kingchenc
53941b7b07
## What Adds a new indicator input type and family for **market-breadth** analysis — indicators that aggregate the state of an entire universe of symbols at each tick, rather than a single instrument's price. This is the last open input-type on the expansion roadmap (S10) and unblocks the remaining breadth indicators (McClellan, TRIN, High-Low Index, ...). ## Core - **`CrossSection` input type** (`crates/wickra-core/src/cross_section.rs`) — one tick carrying the per-symbol state of the whole universe as a `Vec<Member>` + `timestamp`. Each `Member` precomputes a signed `change` (sign classifies advancing / declining / unchanged), a `volume`, and `new_high` / `new_low` extreme flags, so the breadth indicators stay stateless per tick. Both `Member` and `CrossSection` are `#[non_exhaustive]` for additive field growth. `CrossSection::new` validates the universe (non-empty, finite changes, finite non-negative volumes); `new_unchecked` skips validation for hot paths. `advancers()` / `decliners()` count by sign. - **`Error::InvalidCrossSection`** variant for the validation failures. - **`AdvanceDecline`** (`advance_decline.rs`) — the Advance/Decline Line: the running cumulative sum of net advancing-minus-declining issues. `Input = CrossSection`, `Output = f64`, ready after the first tick. - New **"Market Breadth"** `FAMILIES` group; indicator count **314 → 315**, family count nineteen → twenty. ## Bindings All custom (CrossSection is non-scalar, so no macros apply). The universe crosses each boundary as parallel arrays (`change`, `volume`, `new_high`, `new_low`): - **Python / Node** expose `update` + `batch` (one array group per tick). Node satisfies the completeness contract (`update`/`batch`/`reset`/`isReady`/`warmupPeriod`). - **WASM** exposes only `update` (the universe is ragged across ticks, matching the other multi-input wasm indicators) with numeric high/low flags. - Python `map_err` gains the new error arm; `__init__.py` gets a `# Market Breadth` section in both the import and `__all__` blocks. `index.d.ts` / `index.js` regenerated. ## Tests / Fuzz - Dedicated **streaming-vs-batch + reference-value + ragged-rejection** tests in Python (`test_new_indicators.py`) and Node (`indicators.test.js`) — kept out of the scalar/candle parametrize lists. - Rust unit tests cover every reject branch (empty / non-finite change / negative & non-finite volume) and every indicator branch. - New fuzz target `indicator_update_crosssection` drives `AdvanceDecline` over bounded ragged universes built with `new_unchecked`. ## Verify - `cargo fmt --all` clean - `cargo test -p wickra-core --lib` → 2593 passed; `--doc` → 298 passed - `cargo clippy --workspace --all-targets --all-features -- -D warnings` clean - `cd bindings/node && npm run build && npm test` → 398 passed - `maturin develop --release` + `pytest bindings/python/tests` → all passed - counter check: mod-count 315 == lib-block 315
Wickra — WebAssembly
Streaming-first technical indicators in the browser. npm install wickra-wasm — pure WebAssembly, runs anywhere a modern JS engine does.
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js, and WebAssembly. Every indicator is an O(1)
streaming state machine, so live trading dashboards and historical backtests
share the exact same implementation. This package is the WebAssembly binding
(wasm-bindgen, built for the web target); it exposes 200+ streaming-first
indicators across sixteen families.
Install
npm install wickra-wasm
Quick start
The module ships a default init export that loads the .wasm payload; await
it once before constructing indicators.
import init, { RSI } from 'wickra-wasm';
await init(); // load the WebAssembly module once
// Streaming: feed prices tick by tick in O(1).
const rsi = new RSI(14);
for (const price of liveFeed) {
const value = rsi.update(price); // null during warmup
if (value !== null && value > 70) {
console.log('overbought');
}
}
Constructors mirror the other bindings (new SMA(20), new MACD(12, 26, 9),
new BollingerBands(20, 2.0), …); update() returns the latest value or
null while the indicator is still warming up.
Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:
- Repository & full indicator list: https://github.com/wickra-lib/wickra
- Docs (quickstarts, cookbook, TA-Lib migration): https://docs.wickra.org
- Runnable browser examples:
examples/wasm/
Wickra ships four bindings — Python, Node.js, WebAssembly, and Rust — that all
expose the same indicators from the shared, unsafe-forbidden Rust core.
Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.
License
Licensed under the PolyForm Noncommercial License 1.0.0. Personal projects, research, education, non-profits, and hobby trading bots are all fine; the one thing not allowed is commercial sale of the software or of services built around it. See LICENSE.