Files
wickra/bindings/wasm/src/lib.rs
T
kingchencandGitHub 466faddd87 feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)
* feat(alma): add Arnaud Legoux Moving Average

Gaussian-weighted moving average with configurable centre (offset in
[0, 1]) and kernel width (sigma > 0). Pre-computes normalised weights
at construction so each update is a single rolling window dot product.

Reference: Arnaud Legoux and Dimitrios Kouzis-Loukas, 2009.

Touchpoints:
- crates/wickra-core: alma.rs + mod.rs + lib.rs re-export
- bindings/python: PyAlma + __init__.py + test_new_indicators +
  test_known_values reference
- bindings/node: AlmaNode + index.d.ts/index.js + indicators.test.js
  factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers ALMA(9, 0.85, 6.0)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(mcginley): add McGinley Dynamic moving average

John McGinley's self-adjusting moving average with the recurrence
MD + (price - MD) / (0.6 * period * (price / MD)^4). Speeds up when
price falls below the indicator and damps when price runs above the
indicator. Seeded with the simple average of the first period inputs.

Reference: McGinley, Technical Analysis of Stocks & Commodities, 1990.

Touchpoints:
- crates/wickra-core: mcginley_dynamic.rs + mod.rs + lib.rs re-export
- bindings/python: PyMcGinleyDynamic + __init__.py + test_new_indicators
  + test_known_values reference
- bindings/node: McGinleyDynamicNode (scalar macro) + index.d.ts/index.js
  + indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers McGinleyDynamic(10)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(frama): add Fractal Adaptive Moving Average

Ehlers' FRAMA adapts its smoothing constant to the fractal dimension of
the recent window: tight tracking in trends, heavy smoothing in chop.
Uses the close-only variant where max/min over each window half drive
the dimension estimate. Period must be even (default 16).

Reference: Ehlers, Fractal Adaptive Moving Average, 2005.

Touchpoints:
- crates/wickra-core: frama.rs + mod.rs + lib.rs re-export
- bindings/python: PyFrama + __init__.py + test_new_indicators +
  test_known_values reference (constant series + uptrend tracking)
- bindings/node: FramaNode (scalar macro) + index.d.ts/index.js +
  indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers Frama(16)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(vidya): add Variable Index Dynamic Average

Chande's VIDYA — an EMA whose alpha scales with |CMO(cmo_period)| / 100.
Strong directional momentum lifts the smoothing constant toward the
EMA-of-period rate; flat or choppy windows shrink it toward zero so
VIDYA coasts on its previous value. Two parameters: period (14) and
cmo_period (9). Reuses the existing wickra-core Cmo internally.

Reference: Chande, Stocks & Commodities, 1992.

Also fixes a silent gap from d37fbd1 (feat(frama)): the PyFrama Python
class wrapper and its add_class registration were dropped because the
two edits hit "File has not been read yet" errors that scrolled past
in a batch. Adds them here alongside VIDYA's bindings.

Touchpoints (VIDYA): vidya.rs + mod.rs + lib.rs re-export, PyVidya +
__init__.py + test_new_indicators + test_known_values reference,
VidyaNode (manual two-param binding) + index.d.ts/index.js +
indicators.test.js factory + reference, wasm_scalar_indicator! macro,
fuzz target, bench, README + CHANGELOG.

* feat(jma): add Jurik Moving Average

Three-stage filter reconstruction of Mark Jurik's adaptive MA (the
algorithm is proprietary; this is the form used by most open-source
ports since the 1999 TASC article). Parameters: period (14), phase in
[-100, 100] (0), power in 1..=4 (2). State is seeded by setting
e0 = JMA = first input so a constant input stream is reproduced exactly.

Touchpoints: jma.rs + mod.rs + lib.rs re-export, PyJma + __init__.py +
test_new_indicators + test_known_values reference, JmaNode (manual
three-param binding) + index.d.ts/index.js + indicators.test.js factory
+ reference, wasm_scalar_indicator! macro, fuzz target, bench, README +
CHANGELOG.

* feat(alligator): add Bill Williams Alligator

Three SMMA lines (Jaw / Teeth / Lips) over the median price
(high + low) / 2 with default periods 13 / 8 / 5. Multi-output
indicator returning AlligatorOutput { jaw, teeth, lips }. The
original chart variant shifts each line forward for display; we
publish the unshifted SMMA values and leave the visual shift to
the consumer.

Reference: Bill Williams, Trading Chaos, 1995.

Touchpoints: alligator.rs + mod.rs + lib.rs re-export, PyAlligator
(Candle input, returns 3-tuple, ndarray (n, 3) batch) + __init__.py
+ test_new_indicators + test_known_values reference, AlligatorNode +
AlligatorValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmAlligator (manual JsValue object) +
candle-fuzz target + README + CHANGELOG.

* feat(evwma): add Elastic Volume-Weighted Moving Average

Christian P. Fries' elastic recurrence where the smoothing weight is the
bar's volume relative to the running window total:

  V_sum_t = sum of volumes over the last period candles
  EVWMA_t = ((V_sum_t - v_t) * EVWMA_{t-1} + v_t * close_t) / V_sum_t

A bar whose volume is small barely moves the average; a bar that
dominates the window pulls it strongly toward that bar's close. Seeded
with the close of the first full window; holds its previous value if
the entire window has zero volume.

Reference: Fries, Wilmott Magazine, 2001.

Touchpoints: evwma.rs + mod.rs + lib.rs re-export, PyEvwma (close +
volume batch) + __init__.py + test_new_indicators CANDLE_SCALAR +
test_known_values reference, EvwmaNode + index.d.ts/index.js +
indicators.test.js candleScalar factory + reference, WasmEvwma,
candle-fuzz target + README + CHANGELOG.

