4d0bc08efd
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.
10908 lines
291 KiB
Rust
10908 lines
291 KiB
Rust
//! Node.js bindings for Wickra via napi-rs.
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//!
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//! Build with:
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//! ```text
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//! cd bindings/node && npm install && npm run build
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//! ```
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//!
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//! Then `require("wickra")` from Node.
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#![allow(clippy::needless_pass_by_value)]
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#![allow(missing_debug_implementations)] // napi-derive auto-generates the Node-facing types.
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#![allow(clippy::unused_self)]
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#![allow(clippy::missing_const_for_fn)]
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use napi::Error as NapiError;
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use napi::Status;
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use napi_derive::napi;
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use wickra_core as wc;
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use wickra_core::{BatchExt, Indicator};
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fn map_err(e: wc::Error) -> NapiError {
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NapiError::new(Status::InvalidArg, e.to_string())
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}
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fn flatten(v: Vec<Option<f64>>) -> Vec<f64> {
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v.into_iter().map(|x| x.unwrap_or(f64::NAN)).collect()
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}
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/// Library version (matches the Rust crate version).
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#[napi]
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pub fn version() -> String {
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env!("CARGO_PKG_VERSION").to_string()
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}
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// ============================== Scalar indicators ==============================
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macro_rules! node_scalar_indicator {
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($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
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#[napi(js_name = $node_name)]
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pub struct $wrapper {
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inner: $rust_ty,
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}
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#[napi]
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impl $wrapper {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: <$rust_ty>::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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};
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}
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node_scalar_indicator!(SmaNode, "SMA", wc::Sma);
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node_scalar_indicator!(EmaNode, "EMA", wc::Ema);
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node_scalar_indicator!(WmaNode, "WMA", wc::Wma);
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node_scalar_indicator!(RsiNode, "RSI", wc::Rsi);
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node_scalar_indicator!(DemaNode, "DEMA", wc::Dema);
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node_scalar_indicator!(TemaNode, "TEMA", wc::Tema);
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node_scalar_indicator!(HmaNode, "HMA", wc::Hma);
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node_scalar_indicator!(RocNode, "ROC", wc::Roc);
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node_scalar_indicator!(TrixNode, "TRIX", wc::Trix);
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node_scalar_indicator!(SmmaNode, "SMMA", wc::Smma);
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node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
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node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
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node_scalar_indicator!(MomNode, "MOM", wc::Mom);
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node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
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node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
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node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
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node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
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node_scalar_indicator!(
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VerticalHorizontalFilterNode,
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"VerticalHorizontalFilter",
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wc::VerticalHorizontalFilter
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);
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node_scalar_indicator!(ZScoreNode, "ZScore", wc::ZScore);
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node_scalar_indicator!(McGinleyDynamicNode, "McGinleyDynamic", wc::McGinleyDynamic);
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node_scalar_indicator!(FramaNode, "FRAMA", wc::Frama);
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// Family 10 — Ehlers / Cycle: single-period scalars.
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node_scalar_indicator!(SuperSmootherNode, "SuperSmoother", wc::SuperSmoother);
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node_scalar_indicator!(FisherTransformNode, "FisherTransform", wc::FisherTransform);
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node_scalar_indicator!(DecyclerNode, "Decycler", wc::Decycler);
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node_scalar_indicator!(CenterOfGravityNode, "CenterOfGravity", wc::CenterOfGravity);
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node_scalar_indicator!(CyberneticCycleNode, "CyberneticCycle", wc::CyberneticCycle);
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node_scalar_indicator!(
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InstantaneousTrendlineNode,
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"InstantaneousTrendline",
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wc::InstantaneousTrendline
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);
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node_scalar_indicator!(
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EhlersStochasticNode,
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"EhlersStochastic",
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wc::EhlersStochastic
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);
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// RviVolatility (Relative Volatility Index, Donald Dorsey). Disambiguated
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// from `RVI` = Relative Vigor Index in Family 02. Takes a single `period` and
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// rejects both `period == 0` and `period == 1` (a 1-bar standard deviation is
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// always zero). Hand-rolled, but behaves like `node_scalar_indicator!`: the
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// fallible `new` propagates the core error and throws a JS error on bad period.
