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 cross_section;
46mod derivatives;
47mod error;
48mod microstructure;
49mod ohlcv;
50mod traits;
51
52pub mod indicators;
53
54pub use cross_section::{CrossSection, Member};
55pub use derivatives::DerivativesTick;
56pub use error::{Error, Result};
57pub use indicators::{
58    AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
59    AdaptiveCycle, Adl, AdvanceBlock, AdvanceDecline, Adx, AdxOutput, Adxr, Alligator,
60    AlligatorOutput, Alma, Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator,
61    AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown,
62    AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta,
63    BetaNeutralSpread, BollingerBands, BollingerBandwidth, BollingerOutput, Breakaway,
64    CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo,
65    ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput,
66    ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput,
67    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
68    ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack,
69    CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex,
70    DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar,
71    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
72    DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
73    EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
74    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
75    FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput,
76    ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
77    FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
78    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput,
79    HiLoActivator, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility,
80    Hma, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
81    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
82    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
83    InverseFisherTransform, InvertedHammer, Jma, KagiBars, KalmanHedgeRatio,
84    KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength,
85    Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
86    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
87    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
88    LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
89    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
90    MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
91    Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar,
92    Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
93    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
94    OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife, PainIndex, PairSpreadZScore,
95    PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
96    PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi,
97    QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB,
98    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc,
99    Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingCorrelation, RollingCovariance,
100    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines,
101    SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
102    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadBollingerBands,
103    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
104    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
105    StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
106    SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
107    TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
108    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
109    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
110    ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
111    TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
112    TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
113    UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
114    ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop,
115    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
116    Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
117    WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
118    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
119    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
120};
121// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
122// line so the indicator-count tooling (which scans the braced block above and
123// strips only `*Output` companions) does not count it as a separate indicator.
124pub use indicators::FootprintLevel;
125// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
126// its own line so the indicator-count tooling does not count it as an indicator.
127pub use indicators::MaType;
128// Bar element types for the alt-chart builders, re-exported on their own lines so
129// the indicator-count tooling (which scans only the braced block above) does not
130// count them as separate indicators.
131pub use indicators::KagiBar;
132pub use indicators::PnfColumn;
133pub use indicators::RenkoBrick;
134pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
135pub use ohlcv::{Candle, Tick};
136pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
