efcd6216c1
The rolling-window VWAP indicator (`wickra_core::RollingVwap`) was only available in the Rust crate, even though the README's Volume-family table already advertised "VWAP (cumulative + rolling)" as a cross- language feature. Users on Python, Node or in the browser had to fall back to the cumulative `VWAP` or re-implement the rolling variant themselves. This commit closes the gap end-to-end: - Python: `wickra.RollingVWAP(period)` — same constructor / `update` / `batch` / `reset` / `is_ready` / `warmup_period` surface as `VWAP`, plus a `period` property and a typed `__repr__`. The `__init__.py` re-exports it and `__all__` lists it; the `.pyi` stub matches. - Node: `RollingVWAP(period)` — napi class with the same lifecycle, exported from `index.js` and declared in `index.d.ts`. - WASM: `RollingVWAP(period)` — wasm-bindgen class with the same `Float64Array` I/O as `VWAP`. Tests added: - Python: `test_rolling_vwap_streaming_matches_batch` — exercises `update == batch` plus the full lifecycle on the shared OHLC fixture. - Node: `RollingVWAP` row in the `candleScalar` parity table — covered by the generic streaming-vs-batch + lifecycle harness. - WASM: dedicated `wasm-bindgen-test` mirrors the Python test. The wiki page `Indicator-Vwap.md` drops the "Rust-only" caveat and gains Python / Node / WASM examples.
2984 lines
79 KiB
Rust
2984 lines
79 KiB
Rust
//! Node.js bindings for Wickra via napi-rs.
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//!
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//! Build with:
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//! ```text
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//! cd bindings/node && npm install && npm run build
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//! ```
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//!
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//! Then `require("@wickra/wickra")` from Node.
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#![allow(clippy::needless_pass_by_value)]
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#![allow(missing_debug_implementations)] // napi-derive auto-generates the Node-facing types.
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#![allow(clippy::unused_self)]
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#![allow(clippy::missing_const_for_fn)]
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use napi::Error as NapiError;
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use napi::Status;
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use napi_derive::napi;
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use wickra_core as wc;
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use wickra_core::{BatchExt, Indicator};
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fn map_err(e: wc::Error) -> NapiError {
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NapiError::new(Status::InvalidArg, e.to_string())
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}
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/// Helper for the scalar-indicator macro only. Scalar `new` functions can fail
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/// solely on `period == 0`, which `clamp_period` already rules out, so the
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/// `Result` is provably `Ok` here. Candle indicators and the multi-parameter
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/// indicators have genuinely fallible parameters and instead use fallible
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/// `#[napi(constructor)]`s that return `napi::Result<Self>` and throw a JS error.
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fn must<T>(r: Result<T, wc::Error>) -> T {
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r.expect("wickra: scalar indicator parameter clamped to a valid range")
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}
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/// Clamp a period parameter so the underlying indicator never sees zero. JS
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/// callers who pass `0` get a window of `1` instead of a thrown exception —
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/// effectively a pass-through indicator that still produces valid outputs.
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const fn clamp_period(p: u32) -> usize {
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if p == 0 {
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1
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} else {
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p as usize
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}
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}
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fn flatten(v: Vec<Option<f64>>) -> Vec<f64> {
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v.into_iter().map(|x| x.unwrap_or(f64::NAN)).collect()
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}
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/// Library version (matches the Rust crate version).
