UltimateOscillator,
}
#[napi]
impl UltimateOscillatorNode {
#[napi(constructor)]
pub fn new(short: u32, mid: u32, long: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::UltimateOscillator::new(short as usize, mid as usize, long as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
out.push(
self.inner
.update(cnd(high[i], low[i], close[i], 0.0)?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== PPO ==============================
#[napi(js_name = "PPO")]
pub struct PpoNode {
inner: wc::Ppo,
}
#[napi]
impl PpoNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Ppo::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== Coppock ==============================
#[napi(js_name = "Coppock")]
pub struct CoppockNode {
inner: wc::Coppock,
}
#[napi]
impl CoppockNode {
#[napi(constructor)]
pub fn new(roc_long: u32, roc_short: u32, wma_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Coppock::new(roc_long as usize, roc_short as usize, wma_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
#[napi(js_name = "VWMA")]
pub struct VwmaNode {
inner: wc::Vwma,
}
#[napi]
impl VwmaNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Vwma::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(close, close, close, volume)?))
}
#[napi]
pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
if close.len() != volume.len() {
return Err(NapiError::from_reason(
"close and volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
out.push(
self.inner
.update(cnd(close[i], close[i], close[i], volume[i])?)
.unwrap_or(f64::NAN),
);
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}