* ci: Force local wheel install in Python jobs

Use --no-index --no-deps so the Python matrix installs the freshly
built wheel from dist/ and never falls back to PyPI. Previously pip
sometimes picked the released 0.2.x wheel on macOS / Windows when its
platform tag was a wider match than the local build, which made the
job test the released package and miss any new symbols added in the
PR (e.g. AttributeError: module 'wickra' has no attribute 'ALMA').
numpy is already installed by the preceding pip step, so --no-deps
is safe.
2026-05-25 15:01:14 +02:00

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//! WASM bindings for Wickra. Exposes every indicator with `Float64Array` I/O so
//! the API is essentially the same in the browser as it is in Python and Rust.
//!
//! Build with:
//! ```text
//! wasm-pack build bindings/wasm --target web --release
//! ```
#![allow(clippy::needless_pass_by_value)]
#![allow(missing_debug_implementations)] // wasm_bindgen wrappers expose JS objects, no need for Debug
use js_sys::{Float64Array, Object, Reflect};
use wasm_bindgen::prelude::*;
use wickra_core as wc;
use wickra_core::{BatchExt, Indicator};
fn map_err(e: wc::Error) -> JsError {
JsError::new(&e.to_string())
}
fn flatten(values: Vec<Option<f64>>) -> Vec<f64> {
values.into_iter().map(|v| v.unwrap_or(f64::NAN)).collect()
}
/// Optional helper: install `console.error` panic hook in the browser.
#[wasm_bindgen(js_name = installPanicHook)]
pub fn install_panic_hook() {
#[cfg(feature = "panic-hook")]
console_error_panic_hook::set_once();
}
/// Library version (matches the Cargo package version).
#[wasm_bindgen(js_name = version)]
pub fn version() -> String {
env!("CARGO_PKG_VERSION").to_string()
}
// ---------- Scalar-input indicators ----------
macro_rules! wasm_scalar_indicator {
($name:ident, $py_name:literal, $rust_ty:ty, $($arg:ident: $arg_ty:ty),*) => {
#[wasm_bindgen(js_name = $py_name)]
pub struct $name {
inner: $rust_ty,
}
#[wasm_bindgen(js_class = $py_name)]
impl $name {
#[wasm_bindgen(constructor)]
pub fn new($($arg: $arg_ty),*) -> Result<$name, JsError> {
Ok($name {
inner: <$rust_ty>::new($($arg),*).map_err(map_err)?,
})
}
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
let out = flatten(self.inner.batch(prices));
Float64Array::from(out.as_slice())
}
pub fn reset(&mut self) { self.inner.reset(); }
#[wasm_bindgen(js_name = isReady)] pub fn is_ready(&self) -> bool { self.inner.is_ready() }
#[wasm_bindgen(js_name = warmupPeriod)] pub fn warmup_period(&self) -> usize { self.inner.warmup_period() }
}
};
}
wasm_scalar_indicator!(WasmSma, "SMA", wc::Sma, period: usize);
wasm_scalar_indicator!(WasmEma, "EMA", wc::Ema, period: usize);
wasm_scalar_indicator!(WasmWma, "WMA", wc::Wma, period: usize);
wasm_scalar_indicator!(WasmRsi, "RSI", wc::Rsi, period: usize);
wasm_scalar_indicator!(WasmDema, "DEMA", wc::Dema, period: usize);
wasm_scalar_indicator!(WasmTema, "TEMA", wc::Tema, period: usize);
wasm_scalar_indicator!(WasmHma, "HMA", wc::Hma, period: usize);
wasm_scalar_indicator!(WasmRoc, "ROC", wc::Roc, period: usize);
wasm_scalar_indicator!(WasmTrix, "TRIX", wc::Trix, period: usize);
wasm_scalar_indicator!(WasmSmma, "SMMA", wc::Smma, period: usize);
wasm_scalar_indicator!(WasmTrima, "TRIMA", wc::Trima, period: usize);
wasm_scalar_indicator!(WasmZlema, "ZLEMA", wc::Zlema, period: usize);
wasm_scalar_indicator!(WasmT3, "T3", wc::T3, period: usize, v: f64);
wasm_scalar_indicator!(WasmAlma, "ALMA", wc::Alma, period: usize, offset: f64, sigma: f64);
wasm_scalar_indicator!(WasmMcGinleyDynamic, "McGinleyDynamic", wc::McGinleyDynamic, period: usize);
wasm_scalar_indicator!(WasmFrama, "FRAMA", wc::Frama, period: usize);
wasm_scalar_indicator!(WasmVidya, "VIDYA", wc::Vidya, period: usize, cmo_period: usize);
wasm_scalar_indicator!(WasmJma, "JMA", wc::Jma, period: usize, phase: f64, power: u32);
wasm_scalar_indicator!(WasmMom, "MOM", wc::Mom, period: usize);
wasm_scalar_indicator!(WasmCmo, "CMO", wc::Cmo, period: usize);
wasm_scalar_indicator!(WasmTsi, "TSI", wc::Tsi, long: usize, short: usize);
wasm_scalar_indicator!(WasmPmo, "PMO", wc::Pmo, smoothing1: usize, smoothing2: usize);
wasm_scalar_indicator!(WasmStochRsi, "StochRSI", wc::StochRsi, rsi_period: usize, stoch_period: usize);
wasm_scalar_indicator!(WasmDpo, "DPO", wc::Dpo, period: usize);
wasm_scalar_indicator!(WasmPpo, "PPO", wc::Ppo, fast: usize, slow: usize);
wasm_scalar_indicator!(WasmCoppock, "Coppock", wc::Coppock, roc_long: usize, roc_short: usize, wma_period: usize);
wasm_scalar_indicator!(WasmStdDev, "StdDev", wc::StdDev, period: usize);
wasm_scalar_indicator!(WasmUlcerIndex, "UlcerIndex", wc::UlcerIndex, period: usize);
wasm_scalar_indicator!(WasmHistoricalVolatility, "HistoricalVolatility", wc::HistoricalVolatility, period: usize, trading_periods: usize);
wasm_scalar_indicator!(WasmBollingerBandwidth, "BollingerBandwidth", wc::BollingerBandwidth, period: usize, multiplier: f64);
wasm_scalar_indicator!(WasmPercentB, "PercentB", wc::PercentB, period: usize, multiplier: f64);
wasm_scalar_indicator!(WasmLinearRegression, "LinearRegression", wc::LinearRegression, period: usize);
wasm_scalar_indicator!(WasmLinRegSlope, "LinRegSlope", wc::LinRegSlope, period: usize);
wasm_scalar_indicator!(WasmVerticalHorizontalFilter, "VerticalHorizontalFilter", wc::VerticalHorizontalFilter, period: usize);
wasm_scalar_indicator!(WasmZScore, "ZScore", wc::ZScore, period: usize);
wasm_scalar_indicator!(WasmLinRegAngle, "LinRegAngle", wc::LinRegAngle, period: usize);
// ---------- KAMA (three params) ----------
#[wasm_bindgen(js_name = KAMA)]
pub struct WasmKama {
inner: wc::Kama,
}
#[wasm_bindgen(js_class = KAMA)]
impl WasmKama {
#[wasm_bindgen(constructor)]
pub fn new(er_period: usize, fast: usize, slow: usize) -> Result<WasmKama, JsError> {
