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kingchenc 39a252ea66 release(0.2.0): bump version from 0.1.5 to 0.2.0

This release carries the full post-audit work — 46 new indicators
(25 → 71), an eight-family taxonomy restructure, new bindings for
RollingVWAP, the WASM streaming-update parity, the pyo3/numpy CVE
fix, the SMA/Bollinger drift bound, the O(1) LinearRegression
refactor, the UlcerIndex deque and the PSAR is_ready/reset fixes
plus a refreshed example suite and wiki. The earlier 0.1.5 number
was never published; jumping straight to 0.2.0 is the cleaner signal
for the scope of the change.

Bumped:
- Cargo.toml workspace + wickra-core workspace-dep version
- bindings/python/pyproject.toml
- bindings/node/package.json + optionalDependencies (six platform pins)
- 6 x bindings/node/npm/<target>/package.json
- Cargo.lock regenerated
- CHANGELOG.md [0.2.0] header + compare-link
- docs/wiki/Home.md published-versions table
- docs/wiki/Quickstart-{Rust,Node,WASM}.md + Warmup-Periods.md
  version-pinned narrative lines

Verified locally:
- cargo fmt/clippy/test (628 passed, 0 failed)
- cargo deny check (no suppression)
- bindings/node node --test (92/92)
- bindings/python pytest (118/118)
- import wickra reports 0.2.0 with 72 indicator classes

2026-05-23 19:58:02 +02:00

17 KiB

Raw Blame History

Warmup Periods

Every Wickra indicator returns None (Rust), None (Python), or null (Node) for its first few inputs while it gathers enough data to produce a defined value. The number of inputs an indicator needs before it emits its first non-empty value is its warmup period, surfaced everywhere as warmup_period() / warmupPeriod().

After the first emission, the indicator never goes back to a "no value yet" state — it has rolled its state forward and will produce a steady value on every subsequent update(). Calling reset() returns to the warming-up state, equivalent to a freshly constructed instance.

How to read the formula column

The formulas below are taken verbatim from the warmup_period() methods in crates/wickra-core/src/indicators/<name>.rs. The "Inputs at first emission" column says, in 1-indexed terms, which update() call returns the first Some/non-NaN value. They are the same number; "first emission index" in 0-indexed terms is warmup_period − 1.

Single-output indicators

The rows are keyed by constructor, not by indicator name. Vwap appears twice — once for the cumulative Vwap::new() and once for the finite-window RollingVwap::new(period) — because the two share the indicator name Vwap (see Indicators-Overview.md) but have different warmup periods. That is the only such pair; every other row is one canonical indicator.

