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, DerivativeOscillator, DetrendedStdDev,
76    DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop,
77    DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom,
78    DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex,
79    EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse, ElderRay,
80    ElderRayOutput, Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, Expectancy,
81    FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence,
82    FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection,
83    FibProjectionOutput, FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput,
84    FibonacciPivots, FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint,
85    FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
86    FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
87    GarmanKlassVolatility, Gartley, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
88    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
89    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake,
90    HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
91    HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
92    HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
93    InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
94    IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
95    InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
96    KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength,
97    Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
98    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
99    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
100    LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
101    MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu,
102    MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
103    McGinleyDynamic, MedianAbsoluteDeviation, MedianMa, MedianPrice, Mfi, Microprice, MidPoint,
104    MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows,
105    Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
106    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
107    OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap,
108    OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
109    PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
110    PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo,
111    ProfitFactor, Psar, Pvi, Qqe, QqeOutput, QuotedSpread, RSquared, RealizedSpread,
112    RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB,
113    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
114    Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
115    RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVwap,
116    RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore,
117    SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput,
118    SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
119    SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
120    SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
121    StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
122    StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
123    StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
124    TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
125    TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
126    TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema,
127    TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
128    ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeOfDayReturnProfile,
129    TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput, TradeImbalance, TrendLabel,
130    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, Tsi, Tsv,
131    TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
132    UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,
133    UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
134    VerticalHorizontalFilter, Vidya, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput,
135    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
136    Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
137    Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate,
138    Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
139    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
140};
141// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
142// line so the indicator-count tooling (which scans the braced block above and
143// strips only `*Output` companions) does not count it as a separate indicator.
144pub use indicators::FootprintLevel;
145// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
146// its own line so the indicator-count tooling does not count it as an indicator.
147pub use indicators::MaType;
148// Bar element types for the alt-chart builders, re-exported on their own lines so
149// the indicator-count tooling (which scans only the braced block above) does not
150// count them as separate indicators.
151pub use indicators::KagiBar;
152pub use indicators::PnfColumn;
153pub use indicators::RenkoBrick;
154pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
155pub use ohlcv::{Candle, Tick};
156pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