Ok(Self {
inner: wc::Kama::new(er_period, fast, slow).map_err(map_err)?,
})
}
pub fn update(&mut self, value: f64) -> Option<f64> {
self.inner.update(value)
}
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
let out = flatten(self.inner.batch(prices));
Float64Array::from(out.as_slice())
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
// ---------- MACD ----------
#[wasm_bindgen(js_name = MACD)]
pub struct WasmMacd {
inner: wc::MacdIndicator,
}
#[wasm_bindgen(js_class = MACD)]
impl WasmMacd {
#[wasm_bindgen(constructor)]
pub fn new(fast: usize, slow: usize, signal: usize) -> Result<WasmMacd, JsError> {
Ok(Self {
inner: wc::MacdIndicator::new(fast, slow, signal).map_err(map_err)?,
})
}
pub fn update(&mut self, value: f64) -> JsValue {
match self.inner.update(value) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"macd".into(), &o.macd.into()).ok();
Reflect::set(&obj, &"signal".into(), &o.signal.into()).ok();
Reflect::set(&obj, &"histogram".into(), &o.histogram.into()).ok();
obj.into()
}
None => JsValue::NULL,
}
}
/// Returns a flat `Float64Array` of length `3 * n`: `[macd0, sig0, hist0, macd1, sig1, hist1, ...]`.
/// Use `result[3*i + 0/1/2]` to read each column. Warmup positions are NaN.
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
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;
}
}
Float64Array::from(out.as_slice())
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
}
// ---------- Bollinger ----------
#[wasm_bindgen(js_name = BollingerBands)]
pub struct WasmBb {
inner: wc::BollingerBands,
}
#[wasm_bindgen(js_class = BollingerBands)]
impl WasmBb {
#[wasm_bindgen(constructor)]
pub fn new(period: usize, multiplier: f64) -> Result<WasmBb, JsError> {
Ok(Self {
inner: wc::BollingerBands::new(period, multiplier).map_err(map_err)?,
})
}
pub fn update(&mut self, value: f64) -> JsValue {
match self.inner.update(value) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
Reflect::set(&obj, &"stddev".into(), &o.stddev.into()).ok();
obj.into()
}
None => JsValue::NULL,
}
}
/// Returns `[u0, m0, l0, sd0, u1, m1, l1, sd1, ...]`, length `4 * n`.
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
let n = prices.len();
let mut out = vec![f64::NAN; n * 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;
}
}
Float64Array::from(out.as_slice())
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
// ---------- Candle-input indicators ----------
fn make_candle(h: f64, l: f64, c: f64, v: f64) -> Result<wc::Candle, JsError> {
wc::Candle::new(c, h, l, c, v, 0).map_err(map_err)
}
#[wasm_bindgen(js_name = ATR)]
pub struct WasmAtr {
inner: wc::Atr,
}
#[wasm_bindgen(js_class = ATR)]
impl WasmAtr {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmAtr, JsError> {
Ok(Self {
inner: wc::Atr::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = Stochastic)]
pub struct WasmStoch {
inner: wc::Stochastic,
}
#[wasm_bindgen(js_class = Stochastic)]
impl WasmStoch {
#[wasm_bindgen(constructor)]
pub fn new(k_period: usize, d_period: usize) -> Result<WasmStoch, JsError> {
Ok(Self {
inner: wc::Stochastic::new(k_period, d_period).map_err(map_err)?,
})
}
/// Returns `[k0, d0, k1, d1, ...]`, length `2 * n`.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.k;
out[i * 2 + 1] = o.d;
}
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
/// Streaming update. Returns `{ k, d }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"k".into(), &o.k.into()).ok();
Reflect::set(&obj, &"d".into(), &o.d.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = OBV)]
pub struct WasmObv {
inner: wc::Obv,
}
impl Default for WasmObv {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = OBV)]
impl WasmObv {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmObv {
Self {
inner: wc::Obv::new(),
}
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = UltimateOscillator)]
pub struct WasmUltimateOscillator {
inner: wc::UltimateOscillator,
}
#[wasm_bindgen(js_class = UltimateOscillator)]
impl WasmUltimateOscillator {
#[wasm_bindgen(constructor)]
pub fn new(short: usize, mid: usize, long: usize) -> Result<WasmUltimateOscillator, JsError> {
Ok(Self {
inner: wc::UltimateOscillator::new(short, mid, long).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ADL)]
pub struct WasmAdl {
inner: wc::Adl,
}
impl Default for WasmAdl {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = ADL)]
impl WasmAdl {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmAdl {
Self {
inner: wc::Adl::new(),
}
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n || volume.len() != n {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = VolumePriceTrend)]
pub struct WasmVolumePriceTrend {
inner: wc::VolumePriceTrend,
}
impl Default for WasmVolumePriceTrend {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = VolumePriceTrend)]
impl WasmVolumePriceTrend {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmVolumePriceTrend {
Self {
inner: wc::VolumePriceTrend::new(),
}
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChaikinMoneyFlow)]
pub struct WasmChaikinMoneyFlow {
inner: wc::ChaikinMoneyFlow,
}
#[wasm_bindgen(js_class = ChaikinMoneyFlow)]
impl WasmChaikinMoneyFlow {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmChaikinMoneyFlow, JsError> {
Ok(Self {
inner: wc::ChaikinMoneyFlow::new(period).map_err(map_err)?,
})
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n || volume.len() != n {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChaikinOscillator)]
pub struct WasmChaikinOscillator {
inner: wc::ChaikinOscillator,
}
#[wasm_bindgen(js_class = ChaikinOscillator)]
impl WasmChaikinOscillator {
#[wasm_bindgen(constructor)]
pub fn new(fast: usize, slow: usize) -> Result<WasmChaikinOscillator, JsError> {
Ok(Self {
inner: wc::ChaikinOscillator::new(fast, slow).map_err(map_err)?,
})
