a3a1ae4dba
Adds ten pairwise `(f64, f64)` indicators to the **Price Statistics** family, completing the A1 stat-arb expansion block.
## Indicators
**Scalar output:**
- **RollingCorrelation** — rolling Pearson correlation of period-over-period *returns* (distinct from level-based `PearsonCorrelation`).
- **RollingCovariance** — rolling covariance of returns.
- **OuHalfLife** — Ornstein–Uhlenbeck half-life of mean reversion of the spread `a − b`.
- **SpreadHurst** — Hurst exponent of the spread (variance-of-lagged-differences fit) for regime detection.
- **DistanceSsd** — Gatev sum-of-squared-deviations between two start-normalised series.
- **BetaNeutralSpread** — rolling OLS regression residual `a − (α + β·b)`.
- **VarianceRatio** — Lo–MacKinlay variance-ratio test on the spread (two params: `period`, `q`).
- **GrangerCausality** — F-statistic for whether `b` predicts `a` (two params: `period`, `lag`).
**Struct output (custom bindings):**
- **KalmanHedgeRatio** — dynamic hedge ratio via a Kalman filter → `{ hedgeRatio, intercept, spread }`.
- **SpreadBollingerBands** — Bollinger bands on the spread → `{ middle, upper, lower, percentB }`.
## Notes
- No new traits or input families: all use the native `Indicator<Input = (f64, f64)>` (precedent `Beta`, `Cointegration`).
- Adds `Error::InvalidParameter` for floating-point constructor parameters (Kalman `delta`/`observation_var`, `num_std`).
- Full Python/Node/WASM bindings; the two struct-output indicators are hand-written, the rest use the pair macros.
- Indicator count 315 → 325; README, family rows, `__init__`, fuzz target, and CHANGELOG updated.
## Verification
- `cargo test --workspace --all-features` — green (2676 core lib + 308 doc).
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean.
- Node: `npm run build && npm test` — 410 passing (`index.d.ts`/`index.js` regenerated).
- Python: `pytest` — 684 passing.
9571 lines
307 KiB
Rust
9571 lines
307 KiB
Rust
//! 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::{Array, Float64Array, Object, Reflect};
|
||
use wasm_bindgen::prelude::*;
|
||
use wickra_core as wc;
|
||
use wickra_core::{BarBuilder, 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!(WasmTii, "TII", wc::Tii, sma_period: usize, dev_period: usize);
|
||
|
||
#[wasm_bindgen(js_name = KST)]
|
||
pub struct WasmKst {
|
||
inner: wc::Kst,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = KST)]
|
||
impl WasmKst {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::too_many_arguments)]
|
||
pub fn new(
|
||
roc1: usize,
|
||
roc2: usize,
|
||
roc3: usize,
|
||
roc4: usize,
|
||
sma1: usize,
|
||
sma2: usize,
|
||
sma3: usize,
|
||
sma4: usize,
|
||
signal_period: usize,
|
||
) -> Result<WasmKst, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Kst::new(
|
||
roc1,
|
||
roc2,
|
||
roc3,
|
||
roc4,
|
||
sma1,
|
||
sma2,
|
||
sma3,
|
||
sma4,
|
||
signal_period,
|
||
)
|
||
.map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn classic() -> WasmKst {
|
||
Self {
|
||
inner: wc::Kst::classic(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> JsValue {
|
||
match self.inner.update(value) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"kst".into(), &o.kst.into()).ok();
|
||
Reflect::set(&obj, &"signal".into(), &o.signal.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Returns `[kst0, signal0, kst1, signal1, ...]`, length `2 * n`. Warmup is NaN.
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
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;
|
||
}
|
||
}
|
||
Float64Array::from(out.as_slice())
|
||
}
|
||
pub fn reset(&mut self) {
|
||
self.inner.reset();
|
||
}
|
||
}
|
||
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!(WasmApo, "APO", wc::Apo, fast: usize, slow: usize);
|
||
wasm_scalar_indicator!(WasmCfo, "CFO", wc::Cfo, period: usize);
|
||
wasm_scalar_indicator!(WasmElderImpulse, "ElderImpulse", wc::ElderImpulse, ema_period: usize, macd_fast: usize, macd_slow: usize, macd_signal: usize);
|
||
wasm_scalar_indicator!(WasmStc, "STC", wc::Stc, fast: usize, slow: usize, schaff_period: usize, factor: f64);
|
||
|
||
#[wasm_bindgen(js_name = ZeroLagMACD)]
|
||
pub struct WasmZeroLagMacd {
|
||
inner: wc::ZeroLagMacd,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ZeroLagMACD)]
|
||
impl WasmZeroLagMacd {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(fast: usize, slow: usize, signal: usize) -> Result<WasmZeroLagMacd, JsError> {
|
||
Ok(Self {
|
||
inner: wc::ZeroLagMacd::new(fast, slow, signal).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `[macd0, signal0, histogram0, ...]`, length `3n`.
|
||
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())
|
||
}
|
||
/// Returns `{ macd, signal, histogram }` once warm, else `null`.
|
||
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,
|
||
}
|
||
}
|
||
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!(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);
|
||
wasm_scalar_indicator!(WasmVariance, "Variance", wc::Variance, period: usize);
|
||
wasm_scalar_indicator!(WasmCoefficientOfVariation, "CoefficientOfVariation", wc::CoefficientOfVariation, period: usize);
|
||
wasm_scalar_indicator!(WasmSkewness, "Skewness", wc::Skewness, period: usize);
|
||
wasm_scalar_indicator!(WasmKurtosis, "Kurtosis", wc::Kurtosis, period: usize);
|
||
wasm_scalar_indicator!(WasmStandardError, "StandardError", wc::StandardError, period: usize);
|
||
wasm_scalar_indicator!(WasmDetrendedStdDev, "DetrendedStdDev", wc::DetrendedStdDev, period: usize);
|
||
wasm_scalar_indicator!(WasmRSquared, "RSquared", wc::RSquared, period: usize);
|
||
wasm_scalar_indicator!(WasmMedianAbsoluteDeviation, "MedianAbsoluteDeviation", wc::MedianAbsoluteDeviation, period: usize);
|
||
wasm_scalar_indicator!(WasmAutocorrelation, "Autocorrelation", wc::Autocorrelation, period: usize, lag: usize);
|
||
wasm_scalar_indicator!(WasmHurstExponent, "HurstExponent", wc::HurstExponent, period: usize, chunks: usize);
|
||
wasm_scalar_indicator!(WasmRviVolatility, "RVIVolatility", wc::RviVolatility, period: usize);
|
||
wasm_scalar_indicator!(WasmLaguerreRsi, "LaguerreRSI", wc::LaguerreRsi, gamma: f64);
|
||
wasm_scalar_indicator!(WasmConnorsRsi, "ConnorsRSI", wc::ConnorsRsi, period_rsi: usize, period_streak: usize, period_rank: usize);
|
||
|
||
// ---------- Yang-Zhang Volatility (OHLC candle, 2 params) ----------
|
||
|
||
#[wasm_bindgen(js_name = YangZhangVolatility)]
|
||
pub struct WasmYangZhangVolatility {
|
||
inner: wc::YangZhangVolatility,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = YangZhangVolatility)]
|
||
impl WasmYangZhangVolatility {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, trading_periods: usize) -> Result<WasmYangZhangVolatility, JsError> {
|
||
Ok(Self {
|
||
inner: wc::YangZhangVolatility::new(period, trading_periods).map_err(map_err)?,
|
||
})
|
||
}
|
||
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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- Rogers-Satchell Volatility (OHLC candle, 2 params) ----------
|
||
|
||
#[wasm_bindgen(js_name = RogersSatchellVolatility)]
|
||
pub struct WasmRogersSatchellVolatility {
|
||
inner: wc::RogersSatchellVolatility,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RogersSatchellVolatility)]
|
||
impl WasmRogersSatchellVolatility {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
period: usize,
|
||
trading_periods: usize,
|
||
) -> Result<WasmRogersSatchellVolatility, JsError> {
|
||
Ok(Self {
|
||
inner: wc::RogersSatchellVolatility::new(period, trading_periods).map_err(map_err)?,
|
||
})
|
||
}
|
||
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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- Garman-Klass Volatility (OHLC candle, 2 params) ----------
|
||
|
||
#[wasm_bindgen(js_name = GarmanKlassVolatility)]
|
||
pub struct WasmGarmanKlassVolatility {
|
||
inner: wc::GarmanKlassVolatility,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = GarmanKlassVolatility)]
|
||
impl WasmGarmanKlassVolatility {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
period: usize,
|
||
trading_periods: usize,
|
||
) -> Result<WasmGarmanKlassVolatility, JsError> {
|
||
Ok(Self {
|
||
inner: wc::GarmanKlassVolatility::new(period, trading_periods).map_err(map_err)?,
|
||
})
|
||
}
|
||
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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- Parkinson Volatility (high-low candle, 2 params) ----------
|
||
|
||
#[wasm_bindgen(js_name = ParkinsonVolatility)]
|
||
pub struct WasmParkinsonVolatility {
|
||
inner: wc::ParkinsonVolatility,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ParkinsonVolatility)]
|
||
impl WasmParkinsonVolatility {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, trading_periods: usize) -> Result<WasmParkinsonVolatility, JsError> {
|
||
Ok(Self {
|
||
inner: wc::ParkinsonVolatility::new(period, trading_periods).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 = 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()
|
||
}
|
||
}
|
||
|
||
// Family 10 — Ehlers / Cycle scalars
|
||
wasm_scalar_indicator!(WasmSuperSmoother, "SuperSmoother", wc::SuperSmoother, period: usize);
|
||
wasm_scalar_indicator!(WasmFisherTransform, "FisherTransform", wc::FisherTransform, period: usize);
|
||
wasm_scalar_indicator!(WasmInverseFisherTransform, "InverseFisherTransform", wc::InverseFisherTransform, scale: f64);
|
||
wasm_scalar_indicator!(WasmDecycler, "Decycler", wc::Decycler, period: usize);
|
||
wasm_scalar_indicator!(WasmDecyclerOscillator, "DecyclerOscillator", wc::DecyclerOscillator, fast: usize, slow: usize);
|
||
wasm_scalar_indicator!(WasmRoofingFilter, "RoofingFilter", wc::RoofingFilter, lp_period: usize, hp_period: usize);
|
||
wasm_scalar_indicator!(WasmCenterOfGravity, "CenterOfGravity", wc::CenterOfGravity, period: usize);
|
||
wasm_scalar_indicator!(WasmCyberneticCycle, "CyberneticCycle", wc::CyberneticCycle, period: usize);
|
||
wasm_scalar_indicator!(WasmInstantaneousTrendline, "InstantaneousTrendline", wc::InstantaneousTrendline, period: usize);
|
||
wasm_scalar_indicator!(WasmEhlersStochastic, "EhlersStochastic", wc::EhlersStochastic, period: usize);
|
||
wasm_scalar_indicator!(WasmEmpiricalModeDecomposition, "EmpiricalModeDecomposition", wc::EmpiricalModeDecomposition, period: usize, fraction: f64);
|
||
wasm_scalar_indicator!(WasmFama, "FAMA", wc::Fama, fast_limit: f64, slow_limit: f64);
|
||
|
||
// ---------- Family 12: Two-series indicators (Pearson / Beta / Spearman) ----------
|
||
|
||
macro_rules! wasm_pair_indicator {
|
||
($name:ident, $js_name:literal, $rust_ty:ty) => {
|
||
#[wasm_bindgen(js_name = $js_name)]
|
||
pub struct $name {
|
||
inner: $rust_ty,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = $js_name)]
|
||
impl $name {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<$name, JsError> {
|
||
Ok($name {
|
||
inner: <$rust_ty>::new(period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, x: f64, y: f64) -> Option<f64> {
|
||
self.inner.update((x, y))
|
||
}
|
||
/// Batch over two equally-sized arrays. Returns one `f64` per
|
||
/// input position (`NaN` during warmup).
|
||
pub fn batch(&mut self, x: &[f64], y: &[f64]) -> Result<Float64Array, JsError> {
|
||
if x.len() != y.len() {
|
||
return Err(JsError::new("x and y must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(x.len());
|
||
for i in 0..x.len() {
|
||
out.push(self.inner.update((x[i], y[i])).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_pair_indicator!(
|
||
WasmPearsonCorrelation,
|
||
"PearsonCorrelation",
|
||
wc::PearsonCorrelation
|
||
);
|
||
wasm_pair_indicator!(WasmBeta, "Beta", wc::Beta);
|
||
wasm_pair_indicator!(WasmPairwiseBeta, "PairwiseBeta", wc::PairwiseBeta);
|
||
wasm_pair_indicator!(
|
||
WasmSpearmanCorrelation,
|
||
"SpearmanCorrelation",
|
||
wc::SpearmanCorrelation
|
||
);
|
||
wasm_pair_indicator!(
|
||
WasmRollingCorrelation,
|
||
"RollingCorrelation",
|
||
wc::RollingCorrelation
|
||
);
|
||
wasm_pair_indicator!(
|
||
WasmRollingCovariance,
|
||
"RollingCovariance",
|
||
wc::RollingCovariance
|
||
);
|
||
wasm_pair_indicator!(WasmOuHalfLife, "OuHalfLife", wc::OuHalfLife);
|
||
wasm_pair_indicator!(WasmSpreadHurst, "SpreadHurst", wc::SpreadHurst);
|
||
wasm_pair_indicator!(WasmDistanceSsd, "DistanceSsd", wc::DistanceSsd);
|
||
wasm_pair_indicator!(
|
||
WasmBetaNeutralSpread,
|
||
"BetaNeutralSpread",
|
||
wc::BetaNeutralSpread
|
||
);
|
||
|
||
// ---------- PairSpreadZScore (two params) ----------
|
||
|
||
#[wasm_bindgen(js_name = "PairSpreadZScore")]
|
||
pub struct WasmPairSpreadZScore {
|
||
inner: wc::PairSpreadZScore,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "PairSpreadZScore")]
|
||
impl WasmPairSpreadZScore {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(beta_period: usize, z_period: usize) -> Result<WasmPairSpreadZScore, JsError> {
|
||
Ok(Self {
|
||
inner: wc::PairSpreadZScore::new(beta_period, z_period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, a: f64, b: f64) -> Option<f64> {
|
||
self.inner.update((a, b))
|
||
}
|
||
/// Batch over two equally-sized arrays of prices. Returns one `f64` per
|
||
/// input position (`NaN` during warmup).
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(a.len());
|
||
for i in 0..a.len() {
|
||
out.push(self.inner.update((a[i], b[i])).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()
|
||
}
|
||
}
|
||
|
||
// ---------- LeadLagCrossCorrelation (two params, object output) ----------
|
||
|
||
#[wasm_bindgen(js_name = "LeadLagCrossCorrelation")]
|
||
pub struct WasmLeadLagCrossCorrelation {
|
||
inner: wc::LeadLagCrossCorrelation,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "LeadLagCrossCorrelation")]
|
||
impl WasmLeadLagCrossCorrelation {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize, max_lag: usize) -> Result<WasmLeadLagCrossCorrelation, JsError> {
|
||
Ok(Self {
|
||
inner: wc::LeadLagCrossCorrelation::new(window, max_lag).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ lag, correlation }`, or `null` during warmup. Positive lag
|
||
/// means `a` leads `b`.
|
||
pub fn update(&mut self, a: f64, b: f64) -> JsValue {
|
||
match self.inner.update((a, b)) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"lag".into(), &(o.lag as f64).into()).ok();
|
||
Reflect::set(&obj, &"correlation".into(), &o.correlation.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `Float64Array` of length `2 * n`: `[lag0, corr0, lag1, corr1, ...]`.
|
||
/// Warmup positions are NaN.
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let n = a.len();
|
||
let mut out = vec![f64::NAN; n * 2];
|
||
for i in 0..n {
|
||
if let Some(o) = self.inner.update((a[i], b[i])) {
|
||
out[i * 2] = o.lag as f64;
|
||
out[i * 2 + 1] = o.correlation;
|
||
}
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|
||
|
||
// ---------- Cointegration (two params, object output) ----------
|
||
|
||
#[wasm_bindgen(js_name = "Cointegration")]
|
||
pub struct WasmCointegration {
|
||
inner: wc::Cointegration,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "Cointegration")]
|
||
impl WasmCointegration {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, adf_lags: usize) -> Result<WasmCointegration, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Cointegration::new(period, adf_lags).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ hedgeRatio, spread, adfStat }`, or `null` during warmup.
|
||
pub fn update(&mut self, a: f64, b: f64) -> JsValue {
|
||
match self.inner.update((a, b)) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"hedgeRatio".into(), &o.hedge_ratio.into()).ok();
|
||
Reflect::set(&obj, &"spread".into(), &o.spread.into()).ok();
|
||
Reflect::set(&obj, &"adfStat".into(), &o.adf_stat.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `Float64Array` of length `3 * n`:
|
||
/// `[hedgeRatio0, spread0, adfStat0, hedgeRatio1, ...]`. Warmup rows are NaN.
