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, AdaptiveCci, AdaptiveCycle,
61    AdaptiveLaguerreFilter, AdaptiveRsi, Adl, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio,
62    Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AmihudIlliquidity, AnchoredRsi,
63    AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput,
64    AtrRatchet, AtrRatchetOutput, AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation,
65    AutocorrelationPeriodogram, AverageDailyRange, AverageDrawdown, AvgPrice, AwesomeOscillator,
66    AwesomeOscillatorHistogram, BalanceOfPower, BandpassFilter, Bat, BeltHold, Beta,
67    BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands,
68    BollingerBandwidth, BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway,
69    BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput,
70    Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
71    ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
72    ClassicPivots, ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation,
73    Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi,
74    Coppock, CorrelationTrendIndicator, Counterattack, Crab, CumulativeVolumeDelta,
75    CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
76    DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
77    DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev, DisparityIndex,
78    DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput,
79    DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo,
80    DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex, EaseOfMovement, EffectiveSpread,
81    EhlersStochastic, Ehma, ElderImpulse, ElderRay, ElderRayOutput, ElderSafeZone,
82    ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition, Engulfing, EvenBetterSinewave,
83    EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs,
84    FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension,
85    FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement,
86    FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput,
87    FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
88    FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean,
89    FundingRateZScore, GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley,
90    GatorOscillator, GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket,
91    GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
92    HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
93    HighWave, HighpassFilter, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility,
94    Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
95    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
96    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
97    IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
98    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
99    JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
100    KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
101    Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
102    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
103    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
104    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
105    LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
106    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
107    MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
108    McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
109    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
110    ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nrtr,
111    NrtrOutput, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
112    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
113    OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap,
114    OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
115    PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
116    PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars,
117    PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, ProjectionBands,
118    ProjectionBandsOutput, ProjectionOscillator, Psar, Pvi, Qqe, QqeOutput, Qstick, QuartileBands,
119    QuartileBandsOutput, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
120    RecoveryFactor, RectangleRange, Reflex, RegimeLabel, RelativeStrengthAB,
121    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
122    Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
123    RollingCovariance, RollingIqr, RollingMinMaxScaler, RollingPercentileRank, RollingQuantile,
124    RollingVwap, RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SampleEntropy,
125    SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange,
126    SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio, ShootingStar, ShortLine,
127    SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio,
128    SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
129    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
130    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
131    StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput, SuperSmoother,
132    SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
133    TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
134    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
135    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
136    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
137    Tii, TimeBasedStop, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile,
138    TpoProfileOutput, TradeImbalance, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
139    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi,
140    Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows,
141    TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UniversalOscillator,
142    UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
143    ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone,
144    VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
145    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
146    VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput, Vortex,
147    VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm,
148    WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals,
149    WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots, WoodiePivotsOutput,
150    YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
151    Zlema, FAMILIES, T3,
152};
153// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
154// line so the indicator-count tooling (which scans the braced block above and
155// strips only `*Output` companions) does not count it as a separate indicator.
156pub use indicators::FootprintLevel;
157// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
158// its own line so the indicator-count tooling does not count it as an indicator.
159pub use indicators::MaType;
160// Bar element types for the alt-chart builders, re-exported on their own lines so
161// the indicator-count tooling (which scans only the braced block above) does not
162// count them as separate indicators.
163pub use indicators::KagiBar;
164pub use indicators::PnfColumn;
165pub use indicators::RenkoBrick;
166pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
167pub use ohlcv::{Candle, Tick};
168pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