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n || volume.len() != n {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ForceIndex)]
pub struct WasmForceIndex {
inner: wc::ForceIndex,
}
#[wasm_bindgen(js_class = ForceIndex)]
impl WasmForceIndex {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmForceIndex, JsError> {
Ok(Self {
inner: wc::ForceIndex::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = EaseOfMovement)]
pub struct WasmEaseOfMovement {
inner: wc::EaseOfMovement,
}
#[wasm_bindgen(js_class = EaseOfMovement)]
impl WasmEaseOfMovement {
#[wasm_bindgen(constructor)]
pub fn new(period: usize, divisor: f64) -> Result<WasmEaseOfMovement, JsError> {
Ok(Self {
inner: wc::EaseOfMovement::with_divisor(period, divisor).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || volume.len() != n {
return Err(JsError::new("high, low, volume must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], low[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = SuperTrend)]
pub struct WasmSuperTrend {
inner: wc::SuperTrend,
}
#[wasm_bindgen(js_class = SuperTrend)]
impl WasmSuperTrend {
#[wasm_bindgen(constructor)]
pub fn new(atr_period: usize, multiplier: f64) -> Result<WasmSuperTrend, JsError> {
Ok(Self {
inner: wc::SuperTrend::new(atr_period, multiplier).map_err(map_err)?,
})
}
/// Returns `{ value, direction }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"value".into(), &o.value.into()).ok();
Reflect::set(&obj, &"direction".into(), &o.direction.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
/// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
/// Warmup positions are NaN.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.value;
out[i * 2 + 1] = o.direction;
}
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChandelierExit)]
pub struct WasmChandelierExit {
inner: wc::ChandelierExit,
}
#[wasm_bindgen(js_class = ChandelierExit)]
impl WasmChandelierExit {
#[wasm_bindgen(constructor)]
pub fn new(period: usize, multiplier: f64) -> Result<WasmChandelierExit, JsError> {
Ok(Self {
inner: wc::ChandelierExit::new(period, multiplier).map_err(map_err)?,
})
}
/// Returns `{ longStop, shortStop }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"longStop".into(), &o.long_stop.into()).ok();
Reflect::set(&obj, &"shortStop".into(), &o.short_stop.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup is NaN.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.long_stop;
out[i * 2 + 1] = o.short_stop;
}
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChandeKrollStop)]
pub struct WasmChandeKrollStop {
inner: wc::ChandeKrollStop,
}
#[wasm_bindgen(js_class = ChandeKrollStop)]
impl WasmChandeKrollStop {
#[wasm_bindgen(constructor)]
pub fn new(
atr_period: usize,
atr_multiplier: f64,
stop_period: usize,
) -> Result<WasmChandeKrollStop, JsError> {
Ok(Self {
inner: wc::ChandeKrollStop::new(atr_period, atr_multiplier, stop_period)
.map_err(map_err)?,
})
}
/// Returns `{ stopLong, stopShort }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"stopLong".into(), &o.stop_long.into()).ok();
Reflect::set(&obj, &"stopShort".into(), &o.stop_short.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup is NaN.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.stop_long;
out[i * 2 + 1] = o.stop_short;
}
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = AtrTrailingStop)]
pub struct WasmAtrTrailingStop {
inner: wc::AtrTrailingStop,
}
#[wasm_bindgen(js_class = AtrTrailingStop)]
impl WasmAtrTrailingStop {
#[wasm_bindgen(constructor)]
pub fn new(atr_period: usize, multiplier: f64) -> Result<WasmAtrTrailingStop, JsError> {
Ok(Self {
inner: wc::AtrTrailingStop::new(atr_period, multiplier).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = TypicalPrice)]
pub struct WasmTypicalPrice {
inner: wc::TypicalPrice,
}
impl Default for WasmTypicalPrice {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = TypicalPrice)]
impl WasmTypicalPrice {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmTypicalPrice {
Self {
inner: wc::TypicalPrice::new(),
}
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = MedianPrice)]
pub struct WasmMedianPrice {
inner: wc::MedianPrice,
}
impl Default for WasmMedianPrice {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = MedianPrice)]
impl WasmMedianPrice {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmMedianPrice {
Self {
inner: wc::MedianPrice::new(),
}
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = WeightedClose)]
pub struct WasmWeightedClose {
inner: wc::WeightedClose,
}
impl Default for WasmWeightedClose {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = WeightedClose)]
impl WasmWeightedClose {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmWeightedClose {
Self {
inner: wc::WeightedClose::new(),
}
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = AcceleratorOscillator)]
pub struct WasmAcceleratorOscillator {
inner: wc::AcceleratorOscillator,
}
#[wasm_bindgen(js_class = AcceleratorOscillator)]
impl WasmAcceleratorOscillator {
#[wasm_bindgen(constructor)]
pub fn new(
ao_fast: usize,
ao_slow: usize,
signal_period: usize,
) -> Result<WasmAcceleratorOscillator, JsError> {
Ok(Self {
inner: wc::AcceleratorOscillator::new(ao_fast, ao_slow, signal_period)
.map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = BalanceOfPower)]
pub struct WasmBalanceOfPower {
inner: wc::BalanceOfPower,
}
impl Default for WasmBalanceOfPower {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = BalanceOfPower)]
impl WasmBalanceOfPower {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmBalanceOfPower {
Self {
inner: wc::BalanceOfPower::new(),
}
}
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> Result<Option<f64>, JsError> {
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = open.len();
