Files
wickra/bindings/node/src/lib.rs
T
kingchenc 4d0bc08efd feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)
Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests.

- **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1.
- **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1.
- **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1.
- **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1.
- **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1.

Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods).

Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279).

Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
2026-06-02 17:24:42 +02:00

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//! Node.js bindings for Wickra via napi-rs.
//!
//! Build with:
//! ```text
//! cd bindings/node && npm install && npm run build
//! ```
//!
//! Then `require("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())
}
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 $wrapper {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: <$rust_ty>::new(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
}
}
};
}
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);
node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
node_scalar_indicator!(
VerticalHorizontalFilterNode,
"VerticalHorizontalFilter",
wc::VerticalHorizontalFilter
);
node_scalar_indicator!(ZScoreNode, "ZScore", wc::ZScore);
node_scalar_indicator!(McGinleyDynamicNode, "McGinleyDynamic", wc::McGinleyDynamic);
node_scalar_indicator!(FramaNode, "FRAMA", wc::Frama);
// Family 10 — Ehlers / Cycle: single-period scalars.
node_scalar_indicator!(SuperSmootherNode, "SuperSmoother", wc::SuperSmoother);
node_scalar_indicator!(FisherTransformNode, "FisherTransform", wc::FisherTransform);
node_scalar_indicator!(DecyclerNode, "Decycler", wc::Decycler);
node_scalar_indicator!(CenterOfGravityNode, "CenterOfGravity", wc::CenterOfGravity);
node_scalar_indicator!(CyberneticCycleNode, "CyberneticCycle", wc::CyberneticCycle);
node_scalar_indicator!(
InstantaneousTrendlineNode,
"InstantaneousTrendline",
wc::InstantaneousTrendline
);
node_scalar_indicator!(
EhlersStochasticNode,
"EhlersStochastic",
wc::EhlersStochastic
);
// RviVolatility (Relative Volatility Index, Donald Dorsey). Disambiguated
// from `RVI` = Relative Vigor Index in Family 02. Takes a single `period` and
// rejects both `period == 0` and `period == 1` (a 1-bar standard deviation is
// always zero). Hand-rolled, but behaves like `node_scalar_indicator!`: the
// fallible `new` propagates the core error and throws a JS error on bad period.
#[napi(js_name = "RVIVolatility")]
pub struct RviVolatilityNode {
inner: wc::RviVolatility,
}
#[napi]
impl RviVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RviVolatility::new(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
}
}
node_scalar_indicator!(VarianceNode, "Variance", wc::Variance);
node_scalar_indicator!(
CoefficientOfVariationNode,
"CoefficientOfVariation",
wc::CoefficientOfVariation
);
node_scalar_indicator!(SkewnessNode, "Skewness", wc::Skewness);
node_scalar_indicator!(KurtosisNode, "Kurtosis", wc::Kurtosis);
node_scalar_indicator!(StandardErrorNode, "StandardError", wc::StandardError);
node_scalar_indicator!(DetrendedStdDevNode, "DetrendedStdDev", wc::DetrendedStdDev);
node_scalar_indicator!(RSquaredNode, "RSquared", wc::RSquared);
node_scalar_indicator!(
MedianAbsoluteDeviationNode,
"MedianAbsoluteDeviation",
wc::MedianAbsoluteDeviation
);
// ============================== Autocorrelation (period + lag) ==============================
#[napi(js_name = "Autocorrelation")]
pub struct AutocorrelationNode {
inner: wc::Autocorrelation,
}
#[napi]
impl AutocorrelationNode {
#[napi(constructor)]
pub fn new(period: u32, lag: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Autocorrelation::new(period as usize, lag 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
}
}
// ============================== HurstExponent (period + chunks) ==============================
#[napi(js_name = "HurstExponent")]
pub struct HurstExponentNode {
inner: wc::HurstExponent,
}
#[napi]
impl HurstExponentNode {
#[napi(constructor)]
pub fn new(period: u32, chunks: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::HurstExponent::new(period as usize, chunks 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
}
}
// ============================== Two-series indicators (Pearson / Beta / Spearman) ==============================
macro_rules! node_pair_indicator {
($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
#[napi(js_name = $node_name)]
pub struct $wrapper {
inner: $rust_ty,
}
#[napi]
impl $wrapper {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: <$rust_ty>::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, x: f64, y: f64) -> Option<f64> {
self.inner.update((x, y))
}
/// Batch over two equally-sized arrays. Returns a length-`n` array
/// with `NaN` for warmup positions.
#[napi]
pub fn batch(&mut self, x: Vec<f64>, y: Vec<f64>) -> napi::Result<Vec<f64>> {
if x.len() != y.len() {
return Err(NapiError::new(
Status::InvalidArg,
"x and y must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(x.len());
for i in 0..x.len() {
out.push(self.inner.update((x[i], y[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
}
}
};
}
node_pair_indicator!(
PearsonCorrelationNode,
"PearsonCorrelation",
wc::PearsonCorrelation
);
node_pair_indicator!(BetaNode, "Beta", wc::Beta);
node_pair_indicator!(PairwiseBetaNode, "PairwiseBeta", wc::PairwiseBeta);
node_pair_indicator!(
SpearmanCorrelationNode,
"SpearmanCorrelation",
wc::SpearmanCorrelation
);
// ============================== PairSpreadZScore ==============================
/// Pair spread z-score: two ctor params (`betaPeriod`, `zPeriod`), one `(a, b)`
/// price pair per update, a single z-score out.
#[napi(js_name = "PairSpreadZScore")]
pub struct PairSpreadZScoreNode {
inner: wc::PairSpreadZScore,
}
#[napi]
impl PairSpreadZScoreNode {
#[napi(constructor)]
pub fn new(beta_period: u32, z_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::PairSpreadZScore::new(beta_period as usize, z_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, a: f64, b: f64) -> Option<f64> {
self.inner.update((a, b))
}
/// Batch over two equally-sized arrays of prices. Returns a length-`n`
/// array with `NaN` for warmup positions.
#[napi]
pub fn batch(&mut self, a: Vec<f64>, b: Vec<f64>) -> napi::Result<Vec<f64>> {
if a.len() != b.len() {
return Err(NapiError::new(
Status::InvalidArg,
"a and b must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(a.len());
for i in 0..a.len() {
out.push(self.inner.update((a[i], b[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
}
}
// ============================== LeadLagCrossCorrelation ==============================
/// Lead/lag result: the offset that maximises correlation, and that correlation.
#[napi(object)]
pub struct LeadLagValue {
/// Offset that maximises `|corr(a, b shifted)|`. Positive ⇒ `a` leads `b`.
pub lag: i32,
/// Signed correlation at that lag, in `[-1, 1]`.
pub correlation: f64,
}
#[napi(js_name = "LeadLagCrossCorrelation")]
pub struct LeadLagCrossCorrelationNode {
inner: wc::LeadLagCrossCorrelation,
}
#[napi]
impl LeadLagCrossCorrelationNode {
#[napi(constructor)]
pub fn new(window: u32, max_lag: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::LeadLagCrossCorrelation::new(window as usize, max_lag as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, a: f64, b: f64) -> Option<LeadLagValue> {
self.inner.update((a, b)).map(|o| LeadLagValue {
lag: o.lag as i32,
correlation: o.correlation,
})
}
/// Batch over two equally-sized arrays. Returns a flat array of length
/// `2 * n`, interleaved per row as `[lag0, corr0, lag1, corr1, ...]`. Read
/// column `j` of row `i` as `result[i * 2 + j]`. Warmup rows are `NaN`.
#[napi]
pub fn batch(&mut self, a: Vec<f64>, b: Vec<f64>) -> napi::Result<Vec<f64>> {
if a.len() != b.len() {
return Err(NapiError::new(
Status::InvalidArg,
"a and b must be equal length".to_string(),
));
}
let mut out = vec![f64::NAN; a.len() * 2];
for i in 0..a.len() {
if let Some(o) = self.inner.update((a[i], b[i])) {
out[i * 2] = o.lag as f64;
out[i * 2 + 1] = o.correlation;
}
}
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
}
}
// ============================== Cointegration ==============================
/// Cointegration result: hedge ratio, current spread, and the ADF statistic.
#[napi(object)]
pub struct CointegrationValue {
/// EngleGranger hedge ratio (OLS slope of `a` on `b`).
pub hedge_ratio: f64,
/// Current spread (regression residual) `a - (alpha + beta*b)`.
pub spread: f64,
/// Augmented DickeyFuller statistic on the spread; more negative ⇒ more
/// strongly mean-reverting.
pub adf_stat: f64,
}
#[napi(js_name = "Cointegration")]
pub struct CointegrationNode {
inner: wc::Cointegration,
}
#[napi]
impl CointegrationNode {
#[napi(constructor)]
pub fn new(period: u32, adf_lags: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Cointegration::new(period as usize, adf_lags as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, a: f64, b: f64) -> Option<CointegrationValue> {
self.inner.update((a, b)).map(|o| CointegrationValue {
hedge_ratio: o.hedge_ratio,
spread: o.spread,
adf_stat: o.adf_stat,
})
}
/// Batch over two equally-sized arrays. Returns a flat array of length
/// `3 * n`, interleaved per row as `[hedgeRatio0, spread0, adfStat0, ...]`.
/// Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
#[napi]
pub fn batch(&mut self, a: Vec<f64>, b: Vec<f64>) -> napi::Result<Vec<f64>> {
if a.len() != b.len() {
return Err(NapiError::new(
Status::InvalidArg,
"a and b must be equal length".to_string(),
));
}
let mut out = vec![f64::NAN; a.len() * 3];
for i in 0..a.len() {
if let Some(o) = self.inner.update((a[i], b[i])) {
out[i * 3] = o.hedge_ratio;
out[i * 3 + 1] = o.spread;
out[i * 3 + 2] = o.adf_stat;
}
}
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
}
}
// ============================== RelativeStrengthAB ==============================
/// Relative-strength triple: the a/b ratio, its moving average, and its RSI.
#[napi(object)]
pub struct RelativeStrengthValue {
/// Raw ratio `a / b`.
pub ratio: f64,
/// Moving average of the ratio.
pub ratio_ma: f64,
/// RSI of the ratio.
pub ratio_rsi: f64,
}
#[napi(js_name = "RelativeStrengthAB")]
pub struct RelativeStrengthAbNode {
inner: wc::RelativeStrengthAB,
}
#[napi]
impl RelativeStrengthAbNode {
#[napi(constructor)]
pub fn new(ma_period: u32, rsi_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RelativeStrengthAB::new(ma_period as usize, rsi_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, a: f64, b: f64) -> Option<RelativeStrengthValue> {
self.inner.update((a, b)).map(|o| RelativeStrengthValue {
ratio: o.ratio,
ratio_ma: o.ratio_ma,
ratio_rsi: o.ratio_rsi,
})
}
/// Batch over two equally-sized arrays. Returns a flat array of length
/// `3 * n`, interleaved per row as `[ratio0, ratioMa0, ratioRsi0, ...]`.
/// Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
#[napi]
pub fn batch(&mut self, a: Vec<f64>, b: Vec<f64>) -> napi::Result<Vec<f64>> {
if a.len() != b.len() {
return Err(NapiError::new(
Status::InvalidArg,
"a and b must be equal length".to_string(),
));
}
let mut out = vec![f64::NAN; a.len() * 3];
for i in 0..a.len() {
if let Some(o) = self.inner.update((a[i], b[i])) {
out[i * 3] = o.ratio;
out[i * 3 + 1] = o.ratio_ma;
out[i * 3 + 2] = o.ratio_rsi;
}
}
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
}
}
// ============================== 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 = "ADXR")]
pub struct AdxrNode {
inner: wc::Adxr,
}
#[napi]
impl AdxrNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Adxr::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 n = high.len();
let mut out = vec![f64::NAN; n];
for i in 0..n {
if let Some(v) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i] = v;
}
}
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 = "RollingVWAP")]
pub struct RollingVwapNode {
inner: wc::RollingVwap,
}
#[napi]
impl RollingVwapNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RollingVwap::new(period as usize).map_err(map_err)?,
})
}
#[napi(getter)]
pub fn period(&self) -> u32 {
self.inner.period() as u32
}
#[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)
}
}
// Helper for OHLC-input indicators that need the open price (not provided
// by `cnd` which fakes open == close).
fn cnd4(open: f64, high: f64, low: f64, close: f64) -> napi::Result<wc::Candle> {
wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)
}
#[napi(js_name = "Inertia")]
pub struct InertiaNode {
inner: wc::Inertia,
}
#[napi]
impl InertiaNode {
#[napi(constructor)]
pub fn new(rvi_period: u32, linreg_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Inertia::new(rvi_period as usize, linreg_period as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd4(open, high, low, close)?))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"open, high, low and close 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(cnd4(open[i], high[i], low[i], close[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(js_name = "ConnorsRSI")]
pub struct ConnorsRsiNode {
inner: wc::ConnorsRsi,
}
#[napi]
impl ConnorsRsiNode {
#[napi(constructor)]
pub fn new(period_rsi: u32, period_streak: u32, period_rank: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ConnorsRsi::new(
period_rsi as usize,
period_streak as usize,
period_rank 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 = "LaguerreRSI")]
pub struct LaguerreRsiNode {
inner: wc::LaguerreRsi,
}
#[napi]
impl LaguerreRsiNode {
#[napi(constructor)]
pub fn new(gamma: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::LaguerreRsi::new(gamma).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 = "SMI")]
pub struct SmiNode {
inner: wc::Smi,
}
#[napi]
impl SmiNode {
#[napi(constructor)]
pub fn new(period: u32, d_period: u32, d2_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Smi::new(period as usize, d_period as usize, d2_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 and close 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(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 KstValue {
pub kst: f64,
pub signal: f64,
}
#[napi(js_name = "KST")]
pub struct KstNode {
inner: wc::Kst,
}
#[napi]
impl KstNode {
#[napi(constructor)]
#[allow(clippy::too_many_arguments)]
pub fn new(
roc1: u32,
roc2: u32,
roc3: u32,
roc4: u32,
sma1: u32,
sma2: u32,
sma3: u32,
sma4: u32,
signal: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::Kst::new(
roc1 as usize,
roc2 as usize,
roc3 as usize,
roc4 as usize,
sma1 as usize,
sma2 as usize,
sma3 as usize,
sma4 as usize,
signal as usize,
)
.map_err(map_err)?,
})
}
#[napi(factory)]
pub fn classic() -> Self {
Self {
inner: wc::Kst::classic(),
}
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<KstValue> {
self.inner.update(value).map(|o| KstValue {
kst: o.kst,
signal: o.signal,
})
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let n = prices.len();
let mut out = vec![f64::NAN; n * 2];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 2] = o.kst;
out[i * 2 + 1] = o.signal;
}
}
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 = "PGO")]
pub struct PgoNode {
inner: wc::Pgo,
}
#[napi]
impl PgoNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Pgo::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 and close 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(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(js_name = "RVI")]
pub struct RviNode {
inner: wc::Rvi,
}
#[napi]
impl RviNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Rvi::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd4(open, high, low, close)?))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
return Err(NapiError::from_reason(
"open, high, low and close 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(cnd4(open[i], high[i], low[i], close[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(js_name = "AwesomeOscillatorHistogram")]
pub struct AwesomeOscillatorHistogramNode {
inner: wc::AwesomeOscillatorHistogram,
}
#[napi]
impl AwesomeOscillatorHistogramNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32, sma_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AwesomeOscillatorHistogram::new(
fast as usize,
slow as usize,
sma_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
}
}
#[napi(js_name = "STC")]
pub struct StcNode {
inner: wc::Stc,
}
#[napi]
impl StcNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32, schaff_period: u32, factor: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Stc::new(fast as usize, slow as usize, schaff_period as usize, factor)
.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 = "ElderImpulse")]
pub struct ElderImpulseNode {
inner: wc::ElderImpulse,
}
#[napi]
impl ElderImpulseNode {
#[napi(constructor)]
pub fn new(
ema_period: u32,
macd_fast: u32,
macd_slow: u32,
macd_signal: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::ElderImpulse::new(
ema_period as usize,
macd_fast as usize,
macd_slow as usize,
macd_signal 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(object)]
pub struct ZeroLagMacdValue {
pub macd: f64,
pub signal: f64,
pub histogram: f64,
}
#[napi(js_name = "ZeroLagMACD")]
pub struct ZeroLagMacdNode {
inner: wc::ZeroLagMacd,
}
#[napi]
impl ZeroLagMacdNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32, signal: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ZeroLagMacd::new(fast as usize, slow as usize, signal as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<ZeroLagMacdValue> {
self.inner.update(value).map(|o| ZeroLagMacdValue {
macd: o.macd,
signal: o.signal,
histogram: o.histogram,
})
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let n = prices.len();
let mut out = vec![f64::NAN; n * 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
}
}
#[napi(js_name = "CFO")]
pub struct CfoNode {
inner: wc::Cfo,
}
#[napi]
impl CfoNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Cfo::new(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 = "APO")]
pub struct ApoNode {
inner: wc::Apo,
}
#[napi]
impl ApoNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Apo::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
}
}
#[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))
}
}
// ============================== EVWMA ==============================
#[napi(js_name = "EVWMA")]
pub struct EvwmaNode {
inner: wc::Evwma,
}
#[napi]
impl EvwmaNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Evwma::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
}
}
// ============================== Alligator ==============================
#[napi(object)]
pub struct AlligatorValue {
pub jaw: f64,
pub teeth: f64,
pub lips: f64,
}
#[napi(js_name = "Alligator")]
pub struct AlligatorNode {
inner: wc::Alligator,
}
#[napi]
impl AlligatorNode {
#[napi(constructor)]
pub fn new(jaw: u32, teeth: u32, lips: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Alligator::new(jaw as usize, teeth as usize, lips 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<AlligatorValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| AlligatorValue {
jaw: o.jaw,
teeth: o.teeth,
lips: o.lips,
}))
}
#[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.jaw;
out[i * 3 + 1] = o.teeth;
out[i * 3 + 2] = o.lips;
}
}
Ok(out)
}
}
// ============================== JMA ==============================
#[napi(js_name = "JMA")]
pub struct JmaNode {
inner: wc::Jma,
}
#[napi]
impl JmaNode {
#[napi(constructor)]
pub fn new(period: u32, phase: f64, power: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Jma::new(period as usize, phase, power).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))
}
}
// ============================== VIDYA ==============================
#[napi(js_name = "VIDYA")]
pub struct VidyaNode {
inner: wc::Vidya,
}
#[napi]
impl VidyaNode {
#[napi(constructor)]
pub fn new(period: u32, cmo_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Vidya::new(period as usize, cmo_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, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
}
// ============================== ALMA ==============================
#[napi(js_name = "ALMA")]
pub struct AlmaNode {
inner: wc::Alma,
}
#[napi]
impl AlmaNode {
#[napi(constructor)]
pub fn new(period: u32, offset: f64, sigma: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Alma::new(period as usize, offset, sigma).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 ==============================
// ============================== TII ==============================
#[napi(js_name = "TII")]
pub struct TiiNode {
inner: wc::Tii,
}
#[napi]
impl TiiNode {
#[napi(constructor)]
pub fn new(sma_period: u32, dev_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Tii::new(sma_period as usize, dev_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
}
}
// ============================== ADL ==============================
#[napi(js_name = "ADL")]
pub struct AdlNode {
inner: wc::Adl,
}
impl Default for AdlNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl AdlNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::Adl::new(),
}
}
#[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]
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
}
}
// ============================== Volume-Price Trend ==============================
#[napi(js_name = "VolumePriceTrend")]
pub struct VolumePriceTrendNode {
inner: wc::VolumePriceTrend,
}
impl Default for VolumePriceTrendNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl VolumePriceTrendNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::VolumePriceTrend::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
}
}
// ============================== Chaikin Money Flow ==============================
#[napi(js_name = "ChaikinMoneyFlow")]
pub struct ChaikinMoneyFlowNode {
inner: wc::ChaikinMoneyFlow,
}
#[napi]
impl ChaikinMoneyFlowNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChaikinMoneyFlow::new(period as usize).map_err(map_err)?,
})
}
#[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]
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
}
}
// ============================== Chaikin Oscillator ==============================
#[napi(js_name = "ChaikinOscillator")]
pub struct ChaikinOscillatorNode {
inner: wc::ChaikinOscillator,
}
#[napi]
impl ChaikinOscillatorNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChaikinOscillator::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[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]
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
}
}
// ============================== Force Index ==============================
#[napi(js_name = "ForceIndex")]
pub struct ForceIndexNode {
inner: wc::ForceIndex,
}
#[napi]
impl ForceIndexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ForceIndex::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
}
}
// ============================== Negative Volume Index ==============================
#[napi(js_name = "NVI")]
pub struct NviNode {
inner: wc::Nvi,
}
#[napi]
impl NviNode {
#[napi(constructor)]
pub fn new(baseline: Option<f64>) -> Self {
Self {
inner: wc::Nvi::with_baseline(baseline.unwrap_or(1000.0)),
}
}
#[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
}
}
// ============================== Positive Volume Index ==============================
#[napi(js_name = "PVI")]
pub struct PviNode {
inner: wc::Pvi,
}
#[napi]
impl PviNode {
#[napi(constructor)]
pub fn new(baseline: Option<f64>) -> Self {
Self {
inner: wc::Pvi::with_baseline(baseline.unwrap_or(1000.0)),
}
}
#[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
}
}
// ============================== Volume Oscillator ==============================
#[napi(js_name = "VolumeOscillator")]
pub struct VolumeOscillatorNode {
inner: wc::VolumeOscillator,
}
#[napi]
impl VolumeOscillatorNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::VolumeOscillator::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, volume: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(10.0, 10.0, 10.0, volume)?))
}
#[napi]
pub fn batch(&mut self, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(volume.len());
for &v in &volume {
out.push(
self.inner
.update(cnd(10.0, 10.0, 10.0, v)?)
