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, Cointegration, CointegrationOutput, ConditionalValueAtRisk, ConnorsRsi,
56    Coppock, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
57    DemarkPivotsOutput, DetrendedStdDev, Doji, Donchian, DonchianOutput, DonchianStop,
58    DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, DrawdownDuration,
59    EaseOfMovement, EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Engulfing,
60    Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput, FisherTransform, ForceIndex,
61    FractalChaosBands, FractalChaosBandsOutput, Frama, GainLossRatio, GarmanKlassVolatility,
62    Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator, HilbertDominantCycle,
63    HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
64    IchimokuOutput, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
65    InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, Kama, KellyCriterion,
66    Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, LaguerreRsi, LeadLagCrossCorrelation,
67    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
68    LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
69    MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic,
70    MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio,
71    OpeningRange, OpeningRangeOutput, PainIndex, PairSpreadZScore, PairwiseBeta,
72    ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
73    PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, RSquared, RecoveryFactor,
74    RelativeStrengthAB, RelativeStrengthOutput, RenkoTrailingStop, Roc, RogersSatchellVolatility,
75    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar,
76    SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
77    StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc,
78    StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
79    SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
80    TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
81    TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
82    ThreeSoldiersOrCrows, Tii, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
83    TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
84    ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
85    VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
86    VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
87    WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
88    YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
89};
90pub use ohlcv::{Candle, Tick};
91pub use traits::{BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
