Files
wickra/bindings/node/src/lib.rs
T
kingchenc 4f9ed34884 feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure) (#48)
* feat(family-11): add DeMark suite (TD Setup, Sequential, DeMarker, REI, Pressure)

Family 11 (DeMark) was previously empty; this PR adds five
streaming-first DeMark indicators in one batch.

- **TD Setup** (`TdSetup`): parameterised buy/sell setup counter.
  Counts consecutive bars whose close is less-than (buy) or
  greater-than (sell) the close `lookback` bars earlier, saturating
  at `target`. Emits a signed `f64` so callers read direction from
  the sign and run length from the magnitude. Classic config:
  `lookback = 4`, `target = 9`.

- **TD Sequential** (`TdSequential`): the canonical Setup + Countdown
  exhaustion pattern. Output struct `{ setup, countdown, direction }`
  exposes both phase counts as signed numbers plus the active
  countdown direction (+1 buy / -1 sell / 0 none). Countdown
  activates when a setup completes and tracks the close-vs-high/low
  comparison `countdown_lookback` bars back, capped at
  `countdown_target`. Classic: 4/9/2/13.

- **TD DeMarker** (`TdDeMarker`): bounded [0, 1] oscillator from the
  rolling average of upward high expansion (DeMax) and downward low
  expansion (DeMin). Falls back to the neutral 0.5 on a flat market
  (denominator zero).

- **TD REI** (`TdRei`): Range Expansion Index, bounded [-100, 100].
  Per-bar numerator gated on a range-overlap condition vs the bars
  5 and 6 back, normalised by a `period`-bar sum of absolute moves.
  Classic period = 5. Saturates at +100 in a slow steady uptrend
  and at -100 in the mirror downtrend; emits 0 on a flat market.

- **TD Pressure** (`TdPressure`): volume-weighted buying / selling
  pressure normalised to [-100, 100]. Per-bar pressure is the
  intra-bar close-vs-open ratio scaled by volume; the output is the
  rolling mean divided by the rolling mean volume. Zero-range bars
  contribute zero (avoid the undefined ratio) and a flat zero-volume
  window falls back to 0.

Bindings: all five exposed in Python (`ta.TDSetup`, `ta.TDSequential`,
`ta.TDDeMarker`, `ta.TDREI`, `ta.TDPressure`), Node (`wickra.TDSetup`
etc.), and WASM. Multi-output classes (`TDSequential`) return either
a struct `{ setup, countdown, direction }` per bar (streaming) or a
flat interleaved Float64Array of length `3 * n` (batch).

Tests: 47 unit tests across the five new core files (pure-trend
saturation, flat-market neutral fallback, batch-equals-streaming,
zero-parameter rejection, reset semantics, accessors). Python
test_new_indicators.py picks up all five plus a multi-output TD
Sequential block. Node indicators.test.js picks up all five.
Reference values added to test_known_values.py.

Fuzz: candle fuzz target sweeps all five DeMark indicators with the
existing `Vec<f64>` -> `Vec<Candle>` driver.

Benches: BTCUSDT 1-minute dataset benches for each DeMark indicator
in `crates/wickra/benches/indicators.rs`.

Docs: README family table gains a "DeMark" row; indicator counter
bumped 71 -> 76. CHANGELOG entry added under [Unreleased]. Wiki
drafts (deep-dive pages + Sidebar / Overview / Warmup-Periods / Home
deltas) live under `indicator-ideas/families/wiki/family-11-demark/`
for manual merge into the wiki repo.

* feat(family-11): add 7 missing DeMark indicators

Complete the DeMark suite (family 11) with the seven indicators not
covered by the first commit: TD Combo, TD Countdown, TD Lines (TDST),
TD Range Projection, TD Differential, TD Open, and TD Risk Level.

