kingchenc
3be267cb03
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
48 lines
1.2 KiB
Markdown
48 lines
1.2 KiB
Markdown
# wickra-wasm
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WebAssembly bindings for the Wickra streaming-first technical indicators library.
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## Build
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You need [`wasm-pack`](https://rustwasm.github.io/wasm-pack/) and the
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`wasm32-unknown-unknown` Rust target:
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```bash
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rustup target add wasm32-unknown-unknown
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cargo install wasm-pack
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```
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Then from the repository root:
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```bash
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wasm-pack build bindings/wasm --target web --release --features panic-hook
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```
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The compiled package lands in `bindings/wasm/pkg/`. Targets:
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- `--target web` for native ES modules in browsers
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- `--target bundler` for webpack/Vite/Rollup
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- `--target nodejs` for Node.js
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## Example
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```js
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import init, { SMA, RSI, MACD, version } from "./pkg/wickra_wasm.js";
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await init();
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console.log("wickra:", version());
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// Streaming
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const rsi = new RSI(14);
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for (const price of livePrices) {
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const v = rsi.update(price);
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if (v !== undefined && v > 70) console.log("overbought");
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}
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// Batch (returns a Float64Array; NaN for warmup positions)
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const sma = new SMA(20).batch(new Float64Array(historicalPrices));
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```
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An interactive demo lives in `bindings/wasm/examples/index.html`. After building
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the package serve the `bindings/wasm/` directory and open `examples/index.html`.
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