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 calendar;
46mod cross_section;
47mod derivatives;
48mod error;
49mod microstructure;
50mod ohlcv;
51mod traits;
52
53pub mod indicators;
54
55pub use cross_section::{CrossSection, Member};
56pub use derivatives::DerivativesTick;
57pub use error::{Error, Result};
58pub use indicators::{
59    AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
60    AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCycle, Adl, AdvanceBlock,
61    AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
62    Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
63    AtrBandsOutput, AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation, AverageDailyRange,
64    AverageDrawdown, AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat,
65    BeltHold, Beta, BetaNeutralSpread, BollingerBands, BollingerBandwidth, BollingerOutput,
66    BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio,
67    Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow,
68    ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
69    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, ClosingMarubozu,
70    Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput, ConcealingBabySwallow,
71    ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, Crab, CumulativeVolumeDelta,
72    CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
73    DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
74    DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar, Donchian,
75    DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
76    DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
77    EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
78    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
79    FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput,
80    FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput,
81    FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots,
82    FibonacciPivotsOutput, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
83    FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean,
84    FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, Gartley,
85    GoldenPocket, GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
86    HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighWave, Hikkake,
87    HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HomingPigeon, HtDcPhase,
88    HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent,
89    Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio,
90    InitialBalance, InitialBalanceOutput, InstantaneousTrendline, IntradayVolatilityProfile,
91    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, Jma, KagiBars,
92    KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput,
93    Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom,
94    LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
95    LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
96    LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
97    MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
98    MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
99    McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation,
100    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar,
101    MorningEveningStar, Natr, NewHighsNewLows, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio,
102    OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
103    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife,
104    OvernightGap, OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex,
105    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
106    PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo,
107    PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread,
108    RecoveryFactor, RectangleRange, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars,
109    RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100,
110    RogersSatchellVolatility, RollingCorrelation, RollingCovariance, RollingVwap, RoofingFilter,
111    Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines,
112    SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap, Shark,
113    SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
114    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadBollingerBands,
115    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
116    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
117    StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
118    SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
119    TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
120    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
121    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
122    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
123    Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
124    TradeImbalance, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf,
125    Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice,
126    UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,
127    UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
128    VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput,
129    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
130    Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, Wedge,
131    WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
132    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
133    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
134};
135// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
136// line so the indicator-count tooling (which scans the braced block above and
137// strips only `*Output` companions) does not count it as a separate indicator.
138pub use indicators::FootprintLevel;
139// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
140// its own line so the indicator-count tooling does not count it as an indicator.
141pub use indicators::MaType;
142// Bar element types for the alt-chart builders, re-exported on their own lines so
143// the indicator-count tooling (which scans only the braced block above) does not
144// count them as separate indicators.
145pub use indicators::KagiBar;
146pub use indicators::PnfColumn;
147pub use indicators::RenkoBrick;
148pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
149pub use ohlcv::{Candle, Tick};
150pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