Indicator	Constructor	Formula	`warmup_period()` for shown args	Inputs at first emission
`Sma`	`Sma::new(14)`	`period`	14	14th
`Ema`	`Ema::new(14)`	`period`	14	14th
`Wma`	`Wma::new(14)`	`period`	14	14th
`Dema`	`Dema::new(14)`	`2 * period - 1`	27	27th
`Tema`	`Tema::new(14)`	`3 * period - 2`	40	40th
`Hma`	`Hma::new(14)`	`period + round(sqrt(period)).max(1) - 1`	17	17th
`Kama`	`Kama::new(10, 2, 30)`	`er_period + 1`	11	11th
`Rsi`	`Rsi::new(14)`	`period + 1`	15	15th
`Cci`	`Cci::new(20)`	`period`	20	20th
`Roc`	`Roc::new(12)`	`period + 1`	13	13th
`WilliamsR`	`WilliamsR::new(14)`	`period`	14	14th
`Mfi`	`Mfi::new(14)`	`period`	14	14th
`Trix`	`Trix::new(15)`	`3 * period - 1`	44	44th
`AwesomeOscillator`	`AwesomeOscillator::new(5, 34)`	`slow_period`	34	34th
`Atr`	`Atr::new(14)`	`period`	14	14th
`Psar`	`Psar::new(0.02, 0.02, 0.20)`	constant `2`	2	2nd
`Obv`	`Obv::new()`	constant `1`	1	1st
`Vwap`	`Vwap::new()`	constant `1`	1	1st
`RollingVwap`	`RollingVwap::new(20)`	`period`	20	20th
`Smma`	`Smma::new(14)`	`period`	14	14th
`Trima`	`Trima::new(20)`	`period`	20	20th
`Zlema`	`Zlema::new(14)`	`lag + period` (`lag = (period − 1) / 2`)	20	20th
`T3`	`T3::new(5, 0.7)`	`6 * period - 5`	25	25th
`Vwma`	`Vwma::new(20)`	`period`	20	20th
`Mom`	`Mom::new(10)`	`period + 1`	11	11th
`Cmo`	`Cmo::new(14)`	`period + 1`	15	15th
`Tsi`	`Tsi::new(25, 13)`	`long + short`	38	38th
`Pmo`	`Pmo::new(35, 20)`	constant `2`	2	2nd
`StochRsi`	`StochRsi::new(14, 14)`	`rsi_period + stoch_period`	28	28th
`UltimateOscillator`	`UltimateOscillator::new(7, 14, 28)`	`max(short, mid, long) + 1`	29	29th
`Ppo`	`Ppo::new(12, 26)`	`slow`	26	26th
`Dpo`	`Dpo::new(20)`	`max(period, period / 2 + 2)`	20	20th
`Coppock`	`Coppock::new(14, 11, 10)`	`max(roc_long, roc_short) + wma_period`	24	24th
`AroonOscillator`	`AroonOscillator::new(14)`	`period + 1`	15	15th
`MassIndex`	`MassIndex::new(9, 25)`	`2 * ema_period + sum_period - 2`	41	41st
`Natr`	`Natr::new(14)`	`period`	14	14th
`StdDev`	`StdDev::new(20)`	`period`	20	20th
`UlcerIndex`	`UlcerIndex::new(14)`	`2 * period - 1`	27	27th
`HistoricalVolatility`	`HistoricalVolatility::new(20, 252)`	`period + 1`	21	21st
`BollingerBandwidth`	`BollingerBandwidth::new(20, 2.0)`	`period`	20	20th
`PercentB`	`PercentB::new(20, 2.0)`	`period`	20	20th
`AtrTrailingStop`	`AtrTrailingStop::new(14, 3.0)`	`atr_period`	14	14th
`Adl`	`Adl::new()`	constant `1`	1	1st
`VolumePriceTrend`	`VolumePriceTrend::new()`	constant `1`	1	1st
`ChaikinMoneyFlow`	`ChaikinMoneyFlow::new(20)`	`period`	20	20th
`ChaikinOscillator`	`ChaikinOscillator::new(3, 10)`	`slow`	10	10th
`ForceIndex`	`ForceIndex::new(13)`	`period + 1`	14	14th
`EaseOfMovement`	`EaseOfMovement::new(14)`	`period + 1`	15	15th
`TypicalPrice`	`TypicalPrice::new()`	constant `1`	1	1st
`MedianPrice`	`MedianPrice::new()`	constant `1`	1	1st
`WeightedClose`	`WeightedClose::new()`	constant `1`	1	1st
`LinearRegression`	`LinearRegression::new(14)`	`period`	14	14th
`LinRegSlope`	`LinRegSlope::new(14)`	`period`	14	14th
`AcceleratorOscillator`	`AcceleratorOscillator::classic()`	`ao_slow + signal_period - 1`	38	38th
`BalanceOfPower`	`BalanceOfPower::new()`	constant `1`	1	1st
`ChoppinessIndex`	`ChoppinessIndex::new(14)`	`period`	14	14th
`VerticalHorizontalFilter`	`VerticalHorizontalFilter::new(28)`	`period + 1`	29	29th
`TrueRange`	`TrueRange::new()`	constant `1`	1	1st
`ChaikinVolatility`	`ChaikinVolatility::new(10, 10)`	`ema_period + roc_period`	20	20th
`ZScore`	`ZScore::new(20)`	`period`	20	20th
`LinRegAngle`	`LinRegAngle::new(14)`	`period`	14	14th

Multi-output indicators

These indicators emit several values at once (a struct in Rust, a tuple in Python, an object in Node) and every column / field transitions from "not ready" to "ready" together — there are no rows that have a signal but no macd, for example.

