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, AndrewsPitchfork, AndrewsPitchforkOutput, Apo, Aroon, AroonOscillator,
64    AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrRatchet, AtrRatchetOutput, AtrTrailingStop,
65    AutoFib, AutoFibOutput, Autocorrelation, AutocorrelationPeriodogram, AverageDailyRange,
66    AverageDrawdown, AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower,
67    BandpassFilter, Bat, BeltHold, Beta, BetaNeutralSpread, BetterVolume, BipowerVariation,
68    BodySizePct, BollingerBands, BollingerBandwidth, BollingerOutput, BomarBands, BomarBandsOutput,
69    BreadthThrust, Breakaway, BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio,
70    Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, CentralPivotRange,
71    CentralPivotRangeOutput, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
72    ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
73    ClassicPivots, ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation,
74    Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi,
75    Coppock, CorrelationTrendIndicator, Counterattack, Crab, CumulativeVolumeDelta,
76    CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
77    DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
78    DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev, DisparityIndex,
79    DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput,
80    DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo,
81    DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex, EaseOfMovement, EffectiveSpread,
82    EhlersStochastic, Ehma, ElderImpulse, ElderRay, ElderRayOutput, ElderSafeZone,
83    ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition, Engulfing, EvenBetterSinewave,
84    EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs,
85    FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension,
86    FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement,
87    FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput,
88    FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
89    FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean,
90    FundingRateZScore, GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley,
91    GatorOscillator, GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket,
92    GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
93    HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
94    HighWave, HighpassFilter, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility,
95    Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
96    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
97    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
98    IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
99    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
100    JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
101    KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
102    Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
103    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
104    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
105    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
106    LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
107    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
108    MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
109    McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
110    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
111    ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, MurreyMathLines,
112    MurreyMathLinesOutput, Natr, NewHighsNewLows, Nrtr, NrtrOutput, Nvi, OIPriceDivergence,
113    OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
114    OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
115    OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
116    OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
117    PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
118    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
119    PpoHistogram, ProfitFactor, ProjectionBands, ProjectionBandsOutput, ProjectionOscillator, Psar,
120    Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput, QuotedSpread, RSquared,
121    RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, Reflex, RegimeLabel,
122    RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
123    RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure,
124    RollingCorrelation, RollingCovariance, RollingIqr, RollingMinMaxScaler, RollingPercentileRank,
125    RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput,
126    SampleEntropy, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput,
127    SessionRange, SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio,
128    ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
129    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
130    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
131    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
132    StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput, SuperSmoother,
133    SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
134    TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
135    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
136    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
137    ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
138    Tii, TimeBasedStop, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile,
139    TpoProfileOutput, TradeImbalance, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
140    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi,
141    Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows,
142    TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UniversalOscillator,
143    UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
144    ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone,
145    VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
146    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
147    VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput, VolumeWeightedSr,
148    VolumeWeightedSrOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
149    VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend, WaveTrendOutput, Wedge,
150    WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma,
151    WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
152    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
153};
154// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
155// line so the indicator-count tooling (which scans the braced block above and
156// strips only `*Output` companions) does not count it as a separate indicator.
157pub use indicators::FootprintLevel;
158// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
159// its own line so the indicator-count tooling does not count it as an indicator.
160pub use indicators::MaType;
161// Bar element types for the alt-chart builders, re-exported on their own lines so
162// the indicator-count tooling (which scans only the braced block above) does not
163// count them as separate indicators.
164pub use indicators::KagiBar;
165pub use indicators::PnfColumn;
166pub use indicators::RenkoBrick;
167pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
168pub use ohlcv::{Candle, Tick};
169pub use traits::{BarBuilder, BatchExt, BatchNanExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
