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::AccelerationBands;

pub use indicators::AccelerationBandsOutput;

pub use indicators::AcceleratorOscillator;

pub use indicators::AdOscillator;

pub use indicators::AdaptiveCycle;

pub use indicators::Adl;

pub use indicators::Adx;

pub use indicators::AdxOutput;

pub use indicators::Adxr;

pub use indicators::Alligator;

pub use indicators::AlligatorOutput;

pub use indicators::Alma;

pub use indicators::Alpha;

pub use indicators::AnchoredVwap;

pub use indicators::Apo;

pub use indicators::Aroon;

pub use indicators::AroonOscillator;

pub use indicators::AroonOutput;

pub use indicators::Atr;

pub use indicators::AtrBands;

pub use indicators::AtrBandsOutput;

pub use indicators::AtrTrailingStop;

pub use indicators::Autocorrelation;

pub use indicators::AverageDrawdown;

pub use indicators::AwesomeOscillator;

pub use indicators::AwesomeOscillatorHistogram;

pub use indicators::BalanceOfPower;

pub use indicators::Beta;

pub use indicators::BollingerBands;

pub use indicators::BollingerBandwidth;

pub use indicators::BollingerOutput;

pub use indicators::CalmarRatio;

pub use indicators::Camarilla;

pub use indicators::CamarillaPivotsOutput;

pub use indicators::Cci;

pub use indicators::CenterOfGravity;

pub use indicators::Cfo;

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::ClassicPivots;

pub use indicators::ClassicPivotsOutput;

pub use indicators::Cmo;

pub use indicators::CoefficientOfVariation;

pub use indicators::Cointegration;

pub use indicators::CointegrationOutput;

pub use indicators::ConditionalValueAtRisk;

pub use indicators::ConnorsRsi;

pub use indicators::Coppock;

pub use indicators::CyberneticCycle;

pub use indicators::Decycler;

pub use indicators::DecyclerOscillator;

pub use indicators::Dema;

pub use indicators::DemandIndex;

pub use indicators::DemarkPivots;

pub use indicators::DemarkPivotsOutput;

pub use indicators::DetrendedStdDev;

pub use indicators::Doji;

pub use indicators::Donchian;

pub use indicators::DonchianOutput;

pub use indicators::DonchianStop;

pub use indicators::DonchianStopOutput;

pub use indicators::DoubleBollinger;

pub use indicators::DoubleBollingerOutput;

pub use indicators::Dpo;

pub use indicators::DrawdownDuration;

pub use indicators::EaseOfMovement;

pub use indicators::EhlersStochastic;

pub use indicators::ElderImpulse;

pub use indicators::Ema;

pub use indicators::EmpiricalModeDecomposition;

pub use indicators::Engulfing;

pub use indicators::Evwma;

pub use indicators::Fama;

pub use indicators::FibonacciPivots;

pub use indicators::FibonacciPivotsOutput;

pub use indicators::FisherTransform;

pub use indicators::ForceIndex;

pub use indicators::FractalChaosBands;

pub use indicators::FractalChaosBandsOutput;

pub use indicators::Frama;

pub use indicators::GainLossRatio;

pub use indicators::GarmanKlassVolatility;

pub use indicators::Hammer;

pub use indicators::HangingMan;

pub use indicators::Harami;

pub use indicators::HeikinAshi;

pub use indicators::HeikinAshiOutput;

pub use indicators::HiLoActivator;

pub use indicators::HilbertDominantCycle;

pub use indicators::HistoricalVolatility;

pub use indicators::Hma;

pub use indicators::HurstChannel;

pub use indicators::HurstChannelOutput;

pub use indicators::HurstExponent;

pub use indicators::Ichimoku;

pub use indicators::IchimokuOutput;

pub use indicators::Inertia;

pub use indicators::InformationRatio;

pub use indicators::InitialBalance;

pub use indicators::InitialBalanceOutput;

pub use indicators::InstantaneousTrendline;

pub use indicators::InverseFisherTransform;

pub use indicators::InvertedHammer;

pub use indicators::Jma;

pub use indicators::Kama;

pub use indicators::KellyCriterion;

pub use indicators::Keltner;

pub use indicators::KeltnerOutput;

pub use indicators::Kst;

pub use indicators::KstOutput;

pub use indicators::Kurtosis;

pub use indicators::Kvo;

pub use indicators::LaguerreRsi;

pub use indicators::LeadLagCrossCorrelation;

pub use indicators::LeadLagCrossCorrelationOutput;

pub use indicators::LinRegAngle;

pub use indicators::LinRegChannel;

pub use indicators::LinRegChannelOutput;

pub use indicators::LinRegSlope;

pub use indicators::LinearRegression;

pub use indicators::MaEnvelope;

pub use indicators::MaEnvelopeOutput;

pub use indicators::MacdIndicator;

pub use indicators::MacdOutput;

pub use indicators::Mama;

pub use indicators::MamaOutput;

pub use indicators::MarketFacilitationIndex;

pub use indicators::Marubozu;

pub use indicators::MassIndex;

pub use indicators::MaxDrawdown;

