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, CandleVolume, CandleVolumeOutput, Cci, CenterOfGravity,
71    CentralPivotRange, CentralPivotRangeOutput, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
72    ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
73    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, CloseVsOpen,
74    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
75    ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, CorrelationTrendIndicator,
76    Counterattack, Crab, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle,
77    CyberneticCycle, Cypher, DayOfWeekProfile, DayOfWeekProfileOutput, Decycler,
78    DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope,
79    DerivativeOscillator, DetrendedStdDev, DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian,
80    DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
81    DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
82    DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
83    ElderRay, ElderRayOutput, ElderSafeZone, ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition,
84    Engulfing, Equivolume, EquivolumeOutput, EvenBetterSinewave, EveningDojiStar, Evwma,
85    EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel,
86    FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan,
87    FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement, FibRetracementOutput,
88    FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput, FisherRsi,
89    FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
90    FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
91    GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
92    GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
93    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeadAndShoulders, HeikinAshi,
94    HeikinAshiOscillator, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave,
95    HighpassFilter, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma,
96    HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
97    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
98    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
99    IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
100    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
101    JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
102    KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
103    Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
104    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
105    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
106    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
107    LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
108    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
109    MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
110    McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
111    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
112    ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, MurreyMathLines,
113    MurreyMathLinesOutput, Natr, NewHighsNewLows, Nrtr, NrtrOutput, Nvi, OIPriceDivergence,
114    OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange,
115    OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
116    OrderFlowImbalance, OuHalfLife, OvernightGap, OvernightIntradayReturn,
117    OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
118    PearsonCorrelation, PercentAboveMa, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud,
119    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
120    PpoHistogram, ProfitFactor, ProjectionBands, ProjectionBandsOutput, ProjectionOscillator, Psar,
121    Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput, QuotedSpread, RSquared,
122    RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, Reflex, RegimeLabel,
123    RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
124    RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure,
125    RollingCorrelation, RollingCovariance, RollingIqr, RollingMinMaxScaler, RollingPercentileRank,
126    RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput,
127    SampleEntropy, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput,
128    SessionRange, SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio,
129    ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
130    SmoothedHeikinAshi, SmoothedHeikinAshiOutput, SortinoRatio, SpearmanCorrelation, SpinningTop,
131    SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
132    StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
133    StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
134    StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
135    TakerBuySellRatio, Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown,
136    TdDWave, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdMovingAverage,
137    TdMovingAverageOutput, TdOpen, TdPressure, TdPropulsion, TdRangeProjection,
138    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
139    TdSequentialOutput, TdSetup, TdTrap, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
140    ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth,
141    Thrusting, TickIndex, Tii, TimeBasedStop, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput,
142    TpoProfile, TpoProfileOutput, TradeImbalance, TradeVolumeIndex, TrendLabel, TrendStrengthIndex,
143    Trendflex, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf,
144    TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
145    TwiggsMoneyFlow, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
146    UniversalOscillator, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
147    ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya,
148    VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop,
149    VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
150    VolumeProfile, VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput,
151    VolumeWeightedSr, VolumeWeightedSrOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
152    VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend, WaveTrendOutput, Wedge,
153    WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma,
154    WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
155    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
156};
157// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
158// line so the indicator-count tooling (which scans the braced block above and
159// strips only `*Output` companions) does not count it as a separate indicator.
160pub use indicators::FootprintLevel;
161// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
162// its own line so the indicator-count tooling does not count it as an indicator.
163pub use indicators::MaType;
164// Bar element types for the alt-chart builders, re-exported on their own lines so
165// the indicator-count tooling (which scans only the braced block above) does not
166// count them as separate indicators.
167pub use indicators::KagiBar;
168pub use indicators::PnfColumn;
169pub use indicators::RenkoBrick;
170pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
171pub use ohlcv::{Candle, Tick};
172pub use traits::{BarBuilder, BatchExt, BatchNanExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
