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, GatorOscillator, GeneralizedDema, GeometricMa, GoldenPocket,
88    GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
89    HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
90    HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
91    HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
92    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
93    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
94    IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
95    InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
96    KalmanHedgeRatioOutput, Kama, KasePermissionStochastic, KellyCriterion, Keltner, KeltnerOutput,
97    Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom,
98    LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
99    LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
100    LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji, LongLine,
101    LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput,
102    Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow,
103    MaxDrawdown, McClellanOscillator, McClellanSummationIndex, McGinleyDynamic,
104    MedianAbsoluteDeviation, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
105    MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nvi,
106    OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu,
107    OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
108    OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
109    OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
110    PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
111    PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo, ProfitFactor, Psar,
112    Pvi, Qqe, QqeOutput, Qstick, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
113    RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput,
114    RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100,
115    RogersSatchellVolatility, RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr,
116    RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi,
117    RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow,
118    SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap, Shark, SharpeRatio,
119    ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
120    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
121    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
122    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
123    StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput, SuperSmoother,
124    SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
125    TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
126    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
127    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
128    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
129    Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
130    TradeImbalance, TrendLabel, TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin,
131    TripleTopBottom, Trix, TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend,
132    TurnOfMonth, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
133    UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
134    ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop,
135    VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
136    VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
137    VwapStdDevBandsOutput, Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose,
138    WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
139    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
140    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
141};
142// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
143// line so the indicator-count tooling (which scans the braced block above and
144// strips only `*Output` companions) does not count it as a separate indicator.
145pub use indicators::FootprintLevel;
146// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
147// its own line so the indicator-count tooling does not count it as an indicator.
148pub use indicators::MaType;
149// Bar element types for the alt-chart builders, re-exported on their own lines so
150// the indicator-count tooling (which scans only the braced block above) does not
151// count them as separate indicators.
152pub use indicators::KagiBar;
153pub use indicators::PnfColumn;
154pub use indicators::RenkoBrick;
155pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
156pub use ohlcv::{Candle, Tick};
157pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