if high.len() != n || low.len() != n || close.len() != n {
return Err(JsError::new("open, high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChoppinessIndex)]
pub struct WasmChoppinessIndex {
inner: wc::ChoppinessIndex,
}
#[wasm_bindgen(js_class = ChoppinessIndex)]
impl WasmChoppinessIndex {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmChoppinessIndex, JsError> {
Ok(Self {
inner: wc::ChoppinessIndex::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = TrueRange)]
pub struct WasmTrueRange {
inner: wc::TrueRange,
}
impl Default for WasmTrueRange {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = TrueRange)]
impl WasmTrueRange {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmTrueRange {
Self {
inner: wc::TrueRange::new(),
}
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(n);
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ChaikinVolatility)]
pub struct WasmChaikinVolatility {
inner: wc::ChaikinVolatility,
}
#[wasm_bindgen(js_class = ChaikinVolatility)]
impl WasmChaikinVolatility {
#[wasm_bindgen(constructor)]
pub fn new(ema_period: usize, roc_period: usize) -> Result<WasmChaikinVolatility, JsError> {
Ok(Self {
inner: wc::ChaikinVolatility::new(ema_period, roc_period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = NATR)]
pub struct WasmNatr {
inner: wc::Natr,
}
#[wasm_bindgen(js_class = NATR)]
impl WasmNatr {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmNatr, JsError> {
Ok(Self {
inner: wc::Natr::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = AroonOscillator)]
pub struct WasmAroonOscillator {
inner: wc::AroonOscillator,
}
#[wasm_bindgen(js_class = AroonOscillator)]
impl WasmAroonOscillator {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmAroonOscillator, JsError> {
Ok(Self {
inner: wc::AroonOscillator::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = Vortex)]
pub struct WasmVortex {
inner: wc::Vortex,
}
#[wasm_bindgen(js_class = Vortex)]
impl WasmVortex {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmVortex, JsError> {
Ok(Self {
inner: wc::Vortex::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"plus".into(), &o.plus.into()).ok();
Reflect::set(&obj, &"minus".into(), &o.minus.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
/// Returns `[plus0, minus0, plus1, minus1, ...]`, length `2 * n`. Warmup is NaN.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
let n = high.len();
if low.len() != n || close.len() != n {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.plus;
out[i * 2 + 1] = o.minus;
}
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = MassIndex)]
pub struct WasmMassIndex {
inner: wc::MassIndex,
}
#[wasm_bindgen(js_class = MassIndex)]
impl WasmMassIndex {
#[wasm_bindgen(constructor)]
pub fn new(ema_period: usize, sum_period: usize) -> Result<WasmMassIndex, JsError> {
Ok(Self {
inner: wc::MassIndex::new(ema_period, sum_period).map_err(map_err)?,
})
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = EVWMA)]
pub struct WasmEvwma {
inner: wc::Evwma,
}
#[wasm_bindgen(js_class = EVWMA)]
impl WasmEvwma {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmEvwma, JsError> {
Ok(Self {
inner: wc::Evwma::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = VWMA)]
pub struct WasmVwma {
inner: wc::Vwma,
}
#[wasm_bindgen(js_class = VWMA)]
impl WasmVwma {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmVwma, JsError> {
Ok(Self {
inner: wc::Vwma::new(period).map_err(map_err)?,
})
}
pub fn update(&mut self, close: f64, volume: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(close, close, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(&mut self, close: &[f64], volume: &[f64]) -> Result<Float64Array, JsError> {
if close.len() != volume.len() {
return Err(JsError::new("close and volume must be equal length"));
}
let mut out = Vec::with_capacity(close.len());
for i in 0..close.len() {
let c = make_candle(close[i], close[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
}
#[wasm_bindgen(js_name = ADX)]
pub struct WasmAdx {
inner: wc::Adx,
}
#[wasm_bindgen(js_class = ADX)]
impl WasmAdx {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmAdx, JsError> {
Ok(Self {
inner: wc::Adx::new(period).map_err(map_err)?,
})
}
/// Returns `[plusDi, minusDi, adx]` × n, length `3n`.
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 3] = o.plus_di;
out[i * 3 + 1] = o.minus_di;
out[i * 3 + 2] = o.adx;
}
}
Ok(Float64Array::from(out.as_slice()))
}
/// Streaming update. Returns `{ plusDi, minusDi, adx }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"plusDi".into(), &o.plus_di.into()).ok();
Reflect::set(&obj, &"minusDi".into(), &o.minus_di.into()).ok();
Reflect::set(&obj, &"adx".into(), &o.adx.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = WilliamsR)]
pub struct WasmWilliamsR {
inner: wc::WilliamsR,
}
#[wasm_bindgen(js_class = WilliamsR)]
impl WasmWilliamsR {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmWilliamsR, JsError> {
Ok(Self {
inner: wc::WilliamsR::new(period).map_err(map_err)?,
})
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = CCI)]
pub struct WasmCci {
inner: wc::Cci,
}
#[wasm_bindgen(js_class = CCI)]
impl WasmCci {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmCci, JsError> {
Ok(Self {
inner: wc::Cci::new(period).map_err(map_err)?,
})
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = MFI)]
pub struct WasmMfi {
inner: wc::Mfi,
}
#[wasm_bindgen(js_class = MFI)]
impl WasmMfi {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmMfi, JsError> {
Ok(Self {
inner: wc::Mfi::new(period).map_err(map_err)?,
})
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = PSAR)]
pub struct WasmPsar {
inner: wc::Psar,
}
#[wasm_bindgen(js_class = PSAR)]
impl WasmPsar {
#[wasm_bindgen(constructor)]
pub fn new(af_start: f64, af_step: f64, af_max: f64) -> Result<WasmPsar, JsError> {