- TdCombo: aggressive countdown variant with three strictness rules
  on top of the classic close-vs-low/high lookback rule (monotone
  low/high, monotone close vs prior bar).
- TdCountdown: standalone 13-bar countdown packaging only the signed
  countdown count (the setup machine runs internally).
- TdLines: TDST horizontal support/resistance levels from the
  highest-high / lowest-low bars of the most-recently-completed
  setup, exposed as a multi-output struct.
- TdRangeProjection: DeMark X-projection of the next bar's high and
  low from the current bar's OHLC via an open-vs-close-weighted
  pivot (three branches: close<open, close>open, close==open).
- TdDifferential: two-bar buying-pressure vs selling-pressure
  reversal pattern emitting +1/-1/0.
- TdOpen: gap-and-fade reversal pattern (open outside prior range
  with subsequent recovery into it) emitting +1/-1/0.
- TdRiskLevel: protective stop levels derived from the setup
  extreme bar +/- its true range.

All seven are wired through Rust core, Python, Node and WASM
bindings, registered in the candle-stream fuzz target, given
benchmark entries on the BTCUSDT 1-minute dataset, and covered by
streaming-vs-batch equivalence, reference-value, lifecycle and
input-validation tests on the Python and Node sides. README counter
moves 76 -> 83 and the CHANGELOG "family 11" entry is extended to
list all twelve indicators.

* fix(td_risk_level tests): check first emission at idx 12, not last bar

TdRiskLevel re-ratchets the sell-risk level on each subsequent setup
completion, so a strictly rising series produces 22.0 at idx 19 (latest
setup) rather than 15.0 (first setup). The test comment already named
idx 12 as the reference; switch the assertion from out[-1] to out[12]
to match the reference computation.

* test(family-11): cover buy-direction branches in TD indicators

Add downtrend tests to TdSequential, TdCombo and TdCountdown so the
buy-side countdown/combo increment branches are exercised; remove an
empty `if buy_countdown == target {}` block in TdSequential whose
behavior is already enforced by the outer strict `<` guard.

Closes codecov/patch gaps reported on PR #48 (10 missed lines across
the three files).
2026-05-25 20:36:36 +02:00