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#[napi]
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pub fn version() -> String {
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env!("CARGO_PKG_VERSION").to_string()
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}
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// ============================== Scalar indicators ==============================
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macro_rules! node_scalar_indicator {
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($wrapper:ident, $node_name:literal, $rust_ty:ty) => {
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#[napi(js_name = $node_name)]
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pub struct $wrapper {
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inner: $rust_ty,
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}
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#[napi]
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impl $wrapper {
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#[napi(constructor)]
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pub fn new(period: u32) -> Self {
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Self {
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inner: must(<$rust_ty>::new(clamp_period(period))),
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}
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<f64> {
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self.inner.update(value)
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}
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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flatten(self.inner.batch(&prices))
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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};
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}
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node_scalar_indicator!(SmaNode, "SMA", wc::Sma);
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node_scalar_indicator!(EmaNode, "EMA", wc::Ema);
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node_scalar_indicator!(WmaNode, "WMA", wc::Wma);
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node_scalar_indicator!(RsiNode, "RSI", wc::Rsi);
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node_scalar_indicator!(DemaNode, "DEMA", wc::Dema);
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node_scalar_indicator!(TemaNode, "TEMA", wc::Tema);
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node_scalar_indicator!(HmaNode, "HMA", wc::Hma);
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node_scalar_indicator!(RocNode, "ROC", wc::Roc);
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node_scalar_indicator!(TrixNode, "TRIX", wc::Trix);
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node_scalar_indicator!(SmmaNode, "SMMA", wc::Smma);
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node_scalar_indicator!(TrimaNode, "TRIMA", wc::Trima);
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node_scalar_indicator!(ZlemaNode, "ZLEMA", wc::Zlema);
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node_scalar_indicator!(MomNode, "MOM", wc::Mom);
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node_scalar_indicator!(CmoNode, "CMO", wc::Cmo);
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node_scalar_indicator!(DpoNode, "DPO", wc::Dpo);
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node_scalar_indicator!(StdDevNode, "StdDev", wc::StdDev);
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node_scalar_indicator!(UlcerIndexNode, "UlcerIndex", wc::UlcerIndex);
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node_scalar_indicator!(
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VerticalHorizontalFilterNode,
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"VerticalHorizontalFilter",
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wc::VerticalHorizontalFilter
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);
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node_scalar_indicator!(ZScoreNode, "ZScore", wc::ZScore);
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// ============================== MACD ==============================
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/// MACD triple: macd line, signal line, histogram.
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#[napi(object)]
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pub struct MacdValue {
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pub macd: f64,
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pub signal: f64,
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pub histogram: f64,
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}
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#[napi(js_name = "MACD")]
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pub struct MacdNode {
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inner: wc::MacdIndicator,
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}
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#[napi]
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impl MacdNode {
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#[napi(constructor)]
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pub fn new(fast: u32, slow: u32, signal: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::MacdIndicator::new(fast as usize, slow as usize, signal as usize)
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.map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<MacdValue> {
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self.inner.update(value).map(|o| MacdValue {
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macd: o.macd,
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signal: o.signal,
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histogram: o.histogram,
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})
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}
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/// Batch over a price array. Returns a flat array of length `3 * n`,
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/// interleaved per row as `[macd0, signal0, histogram0, macd1, ...]`.
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/// Read column `j` of row `i` as `result[i * 3 + j]`. Warmup rows are `NaN`.
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 3];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 3] = o.macd;
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out[i * 3 + 1] = o.signal;
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out[i * 3 + 2] = o.histogram;
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}
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}
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out
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Bollinger ==============================
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#[napi(object)]
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pub struct BollingerValue {
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pub upper: f64,
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pub middle: f64,
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pub lower: f64,
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pub stddev: f64,
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}
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#[napi(js_name = "BollingerBands")]
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pub struct BollingerNode {
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inner: wc::BollingerBands,
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}
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#[napi]
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impl BollingerNode {
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#[napi(constructor)]
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pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::BollingerBands::new(period as usize, multiplier).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, value: f64) -> Option<BollingerValue> {
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self.inner.update(value).map(|o| BollingerValue {
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upper: o.upper,
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middle: o.middle,
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lower: o.lower,
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stddev: o.stddev,
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})
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}
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/// Batch over a price array. Returns a flat array of length `4 * n`,
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/// interleaved per row as `[upper0, middle0, lower0, stddev0, upper1, ...]`.
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/// Read column `j` of row `i` as `result[i * 4 + j]`. Warmup rows are `NaN`.
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#[napi]
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pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
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let mut out = vec![f64::NAN; prices.len() * 4];
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for (i, p) in prices.iter().enumerate() {
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if let Some(o) = self.inner.update(*p) {
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out[i * 4] = o.upper;
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out[i * 4 + 1] = o.middle;
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out[i * 4 + 2] = o.lower;
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out[i * 4 + 3] = o.stddev;
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}
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}
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out
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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// ============================== Candle-input helpers ==============================
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fn cnd(h: f64, l: f64, c: f64, v: f64) -> napi::Result<wc::Candle> {
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wc::Candle::new(c, h, l, c, v, 0).map_err(map_err)
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}
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#[napi(js_name = "ATR")]
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pub struct AtrNode {
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inner: wc::Atr,
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}
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#[napi]
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impl AtrNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Atr::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(object)]
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pub struct StochValue {
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pub k: f64,
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pub d: f64,
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}
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#[napi(js_name = "Stochastic")]
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pub struct StochNode {
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inner: wc::Stochastic,
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}
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#[napi]
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impl StochNode {
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#[napi(constructor)]
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pub fn new(k_period: u32, d_period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::Stochastic::new(k_period as usize, d_period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<StochValue>> {
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Ok(self
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.inner
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.update(cnd(high, low, close, 0.0)?)