.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
}
}
// ============================== Klinger Volume Oscillator ==============================
#[napi(js_name = "KVO")]
pub struct KvoNode {
inner: wc::Kvo,
}
#[napi]
impl KvoNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Kvo::new(fast as usize, slow as usize).map_err(map_err)?,
})
}
#[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]
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
}
}
// ============================== Williams A/D ==============================
#[napi(js_name = "WilliamsAD")]
pub struct AdOscillatorNode {
inner: wc::AdOscillator,
}
#[napi]
impl AdOscillatorNode {
#[napi(constructor)]
#[allow(clippy::new_without_default)]
pub fn new() -> Self {
Self {
inner: wc::AdOscillator::new(),
}
}
#[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
}
}
// ============================== Anchored VWAP ==============================
#[napi(js_name = "AnchoredVWAP")]
pub struct AnchoredVwapNode {
inner: wc::AnchoredVwap,
}
#[napi]
impl AnchoredVwapNode {
#[napi(constructor)]
#[allow(clippy::new_without_default)]
pub fn new() -> Self {
Self {
inner: wc::AnchoredVwap::new(),
}
}
#[napi(js_name = "setAnchor")]
pub fn set_anchor(&mut self) {
self.inner.set_anchor();
}
#[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]
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
}
}
// ============================== Demand Index ==============================
#[napi(js_name = "DemandIndex")]
pub struct DemandIndexNode {
inner: wc::DemandIndex,
}
#[napi]
impl DemandIndexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::DemandIndex::new(period as usize).map_err(map_err)?,
})
}
#[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]
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
}
}
// ============================== Time Segmented Volume ==============================
#[napi(js_name = "TSV")]
pub struct TsvNode {
inner: wc::Tsv,
}
#[napi]
impl TsvNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Tsv::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
}
}
// ============================== Volume Zone Oscillator ==============================
#[napi(js_name = "VZO")]
pub struct VzoNode {
inner: wc::Vzo,
}
#[napi]
impl VzoNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Vzo::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
}
}
// ============================== Market Facilitation Index ==============================
#[napi(js_name = "MarketFacilitationIndex")]
pub struct MarketFacilitationIndexNode {
inner: wc::MarketFacilitationIndex,
}
#[napi]
impl MarketFacilitationIndexNode {
#[napi(constructor)]
#[allow(clippy::new_without_default)]
pub fn new() -> Self {
Self {
inner: wc::MarketFacilitationIndex::new(),
}
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, volume)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != volume.len() {
return Err(NapiError::from_reason(
"high, low, 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], low[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
}
}
// ============================== Ease of Movement ==============================
#[napi(js_name = "EaseOfMovement")]
pub struct EaseOfMovementNode {
inner: wc::EaseOfMovement,
}
#[napi]
impl EaseOfMovementNode {
#[napi(constructor)]
pub fn new(period: u32, divisor: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::EaseOfMovement::with_divisor(period as usize, divisor).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(cnd(high, low, low, volume)?))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != volume.len() {
return Err(NapiError::from_reason(
"high, low, 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], low[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
}
}
// ============================== SuperTrend ==============================
#[napi(object)]
pub struct SuperTrendValue {
pub value: f64,
pub direction: f64,
}
#[napi(js_name = "SuperTrend")]
pub struct SuperTrendNode {
inner: wc::SuperTrend,
}
#[napi]
impl SuperTrendNode {
#[napi(constructor)]
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::SuperTrend::new(atr_period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<SuperTrendValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| SuperTrendValue {
value: o.value,
direction: o.direction,
}))
}
/// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
/// Warmup positions are `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.value;
out[i * 2 + 1] = o.direction;
}
}
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
}
}
// ============================== Chandelier Exit ==============================
#[napi(object)]
pub struct ChandelierExitValue {
pub long_stop: f64,
pub short_stop: f64,
}
#[napi(js_name = "ChandelierExit")]
pub struct ChandelierExitNode {
inner: wc::ChandelierExit,
}
#[napi]
impl ChandelierExitNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChandelierExit::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<ChandelierExitValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| ChandelierExitValue {
long_stop: o.long_stop,
short_stop: o.short_stop,
}))
}
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
/// positions are `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.long_stop;
out[i * 2 + 1] = o.short_stop;
}
}
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
}
}
// ============================== Chande Kroll Stop ==============================
#[napi(object)]
pub struct ChandeKrollStopValue {
pub stop_long: f64,
pub stop_short: f64,
}
#[napi(js_name = "ChandeKrollStop")]
pub struct ChandeKrollStopNode {
inner: wc::ChandeKrollStop,
}
#[napi]
impl ChandeKrollStopNode {
#[napi(constructor)]
pub fn new(atr_period: u32, atr_multiplier: f64, stop_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChandeKrollStop::new(
atr_period as usize,
atr_multiplier,
stop_period as usize,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<ChandeKrollStopValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| ChandeKrollStopValue {
stop_long: o.stop_long,
stop_short: o.stop_short,
}))
}
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
/// positions are `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.stop_long;
out[i * 2 + 1] = o.stop_short;
}
}
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
}
}
// ============================== ATR Trailing Stop ==============================
#[napi(js_name = "AtrTrailingStop")]
pub struct AtrTrailingStopNode {
inner: wc::AtrTrailingStop,
}
#[napi]
impl AtrTrailingStopNode {
#[napi(constructor)]
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::AtrTrailingStop::new(atr_period as usize, multiplier).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
}
}
// ============================== HiLo Activator ==============================
#[napi(js_name = "HiLoActivator")]
pub struct HiLoActivatorNode {
inner: wc::HiLoActivator,
}
#[napi]
impl HiLoActivatorNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::HiLoActivator::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
}
}
// ============================== Volty Stop ==============================
#[napi(js_name = "VoltyStop")]
pub struct VoltyStopNode {
inner: wc::VoltyStop,
}
#[napi]
impl VoltyStopNode {
#[napi(constructor)]
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::VoltyStop::new(atr_period as usize, multiplier).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
}
}
// ============================== Yo-Yo Exit ==============================
#[napi(js_name = "YoyoExit")]
pub struct YoyoExitNode {
inner: wc::YoyoExit,
}
#[napi]
impl YoyoExitNode {
#[napi(constructor)]
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::YoyoExit::new(atr_period as usize, multiplier).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(js_name = "inTrade")]
pub fn in_trade(&self) -> bool {
self.inner.in_trade()
}
}
// ============================== Donchian Stop ==============================
#[napi(object)]
pub struct DonchianStopValue {
pub stop_long: f64,
pub stop_short: f64,
}
#[napi(js_name = "DonchianStop")]
pub struct DonchianStopNode {
inner: wc::DonchianStop,
}
#[napi]
impl DonchianStopNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::DonchianStop::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<DonchianStopValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| DonchianStopValue {
stop_long: o.stop_long,
stop_short: o.stop_short,
}))
}
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
/// positions are `NaN`.
#[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.stop_long;
out[i * 2 + 1] = o.stop_short;
}
}
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
}
}
// ============================== Percentage Trailing Stop ==============================
#[napi(js_name = "PercentageTrailingStop")]
pub struct PercentageTrailingStopNode {
inner: wc::PercentageTrailingStop,
}
#[napi]
impl PercentageTrailingStopNode {
#[napi(constructor)]
pub fn new(percent: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::PercentageTrailingStop::new(percent).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
}
}
// ============================== Step Trailing Stop ==============================
#[napi(js_name = "StepTrailingStop")]
pub struct StepTrailingStopNode {
inner: wc::StepTrailingStop,
}
#[napi]
impl StepTrailingStopNode {
#[napi(constructor)]
pub fn new(step_size: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::StepTrailingStop::new(step_size).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
}
}
// ============================== Renko Trailing Stop ==============================
#[napi(js_name = "RenkoTrailingStop")]
pub struct RenkoTrailingStopNode {
inner: wc::RenkoTrailingStop,
}
#[napi]
impl RenkoTrailingStopNode {
#[napi(constructor)]
pub fn new(block_size: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::RenkoTrailingStop::new(block_size).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
}
}
// ============================== Typical Price ==============================
#[napi(js_name = "TypicalPrice")]
pub struct TypicalPriceNode {
inner: wc::TypicalPrice,
}
impl Default for TypicalPriceNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TypicalPriceNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TypicalPrice::new(),
}
}
#[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
}
}
// ============================== Median Price ==============================
#[napi(js_name = "MedianPrice")]
pub struct MedianPriceNode {
inner: wc::MedianPrice,
}
impl Default for MedianPriceNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl MedianPriceNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::MedianPrice::new(),
}
}
#[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
}
}
// ============================== Weighted Close ==============================
#[napi(js_name = "WeightedClose")]
pub struct WeightedCloseNode {
inner: wc::WeightedClose,
}
impl Default for WeightedCloseNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl WeightedCloseNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::WeightedClose::new(),
}
}
#[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
}
}
// ============================== Linear Regression ==============================
#[napi(js_name = "LinearRegression")]
pub struct LinearRegressionNode {
inner: wc::LinearRegression,
}
#[napi]
impl LinearRegressionNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::LinearRegression::new(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
}
}
// ============================== Linear Regression Slope ==============================
#[napi(js_name = "LinRegSlope")]
pub struct LinRegSlopeNode {
inner: wc::LinRegSlope,
}
#[napi]
impl LinRegSlopeNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::LinRegSlope::new(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
}
}
// ============================== Accelerator Oscillator ==============================
#[napi(js_name = "AcceleratorOscillator")]
pub struct AcceleratorOscillatorNode {
inner: wc::AcceleratorOscillator,
}
#[napi]
impl AcceleratorOscillatorNode {
#[napi(constructor)]
pub fn new(ao_fast: u32, ao_slow: u32, signal_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AcceleratorOscillator::new(
ao_fast as usize,
ao_slow as usize,
signal_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
}
}
// ============================== Balance of Power ==============================
#[napi(js_name = "BalanceOfPower")]
pub struct BalanceOfPowerNode {
inner: wc::BalanceOfPower,
}
impl Default for BalanceOfPowerNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl BalanceOfPowerNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::BalanceOfPower::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== Choppiness Index ==============================
#[napi(js_name = "ChoppinessIndex")]
pub struct ChoppinessIndexNode {
inner: wc::ChoppinessIndex,
}
#[napi]
impl ChoppinessIndexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChoppinessIndex::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
}
}
// ============================== True Range ==============================
#[napi(js_name = "TrueRange")]
pub struct TrueRangeNode {
inner: wc::TrueRange,
}
impl Default for TrueRangeNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TrueRangeNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TrueRange::new(),
}
}
#[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
}
}
// ============================== Chaikin Volatility ==============================
#[napi(js_name = "ChaikinVolatility")]
pub struct ChaikinVolatilityNode {
inner: wc::ChaikinVolatility,
}
#[napi]
impl ChaikinVolatilityNode {
#[napi(constructor)]
pub fn new(ema_period: u32, roc_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ChaikinVolatility::new(ema_period as usize, roc_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
}
}
// ============================== Yang-Zhang Volatility ==============================
#[napi(js_name = "YangZhangVolatility")]
pub struct YangZhangVolatilityNode {
inner: wc::YangZhangVolatility,
}
#[napi]
impl YangZhangVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::YangZhangVolatility::new(period as usize, trading_periods as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
let n = open.len();
if high.len() != n || low.len() != n || close.len() != n {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== Rogers-Satchell Volatility ==============================
#[napi(js_name = "RogersSatchellVolatility")]
pub struct RogersSatchellVolatilityNode {
inner: wc::RogersSatchellVolatility,
}
#[napi]
impl RogersSatchellVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RogersSatchellVolatility::new(period as usize, trading_periods as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
let n = open.len();
if high.len() != n || low.len() != n || close.len() != n {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== Garman-Klass Volatility ==============================
#[napi(js_name = "GarmanKlassVolatility")]
pub struct GarmanKlassVolatilityNode {
inner: wc::GarmanKlassVolatility,
}
#[napi]
impl GarmanKlassVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::GarmanKlassVolatility::new(period as usize, trading_periods as usize)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
let n = open.len();
if high.len() != n || low.len() != n || close.len() != n {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== Parkinson Volatility ==============================
#[napi(js_name = "ParkinsonVolatility")]
pub struct ParkinsonVolatilityNode {
inner: wc::ParkinsonVolatility,
}
#[napi]
impl ParkinsonVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ParkinsonVolatility::new(period as usize, trading_periods 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
}
}
// ============================== Linear Regression Angle ==============================
#[napi(js_name = "LinRegAngle")]
pub struct LinRegAngleNode {
inner: wc::LinRegAngle,
}
#[napi]
impl LinRegAngleNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::LinRegAngle::new(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
}
}
// ============================== Bollinger Bandwidth ==============================
#[napi(js_name = "BollingerBandwidth")]
pub struct BollingerBandwidthNode {
inner: wc::BollingerBandwidth,
}
#[napi]
impl BollingerBandwidthNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::BollingerBandwidth::new(period as usize, multiplier).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
}
}
// ============================== Percent B ==============================
#[napi(js_name = "PercentB")]
pub struct PercentBNode {
inner: wc::PercentB,
}
#[napi]
impl PercentBNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::PercentB::new(period as usize, multiplier).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
}
}
// ============================== NATR ==============================
#[napi(js_name = "NATR")]
pub struct NatrNode {
inner: wc::Natr,
}
#[napi]
impl NatrNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Natr::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
}
}
// ============================== Historical Volatility ==============================
#[napi(js_name = "HistoricalVolatility")]
pub struct HistoricalVolatilityNode {
inner: wc::HistoricalVolatility,
}
#[napi]
impl HistoricalVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::HistoricalVolatility::new(period as usize, trading_periods 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
}
}
// ============================== 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,
}
/// Random Walk Index pair: `RWI_High` and `RWI_Low`.
#[napi(object)]
pub struct RwiValue {
pub high: f64,
pub low: f64,
}
/// Wave Trend Oscillator pair: `wt1` (channel index) and `wt2` (signal SMA).
#[napi(object)]
pub struct WaveTrendValue {
pub wt1: f64,
pub wt2: f64,
}
#[napi(js_name = "WaveTrend")]
pub struct WaveTrendNode {
inner: wc::WaveTrend,
}
#[napi]
impl WaveTrendNode {
#[napi(constructor)]
pub fn new(channel_period: u32, average_period: u32, signal_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::WaveTrend::new(
channel_period as usize,
average_period as usize,
signal_period as usize,
)
.map_err(map_err)?,
})
}
#[napi(factory)]
pub fn classic() -> napi::Result<Self> {
Ok(Self {
inner: wc::WaveTrend::classic().map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<WaveTrendValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| WaveTrendValue {
wt1: o.wt1,
wt2: o.wt2,
}))
}
#[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.wt1;
out[i * 2 + 1] = o.wt2;
}
}
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 = "RWI")]
pub struct RwiNode {
inner: wc::Rwi,
}
#[napi]
impl RwiNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::Rwi::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<RwiValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| RwiValue {
high: o.high,
low: o.low,
}))
}
/// Returns `[high0, low0, high1, low1, ...]`, 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.high;
out[i * 2 + 1] = o.low;
}
}
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 = "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
}
}
// ============================== Family 05: Bands & Channels ==============================
// ---------- MA Envelope ----------
#[napi(object)]
pub struct MaEnvelopeValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "MaEnvelope")]
pub struct MaEnvelopeNode {
inner: wc::MaEnvelope,
}
#[napi]
impl MaEnvelopeNode {
#[napi(constructor)]
pub fn new(period: u32, percent: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::MaEnvelope::new(period as usize, percent).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<MaEnvelopeValue> {
self.inner.update(value).map(|o| MaEnvelopeValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
})
}
/// Flat `[upper0, middle0, lower0, upper1, ...]`, length `3 * n`.