7392 lines
195 KiB
Rust

//! Node.js bindings for Wickra via napi-rs.
//!
//! Build with:
//! ```text
//! cd bindings/node && npm install && npm run build
//! ```
//!
//! Then `require("wickra")` from Node.
#![allow(clippy::needless_pass_by_value)]
#![allow(missing_debug_implementations)] // napi-derive auto-generates the Node-facing types.
#![allow(clippy::unused_self)]
#![allow(clippy::missing_const_for_fn)]
use napi::Error as NapiError;
use napi::Status;
use napi_derive::napi;
use wickra_core as wc;
use wickra_core::{BatchExt, Indicator};
fn map_err(e: wc::Error) -> NapiError {
NapiError::new(Status::InvalidArg, e.to_string())
}
/// Helper for the scalar-indicator macro only. Scalar `new` functions can fail
/// solely on `period == 0`, which `clamp_period` already rules out, so the
/// `Result` is provably `Ok` here. Candle indicators and the multi-parameter
/// indicators have genuinely fallible parameters and instead use fallible
/// `#[napi(constructor)]`s that return `napi::Result<Self>` and throw a JS error.
fn must<T>(r: Result<T, wc::Error>) -> T {
r.expect("wickra: scalar indicator parameter clamped to a valid range")
}
/// Clamp a period parameter so the underlying indicator never sees zero. JS
/// callers who pass `0` get a window of `1` instead of a thrown exception —
/// effectively a pass-through indicator that still produces valid outputs.
const fn clamp_period(p: u32) -> usize {
if p == 0 {
1
} else {
p as usize
}
}
fn flatten(v: Vec<Option<f64>>) -> Vec<f64> {
v.into_iter().map(|x| x.unwrap_or(f64::NAN)).collect()
}
/// Library version (matches the Rust crate version).
#[napi]
pub fn version() -> String {
env!("CARGO_PKG_VERSION").to_string()
}
// ============================== Scalar indicators ==============================
macro_rules! node_scalar_indicator {
($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
#[napi(js_name = $node_name)]
pub struct $wrapper {
inner: $rust_ty,
}
#[napi]
impl $wrapper {
#[napi(constructor)]
pub fn new(period: u32) -> Self {
Self {
inner: must(<$rust_ty>::new(clamp_period(period))),
}
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
};
}
node_scalar_indicator!(SmaNode, "SMA", wc::Sma);
node_scalar_indicator!(EmaNode, "EMA", wc::Ema);
node_scalar_indicator!(WmaNode, "WMA", wc::Wma);
node_scalar_indicator!(RsiNode, "RSI", wc::Rsi);
node_scalar_indicator!(DemaNode, "DEMA", wc::Dema);
node_scalar_indicator!(TemaNode, "TEMA", wc::Tema);
node_scalar_indicator!(HmaNode, "HMA", wc::Hma);
node_scalar_indicator!(RocNode, "ROC", wc::Roc);
node_scalar_indicator!(TrixNode, "TRIX", wc::Trix);
node_scalar_indicator!(SmmaNode, "SMMA", wc::Smma);
node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
node_scalar_indicator!(MomNode, "MOM", wc::Mom);
node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
node_scalar_indicator!(
VerticalHorizontalFilterNode,
"VerticalHorizontalFilter",
wc::VerticalHorizontalFilter
);
node_scalar_indicator!(ZScoreNode, "ZScore", wc::ZScore);
node_scalar_indicator!(McGinleyDynamicNode, "McGinleyDynamic", wc::McGinleyDynamic);
node_scalar_indicator!(FramaNode, "FRAMA", wc::Frama);
// RviVolatility (Relative Volatility Index, Donald Dorsey). Disambiguated
// from `RVI` = Relative Vigor Index in Family 02. Takes a single `period`
// parameter and additionally rejects `period == 1` (a 1-bar standard
// deviation is always zero), so the `clamp_period`-to-1 strategy from
// `node_scalar_indicator!` would panic via `must`. Hand-rolled fallible
// constructor instead, throws a JS error on bad period.
#[napi(js_name = "RVIVolatility")]
pub struct RviVolatilityNode {
inner: wc::RviVolatility,
}
#[napi]
impl RviVolatilityNode {
#[napi(constructor)]
pub fn new(period: u32) -> napi::Result<Self> {
Ok(Self {
inner: wc::RviVolatility::new(period as usize).map_err(map_err)?,
})
}
#[napi]
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
#[napi]
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
flatten(self.inner.batch(&prices))
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
// ============================== 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(clamp_period(rvi_period), clamp_period(linreg_period))
.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(
clamp_period(period_rsi),
clamp_period(period_streak),
clamp_period(period_rank),
)
.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(
clamp_period(period),
clamp_period(d_period),
clamp_period(d2_period),
)
.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(
clamp_period(roc1),
clamp_period(roc2),
clamp_period(roc3),
clamp_period(roc4),
clamp_period(sma1),
clamp_period(sma2),
clamp_period(sma3),
clamp_period(sma4),
clamp_period(signal),
)
.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(clamp_period(period)).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(clamp_period(period)).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(
clamp_period(fast),
clamp_period(slow),
clamp_period(sma_period),
)
.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(
clamp_period(fast),
clamp_period(slow),
clamp_period(schaff_period),
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(
clamp_period(ema_period),
clamp_period(macd_fast),
clamp_period(macd_slow),
clamp_period(macd_signal),
)
.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(
clamp_period(fast),
clamp_period(slow),
clamp_period(signal),
)
.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(clamp_period(period)).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(clamp_period(fast), clamp_period(slow)).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(clamp_period(period)).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(clamp_period(jaw), clamp_period(teeth), clamp_period(lips))
.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(clamp_period(period), 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(clamp_period(period), clamp_period(cmo_period))
.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(clamp_period(period), 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,
}
#[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,
}
#[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,
}
#[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
}
}