kingchenc
3be267cb03
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
46 lines
976 B
Markdown
46 lines
976 B
Markdown
# @wickra/wickra
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Node.js bindings for the Wickra streaming-first technical indicators library.
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## Install
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Once published, install per platform via the precompiled native package:
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```bash
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npm install @wickra/wickra
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```
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## Build from source
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```bash
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cd bindings/node
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npm install
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npm run build
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npm test
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```
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The native module is built via [napi-rs](https://napi.rs/). The build script
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produces a `wickra.<platform>-<arch>.node` binary in the package root that
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`index.js` loads at runtime.
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## Usage
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```js
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import { SMA, RSI, MACD, version } from '@wickra/wickra';
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console.log('wickra', version());
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// Batch:
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const prices = Array.from({ length: 1000 }, (_, i) => 100 + Math.sin(i * 0.1) * 5);
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const rsi = new RSI(14).batch(prices);
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// Streaming:
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const macd = new MACD(12, 26, 9);
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for (const p of livePriceStream) {
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const v = macd.update(p);
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if (v && v.histogram > 0) console.log('bullish crossover candidate');
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}
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```
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See `index.d.ts` for the full TypeScript surface.
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