#[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.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
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
}
}
// ---------- Acceleration Bands ----------
#[napi(object)]
pub struct AccelerationBandsValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "AccelerationBands")]
pub struct AccelerationBandsNode {
inner: wc::AccelerationBands,
}
#[napi]
impl AccelerationBandsNode {
#[napi(constructor)]
pub fn new(period: u32, factor: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::AccelerationBands::new(period as usize, factor).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<AccelerationBandsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| AccelerationBandsValue {
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]
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
}
}
// ---------- STARC Bands ----------
#[napi(object)]
pub struct StarcBandsValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "StarcBands")]
pub struct StarcBandsNode {
inner: wc::StarcBands,
}
#[napi]
impl StarcBandsNode {
#[napi(constructor)]
pub fn new(sma_period: u32, atr_period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::StarcBands::new(sma_period as usize, atr_period as usize, multiplier)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<StarcBandsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| StarcBandsValue {
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]
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
}
}
// ---------- ATR Bands ----------
#[napi(object)]
pub struct AtrBandsValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "AtrBands")]
pub struct AtrBandsNode {
inner: wc::AtrBands,
}
#[napi]
impl AtrBandsNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::AtrBands::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<AtrBandsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| AtrBandsValue {
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]
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
}
}
// ---------- Hurst Channel ----------
#[napi(object)]
pub struct HurstChannelValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "HurstChannel")]
pub struct HurstChannelNode {
inner: wc::HurstChannel,
}
#[napi]
impl HurstChannelNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::HurstChannel::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<HurstChannelValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| HurstChannelValue {
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]
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
}
}
// ---------- LinReg Channel ----------
#[napi(object)]
pub struct LinRegChannelValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "LinRegChannel")]
pub struct LinRegChannelNode {
inner: wc::LinRegChannel,
}
#[napi]
impl LinRegChannelNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::LinRegChannel::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<LinRegChannelValue> {
self.inner.update(value).map(|o| LinRegChannelValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
})
}
#[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.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
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
}
}
// ---------- Standard Error Bands ----------
#[napi(object)]
pub struct StandardErrorBandsValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
}
#[napi(js_name = "StandardErrorBands")]
pub struct StandardErrorBandsNode {
inner: wc::StandardErrorBands,
}
#[napi]
impl StandardErrorBandsNode {
#[napi(constructor)]
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::StandardErrorBands::new(period as usize, multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<StandardErrorBandsValue> {
self.inner.update(value).map(|o| StandardErrorBandsValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
})
}
#[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.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
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
}
}
// ---------- Double Bollinger ----------
#[napi(object)]
pub struct DoubleBollingerValue {
#[napi(js_name = "upperOuter")]
pub upper_outer: f64,
#[napi(js_name = "upperInner")]
pub upper_inner: f64,
pub middle: f64,
#[napi(js_name = "lowerInner")]
pub lower_inner: f64,
#[napi(js_name = "lowerOuter")]
pub lower_outer: f64,
}
#[napi(js_name = "DoubleBollinger")]
pub struct DoubleBollingerNode {
inner: wc::DoubleBollinger,
}
#[napi]
impl DoubleBollingerNode {
#[napi(constructor)]
pub fn new(period: u32, k_inner: f64, k_outer: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::DoubleBollinger::new(period as usize, k_inner, k_outer).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<DoubleBollingerValue> {
self.inner.update(value).map(|o| DoubleBollingerValue {
upper_outer: o.upper_outer,
upper_inner: o.upper_inner,
middle: o.middle,
lower_inner: o.lower_inner,
lower_outer: o.lower_outer,
})
}
/// Flat `[u_o, u_i, m, l_i, l_o, ...]`, length `5 * n`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 5];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 5] = o.upper_outer;
out[i * 5 + 1] = o.upper_inner;
out[i * 5 + 2] = o.middle;
out[i * 5 + 3] = o.lower_inner;
out[i * 5 + 4] = o.lower_outer;
}
}
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
}
}
// ---------- TTM Squeeze ----------
#[napi(object)]
pub struct TtmSqueezeValue {
pub squeeze: f64,
pub momentum: f64,
}
#[napi(js_name = "TtmSqueeze")]
pub struct TtmSqueezeNode {
inner: wc::TtmSqueeze,
}
#[napi]
impl TtmSqueezeNode {
#[napi(constructor)]
pub fn new(period: u32, bb_mult: f64, kc_mult: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::TtmSqueeze::new(period as usize, bb_mult, kc_mult).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<TtmSqueezeValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| TtmSqueezeValue {
squeeze: o.squeeze,
momentum: o.momentum,
}))
}
/// Flat `[sq0, mom0, sq1, mom1, ...]`, length `2 * n`.
#[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.squeeze;
out[i * 2 + 1] = o.momentum;
}
}
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
}
}
// ---------- Fractal Chaos Bands ----------
#[napi(object)]
pub struct FractalChaosBandsValue {
pub upper: f64,
pub lower: f64,
}
#[napi(js_name = "FractalChaosBands")]
pub struct FractalChaosBandsNode {
inner: wc::FractalChaosBands,
}
#[napi]
impl FractalChaosBandsNode {
#[napi(constructor)]
pub fn new(k: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::FractalChaosBands::new(k as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<FractalChaosBandsValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| FractalChaosBandsValue {
upper: o.upper,
lower: o.lower,
}))
}
/// Flat `[u0, l0, u1, l1, ...]`, length `2 * n`.
#[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.upper;
out[i * 2 + 1] = o.lower;
}
}
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
}
}
// ---------- VWAP StdDev Bands ----------
#[napi(object)]
pub struct VwapStdDevBandsValue {
pub upper: f64,
pub middle: f64,
pub lower: f64,
pub stddev: f64,
}
#[napi(js_name = "VwapStdDevBands")]
pub struct VwapStdDevBandsNode {
inner: wc::VwapStdDevBands,
}
#[napi]
impl VwapStdDevBandsNode {
#[napi(constructor)]
pub fn new(multiplier: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::VwapStdDevBands::new(multiplier).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> napi::Result<Option<VwapStdDevBandsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, volume)?)
.map(|o| VwapStdDevBandsValue {
upper: o.upper,
middle: o.middle,
lower: o.lower,
stddev: o.stddev,
}))
}
/// Flat `[u0, m0, l0, sd0, ...]`, length `4 * n`.
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
let n = high.len();
if low.len() != n || close.len() != n || volume.len() != n {
return Err(NapiError::from_reason(
"high, low, close, volume must be equal length".to_string(),
));
}
let mut out = vec![f64::NAN; n * 4];
for i in 0..n {
if let Some(o) = self
.inner
.update(cnd(high[i], low[i], close[i], volume[i])?)
{
out[i * 4] = o.upper;
out[i * 4 + 1] = o.middle;
out[i * 4 + 2] = o.lower;
out[i * 4 + 3] = o.stddev;
}
}
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
}
}
// ============================== Pivots & S/R ==============================
#[napi(object)]
pub struct ClassicPivotsValue {
pub pp: f64,
pub r1: f64,
pub r2: f64,
pub r3: f64,
pub s1: f64,
pub s2: f64,
pub s3: f64,
}
#[napi(js_name = "ClassicPivots")]
pub struct ClassicPivotsNode {
inner: wc::ClassicPivots,
}
#[napi]
impl ClassicPivotsNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::ClassicPivots::new(),
}
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<ClassicPivotsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| ClassicPivotsValue {
pp: o.pp,
r1: o.r1,
r2: o.r2,
r3: o.r3,
s1: o.s1,
s2: o.s2,
s3: o.s3,
}))
}
#[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 * 7];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 7] = o.pp;
out[i * 7 + 1] = o.r1;
out[i * 7 + 2] = o.r2;
out[i * 7 + 3] = o.r3;
out[i * 7 + 4] = o.s1;
out[i * 7 + 5] = o.s2;
out[i * 7 + 6] = o.s3;
}
}
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
}
}
impl Default for ClassicPivotsNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct FibonacciPivotsValue {
pub pp: f64,
pub r1: f64,
pub r2: f64,
pub r3: f64,
pub s1: f64,
pub s2: f64,
pub s3: f64,
}
#[napi(js_name = "FibonacciPivots")]
pub struct FibonacciPivotsNode {
inner: wc::FibonacciPivots,
}
#[napi]
impl FibonacciPivotsNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::FibonacciPivots::new(),
}
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<FibonacciPivotsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| FibonacciPivotsValue {
pp: o.pp,
r1: o.r1,
r2: o.r2,
r3: o.r3,
s1: o.s1,
s2: o.s2,
s3: o.s3,
}))
}
#[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 * 7];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 7] = o.pp;
out[i * 7 + 1] = o.r1;
out[i * 7 + 2] = o.r2;
out[i * 7 + 3] = o.r3;
out[i * 7 + 4] = o.s1;
out[i * 7 + 5] = o.s2;
out[i * 7 + 6] = o.s3;
}
}
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
}
}
impl Default for FibonacciPivotsNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct CamarillaValue {
pub pp: f64,
pub r1: f64,
pub r2: f64,
pub r3: f64,
pub r4: f64,
pub s1: f64,
pub s2: f64,
pub s3: f64,
pub s4: f64,
}
#[napi(js_name = "Camarilla")]
pub struct CamarillaNode {
inner: wc::Camarilla,
}
#[napi]
impl CamarillaNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::Camarilla::new(),
}
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<CamarillaValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| CamarillaValue {
pp: o.pp,
r1: o.r1,
r2: o.r2,
r3: o.r3,
r4: o.r4,
s1: o.s1,
s2: o.s2,
s3: o.s3,
s4: o.s4,
}))
}
#[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 * 9];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 9] = o.pp;
out[i * 9 + 1] = o.r1;
out[i * 9 + 2] = o.r2;
out[i * 9 + 3] = o.r3;
out[i * 9 + 4] = o.r4;
out[i * 9 + 5] = o.s1;
out[i * 9 + 6] = o.s2;
out[i * 9 + 7] = o.s3;
out[i * 9 + 8] = o.s4;
}
}
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
}
}
impl Default for CamarillaNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct WoodiePivotsValue {
pub pp: f64,
pub r1: f64,
pub r2: f64,
pub s1: f64,
pub s2: f64,
}
#[napi(js_name = "WoodiePivots")]
pub struct WoodiePivotsNode {
inner: wc::WoodiePivots,
}
#[napi]
impl WoodiePivotsNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::WoodiePivots::new(),
}
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<WoodiePivotsValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| WoodiePivotsValue {
pp: o.pp,
r1: o.r1,
r2: o.r2,
s1: o.s1,
s2: o.s2,
}))
}
#[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 * 5];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
out[i * 5] = o.pp;
out[i * 5 + 1] = o.r1;
out[i * 5 + 2] = o.r2;
out[i * 5 + 3] = o.s1;
out[i * 5 + 4] = o.s2;
}
}
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
}
}
impl Default for WoodiePivotsNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct DemarkPivotsValue {
pub pp: f64,
pub r1: f64,
pub s1: f64,
}
#[napi(js_name = "DemarkPivots")]
pub struct DemarkPivotsNode {
inner: wc::DemarkPivots,
}
#[napi]
impl DemarkPivotsNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::DemarkPivots::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<DemarkPivotsValue>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle).map(|o| DemarkPivotsValue {
pp: o.pp,
r1: o.r1,
s1: o.s1,
}))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let n = open.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 3] = o.pp;
out[i * 3 + 1] = o.r1;
out[i * 3 + 2] = o.s1;
}
}
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
}
}
impl Default for DemarkPivotsNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct WilliamsFractalsValue {
/// Up fractal price; NaN when no up fractal was confirmed on this bar.
pub up: f64,
/// Down fractal price; NaN when no down fractal was confirmed on this bar.
pub down: f64,
}
#[napi(js_name = "WilliamsFractals")]
pub struct WilliamsFractalsNode {
inner: wc::WilliamsFractals,
}
#[napi]
impl WilliamsFractalsNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::WilliamsFractals::new(),
}
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<WilliamsFractalsValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| WilliamsFractalsValue {
up: o.up.unwrap_or(f64::NAN),
down: o.down.unwrap_or(f64::NAN),
}))
}
#[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)?) {
if let Some(v) = o.up {
out[i * 2] = v;
}
if let Some(v) = o.down {
out[i * 2 + 1] = v;
}
}
}
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
}
}
impl Default for WilliamsFractalsNode {
fn default() -> Self {
Self::new()
}
}
#[napi(object)]
pub struct ZigZagValue {
pub swing: f64,
pub direction: f64,
}
#[napi(js_name = "ZigZag")]
pub struct ZigZagNode {
inner: wc::ZigZag,
}
#[napi]
impl ZigZagNode {
#[napi(constructor)]
pub fn new(threshold: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::ZigZag::new(threshold).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<ZigZagValue>> {
Ok(self
.inner
.update(cnd(high, low, low, 0.0)?)
