wickra-core 0.5.4

//! `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 calendar;
mod cross_section;
mod derivatives;
mod error;
mod microstructure;
mod ohlcv;
mod traits;

pub mod indicators;

pub use cross_section::{CrossSection, Member};
pub use derivatives::DerivativesTick;
pub use error::{Error, Result};
pub use indicators::{
    AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
    AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCycle, Adl, AdvanceBlock,
    AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
    Alpha, AmihudIlliquidity, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput,
    Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation,
    AverageDailyRange, AverageDrawdown, AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram,
    BalanceOfPower, Bat, BeltHold, Beta, BetaNeutralSpread, BodySizePct, BollingerBands,
    BollingerBandwidth, BollingerOutput, BreadthThrust, Breakaway, BullishPercentIndex, Butterfly,
    CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo,
    ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput,
    ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput,
    CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
    ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, Crab,
    CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher,
    DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex,
    DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar,
    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
    DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji,
    DrawdownDuration, Dx, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, Expectancy, FallingThreeMethods,
    Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput,
    FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput,
    FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots,
    FibonacciPivotsOutput, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
    FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean,
    FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, Gartley,
    GoldenPocket, GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
    HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
    HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
    HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
    IntradayVolatilityProfile, IntradayVolatilityProfileOutput, InverseFisherTransform,
    InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama,
    KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
    Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
    LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
    MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu,
    MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
    McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice,
    MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nvi,
    OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu,
    OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
    OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
    OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
    PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
    PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared,
    RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel,
    RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
    RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure,
    RollingCorrelation, RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile,
    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore,
    SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput,
    SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness,
    Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient,
    SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst, 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, ThreeDrives, ThreeInside,
    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
    Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
    TradeImbalance, TrendLabel, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix,
    TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows,
    TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio,
    UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
    VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile,
    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
    VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput,
    Vwma, Vzo, WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals,
    WilliamsFractalsOutput, WilliamsR, WinRate, 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;
// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
// its own line so the indicator-count tooling does not count it as an indicator.
pub use indicators::MaType;
// 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};