wickra-core 2.1.0

//! `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.
//!   Batch kernels that profit from AVX2 and FMA run through the small
//!   `wickra-simd` crate, which holds the one `unsafe` runtime dispatch; the
//!   kernels stay safe code here and return the same bits on every path.
//!
//! # 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 fast;
mod microstructure;
mod ohlcv;
mod traits;

pub mod indicators;

pub use cross_section::{CrossSection, Member};
pub use derivatives::DerivativesTick;
pub use error::{Error, Result, MAX_PERIOD};
pub use indicators::DollarBar;
pub use indicators::ImbalanceBar;
pub use indicators::LineBreakBar;
pub use indicators::RangeBar;
pub use indicators::RunBar;
pub use indicators::TickBar;
pub use indicators::VolumeBar;
pub use indicators::{
    AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
    AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCci, AdaptiveCycle,
    AdaptiveLaguerreFilter, AdaptiveRsi, Adl, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio,
    Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AmihudIlliquidity, AnchoredRsi,
    AnchoredVwap, AndrewsPitchfork, AndrewsPitchforkOutput, Apo, Aroon, AroonOscillator,
    AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrRatchet, AtrRatchetOutput, AtrTrailingStop,
    AutoFib, AutoFibOutput, Autocorrelation, AutocorrelationPeriodogram, AverageDailyRange,
    AverageDrawdown, AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower,
    BandpassFilter, Bat, BeltHold, Beta, BetaNeutralSpread, BetterVolume, BipowerVariation,
    BodySizePct, BollingerBands, BollingerBandwidth, BollingerOutput, BomarBands, BomarBandsOutput,
    BreadthThrust, Breakaway, BullishPercentIndex, BurkeRatio, Butterfly, CalendarSpread,
    CalmarRatio, Camarilla, CamarillaPivotsOutput, CandleVolume, CandleVolumeOutput, Cci,
    CenterOfGravity, CentralPivotRange, CentralPivotRangeOutput, Cfo, ChaikinMoneyFlow,
    ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, CloseVsOpen,
    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
    CommonSenseRatio, CompositeProfile, CompositeProfileOutput, ConcealingBabySwallow,
    ConditionalValueAtRisk, ConnorsRsi, Coppock, CorrelationTrendIndicator, Counterattack, Crab,
    CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher,
    DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex,
    DemarkPivots, DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev,
    DisparityIndex, DistanceSsd, Doji, DojiStar, DollarBars, Donchian, DonchianOutput,
    DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom,
    DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, DumplingTop, Dx,
    DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
    ElderRay, ElderRayOutput, ElderSafeZone, ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition,
    Engulfing, Equivolume, EquivolumeOutput, EstimatedLeverageRatio, EvenBetterSinewave,
    EveningDojiStar, Evwma, EwmaVolatility, 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, FryPanBottom, FundingBasis,
    FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio,
    GainToPainRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
    GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HaramiCross,
    HasbrouckInformationShare, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator,
    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighLowVolumeNodes,
    HighLowVolumeNodesOutput, HighWave, HighpassFilter, Hikkake, HikkakeModified,
    HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase,
    HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent,
    Ichimoku, IchimokuOutput, IdenticalThreeCrows, ImbalanceBars, InNeck, Inertia,
    InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
    IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
    JumpIndicator, KRatio, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
    KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
    Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
    LongLine, LongShortRatio, M2Measure, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
    MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
    MartinRatio, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator,
    McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel,
    MedianChannelOutput, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
    MinusDm, ModifiedMaStop, ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar,
    MurreyMathLines, MurreyMathLinesOutput, NakedPoc, Natr, NewHighsNewLows, NewPriceLines, Nrtr,
    NrtrOutput, Nvi, OIPriceDivergence, OIWeighted, Obv, OiToVolumeRatio, OmegaRatio, OnNeck,
    OpenInterestDelta, OpenInterestMomentum, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance,
    OuHalfLife, OvernightGap, OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex,
    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
    PercentB, PercentageTrailingStop, PerpetualPremiumIndex, Pgo, PiercingDarkCloud, Pin,
    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
    PpoHistogram, ProfileShape, ProfitFactor, ProjectionBands, ProjectionBandsOutput,
    ProjectionOscillator, Psar, Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput,
    QuotedSpread, RSquared, RangeBars, RealizedSpread, RealizedVolatility, RecoveryFactor,
    RectangleRange, Reflex, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars,
    RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100,
    RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
    RollingMinMaxScaler, RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi,
    Rsx, RunBars, RunningDrawdown, Rvi, RviVolatility, Rwi, RwiOutput, SampleEntropy, SarExt,
    SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange,
    SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio, ShootingStar, ShortLine,
    SignedVolume, SineWave, SineWeightedMa, SinglePrints, Skewness, Sma, Smi, Smma,
    SmoothedHeikinAshi, SmoothedHeikinAshiOutput, SortinoRatio, SpearmanCorrelation, SpinningTop,
    SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
    StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
    StarcBandsOutput, Stc, StdDev, StepTrailingStop, SterlingRatio, StickSandwich, StochRsi,
    Stochastic, StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
    TailRatio, TakerBuySellRatio, Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo,
    TdCountdown, TdDWave, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdMovingAverage,
    TdMovingAverageOutput, TdOpen, TdPressure, TdPropulsion, TdRangeProjection,
    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
    TdSequentialOutput, TdSetup, TdTrap, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
    ThreeLineBreak, ThreeLineBreakBars, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows,
    ThreeStarsInSouth, Thrusting, TickBars, TickIndex, Tii, TimeBasedStop, TimeOfDayReturnProfile,
    TimeOfDayReturnProfileOutput, TowerTopBottom, TpoProfile, TpoProfileOutput, TradeImbalance,
    TradeSignAutocorrelation, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Tristar, Trix, TrueRange, Tsf,
    TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
    TwiggsMoneyFlow, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
    UniversalOscillator, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows,
    UpsidePotentialRatio, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
    VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility,
    VolatilityRatio, VoltyStop, VolumeBars, VolumeByTimeProfile, VolumeByTimeProfileOutput,
    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, VolumeRsi,
    VolumeWeightedMacd, VolumeWeightedMacdOutput, VolumeWeightedSr, VolumeWeightedSrOutput, Vortex,
    VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, Wad, 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, BatchNanExt, Chain, Indicator};