.map(|o| ZigZagValue {
swing: o.swing,
direction: o.direction,
}))
}
#[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.swing;
out[i * 2 + 1] = o.direction;
}
}
Ok(out)
}
#[napi(getter)]
pub fn threshold(&self) -> f64 {
self.inner.threshold()
}
#[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
}
}
// ============================== TD Setup ==============================
#[napi(js_name = "TDSetup")]
pub struct TdSetupNode {
inner: wc::TdSetup,
}
#[napi]
impl TdSetupNode {
#[napi(constructor)]
pub fn new(lookback: u32, target: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdSetup::new(lookback as usize, target 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
}
}
// ============================== TD Sequential ==============================
/// TD Sequential output triple: setup count, countdown count, direction.
#[napi(object)]
pub struct TdSequentialValue {
pub setup: f64,
pub countdown: f64,
pub direction: f64,
}
#[napi(js_name = "TDSequential")]
pub struct TdSequentialNode {
inner: wc::TdSequential,
}
#[napi]
impl TdSequentialNode {
#[napi(constructor)]
pub fn new(
setup_lookback: u32,
setup_target: u32,
countdown_lookback: u32,
countdown_target: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdSequential::new(
setup_lookback as usize,
setup_target as usize,
countdown_lookback as usize,
countdown_target as usize,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<TdSequentialValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| TdSequentialValue {
setup: o.setup,
countdown: o.countdown,
direction: o.direction,
}))
}
/// Batch returns a flat array `[setup0, countdown0, direction0, setup1, ...]`.
#[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.setup;
out[i * 3 + 1] = o.countdown;
out[i * 3 + 2] = o.direction;
}
}
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
}
}
// ============================== TD DeMarker ==============================
#[napi(js_name = "TDDeMarker")]
pub struct TdDeMarkerNode {
inner: wc::TdDeMarker,
}
#[napi]
impl TdDeMarkerNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdDeMarker::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
}
}
// ============================== TD REI ==============================
#[napi(js_name = "TDREI")]
pub struct TdReiNode {
inner: wc::TdRei,
}
#[napi]
impl TdReiNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdRei::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
}
}
// ============================== TD Pressure ==============================
#[napi(js_name = "TDPressure")]
pub struct TdPressureNode {
inner: wc::TdPressure,
}
#[napi]
impl TdPressureNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdPressure::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, volume, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len()
|| high.len() != low.len()
|| low.len() != close.len()
|| close.len() != volume.len()
{
return Err(NapiError::from_reason(
"open, high, low, close, volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle = wc::Candle::new(open[i], high[i], low[i], close[i], volume[i], 0)
.map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== TD Combo ==============================
#[napi(js_name = "TDCombo")]
pub struct TdComboNode {
inner: wc::TdCombo,
}
#[napi]
impl TdComboNode {
#[napi(constructor)]
pub fn new(
setup_lookback: u32,
setup_target: u32,
countdown_lookback: u32,
countdown_target: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdCombo::new(
setup_lookback as usize,
setup_target as usize,
countdown_lookback as usize,
countdown_target 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
}
}
// ============================== TD Countdown ==============================
#[napi(js_name = "TDCountdown")]
pub struct TdCountdownNode {
inner: wc::TdCountdown,
}
#[napi]
impl TdCountdownNode {
#[napi(constructor)]
pub fn new(
setup_lookback: u32,
setup_target: u32,
countdown_lookback: u32,
countdown_target: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdCountdown::new(
setup_lookback as usize,
setup_target as usize,
countdown_lookback as usize,
countdown_target 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
}
}
// ============================== TD Lines ==============================
/// TD Lines output pair: latest TDST resistance / support (NaN if unset).
#[napi(object)]
pub struct TdLinesValue {
pub resistance: f64,
pub support: f64,
}
#[napi(js_name = "TDLines")]
pub struct TdLinesNode {
inner: wc::TdLines,
}
#[napi]
impl TdLinesNode {
#[napi(constructor)]
pub fn new(lookback: u32, target: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdLines::new(lookback as usize, target as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<TdLinesValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| TdLinesValue {
resistance: o.resistance,
support: o.support,
}))
}
/// Batch returns a flat array `[resistance0, support0, resistance1, ...]`.
#[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.resistance;
out[i * 2 + 1] = o.support;
}
}
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
}
}
// ============================== TD Range Projection ==============================
/// TD Range Projection output pair: projected next-bar high / low.
#[napi(object)]
pub struct TdRangeProjectionValue {
pub high: f64,
pub low: f64,
}
#[napi(js_name = "TDRangeProjection")]
pub struct TdRangeProjectionNode {
inner: wc::TdRangeProjection,
}
impl Default for TdRangeProjectionNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TdRangeProjectionNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TdRangeProjection::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<TdRangeProjectionValue>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle).map(|o| TdRangeProjectionValue {
high: o.high,
low: o.low,
}))
}
/// Batch returns a flat array `[high0, low0, high1, low1, ...]`.
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let n = open.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
if let Some(p) = self.inner.update(candle) {
out[i * 2] = p.high;
out[i * 2 + 1] = p.low;
}
}
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
}
}
// ============================== TD Differential ==============================
#[napi(js_name = "TDDifferential")]
pub struct TdDifferentialNode {
inner: wc::TdDifferential,
}
impl Default for TdDifferentialNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TdDifferentialNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TdDifferential::new(),
}
}
#[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
}
}
// ============================== TD Open ==============================
#[napi(js_name = "TDOpen")]
pub struct TdOpenNode {
inner: wc::TdOpen,
}
impl Default for TdOpenNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TdOpenNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TdOpen::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
// ============================== TD Risk Level ==============================
/// TD Risk Level output pair: buy-side / sell-side protective stop levels
/// (NaN if unset).
#[napi(object)]
pub struct TdRiskLevelValue {
pub buy_risk: f64,
pub sell_risk: f64,
}
#[napi(js_name = "TDRiskLevel")]
pub struct TdRiskLevelNode {
inner: wc::TdRiskLevel,
}
#[napi]
impl TdRiskLevelNode {
#[napi(constructor)]
pub fn new(lookback: u32, target: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TdRiskLevel::new(lookback as usize, target as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<TdRiskLevelValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| TdRiskLevelValue {
buy_risk: o.buy_risk,
sell_risk: o.sell_risk,
}))
}
/// Batch returns a flat array `[buyRisk0, sellRisk0, buyRisk1, ...]`.
#[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.buy_risk;
out[i * 2 + 1] = o.sell_risk;
}
}
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
}
}
// ============================== Family 10 — Ehlers / Cycle ==============================
#[napi(js_name = "InverseFisherTransform")]
pub struct InverseFisherTransformNode {
inner: wc::InverseFisherTransform,
}
#[napi]
impl InverseFisherTransformNode {
#[napi(constructor)]
pub fn new(scale: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::InverseFisherTransform::new(scale).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 = "DecyclerOscillator")]
pub struct DecyclerOscillatorNode {
inner: wc::DecyclerOscillator,
}
#[napi]
impl DecyclerOscillatorNode {
#[napi(constructor)]
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::DecyclerOscillator::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
}
}
#[napi(js_name = "RoofingFilter")]
pub struct RoofingFilterNode {
inner: wc::RoofingFilter,
}
#[napi]
impl RoofingFilterNode {
#[napi(constructor)]
pub fn new(lp_period: u32, hp_period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RoofingFilter::new(lp_period as usize, hp_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 = "EmpiricalModeDecomposition")]
pub struct EmpiricalModeDecompositionNode {
inner: wc::EmpiricalModeDecomposition,
}
#[napi]
impl EmpiricalModeDecompositionNode {
#[napi(constructor)]
pub fn new(period: u32, fraction: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::EmpiricalModeDecomposition::new(period as usize, fraction)
.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 = "HilbertDominantCycle")]
pub struct HilbertDominantCycleNode {
inner: wc::HilbertDominantCycle,
}
impl Default for HilbertDominantCycleNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl HilbertDominantCycleNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::HilbertDominantCycle::new(),
}
}
#[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 = "AdaptiveCycle")]
pub struct AdaptiveCycleNode {
inner: wc::AdaptiveCycle,
}
impl Default for AdaptiveCycleNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl AdaptiveCycleNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::AdaptiveCycle::new(),
}
}
#[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 = "SineWave")]
pub struct SineWaveNode {
inner: wc::SineWave,
}
impl Default for SineWaveNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl SineWaveNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::SineWave::new(),
}
}
#[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 lead(&self) -> f64 {
self.inner.lead()
}
#[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 MamaValue {
pub mama: f64,
pub fama: f64,
}
#[napi(js_name = "MAMA")]
pub struct MamaNode {
inner: wc::Mama,
}
#[napi]
impl MamaNode {
#[napi(constructor)]
pub fn new(fast_limit: f64, slow_limit: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Mama::new(fast_limit, slow_limit).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<MamaValue> {
self.inner.update(value).map(|o| MamaValue {
mama: o.mama,
fama: o.fama,
})
}
/// Returns a flat array of length `2 * n`: `[mama0, fama0, mama1, fama1, ...]`.
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
let mut out = vec![f64::NAN; prices.len() * 2];
for (i, p) in prices.iter().enumerate() {
if let Some(o) = self.inner.update(*p) {
out[i * 2] = o.mama;
out[i * 2 + 1] = o.fama;
}
}
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 = "FAMA")]
pub struct FamaNode {
inner: wc::Fama,
}
#[napi]
impl FamaNode {
#[napi(constructor)]
pub fn new(fast_limit: f64, slow_limit: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Fama::new(fast_limit, slow_limit).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
}
}
// ============================== Ichimoku ==============================
/// Ichimoku output: five lines, any of which may be `NaN` while the indicator
/// is still warming up.
#[napi(object)]
pub struct IchimokuValue {
pub tenkan: f64,
pub kijun: f64,
#[napi(js_name = "senkouA")]
pub senkou_a: f64,
#[napi(js_name = "senkouB")]
pub senkou_b: f64,
pub chikou: f64,
}
#[napi(js_name = "Ichimoku")]
pub struct IchimokuNode {
inner: wc::Ichimoku,
}
#[napi]
impl IchimokuNode {
#[napi(constructor)]
pub fn new(
tenkan_period: u32,
kijun_period: u32,
senkou_b_period: u32,
displacement: u32,
) -> napi::Result<Self> {
Ok(Self {
inner: wc::Ichimoku::new(
tenkan_period as usize,
kijun_period as usize,
senkou_b_period as usize,
displacement as usize,
)
.map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<IchimokuValue>> {
Ok(self
.inner
.update(cnd(high, low, close, 0.0)?)
.map(|o| IchimokuValue {
tenkan: o.tenkan.unwrap_or(f64::NAN),
kijun: o.kijun.unwrap_or(f64::NAN),
senkou_a: o.senkou_a.unwrap_or(f64::NAN),
senkou_b: o.senkou_b.unwrap_or(f64::NAN),
chikou: o.chikou.unwrap_or(f64::NAN),
}))
}
/// Returns `[tenkan0, kijun0, senkouA0, senkouB0, chikou0, tenkan1, ...]`,
/// length `5 * n`. Cells without a defined value are `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 * 5];
for i in 0..n {
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
if let Some(v) = o.tenkan {
out[i * 5] = v;
}
if let Some(v) = o.kijun {
out[i * 5 + 1] = v;
}
if let Some(v) = o.senkou_a {
out[i * 5 + 2] = v;
}
if let Some(v) = o.senkou_b {
out[i * 5 + 3] = v;
}
if let Some(v) = o.chikou {
out[i * 5 + 4] = v;
}
}
}
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
}
}
// ============================== Heikin-Ashi ==============================
#[napi(object)]
pub struct HeikinAshiValue {
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
}
#[napi(js_name = "HeikinAshi")]
pub struct HeikinAshiNode {
inner: wc::HeikinAshi,
}
impl Default for HeikinAshiNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl HeikinAshiNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::HeikinAshi::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<HeikinAshiValue>> {
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(c).map(|o| HeikinAshiValue {
open: o.open,
high: o.high,
low: o.low,
close: o.close,
}))
}
/// Returns `[open0, high0, low0, close0, open1, ...]`, length `4 * n`.