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let n = a.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
if let Some(o) = self.inner.update((a[i], b[i])) {
|
||
out[i * 3] = o.hedge_ratio;
|
||
out[i * 3 + 1] = o.spread;
|
||
out[i * 3 + 2] = o.adf_stat;
|
||
}
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|
||
|
||
// ---------- RelativeStrengthAB (two params, object output) ----------
|
||
|
||
#[wasm_bindgen(js_name = "RelativeStrengthAB")]
|
||
pub struct WasmRelativeStrengthAb {
|
||
inner: wc::RelativeStrengthAB,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "RelativeStrengthAB")]
|
||
impl WasmRelativeStrengthAb {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(ma_period: usize, rsi_period: usize) -> Result<WasmRelativeStrengthAb, JsError> {
|
||
Ok(Self {
|
||
inner: wc::RelativeStrengthAB::new(ma_period, rsi_period).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ ratio, ratioMa, ratioRsi }`, or `null` during warmup.
|
||
pub fn update(&mut self, a: f64, b: f64) -> JsValue {
|
||
match self.inner.update((a, b)) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"ratio".into(), &o.ratio.into()).ok();
|
||
Reflect::set(&obj, &"ratioMa".into(), &o.ratio_ma.into()).ok();
|
||
Reflect::set(&obj, &"ratioRsi".into(), &o.ratio_rsi.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `Float64Array` of length `3 * n`:
|
||
/// `[ratio0, ratioMa0, ratioRsi0, ratio1, ...]`. Warmup rows are NaN.
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let n = a.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
if let Some(o) = self.inner.update((a[i], b[i])) {
|
||
out[i * 3] = o.ratio;
|
||
out[i * 3 + 1] = o.ratio_ma;
|
||
out[i * 3 + 2] = o.ratio_rsi;
|
||
}
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|
||
|
||
// ---------- VarianceRatio (two params) ----------
|
||
|
||
#[wasm_bindgen(js_name = "VarianceRatio")]
|
||
pub struct WasmVarianceRatio {
|
||
inner: wc::VarianceRatio,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "VarianceRatio")]
|
||
impl WasmVarianceRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, q: usize) -> Result<WasmVarianceRatio, JsError> {
|
||
Ok(Self {
|
||
inner: wc::VarianceRatio::new(period, q).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, a: f64, b: f64) -> Option<f64> {
|
||
self.inner.update((a, b))
|
||
}
|
||
/// Batch over two equally-sized arrays of prices. Returns one `f64` per
|
||
/// input position (`NaN` during warmup).
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(a.len());
|
||
for i in 0..a.len() {
|
||
out.push(self.inner.update((a[i], b[i])).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()
|
||
}
|
||
}
|
||
|
||
// ---------- GrangerCausality (two params) ----------
|
||
|
||
#[wasm_bindgen(js_name = "GrangerCausality")]
|
||
pub struct WasmGrangerCausality {
|
||
inner: wc::GrangerCausality,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "GrangerCausality")]
|
||
impl WasmGrangerCausality {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, lag: usize) -> Result<WasmGrangerCausality, JsError> {
|
||
Ok(Self {
|
||
inner: wc::GrangerCausality::new(period, lag).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, a: f64, b: f64) -> Option<f64> {
|
||
self.inner.update((a, b))
|
||
}
|
||
/// Batch over two equally-sized arrays of prices. Returns one `f64` per
|
||
/// input position (`NaN` during warmup).
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(a.len());
|
||
for i in 0..a.len() {
|
||
out.push(self.inner.update((a[i], b[i])).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()
|
||
}
|
||
}
|
||
|
||
// ---------- KalmanHedgeRatio (two params, object output) ----------
|
||
|
||
#[wasm_bindgen(js_name = "KalmanHedgeRatio")]
|
||
pub struct WasmKalmanHedgeRatio {
|
||
inner: wc::KalmanHedgeRatio,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "KalmanHedgeRatio")]
|
||
impl WasmKalmanHedgeRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(delta: f64, observation_var: f64) -> Result<WasmKalmanHedgeRatio, JsError> {
|
||
Ok(Self {
|
||
inner: wc::KalmanHedgeRatio::new(delta, observation_var).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ hedgeRatio, intercept, spread }`, or `null` during warmup.
|
||
pub fn update(&mut self, a: f64, b: f64) -> JsValue {
|
||
match self.inner.update((a, b)) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"hedgeRatio".into(), &o.hedge_ratio.into()).ok();
|
||
Reflect::set(&obj, &"intercept".into(), &o.intercept.into()).ok();
|
||
Reflect::set(&obj, &"spread".into(), &o.spread.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `Float64Array` of length `3 * n`:
|
||
/// `[hedgeRatio0, intercept0, spread0, hedgeRatio1, ...]`. Warmup rows are NaN.
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let n = a.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
if let Some(o) = self.inner.update((a[i], b[i])) {
|
||
out[i * 3] = o.hedge_ratio;
|
||
out[i * 3 + 1] = o.intercept;
|
||
out[i * 3 + 2] = o.spread;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- SpreadBollingerBands (two params, object output) ----------
|
||
|
||
#[wasm_bindgen(js_name = "SpreadBollingerBands")]
|
||
pub struct WasmSpreadBollingerBands {
|
||
inner: wc::SpreadBollingerBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = "SpreadBollingerBands")]
|
||
impl WasmSpreadBollingerBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, num_std: f64) -> Result<WasmSpreadBollingerBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::SpreadBollingerBands::new(period, num_std).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ middle, upper, lower, percentB }`, or `null` during warmup.
|
||
pub fn update(&mut self, a: f64, b: f64) -> JsValue {
|
||
match self.inner.update((a, b)) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
|
||
Reflect::set(&obj, &"upper".into(), &o.upper.into()).ok();
|
||
Reflect::set(&obj, &"lower".into(), &o.lower.into()).ok();
|
||
Reflect::set(&obj, &"percentB".into(), &o.percent_b.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `Float64Array` of length `4 * n`:
|
||
/// `[middle0, upper0, lower0, percentB0, middle1, ...]`. Warmup rows are NaN.
|
||
pub fn batch(&mut self, a: &[f64], b: &[f64]) -> Result<Float64Array, JsError> {
|
||
if a.len() != b.len() {
|
||
return Err(JsError::new("a and b must be equal length"));
|
||
}
|
||
let n = a.len();
|
||
let mut out = vec![f64::NAN; n * 4];
|
||
for i in 0..n {
|
||
if let Some(o) = self.inner.update((a[i], b[i])) {
|
||
out[i * 4] = o.middle;
|
||
out[i * 4 + 1] = o.upper;
|
||
out[i * 4 + 2] = o.lower;
|
||
out[i * 4 + 3] = o.percent_b;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- 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)
|
||
}
|
||
|
||
/// Helper for OHLC-input indicators where `open` matters (`RVI`, `BalanceOfPower`).
|
||
fn make_candle_ohlc(o: f64, h: f64, l: f64, c: f64) -> Result<wc::Candle, JsError> {
|
||
wc::Candle::new(o, h, l, c, 0.0, 0).map_err(map_err)
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = SMI)]
|
||
pub struct WasmSmi {
|
||
inner: wc::Smi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = SMI)]
|
||
impl WasmSmi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, d_period: usize, d2_period: usize) -> Result<WasmSmi, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Smi::new(period, d_period, d2_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 and close must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(close.len());
|
||
for i in 0..close.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 = 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 = PGO)]
|
||
pub struct WasmPgo {
|
||
inner: wc::Pgo,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PGO)]
|
||
impl WasmPgo {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmPgo, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Pgo::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 and close must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(close.len());
|
||
for i in 0..close.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 = 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 = Inertia)]
|
||
pub struct WasmInertia {
|
||
inner: wc::Inertia,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Inertia)]
|
||
impl WasmInertia {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(rvi_period: usize, linreg_period: usize) -> Result<WasmInertia, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Inertia::new(rvi_period, linreg_period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
let c = make_candle_ohlc(open, high, low, close)?;
|
||
Ok(self.inner.update(c))
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
|
||
return Err(JsError::new(
|
||
"open, high, low and close must be equal length",
|
||
));
|
||
}
|
||
let mut out = Vec::with_capacity(close.len());
|
||
for i in 0..close.len() {
|
||
let c = make_candle_ohlc(open[i], high[i], low[i], close[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 = RVI)]
|
||
pub struct WasmRvi {
|
||
inner: wc::Rvi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RVI)]
|
||
impl WasmRvi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmRvi, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Rvi::new(period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
let c = make_candle_ohlc(open, high, low, close)?;
|
||
Ok(self.inner.update(c))
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
|
||
return Err(JsError::new(
|
||
"open, high, low and close must be equal length",
|
||
));
|
||
}
|
||
let mut out = Vec::with_capacity(close.len());
|
||
for i in 0..close.len() {
|
||
let c = make_candle_ohlc(open[i], high[i], low[i], close[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 = 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 = PLUS_DM)]
|
||
pub struct WasmPlusDm {
|
||
inner: wc::PlusDm,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PLUS_DM)]
|
||
impl WasmPlusDm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmPlusDm, JsError> {
|
||
Ok(Self {
|
||
inner: wc::PlusDm::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 = MINUS_DM)]
|
||
pub struct WasmMinusDm {
|
||
inner: wc::MinusDm,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MINUS_DM)]
|
||
impl WasmMinusDm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmMinusDm, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MinusDm::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 = PLUS_DI)]
|
||
pub struct WasmPlusDi {
|
||
inner: wc::PlusDi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PLUS_DI)]
|
||
impl WasmPlusDi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmPlusDi, JsError> {
|
||
Ok(Self {
|
||
inner: wc::PlusDi::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 = MINUS_DI)]
|
||
pub struct WasmMinusDi {
|
||
inner: wc::MinusDi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MINUS_DI)]
|
||
impl WasmMinusDi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmMinusDi, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MinusDi::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 = DX)]
|
||
pub struct WasmDx {
|
||
inner: wc::Dx,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DX)]
|
||
impl WasmDx {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmDx, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Dx::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 = MIDPRICE)]
|
||
pub struct WasmMidPrice {
|
||
inner: wc::MidPrice,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MIDPRICE)]
|
||
impl WasmMidPrice {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmMidPrice, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MidPrice::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 = AVGPRICE)]
|
||
pub struct WasmAvgPrice {
|
||
inner: wc::AvgPrice,
|
||
}
|
||
|
||
impl Default for WasmAvgPrice {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AVGPRICE)]
|
||
impl WasmAvgPrice {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmAvgPrice {
|
||
Self {
|
||
inner: wc::AvgPrice::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
let c = make_candle_ohlc(open, high, low, close)?;
|
||
Ok(self.inner.update(c))
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if !(open.len() == high.len() && high.len() == low.len() && low.len() == close.len()) {
|
||
return Err(JsError::new(
|
||
"open, high, low and close must be equal length",
|
||
));
|
||
}
|
||
let mut out = Vec::with_capacity(close.len());
|
||
for i in 0..close.len() {
|
||
let c = make_candle_ohlc(open[i], high[i], low[i], close[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 = MACDEXT)]
|
||
pub struct WasmMacdExt {
|
||
inner: wc::MacdExt,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MACDEXT)]
|
||
impl WasmMacdExt {
|
||
/// Moving-average types are TA-Lib `MA_Type` codes `0..=5`.
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
fast: usize,
|
||
fast_matype: u32,
|
||
slow: usize,
|
||
slow_matype: u32,
|
||
signal: usize,
|
||
signal_matype: u32,
|
||
) -> Result<WasmMacdExt, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MacdExt::new(
|
||
fast,
|
||
wc::MaType::from_code(fast_matype).map_err(map_err)?,
|
||
slow,
|
||
wc::MaType::from_code(slow_matype).map_err(map_err)?,
|
||
signal,
|
||
wc::MaType::from_code(signal_matype).map_err(map_err)?,
|
||
)
|
||
.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, ...]`.
|
||
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 = MACDFIX)]
|
||
pub struct WasmMacdFix {
|
||
inner: wc::MacdFix,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MACDFIX)]
|
||
impl WasmMacdFix {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(signal: usize) -> Result<WasmMacdFix, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MacdFix::new(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, ...]`.
|
||
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 = SAREXT)]
|
||
pub struct WasmSarExt {
|
||
inner: wc::SarExt,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = SAREXT)]
|
||
impl WasmSarExt {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::too_many_arguments)]
|
||
pub fn new(
|
||
start_value: f64,
|
||
offset_on_reverse: f64,
|
||
accel_init_long: f64,
|
||
accel_long: f64,
|
||
accel_max_long: f64,
|
||
accel_init_short: f64,
|
||
accel_short: f64,
|
||
accel_max_short: f64,
|
||
) -> Result<WasmSarExt, JsError> {
|
||
Ok(Self {
|
||
inner: wc::SarExt::new(
|
||
start_value,
|
||
offset_on_reverse,
|
||
accel_init_long,
|
||
accel_long,
|
||
accel_max_long,
|
||
accel_init_short,
|
||
accel_short,
|
||
accel_max_short,
|
||
)
|
||
.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 = HT_PHASOR)]
|
||
pub struct WasmHtPhasor {
|
||
inner: wc::HtPhasor,
|
||
}
|
||
|
||
impl Default for WasmHtPhasor {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HT_PHASOR)]
|
||
impl WasmHtPhasor {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmHtPhasor {
|
||
Self {
|
||
inner: wc::HtPhasor::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> JsValue {
|
||
match self.inner.update(value) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"inphase".into(), &o.inphase.into()).ok();
|
||
Reflect::set(&obj, &"quadrature".into(), &o.quadrature.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Returns a flat `Float64Array` of length `2 * n`: `[inphase0, quad0, ...]`.