pub use indicators::McGinleyDynamic;

pub use indicators::MedianAbsoluteDeviation;

pub use indicators::MedianPrice;

pub use indicators::Mfi;

pub use indicators::Mom;

pub use indicators::MorningEveningStar;

pub use indicators::Natr;

pub use indicators::Nvi;

pub use indicators::Obv;

pub use indicators::OmegaRatio;

pub use indicators::OpeningRange;

pub use indicators::OpeningRangeOutput;

pub use indicators::PainIndex;

pub use indicators::PairSpreadZScore;

pub use indicators::PairwiseBeta;

pub use indicators::ParkinsonVolatility;

pub use indicators::PearsonCorrelation;

pub use indicators::PercentB;

pub use indicators::PercentageTrailingStop;

pub use indicators::Pgo;

pub use indicators::PiercingDarkCloud;

pub use indicators::Pmo;

pub use indicators::Ppo;

pub use indicators::ProfitFactor;

pub use indicators::Psar;

pub use indicators::Pvi;

pub use indicators::RSquared;

pub use indicators::RecoveryFactor;

pub use indicators::RelativeStrengthAB;

pub use indicators::RelativeStrengthOutput;

pub use indicators::RenkoTrailingStop;

pub use indicators::Roc;

pub use indicators::RogersSatchellVolatility;

pub use indicators::RollingVwap;

pub use indicators::RoofingFilter;

pub use indicators::Rsi;

pub use indicators::Rvi;

pub use indicators::RviVolatility;

pub use indicators::Rwi;

pub use indicators::RwiOutput;

pub use indicators::SharpeRatio;

pub use indicators::ShootingStar;

pub use indicators::SineWave;

pub use indicators::Skewness;

pub use indicators::Sma;

pub use indicators::Smi;

pub use indicators::Smma;

pub use indicators::SortinoRatio;

pub use indicators::SpearmanCorrelation;

pub use indicators::SpinningTop;

pub use indicators::StandardError;

pub use indicators::StandardErrorBands;

pub use indicators::StandardErrorBandsOutput;

pub use indicators::StarcBands;

pub use indicators::StarcBandsOutput;

pub use indicators::Stc;

pub use indicators::StdDev;

pub use indicators::StepTrailingStop;

pub use indicators::StochRsi;

pub use indicators::Stochastic;

pub use indicators::StochasticOutput;

pub use indicators::SuperSmoother;

pub use indicators::SuperTrend;

pub use indicators::SuperTrendOutput;

pub use indicators::TdCombo;

pub use indicators::TdCountdown;

pub use indicators::TdDeMarker;

pub use indicators::TdDifferential;

pub use indicators::TdLines;

pub use indicators::TdLinesOutput;

pub use indicators::TdOpen;

pub use indicators::TdPressure;

pub use indicators::TdRangeProjection;

pub use indicators::TdRangeProjectionOutput;

pub use indicators::TdRei;

pub use indicators::TdRiskLevel;

pub use indicators::TdRiskLevelOutput;

pub use indicators::TdSequential;

pub use indicators::TdSequentialOutput;

pub use indicators::TdSetup;

pub use indicators::Tema;

pub use indicators::ThreeInside;

pub use indicators::ThreeOutside;

pub use indicators::ThreeSoldiersOrCrows;

pub use indicators::Tii;

pub use indicators::TreynorRatio;

pub use indicators::Trima;

pub use indicators::Trix;

pub use indicators::TrueRange;

pub use indicators::Tsi;

pub use indicators::Tsv;

pub use indicators::TtmSqueeze;

pub use indicators::TtmSqueezeOutput;

pub use indicators::Tweezer;

pub use indicators::TypicalPrice;

pub use indicators::UlcerIndex;

pub use indicators::UltimateOscillator;

pub use indicators::ValueArea;

pub use indicators::ValueAreaOutput;

pub use indicators::ValueAtRisk;

pub use indicators::Variance;

pub use indicators::VerticalHorizontalFilter;

pub use indicators::Vidya;

pub use indicators::VoltyStop;

pub use indicators::VolumeOscillator;

pub use indicators::VolumePriceTrend;

pub use indicators::Vortex;

pub use indicators::VortexOutput;

pub use indicators::Vwap;

pub use indicators::VwapStdDevBands;

pub use indicators::VwapStdDevBandsOutput;

pub use indicators::Vwma;

pub use indicators::Vzo;

pub use indicators::WaveTrend;

pub use indicators::WaveTrendOutput;

pub use indicators::WeightedClose;

pub use indicators::WilliamsFractals;

pub use indicators::WilliamsFractalsOutput;

pub use indicators::WilliamsR;

pub use indicators::Wma;

pub use indicators::WoodiePivots;

pub use indicators::WoodiePivotsOutput;

pub use indicators::YangZhangVolatility;

pub use indicators::YoyoExit;

pub use indicators::ZScore;

pub use indicators::ZeroLagMacd;

pub use indicators::ZeroLagMacdOutput;

pub use indicators::ZigZag;

pub use indicators::ZigZagOutput;

pub use indicators::Zlema;

pub use indicators::FAMILIES;

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>.