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let n = open.len();
let mut out = vec![f64::NAN; n * 4];
for i in 0..n {
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
if let Some(o) = self.inner.update(c) {
out[i * 4] = o.open;
out[i * 4 + 1] = o.high;
out[i * 4 + 2] = o.low;
out[i * 4 + 3] = o.close;
}
}
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
}
}
// ============================== ValueArea ==============================
#[napi(object)]
pub struct ValueAreaValue {
pub poc: f64,
pub vah: f64,
pub val: f64,
}
#[napi(js_name = "ValueArea")]
pub struct ValueAreaNode {
inner: wc::ValueArea,
}
#[napi]
impl ValueAreaNode {
#[napi(constructor)]
pub fn new(period: u32, bin_count: u32, value_area_pct: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::ValueArea::new(period as usize, bin_count as usize, value_area_pct)
.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,
volume: f64,
) -> napi::Result<Option<ValueAreaValue>> {
let mid = f64::midpoint(high, low);
let candle = wc::Candle::new(mid, high, low, mid, volume, 0).map_err(map_err)?;
Ok(self.inner.update(candle).map(|o| ValueAreaValue {
poc: o.poc,
vah: o.vah,
val: o.val,
}))
}
#[napi]
pub fn batch(
&mut self,
high: Vec<f64>,
low: Vec<f64>,
volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if high.len() != low.len() || low.len() != volume.len() {
return Err(NapiError::from_reason(
"high, low, volume must be equal length".to_string(),
));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let mid = f64::midpoint(high[i], low[i]);
let candle =
wc::Candle::new(mid, high[i], low[i], mid, volume[i], 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 3] = o.poc;
out[i * 3 + 1] = o.vah;
out[i * 3 + 2] = o.val;
}
}
Ok(out)
}
}
// ============================== InitialBalance ==============================
#[napi(object)]
pub struct InitialBalanceValue {
pub high: f64,
pub low: f64,
}
#[napi(js_name = "InitialBalance")]
pub struct InitialBalanceNode {
inner: wc::InitialBalance,
}
#[napi]
impl InitialBalanceNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::InitialBalance::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 = "isLocked")]
pub fn is_locked(&self) -> bool {
self.inner.is_locked()
}
#[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<InitialBalanceValue>> {
let mid = f64::midpoint(high, low);
let candle = wc::Candle::new(mid, high, low, mid, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle).map(|o| InitialBalanceValue {
high: o.high,
low: o.low,
}))
}
#[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 {
let mid = f64::midpoint(high[i], low[i]);
let candle = wc::Candle::new(mid, high[i], low[i], mid, 0.0, 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 2] = o.high;
out[i * 2 + 1] = o.low;
}
}
Ok(out)
}
}
// ============================== OpeningRange ==============================
#[napi(object)]
pub struct OpeningRangeValue {
pub high: f64,
pub low: f64,
pub breakout_distance: f64,
}
#[napi(js_name = "OpeningRange")]
pub struct OpeningRangeNode {
inner: wc::OpeningRange,
}
#[napi]
impl OpeningRangeNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::OpeningRange::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 = "isLocked")]
pub fn is_locked(&self) -> bool {
self.inner.is_locked()
}
#[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<OpeningRangeValue>> {
let candle = wc::Candle::new(close, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle).map(|o| OpeningRangeValue {
high: o.high,
low: o.low,
breakout_distance: o.breakout_distance,
}))
}
#[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 {
let candle =
wc::Candle::new(close[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
if let Some(o) = self.inner.update(candle) {
out[i * 3] = o.high;
out[i * 3 + 1] = o.low;
out[i * 3 + 2] = o.breakout_distance;
}
}
Ok(out)
}
}
// ============================== Candlestick Patterns ==============================
//
// All 15 patterns take Candles (open, high, low, close) and emit a signed f64
// signal per bar: +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is
// direction-less by default (0/+1); pass `signed = true` to its constructor for
// the dragonfly/gravestone signed +-1 encoding.
macro_rules! node_candle_pattern {
($node:ident, $inner:ty, $js:literal) => {
#[napi(js_name = $js)]
pub struct $node {
inner: $inner,
}
impl Default for $node {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl $node {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0)
.map_err(map_err)?;
out.push(self.inner.update(candle).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
}
}
};
}
// Doji is the one pattern with an opt-in signed mode, so it is hand-written
// rather than generated by `node_candle_pattern!`.
#[napi(js_name = "Doji")]
pub struct DojiNode {
inner: wc::Doji,
}
impl Default for DojiNode {
fn default() -> Self {
Self::new(None)
}
}
#[napi]
impl DojiNode {
#[napi(constructor)]
pub fn new(signed: Option<bool>) -> Self {
let inner = if signed.unwrap_or(false) {
wc::Doji::new().signed()
} else {
wc::Doji::new()
};
Self { inner }
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle =
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).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(js_name = "isSigned")]
pub fn is_signed(&self) -> bool {
self.inner.is_signed()
}
}
node_candle_pattern!(HammerNode, wc::Hammer, "Hammer");
node_candle_pattern!(InvertedHammerNode, wc::InvertedHammer, "InvertedHammer");
node_candle_pattern!(HangingManNode, wc::HangingMan, "HangingMan");
node_candle_pattern!(ShootingStarNode, wc::ShootingStar, "ShootingStar");
node_candle_pattern!(EngulfingNode, wc::Engulfing, "Engulfing");
node_candle_pattern!(HaramiNode, wc::Harami, "Harami");
node_candle_pattern!(
MorningEveningStarNode,
wc::MorningEveningStar,
"MorningEveningStar"
);
node_candle_pattern!(
ThreeSoldiersOrCrowsNode,
wc::ThreeSoldiersOrCrows,
"ThreeSoldiersOrCrows"
);
node_candle_pattern!(
PiercingDarkCloudNode,
wc::PiercingDarkCloud,
"PiercingDarkCloud"
);
node_candle_pattern!(MarubozuNode, wc::Marubozu, "Marubozu");
node_candle_pattern!(TweezerNode, wc::Tweezer, "Tweezer");
node_candle_pattern!(SpinningTopNode, wc::SpinningTop, "SpinningTop");
node_candle_pattern!(ThreeInsideNode, wc::ThreeInside, "ThreeInside");
node_candle_pattern!(ThreeOutsideNode, wc::ThreeOutside, "ThreeOutside");
node_candle_pattern!(TwoCrowsNode, wc::TwoCrows, "TwoCrows");
node_candle_pattern!(
UpsideGapTwoCrowsNode,
wc::UpsideGapTwoCrows,
"UpsideGapTwoCrows"
);
node_candle_pattern!(
IdenticalThreeCrowsNode,
wc::IdenticalThreeCrows,
"IdenticalThreeCrows"
);
node_candle_pattern!(ThreeLineStrikeNode, wc::ThreeLineStrike, "ThreeLineStrike");
node_candle_pattern!(
ThreeStarsInSouthNode,
wc::ThreeStarsInSouth,
"ThreeStarsInSouth"
);
node_candle_pattern!(AbandonedBabyNode, wc::AbandonedBaby, "AbandonedBaby");
node_candle_pattern!(AdvanceBlockNode, wc::AdvanceBlock, "AdvanceBlock");
node_candle_pattern!(BeltHoldNode, wc::BeltHold, "BeltHold");
node_candle_pattern!(BreakawayNode, wc::Breakaway, "Breakaway");
node_candle_pattern!(CounterattackNode, wc::Counterattack, "Counterattack");
node_candle_pattern!(DojiStarNode, wc::DojiStar, "DojiStar");
node_candle_pattern!(DragonflyDojiNode, wc::DragonflyDoji, "DragonflyDoji");
node_candle_pattern!(GravestoneDojiNode, wc::GravestoneDoji, "GravestoneDoji");
node_candle_pattern!(LongLeggedDojiNode, wc::LongLeggedDoji, "LongLeggedDoji");
node_candle_pattern!(RickshawManNode, wc::RickshawMan, "RickshawMan");
node_candle_pattern!(EveningDojiStarNode, wc::EveningDojiStar, "EveningDojiStar");
node_candle_pattern!(MorningDojiStarNode, wc::MorningDojiStar, "MorningDojiStar");
node_candle_pattern!(
GapSideBySideWhiteNode,
wc::GapSideBySideWhite,
"GapSideBySideWhite"
);
node_candle_pattern!(HighWaveNode, wc::HighWave, "HighWave");
node_candle_pattern!(HikkakeNode, wc::Hikkake, "Hikkake");
node_candle_pattern!(HikkakeModifiedNode, wc::HikkakeModified, "HikkakeModified");
node_candle_pattern!(HomingPigeonNode, wc::HomingPigeon, "HomingPigeon");
node_candle_pattern!(OnNeckNode, wc::OnNeck, "OnNeck");
node_candle_pattern!(InNeckNode, wc::InNeck, "InNeck");
node_candle_pattern!(ThrustingNode, wc::Thrusting, "Thrusting");
node_candle_pattern!(SeparatingLinesNode, wc::SeparatingLines, "SeparatingLines");
node_candle_pattern!(KickingNode, wc::Kicking, "Kicking");
node_candle_pattern!(KickingByLengthNode, wc::KickingByLength, "KickingByLength");
node_candle_pattern!(LadderBottomNode, wc::LadderBottom, "LadderBottom");
node_candle_pattern!(MatHoldNode, wc::MatHold, "MatHold");
node_candle_pattern!(MatchingLowNode, wc::MatchingLow, "MatchingLow");
node_candle_pattern!(LongLineNode, wc::LongLine, "LongLine");
node_candle_pattern!(ShortLineNode, wc::ShortLine, "ShortLine");
node_candle_pattern!(
RisingThreeMethodsNode,
wc::RisingThreeMethods,
"RisingThreeMethods"
);
node_candle_pattern!(
FallingThreeMethodsNode,
wc::FallingThreeMethods,
"FallingThreeMethods"
);
node_candle_pattern!(
UpsideGapThreeMethodsNode,
wc::UpsideGapThreeMethods,
"UpsideGapThreeMethods"
);
node_candle_pattern!(
DownsideGapThreeMethodsNode,
wc::DownsideGapThreeMethods,
"DownsideGapThreeMethods"
);
node_candle_pattern!(StalledPatternNode, wc::StalledPattern, "StalledPattern");
node_candle_pattern!(StickSandwichNode, wc::StickSandwich, "StickSandwich");
node_candle_pattern!(TakuriNode, wc::Takuri, "Takuri");
// ============================== Microstructure: Order Book ==============================
//
// Order-book indicators consume a depth snapshot rather than OHLCV. Streaming
// `update(bidPx, bidSz, askPx, askSz)` takes four equal-length arrays for one
// snapshot (bids best-first = descending price, asks best-first = ascending
// price); `batch` takes an array of `{ bidPx, bidSz, askPx, askSz }` snapshots
// and returns one value per snapshot.
/// One order-book depth snapshot for batch evaluation.
#[napi(object)]
pub struct ObSnapshot {
pub bid_px: Vec<f64>,
pub bid_sz: Vec<f64>,
pub ask_px: Vec<f64>,
pub ask_sz: Vec<f64>,
}
fn build_order_book(
bid_px: &[f64],
bid_sz: &[f64],
ask_px: &[f64],
ask_sz: &[f64],
) -> napi::Result<wc::OrderBook> {
if bid_px.len() != bid_sz.len() || ask_px.len() != ask_sz.len() {
return Err(NapiError::from_reason(
"bid/ask price and size arrays must be equal length".to_string(),
));
}
let bids = bid_px
.iter()
.zip(bid_sz)
.map(|(&p, &s)| wc::Level::new_unchecked(p, s))
.collect();
let asks = ask_px
.iter()
.zip(ask_sz)
.map(|(&p, &s)| wc::Level::new_unchecked(p, s))
.collect();
wc::OrderBook::new(bids, asks).map_err(map_err)
}
macro_rules! node_ob_indicator {
($node:ident, $inner:ty, $js:literal) => {
#[napi(js_name = $js)]
pub struct $node {
inner: $inner,
}
impl Default for $node {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl $node {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
#[napi]
pub fn update(
&mut self,
bid_px: Vec<f64>,
bid_sz: Vec<f64>,
ask_px: Vec<f64>,
ask_sz: Vec<f64>,
) -> napi::Result<Option<f64>> {
let book = build_order_book(&bid_px, &bid_sz, &ask_px, &ask_sz)?;
Ok(self.inner.update(book))
}
#[napi]
pub fn batch(&mut self, snapshots: Vec<ObSnapshot>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(snapshots.len());
for snap in &snapshots {
let book =
build_order_book(&snap.bid_px, &snap.bid_sz, &snap.ask_px, &snap.ask_sz)?;
out.push(self.inner.update(book).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
}
}
};
}
node_ob_indicator!(
OrderBookImbalanceTop1Node,
wc::OrderBookImbalanceTop1,
"OrderBookImbalanceTop1"
);
node_ob_indicator!(
OrderBookImbalanceFullNode,
wc::OrderBookImbalanceFull,
"OrderBookImbalanceFull"
);
node_ob_indicator!(MicropriceNode, wc::Microprice, "Microprice");
node_ob_indicator!(QuotedSpreadNode, wc::QuotedSpread, "QuotedSpread");
node_ob_indicator!(DepthSlopeNode, wc::DepthSlope, "DepthSlope");
// Top-N imbalance carries a `levels` parameter, so it is hand-written.