Ok(Self {
inner: wc::Psar::new(af_start, af_step, af_max).map_err(map_err)?,
})
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = Keltner)]
pub struct WasmKeltner {
inner: wc::Keltner,
}
#[wasm_bindgen(js_class = Keltner)]
impl WasmKeltner {
#[wasm_bindgen(constructor)]
pub fn new(
ema_period: usize,
atr_period: usize,
multiplier: f64,
) -> Result<WasmKeltner, JsError> {
Ok(Self {
inner: wc::Keltner::new(ema_period, atr_period, multiplier).map_err(map_err)?,
})
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() {
return Err(JsError::new("high, low, close must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let c = make_candle(high[i], low[i], close[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 3] = o.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
Ok(Float64Array::from(out.as_slice()))
}
/// Streaming update. Returns `{ upper, middle, lower }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, close, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = Donchian)]
pub struct WasmDonchian {
inner: wc::Donchian,
}
#[wasm_bindgen(js_class = Donchian)]
impl WasmDonchian {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmDonchian, JsError> {
Ok(Self {
inner: wc::Donchian::new(period).map_err(map_err)?,
})
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 3] = o.upper;
out[i * 3 + 1] = o.middle;
out[i * 3 + 2] = o.lower;
}
}
Ok(Float64Array::from(out.as_slice()))
}
/// Streaming update. Returns `{ upper, middle, lower }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = VWAP)]
pub struct WasmVwap {
inner: wc::Vwap,
}
impl Default for WasmVwap {
fn default() -> Self {
Self::new()
}
}
#[wasm_bindgen(js_class = VWAP)]
impl WasmVwap {
#[wasm_bindgen(constructor)]
pub fn new() -> WasmVwap {
Self {
inner: wc::Vwap::new(),
}
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = RollingVWAP)]
pub struct WasmRollingVwap {
inner: wc::RollingVwap,
}
#[wasm_bindgen(js_class = RollingVWAP)]
impl WasmRollingVwap {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmRollingVwap, JsError> {
Ok(Self {
inner: wc::RollingVwap::new(period).map_err(map_err)?,
})
}
#[wasm_bindgen(getter)]
pub fn period(&self) -> usize {
self.inner.period()
}
pub fn update(
&mut self,
high: f64,
low: f64,
close: f64,
volume: f64,
) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, close, volume)?;
Ok(self.inner.update(c))
}
pub fn batch(
&mut self,
high: &[f64],
low: &[f64],
close: &[f64],
volume: &[f64],
) -> Result<Float64Array, JsError> {
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
return Err(JsError::new(
"high, low, close, volume must be equal length",
));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], close[i], volume[i])?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = AwesomeOscillator)]
pub struct WasmAo {
inner: wc::AwesomeOscillator,
}
#[wasm_bindgen(js_class = AwesomeOscillator)]
impl WasmAo {
#[wasm_bindgen(constructor)]
pub fn new(fast: usize, slow: usize) -> Result<WasmAo, JsError> {
Ok(Self {
inner: wc::AwesomeOscillator::new(fast, slow).map_err(map_err)?,
})
}
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let mut out = Vec::with_capacity(high.len());
for i in 0..high.len() {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
out.push(self.inner.update(c).unwrap_or(f64::NAN));
}
Ok(Float64Array::from(out.as_slice()))
}
pub fn update(&mut self, high: f64, low: f64) -> Result<Option<f64>, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(self.inner.update(c))
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = Alligator)]
pub struct WasmAlligator {
inner: wc::Alligator,
}
#[wasm_bindgen(js_class = Alligator)]
impl WasmAlligator {
#[wasm_bindgen(constructor)]
pub fn new(jaw: usize, teeth: usize, lips: usize) -> Result<WasmAlligator, JsError> {
Ok(Self {
inner: wc::Alligator::new(jaw, teeth, lips).map_err(map_err)?,
})
}
/// Returns `[jaw0, teeth0, lips0, jaw1, teeth1, lips1, ...]`, length `3n`.
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 3];
for i in 0..n {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 3] = o.jaw;
out[i * 3 + 1] = o.teeth;
out[i * 3 + 2] = o.lips;
}
}
Ok(Float64Array::from(out.as_slice()))
}
/// Streaming update. Returns `{ jaw, teeth, lips }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"jaw".into(), &o.jaw.into()).ok();
Reflect::set(&obj, &"teeth".into(), &o.teeth.into()).ok();
Reflect::set(&obj, &"lips".into(), &o.lips.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[wasm_bindgen(js_name = Aroon)]
pub struct WasmAroon {
inner: wc::Aroon,
}
#[wasm_bindgen(js_class = Aroon)]
impl WasmAroon {
#[wasm_bindgen(constructor)]
pub fn new(period: usize) -> Result<WasmAroon, JsError> {
Ok(Self {
inner: wc::Aroon::new(period).map_err(map_err)?,
})
}
/// Returns `[up0, down0, up1, down1, ...]`, length `2n`.
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
if high.len() != low.len() {
return Err(JsError::new("high and low must be equal length"));
}
let n = high.len();
let mut out = vec![f64::NAN; n * 2];
for i in 0..n {
let c = make_candle(high[i], low[i], low[i], 0.0)?;
if let Some(o) = self.inner.update(c) {
out[i * 2] = o.up;
out[i * 2 + 1] = o.down;
}
}
Ok(Float64Array::from(out.as_slice()))
}
/// Streaming update. Returns `{ up, down }` once warm, else `null`.
pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
let c = make_candle(high, low, low, 0.0)?;
Ok(match self.inner.update(c) {
Some(o) => {
let obj = Object::new();
Reflect::set(&obj, &"up".into(), &o.up.into()).ok();
Reflect::set(&obj, &"down".into(), &o.down.into()).ok();
obj.into()
}
None => JsValue::NULL,
})
}
pub fn reset(&mut self) {
self.inner.reset();
}
#[wasm_bindgen(js_name = isReady)]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[wasm_bindgen(js_name = warmupPeriod)]