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.map(|o| StochValue { k: o.k, d: o.d }))
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}
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#[napi]
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pub fn batch(
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&mut self,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"high, low, close must be equal length".to_string(),
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));
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}
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let n = high.len();
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let mut out = vec![f64::NAN; n * 2];
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for i in 0..n {
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if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
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out[i * 2] = o.k;
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out[i * 2 + 1] = o.d;
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}
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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#[napi(js_name = "OBV")]
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pub struct ObvNode {
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inner: wc::Obv,
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}
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impl Default for ObvNode {
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fn default() -> Self {
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Self::new()
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}
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}
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#[napi]
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impl ObvNode {
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#[napi(constructor)]
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pub fn new() -> Self {
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Self {
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inner: wc::Obv::new(),
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}
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}
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#[napi]
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pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(close, close, close, volume)?))
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}
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#[napi]
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pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
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if close.len() != volume.len() {
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return Err(NapiError::from_reason(
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"close and volume must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(close.len());
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for i in 0..close.len() {
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out.push(
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self.inner
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.update(cnd(close[i], close[i], close[i], volume[i])?)
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.unwrap_or(f64::NAN),
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);
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}
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Ok(out)
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}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
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|
}
|
|
}
|
|
|
|
#[napi(object)]
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|
pub struct AdxValue {
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|
#[napi(js_name = "plusDi")]
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|
pub plus_di: f64,
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|
#[napi(js_name = "minusDi")]
|
|
pub minus_di: f64,
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|
pub adx: f64,
|
|
}
|
|
|
|
#[napi(js_name = "ADX")]
|
|
pub struct AdxNode {
|
|
inner: wc::Adx,
|
|
}
|
|
|
|
#[napi]
|
|
impl AdxNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Adx::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<AdxValue>> {
|
|
Ok(self
|
|
.inner
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|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| AdxValue {
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|
plus_di: o.plus_di,
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|
minus_di: o.minus_di,
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|
adx: o.adx,
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}))
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|
}
|
|
#[napi]
|
|
pub fn batch(
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|
&mut self,
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|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 3] = o.plus_di;
|
|
out[i * 3 + 1] = o.minus_di;
|
|
out[i * 3 + 2] = o.adx;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "CCI")]
|
|
pub struct CciNode {
|
|
inner: wc::Cci,
|
|
}
|
|
#[napi]
|
|
impl CciNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Cci::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "WilliamsR")]
|
|
pub struct WilliamsRNode {
|
|
inner: wc::WilliamsR,
|
|
}
|
|
#[napi]
|
|
impl WilliamsRNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::WilliamsR::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "MFI")]
|
|
pub struct MfiNode {
|
|
inner: wc::Mfi,
|
|
}
|
|
#[napi]
|
|
impl MfiNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Mfi::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "PSAR")]
|
|
pub struct PsarNode {
|
|
inner: wc::Psar,
|
|
}
|
|
#[napi]
|
|
impl PsarNode {
|
|
#[napi(constructor)]
|
|
pub fn new(af_start: f64, af_step: f64, af_max: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Psar::new(af_start, af_step, af_max).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(object)]
|
|
pub struct KeltnerValue {
|
|
pub upper: f64,
|
|
pub middle: f64,
|
|
pub lower: f64,
|
|
}
|
|
|
|
#[napi(js_name = "Keltner")]
|
|
pub struct KeltnerNode {
|
|
inner: wc::Keltner,
|
|
}
|
|
#[napi]
|
|
impl KeltnerNode {
|
|
#[napi(constructor)]
|
|
pub fn new(ema_period: u32, atr_period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Keltner::new(ema_period as usize, atr_period as usize, multiplier)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
) -> napi::Result<Option<KeltnerValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| KeltnerValue {
|
|
upper: o.upper,
|
|
middle: o.middle,
|
|
lower: o.lower,
|
|
}))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 3] = o.upper;
|
|
out[i * 3 + 1] = o.middle;
|
|
out[i * 3 + 2] = o.lower;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(object)]
|
|
pub struct DonchianValue {
|
|
pub upper: f64,
|
|
pub middle: f64,
|
|
pub lower: f64,
|
|
}
|
|
|
|
#[napi(js_name = "Donchian")]
|
|
pub struct DonchianNode {
|
|
inner: wc::Donchian,
|
|
}
|
|
#[napi]
|
|
impl DonchianNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Donchian::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<DonchianValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, low, 0.0)?)
