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, AdaptiveLaguerreFilter, Adl,
61    AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator,
62    AlligatorOutput, Alma, Alpha, AmihudIlliquidity, AnchoredRsi, AnchoredVwap, Apo, Aroon,
63    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, AutoFib,
64    AutoFibOutput, Autocorrelation, AverageDailyRange, AverageDrawdown, AvgPrice,
65    AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta,
66    BetaNeutralSpread, BodySizePct, BollingerBands, BollingerBandwidth, BollingerOutput,
67    BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio,
68    Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow,
69    ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
70    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, CloseVsOpen,
71    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
72    ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, Crab,
73    CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher,
74    DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex,
75    DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar,
76    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
77    DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji,
78    DrawdownDuration, Dx, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
79    Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, Expectancy,
80    FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence,
81    FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection,
82    FibProjectionOutput, FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput,
83    FibonacciPivots, FibonacciPivotsOutput, FisherTransform, FlagPennant, Footprint,
84    FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
85    FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
86    GarmanKlassVolatility, Gartley, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
87    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
88    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake,
89    HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
90    HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
91    HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
92    InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
93    IntradayVolatilityProfile, IntradayVolatilityProfileOutput, InverseFisherTransform,
94    InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama,
95    KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
96    Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
97    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
98    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
99    LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
100    MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu,
101    MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
102    McGinleyDynamic, MedianAbsoluteDeviation, MedianMa, MedianPrice, Mfi, Microprice, MidPoint,
103    MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows,
104    Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
105    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
106    OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap,
107    OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
108    PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
109    PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
110    ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
111    RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput,
112    RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100,
113    RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
114    RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility,
115    Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput,
116    SessionRange, SessionRangeOutput, SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine,
117    SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio,
118    SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
119    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
120    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
121    StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
122    SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
123    TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
124    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
125    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
126    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
127    Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
128    TradeImbalance, TrendLabel, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix,
129    TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows,
130    TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio,
131    UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
132    VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile,
133    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
134    VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput,
135    Vwma, Vzo, WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals,
136    WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots, WoodiePivotsOutput,
137    YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
138    Zlema, FAMILIES, T3,
139};
140// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
141// line so the indicator-count tooling (which scans the braced block above and
142// strips only `*Output` companions) does not count it as a separate indicator.
143pub use indicators::FootprintLevel;
144// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
145// its own line so the indicator-count tooling does not count it as an indicator.
146pub use indicators::MaType;
147// Bar element types for the alt-chart builders, re-exported on their own lines so
148// the indicator-count tooling (which scans only the braced block above) does not
149// count them as separate indicators.
150pub use indicators::KagiBar;
151pub use indicators::PnfColumn;
152pub use indicators::RenkoBrick;
153pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
154pub use ohlcv::{Candle, Tick};
155pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