pub fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
}
#[cfg(test)]
mod tests {
use super::*;
use wasm_bindgen_test::wasm_bindgen_test;
#[wasm_bindgen_test]
fn sma_batch_reference_values() {
// SMA(3) of [2, 4, 6, 8, 10] -> [NaN, NaN, 4, 6, 8].
let mut sma = WasmSma::new(3).expect("valid period");
let out = sma.batch(&[2.0, 4.0, 6.0, 8.0, 10.0]);
assert!(out.get_index(0).is_nan());
assert!(out.get_index(1).is_nan());
assert_eq!(out.get_index(2), 4.0);
assert_eq!(out.get_index(3), 6.0);
assert_eq!(out.get_index(4), 8.0);
}
#[wasm_bindgen_test]
fn ema_batch_equals_streaming() {
let prices: Vec<f64> = (1..=60)
.map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 5.0)
.collect();
let batch = WasmEma::new(14).expect("valid").batch(&prices);
let mut ema = WasmEma::new(14).expect("valid");
for (i, &p) in prices.iter().enumerate() {
let b = batch.get_index(i as u32);
match ema.update(p) {
Some(v) => assert!((v - b).abs() < 1e-9, "streaming != batch at {i}"),
None => assert!(b.is_nan(), "expected NaN during warmup at {i}"),
}
}
}
#[wasm_bindgen_test]
fn rsi_pure_uptrend_yields_100() {
let prices: Vec<f64> = (1..=20).map(f64::from).collect();
let out = WasmRsi::new(14).expect("valid").batch(&prices);
for i in 14..prices.len() {
assert_eq!(out.get_index(i as u32), 100.0);
}
}
#[wasm_bindgen_test]
fn invalid_constructors_return_err() {
assert!(WasmSma::new(0).is_err());
assert!(WasmMacd::new(0, 0, 0).is_err());
assert!(WasmMacd::new(26, 12, 9).is_err());
assert!(WasmBb::new(20, -1.0).is_err());
assert!(WasmPsar::new(0.30, 0.02, 0.20).is_err());
}
#[wasm_bindgen_test]
fn batch_rejects_unequal_lengths() {
let mut atr = WasmAtr::new(14).expect("valid");
assert!(atr.batch(&[1.0, 2.0], &[1.0], &[1.0, 2.0]).is_err());
let mut stoch = WasmStoch::new(14, 3).expect("valid");
assert!(stoch
.batch(&[1.0, 2.0, 3.0], &[1.0], &[1.0, 2.0, 3.0])
.is_err());
let mut mfi = WasmMfi::new(14).expect("valid");
assert!(mfi
.batch(&[1.0, 2.0], &[1.0, 2.0], &[1.0, 2.0], &[1.0])
.is_err());
}
// ---------- Streaming-API coverage for the candle-input indicators
// (Adx, WilliamsR, Cci, Mfi, Psar, Keltner, Donchian, Vwap, AwesomeOscillator,
// Aroon, Stochastic, Obv). Verifies that the per-tick `update` produces
// exactly the same per-row values as `batch` and that the lifecycle methods
// (`reset`, `isReady`, `warmupPeriod`) honour the same contract as Python /
// Node and as the other already-wired WASM classes.
/// Deterministic OHLCV stream long enough to clear every indicator's warmup
/// (the longest in this group is `Adx(14)` at `2*period = 28` bars).
fn synthetic_ohlcv(n: usize) -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) {
let mut high = Vec::with_capacity(n);
let mut low = Vec::with_capacity(n);
let mut close = Vec::with_capacity(n);
let mut volume = Vec::with_capacity(n);
for i in 0..n {
let t = i as f64;
let mid = 100.0 + (t * 0.17).sin() * 5.0 + t * 0.05;
let spread = 1.0 + (t * 0.31).cos().abs();
high.push(mid + spread);
low.push(mid - spread);
close.push(mid + (t * 0.07).sin() * 0.5);
volume.push(1_000.0 + (t * 0.21).sin().abs() * 500.0);
}
(high, low, close, volume)
}
fn close_enough(a: f64, b: f64) -> bool {
if a.is_nan() {
b.is_nan()
} else {
(a - b).abs() < 1e-9
}
}
// Single test deliberately exercises every newly wired class so the lifecycle
// contract (`update == batch` + `is_ready` + `warmup_period` + `reset`) lives
// in one auditable place. `h`/`l`/`c`/`v` mirror the OHLCV column names used
// by the production API and the rest of the test suite.
#[allow(clippy::too_many_lines, clippy::many_single_char_names)]
#[wasm_bindgen_test]
fn candle_input_streaming_matches_batch_and_lifecycle_is_consistent() {
let (h, l, c, v) = synthetic_ohlcv(40);
// --- ADX (multi: { plusDi, minusDi, adx }) ---
let batch = WasmAdx::new(7)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut adx = WasmAdx::new(7).expect("valid");
assert!(!adx.is_ready());
assert_eq!(
adx.warmup_period(),
wc::Adx::new(7).expect("valid").warmup_period()
);
for i in 0..h.len() {
let stream = adx.update(h[i], l[i], c[i]).expect("valid");
let bp = batch.get_index((i * 3) as u32);
let bm = batch.get_index((i * 3 + 1) as u32);
let ba = batch.get_index((i * 3 + 2) as u32);
if stream.is_null() {
assert!(bp.is_nan() && bm.is_nan() && ba.is_nan(), "row {i}");
} else {
let obj: &Object = stream.unchecked_ref();
let p = Reflect::get(obj, &"plusDi".into())
.unwrap()
.as_f64()
.unwrap();
let m = Reflect::get(obj, &"minusDi".into())
.unwrap()
.as_f64()
.unwrap();
let a = Reflect::get(obj, &"adx".into()).unwrap().as_f64().unwrap();
assert!(close_enough(p, bp), "ADX plusDi diverges at {i}");
assert!(close_enough(m, bm), "ADX minusDi diverges at {i}");
assert!(close_enough(a, ba), "ADX value diverges at {i}");
}
}
assert!(adx.is_ready());
adx.reset();
assert!(!adx.is_ready());
// --- WilliamsR (single) ---
let batch = WasmWilliamsR::new(14)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut wr = WasmWilliamsR::new(14).expect("valid");
for i in 0..h.len() {
let s = wr
.update(h[i], l[i], c[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(
close_enough(s, batch.get_index(i as u32)),
"WilliamsR at {i}"
);
}
assert!(wr.is_ready());
assert_eq!(
wr.warmup_period(),
wc::WilliamsR::new(14).expect("valid").warmup_period()
);
wr.reset();
assert!(!wr.is_ready());
// --- CCI (single) ---
let batch = WasmCci::new(14)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut cci = WasmCci::new(14).expect("valid");
for i in 0..h.len() {
let s = cci
.update(h[i], l[i], c[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "CCI at {i}");
}
// --- MFI (single, with volume) ---
let batch = WasmMfi::new(14)
.expect("valid")
.batch(&h, &l, &c, &v)
.expect("valid");
let mut mfi = WasmMfi::new(14).expect("valid");
