wickra-core 0.5.8

//! `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, AdaptiveLaguerreFilter, 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, DerivativeOscillator, DetrendedStdDev,
    DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop,
    DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom,
    DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex,
    EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse, ElderRay,
    ElderRayOutput, 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, FisherRsi, FisherTransform, FlagPennant, Footprint,
    FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
    FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
    GarmanKlassVolatility, Gartley, GatorOscillator, GatorOscillatorOutput, GeneralizedDema,
    GeometricMa, GoldenPocket, GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer,
    HangingMan, Harami, HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator,
    HighLowIndex, HighLowRange, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle,
    HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput,
    HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput,
    IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
    InstantaneousTrendline, IntradayMomentumIndex, IntradayVolatilityProfile,
    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, Jma, JumpIndicator,
    KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KasePermissionStochastic,
    KasePermissionStochasticOutput, 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, MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput,
    MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
    McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation,
    MedianMa, 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, PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, Psar, Pvi,
    Qqe, QqeOutput, Qstick, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
    RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput,
    RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100,
    RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
    RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi,
    RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow,
    SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap, Shark, SharpeRatio,
    ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
    StickSandwich, StochRsi, Stochastic, StochasticCci, 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, TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin,
    TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput,
    TtmTrend, 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, WavePm, 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};