|
|
.map(|o| DonchianValue {
|
|
upper: o.upper,
|
|
middle: o.middle,
|
|
lower: o.lower,
|
|
}))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 3];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
|
|
out[i * 3] = o.upper;
|
|
out[i * 3 + 1] = o.middle;
|
|
out[i * 3 + 2] = o.lower;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "VWAP")]
|
|
pub struct VwapNode {
|
|
inner: wc::Vwap,
|
|
}
|
|
impl Default for VwapNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
#[napi]
|
|
impl VwapNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::Vwap::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "RollingVWAP")]
|
|
pub struct RollingVwapNode {
|
|
inner: wc::RollingVwap,
|
|
}
|
|
#[napi]
|
|
impl RollingVwapNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::RollingVwap::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi(getter)]
|
|
pub fn period(&self) -> u32 {
|
|
self.inner.period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "AwesomeOscillator")]
|
|
pub struct AoNode {
|
|
inner: wc::AwesomeOscillator,
|
|
}
|
|
#[napi]
|
|
impl AoNode {
|
|
#[napi(constructor)]
|
|
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::AwesomeOscillator::new(fast as usize, slow as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(object)]
|
|
pub struct AroonValue {
|
|
pub up: f64,
|
|
pub down: f64,
|
|
}
|
|
|
|
#[napi(js_name = "Aroon")]
|
|
pub struct AroonNode {
|
|
inner: wc::Aroon,
|
|
}
|
|
#[napi]
|
|
impl AroonNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Aroon::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<AroonValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, low, 0.0)?)
|
|
.map(|o| AroonValue {
|
|
up: o.up,
|
|
down: o.down,
|
|
}))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], low[i], 0.0)?) {
|
|
out[i * 2] = o.up;
|
|
out[i * 2 + 1] = o.down;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "KAMA")]
|
|
pub struct KamaNode {
|
|
inner: wc::Kama,
|
|
}
|
|
#[napi]
|
|
impl KamaNode {
|
|
#[napi(constructor)]
|
|
pub fn new(er_period: u32, fast: u32, slow: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Kama::new(er_period as usize, fast as usize, slow as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
}
|
|
|
|
// ============================== T3 ==============================
|
|
|
|
#[napi(js_name = "T3")]
|
|
pub struct T3Node {
|
|
inner: wc::T3,
|
|
}
|
|
|
|
#[napi]
|
|
impl T3Node {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, v: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::T3::new(period as usize, v).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== TSI ==============================
|
|
|
|
#[napi(js_name = "TSI")]
|
|
pub struct TsiNode {
|
|
inner: wc::Tsi,
|
|
}
|
|
|
|
#[napi]
|
|
impl TsiNode {
|
|
#[napi(constructor)]
|
|
pub fn new(long: u32, short: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Tsi::new(long as usize, short as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== PMO ==============================
|
|
|
|
#[napi(js_name = "PMO")]
|
|
pub struct PmoNode {
|
|
inner: wc::Pmo,
|
|
}
|
|
|
|
#[napi]
|
|
impl PmoNode {
|
|
#[napi(constructor)]
|
|
pub fn new(smoothing1: u32, smoothing2: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Pmo::new(smoothing1 as usize, smoothing2 as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== VWMA ==============================
|
|
|
|
// ============================== ADL ==============================
|
|
|
|
#[napi(js_name = "ADL")]
|
|
pub struct AdlNode {
|
|
inner: wc::Adl,
|
|
}
|
|
|
|
impl Default for AdlNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl AdlNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::Adl::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Volume-Price Trend ==============================
|
|
|
|
#[napi(js_name = "VolumePriceTrend")]
|
|
pub struct VolumePriceTrendNode {
|
|
inner: wc::VolumePriceTrend,
|
|
}
|
|
|
|
impl Default for VolumePriceTrendNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl VolumePriceTrendNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::VolumePriceTrend::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(close, close, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"close and volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(close.len());
|
|
for i in 0..close.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(close[i], close[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Chaikin Money Flow ==============================
|
|
|
|
#[napi(js_name = "ChaikinMoneyFlow")]
|
|
pub struct ChaikinMoneyFlowNode {
|
|
