wickra-core 0.4.5

//! `wickra-core`: streaming-first technical indicators.
//!
//! The core engine of Wickra. Every indicator is implemented as a state machine
//! that consumes inputs one at a time via [`Indicator::update`] in constant time.
//! Batch evaluation is provided as a blanket extension trait so the same code
//! path serves both online (tick-by-tick) and offline (historical) workloads.
//!
//! # Design
//!
//! - **Streaming-first.** State is held by the indicator instance, so a new value
//!   only re-computes deltas, not the whole series.
//! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that
//!   simply replays `update` over a slice. Writing one implementation gives both
//!   APIs.
//! - **Composable.** Indicators implement [`Indicator<Input = f64, Output = f64>`]
//!   wherever they conceptually take a price, so they can be chained via
//!   [`Chain`].
//! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints.
//!
//! # Quick start
//!
//! ```
//! use wickra_core::{BatchExt, Indicator, Sma};
//!
//! // Streaming:
//! let mut sma = Sma::new(3).unwrap();
//! assert_eq!(sma.update(1.0), None);
//! assert_eq!(sma.update(2.0), None);
//! assert_eq!(sma.update(3.0), Some(2.0));
//!
//! // Batch (replays `update` internally):
//! let mut sma = Sma::new(3).unwrap();
//! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]);
//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
//! ```

#![cfg_attr(docsrs, feature(doc_cfg))]
// The libtest harness collects every `#[test]` into a compiler-generated array
// of test references. With 2000+ unit tests that array exceeds clippy's 16 KB
// `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding,
// not our code, so it cannot be silenced at a call site. Suppress it only in test
// builds — library code is still linted for genuinely large stack arrays.
#![cfg_attr(test, allow(clippy::large_stack_arrays))]

mod derivatives;
mod error;
mod microstructure;
mod ohlcv;
mod traits;

pub mod indicators;

pub use derivatives::DerivativesTick;
pub use error::{Error, Result};
pub use indicators::{
    AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
    AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
    Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
    AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
    AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
    BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
    CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
    ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
    ClassicPivotsOutput, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration,
    CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock,
    Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
    DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar,
    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
    DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration,
    EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
    FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
    ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
    FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
    GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
    HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
    HomingPigeon, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
    IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
    InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama,
    KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
    Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine,
    LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
    MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
    McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningDojiStar,
    MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck,
    OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
    OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
    ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
    PiercingDarkCloud, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread,
    RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput,
    RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, RogersSatchellVolatility,
    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SeparatingLines,
    SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
    SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError,
    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
    StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother,
    SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
    TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
    ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
    TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
    TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
    UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
    ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
    VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
    VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose,
    WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput,
    YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
    Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and
// strips only `*Output` companions) does not count it as a separate indicator.
pub use indicators::FootprintLevel;
// Bar element types for the alt-chart builders, re-exported on their own lines so
// the indicator-count tooling (which scans only the braced block above) does not
// count them as separate indicators.
pub use indicators::KagiBar;
pub use indicators::PnfColumn;
pub use indicators::RenkoBrick;
pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
pub use ohlcv::{Candle, Tick};
pub use traits::{BarBuilder, BatchExt, Chain, Indicator};