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// The libtest harness collects every `#[test]` into a compiler-generated array
39// of test references. With 2000+ unit tests that array exceeds clippy's 16 KB
40// `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding,
41// not our code, so it cannot be silenced at a call site. Suppress it only in test
42// builds — library code is still linted for genuinely large stack arrays.
43#![cfg_attr(test, allow(clippy::large_stack_arrays))]
44
45mod derivatives;
46mod error;
47mod microstructure;
48mod ohlcv;
49mod traits;
50
51pub mod indicators;
52
53pub use derivatives::DerivativesTick;
54pub use error::{Error, Result};
55pub use indicators::{
56    AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
57    AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
58    Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
59    AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator,
60    AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
61    BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
62    CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
63    ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
64    ClassicPivotsOutput, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration,
65    CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock,
66    Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
67    DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar,
68    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
69    DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
70    EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
71    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
72    FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
73    ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
74    FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
75    GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
76    HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
77    HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
78    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
79    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
80    InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama, KellyCriterion, Keltner,
81    KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
82    LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
83    LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
84    LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
85    MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
86    MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
87    McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice,
88    MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, Nvi, OIPriceDivergence,
89    OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
90    OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
91    PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
92    PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
93    ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor,
94    RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
95    RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap,
96    RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio,
97    ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio,
98    SpearmanCorrelation, SpinningTop, StalledPattern, StandardError, StandardErrorBands,
99    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
100    StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
101    SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
102    TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
103    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
104    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
105    ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
106    TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
107    TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
108    UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
109    ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
110    VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap,
111    VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose,
112    WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput,
113    YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
114    Zlema, FAMILIES, T3,
115};
116// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
117// line so the indicator-count tooling (which scans the braced block above and
118// strips only `*Output` companions) does not count it as a separate indicator.
119pub use indicators::FootprintLevel;
120// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
121// its own line so the indicator-count tooling does not count it as an indicator.
122pub use indicators::MaType;
123// Bar element types for the alt-chart builders, re-exported on their own lines so
124// the indicator-count tooling (which scans only the braced block above) does not
125// count them as separate indicators.
126pub use indicators::KagiBar;
127pub use indicators::PnfColumn;
128pub use indicators::RenkoBrick;
129pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
130pub use ohlcv::{Candle, Tick};
131pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