for i in 0..h.len() {
let s = mfi
.update(h[i], l[i], c[i], v[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "MFI at {i}");
}
// --- PSAR (single) ---
let batch = WasmPsar::new(0.02, 0.02, 0.2)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut psar = WasmPsar::new(0.02, 0.02, 0.2).expect("valid");
for i in 0..h.len() {
let s = psar
.update(h[i], l[i], c[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "PSAR at {i}");
}
// --- Keltner (multi: { upper, middle, lower }) ---
let batch = WasmKeltner::new(10, 10, 2.0)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut kc = WasmKeltner::new(10, 10, 2.0).expect("valid");
for i in 0..h.len() {
let stream = kc.update(h[i], l[i], c[i]).expect("valid");
let bu = batch.get_index((i * 3) as u32);
let bm = batch.get_index((i * 3 + 1) as u32);
let bl = batch.get_index((i * 3 + 2) as u32);
if stream.is_null() {
assert!(bu.is_nan() && bm.is_nan() && bl.is_nan(), "Keltner row {i}");
} else {
let obj: &Object = stream.unchecked_ref();
let u = Reflect::get(obj, &"upper".into())
.unwrap()
.as_f64()
.unwrap();
let m = Reflect::get(obj, &"middle".into())
.unwrap()
.as_f64()
.unwrap();
let lo = Reflect::get(obj, &"lower".into())
.unwrap()
.as_f64()
.unwrap();
assert!(close_enough(u, bu), "Keltner upper at {i}");
assert!(close_enough(m, bm), "Keltner middle at {i}");
assert!(close_enough(lo, bl), "Keltner lower at {i}");
}
}
// --- Donchian (multi: { upper, middle, lower }) ---
let batch = WasmDonchian::new(10)
.expect("valid")
.batch(&h, &l)
.expect("valid");
let mut dc = WasmDonchian::new(10).expect("valid");
for i in 0..h.len() {
let stream = dc.update(h[i], l[i]).expect("valid");
let bu = batch.get_index((i * 3) as u32);
let bm = batch.get_index((i * 3 + 1) as u32);
let bl = batch.get_index((i * 3 + 2) as u32);
if stream.is_null() {
assert!(
bu.is_nan() && bm.is_nan() && bl.is_nan(),
"Donchian row {i}"
);
} else {
let obj: &Object = stream.unchecked_ref();
let u = Reflect::get(obj, &"upper".into())
.unwrap()
.as_f64()
.unwrap();
let m = Reflect::get(obj, &"middle".into())
.unwrap()
.as_f64()
.unwrap();
let lo = Reflect::get(obj, &"lower".into())
.unwrap()
.as_f64()
.unwrap();
assert!(close_enough(u, bu), "Donchian upper at {i}");
assert!(close_enough(m, bm), "Donchian middle at {i}");
assert!(close_enough(lo, bl), "Donchian lower at {i}");
}
}
// --- VWAP (single, cumulative, with volume) ---
let batch = WasmVwap::new().batch(&h, &l, &c, &v).expect("valid");
let mut vwap = WasmVwap::new();
for i in 0..h.len() {
let s = vwap
.update(h[i], l[i], c[i], v[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "VWAP at {i}");
}
// --- AwesomeOscillator (single) ---
let batch = WasmAo::new(5, 34)
.expect("valid")
.batch(&h, &l)
.expect("valid");
let mut ao = WasmAo::new(5, 34).expect("valid");
for i in 0..h.len() {
let s = ao.update(h[i], l[i]).expect("valid").unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "AO at {i}");
}
// --- Aroon (multi: { up, down }) ---
let batch = WasmAroon::new(14)
.expect("valid")
.batch(&h, &l)
.expect("valid");
let mut aroon = WasmAroon::new(14).expect("valid");
for i in 0..h.len() {
let stream = aroon.update(h[i], l[i]).expect("valid");
let bu = batch.get_index((i * 2) as u32);
let bd = batch.get_index((i * 2 + 1) as u32);
if stream.is_null() {
assert!(bu.is_nan() && bd.is_nan(), "Aroon row {i}");
} else {
let obj: &Object = stream.unchecked_ref();
let u = Reflect::get(obj, &"up".into()).unwrap().as_f64().unwrap();
let d = Reflect::get(obj, &"down".into()).unwrap().as_f64().unwrap();
assert!(close_enough(u, bu), "Aroon up at {i}");
assert!(close_enough(d, bd), "Aroon down at {i}");
}
}
// --- Stochastic (multi: { k, d }) ---
let batch = WasmStoch::new(14, 3)
.expect("valid")
.batch(&h, &l, &c)
.expect("valid");
let mut st = WasmStoch::new(14, 3).expect("valid");
for i in 0..h.len() {
let stream = st.update(h[i], l[i], c[i]).expect("valid");
let bk = batch.get_index((i * 2) as u32);
let bd = batch.get_index((i * 2 + 1) as u32);
if stream.is_null() {
assert!(bk.is_nan() && bd.is_nan(), "Stoch row {i}");
} else {
let obj: &Object = stream.unchecked_ref();
let k = Reflect::get(obj, &"k".into()).unwrap().as_f64().unwrap();
let d = Reflect::get(obj, &"d".into()).unwrap().as_f64().unwrap();
assert!(close_enough(k, bk), "Stoch k at {i}");
assert!(close_enough(d, bd), "Stoch d at {i}");
}
}
// --- OBV (single, with volume; no warmup) ---
let batch = WasmObv::new().batch(&c, &v).expect("valid");
let mut obv = WasmObv::new();
for i in 0..c.len() {
let s = obv.update(c[i], v[i]).expect("valid").unwrap_or(f64::NAN);
assert!(close_enough(s, batch.get_index(i as u32)), "OBV at {i}");
}
}
#[allow(clippy::many_single_char_names)]
#[wasm_bindgen_test]
fn rolling_vwap_streaming_matches_batch_and_lifecycle() {
// R4: RollingVwap is now exposed in WASM (previously Rust-only despite
// the README listing it as a cross-language indicator).
let (h, l, c, v) = synthetic_ohlcv(50);
let batch = WasmRollingVwap::new(10)
.expect("valid")
.batch(&h, &l, &c, &v)
.expect("valid");
let mut rv = WasmRollingVwap::new(10).expect("valid");
assert_eq!(rv.warmup_period(), 10);
assert_eq!(rv.period(), 10);
assert!(!rv.is_ready());
for i in 0..h.len() {
let s = rv
.update(h[i], l[i], c[i], v[i])
.expect("valid")
.unwrap_or(f64::NAN);
assert!(
close_enough(s, batch.get_index(i as u32)),
"RollingVWAP at {i}"
);
}
assert!(rv.is_ready());
rv.reset();
assert!(!rv.is_ready());
assert!(WasmRollingVwap::new(0).is_err());
}
#[wasm_bindgen_test]
fn kama_exposes_warmup_period() {
// R8: the KAMA wrapper was missing `warmupPeriod`; it now matches the
// core indicator's value (which is `er_period + 1`).
let kama = WasmKama::new(10, 2, 30).expect("valid");
assert_eq!(
kama.warmup_period(),
wc::Kama::new(10, 2, 30).expect("valid").warmup_period()
);
}
}