kingchenc
1f4bf9e3a6
Adds three **Price Oscillators** family indicators (420 → 423). ## Indicators - **TsfOscillator** — `100·(close − TSF)/close`, the percentage gap of the close to the **one-bar-ahead** time-series forecast. Close-relative companion to `Cfo`, which measures the same gap against the regression value at the *current* bar; the two differ by exactly the slope term `100·b/close`. - **MacdHistogram** — the standalone `macd − signal` bar of MACD exposed as a plain `f64` series. - **PpoHistogram** — the Percentage Price Oscillator with its 9-period signal EMA and the resulting scale-free, zero-centered histogram (PPO itself only emits the line). All three are scalar `f64` indicators wrapping existing, already-tested building blocks (`MacdIndicator`, `Ppo` + `Ema`, `Tsf`). ## Scope notes (VORAB-CHECK) The B4 roadmap listed six items; three were dropped to avoid duplicates: - *Forecast Oscillator* already ships as `Cfo`. - *Derivative Oscillator* already ships (`DerivativeOscillator`, B2). - *Detrended Synthetic Price* deferred — no citable formula distinct from the existing `Apo`/`Dpo`. ## Touchpoints Core (`tsf_oscillator.rs`, `macd_histogram.rs`, `ppo_histogram.rs`) with full per-branch unit tests, `mod.rs`/`lib.rs`, python/node/wasm bindings (wasm via typed-arg macro, python/node hand-written for the multi-arg histograms), fuzz drivers, python reference + streaming-vs-batch tests, node factories, README family row + counter, CHANGELOG. Local verify: `cargo test --workspace` green, `clippy -D warnings` clean, node 498 tests, full python suite green.
Wickra — WebAssembly
Streaming-first technical indicators in the browser. npm install wickra-wasm — pure WebAssembly, runs anywhere a modern JS engine does.
Wickra is a multi-language technical-analysis library with a Rust core and
bindings for Python, Node.js, and WebAssembly. Every indicator is an O(1)
streaming state machine, so live trading dashboards and historical backtests
share the exact same implementation. This package is the WebAssembly binding
(wasm-bindgen, built for the web target); it exposes 200+ streaming-first
indicators across sixteen families.
Install
npm install wickra-wasm
Quick start
The module ships a default init export that loads the .wasm payload; await
it once before constructing indicators.
import init, { RSI } from 'wickra-wasm';
await init(); // load the WebAssembly module once
// Streaming: feed prices tick by tick in O(1).
const rsi = new RSI(14);
for (const price of liveFeed) {
const value = rsi.update(price); // null during warmup
if (value !== null && value > 70) {
console.log('overbought');
}
}
Constructors mirror the other bindings (new SMA(20), new MACD(12, 26, 9),
new BollingerBands(20, 2.0), …); update() returns the latest value or
null while the indicator is still warming up.
Documentation
The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:
- Repository & full indicator list: https://github.com/wickra-lib/wickra
- Docs (quickstarts, cookbook, TA-Lib migration): https://docs.wickra.org
- Runnable browser examples:
examples/wasm/
Wickra ships four bindings — Python, Node.js, WebAssembly, and Rust — that all
expose the same indicators from the shared, unsafe-forbidden Rust core.
Disclaimer
Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.
License
Licensed under either of Apache-2.0 or MIT at your option.