#[napi(js_name = "OrderBookImbalanceTopN")]
pub struct OrderBookImbalanceTopNNode {
inner: wc::OrderBookImbalanceTopN,
}
#[napi]
impl OrderBookImbalanceTopNNode {
#[napi(constructor)]
pub fn new(levels: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::OrderBookImbalanceTopN::new(levels as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
bid_px: Vec<f64>,
bid_sz: Vec<f64>,
ask_px: Vec<f64>,
ask_sz: Vec<f64>,
) -> napi::Result<Option<f64>> {
let book = build_order_book(&bid_px, &bid_sz, &ask_px, &ask_sz)?;
Ok(self.inner.update(book))
}
#[napi]
pub fn batch(&mut self, snapshots: Vec<ObSnapshot>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(snapshots.len());
for snap in &snapshots {
let book = build_order_book(&snap.bid_px, &snap.bid_sz, &snap.ask_px, &snap.ask_sz)?;
out.push(self.inner.update(book).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
}
}
// ============================== Microstructure: Trade Flow ==============================
//
// Trade-flow indicators consume a trade tape rather than OHLCV. Streaming
// `update(price, size, isBuy)` takes one trade (`isBuy=true` for a
// buyer-initiated trade); `batch` takes three equal-length arrays.
fn build_trade(price: f64, size: f64, is_buy: bool) -> napi::Result<wc::Trade> {
let side = if is_buy {
wc::Side::Buy
} else {
wc::Side::Sell
};
wc::Trade::new(price, size, side, 0).map_err(map_err)
}
macro_rules! node_trade_indicator {
($node:ident, $inner:ty, $js:literal) => {
#[napi(js_name = $js)]
pub struct $node {
inner: $inner,
}
impl Default for $node {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl $node {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
#[napi]
pub fn update(
&mut self,
price: f64,
size: f64,
is_buy: bool,
) -> napi::Result<Option<f64>> {
Ok(self.inner.update(build_trade(price, size, is_buy)?))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
) -> napi::Result<Vec<f64>> {
if price.len() != size.len() || size.len() != is_buy.len() {
return Err(NapiError::from_reason(
"price, size, is_buy must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let trade = build_trade(price[i], size[i], is_buy[i])?;
out.push(self.inner.update(trade).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
}
}
};
}
node_trade_indicator!(SignedVolumeNode, wc::SignedVolume, "SignedVolume");
node_trade_indicator!(
CumulativeVolumeDeltaNode,
wc::CumulativeVolumeDelta,
"CumulativeVolumeDelta"
);
// Trade imbalance carries a `window` parameter, so it is hand-written.
#[napi(js_name = "TradeImbalance")]
pub struct TradeImbalanceNode {
inner: wc::TradeImbalance,
}
#[napi]
impl TradeImbalanceNode {
#[napi(constructor)]
pub fn new(window: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::TradeImbalance::new(window as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, price: f64, size: f64, is_buy: bool) -> napi::Result<Option<f64>> {
Ok(self.inner.update(build_trade(price, size, is_buy)?))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
) -> napi::Result<Vec<f64>> {
if price.len() != size.len() || size.len() != is_buy.len() {
return Err(NapiError::from_reason(
"price, size, is_buy must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let trade = build_trade(price[i], size[i], is_buy[i])?;
out.push(self.inner.update(trade).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
}
}
// ============================== Microstructure: Price Impact ==============================
//
// Price-impact indicators consume a trade paired with the mid prevailing at
// execution. Streaming `update(price, size, isBuy, mid)` takes one such
// trade-quote (`isBuy=true` for a buyer-initiated trade); `batch` takes four
// equal-length arrays.
fn build_trade_quote(
price: f64,
size: f64,
is_buy: bool,
mid: f64,
) -> napi::Result<wc::TradeQuote> {
let trade = build_trade(price, size, is_buy)?;
wc::TradeQuote::new(trade, mid).map_err(map_err)
}
macro_rules! node_trade_quote_indicator {
($node:ident, $inner:ty, $js:literal) => {
#[napi(js_name = $js)]
pub struct $node {
inner: $inner,
}
impl Default for $node {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl $node {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
#[napi]
pub fn update(
&mut self,
price: f64,
size: f64,
is_buy: bool,
mid: f64,
) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(build_trade_quote(price, size, is_buy, mid)?))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
mid: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if price.len() != size.len()
|| size.len() != is_buy.len()
|| is_buy.len() != mid.len()
{
return Err(NapiError::from_reason(
"price, size, is_buy, mid must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let quote = build_trade_quote(price[i], size[i], is_buy[i], mid[i])?;
out.push(self.inner.update(quote).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
}
}
};
}
node_trade_quote_indicator!(EffectiveSpreadNode, wc::EffectiveSpread, "EffectiveSpread");
// Realized spread carries a `horizon` parameter, so it is hand-written.
#[napi(js_name = "RealizedSpread")]
pub struct RealizedSpreadNode {
inner: wc::RealizedSpread,
}
#[napi]
impl RealizedSpreadNode {
#[napi(constructor)]
pub fn new(horizon: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RealizedSpread::new(horizon as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
price: f64,
size: f64,
is_buy: bool,
mid: f64,
) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(build_trade_quote(price, size, is_buy, mid)?))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
mid: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if price.len() != size.len() || size.len() != is_buy.len() || is_buy.len() != mid.len() {
return Err(NapiError::from_reason(
"price, size, is_buy, mid must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let quote = build_trade_quote(price[i], size[i], is_buy[i], mid[i])?;
out.push(self.inner.update(quote).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
}
}
// Kyle's lambda carries a `window` parameter, so it is hand-written.
#[napi(js_name = "KylesLambda")]
pub struct KylesLambdaNode {
inner: wc::KylesLambda,
}
#[napi]
impl KylesLambdaNode {
#[napi(constructor)]
pub fn new(window: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::KylesLambda::new(window as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
price: f64,
size: f64,
is_buy: bool,
mid: f64,
) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(build_trade_quote(price, size, is_buy, mid)?))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
mid: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if price.len() != size.len() || size.len() != is_buy.len() || is_buy.len() != mid.len() {
return Err(NapiError::from_reason(
"price, size, is_buy, mid must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let quote = build_trade_quote(price[i], size[i], is_buy[i], mid[i])?;
out.push(self.inner.update(quote).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
}
}
// ============================== Microstructure: Footprint ==============================
//
// Footprint is a multi-output, variable-length indicator. Each `update(price,
// size, isBuy)` returns the full bar footprint accumulated since the last
// `reset()` as an array of `{ price, bidVol, askVol }` rows (sorted ascending
// by price); `batch` returns an array of such arrays, one per trade.
/// One price bucket of a footprint.
#[napi(object)]
pub struct FootprintLevelValue {
pub price: f64,
pub bid_vol: f64,
pub ask_vol: f64,
}
fn footprint_levels(out: &wc::FootprintOutput) -> Vec<FootprintLevelValue> {
out.levels
.iter()
.map(|level| FootprintLevelValue {
price: level.price,
bid_vol: level.bid_vol,
ask_vol: level.ask_vol,
})
.collect()
}
#[napi(js_name = "Footprint")]
pub struct FootprintNode {
inner: wc::Footprint,
}
#[napi]
impl FootprintNode {
#[napi(constructor)]
pub fn new(tick_size: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Footprint::new(tick_size).map_err(map_err)?,
})
}
#[napi]
pub fn update(
&mut self,
price: f64,
size: f64,
is_buy: bool,
) -> napi::Result<Vec<FootprintLevelValue>> {
let out = self
.inner
.update(build_trade(price, size, is_buy)?)
.expect("footprint emits on every trade");
Ok(footprint_levels(&out))
}
#[napi]
pub fn batch(
&mut self,
price: Vec<f64>,
size: Vec<f64>,
is_buy: Vec<bool>,
) -> napi::Result<Vec<Vec<FootprintLevelValue>>> {
if price.len() != size.len() || size.len() != is_buy.len() {
return Err(NapiError::from_reason(
"price, size, is_buy must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(price.len());
for i in 0..price.len() {
let snapshot = self
.inner
.update(build_trade(price[i], size[i], is_buy[i])?)
.expect("footprint emits on every trade");
out.push(footprint_levels(&snapshot));
}
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
}
}
// ============================== Derivatives ==============================
//
// Derivatives indicators consume a perpetual / futures tick rather than OHLCV.
// Each wrapper exposes only the tick fields its indicator reads; the helpers
// below build a fully-valid `DerivativesTick`, filling the unused fields with
// neutral defaults (prices `1.0`, sizes / rates `0.0`).
fn deriv_funding(funding_rate: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
funding_rate,
1.0,
1.0,
1.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_basis(mark_price: f64, index_price: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
mark_price,
index_price,
1.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_oi(open_interest: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
1.0,
1.0,
1.0,
open_interest,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_oi_mark(open_interest: f64, mark_price: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
mark_price,
1.0,
1.0,
open_interest,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_long_short(long_size: f64, short_size: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0, 1.0, 1.0, 1.0, 0.0, long_size, short_size, 0.0, 0.0, 0.0, 0.0, 0,
)
.map_err(map_err)
}
fn deriv_taker(taker_buy_volume: f64, taker_sell_volume: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
1.0,
1.0,
1.0,
0.0,
0.0,
0.0,
taker_buy_volume,
taker_sell_volume,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_liquidation(
long_liquidation: f64,
short_liquidation: f64,
) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
1.0,
1.0,
1.0,
0.0,
0.0,
0.0,
0.0,
0.0,
long_liquidation,
short_liquidation,
0,
)
.map_err(map_err)
}
fn deriv_futures_index(futures_price: f64, index_price: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
1.0,
index_price,
futures_price,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
fn deriv_futures_mark(futures_price: f64, mark_price: f64) -> napi::Result<wc::DerivativesTick> {
wc::DerivativesTick::new(
0.0,
mark_price,
1.0,
futures_price,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0.0,
0,
)
.map_err(map_err)
}
#[napi(js_name = "FundingRate")]
pub struct FundingRateNode {
inner: wc::FundingRate,
}
impl Default for FundingRateNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl FundingRateNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::FundingRate::new(),
}
}
#[napi]
pub fn update(&mut self, funding_rate: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_funding(funding_rate)?))
}
#[napi]
pub fn batch(&mut self, funding_rate: Vec<f64>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(funding_rate.len());
for rate in funding_rate {
out.push(self.inner.update(deriv_funding(rate)?).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(js_name = "FundingRateMean")]
pub struct FundingRateMeanNode {
inner: wc::FundingRateMean,
}
#[napi]
impl FundingRateMeanNode {
#[napi(constructor)]
pub fn new(window: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::FundingRateMean::new(window as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, funding_rate: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_funding(funding_rate)?))
}
#[napi]
pub fn batch(&mut self, funding_rate: Vec<f64>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(funding_rate.len());
for rate in funding_rate {
out.push(self.inner.update(deriv_funding(rate)?).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(js_name = "FundingRateZScore")]
pub struct FundingRateZScoreNode {
inner: wc::FundingRateZScore,
}
#[napi]
impl FundingRateZScoreNode {
#[napi(constructor)]
pub fn new(window: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::FundingRateZScore::new(window as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, funding_rate: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_funding(funding_rate)?))
}
#[napi]
pub fn batch(&mut self, funding_rate: Vec<f64>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(funding_rate.len());
for rate in funding_rate {
out.push(self.inner.update(deriv_funding(rate)?).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(js_name = "FundingBasis")]
pub struct FundingBasisNode {
inner: wc::FundingBasis,
}
impl Default for FundingBasisNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl FundingBasisNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::FundingBasis::new(),
}
}
#[napi]
pub fn update(&mut self, mark_price: f64, index_price: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_basis(mark_price, index_price)?))
}
#[napi]
pub fn batch(&mut self, mark_price: Vec<f64>, index_price: Vec<f64>) -> napi::Result<Vec<f64>> {
if mark_price.len() != index_price.len() {
return Err(NapiError::from_reason(
"mark_price and index_price must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(mark_price.len());
for i in 0..mark_price.len() {
out.push(
self.inner
.update(deriv_basis(mark_price[i], index_price[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(js_name = "OpenInterestDelta")]
pub struct OpenInterestDeltaNode {
inner: wc::OpenInterestDelta,
}
impl Default for OpenInterestDeltaNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl OpenInterestDeltaNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::OpenInterestDelta::new(),
}
}
#[napi]
pub fn update(&mut self, open_interest: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_oi(open_interest)?))