inner: wc::ChaikinMoneyFlow,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChaikinMoneyFlowNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChaikinMoneyFlow::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Chaikin Oscillator ==============================
|
|
|
|
#[napi(js_name = "ChaikinOscillator")]
|
|
pub struct ChaikinOscillatorNode {
|
|
inner: wc::ChaikinOscillator,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChaikinOscillatorNode {
|
|
#[napi(constructor)]
|
|
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChaikinOscillator::new(fast as usize, slow as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
volume: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() || close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Force Index ==============================
|
|
|
|
#[napi(js_name = "ForceIndex")]
|
|
pub struct ForceIndexNode {
|
|
inner: wc::ForceIndex,
|
|
}
|
|
|
|
#[napi]
|
|
impl ForceIndexNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ForceIndex::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(close, close, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"close and volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(close.len());
|
|
for i in 0..close.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(close[i], close[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Ease of Movement ==============================
|
|
|
|
#[napi(js_name = "EaseOfMovement")]
|
|
pub struct EaseOfMovementNode {
|
|
inner: wc::EaseOfMovement,
|
|
}
|
|
|
|
#[napi]
|
|
impl EaseOfMovementNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, divisor: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::EaseOfMovement::with_divisor(period as usize, divisor).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, volume: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
volume: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== SuperTrend ==============================
|
|
|
|
#[napi(object)]
|
|
pub struct SuperTrendValue {
|
|
pub value: f64,
|
|
pub direction: f64,
|
|
}
|
|
|
|
#[napi(js_name = "SuperTrend")]
|
|
pub struct SuperTrendNode {
|
|
inner: wc::SuperTrend,
|
|
}
|
|
|
|
#[napi]
|
|
impl SuperTrendNode {
|
|
#[napi(constructor)]
|
|
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::SuperTrend::new(atr_period as usize, multiplier).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
) -> napi::Result<Option<SuperTrendValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| SuperTrendValue {
|
|
value: o.value,
|
|
direction: o.direction,
|
|
}))
|
|
}
|
|
/// Returns `[value0, direction0, value1, direction1, ...]`, length `2 * n`.
|
|
/// Warmup positions are `NaN`.
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 2] = o.value;
|
|
out[i * 2 + 1] = o.direction;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Chandelier Exit ==============================
|
|
|
|
#[napi(object)]
|
|
pub struct ChandelierExitValue {
|
|
pub long_stop: f64,
|
|
pub short_stop: f64,
|
|
}
|
|
|
|
#[napi(js_name = "ChandelierExit")]
|
|
pub struct ChandelierExitNode {
|
|
inner: wc::ChandelierExit,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChandelierExitNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChandelierExit::new(period as usize, multiplier).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
) -> napi::Result<Option<ChandelierExitValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| ChandelierExitValue {
|
|
long_stop: o.long_stop,
|
|
short_stop: o.short_stop,
|
|
}))
|
|
}
|
|
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
|
|
/// positions are `NaN`.
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 2] = o.long_stop;
|
|
out[i * 2 + 1] = o.short_stop;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Chande Kroll Stop ==============================
|
|
|
|
#[napi(object)]
|
|
pub struct ChandeKrollStopValue {
|
|
pub stop_long: f64,
|
|
pub stop_short: f64,
|
|
}
|
|
|
|
#[napi(js_name = "ChandeKrollStop")]
|
|
pub struct ChandeKrollStopNode {
|
|
inner: wc::ChandeKrollStop,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChandeKrollStopNode {
|
|
#[napi(constructor)]
|
|
pub fn new(atr_period: u32, atr_multiplier: f64, stop_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChandeKrollStop::new(
|
|
atr_period as usize,
|
|
atr_multiplier,
|
|
stop_period as usize,
|
|
)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
) -> napi::Result<Option<ChandeKrollStopValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| ChandeKrollStopValue {
|
|
stop_long: o.stop_long,
|
|
stop_short: o.stop_short,
|
|
}))
|
|
}
|
|
/// Returns `[long0, short0, long1, short1, ...]`, length `2 * n`. Warmup
|
|
/// positions are `NaN`.