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
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.inphase;
|
||
out[i * 2 + 1] = o.quadrature;
|
||
}
|
||
}
|
||
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 = VolumeOscillator)]
|
||
pub struct WasmVolumeOscillator {
|
||
inner: wc::VolumeOscillator,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = VolumeOscillator)]
|
||
impl WasmVolumeOscillator {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(fast: usize, slow: usize) -> Result<WasmVolumeOscillator, JsError> {
|
||
Ok(Self {
|
||
inner: wc::VolumeOscillator::new(fast, slow).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, volume: f64) -> Result<Option<f64>, JsError> {
|
||
let c = make_candle(10.0, 10.0, 10.0, volume)?;
|
||
Ok(self.inner.update(c))
|
||
}
|
||
pub fn batch(&mut self, volume: &[f64]) -> Result<Float64Array, JsError> {
|
||
let mut out = Vec::with_capacity(volume.len());
|
||
for &v in volume {
|
||
let c = make_candle(10.0, 10.0, 10.0, v)?;
|
||
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 = NVI)]
|
||
pub struct WasmNvi {
|
||
inner: wc::Nvi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = NVI)]
|
||
impl WasmNvi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(baseline: Option<f64>) -> WasmNvi {
|
||
Self {
|
||
inner: wc::Nvi::with_baseline(baseline.unwrap_or(1000.0)),
|
||
}
|
||
}
|
||
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 = PVI)]
|
||
pub struct WasmPvi {
|
||
inner: wc::Pvi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PVI)]
|
||
impl WasmPvi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(baseline: Option<f64>) -> WasmPvi {
|
||
Self {
|
||
inner: wc::Pvi::with_baseline(baseline.unwrap_or(1000.0)),
|
||
}
|
||
}
|
||
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 = KVO)]
|
||
pub struct WasmKvo {
|
||
inner: wc::Kvo,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = KVO)]
|
||
impl WasmKvo {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(fast: usize, slow: usize) -> Result<WasmKvo, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Kvo::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 = WilliamsAD)]
|
||
pub struct WasmAdOscillator {
|
||
inner: wc::AdOscillator,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = WilliamsAD)]
|
||
impl WasmAdOscillator {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmAdOscillator {
|
||
Self {
|
||
inner: wc::AdOscillator::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 = AnchoredRSI)]
|
||
pub struct WasmAnchoredRsi {
|
||
inner: wc::AnchoredRsi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AnchoredRSI)]
|
||
impl WasmAnchoredRsi {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmAnchoredRsi {
|
||
Self {
|
||
inner: wc::AnchoredRsi::new(),
|
||
}
|
||
}
|
||
#[wasm_bindgen(js_name = setAnchor)]
|
||
pub fn set_anchor(&mut self) {
|
||
self.inner.set_anchor();
|
||
}
|
||
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_bindgen(js_name = AnchoredVWAP)]
|
||
pub struct WasmAnchoredVwap {
|
||
inner: wc::AnchoredVwap,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AnchoredVWAP)]
|
||
impl WasmAnchoredVwap {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmAnchoredVwap {
|
||
Self {
|
||
inner: wc::AnchoredVwap::new(),
|
||
}
|
||
}
|
||
#[wasm_bindgen(js_name = setAnchor)]
|
||
pub fn set_anchor(&mut self) {
|
||
self.inner.set_anchor();
|
||
}
|
||
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 = DemandIndex)]
|
||
pub struct WasmDemandIndex {
|
||
inner: wc::DemandIndex,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DemandIndex)]
|
||
impl WasmDemandIndex {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmDemandIndex, JsError> {
|
||
Ok(Self {
|
||
inner: wc::DemandIndex::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 = TSV)]
|
||
pub struct WasmTsv {
|
||
inner: wc::Tsv,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TSV)]
|
||
impl WasmTsv {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmTsv, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Tsv::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 = VZO)]
|
||
pub struct WasmVzo {
|
||
inner: wc::Vzo,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = VZO)]
|
||
impl WasmVzo {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmVzo, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Vzo::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 = MarketFacilitationIndex)]
|
||
pub struct WasmMarketFacilitationIndex {
|
||
inner: wc::MarketFacilitationIndex,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MarketFacilitationIndex)]
|
||
impl WasmMarketFacilitationIndex {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmMarketFacilitationIndex {
|
||
Self {
|
||
inner: wc::MarketFacilitationIndex::new(),
|
||
}
|
||
}
|
||
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 = 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();
|
||
}
|
||
}
|
||
|
||
// ---------- Trailing Stops (family 09) ----------
|
||
|
||
#[wasm_bindgen(js_name = HiLoActivator)]
|
||
pub struct WasmHiLoActivator {
|
||
inner: wc::HiLoActivator,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HiLoActivator)]
|
||
impl WasmHiLoActivator {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmHiLoActivator, JsError> {
|
||
Ok(Self {
|
||
inner: wc::HiLoActivator::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 = VoltyStop)]
|
||
pub struct WasmVoltyStop {
|
||
inner: wc::VoltyStop,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = VoltyStop)]
|
||
impl WasmVoltyStop {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(atr_period: usize, multiplier: f64) -> Result<WasmVoltyStop, JsError> {
|
||
Ok(Self {
|
||
inner: wc::VoltyStop::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 = YoyoExit)]
|
||
pub struct WasmYoyoExit {
|
||
inner: wc::YoyoExit,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = YoyoExit)]
|
||
impl WasmYoyoExit {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(atr_period: usize, multiplier: f64) -> Result<WasmYoyoExit, JsError> {
|
||
Ok(Self {
|
||
inner: wc::YoyoExit::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 = inTrade)]
|
||
pub fn in_trade(&self) -> bool {
|
||
self.inner.in_trade()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = DonchianStop)]
|
||
pub struct WasmDonchianStop {
|
||
inner: wc::DonchianStop,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DonchianStop)]
|
||
impl WasmDonchianStop {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmDonchianStop, JsError> {
|
||
Ok(Self {
|
||
inner: wc::DonchianStop::new(period).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns `{ stopLong, stopShort }` 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, &"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]) -> Result<Float64Array, JsError> {
|
||
let n = high.len();
|
||
if low.len() != n {
|
||
return Err(JsError::new("high and low 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], low[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 = PercentageTrailingStop)]
|
||
pub struct WasmPercentageTrailingStop {
|
||
inner: wc::PercentageTrailingStop,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PercentageTrailingStop)]
|
||
impl WasmPercentageTrailingStop {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(percent: f64) -> Result<WasmPercentageTrailingStop, JsError> {
|
||
Ok(Self {
|
||
inner: wc::PercentageTrailingStop::new(percent).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 = StepTrailingStop)]
|
||
pub struct WasmStepTrailingStop {
|
||
inner: wc::StepTrailingStop,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = StepTrailingStop)]
|
||
impl WasmStepTrailingStop {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(step_size: f64) -> Result<WasmStepTrailingStop, JsError> {
|
||
Ok(Self {
|
||
inner: wc::StepTrailingStop::new(step_size).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 = RenkoTrailingStop)]
|
||
pub struct WasmRenkoTrailingStop {
|
||
inner: wc::RenkoTrailingStop,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RenkoTrailingStop)]
|
||
impl WasmRenkoTrailingStop {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(block_size: f64) -> Result<WasmRenkoTrailingStop, JsError> {
|
||
Ok(Self {
|
||
inner: wc::RenkoTrailingStop::new(block_size).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 = 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 = WaveTrend)]
|
||
pub struct WasmWaveTrend {
|
||
inner: wc::WaveTrend,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = WaveTrend)]
|
||
impl WasmWaveTrend {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
channel_period: usize,
|
||
average_period: usize,
|
||
signal_period: usize,
|
||
) -> Result<WasmWaveTrend, JsError> {
|
||
Ok(Self {
|
||
inner: wc::WaveTrend::new(channel_period, average_period, signal_period)
|
||
.map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn classic() -> Result<WasmWaveTrend, JsError> {
|
||
Ok(Self {
|
||
inner: wc::WaveTrend::classic().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, &"wt1".into(), &o.wt1.into()).ok();
|
||
Reflect::set(&obj, &"wt2".into(), &o.wt2.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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.wt1;
|
||
out[i * 2 + 1] = o.wt2;
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
pub fn reset(&mut self) {
|
||
self.inner.reset();
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = RWI)]
|
||
pub struct WasmRwi {
|
||
inner: wc::Rwi,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RWI)]
|
||
impl WasmRwi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmRwi, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Rwi::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, &"high".into(), &o.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Returns `[high0, low0, high1, low1, ...]`, 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.high;
|
||
out[i * 2 + 1] = o.low;
|
||
}
|
||
}
|
||
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 = ADXR)]
|
||
pub struct WasmAdxr {
|
||
inner: wc::Adxr,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ADXR)]
|
||
impl WasmAdxr {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmAdxr, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Adxr::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 = 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 = AwesomeOscillatorHistogram)]
|
||
pub struct WasmAoHist {
|
||
inner: wc::AwesomeOscillatorHistogram,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AwesomeOscillatorHistogram)]
|
||
impl WasmAoHist {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(fast: usize, slow: usize, sma_period: usize) -> Result<WasmAoHist, JsError> {
|
||
Ok(Self {
|
||
inner: wc::AwesomeOscillatorHistogram::new(fast, slow, sma_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 = 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()
|
||
}
|
||
}
|
||
|
||
// ============================== Family 10: parameterless / multi-output ==============================
|
||
|
||
#[wasm_bindgen(js_name = HT_DCPHASE)]
|
||
pub struct WasmHtDcPhase {
|
||
inner: wc::HtDcPhase,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HT_DCPHASE)]
|
||
impl WasmHtDcPhase {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmHtDcPhase {
|
||
Self {
|
||
inner: wc::HtDcPhase::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
Float64Array::from(flatten(self.inner.batch(prices)).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 = HT_TRENDMODE)]
|
||
pub struct WasmHtTrendMode {
|
||
inner: wc::HtTrendMode,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HT_TRENDMODE)]
|
||
impl WasmHtTrendMode {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmHtTrendMode {
|
||
Self {
|
||
inner: wc::HtTrendMode::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
Float64Array::from(flatten(self.inner.batch(prices)).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 = HilbertDominantCycle)]
|
||
pub struct WasmHilbertDominantCycle {
|
||
inner: wc::HilbertDominantCycle,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HilbertDominantCycle)]
|
||
impl WasmHilbertDominantCycle {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmHilbertDominantCycle {
|
||
Self {
|
||
inner: wc::HilbertDominantCycle::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
Float64Array::from(flatten(self.inner.batch(prices)).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 = AdaptiveCycle)]
|
||
pub struct WasmAdaptiveCycle {
|
||
inner: wc::AdaptiveCycle,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AdaptiveCycle)]
|
||
impl WasmAdaptiveCycle {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmAdaptiveCycle {
|
||
Self {
|
||
inner: wc::AdaptiveCycle::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
Float64Array::from(flatten(self.inner.batch(prices)).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 = SineWave)]
|
||
pub struct WasmSineWave {
|
||
inner: wc::SineWave,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = SineWave)]
|
||
impl WasmSineWave {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmSineWave {
|
||
Self {
|
||
inner: wc::SineWave::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<f64> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
Float64Array::from(flatten(self.inner.batch(prices)).as_slice())
|
||
}
|
||
pub fn lead(&self) -> f64 {
|
||
self.inner.lead()
|
||
}
|
||
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 = MAMA)]
|
||
pub struct WasmMama {
|
||
inner: wc::Mama,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MAMA)]
|
||
impl WasmMama {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(fast_limit: f64, slow_limit: f64) -> Result<WasmMama, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Mama::new(fast_limit, slow_limit).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, &"mama".into(), &o.mama.into()).ok();
|
||
Reflect::set(&obj, &"fama".into(), &o.fama.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Returns a flat `Float64Array` of length `2 * n`: `[mama0, fama0, mama1, fama1, ...]`.
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
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.mama;
|
||
out[i * 2 + 1] = o.fama;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Family 05: Bands & Channels ==============================
|
||
|
||
// Every indicator below is multi-output (2-5 bands), so they bypass the
|
||
// `wasm_scalar_indicator!` macro and follow the hand-rolled pattern used by
|
||
// Bollinger Bands, Keltner Channels, etc. above: `update` returns a JS object
|
||
// via `Object::new` + `Reflect::set`; `batch` returns a flat interleaved
|
||
// `Float64Array`.
|
||
|
||
// ---------- MA Envelope (scalar input, 3 outputs) ----------
|
||
|
||
#[wasm_bindgen(js_name = MaEnvelope)]
|
||
pub struct WasmMaEnvelope {
|
||
inner: wc::MaEnvelope,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = MaEnvelope)]
|
||
impl WasmMaEnvelope {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, percent: f64) -> Result<WasmMaEnvelope, JsError> {
|
||
Ok(Self {
|
||
inner: wc::MaEnvelope::new(period, percent).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();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `[upper0, middle0, lower0, upper1, ...]`, length `3 * n`.
|
||
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.upper;
|
||
out[i * 3 + 1] = o.middle;
|
||
out[i * 3 + 2] = o.lower;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Acceleration Bands ----------
|
||
|
||
#[wasm_bindgen(js_name = AccelerationBands)]
|
||
pub struct WasmAccelerationBands {
|
||
inner: wc::AccelerationBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AccelerationBands)]
|
||
impl WasmAccelerationBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, factor: f64) -> Result<WasmAccelerationBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::AccelerationBands::new(period, factor).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, &"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,
|
||
})
|
||
}
|
||
/// Returns `[u0, m0, l0, u1, m1, l1, ...]`, length `3 * 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 * 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()))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- STARC Bands ----------
|
||
|
||
#[wasm_bindgen(js_name = StarcBands)]
|
||
pub struct WasmStarcBands {
|
||
inner: wc::StarcBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = StarcBands)]
|
||
impl WasmStarcBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
sma_period: usize,
|
||
atr_period: usize,
|
||
multiplier: f64,
|
||
) -> Result<WasmStarcBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::StarcBands::new(sma_period, atr_period, multiplier).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, &"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 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 * 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()))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- ATR Bands ----------
|
||
|
||
#[wasm_bindgen(js_name = AtrBands)]
|
||
pub struct WasmAtrBands {
|
||
inner: wc::AtrBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AtrBands)]
|
||
impl WasmAtrBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, multiplier: f64) -> Result<WasmAtrBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::AtrBands::new(period, multiplier).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, &"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 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 * 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()))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Hurst Channel ----------
|
||
|
||
#[wasm_bindgen(js_name = HurstChannel)]
|
||
pub struct WasmHurstChannel {
|
||
inner: wc::HurstChannel,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HurstChannel)]
|
||
impl WasmHurstChannel {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, multiplier: f64) -> Result<WasmHurstChannel, JsError> {
|
||
Ok(Self {
|
||
inner: wc::HurstChannel::new(period, multiplier).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, &"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 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 * 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()))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- LinReg Channel (scalar input) ----------
|
||
|
||
#[wasm_bindgen(js_name = LinRegChannel)]
|
||
pub struct WasmLinRegChannel {
|
||
inner: wc::LinRegChannel,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = LinRegChannel)]
|
||
impl WasmLinRegChannel {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, multiplier: f64) -> Result<WasmLinRegChannel, JsError> {
|
||
Ok(Self {
|
||
inner: wc::LinRegChannel::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();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
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.upper;
|
||
out[i * 3 + 1] = o.middle;
|
||
out[i * 3 + 2] = o.lower;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Standard Error Bands (scalar input) ----------
|
||
|
||
#[wasm_bindgen(js_name = StandardErrorBands)]
|
||
pub struct WasmStandardErrorBands {
|
||
inner: wc::StandardErrorBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = StandardErrorBands)]
|
||
impl WasmStandardErrorBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, multiplier: f64) -> Result<WasmStandardErrorBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::StandardErrorBands::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();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
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.upper;
|
||
out[i * 3 + 1] = o.middle;
|
||
out[i * 3 + 2] = o.lower;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Double Bollinger (scalar input, 5 outputs) ----------
|
||
|
||
#[wasm_bindgen(js_name = DoubleBollinger)]
|
||
pub struct WasmDoubleBollinger {
|
||
inner: wc::DoubleBollinger,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DoubleBollinger)]
|
||
impl WasmDoubleBollinger {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, k_inner: f64, k_outer: f64) -> Result<WasmDoubleBollinger, JsError> {
|
||
Ok(Self {
|
||
inner: wc::DoubleBollinger::new(period, k_inner, k_outer).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, &"upperOuter".into(), &o.upper_outer.into()).ok();
|
||
Reflect::set(&obj, &"upperInner".into(), &o.upper_inner.into()).ok();
|
||
Reflect::set(&obj, &"middle".into(), &o.middle.into()).ok();
|
||
Reflect::set(&obj, &"lowerInner".into(), &o.lower_inner.into()).ok();
|
||
Reflect::set(&obj, &"lowerOuter".into(), &o.lower_outer.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
}
|
||
}
|
||
/// Flat `[u_o, u_i, m, l_i, l_o, ...]`, length `5 * n`.
