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, BipowerVariation, BodySizePct, BollingerBands, BollingerBandwidth,
67    BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway, BullishPercentIndex,
68    Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
69    Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
70    ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
71    ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration,
72    CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock,
73    Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle,
74    CyberneticCycle, Cypher, DayOfWeekProfile, DayOfWeekProfileOutput, Decycler,
75    DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope,
76    DerivativeOscillator, DetrendedStdDev, DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian,
77    DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
78    DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
79    DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
80    ElderRay, ElderRayOutput, Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma,
81    EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel,
82    FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan,
83    FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement, FibRetracementOutput,
84    FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput, FisherRsi,
85    FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
86    FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
87    GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
88    GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
89    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
90    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, Hikkake,
91    HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
92    HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
93    HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
94    InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
95    IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
96    InverseFisherTransform, InvertedHammer, Jma, JumpIndicator, KagiBars, KalmanHedgeRatio,
97    KalmanHedgeRatioOutput, Kama, KasePermissionStochastic, KasePermissionStochasticOutput,
98    KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis,
99    Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
100    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
101    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
102    LogReturn, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt,
103    MacdFix, MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
104    Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator,
105    McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel,
106    MedianChannelOutput, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
107    MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nvi,
108    OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu,
109    OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
110    OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
111    OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
112    PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
113    PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo, PpoHistogram,
114    ProfitFactor, ProjectionBands, ProjectionBandsOutput, ProjectionOscillator, Psar, Pvi, Qqe,
115    QqeOutput, Qstick, QuartileBands, QuartileBandsOutput, QuotedSpread, RSquared, RealizedSpread,
116    RealizedVolatility, RecoveryFactor, RectangleRange, RegimeLabel, RelativeStrengthAB,
117    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
118    Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
119    RollingCovariance, RollingIqr, RollingPercentileRank, RollingQuantile, RollingVwap,
120    RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore,
121    SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput,
122    SessionVwap, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
123    SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
124    SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
125    StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
126    StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
127    StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
128    TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
129    TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
130    TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema,
131    TermStructureBasis, ThreeDrives, ThreeInside, ThreeLineStrike, ThreeOutside,
132    ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeOfDayReturnProfile,
133    TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput, TradeImbalance, TrendLabel,
134    TrendStrengthIndex, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf,
135    TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
136    TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio,
137    UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
138    VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput,
139    VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
140    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
141    VolumeProfileOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput,
142    Vwma, Vzo, WavePm, WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio,
143    WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots,
144    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
145    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
146};
147// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
148// line so the indicator-count tooling (which scans the braced block above and
149// strips only `*Output` companions) does not count it as a separate indicator.
150pub use indicators::FootprintLevel;
151// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
152// its own line so the indicator-count tooling does not count it as an indicator.
153pub use indicators::MaType;
154// Bar element types for the alt-chart builders, re-exported on their own lines so
155// the indicator-count tooling (which scans only the braced block above) does not
156// count them as separate indicators.
157pub use indicators::KagiBar;
158pub use indicators::PnfColumn;
159pub use indicators::RenkoBrick;
160pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
161pub use ohlcv::{Candle, Tick};
162pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