}
#[napi]
pub fn batch(&mut self, open_interest: Vec<f64>) -> napi::Result<Vec<f64>> {
let mut out = Vec::with_capacity(open_interest.len());
for oi in open_interest {
out.push(self.inner.update(deriv_oi(oi)?).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(js_name = "OIPriceDivergence")]
pub struct OIPriceDivergenceNode {
inner: wc::OIPriceDivergence,
}
#[napi]
impl OIPriceDivergenceNode {
#[napi(constructor)]
pub fn new(window: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::OIPriceDivergence::new(window as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, open_interest: f64, mark_price: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_oi_mark(open_interest, mark_price)?))
}
#[napi]
pub fn batch(
&mut self,
open_interest: Vec<f64>,
mark_price: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open_interest.len() != mark_price.len() {
return Err(NapiError::from_reason(
"open_interest and mark_price must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open_interest.len());
for i in 0..open_interest.len() {
out.push(
self.inner
.update(deriv_oi_mark(open_interest[i], mark_price[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(js_name = "OIWeighted")]
pub struct OIWeightedNode {
inner: wc::OIWeighted,
}
impl Default for OIWeightedNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl OIWeightedNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::OIWeighted::new(),
}
}
#[napi]
pub fn update(&mut self, mark_price: f64, open_interest: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_oi_mark(open_interest, mark_price)?))
}
#[napi]
pub fn batch(
&mut self,
mark_price: Vec<f64>,
open_interest: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if mark_price.len() != open_interest.len() {
return Err(NapiError::from_reason(
"mark_price and open_interest must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(mark_price.len());
for i in 0..mark_price.len() {
out.push(
self.inner
.update(deriv_oi_mark(open_interest[i], mark_price[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(js_name = "LongShortRatio")]
pub struct LongShortRatioNode {
inner: wc::LongShortRatio,
}
impl Default for LongShortRatioNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl LongShortRatioNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::LongShortRatio::new(),
}
}
#[napi]
pub fn update(&mut self, long_size: f64, short_size: f64) -> napi::Result<Option<f64>> {
Ok(self.inner.update(deriv_long_short(long_size, short_size)?))
}
#[napi]
pub fn batch(&mut self, long_size: Vec<f64>, short_size: Vec<f64>) -> napi::Result<Vec<f64>> {
if long_size.len() != short_size.len() {
return Err(NapiError::from_reason(
"long_size and short_size must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(long_size.len());
for i in 0..long_size.len() {
out.push(
self.inner
.update(deriv_long_short(long_size[i], short_size[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(js_name = "TakerBuySellRatio")]
pub struct TakerBuySellRatioNode {
inner: wc::TakerBuySellRatio,
}
impl Default for TakerBuySellRatioNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TakerBuySellRatioNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TakerBuySellRatio::new(),
}
}
#[napi]
pub fn update(
&mut self,
taker_buy_volume: f64,
taker_sell_volume: f64,
) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(deriv_taker(taker_buy_volume, taker_sell_volume)?))
}
#[napi]
pub fn batch(
&mut self,
taker_buy_volume: Vec<f64>,
taker_sell_volume: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if taker_buy_volume.len() != taker_sell_volume.len() {
return Err(NapiError::from_reason(
"taker_buy_volume and taker_sell_volume must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(taker_buy_volume.len());
for i in 0..taker_buy_volume.len() {
out.push(
self.inner
.update(deriv_taker(taker_buy_volume[i], taker_sell_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
}
}
/// The liquidation feature vector for one tick.
#[napi(object)]
pub struct LiquidationFeaturesValue {
pub long: f64,
pub short: f64,
pub net: f64,
pub total: f64,
pub imbalance: f64,
}
#[napi(js_name = "LiquidationFeatures")]
pub struct LiquidationFeaturesNode {
inner: wc::LiquidationFeatures,
}
impl Default for LiquidationFeaturesNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl LiquidationFeaturesNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::LiquidationFeatures::new(),
}
}
#[napi]
pub fn update(
&mut self,
long_liquidation: f64,
short_liquidation: f64,
) -> napi::Result<Option<LiquidationFeaturesValue>> {
Ok(self
.inner
.update(deriv_liquidation(long_liquidation, short_liquidation)?)
.map(|o| LiquidationFeaturesValue {
long: o.long,
short: o.short,
net: o.net,
total: o.total,
imbalance: o.imbalance,
}))
}
#[napi]
pub fn batch(
&mut self,
long_liquidation: Vec<f64>,
short_liquidation: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if long_liquidation.len() != short_liquidation.len() {
return Err(NapiError::from_reason(
"long_liquidation and short_liquidation must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(long_liquidation.len() * 5);
for i in 0..long_liquidation.len() {
let o = self
.inner
.update(deriv_liquidation(
long_liquidation[i],
short_liquidation[i],
)?)
.expect("liquidation features emit on every tick");
out.push(o.long);
out.push(o.short);
out.push(o.net);
out.push(o.total);
out.push(o.imbalance);
}
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 = "TermStructureBasis")]
pub struct TermStructureBasisNode {
inner: wc::TermStructureBasis,
}
impl Default for TermStructureBasisNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl TermStructureBasisNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::TermStructureBasis::new(),
}
}
#[napi]
pub fn update(&mut self, futures_price: f64, index_price: f64) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(deriv_futures_index(futures_price, index_price)?))
}
#[napi]
pub fn batch(
&mut self,
futures_price: Vec<f64>,
index_price: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if futures_price.len() != index_price.len() {
return Err(NapiError::from_reason(
"futures_price and index_price must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(futures_price.len());
for i in 0..futures_price.len() {
out.push(
self.inner
.update(deriv_futures_index(futures_price[i], index_price[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(js_name = "CalendarSpread")]
pub struct CalendarSpreadNode {
inner: wc::CalendarSpread,
}
impl Default for CalendarSpreadNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl CalendarSpreadNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::CalendarSpread::new(),
}
}
#[napi]
pub fn update(&mut self, futures_price: f64, mark_price: f64) -> napi::Result<Option<f64>> {
Ok(self
.inner
.update(deriv_futures_mark(futures_price, mark_price)?))
}
#[napi]
pub fn batch(
&mut self,
futures_price: Vec<f64>,
mark_price: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if futures_price.len() != mark_price.len() {
return Err(NapiError::from_reason(
"futures_price and mark_price must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(futures_price.len());
for i in 0..futures_price.len() {
out.push(
self.inner
.update(deriv_futures_mark(futures_price[i], mark_price[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
}
}
// ============================== Family 15: Risk / Performance ==============================
// Risk metrics with fallible `new` (most need `period >= 2`), so each wrapper
// is written by hand rather than going through the `node_scalar_indicator!`
// macro above.
#[napi(js_name = "SharpeRatio")]
pub struct SharpeRatioNode {
inner: wc::SharpeRatio,
}
#[napi]
impl SharpeRatioNode {
#[napi(constructor)]
pub fn new(period: u32, risk_free: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::SharpeRatio::new(period as usize, risk_free).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 = "SortinoRatio")]
pub struct SortinoRatioNode {
inner: wc::SortinoRatio,
}
#[napi]
impl SortinoRatioNode {
#[napi(constructor)]
pub fn new(period: u32, mar: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::SortinoRatio::new(period as usize, mar).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 = "CalmarRatio")]
pub struct CalmarRatioNode {
inner: wc::CalmarRatio,
}
#[napi]
impl CalmarRatioNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::CalmarRatio::new(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 = "OmegaRatio")]
pub struct OmegaRatioNode {
inner: wc::OmegaRatio,
}
#[napi]
impl OmegaRatioNode {
#[napi(constructor)]
pub fn new(period: u32, threshold: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::OmegaRatio::new(period as usize, threshold).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 = "MaxDrawdown")]
pub struct MaxDrawdownNode {
inner: wc::MaxDrawdown,
}
#[napi]
impl MaxDrawdownNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::MaxDrawdown::new(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 = "AverageDrawdown")]
pub struct AverageDrawdownNode {
inner: wc::AverageDrawdown,
}
#[napi]
impl AverageDrawdownNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::AverageDrawdown::new(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 = "DrawdownDuration")]
pub struct DrawdownDurationNode {
inner: wc::DrawdownDuration,
}
impl Default for DrawdownDurationNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl DrawdownDurationNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::DrawdownDuration::new(),
}
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<u32> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
prices
.iter()
.map(|p| self.inner.update(*p).map_or(f64::NAN, f64::from))
.collect()
}
#[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 = "PainIndex")]
pub struct PainIndexNode {
inner: wc::PainIndex,
}
#[napi]
impl PainIndexNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::PainIndex::new(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 = "ValueAtRisk")]
pub struct ValueAtRiskNode {
inner: wc::ValueAtRisk,
}
#[napi]
impl ValueAtRiskNode {
#[napi(constructor)]
pub fn new(period: u32, confidence: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::ValueAtRisk::new(period as usize, confidence).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 = "ConditionalValueAtRisk")]
pub struct ConditionalValueAtRiskNode {
inner: wc::ConditionalValueAtRisk,
}
#[napi]
impl ConditionalValueAtRiskNode {
#[napi(constructor)]
pub fn new(period: u32, confidence: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::ConditionalValueAtRisk::new(period as usize, confidence).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 = "ProfitFactor")]
pub struct ProfitFactorNode {
inner: wc::ProfitFactor,
}
#[napi]
impl ProfitFactorNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::ProfitFactor::new(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 = "GainLossRatio")]
pub struct GainLossRatioNode {
inner: wc::GainLossRatio,
}
#[napi]
impl GainLossRatioNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::GainLossRatio::new(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 = "RecoveryFactor")]
pub struct RecoveryFactorNode {
inner: wc::RecoveryFactor,
}
impl Default for RecoveryFactorNode {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl RecoveryFactorNode {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: wc::RecoveryFactor::new(),
}
}
#[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 = "KellyCriterion")]
pub struct KellyCriterionNode {
inner: wc::KellyCriterion,
}
#[napi]
impl KellyCriterionNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::KellyCriterion::new(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
}
}
// --- Two-series (asset, benchmark) indicators ---
//
// Family 12 (statistik-regression, PR #51) introduces a
// `node_pair_indicator!` macro for Pearson / Beta / Spearman. Family 12 is
// not yet in main, so Family 15 inlines its pair wrappers below by hand.
// When PR #51 lands, the merge conflict on this file is resolved by keeping
// the macro from Family 12 and re-using it for Treynor / IR / Alpha.
#[napi(js_name = "TreynorRatio")]
pub struct TreynorRatioNode {
inner: wc::TreynorRatio,
}
#[napi]
impl TreynorRatioNode {
#[napi(constructor)]
pub fn new(period: u32, risk_free: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::TreynorRatio::new(period as usize, risk_free).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
self.inner.update((asset, benchmark))
}
#[napi]
pub fn batch(&mut self, asset: Vec<f64>, benchmark: Vec<f64>) -> napi::Result<Vec<f64>> {
if asset.len() != benchmark.len() {
return Err(NapiError::from_reason(
"asset and benchmark must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(asset.len());
for i in 0..asset.len() {
out.push(
self.inner
.update((asset[i], benchmark[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(js_name = "InformationRatio")]
pub struct InformationRatioNode {
inner: wc::InformationRatio,
}
#[napi]
impl InformationRatioNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::InformationRatio::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
self.inner.update((asset, benchmark))
}
#[napi]
pub fn batch(&mut self, asset: Vec<f64>, benchmark: Vec<f64>) -> napi::Result<Vec<f64>> {
if asset.len() != benchmark.len() {
return Err(NapiError::from_reason(
"asset and benchmark must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(asset.len());
for i in 0..asset.len() {
out.push(
self.inner
.update((asset[i], benchmark[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(js_name = "Alpha")]
pub struct AlphaNode {
inner: wc::Alpha,
}
#[napi]
impl AlphaNode {
#[napi(constructor)]
pub fn new(period: u32, risk_free: f64) -> napi::Result<Self> {
Ok(Self {
inner: wc::Alpha::new(period as usize, risk_free).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
self.inner.update((asset, benchmark))
}
#[napi]
pub fn batch(&mut self, asset: Vec<f64>, benchmark: Vec<f64>) -> napi::Result<Vec<f64>> {
if asset.len() != benchmark.len() {
return Err(NapiError::from_reason(
"asset and benchmark must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(asset.len());
for i in 0..asset.len() {
out.push(
self.inner
.update((asset[i], benchmark[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
}
}