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
let n = prices.len();
|
||
let mut out = vec![f64::NAN; n * 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;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- TTM Squeeze ----------
|
||
|
||
#[wasm_bindgen(js_name = TtmSqueeze)]
|
||
pub struct WasmTtmSqueeze {
|
||
inner: wc::TtmSqueeze,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TtmSqueeze)]
|
||
impl WasmTtmSqueeze {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, bb_mult: f64, kc_mult: f64) -> Result<WasmTtmSqueeze, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TtmSqueeze::new(period, bb_mult, kc_mult).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, &"squeeze".into(), &o.squeeze.into()).ok();
|
||
Reflect::set(&obj, &"momentum".into(), &o.momentum.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Flat `[sq0, mom0, sq1, mom1, ...]`, 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.squeeze;
|
||
out[i * 2 + 1] = o.momentum;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Fractal Chaos Bands ----------
|
||
|
||
#[wasm_bindgen(js_name = FractalChaosBands)]
|
||
pub struct WasmFractalChaosBands {
|
||
inner: wc::FractalChaosBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FractalChaosBands)]
|
||
impl WasmFractalChaosBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(k: usize) -> Result<WasmFractalChaosBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::FractalChaosBands::new(k).map_err(map_err)?,
|
||
})
|
||
}
|
||
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, &"lower".into(), &o.lower.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Flat `[u0, l0, u1, l1, ...]`, length `2 * n`.
|
||
pub fn batch(&mut self, high: &[f64], low: &[f64]) -> Result<Float64Array, JsError> {
|
||
let n = high.len();
|
||
if low.len() != n {
|
||
return Err(JsError::new("high and low 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], low[i], 0.0)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 2] = o.upper;
|
||
out[i * 2 + 1] = o.lower;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- VWAP StdDev Bands ----------
|
||
|
||
#[wasm_bindgen(js_name = VwapStdDevBands)]
|
||
pub struct WasmVwapStdDevBands {
|
||
inner: wc::VwapStdDevBands,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = VwapStdDevBands)]
|
||
impl WasmVwapStdDevBands {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(multiplier: f64) -> Result<WasmVwapStdDevBands, JsError> {
|
||
Ok(Self {
|
||
inner: wc::VwapStdDevBands::new(multiplier).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
volume: f64,
|
||
) -> Result<JsValue, JsError> {
|
||
let c = make_candle(high, low, close, volume)?;
|
||
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();
|
||
Reflect::set(&obj, &"stddev".into(), &o.stddev.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Flat `[u0, m0, l0, sd0, ...]`, length `4 * n`.
|
||
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![f64::NAN; n * 4];
|
||
for i in 0..n {
|
||
let c = make_candle(high[i], low[i], close[i], volume[i])?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 4] = o.upper;
|
||
out[i * 4 + 1] = o.middle;
|
||
out[i * 4 + 2] = o.lower;
|
||
out[i * 4 + 3] = o.stddev;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Pivots & S/R ==============================
|
||
|
||
#[wasm_bindgen(js_name = ClassicPivots)]
|
||
pub struct WasmClassicPivots {
|
||
inner: wc::ClassicPivots,
|
||
}
|
||
|
||
impl Default for WasmClassicPivots {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ClassicPivots)]
|
||
impl WasmClassicPivots {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmClassicPivots {
|
||
Self {
|
||
inner: wc::ClassicPivots::new(),
|
||
}
|
||
}
|
||
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, &"pp".into(), &o.pp.into()).ok();
|
||
Reflect::set(&obj, &"r1".into(), &o.r1.into()).ok();
|
||
Reflect::set(&obj, &"r2".into(), &o.r2.into()).ok();
|
||
Reflect::set(&obj, &"r3".into(), &o.r3.into()).ok();
|
||
Reflect::set(&obj, &"s1".into(), &o.s1.into()).ok();
|
||
Reflect::set(&obj, &"s2".into(), &o.s2.into()).ok();
|
||
Reflect::set(&obj, &"s3".into(), &o.s3.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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 * 7];
|
||
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 * 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(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 = FibonacciPivots)]
|
||
pub struct WasmFibonacciPivots {
|
||
inner: wc::FibonacciPivots,
|
||
}
|
||
|
||
impl Default for WasmFibonacciPivots {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FibonacciPivots)]
|
||
impl WasmFibonacciPivots {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmFibonacciPivots {
|
||
Self {
|
||
inner: wc::FibonacciPivots::new(),
|
||
}
|
||
}
|
||
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, &"pp".into(), &o.pp.into()).ok();
|
||
Reflect::set(&obj, &"r1".into(), &o.r1.into()).ok();
|
||
Reflect::set(&obj, &"r2".into(), &o.r2.into()).ok();
|
||
Reflect::set(&obj, &"r3".into(), &o.r3.into()).ok();
|
||
Reflect::set(&obj, &"s1".into(), &o.s1.into()).ok();
|
||
Reflect::set(&obj, &"s2".into(), &o.s2.into()).ok();
|
||
Reflect::set(&obj, &"s3".into(), &o.s3.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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 * 7];
|
||
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 * 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(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 = Camarilla)]
|
||
pub struct WasmCamarilla {
|
||
inner: wc::Camarilla,
|
||
}
|
||
|
||
impl Default for WasmCamarilla {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Camarilla)]
|
||
impl WasmCamarilla {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmCamarilla {
|
||
Self {
|
||
inner: wc::Camarilla::new(),
|
||
}
|
||
}
|
||
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, &"pp".into(), &o.pp.into()).ok();
|
||
Reflect::set(&obj, &"r1".into(), &o.r1.into()).ok();
|
||
Reflect::set(&obj, &"r2".into(), &o.r2.into()).ok();
|
||
Reflect::set(&obj, &"r3".into(), &o.r3.into()).ok();
|
||
Reflect::set(&obj, &"r4".into(), &o.r4.into()).ok();
|
||
Reflect::set(&obj, &"s1".into(), &o.s1.into()).ok();
|
||
Reflect::set(&obj, &"s2".into(), &o.s2.into()).ok();
|
||
Reflect::set(&obj, &"s3".into(), &o.s3.into()).ok();
|
||
Reflect::set(&obj, &"s4".into(), &o.s4.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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 * 9];
|
||
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 * 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(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 = WoodiePivots)]
|
||
pub struct WasmWoodiePivots {
|
||
inner: wc::WoodiePivots,
|
||
}
|
||
|
||
impl Default for WasmWoodiePivots {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = WoodiePivots)]
|
||
impl WasmWoodiePivots {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmWoodiePivots {
|
||
Self {
|
||
inner: wc::WoodiePivots::new(),
|
||
}
|
||
}
|
||
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, &"pp".into(), &o.pp.into()).ok();
|
||
Reflect::set(&obj, &"r1".into(), &o.r1.into()).ok();
|
||
Reflect::set(&obj, &"r2".into(), &o.r2.into()).ok();
|
||
Reflect::set(&obj, &"s1".into(), &o.s1.into()).ok();
|
||
Reflect::set(&obj, &"s2".into(), &o.s2.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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 * 5];
|
||
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 * 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(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 = DemarkPivots)]
|
||
pub struct WasmDemarkPivots {
|
||
inner: wc::DemarkPivots,
|
||
}
|
||
|
||
impl Default for WasmDemarkPivots {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DemarkPivots)]
|
||
impl WasmDemarkPivots {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmDemarkPivots {
|
||
Self {
|
||
inner: wc::DemarkPivots::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<JsValue, JsError> {
|
||
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"pp".into(), &o.pp.into()).ok();
|
||
Reflect::set(&obj, &"r1".into(), &o.r1.into()).ok();
|
||
Reflect::set(&obj, &"s1".into(), &o.s1.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
|
||
return Err(JsError::new("open, high, low, close must be equal length"));
|
||
}
|
||
let n = open.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 3] = o.pp;
|
||
out[i * 3 + 1] = o.r1;
|
||
out[i * 3 + 2] = o.s1;
|
||
}
|
||
}
|
||
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 = WilliamsFractals)]
|
||
pub struct WasmWilliamsFractals {
|
||
inner: wc::WilliamsFractals,
|
||
}
|
||
|
||
impl Default for WasmWilliamsFractals {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = WilliamsFractals)]
|
||
impl WasmWilliamsFractals {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmWilliamsFractals {
|
||
Self {
|
||
inner: wc::WilliamsFractals::new(),
|
||
}
|
||
}
|
||
/// Returns `{ up, down }` where each is the fractal price or `NaN` when no
|
||
/// fractal was confirmed at the centre of the most recent 5-bar window.
|
||
/// Returns `null` during the four-bar warmup.
|
||
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.unwrap_or(f64::NAN).into()).ok();
|
||
Reflect::set(&obj, &"down".into(), &o.down.unwrap_or(f64::NAN).into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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) {
|
||
if let Some(v) = o.up {
|
||
out[i * 2] = v;
|
||
}
|
||
if let Some(v) = o.down {
|
||
out[i * 2 + 1] = v;
|
||
}
|
||
}
|
||
}
|
||
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 = ZigZag)]
|
||
pub struct WasmZigZag {
|
||
inner: wc::ZigZag,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ZigZag)]
|
||
impl WasmZigZag {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(threshold: f64) -> Result<WasmZigZag, JsError> {
|
||
Ok(Self {
|
||
inner: wc::ZigZag::new(threshold).map_err(map_err)?,
|
||
})
|
||
}
|
||
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, &"swing".into(), &o.swing.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &o.direction.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
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.swing;
|
||
out[i * 2 + 1] = o.direction;
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
#[wasm_bindgen(js_name = threshold)]
|
||
pub fn threshold(&self) -> f64 {
|
||
self.inner.threshold()
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
// ---------- TD Setup ----------
|
||
|
||
#[wasm_bindgen(js_name = TDSetup)]
|
||
pub struct WasmTdSetup {
|
||
inner: wc::TdSetup,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDSetup)]
|
||
impl WasmTdSetup {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(lookback: usize, target: usize) -> Result<WasmTdSetup, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdSetup::new(lookback, target).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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Sequential ----------
|
||
|
||
#[wasm_bindgen(js_name = TDSequential)]
|
||
pub struct WasmTdSequential {
|
||
inner: wc::TdSequential,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDSequential)]
|
||
impl WasmTdSequential {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
setup_lookback: usize,
|
||
setup_target: usize,
|
||
countdown_lookback: usize,
|
||
countdown_target: usize,
|
||
) -> Result<WasmTdSequential, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdSequential::new(
|
||
setup_lookback,
|
||
setup_target,
|
||
countdown_lookback,
|
||
countdown_target,
|
||
)
|
||
.map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Streaming update. Returns `{ setup, countdown, 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, &"setup".into(), &o.setup.into()).ok();
|
||
Reflect::set(&obj, &"countdown".into(), &o.countdown.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &o.direction.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Batch returns a flat `Float64Array` `[setup0, countdown0, direction0, ...]`.
|
||
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.setup;
|
||
out[i * 3 + 1] = o.countdown;
|
||
out[i * 3 + 2] = o.direction;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD DeMarker ----------
|
||
|
||
#[wasm_bindgen(js_name = TDDeMarker)]
|
||
pub struct WasmTdDeMarker {
|
||
inner: wc::TdDeMarker,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDDeMarker)]
|
||
impl WasmTdDeMarker {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmTdDeMarker, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdDeMarker::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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD REI ----------
|
||
|
||
#[wasm_bindgen(js_name = TDREI)]
|
||
pub struct WasmTdRei {
|
||
inner: wc::TdRei,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDREI)]
|
||
impl WasmTdRei {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmTdRei, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdRei::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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Pressure ----------
|
||
|
||
#[wasm_bindgen(js_name = TDPressure)]
|
||
pub struct WasmTdPressure {
|
||
inner: wc::TdPressure,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDPressure)]
|
||
impl WasmTdPressure {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmTdPressure, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdPressure::new(period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
volume: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
let c = wc::Candle::new(open, high, low, close, volume, 0).map_err(map_err)?;
|
||
Ok(self.inner.update(c))
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
volume: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if open.len() != high.len()
|
||
|| high.len() != low.len()
|
||
|| low.len() != close.len()
|
||
|| close.len() != volume.len()
|
||
{
|
||
return Err(JsError::new(
|
||
"open, high, low, close, volume must be equal length",
|
||
));
|
||
}
|
||
let mut out = Vec::with_capacity(open.len());
|
||
for i in 0..open.len() {
|
||
let c = wc::Candle::new(open[i], high[i], low[i], close[i], volume[i], 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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Combo ----------
|
||
|
||
#[wasm_bindgen(js_name = TDCombo)]
|
||
pub struct WasmTdCombo {
|
||
inner: wc::TdCombo,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDCombo)]
|
||
impl WasmTdCombo {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
setup_lookback: usize,
|
||
setup_target: usize,
|
||
countdown_lookback: usize,
|
||
countdown_target: usize,
|
||
) -> Result<WasmTdCombo, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdCombo::new(
|
||
setup_lookback,
|
||
setup_target,
|
||
countdown_lookback,
|
||
countdown_target,
|
||
)
|
||
.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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Countdown ----------
|
||
|
||
#[wasm_bindgen(js_name = TDCountdown)]
|
||
pub struct WasmTdCountdown {
|
||
inner: wc::TdCountdown,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDCountdown)]
|
||
impl WasmTdCountdown {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
setup_lookback: usize,
|
||
setup_target: usize,
|
||
countdown_lookback: usize,
|
||
countdown_target: usize,
|
||
) -> Result<WasmTdCountdown, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdCountdown::new(
|
||
setup_lookback,
|
||
setup_target,
|
||
countdown_lookback,
|
||
countdown_target,
|
||
)
|
||
.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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Lines ----------
|
||
|
||
#[wasm_bindgen(js_name = TDLines)]
|
||
pub struct WasmTdLines {
|
||
inner: wc::TdLines,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDLines)]
|
||
impl WasmTdLines {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(lookback: usize, target: usize) -> Result<WasmTdLines, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdLines::new(lookback, target).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Streaming update. Returns `{ resistance, support }` 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, &"resistance".into(), &o.resistance.into()).ok();
|
||
Reflect::set(&obj, &"support".into(), &o.support.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Batch returns a flat `Float64Array` `[resistance0, support0, ...]`.
|
||
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 * 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.resistance;
|
||
out[i * 2 + 1] = o.support;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Range Projection ----------
|
||
|
||
#[wasm_bindgen(js_name = TDRangeProjection)]
|
||
pub struct WasmTdRangeProjection {
|
||
inner: wc::TdRangeProjection,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDRangeProjection)]
|
||
impl WasmTdRangeProjection {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmTdRangeProjection {
|
||
Self {
|
||
inner: wc::TdRangeProjection::new(),
|
||
}
|
||
}
|
||
/// Streaming update. Returns `{ high, low }` projected for the next bar.
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<JsValue, JsError> {
|
||
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Batch returns a flat `Float64Array` `[projHigh0, projLow0, ...]`.
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
|
||
return Err(JsError::new("open, high, low, close must be equal length"));
|
||
}
|
||
let n = open.len();
|
||
let mut out = vec![f64::NAN; n * 2];
|
||
for i in 0..n {
|
||
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
||
if let Some(p) = self.inner.update(c) {
|
||
out[i * 2] = p.high;
|
||
out[i * 2 + 1] = p.low;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Differential ----------
|
||
|
||
#[wasm_bindgen(js_name = TDDifferential)]
|
||
pub struct WasmTdDifferential {
|
||
inner: wc::TdDifferential,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDDifferential)]
|
||
impl WasmTdDifferential {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmTdDifferential {
|
||
Self {
|
||
inner: wc::TdDifferential::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> {
|
||
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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Open ----------
|
||
|
||
#[wasm_bindgen(js_name = TDOpen)]
|
||
pub struct WasmTdOpen {
|
||
inner: wc::TdOpen,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDOpen)]
|
||
impl WasmTdOpen {
|
||
#[wasm_bindgen(constructor)]
|
||
#[allow(clippy::new_without_default)]
|
||
pub fn new() -> WasmTdOpen {
|
||
Self {
|
||
inner: wc::TdOpen::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> {
|
||
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
|
||
return Err(JsError::new("open, high, low, close must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(open.len());
|
||
for i in 0..open.len() {
|
||
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 = 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()
|
||
}
|
||
}
|
||
|
||
// ---------- TD Risk Level ----------
|
||
|
||
#[wasm_bindgen(js_name = TDRiskLevel)]
|
||
pub struct WasmTdRiskLevel {
|
||
inner: wc::TdRiskLevel,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TDRiskLevel)]
|
||
impl WasmTdRiskLevel {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(lookback: usize, target: usize) -> Result<WasmTdRiskLevel, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TdRiskLevel::new(lookback, target).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Streaming update. Returns `{ buyRisk, sellRisk }` 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, &"buyRisk".into(), &o.buy_risk.into()).ok();
|
||
Reflect::set(&obj, &"sellRisk".into(), &o.sell_risk.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Batch returns a flat `Float64Array` `[buyRisk0, sellRisk0, ...]`.
|
||
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 * 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.buy_risk;
|
||
out[i * 2 + 1] = o.sell_risk;
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Ichimoku ----------
|
||
|
||
#[wasm_bindgen(js_name = Ichimoku)]
|
||
pub struct WasmIchimoku {
|
||
inner: wc::Ichimoku,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Ichimoku)]
|
||
impl WasmIchimoku {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
tenkan_period: usize,
|
||
kijun_period: usize,
|
||
senkou_b_period: usize,
|
||
displacement: usize,
|
||
) -> Result<WasmIchimoku, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Ichimoku::new(tenkan_period, kijun_period, senkou_b_period, displacement)
|
||
.map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Streaming update. Returns `{ tenkan, kijun, senkouA, senkouB, chikou }`
|
||
/// with `NaN` for any line that is not yet defined.