Indicator	Constructor	Formula	`warmup_period()` for shown args	Inputs at first emission	Outputs
`MacdIndicator`	`MacdIndicator::new(12, 26, 9)`	`slow + signal - 1`	34	34th	`macd`, `signal`, `histogram`
`BollingerBands`	`BollingerBands::new(20, 2.0)`	`period`	20	20th	`upper`, `middle`, `lower`, `stddev`
`Stochastic`	`Stochastic::new(14, 3)`	`k_period + d_period - 1`	16	16th	`k`, `d`
`Adx`	`Adx::new(14)`	`2 * period`	28	28th	`plus_di`, `minus_di`, `adx`
`Aroon`	`Aroon::new(14)`	`period + 1`	15	15th	`up`, `down`
`Keltner`	`Keltner::new(20, 10, 2.0)`	`ema_period.max(atr_period)`	20	20th	`upper`, `middle`, `lower`
`Donchian`	`Donchian::new(20)`	`period`	20	20th	`upper`, `middle`, `lower`
`Vortex`	`Vortex::new(14)`	`period + 1`	15	15th	`plus`, `minus`
`SuperTrend`	`SuperTrend::new(10, 3.0)`	`atr_period`	10	10th	`value`, `direction`
`ChandelierExit`	`ChandelierExit::new(22, 3.0)`	`period`	22	22nd	`long_stop`, `short_stop`
`ChandeKrollStop`	`ChandeKrollStop::new(10, 1.0, 9)`	`atr_period + stop_period - 1`	18	18th	`stop_long`, `stop_short`

"Off-by-one" cases worth memorising

A few indicators look like they should warm up at period but in fact need period + 1 inputs. The reason is always the same — they consume diffs or previous-close differences, not the prices themselves, and the very first input has nothing to diff against.

Rsi::new(period) warmup is period + 1. RSI is based on Wilder's smoothing over per-tick gains and losses. With 14 prices you only have 13 diffs; you need 15 prices to compute 14 diffs and seed avg_gain / avg_loss. The Rust unit test that pins this is warmup_period_is_period_plus_one:
```
let rsi = Rsi::new(14).unwrap();
assert_eq!(rsi.warmup_period(), 15);
```
Roc::new(period) warmup is period + 1. ROC compares the current price to the price period bars ago; that comparison only makes sense starting at input period + 1.
Aroon::new(period) warmup is period + 1. Aroon scans a period + 1-bar window to find the bars-since-high and bars-since-low.
Kama::new(er_period, ...) warmup is er_period + 1. Kaufman's efficiency ratio needs er_period differences, which costs one extra bar.

Cross-checking from your own code

The cleanest way to verify any of these from your application code is the indicator's own warmup_period():

use wickra::{Indicator, MacdIndicator};
let macd = MacdIndicator::classic();   // (12, 26, 9)
assert_eq!(macd.warmup_period(), 34);

import wickra as ta
assert ta.MACD(12, 26, 9).warmup_period() == 34

const wickra = require('wickra');
const sma = new wickra.SMA(20);
console.log(sma.warmupPeriod());   // -> 20

(Since wickra@0.2.0, warmupPeriod() is exposed on every Node and WASM class — single- and multi-output — alongside update(), reset() and isReady(). Consult bindings/node/index.d.ts for the authoritative TypeScript surface.)

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