Wickra Backtest — Node.js

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Node.js binding for the wickra-backtest engine, built with napi-rs. It runs a strategy spec over OHLCV arrays and returns the report as a JSON string — byte-identical to the Rust, Python, WASM, C#, Java, Go, C/C++ and R bindings: one engine kernel behind every language.

Requirements

• Node.js 18+
• The native addon (built from this crate with napi-rs)

Build

cd bindings/node
npm install
npm run build      # compiles the Rust addon and regenerates index.js / index.d.ts

Usage

const { run } = require('.'); // or: import { run } from 'wickra-backtest'

const open  = [100, 102, 104, 98];
const high  = [101, 103, 104, 98];
const low   = [100, 102,  99, 97];
const close = [101, 103,  99, 97];
const volume = [0, 0, 0, 0];
const time   = [0, 1, 2, 3];

const spec = JSON.stringify({
  symbol: 'x', timeframe: '1h', indicators: {},
  entry: { gt: [{ price: 'close' }, 100] },
  exit:  { lt: [{ price: 'close' }, 100] },
  sizing: { type: 'fixed_qty', qty: 1 },
});

const report = JSON.parse(run(open, high, low, close, volume, time, spec, 10_000));
console.log(report.metrics);

run(open, high, low, close, volume, time, specJson, capital?) returns the BacktestReport as a JSON string (metrics, trades, equity, fees_paid, initial_capital); capital defaults to 10,000. An invalid spec throws.

For strategies that use microstructure feeds, runJson(requestJson) takes one request bundle (candles + spec + optional order-book / trade / derivatives / cross-section / reference feeds) and returns the same report JSON:

const { runJson } = require('.');
const report = JSON.parse(runJson(JSON.stringify({ capital: 1000, spec, candles, books })));

See the microstructure guide for the feed shapes.

Test

npm test

Documentation

• Repository: https://github.com/wickra-lib/wickra-backtest
• Strategy spec reference: STRATEGY_SPEC.md
• Cookbook: COOKBOOK.md
• Built on Wickra: https://github.com/wickra-lib/wickra · https://docs.wickra.org

The same StrategySpec runs identically across Rust, Python, Node.js, WASM, C, C++, C#, Go, Java and R — one engine kernel, byte-identical reports.

Security

Found a security issue? Please don't open a public issue. Report it privately via the repository's Security tab ("Report a vulnerability") or email support@wickra.org. Full policy: https://github.com/wickra-lib/wickra-backtest/blob/main/SECURITY.md.

Disclaimer

Not a trading system. Backtest results are deterministic transforms of the input data — they are not financial advice and are not indicative of future performance. Any use in a live trading context is at your own risk. Provided as is, without warranty of any kind.

License

Licensed under either of MIT or Apache-2.0 at your option.