|
||
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, &"tenkan".into(), &o.tenkan.unwrap_or(f64::NAN).into()).ok();
|
||
Reflect::set(&obj, &"kijun".into(), &o.kijun.unwrap_or(f64::NAN).into()).ok();
|
||
Reflect::set(
|
||
&obj,
|
||
&"senkouA".into(),
|
||
&o.senkou_a.unwrap_or(f64::NAN).into(),
|
||
)
|
||
.ok();
|
||
Reflect::set(
|
||
&obj,
|
||
&"senkouB".into(),
|
||
&o.senkou_b.unwrap_or(f64::NAN).into(),
|
||
)
|
||
.ok();
|
||
Reflect::set(&obj, &"chikou".into(), &o.chikou.unwrap_or(f64::NAN).into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Returns `[tenkan0, kijun0, senkouA0, senkouB0, chikou0, tenkan1, ...]`,
|
||
/// length `5 * n`. Cells without a defined value are `NaN`.
|
||
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 * 5];
|
||
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) {
|
||
if let Some(v) = o.tenkan {
|
||
out[i * 5] = v;
|
||
}
|
||
if let Some(v) = o.kijun {
|
||
out[i * 5 + 1] = v;
|
||
}
|
||
if let Some(v) = o.senkou_a {
|
||
out[i * 5 + 2] = v;
|
||
}
|
||
if let Some(v) = o.senkou_b {
|
||
out[i * 5 + 3] = v;
|
||
}
|
||
if let Some(v) = o.chikou {
|
||
out[i * 5 + 4] = v;
|
||
}
|
||
}
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|
||
|
||
// ---------- Heikin-Ashi ----------
|
||
|
||
#[wasm_bindgen(js_name = HeikinAshi)]
|
||
pub struct WasmHeikinAshi {
|
||
inner: wc::HeikinAshi,
|
||
}
|
||
|
||
impl Default for WasmHeikinAshi {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = HeikinAshi)]
|
||
impl WasmHeikinAshi {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmHeikinAshi {
|
||
Self {
|
||
inner: wc::HeikinAshi::new(),
|
||
}
|
||
}
|
||
/// Streaming update. Returns `{ open, high, low, close }` of the
|
||
/// Heikin-Ashi candle.
|
||
pub fn update(
|
||
&mut self,
|
||
open: f64,
|
||
high: f64,
|
||
low: f64,
|
||
close: f64,
|
||
) -> Result<JsValue, JsError> {
|
||
let c = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"open".into(), &o.open.into()).ok();
|
||
Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
|
||
Reflect::set(&obj, &"close".into(), &o.close.into()).ok();
|
||
obj.into()
|
||
}
|
||
None => JsValue::NULL,
|
||
})
|
||
}
|
||
/// Returns `[open0, high0, low0, close0, open1, ...]`, length `4 * n`.
|
||
pub fn batch(
|
||
&mut self,
|
||
open: &[f64],
|
||
high: &[f64],
|
||
low: &[f64],
|
||
close: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
|
||
return Err(JsError::new("open, high, low, close must be equal length"));
|
||
}
|
||
let n = open.len();
|
||
let mut out = vec![f64::NAN; n * 4];
|
||
for i in 0..n {
|
||
let c = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 4] = o.open;
|
||
out[i * 4 + 1] = o.high;
|
||
out[i * 4 + 2] = o.low;
|
||
out[i * 4 + 3] = o.close;
|
||
}
|
||
}
|
||
Ok(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 = ValueArea)]
|
||
pub struct WasmValueArea {
|
||
inner: wc::ValueArea,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = ValueArea)]
|
||
impl WasmValueArea {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(
|
||
period: usize,
|
||
bin_count: usize,
|
||
value_area_pct: f64,
|
||
) -> Result<WasmValueArea, JsError> {
|
||
Ok(Self {
|
||
inner: wc::ValueArea::new(period, bin_count, value_area_pct).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
high: &[f64],
|
||
low: &[f64],
|
||
volume: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if high.len() != low.len() || low.len() != volume.len() {
|
||
return Err(JsError::new("high, low, volume must be equal length"));
|
||
}
|
||
let n = high.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
let mid = f64::midpoint(high[i], low[i]);
|
||
let c = wc::Candle::new(mid, high[i], low[i], mid, volume[i], 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 3] = o.poc;
|
||
out[i * 3 + 1] = o.vah;
|
||
out[i * 3 + 2] = o.val;
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
/// Streaming update. Returns `{ poc, vah, val }` once warm, else `null`.
|
||
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> Result<JsValue, JsError> {
|
||
let mid = f64::midpoint(high, low);
|
||
let c = wc::Candle::new(mid, high, low, mid, volume, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"poc".into(), &o.poc.into()).ok();
|
||
Reflect::set(&obj, &"vah".into(), &o.vah.into()).ok();
|
||
Reflect::set(&obj, &"val".into(), &o.val.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 = VolumeProfile)]
|
||
pub struct WasmVolumeProfile {
|
||
inner: wc::VolumeProfile,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = VolumeProfile)]
|
||
impl WasmVolumeProfile {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, bin_count: usize) -> Result<WasmVolumeProfile, JsError> {
|
||
Ok(Self {
|
||
inner: wc::VolumeProfile::new(period, bin_count).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn batch(
|
||
&mut self,
|
||
high: &[f64],
|
||
low: &[f64],
|
||
volume: &[f64],
|
||
) -> Result<Float64Array, JsError> {
|
||
if high.len() != low.len() || low.len() != volume.len() {
|
||
return Err(JsError::new("high, low, volume must be equal length"));
|
||
}
|
||
let k = self.inner.params().1 + 2;
|
||
let n = high.len();
|
||
let mut out = vec![f64::NAN; n * k];
|
||
for i in 0..n {
|
||
let mid = f64::midpoint(high[i], low[i]);
|
||
let c = wc::Candle::new(mid, high[i], low[i], mid, volume[i], 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * k] = o.price_low;
|
||
out[i * k + 1] = o.price_high;
|
||
for (j, b) in o.bins.iter().enumerate() {
|
||
out[i * k + 2 + j] = *b;
|
||
}
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
/// Streaming update. Returns `{ priceLow, priceHigh, bins }` once warm, else `null`.
|
||
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> Result<JsValue, JsError> {
|
||
let mid = f64::midpoint(high, low);
|
||
let c = wc::Candle::new(mid, high, low, mid, volume, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"priceLow".into(), &o.price_low.into()).ok();
|
||
Reflect::set(&obj, &"priceHigh".into(), &o.price_high.into()).ok();
|
||
let bins = Float64Array::from(o.bins.as_slice());
|
||
Reflect::set(&obj, &"bins".into(), &bins).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 = TpoProfile)]
|
||
pub struct WasmTpoProfile {
|
||
inner: wc::TpoProfile,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TpoProfile)]
|
||
impl WasmTpoProfile {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, bin_count: usize) -> Result<WasmTpoProfile, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TpoProfile::new(period, bin_count).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, low must be equal length"));
|
||
}
|
||
let k = self.inner.params().1 + 2;
|
||
let n = high.len();
|
||
let mut out = vec![f64::NAN; n * k];
|
||
for i in 0..n {
|
||
let mid = f64::midpoint(high[i], low[i]);
|
||
let c = wc::Candle::new(mid, high[i], low[i], mid, 1.0, 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * k] = o.price_low;
|
||
out[i * k + 1] = o.price_high;
|
||
for (j, count) in o.counts.iter().enumerate() {
|
||
out[i * k + 2 + j] = *count;
|
||
}
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
/// Streaming update. Returns `{ priceLow, priceHigh, counts }` once warm, else `null`.
|
||
pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
|
||
let mid = f64::midpoint(high, low);
|
||
let c = wc::Candle::new(mid, high, low, mid, 1.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"priceLow".into(), &o.price_low.into()).ok();
|
||
Reflect::set(&obj, &"priceHigh".into(), &o.price_high.into()).ok();
|
||
let counts = Float64Array::from(o.counts.as_slice());
|
||
Reflect::set(&obj, &"counts".into(), &counts).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 = InitialBalance)]
|
||
pub struct WasmInitialBalance {
|
||
inner: wc::InitialBalance,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = InitialBalance)]
|
||
impl WasmInitialBalance {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmInitialBalance, JsError> {
|
||
Ok(Self {
|
||
inner: wc::InitialBalance::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 * 2];
|
||
for i in 0..n {
|
||
let mid = f64::midpoint(high[i], low[i]);
|
||
let c = wc::Candle::new(mid, high[i], low[i], mid, 0.0, 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 2] = o.high;
|
||
out[i * 2 + 1] = o.low;
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
/// Streaming update. Returns `{ high, low }`.
|
||
pub fn update(&mut self, high: f64, low: f64) -> Result<JsValue, JsError> {
|
||
let mid = f64::midpoint(high, low);
|
||
let c = wc::Candle::new(mid, high, low, mid, 0.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &o.low.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 = isLocked)]
|
||
pub fn is_locked(&self) -> bool {
|
||
self.inner.is_locked()
|
||
}
|
||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||
pub fn warmup_period(&self) -> usize {
|
||
self.inner.warmup_period()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = OpeningRange)]
|
||
pub struct WasmOpeningRange {
|
||
inner: wc::OpeningRange,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = OpeningRange)]
|
||
impl WasmOpeningRange {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmOpeningRange, JsError> {
|
||
Ok(Self {
|
||
inner: wc::OpeningRange::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 n = high.len();
|
||
let mut out = vec![f64::NAN; n * 3];
|
||
for i in 0..n {
|
||
let c =
|
||
wc::Candle::new(close[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
||
if let Some(o) = self.inner.update(c) {
|
||
out[i * 3] = o.high;
|
||
out[i * 3 + 1] = o.low;
|
||
out[i * 3 + 2] = o.breakout_distance;
|
||
}
|
||
}
|
||
Ok(Float64Array::from(out.as_slice()))
|
||
}
|
||
/// Streaming update. Returns `{ high, low, breakoutDistance }`.
|
||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<JsValue, JsError> {
|
||
let c = wc::Candle::new(close, high, low, close, 0.0, 0).map_err(map_err)?;
|
||
Ok(match self.inner.update(c) {
|
||
Some(o) => {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"high".into(), &o.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &o.low.into()).ok();
|
||
Reflect::set(
|
||
&obj,
|
||
&"breakoutDistance".into(),
|
||
&o.breakout_distance.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 = isLocked)]
|
||
pub fn is_locked(&self) -> bool {
|
||
self.inner.is_locked()
|
||
}
|
||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||
pub fn warmup_period(&self) -> usize {
|
||
self.inner.warmup_period()
|
||
}
|
||
}
|
||
|
||
// ============================== Candlestick Patterns ==============================
|
||
//
|
||
// All 15 patterns take Candles (open, high, low, close) and emit a signed f64
|
||
// signal per bar: +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is
|
||
// direction-less by default (0/+1); pass `signed = true` to its constructor for
|
||
// the dragonfly/gravestone signed +-1 encoding.
|
||
|
||
macro_rules! wasm_candle_pattern {
|
||
($wasm:ident, $inner:ty, $js:ident) => {
|
||
#[wasm_bindgen(js_name = $js)]
|
||
pub struct $wasm {
|
||
inner: $inner,
|
||
}
|
||
|
||
impl Default for $wasm {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = $js)]
|
||
impl $wasm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> $wasm {
|
||
Self {
|
||
inner: <$inner>::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 = 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()
|
||
}
|
||
}
|
||
};
|
||
}
|
||
|
||
// Doji is the one pattern with an opt-in signed mode, so it is hand-written
|
||
// rather than generated by `wasm_candle_pattern!`.
|
||
#[wasm_bindgen(js_name = Doji)]
|
||
pub struct WasmDoji {
|
||
inner: wc::Doji,
|
||
}
|
||
|
||
impl Default for WasmDoji {
|
||
fn default() -> Self {
|
||
Self::new(None)
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Doji)]
|
||
impl WasmDoji {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(signed: Option<bool>) -> WasmDoji {
|
||
let inner = if signed.unwrap_or(false) {
|
||
wc::Doji::new().signed()
|
||
} else {
|
||
wc::Doji::new()
|
||
};
|
||
Self { inner }
|
||
}
|
||
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 = 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 = isSigned)]
|
||
pub fn is_signed(&self) -> bool {
|
||
self.inner.is_signed()
|
||
}
|
||
}
|
||
|
||
wasm_candle_pattern!(WasmHammer, wc::Hammer, Hammer);
|
||
wasm_candle_pattern!(WasmInvertedHammer, wc::InvertedHammer, InvertedHammer);
|
||
wasm_candle_pattern!(WasmHangingMan, wc::HangingMan, HangingMan);
|
||
wasm_candle_pattern!(WasmShootingStar, wc::ShootingStar, ShootingStar);
|
||
wasm_candle_pattern!(WasmEngulfing, wc::Engulfing, Engulfing);
|
||
wasm_candle_pattern!(WasmHarami, wc::Harami, Harami);
|
||
wasm_candle_pattern!(
|
||
WasmMorningEveningStar,
|
||
wc::MorningEveningStar,
|
||
MorningEveningStar
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmThreeSoldiersOrCrows,
|
||
wc::ThreeSoldiersOrCrows,
|
||
ThreeSoldiersOrCrows
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmPiercingDarkCloud,
|
||
wc::PiercingDarkCloud,
|
||
PiercingDarkCloud
|
||
);
|
||
wasm_candle_pattern!(WasmMarubozu, wc::Marubozu, Marubozu);
|
||
wasm_candle_pattern!(WasmTweezer, wc::Tweezer, Tweezer);
|
||
wasm_candle_pattern!(WasmSpinningTop, wc::SpinningTop, SpinningTop);
|
||
wasm_candle_pattern!(WasmThreeInside, wc::ThreeInside, ThreeInside);
|
||
wasm_candle_pattern!(WasmThreeOutside, wc::ThreeOutside, ThreeOutside);
|
||
wasm_candle_pattern!(WasmTwoCrows, wc::TwoCrows, TwoCrows);
|
||
wasm_candle_pattern!(
|
||
WasmUpsideGapTwoCrows,
|
||
wc::UpsideGapTwoCrows,
|
||
UpsideGapTwoCrows
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmIdenticalThreeCrows,
|
||
wc::IdenticalThreeCrows,
|
||
IdenticalThreeCrows
|
||
);
|
||
wasm_candle_pattern!(WasmThreeLineStrike, wc::ThreeLineStrike, ThreeLineStrike);
|
||
wasm_candle_pattern!(
|
||
WasmThreeStarsInSouth,
|
||
wc::ThreeStarsInSouth,
|
||
ThreeStarsInSouth
|
||
);
|
||
wasm_candle_pattern!(WasmAbandonedBaby, wc::AbandonedBaby, AbandonedBaby);
|
||
wasm_candle_pattern!(WasmAdvanceBlock, wc::AdvanceBlock, AdvanceBlock);
|
||
wasm_candle_pattern!(WasmBeltHold, wc::BeltHold, BeltHold);
|
||
wasm_candle_pattern!(WasmBreakaway, wc::Breakaway, Breakaway);
|
||
wasm_candle_pattern!(WasmCounterattack, wc::Counterattack, Counterattack);
|
||
wasm_candle_pattern!(WasmDojiStar, wc::DojiStar, DojiStar);
|
||
wasm_candle_pattern!(WasmDragonflyDoji, wc::DragonflyDoji, DragonflyDoji);
|
||
wasm_candle_pattern!(WasmGravestoneDoji, wc::GravestoneDoji, GravestoneDoji);
|
||
wasm_candle_pattern!(WasmLongLeggedDoji, wc::LongLeggedDoji, LongLeggedDoji);
|
||
wasm_candle_pattern!(WasmRickshawMan, wc::RickshawMan, RickshawMan);
|
||
wasm_candle_pattern!(WasmEveningDojiStar, wc::EveningDojiStar, EveningDojiStar);
|
||
wasm_candle_pattern!(WasmMorningDojiStar, wc::MorningDojiStar, MorningDojiStar);
|
||
wasm_candle_pattern!(
|
||
WasmGapSideBySideWhite,
|
||
wc::GapSideBySideWhite,
|
||
GapSideBySideWhite
|
||
);
|
||
wasm_candle_pattern!(WasmHighWave, wc::HighWave, HighWave);
|
||
wasm_candle_pattern!(WasmHikkake, wc::Hikkake, Hikkake);
|
||
wasm_candle_pattern!(WasmHikkakeModified, wc::HikkakeModified, HikkakeModified);
|
||
wasm_candle_pattern!(WasmHomingPigeon, wc::HomingPigeon, HomingPigeon);
|
||
wasm_candle_pattern!(WasmOnNeck, wc::OnNeck, OnNeck);
|
||
wasm_candle_pattern!(WasmInNeck, wc::InNeck, InNeck);
|
||
wasm_candle_pattern!(WasmThrusting, wc::Thrusting, Thrusting);
|
||
wasm_candle_pattern!(WasmSeparatingLines, wc::SeparatingLines, SeparatingLines);
|
||
wasm_candle_pattern!(WasmKicking, wc::Kicking, Kicking);
|
||
wasm_candle_pattern!(WasmKickingByLength, wc::KickingByLength, KickingByLength);
|
||
wasm_candle_pattern!(WasmLadderBottom, wc::LadderBottom, LadderBottom);
|
||
wasm_candle_pattern!(WasmMatHold, wc::MatHold, MatHold);
|
||
wasm_candle_pattern!(WasmMatchingLow, wc::MatchingLow, MatchingLow);
|
||
wasm_candle_pattern!(WasmLongLine, wc::LongLine, LongLine);
|
||
wasm_candle_pattern!(WasmShortLine, wc::ShortLine, ShortLine);
|
||
wasm_candle_pattern!(
|
||
WasmRisingThreeMethods,
|
||
wc::RisingThreeMethods,
|
||
RisingThreeMethods
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmFallingThreeMethods,
|
||
wc::FallingThreeMethods,
|
||
FallingThreeMethods
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmUpsideGapThreeMethods,
|
||
wc::UpsideGapThreeMethods,
|
||
UpsideGapThreeMethods
|
||
);
|
||
wasm_candle_pattern!(
|
||
WasmDownsideGapThreeMethods,
|
||
wc::DownsideGapThreeMethods,
|
||
DownsideGapThreeMethods
|
||
);
|
||
wasm_candle_pattern!(WasmStalledPattern, wc::StalledPattern, StalledPattern);
|
||
wasm_candle_pattern!(WasmStickSandwich, wc::StickSandwich, StickSandwich);
|
||
wasm_candle_pattern!(WasmTakuri, wc::Takuri, Takuri);
|
||
wasm_candle_pattern!(WasmClosingMarubozu, wc::ClosingMarubozu, ClosingMarubozu);
|
||
wasm_candle_pattern!(WasmOpeningMarubozu, wc::OpeningMarubozu, OpeningMarubozu);
|
||
wasm_candle_pattern!(WasmTasukiGap, wc::TasukiGap, TasukiGap);
|
||
wasm_candle_pattern!(WasmUniqueThreeRiver, wc::UniqueThreeRiver, UniqueThreeRiver);
|
||
wasm_candle_pattern!(
|
||
WasmConcealingBabySwallow,
|
||
wc::ConcealingBabySwallow,
|
||
ConcealingBabySwallow
|
||
);
|
||
|
||
// ============================== Microstructure: Order Book ==============================
|
||
//
|
||
// Order-book indicators consume a depth snapshot rather than OHLCV. Each
|
||
// `update(bidPx, bidSz, askPx, askSz)` takes four equal-length typed arrays for
|
||
// one snapshot (bids best-first = descending price, asks best-first = ascending
|
||
// price) — the streaming model that fits a live browser book feed. Batch over a
|
||
// ragged depth history is provided by the Python and Node bindings.