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 2] = o.stop_long;
|
|
out[i * 2 + 1] = o.stop_short;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== ATR Trailing Stop ==============================
|
|
|
|
#[napi(js_name = "AtrTrailingStop")]
|
|
pub struct AtrTrailingStopNode {
|
|
inner: wc::AtrTrailingStop,
|
|
}
|
|
|
|
#[napi]
|
|
impl AtrTrailingStopNode {
|
|
#[napi(constructor)]
|
|
pub fn new(atr_period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::AtrTrailingStop::new(atr_period as usize, multiplier).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Typical Price ==============================
|
|
|
|
#[napi(js_name = "TypicalPrice")]
|
|
pub struct TypicalPriceNode {
|
|
inner: wc::TypicalPrice,
|
|
}
|
|
|
|
impl Default for TypicalPriceNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl TypicalPriceNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::TypicalPrice::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Median Price ==============================
|
|
|
|
#[napi(js_name = "MedianPrice")]
|
|
pub struct MedianPriceNode {
|
|
inner: wc::MedianPrice,
|
|
}
|
|
|
|
impl Default for MedianPriceNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl MedianPriceNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::MedianPrice::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Weighted Close ==============================
|
|
|
|
#[napi(js_name = "WeightedClose")]
|
|
pub struct WeightedCloseNode {
|
|
inner: wc::WeightedClose,
|
|
}
|
|
|
|
impl Default for WeightedCloseNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl WeightedCloseNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::WeightedClose::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Linear Regression ==============================
|
|
|
|
#[napi(js_name = "LinearRegression")]
|
|
pub struct LinearRegressionNode {
|
|
inner: wc::LinearRegression,
|
|
}
|
|
|
|
#[napi]
|
|
impl LinearRegressionNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::LinearRegression::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Linear Regression Slope ==============================
|
|
|
|
#[napi(js_name = "LinRegSlope")]
|
|
pub struct LinRegSlopeNode {
|
|
inner: wc::LinRegSlope,
|
|
}
|
|
|
|
#[napi]
|
|
impl LinRegSlopeNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::LinRegSlope::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Accelerator Oscillator ==============================
|
|
|
|
#[napi(js_name = "AcceleratorOscillator")]
|
|
pub struct AcceleratorOscillatorNode {
|
|
inner: wc::AcceleratorOscillator,
|
|
}
|
|
|
|
#[napi]
|
|
impl AcceleratorOscillatorNode {
|
|
#[napi(constructor)]
|
|
pub fn new(ao_fast: u32, ao_slow: u32, signal_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::AcceleratorOscillator::new(
|
|
ao_fast as usize,
|
|
ao_slow as usize,
|
|
signal_period as usize,
|
|
)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Balance of Power ==============================
|
|
|
|
#[napi(js_name = "BalanceOfPower")]
|
|
pub struct BalanceOfPowerNode {
|
|
inner: wc::BalanceOfPower,
|
|
}
|
|
|
|
impl Default for BalanceOfPowerNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl BalanceOfPowerNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::BalanceOfPower::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(
|
|
&mut self,
|
|
open: f64,
|
|
high: f64,
|
|
low: f64,
|
|
close: f64,
|
|
) -> napi::Result<Option<f64>> {
|
|
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
|
|
Ok(self.inner.update(candle))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
open: Vec<f64>,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"open, high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(open.len());
|
|
for i in 0..open.len() {
|
|
let candle =
|
|
wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0).map_err(map_err)?;
|
|
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Choppiness Index ==============================
|
|
|
|
#[napi(js_name = "ChoppinessIndex")]
