Crate wickra_core 

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)]);

Re-exports

pub use indicators::AcceleratorOscillator;

pub use indicators::Adl;

pub use indicators::Adx;

pub use indicators::AdxOutput;

pub use indicators::Aroon;

pub use indicators::AroonOscillator;

pub use indicators::AroonOutput;

pub use indicators::Atr;

pub use indicators::AtrTrailingStop;

pub use indicators::AwesomeOscillator;

pub use indicators::BalanceOfPower;

pub use indicators::BollingerBands;

pub use indicators::BollingerBandwidth;

pub use indicators::BollingerOutput;

pub use indicators::Cci;

pub use indicators::ChaikinMoneyFlow;

pub use indicators::ChaikinOscillator;

pub use indicators::ChaikinVolatility;

pub use indicators::ChandeKrollStop;

pub use indicators::ChandeKrollStopOutput;

pub use indicators::ChandelierExit;

pub use indicators::ChandelierExitOutput;

pub use indicators::ChoppinessIndex;

pub use indicators::Cmo;

pub use indicators::Coppock;

pub use indicators::Dema;

pub use indicators::Donchian;

pub use indicators::DonchianOutput;

pub use indicators::Dpo;

pub use indicators::EaseOfMovement;

pub use indicators::Ema;

pub use indicators::ForceIndex;

pub use indicators::HistoricalVolatility;

pub use indicators::Hma;

pub use indicators::Kama;

pub use indicators::Keltner;

pub use indicators::KeltnerOutput;

pub use indicators::LinRegAngle;

pub use indicators::LinRegSlope;

pub use indicators::LinearRegression;

pub use indicators::MacdIndicator;

pub use indicators::MacdOutput;

pub use indicators::MassIndex;

pub use indicators::MedianPrice;

pub use indicators::Mfi;

pub use indicators::Mom;

pub use indicators::Natr;

pub use indicators::Obv;

pub use indicators::PercentB;

pub use indicators::Pmo;

pub use indicators::Ppo;

pub use indicators::Psar;

pub use indicators::Roc;

pub use indicators::RollingVwap;

pub use indicators::Rsi;

pub use indicators::Sma;

pub use indicators::Smma;

pub use indicators::StdDev;

pub use indicators::StochRsi;

pub use indicators::Stochastic;

pub use indicators::StochasticOutput;

pub use indicators::SuperTrend;

pub use indicators::SuperTrendOutput;

pub use indicators::Tema;

pub use indicators::Trima;

pub use indicators::Trix;

pub use indicators::TrueRange;

pub use indicators::Tsi;

pub use indicators::TypicalPrice;

pub use indicators::UlcerIndex;

pub use indicators::UltimateOscillator;

pub use indicators::VerticalHorizontalFilter;

pub use indicators::VolumePriceTrend;

pub use indicators::Vortex;

pub use indicators::VortexOutput;

pub use indicators::Vwap;

pub use indicators::Vwma;

pub use indicators::WeightedClose;

pub use indicators::WilliamsR;

pub use indicators::Wma;

pub use indicators::ZScore;

pub use indicators::Zlema;

pub use indicators::T3;

Modules

indicators

Built-in indicators. Every indicator implements crate::Indicator.

Structs

Candle

A single OHLCV bar.

Chain

Chain two indicators so the output of the first becomes the input of the second.

Tick

A single trade tick.

Enums

Error

Errors that can occur when constructing or operating on an indicator.

Traits

BatchExt

Blanket extension that adds batch evaluation to every Indicator.

Indicator

A streaming technical indicator.

Type Aliases

Result

Convenience alias for Result<T, wickra_core::Error>.