|
||
|
||
fn build_order_book(
|
||
bid_px: &[f64],
|
||
bid_sz: &[f64],
|
||
ask_px: &[f64],
|
||
ask_sz: &[f64],
|
||
) -> Result<wc::OrderBook, JsError> {
|
||
if bid_px.len() != bid_sz.len() || ask_px.len() != ask_sz.len() {
|
||
return Err(JsError::new(
|
||
"bid/ask price and size arrays must be equal length",
|
||
));
|
||
}
|
||
let bids = bid_px
|
||
.iter()
|
||
.zip(bid_sz)
|
||
.map(|(&p, &s)| wc::Level::new_unchecked(p, s))
|
||
.collect();
|
||
let asks = ask_px
|
||
.iter()
|
||
.zip(ask_sz)
|
||
.map(|(&p, &s)| wc::Level::new_unchecked(p, s))
|
||
.collect();
|
||
wc::OrderBook::new(bids, asks).map_err(map_err)
|
||
}
|
||
|
||
macro_rules! wasm_ob_indicator {
|
||
($wasm:ident, $inner:ty, $js:ident) => {
|
||
#[wasm_bindgen(js_name = $js)]
|
||
pub struct $wasm {
|
||
inner: $inner,
|
||
}
|
||
|
||
impl Default for $wasm {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = $js)]
|
||
impl $wasm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> $wasm {
|
||
Self {
|
||
inner: <$inner>::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
bid_px: &[f64],
|
||
bid_sz: &[f64],
|
||
ask_px: &[f64],
|
||
ask_sz: &[f64],
|
||
) -> Result<Option<f64>, JsError> {
|
||
let book = build_order_book(bid_px, bid_sz, ask_px, ask_sz)?;
|
||
Ok(self.inner.update(book))
|
||
}
|
||
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_ob_indicator!(
|
||
WasmOrderBookImbalanceTop1,
|
||
wc::OrderBookImbalanceTop1,
|
||
OrderBookImbalanceTop1
|
||
);
|
||
wasm_ob_indicator!(
|
||
WasmOrderBookImbalanceFull,
|
||
wc::OrderBookImbalanceFull,
|
||
OrderBookImbalanceFull
|
||
);
|
||
wasm_ob_indicator!(WasmMicroprice, wc::Microprice, Microprice);
|
||
wasm_ob_indicator!(WasmQuotedSpread, wc::QuotedSpread, QuotedSpread);
|
||
wasm_ob_indicator!(WasmDepthSlope, wc::DepthSlope, DepthSlope);
|
||
|
||
// Top-N imbalance carries a `levels` parameter, so it is hand-written.
|
||
#[wasm_bindgen(js_name = OrderBookImbalanceTopN)]
|
||
pub struct WasmOrderBookImbalanceTopN {
|
||
inner: wc::OrderBookImbalanceTopN,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = OrderBookImbalanceTopN)]
|
||
impl WasmOrderBookImbalanceTopN {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(levels: usize) -> Result<WasmOrderBookImbalanceTopN, JsError> {
|
||
Ok(Self {
|
||
inner: wc::OrderBookImbalanceTopN::new(levels).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
bid_px: &[f64],
|
||
bid_sz: &[f64],
|
||
ask_px: &[f64],
|
||
ask_sz: &[f64],
|
||
) -> Result<Option<f64>, JsError> {
|
||
let book = build_order_book(bid_px, bid_sz, ask_px, ask_sz)?;
|
||
Ok(self.inner.update(book))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Microstructure: Trade Flow ==============================
|
||
//
|
||
// Trade-flow indicators consume a trade tape rather than OHLCV. Each
|
||
// `update(price, size, isBuy)` takes one trade (`isBuy=true` for a
|
||
// buyer-initiated trade) — the streaming model for a live browser trade feed.
|
||
|
||
fn build_trade(price: f64, size: f64, is_buy: bool) -> Result<wc::Trade, JsError> {
|
||
let side = if is_buy {
|
||
wc::Side::Buy
|
||
} else {
|
||
wc::Side::Sell
|
||
};
|
||
wc::Trade::new(price, size, side, 0).map_err(map_err)
|
||
}
|
||
|
||
macro_rules! wasm_trade_indicator {
|
||
($wasm:ident, $inner:ty, $js:ident) => {
|
||
#[wasm_bindgen(js_name = $js)]
|
||
pub struct $wasm {
|
||
inner: $inner,
|
||
}
|
||
|
||
impl Default for $wasm {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = $js)]
|
||
impl $wasm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> $wasm {
|
||
Self {
|
||
inner: <$inner>::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
price: f64,
|
||
size: f64,
|
||
is_buy: bool,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(build_trade(price, size, is_buy)?))
|
||
}
|
||
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_trade_indicator!(WasmSignedVolume, wc::SignedVolume, SignedVolume);
|
||
wasm_trade_indicator!(
|
||
WasmCumulativeVolumeDelta,
|
||
wc::CumulativeVolumeDelta,
|
||
CumulativeVolumeDelta
|
||
);
|
||
|
||
// Trade imbalance carries a `window` parameter, so it is hand-written.
|
||
#[wasm_bindgen(js_name = TradeImbalance)]
|
||
pub struct WasmTradeImbalance {
|
||
inner: wc::TradeImbalance,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TradeImbalance)]
|
||
impl WasmTradeImbalance {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize) -> Result<WasmTradeImbalance, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TradeImbalance::new(window).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, price: f64, size: f64, is_buy: bool) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(build_trade(price, size, is_buy)?))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Microstructure: Price Impact ==============================
|
||
//
|
||
// Price-impact indicators consume a trade paired with the mid prevailing at
|
||
// execution. Each `update(price, size, isBuy, mid)` takes one such trade-quote
|
||
// (`isBuy=true` for a buyer-initiated trade) — the streaming model for a live
|
||
// browser trade feed. Batch over a tape is provided by the Python and Node
|
||
// bindings.
|
||
|
||
fn build_trade_quote(
|
||
price: f64,
|
||
size: f64,
|
||
is_buy: bool,
|
||
mid: f64,
|
||
) -> Result<wc::TradeQuote, JsError> {
|
||
let trade = build_trade(price, size, is_buy)?;
|
||
wc::TradeQuote::new(trade, mid).map_err(map_err)
|
||
}
|
||
|
||
macro_rules! wasm_trade_quote_indicator {
|
||
($wasm:ident, $inner:ty, $js:ident) => {
|
||
#[wasm_bindgen(js_name = $js)]
|
||
pub struct $wasm {
|
||
inner: $inner,
|
||
}
|
||
|
||
impl Default for $wasm {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = $js)]
|
||
impl $wasm {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> $wasm {
|
||
Self {
|
||
inner: <$inner>::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
price: f64,
|
||
size: f64,
|
||
is_buy: bool,
|
||
mid: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(build_trade_quote(price, size, is_buy, mid)?))
|
||
}
|
||
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_trade_quote_indicator!(WasmEffectiveSpread, wc::EffectiveSpread, EffectiveSpread);
|
||
|
||
// Realized spread carries a `horizon` parameter, so it is hand-written.
|
||
#[wasm_bindgen(js_name = RealizedSpread)]
|
||
pub struct WasmRealizedSpread {
|
||
inner: wc::RealizedSpread,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RealizedSpread)]
|
||
impl WasmRealizedSpread {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(horizon: usize) -> Result<WasmRealizedSpread, JsError> {
|
||
Ok(Self {
|
||
inner: wc::RealizedSpread::new(horizon).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
price: f64,
|
||
size: f64,
|
||
is_buy: bool,
|
||
mid: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(build_trade_quote(price, size, is_buy, mid)?))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// Kyle's lambda carries a `window` parameter, so it is hand-written.
|
||
#[wasm_bindgen(js_name = KylesLambda)]
|
||
pub struct WasmKylesLambda {
|
||
inner: wc::KylesLambda,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = KylesLambda)]
|
||
impl WasmKylesLambda {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize) -> Result<WasmKylesLambda, JsError> {
|
||
Ok(Self {
|
||
inner: wc::KylesLambda::new(window).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
price: f64,
|
||
size: f64,
|
||
is_buy: bool,
|
||
mid: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(build_trade_quote(price, size, is_buy, mid)?))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Microstructure: Footprint ==============================
|
||
//
|
||
// Footprint is a multi-output, variable-length indicator. Each `update(price,
|
||
// size, isBuy)` returns the full bar footprint accumulated since the last
|
||
// `reset()` as an array of `{ price, bidVol, askVol }` objects (sorted ascending
|
||
// by price) — the streaming model for a live browser trade feed.
|
||
|
||
#[wasm_bindgen(js_name = Footprint)]
|
||
pub struct WasmFootprint {
|
||
inner: wc::Footprint,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Footprint)]
|
||
impl WasmFootprint {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(tick_size: f64) -> Result<WasmFootprint, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Footprint::new(tick_size).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, price: f64, size: f64, is_buy: bool) -> Result<JsValue, JsError> {
|
||
let out = self
|
||
.inner
|
||
.update(build_trade(price, size, is_buy)?)
|
||
.expect("footprint emits on every trade");
|
||
let levels = Array::new();
|
||
for level in &out.levels {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"price".into(), &level.price.into()).ok();
|
||
Reflect::set(&obj, &"bidVol".into(), &level.bid_vol.into()).ok();
|
||
Reflect::set(&obj, &"askVol".into(), &level.ask_vol.into()).ok();
|
||
levels.push(&obj);
|
||
}
|
||
Ok(levels.into())
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ============================== Derivatives ==============================
|
||
//
|
||
// Derivatives indicators consume a perpetual / futures tick rather than OHLCV.
|
||
// Each `update(...)` takes only the tick fields its indicator reads — the
|
||
// streaming model for a live browser derivatives feed. Batch over a tape is
|
||
// provided by the Python and Node bindings. The helpers build a fully-valid
|
||
// `DerivativesTick`, filling unused fields with neutral defaults.
|
||
|
||
fn deriv_funding(funding_rate: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
funding_rate,
|
||
1.0,
|
||
1.0,
|
||
1.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_basis(mark_price: f64, index_price: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
mark_price,
|
||
index_price,
|
||
1.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_oi(open_interest: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
1.0,
|
||
1.0,
|
||
1.0,
|
||
open_interest,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = FundingRate)]
|
||
pub struct WasmFundingRate {
|
||
inner: wc::FundingRate,
|
||
}
|
||
|
||
impl Default for WasmFundingRate {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FundingRate)]
|
||
impl WasmFundingRate {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmFundingRate {
|
||
Self {
|
||
inner: wc::FundingRate::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, funding_rate: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_funding(funding_rate)?))
|
||
}
|
||
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 = FundingRateMean)]
|
||
pub struct WasmFundingRateMean {
|
||
inner: wc::FundingRateMean,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FundingRateMean)]
|
||
impl WasmFundingRateMean {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize) -> Result<WasmFundingRateMean, JsError> {
|
||
Ok(Self {
|
||
inner: wc::FundingRateMean::new(window).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, funding_rate: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_funding(funding_rate)?))
|
||
}
|
||
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 = FundingRateZScore)]
|
||
pub struct WasmFundingRateZScore {
|
||
inner: wc::FundingRateZScore,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FundingRateZScore)]
|
||
impl WasmFundingRateZScore {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize) -> Result<WasmFundingRateZScore, JsError> {
|
||
Ok(Self {
|
||
inner: wc::FundingRateZScore::new(window).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, funding_rate: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_funding(funding_rate)?))
|
||
}
|
||
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 = FundingBasis)]
|
||
pub struct WasmFundingBasis {
|
||
inner: wc::FundingBasis,
|
||
}
|
||
|
||
impl Default for WasmFundingBasis {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = FundingBasis)]
|
||
impl WasmFundingBasis {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmFundingBasis {
|
||
Self {
|
||
inner: wc::FundingBasis::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, mark_price: f64, index_price: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_basis(mark_price, index_price)?))
|
||
}
|
||
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 = OpenInterestDelta)]
|
||
pub struct WasmOpenInterestDelta {
|
||
inner: wc::OpenInterestDelta,
|
||
}
|
||
|
||
impl Default for WasmOpenInterestDelta {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = OpenInterestDelta)]
|
||
impl WasmOpenInterestDelta {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmOpenInterestDelta {
|
||
Self {
|
||
inner: wc::OpenInterestDelta::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, open_interest: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_oi(open_interest)?))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
fn deriv_oi_mark(open_interest: f64, mark_price: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
mark_price,
|
||
1.0,
|
||
1.0,
|
||
open_interest,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_long_short(long_size: f64, short_size: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0, 1.0, 1.0, 1.0, 0.0, long_size, short_size, 0.0, 0.0, 0.0, 0.0, 0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_taker(
|
||
taker_buy_volume: f64,
|
||
taker_sell_volume: f64,
|
||
) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
1.0,
|
||
1.0,
|
||
1.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
taker_buy_volume,
|
||
taker_sell_volume,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_liquidation(
|
||
long_liquidation: f64,
|
||
short_liquidation: f64,
|
||
) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
1.0,
|
||
1.0,
|
||
1.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
long_liquidation,
|
||
short_liquidation,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = OIPriceDivergence)]
|
||
pub struct WasmOIPriceDivergence {
|
||
inner: wc::OIPriceDivergence,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = OIPriceDivergence)]
|
||
impl WasmOIPriceDivergence {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(window: usize) -> Result<WasmOIPriceDivergence, JsError> {
|
||
Ok(Self {
|
||
inner: wc::OIPriceDivergence::new(window).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, open_interest: f64, mark_price: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_oi_mark(open_interest, mark_price)?))
