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 microstructure;
41mod ohlcv;
42mod traits;
43
44pub mod indicators;
45
46pub use error::{Error, Result};
47pub use indicators::{
48    AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
49    Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredVwap, Apo, Aroon,
50    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
51    AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta,
52    BollingerBands, BollingerBandwidth, BollingerOutput, CalmarRatio, Camarilla,
53    CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
54    ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
55    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo,
56    CoefficientOfVariation, Cointegration, CointegrationOutput, ConditionalValueAtRisk, ConnorsRsi,
57    Coppock, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
58    DemandIndex, DemarkPivots, DemarkPivotsOutput, DetrendedStdDev, Doji, Donchian, DonchianOutput,
59    DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo,
60    DrawdownDuration, EaseOfMovement, EhlersStochastic, ElderImpulse, Ema,
61    EmpiricalModeDecomposition, Engulfing, Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput,
62    FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, GainLossRatio,
63    GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
64    HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput,
65    HurstExponent, Ichimoku, IchimokuOutput, Inertia, InformationRatio, InitialBalance,
66    InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma,
67    Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, LaguerreRsi,
68    LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel,
69    LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope, MaEnvelopeOutput,
70    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
71    MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom,
72    MorningEveningStar, Natr, Nvi, Obv, OmegaRatio, OpeningRange, OpeningRangeOutput,
73    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex,
74    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
75    PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi,
76    QuotedSpread, RSquared, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput,
77    RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi,
78    RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar, SignedVolume, SineWave, Skewness,
79    Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError,
80    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
81    StepTrailingStop, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
82    SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
83    TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
84    TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
85    ThreeSoldiersOrCrows, Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv,
86    TtmSqueeze, TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
87    ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
88    VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
89    VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
90    WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
91    YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
92};
93pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
94pub use ohlcv::{Candle, Tick};
95pub use traits::{BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