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#[napi(js_name = "RVIVolatility")]
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pub struct RviVolatilityNode {
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inner: wc::RviVolatility,
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}
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#[napi]
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impl RviVolatilityNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::RviVolatility::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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node_scalar_indicator!(VarianceNode, "Variance", wc::Variance);
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node_scalar_indicator!(
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CoefficientOfVariationNode,
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"CoefficientOfVariation",
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wc::CoefficientOfVariation
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);
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node_scalar_indicator!(SkewnessNode, "Skewness", wc::Skewness);
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node_scalar_indicator!(KurtosisNode, "Kurtosis", wc::Kurtosis);
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node_scalar_indicator!(StandardErrorNode, "StandardError", wc::StandardError);
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node_scalar_indicator!(DetrendedStdDevNode, "DetrendedStdDev", wc::DetrendedStdDev);
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node_scalar_indicator!(RSquaredNode, "RSquared", wc::RSquared);
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node_scalar_indicator!(
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MedianAbsoluteDeviationNode,
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"MedianAbsoluteDeviation",
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wc::MedianAbsoluteDeviation
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);
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// ============================== Autocorrelation (period + lag) ==============================
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#[napi(js_name = "Autocorrelation")]
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pub struct AutocorrelationNode {
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inner: wc::Autocorrelation,
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}
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#[napi]
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impl AutocorrelationNode {
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#[napi(constructor)]
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pub fn new(period: u32, lag: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Autocorrelation::new(period as usize, lag as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== HurstExponent (period + chunks) ==============================
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#[napi(js_name = "HurstExponent")]
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pub struct HurstExponentNode {
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inner: wc::HurstExponent,
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}
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#[napi]
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impl HurstExponentNode {
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#[napi(constructor)]
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pub fn new(period: u32, chunks: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::HurstExponent::new(period as usize, chunks as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Two-series indicators (Pearson / Beta / Spearman) ==============================
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macro_rules! node_pair_indicator {
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($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
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#[napi(js_name = $node_name)]
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pub struct $wrapper {
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inner: $rust_ty,
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}
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#[napi]
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impl $wrapper {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: <$rust_ty>::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, x: f64, y: f64) -> Option<f64> {
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self.inner.update((x, y))
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}
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/// Batch over two equally-sized arrays. Returns a length-`n` array
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/// with `NaN` for warmup positions.
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#[napi]
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pub fn batch(&mut self, x: Vec<f64>, y: Vec<f64>) -> napi::Result<Vec<f64>> {
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if x.len() != y.len() {
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return Err(NapiError::new(
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Status::InvalidArg,
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"x and y must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(x.len());
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for i in 0..x.len() {
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out.push(self.inner.update((x[i], y[i])).unwrap_or(f64::NAN));
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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};
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}
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node_pair_indicator!(
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PearsonCorrelationNode,
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"PearsonCorrelation",
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wc::PearsonCorrelation
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);
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node_pair_indicator!(BetaNode, "Beta", wc::Beta);
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node_pair_indicator!(PairwiseBetaNode, "PairwiseBeta", wc::PairwiseBeta);
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node_pair_indicator!(
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SpearmanCorrelationNode,
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"SpearmanCorrelation",
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wc::SpearmanCorrelation
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);
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// ============================== PairSpreadZScore ==============================
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/// Pair spread z-score: two ctor params (`betaPeriod`, `zPeriod`), one `(a, b)`
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/// price pair per update, a single z-score out.
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#[napi(js_name = "PairSpreadZScore")]
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pub struct PairSpreadZScoreNode {
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inner: wc::PairSpreadZScore,
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}
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#[napi]
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impl PairSpreadZScoreNode {
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#[napi(constructor)]
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pub fn new(beta_period: u32, z_period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::PairSpreadZScore::new(beta_period as usize, z_period as usize)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, a: f64, b: f64) -> Option<f64> {
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self.inner.update((a, b))
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}
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/// Batch over two equally-sized arrays of prices. Returns a length-`n`
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/// array with `NaN` for warmup positions.
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#[napi]
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pub fn batch(&mut self, a: Vec<f64>, b: Vec<f64>) -> napi::Result<Vec<f64>> {
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if a.len() != b.len() {
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return Err(NapiError::new(
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Status::InvalidArg,
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"a and b must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(a.len());
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for i in 0..a.len() {
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out.push(self.inner.update((a[i], b[i])).unwrap_or(f64::NAN));
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== LeadLagCrossCorrelation ==============================
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/// Lead/lag result: the offset that maximises correlation, and that correlation.
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#[napi(object)]
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pub struct LeadLagValue {
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/// Offset that maximises `|corr(a, b shifted)|`. Positive ⇒ `a` leads `b`.
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pub lag: i32,
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/// Signed correlation at that lag, in `[-1, 1]`.
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pub correlation: f64,
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}
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#[napi(js_name = "LeadLagCrossCorrelation")]
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pub struct LeadLagCrossCorrelationNode {
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inner: wc::LeadLagCrossCorrelation,
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}
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#[napi]
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impl LeadLagCrossCorrelationNode {
|
||
#[napi(constructor)]
|
||
pub fn new(window: u32, max_lag: u32) -> napi::Result<Self> {
|
||
Ok(Self {
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||
inner: wc::LeadLagCrossCorrelation::new(window as usize, max_lag as usize)
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.map_err(map_err)?,
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||
})
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||
}
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#[napi]
|
||
pub fn update(&mut self, a: f64, b: f64) -> Option<LeadLagValue> {
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||
self.inner.update((a, b)).map(|o| LeadLagValue {
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||
lag: o.lag as i32,
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correlation: o.correlation,
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})
|
||
}
|
||
/// 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 {
|
||
/// Engle–Granger hedge ratio (OLS slope of `a` on `b`).
|
||
pub hedge_ratio: f64,
|
||
/// Current spread (regression residual) `a - (alpha + beta*b)`.
|
||
pub spread: f64,
|
||
/// Augmented Dickey–Fuller 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
|
||
}
|
||
}
|