|
||
}
|
||
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 = OIWeighted)]
|
||
pub struct WasmOIWeighted {
|
||
inner: wc::OIWeighted,
|
||
}
|
||
|
||
impl Default for WasmOIWeighted {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = OIWeighted)]
|
||
impl WasmOIWeighted {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmOIWeighted {
|
||
Self {
|
||
inner: wc::OIWeighted::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, mark_price: f64, open_interest: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_oi_mark(open_interest, mark_price)?))
|
||
}
|
||
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 = LongShortRatio)]
|
||
pub struct WasmLongShortRatio {
|
||
inner: wc::LongShortRatio,
|
||
}
|
||
|
||
impl Default for WasmLongShortRatio {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = LongShortRatio)]
|
||
impl WasmLongShortRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmLongShortRatio {
|
||
Self {
|
||
inner: wc::LongShortRatio::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, long_size: f64, short_size: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self.inner.update(deriv_long_short(long_size, short_size)?))
|
||
}
|
||
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 = TakerBuySellRatio)]
|
||
pub struct WasmTakerBuySellRatio {
|
||
inner: wc::TakerBuySellRatio,
|
||
}
|
||
|
||
impl Default for WasmTakerBuySellRatio {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TakerBuySellRatio)]
|
||
impl WasmTakerBuySellRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmTakerBuySellRatio {
|
||
Self {
|
||
inner: wc::TakerBuySellRatio::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
taker_buy_volume: f64,
|
||
taker_sell_volume: f64,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(deriv_taker(taker_buy_volume, taker_sell_volume)?))
|
||
}
|
||
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 = LiquidationFeatures)]
|
||
pub struct WasmLiquidationFeatures {
|
||
inner: wc::LiquidationFeatures,
|
||
}
|
||
|
||
impl Default for WasmLiquidationFeatures {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = LiquidationFeatures)]
|
||
impl WasmLiquidationFeatures {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmLiquidationFeatures {
|
||
Self {
|
||
inner: wc::LiquidationFeatures::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
long_liquidation: f64,
|
||
short_liquidation: f64,
|
||
) -> Result<JsValue, JsError> {
|
||
let out = self
|
||
.inner
|
||
.update(deriv_liquidation(long_liquidation, short_liquidation)?)
|
||
.expect("liquidation features emit on every tick");
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"long".into(), &out.long.into()).ok();
|
||
Reflect::set(&obj, &"short".into(), &out.short.into()).ok();
|
||
Reflect::set(&obj, &"net".into(), &out.net.into()).ok();
|
||
Reflect::set(&obj, &"total".into(), &out.total.into()).ok();
|
||
Reflect::set(&obj, &"imbalance".into(), &out.imbalance.into()).ok();
|
||
Ok(obj.into())
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
fn deriv_futures_index(
|
||
futures_price: f64,
|
||
index_price: f64,
|
||
) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
1.0,
|
||
index_price,
|
||
futures_price,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
fn deriv_futures_mark(futures_price: f64, mark_price: f64) -> Result<wc::DerivativesTick, JsError> {
|
||
wc::DerivativesTick::new(
|
||
0.0,
|
||
mark_price,
|
||
1.0,
|
||
futures_price,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0.0,
|
||
0,
|
||
)
|
||
.map_err(map_err)
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = TermStructureBasis)]
|
||
pub struct WasmTermStructureBasis {
|
||
inner: wc::TermStructureBasis,
|
||
}
|
||
|
||
impl Default for WasmTermStructureBasis {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TermStructureBasis)]
|
||
impl WasmTermStructureBasis {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmTermStructureBasis {
|
||
Self {
|
||
inner: wc::TermStructureBasis::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, futures_price: f64, index_price: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(deriv_futures_index(futures_price, index_price)?))
|
||
}
|
||
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 = CalendarSpread)]
|
||
pub struct WasmCalendarSpread {
|
||
inner: wc::CalendarSpread,
|
||
}
|
||
|
||
impl Default for WasmCalendarSpread {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = CalendarSpread)]
|
||
impl WasmCalendarSpread {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmCalendarSpread {
|
||
Self {
|
||
inner: wc::CalendarSpread::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, futures_price: f64, mark_price: f64) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(deriv_futures_mark(futures_price, mark_price)?))
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// ---------- Market Breadth (CrossSection input) ----------
|
||
//
|
||
// A breadth tick is the per-symbol state of the whole universe, passed as four
|
||
// equal-length parallel arrays (`change`, `volume`, `newHigh`, `newLow`). The
|
||
// high/low flag arrays are numeric (non-zero is true) so the whole tick crosses
|
||
// the wasm boundary as `Float64Array`s. The universe is ragged across ticks, so
|
||
// only `update` is exposed (no `batch`), matching the other multi-input wasm
|
||
// indicators.
|
||
|
||
fn build_cross_section(
|
||
change: &[f64],
|
||
volume: &[f64],
|
||
new_high: &[f64],
|
||
new_low: &[f64],
|
||
) -> Result<wc::CrossSection, JsError> {
|
||
if change.len() != volume.len()
|
||
|| change.len() != new_high.len()
|
||
|| change.len() != new_low.len()
|
||
{
|
||
return Err(JsError::new(
|
||
"change, volume, newHigh and newLow must be equal length",
|
||
));
|
||
}
|
||
let members = (0..change.len())
|
||
.map(|i| wc::Member::new(change[i], volume[i], new_high[i] != 0.0, new_low[i] != 0.0))
|
||
.collect();
|
||
wc::CrossSection::new(members, 0).map_err(map_err)
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = AdvanceDecline)]
|
||
pub struct WasmAdvanceDecline {
|
||
inner: wc::AdvanceDecline,
|
||
}
|
||
|
||
impl Default for WasmAdvanceDecline {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = AdvanceDecline)]
|
||
impl WasmAdvanceDecline {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmAdvanceDecline {
|
||
Self {
|
||
inner: wc::AdvanceDecline::new(),
|
||
}
|
||
}
|
||
pub fn update(
|
||
&mut self,
|
||
change: Vec<f64>,
|
||
volume: Vec<f64>,
|
||
new_high: Vec<f64>,
|
||
new_low: Vec<f64>,
|
||
) -> Result<Option<f64>, JsError> {
|
||
Ok(self
|
||
.inner
|
||
.update(build_cross_section(&change, &volume, &new_high, &new_low)?))
|
||
}
|
||
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 if a == b {
|
||
// Exact equality, including matching infinities (e.g. ProfitFactor
|
||
// with no losing trades is +inf in both the streaming and batch
|
||
// passes). `(inf - inf).abs()` is NaN, so the tolerance check below
|
||
// would otherwise reject two equal infinities.
|
||
true
|
||
} 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()
|
||
);
|
||
}
|
||
|
||
// === Extended coverage: one wasm_bindgen_test per family ===========
|
||
//
|
||
// The bulk lifecycle test above proves the candle-input contract on a
|
||
// representative set; the cases below add a per-family spot-check so a
|
||
// regression that only manifests for a specific indicator (output shape,
|
||
// multi-output unwrap, etc.) cannot slip through.
|
||
|
||
#[wasm_bindgen_test]
|
||
fn macd_multi_output_batch_shape() {
|
||
// Family 4 — Price Oscillators. Macd emits a {macd, signal, histogram}
|
||
// record; batch returns a Float64Array packing all three components
|
||
// back-to-back. Length must be 3 * series_len.
|
||
let prices: Vec<f64> = (0..60).map(|i| 100.0 + f64::from(i) * 0.1).collect();
|
||
let batch = WasmMacd::new(12, 26, 9).expect("valid").batch(&prices);
|
||
assert_eq!(batch.length() as usize, 3 * prices.len());
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn bollinger_batch_orders_upper_mid_lower() {
|
||
// Family 5 — Bollinger emits {upper, middle, lower} per bar. On any
|
||
// ready output, upper >= middle >= lower must hold.
|
||
let prices: Vec<f64> = (0..60)
|
||
.map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 5.0)
|
||
.collect();
|
||
let batch = WasmBb::new(20, 2.0).expect("valid").batch(&prices);
|
||
// Batch layout is `[u0, m0, l0, sd0, u1, m1, l1, sd1, ...]` — four
|
||
// floats per bar (upper / middle / lower / stddev). First ready bar
|
||
// with period=20 is index 19.
|
||
let start = 19 * 4;
|
||
let upper = batch.get_index(start as u32);
|
||
let middle = batch.get_index((start + 1) as u32);
|
||
let lower = batch.get_index((start + 2) as u32);
|
||
assert!(upper.is_finite() && middle.is_finite() && lower.is_finite());
|
||
assert!(
|
||
upper >= middle,
|
||
"upper {upper} should be >= middle {middle}"
|
||
);
|
||
assert!(
|
||
middle >= lower,
|
||
"middle {middle} should be >= lower {lower}"
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn fisher_transform_streaming_roundtrip() {
|
||
// Family 10 — Ehlers / Cycle. FisherTransform compresses bounded inputs
|
||
// and is highly recursive — verify streaming runs cleanly across a sine
|
||
// wave without panic or NaN explosion after warmup.
|
||
let prices: Vec<f64> = (0..100)
|
||
.map(|i| 100.0 + (f64::from(i) * 0.2).sin() * 5.0)
|
||
.collect();
|
||
let mut ind = WasmFisherTransform::new(10).expect("valid");
|
||
let mut produced = 0usize;
|
||
for &p in &prices {
|
||
if let Some(v) = ind.update(p) {
|
||
assert!(v.is_finite(), "FisherTransform produced non-finite output");
|
||
produced += 1;
|
||
}
|
||
}
|
||
assert!(
|
||
produced > 50,
|
||
"FisherTransform should emit on most bars after warmup"
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn sharpe_ratio_reset_clears_state() {
|
||
// Family 16 — Risk / Performance. Confirms reset semantics survive the
|
||
// wasm-bindgen boundary on a metric whose state is the rolling-return
|
||
// window plus running sum / sum-of-squares.
|
||
let mut sr = WasmSharpeRatio::new(10, 0.0).expect("valid");
|
||
for i in 0..15 {
|
||
sr.update(f64::from(i) * 0.001);
|
||
}
|
||
assert!(sr.is_ready(), "SharpeRatio should be ready after warmup");
|
||
sr.reset();
|
||
assert!(
|
||
!sr.is_ready(),
|
||
"SharpeRatio should not be ready after reset"
|
||
);
|
||
assert!(
|
||
sr.update(0.001).is_none(),
|
||
"post-reset update should warmup again"
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn max_drawdown_monotone_uptrend_yields_zero_after_warmup() {
|
||
// Family 16 — Risk / Performance. Strictly-increasing equity curve has
|
||
// zero drawdown; the bounded-window MaxDrawdown should reflect that.
|
||
let mut md = WasmMaxDrawdown::new(10).expect("valid");
|
||
let mut last = None;
|
||
for i in 1..=20 {
|
||
last = md.update(f64::from(i));
|
||
}
|
||
let final_dd = last.expect("ready after 20 inputs");
|
||
assert!(
|
||
(final_dd).abs() < 1e-12,
|
||
"monotone uptrend should yield max-drawdown == 0, got {final_dd}"
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn value_at_risk_constructor_rejects_invalid() {
|
||
// Family 16 — Risk / Performance. VaR's confidence must be in (0, 1)
|
||
// and period >= 2; the constructor must surface those as JsError
|
||
// across the binding boundary.
|
||
assert!(
|
||
WasmValueAtRisk::new(1, 0.95).is_err(),
|
||
"period < 2 should reject"
|
||
);
|
||
assert!(
|
||
WasmValueAtRisk::new(20, 0.0).is_err(),
|
||
"confidence == 0 should reject"
|
||
);
|
||
assert!(
|
||
WasmValueAtRisk::new(20, 1.0).is_err(),
|
||
"confidence == 1 should reject"
|
||
);
|
||
assert!(
|
||
WasmValueAtRisk::new(20, 0.95).is_ok(),
|
||
"valid params should construct"
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn reset_returns_indicator_to_warmup() {
|
||
// Sanity across two macro-generated scalar indicators. Each must
|
||
// report `is_ready() == false` immediately after `reset()`. The
|
||
// hand-coded candle wrappers (ATR, Stoch, etc.) do not expose
|
||
// `is_ready` on the JS surface; their lifecycle is covered by
|
||
// the bulk `candle_input_streaming_matches_batch_and_lifecycle`
|
||
// test above instead.
|
||
let mut sma = WasmSma::new(5).expect("valid");
|
||
for i in 1..=10 {
|
||
sma.update(f64::from(i));
|
||
}
|
||
assert!(sma.is_ready());
|
||
sma.reset();
|
||
assert!(!sma.is_ready());
|
||
|
||
let mut ema = WasmEma::new(14).expect("valid");
|
||
for i in 1..=20 {
|
||
ema.update(f64::from(i));
|
||
}
|
||
assert!(ema.is_ready());
|
||
ema.reset();
|
||
assert!(!ema.is_ready());
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn warmup_period_matches_core_for_baseline_scalar() {
|
||
// The binding must report the same warmup as the underlying wickra-core
|
||
// indicator. Drift here would silently break "wait for first non-NaN"
|
||
// user code.
|
||
let sma = WasmSma::new(20).expect("valid");
|
||
assert_eq!(
|
||
sma.warmup_period(),
|
||
wc::Sma::new(20).expect("valid").warmup_period()
|
||
);
|
||
let ema = WasmEma::new(14).expect("valid");
|
||
assert_eq!(
|
||
ema.warmup_period(),
|
||
wc::Ema::new(14).expect("valid").warmup_period()
|
||
);
|
||
let rsi = WasmRsi::new(14).expect("valid");
|
||
assert_eq!(
|
||
rsi.warmup_period(),
|
||
wc::Rsi::new(14).expect("valid").warmup_period()
|
||
);
|
||
}
|
||
|
||
#[wasm_bindgen_test]
|
||
fn nan_input_is_rejected_without_state_mutation() {
|
||
// Non-finite input must be ignored — calling update with NaN must not
|
||
// advance the warmup counter, otherwise streaming code that fed in a
|
||
// spurious NaN would prematurely flip to ready.
|
||
let mut sma = WasmSma::new(5).expect("valid");
|
||
for _ in 0..4 {
|
||
sma.update(f64::NAN);
|
||
}
|
||
assert!(!sma.is_ready(), "NaN inputs must not advance warmup");
|
||
for i in 1..=5 {
|
||
sma.update(f64::from(i));
|
||
}
|
||
assert!(
|
||
sma.is_ready(),
|
||
"ready after 5 finite inputs even with prior NaNs"
|
||
);
|
||
}
|
||
|
||
// Streaming `update` must reproduce `batch` value-for-value for every scalar
|
||
// indicator — the core O(1) state-machine invariant. Each entry builds a
|
||
// fresh instance for the batch pass and another for the streaming pass. The
|
||
// constructor arguments mirror the (CI-passing) Node `indicators.test.js`
|
||
// factories, so they are known-valid.
|
||
macro_rules! assert_scalar_stream_eq {
|
||
($ctor:expr, $prices:expr) => {{
|
||
let prices: &[f64] = $prices;
|
||
let batch = { $ctor }.batch(prices);
|
||
let mut streaming = { $ctor };
|
||
for (i, &p) in prices.iter().enumerate() {
|
||
let b = batch.get_index(i as u32);
|
||
match streaming.update(p) {
|
||
Some(v) => assert!(
|
||
close_enough(v, b),
|
||
"{} streaming != batch at {i}: {v} vs {b}",
|
||
stringify!($ctor)
|
||
),
|
||
None => assert!(
|
||
b.is_nan(),
|
||
"{} expected NaN warmup at {i}",
|
||
stringify!($ctor)
|
||
),
|
||
}
|
||
}
|
||
}};
|
||
}
|
||
|
||
#[allow(clippy::too_many_lines)]
|
||
#[wasm_bindgen_test]
|
||
fn scalar_streaming_matches_batch_broad() {
|
||
let prices: Vec<f64> = (0..120)
|
||
.map(|i| {
|
||
let t = f64::from(i);
|
||
100.0 + (t * 0.2).sin() * 10.0 + t * 0.1
|
||
})
|
||
.collect();
|
||
let p = prices.as_slice();
|
||
|
||
// Moving averages.
|
||
assert_scalar_stream_eq!(WasmSma::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmWma::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmDema::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmTema::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmHma::new(9).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmSmma::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmTrima::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmZlema::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmT3::new(5, 0.7).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmAlma::new(9, 0.85, 6.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmMcGinleyDynamic::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmFrama::new(16).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmVidya::new(14, 9).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmJma::new(14, 0.0, 2).expect("valid"), p);
|
||
|
||
// Momentum / oscillators.
