wickra_core/
lib.rs

1//! `wickra-core`: streaming-first technical indicators.
2//!
3//! The core engine of Wickra. Every indicator is implemented as a state machine
4//! that consumes inputs one at a time via [`Indicator::update`] in constant time.
5//! Batch evaluation is provided as a blanket extension trait so the same code
6//! path serves both online (tick-by-tick) and offline (historical) workloads.
7//!
8//! # Design
9//!
10//! - **Streaming-first.** State is held by the indicator instance, so a new value
11//!   only re-computes deltas, not the whole series.
12//! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that
13//!   simply replays `update` over a slice. Writing one implementation gives both
14//!   APIs.
15//! - **Composable.** Indicators implement [`Indicator<Input = f64, Output = f64>`]
16//!   wherever they conceptually take a price, so they can be chained via
17//!   [`Chain`].
18//! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints.
19//!
20//! # Quick start
21//!
22//! ```
23//! use wickra_core::{BatchExt, Indicator, Sma};
24//!
25//! // Streaming:
26//! let mut sma = Sma::new(3).unwrap();
27//! assert_eq!(sma.update(1.0), None);
28//! assert_eq!(sma.update(2.0), None);
29//! assert_eq!(sma.update(3.0), Some(2.0));
30//!
31//! // Batch (replays `update` internally):
32//! let mut sma = Sma::new(3).unwrap();
33//! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]);
34//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
35//! ```
36
37#![cfg_attr(docsrs, feature(doc_cfg))]
38
39mod error;
40mod ohlcv;
41mod traits;
42
43pub mod indicators;
44
45pub use error::{Error, Result};
46pub use indicators::{
47    AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
48    Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredVwap, Apo, Aroon,
49    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
50    AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta,
51    BollingerBands, BollingerBandwidth, BollingerOutput, CalmarRatio, Camarilla,
52    CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
53    ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
54    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo,
55    CoefficientOfVariation, ConditionalValueAtRisk, ConnorsRsi, Coppock, CyberneticCycle, Decycler,
56    DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DetrendedStdDev, Doji,
57    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
58    DoubleBollingerOutput, Dpo, DrawdownDuration, EaseOfMovement, EhlersStochastic, ElderImpulse,
59    Ema, EmpiricalModeDecomposition, Engulfing, Evwma, Fama, FibonacciPivots,
60    FibonacciPivotsOutput, FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput,
61    Frama, GainLossRatio, GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi,
62    HeikinAshiOutput, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel,
63    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, Inertia, InformationRatio,
64    InitialBalance, InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform,
65    InvertedHammer, Jma, Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis,
66    Kvo, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
67    LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
68    MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic,
69    MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio,
70    OpeningRange, OpeningRangeOutput, PainIndex, ParkinsonVolatility, PearsonCorrelation, PercentB,
71    PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, RSquared,
72    RecoveryFactor, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter,
73    Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar, SineWave, Skewness, Sma,
74    Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError, StandardErrorBands,
75    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
76    StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo,
77    TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure,
78    TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput,
79    TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
80    ThreeSoldiersOrCrows, Tii, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
81    TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
82    ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
83    VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
84    VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
85    WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
86    YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
87};
88pub use ohlcv::{Candle, Tick};
89pub use traits::{BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
