screamer.js

screamer.js is the JavaScript build of screamer, a causal streaming time-series operator library. It compiles the same C++ core that backs the Python screamer package to WebAssembly, so it runs in Node.js and the browser with no native addon and no separate .wasm file to fetch.

Every operator (rolling means, EMAs, RSI, drawdown, order-flow imbalance, and around two hundred more) is the same C++ kernel the Python package calls. Results match Python to 1e-9; see Parity with Python.

Install

npm i @screamer-labs/screamer
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30 seconds

import { ready, RollingMean } from "@screamer-labs/screamer";

await ready(); // load the WASM module once, before constructing any op

const sma = RollingMean(3);
sma(1); // NaN, window not yet full
sma(2); // NaN
sma(3); // 2
sma(4); // 3

sma.dispose(); // free the op's WASM-side state when done
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RollingMean(3) returns a stateful, callable op. Call it with one number at a time (as above), or hand it a whole array and get the same result back in one pass:

RollingMean(3)(new Float64Array([1, 2, 3, 4])); // Float64Array [NaN, NaN, 2, 3]
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Start with Getting started for the async load step and your first Pipeline, or watch the operators run on a live trade feed in the Live demo.