|
||
assert_scalar_stream_eq!(WasmRsi::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmRoc::new(12).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmTrix::new(9).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmMom::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCmo::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmTsi::new(25, 13).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmPmo::new(35, 20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmTii::new(20, 10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmStochRsi::new(14, 14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmDpo::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmPpo::new(12, 26).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmApo::new(12, 26).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCfo::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmStc::new(23, 50, 10, 0.5).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCoppock::new(14, 11, 10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmLaguerreRsi::new(0.5).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmConnorsRsi::new(3, 2, 100).expect("valid"), p);
|
||
|
||
// Volatility / statistics / regression.
|
||
assert_scalar_stream_eq!(WasmStdDev::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmUlcerIndex::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmHistoricalVolatility::new(20, 252).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmBollingerBandwidth::new(20, 2.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmPercentB::new(20, 2.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmLinearRegression::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmLinRegSlope::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmLinRegAngle::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmVerticalHorizontalFilter::new(28).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmZScore::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmVariance::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCoefficientOfVariation::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmSkewness::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmKurtosis::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmStandardError::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmDetrendedStdDev::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmRSquared::new(14).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmMedianAbsoluteDeviation::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmAutocorrelation::new(20, 1).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmHurstExponent::new(40, 4).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmRviVolatility::new(10).expect("valid"), p);
|
||
|
||
// Ehlers / cycle.
|
||
assert_scalar_stream_eq!(WasmSuperSmoother::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmFisherTransform::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmInverseFisherTransform::new(1.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmDecycler::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmDecyclerOscillator::new(10, 30).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmRoofingFilter::new(10, 48).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCenterOfGravity::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmCyberneticCycle::new(10).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmInstantaneousTrendline::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmEhlersStochastic::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(
|
||
WasmEmpiricalModeDecomposition::new(20, 0.5).expect("valid"),
|
||
p
|
||
);
|
||
assert_scalar_stream_eq!(WasmFama::new(0.5, 0.05).expect("valid"), p);
|
||
|
||
// Risk / performance (scalar f64 input).
|
||
assert_scalar_stream_eq!(WasmCalmarRatio::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmMaxDrawdown::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmAverageDrawdown::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmPainIndex::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmProfitFactor::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmGainLossRatio::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmKellyCriterion::new(20).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmSharpeRatio::new(20, 0.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmSortinoRatio::new(20, 0.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmOmegaRatio::new(20, 0.0).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmValueAtRisk::new(20, 0.95).expect("valid"), p);
|
||
assert_scalar_stream_eq!(WasmConditionalValueAtRisk::new(20, 0.95).expect("valid"), p);
|
||
}
|
||
|
||
// Additional invalid-constructor coverage. These wrap the same fallible core
|
||
// `new` as the Python / Node bindings, where the equivalent calls are
|
||
// confirmed to error.
|
||
#[wasm_bindgen_test]
|
||
fn additional_invalid_constructors_are_rejected() {
|
||
assert!(WasmDecyclerOscillator::new(30, 10).is_err()); // short cutoff >= long
|
||
assert!(WasmRoofingFilter::new(48, 10).is_err()); // lowpass >= highpass
|
||
assert!(WasmInverseFisherTransform::new(0.0).is_err()); // zero scale
|
||
assert!(WasmEmpiricalModeDecomposition::new(20, 0.0).is_err()); // zero fraction
|
||
}
|
||
}
|
||
// ============================== Family 15: Risk / Performance ==============================
|
||
|
||
// Most metrics need fallible `new` (period >= 2), so they're written by hand
|
||
// rather than going through `wasm_scalar_indicator!`. Single-parameter helpers
|
||
// reuse the same patterns as the rest of the file.
|
||
|
||
wasm_scalar_indicator!(WasmCalmarRatio, "CalmarRatio", wc::CalmarRatio, period: usize);
|
||
wasm_scalar_indicator!(WasmMaxDrawdown, "MaxDrawdown", wc::MaxDrawdown, period: usize);
|
||
wasm_scalar_indicator!(WasmAverageDrawdown, "AverageDrawdown", wc::AverageDrawdown, period: usize);
|
||
wasm_scalar_indicator!(WasmPainIndex, "PainIndex", wc::PainIndex, period: usize);
|
||
wasm_scalar_indicator!(WasmProfitFactor, "ProfitFactor", wc::ProfitFactor, period: usize);
|
||
wasm_scalar_indicator!(WasmGainLossRatio, "GainLossRatio", wc::GainLossRatio, period: usize);
|
||
wasm_scalar_indicator!(WasmKellyCriterion, "KellyCriterion", wc::KellyCriterion, period: usize);
|
||
wasm_scalar_indicator!(WasmSharpeRatio, "SharpeRatio", wc::SharpeRatio, period: usize, risk_free: f64);
|
||
wasm_scalar_indicator!(WasmSortinoRatio, "SortinoRatio", wc::SortinoRatio, period: usize, mar: f64);
|
||
wasm_scalar_indicator!(WasmOmegaRatio, "OmegaRatio", wc::OmegaRatio, period: usize, threshold: f64);
|
||
wasm_scalar_indicator!(WasmValueAtRisk, "ValueAtRisk", wc::ValueAtRisk, period: usize, confidence: f64);
|
||
wasm_scalar_indicator!(WasmConditionalValueAtRisk, "ConditionalValueAtRisk", wc::ConditionalValueAtRisk, period: usize, confidence: f64);
|
||
wasm_scalar_indicator!(WasmMidPoint, "MIDPOINT", wc::MidPoint, period: usize);
|
||
wasm_scalar_indicator!(WasmRocp, "ROCP", wc::Rocp, period: usize);
|
||
wasm_scalar_indicator!(WasmRocr, "ROCR", wc::Rocr, period: usize);
|
||
wasm_scalar_indicator!(WasmRocr100, "ROCR100", wc::Rocr100, period: usize);
|
||
wasm_scalar_indicator!(WasmLinRegIntercept, "LINEARREG_INTERCEPT", wc::LinRegIntercept, period: usize);
|
||
wasm_scalar_indicator!(WasmTsf, "TSF", wc::Tsf, period: usize);
|
||
|
||
// --- DrawdownDuration: u32 output, no constructor args ---
|
||
|
||
#[wasm_bindgen(js_name = DrawdownDuration)]
|
||
pub struct WasmDrawdownDuration {
|
||
inner: wc::DrawdownDuration,
|
||
}
|
||
|
||
impl Default for WasmDrawdownDuration {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = DrawdownDuration)]
|
||
impl WasmDrawdownDuration {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmDrawdownDuration {
|
||
Self {
|
||
inner: wc::DrawdownDuration::new(),
|
||
}
|
||
}
|
||
pub fn update(&mut self, value: f64) -> Option<u32> {
|
||
self.inner.update(value)
|
||
}
|
||
pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
|
||
let out: Vec<f64> = prices
|
||
.iter()
|
||
.map(|p| self.inner.update(*p).map_or(f64::NAN, f64::from))
|
||
.collect();
|
||
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()
|
||
}
|
||
}
|
||
|
||
// --- RecoveryFactor: no constructor args ---
|
||
|
||
#[wasm_bindgen(js_name = RecoveryFactor)]
|
||
pub struct WasmRecoveryFactor {
|
||
inner: wc::RecoveryFactor,
|
||
}
|
||
|
||
impl Default for WasmRecoveryFactor {
|
||
fn default() -> Self {
|
||
Self::new()
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RecoveryFactor)]
|
||
impl WasmRecoveryFactor {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new() -> WasmRecoveryFactor {
|
||
Self {
|
||
inner: wc::RecoveryFactor::new(),
|
||
}
|
||
}
|
||
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()
|
||
}
|
||
}
|
||
|
||
// --- Two-series (asset, benchmark) indicators ---
|
||
//
|
||
// Family 12 (PR #51) introduces `wasm_pair_indicator!` for Pearson / Beta /
|
||
// Spearman. Family 12 is not in main, so Family 15 writes its three pair
|
||
// wrappers by hand here; merge with PR #51 keeps the macro and re-uses it.
|
||
|
||
#[wasm_bindgen(js_name = TreynorRatio)]
|
||
pub struct WasmTreynorRatio {
|
||
inner: wc::TreynorRatio,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = TreynorRatio)]
|
||
impl WasmTreynorRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, risk_free: f64) -> Result<WasmTreynorRatio, JsError> {
|
||
Ok(Self {
|
||
inner: wc::TreynorRatio::new(period, risk_free).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
|
||
self.inner.update((asset, benchmark))
|
||
}
|
||
pub fn batch(&mut self, asset: &[f64], benchmark: &[f64]) -> Result<Float64Array, JsError> {
|
||
if asset.len() != benchmark.len() {
|
||
return Err(JsError::new("asset and benchmark must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(asset.len());
|
||
for i in 0..asset.len() {
|
||
out.push(
|
||
self.inner
|
||
.update((asset[i], benchmark[i]))
|
||
.unwrap_or(f64::NAN),
|
||
);
|
||
}
|
||
Ok(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 = InformationRatio)]
|
||
pub struct WasmInformationRatio {
|
||
inner: wc::InformationRatio,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = InformationRatio)]
|
||
impl WasmInformationRatio {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize) -> Result<WasmInformationRatio, JsError> {
|
||
Ok(Self {
|
||
inner: wc::InformationRatio::new(period).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
|
||
self.inner.update((asset, benchmark))
|
||
}
|
||
pub fn batch(&mut self, asset: &[f64], benchmark: &[f64]) -> Result<Float64Array, JsError> {
|
||
if asset.len() != benchmark.len() {
|
||
return Err(JsError::new("asset and benchmark must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(asset.len());
|
||
for i in 0..asset.len() {
|
||
out.push(
|
||
self.inner
|
||
.update((asset[i], benchmark[i]))
|
||
.unwrap_or(f64::NAN),
|
||
);
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|
||
|
||
// ============================== Alt-Chart Bars ==============================
|
||
//
|
||
// Bar builders consume close prices and emit a variable number of completed bars
|
||
// per input. `update(close)` returns a JS array of the bars finished on that
|
||
// close; `batch` returns all completed bars concatenated.
|
||
|
||
#[wasm_bindgen(js_name = RenkoBars)]
|
||
pub struct WasmRenkoBars {
|
||
inner: wc::RenkoBars,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = RenkoBars)]
|
||
impl WasmRenkoBars {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(box_size: f64) -> Result<WasmRenkoBars, JsError> {
|
||
Ok(Self {
|
||
inner: wc::RenkoBars::new(box_size).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns an array of `{ open, close, direction }` bricks completed on this close.
|
||
pub fn update(&mut self, close: f64) -> Result<Array, JsError> {
|
||
let candle = wc::Candle::new(close, close, close, close, 1.0, 0).map_err(map_err)?;
|
||
let arr = Array::new();
|
||
for b in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"open".into(), &b.open.into()).ok();
|
||
Reflect::set(&obj, &"close".into(), &b.close.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(b.direction).into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
Ok(arr)
|
||
}
|
||
pub fn batch(&mut self, close: &[f64]) -> Result<Array, JsError> {
|
||
let arr = Array::new();
|
||
for &price in close {
|
||
let candle = wc::Candle::new(price, price, price, price, 1.0, 0).map_err(map_err)?;
|
||
for b in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"open".into(), &b.open.into()).ok();
|
||
Reflect::set(&obj, &"close".into(), &b.close.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(b.direction).into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
}
|
||
Ok(arr)
|
||
}
|
||
#[wasm_bindgen(js_name = boxSize)]
|
||
pub fn box_size(&self) -> f64 {
|
||
self.inner.box_size()
|
||
}
|
||
pub fn reset(&mut self) {
|
||
self.inner.reset();
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = KagiBars)]
|
||
pub struct WasmKagiBars {
|
||
inner: wc::KagiBars,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = KagiBars)]
|
||
impl WasmKagiBars {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(reversal: f64) -> Result<WasmKagiBars, JsError> {
|
||
Ok(Self {
|
||
inner: wc::KagiBars::new(reversal).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns an array of `{ start, end, direction }` segments completed on this close.
|
||
pub fn update(&mut self, close: f64) -> Result<Array, JsError> {
|
||
let candle = wc::Candle::new(close, close, close, close, 1.0, 0).map_err(map_err)?;
|
||
let arr = Array::new();
|
||
for b in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"start".into(), &b.start.into()).ok();
|
||
Reflect::set(&obj, &"end".into(), &b.end.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(b.direction).into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
Ok(arr)
|
||
}
|
||
pub fn batch(&mut self, close: &[f64]) -> Result<Array, JsError> {
|
||
let arr = Array::new();
|
||
for &price in close {
|
||
let candle = wc::Candle::new(price, price, price, price, 1.0, 0).map_err(map_err)?;
|
||
for b in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"start".into(), &b.start.into()).ok();
|
||
Reflect::set(&obj, &"end".into(), &b.end.into()).ok();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(b.direction).into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
}
|
||
Ok(arr)
|
||
}
|
||
pub fn reversal(&self) -> f64 {
|
||
self.inner.reversal()
|
||
}
|
||
pub fn reset(&mut self) {
|
||
self.inner.reset();
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = PointAndFigureBars)]
|
||
pub struct WasmPointAndFigureBars {
|
||
inner: wc::PointAndFigureBars,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = PointAndFigureBars)]
|
||
impl WasmPointAndFigureBars {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(box_size: f64, reversal: usize) -> Result<WasmPointAndFigureBars, JsError> {
|
||
Ok(Self {
|
||
inner: wc::PointAndFigureBars::new(box_size, reversal).map_err(map_err)?,
|
||
})
|
||
}
|
||
/// Returns an array of `{ direction, high, low }` columns completed on this close.
|
||
pub fn update(&mut self, close: f64) -> Result<Array, JsError> {
|
||
let candle = wc::Candle::new(close, close, close, close, 1.0, 0).map_err(map_err)?;
|
||
let arr = Array::new();
|
||
for col in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(col.direction).into()).ok();
|
||
Reflect::set(&obj, &"high".into(), &col.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &col.low.into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
Ok(arr)
|
||
}
|
||
pub fn batch(&mut self, close: &[f64]) -> Result<Array, JsError> {
|
||
let arr = Array::new();
|
||
for &price in close {
|
||
let candle = wc::Candle::new(price, price, price, price, 1.0, 0).map_err(map_err)?;
|
||
for col in self.inner.update(candle) {
|
||
let obj = Object::new();
|
||
Reflect::set(&obj, &"direction".into(), &f64::from(col.direction).into()).ok();
|
||
Reflect::set(&obj, &"high".into(), &col.high.into()).ok();
|
||
Reflect::set(&obj, &"low".into(), &col.low.into()).ok();
|
||
arr.push(&obj);
|
||
}
|
||
}
|
||
Ok(arr)
|
||
}
|
||
#[wasm_bindgen(js_name = boxSize)]
|
||
pub fn box_size(&self) -> f64 {
|
||
self.inner.box_size()
|
||
}
|
||
pub fn reversal(&self) -> usize {
|
||
self.inner.reversal()
|
||
}
|
||
pub fn reset(&mut self) {
|
||
self.inner.reset();
|
||
}
|
||
}
|
||
|
||
#[wasm_bindgen(js_name = Alpha)]
|
||
pub struct WasmAlpha {
|
||
inner: wc::Alpha,
|
||
}
|
||
|
||
#[wasm_bindgen(js_class = Alpha)]
|
||
impl WasmAlpha {
|
||
#[wasm_bindgen(constructor)]
|
||
pub fn new(period: usize, risk_free: f64) -> Result<WasmAlpha, JsError> {
|
||
Ok(Self {
|
||
inner: wc::Alpha::new(period, risk_free).map_err(map_err)?,
|
||
})
|
||
}
|
||
pub fn update(&mut self, asset: f64, benchmark: f64) -> Option<f64> {
|
||
self.inner.update((asset, benchmark))
|
||
}
|
||
pub fn batch(&mut self, asset: &[f64], benchmark: &[f64]) -> Result<Float64Array, JsError> {
|
||
if asset.len() != benchmark.len() {
|
||
return Err(JsError::new("asset and benchmark must be equal length"));
|
||
}
|
||
let mut out = Vec::with_capacity(asset.len());
|
||
for i in 0..asset.len() {
|
||
out.push(
|
||
self.inner
|
||
.update((asset[i], benchmark[i]))
|
||
.unwrap_or(f64::NAN),
|
||
);
|
||
}
|
||
Ok(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()
|
||
}
|
||
}
|