|
|
pub struct ChoppinessIndexNode {
|
|
inner: wc::ChoppinessIndex,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChoppinessIndexNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChoppinessIndex::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== True Range ==============================
|
|
|
|
#[napi(js_name = "TrueRange")]
|
|
pub struct TrueRangeNode {
|
|
inner: wc::TrueRange,
|
|
}
|
|
|
|
impl Default for TrueRangeNode {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
#[napi]
|
|
impl TrueRangeNode {
|
|
#[napi(constructor)]
|
|
pub fn new() -> Self {
|
|
Self {
|
|
inner: wc::TrueRange::new(),
|
|
}
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Chaikin Volatility ==============================
|
|
|
|
#[napi(js_name = "ChaikinVolatility")]
|
|
pub struct ChaikinVolatilityNode {
|
|
inner: wc::ChaikinVolatility,
|
|
}
|
|
|
|
#[napi]
|
|
impl ChaikinVolatilityNode {
|
|
#[napi(constructor)]
|
|
pub fn new(ema_period: u32, roc_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::ChaikinVolatility::new(ema_period as usize, roc_period as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Linear Regression Angle ==============================
|
|
|
|
#[napi(js_name = "LinRegAngle")]
|
|
pub struct LinRegAngleNode {
|
|
inner: wc::LinRegAngle,
|
|
}
|
|
|
|
#[napi]
|
|
impl LinRegAngleNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::LinRegAngle::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Bollinger Bandwidth ==============================
|
|
|
|
#[napi(js_name = "BollingerBandwidth")]
|
|
pub struct BollingerBandwidthNode {
|
|
inner: wc::BollingerBandwidth,
|
|
}
|
|
|
|
#[napi]
|
|
impl BollingerBandwidthNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::BollingerBandwidth::new(period as usize, multiplier).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Percent B ==============================
|
|
|
|
#[napi(js_name = "PercentB")]
|
|
pub struct PercentBNode {
|
|
inner: wc::PercentB,
|
|
}
|
|
|
|
#[napi]
|
|
impl PercentBNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, multiplier: f64) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::PercentB::new(period as usize, multiplier).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== NATR ==============================
|
|
|
|
#[napi(js_name = "NATR")]
|
|
pub struct NatrNode {
|
|
inner: wc::Natr,
|
|
}
|
|
|
|
#[napi]
|
|
impl NatrNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Natr::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Historical Volatility ==============================
|
|
|
|
#[napi(js_name = "HistoricalVolatility")]
|
|
pub struct HistoricalVolatilityNode {
|
|
inner: wc::HistoricalVolatility,
|
|
}
|
|
|
|
#[napi]
|
|
impl HistoricalVolatilityNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32, trading_periods: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::HistoricalVolatility::new(period as usize, trading_periods as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Aroon Oscillator ==============================
|
|
|
|
#[napi(js_name = "AroonOscillator")]
|
|
pub struct AroonOscillatorNode {
|
|
inner: wc::AroonOscillator,
|
|
}
|
|
|
|
#[napi]
|
|
impl AroonOscillatorNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::AroonOscillator::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Vortex ==============================
|
|
|
|
/// Vortex Indicator pair: `VI+` and `VI-`.
|
|
#[napi(object)]
|
|
pub struct VortexValue {
|
|
pub plus: f64,
|
|
pub minus: f64,
|
|
}
|
|
|
|
#[napi(js_name = "Vortex")]
|
|
pub struct VortexNode {
|
|
inner: wc::Vortex,
|
|
}
|
|
|
|
#[napi]
|
|
impl VortexNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Vortex::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<VortexValue>> {
|
|
Ok(self
|
|
.inner
|
|
.update(cnd(high, low, close, 0.0)?)
|
|
.map(|o| VortexValue {
|
|
plus: o.plus,
|
|
minus: o.minus,
|
|
}))
|
|
}
|
|
/// Returns `[plus0, minus0, plus1, minus1, ...]`, length `2 * n`. Warmup is NaN.
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let n = high.len();
|
|
let mut out = vec![f64::NAN; n * 2];
|
|
for i in 0..n {
|
|
if let Some(o) = self.inner.update(cnd(high[i], low[i], close[i], 0.0)?) {
|
|
out[i * 2] = o.plus;
|
|
out[i * 2 + 1] = o.minus;
|
|
}
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Mass Index ==============================
|
|
|
|
#[napi(js_name = "MassIndex")]
|
|
pub struct MassIndexNode {
|
|
inner: wc::MassIndex,
|
|
}
|
|
|
|
#[napi]
|
|
impl MassIndexNode {
|
|
#[napi(constructor)]
|
|
pub fn new(ema_period: u32, sum_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::MassIndex::new(ema_period as usize, sum_period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, low, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, high: Vec<f64>, low: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high and low must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], low[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== StochRSI ==============================
|
|
|
|
#[napi(js_name = "StochRSI")]
|
|
pub struct StochRsiNode {
|
|
inner: wc::StochRsi,
|
|
}
|
|
|
|
#[napi]
|
|
impl StochRsiNode {
|
|
#[napi(constructor)]
|
|
pub fn new(rsi_period: u32, stoch_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::StochRsi::new(rsi_period as usize, stoch_period as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Ultimate Oscillator ==============================
|
|
|
|
#[napi(js_name = "UltimateOscillator")]
|
|
pub struct UltimateOscillatorNode {
|
|
inner: wc::UltimateOscillator,
|
|
}
|
|
|
|
#[napi]
|
|
impl UltimateOscillatorNode {
|
|
#[napi(constructor)]
|
|
pub fn new(short: u32, mid: u32, long: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::UltimateOscillator::new(short as usize, mid as usize, long as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(high, low, close, 0.0)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(
|
|
&mut self,
|
|
high: Vec<f64>,
|
|
low: Vec<f64>,
|
|
close: Vec<f64>,
|
|
) -> napi::Result<Vec<f64>> {
|
|
if high.len() != low.len() || low.len() != close.len() {
|
|
return Err(NapiError::from_reason(
|
|
"high, low, close must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(high.len());
|
|
for i in 0..high.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(high[i], low[i], close[i], 0.0)?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== PPO ==============================
|
|
|
|
#[napi(js_name = "PPO")]
|
|
pub struct PpoNode {
|
|
inner: wc::Ppo,
|
|
}
|
|
|
|
#[napi]
|
|
impl PpoNode {
|
|
#[napi(constructor)]
|
|
pub fn new(fast: u32, slow: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Ppo::new(fast as usize, slow as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
// ============================== Coppock ==============================
|
|
|
|
#[napi(js_name = "Coppock")]
|
|
pub struct CoppockNode {
|
|
inner: wc::Coppock,
|
|
}
|
|
|
|
#[napi]
|
|
impl CoppockNode {
|
|
#[napi(constructor)]
|
|
pub fn new(roc_long: u32, roc_short: u32, wma_period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Coppock::new(roc_long as usize, roc_short as usize, wma_period as usize)
|
|
.map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, value: f64) -> Option<f64> {
|
|
self.inner.update(value)
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
|
|
flatten(self.inner.batch(&prices))
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|
|
|
|
#[napi(js_name = "VWMA")]
|
|
pub struct VwmaNode {
|
|
inner: wc::Vwma,
|
|
}
|
|
|
|
#[napi]
|
|
impl VwmaNode {
|
|
#[napi(constructor)]
|
|
pub fn new(period: u32) -> napi::Result<Self> {
|
|
Ok(Self {
|
|
inner: wc::Vwma::new(period as usize).map_err(map_err)?,
|
|
})
|
|
}
|
|
#[napi]
|
|
pub fn update(&mut self, close: f64, volume: f64) -> napi::Result<Option<f64>> {
|
|
Ok(self.inner.update(cnd(close, close, close, volume)?))
|
|
}
|
|
#[napi]
|
|
pub fn batch(&mut self, close: Vec<f64>, volume: Vec<f64>) -> napi::Result<Vec<f64>> {
|
|
if close.len() != volume.len() {
|
|
return Err(NapiError::from_reason(
|
|
"close and volume must be equal length".to_string(),
|
|
));
|
|
}
|
|
let mut out = Vec::with_capacity(close.len());
|
|
for i in 0..close.len() {
|
|
out.push(
|
|
self.inner
|
|
.update(cnd(close[i], close[i], close[i], volume[i])?)
|
|
.unwrap_or(f64::NAN),
|
|
);
|
|
}
|
|
Ok(out)
|
|
}
|
|
#[napi]
|
|
pub fn reset(&mut self) {
|
|
self.inner.reset();
|
|
}
|
|
#[napi(js_name = "isReady")]
|
|
pub fn is_ready(&self) -> bool {
|
|
self.inner.is_ready()
|
|
}
|
|
#[napi(js_name = "warmupPeriod")]
|
|
pub fn warmup_period(&self) -> u32 {
|
|
self.inner.warmup_period() as u32
|
|
}
|
|
}
|