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, DumplingTop,
82    Dx, DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma,
83    ElderImpulse, ElderRay, ElderRayOutput, ElderSafeZone, ElderSafeZoneOutput, Ema,
84    EmpiricalModeDecomposition, Engulfing, Equivolume, EquivolumeOutput, EstimatedLeverageRatio,
85    EvenBetterSinewave, EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods,
86    Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput,
87    FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput,
88    FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots,
89    FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput,
90    ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FryPanBottom, FundingBasis,
91    FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio,
92    GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
93    GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
94    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HaramiCross,
95    HasbrouckInformationShare, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator,
96    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighWave, HighpassFilter, Hikkake,
97    HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon,
98    HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput,
99    HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia,
100    InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
101    IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
102    IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
103    JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
104    KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
105    Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
106    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
107    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
108    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
109    LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
110    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
111    MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
112    McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
113    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
114    ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, MurreyMathLines,
115    MurreyMathLinesOutput, Natr, NewHighsNewLows, NewPriceLines, Nrtr, NrtrOutput, Nvi,
116    OIPriceDivergence, OIWeighted, Obv, OiToVolumeRatio, OmegaRatio, OnNeck, OpenInterestDelta,
117    OpenInterestMomentum, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
118    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance,
119    OuHalfLife, OvernightGap, OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex,
120    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
121    PercentB, PercentageTrailingStop, PerpetualPremiumIndex, Pgo, PiercingDarkCloud, Pin,
122    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
123    PpoHistogram, ProfitFactor, ProjectionBands, ProjectionBandsOutput, ProjectionOscillator, Psar,
124    Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput, QuotedSpread, RSquared,
125    RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange, Reflex, RegimeLabel,
126    RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan,
127    RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure,
128    RollingCorrelation, RollingCovariance, RollingIqr, RollingMinMaxScaler, RollingPercentileRank,
129    RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput,
130    SampleEntropy, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput,
131    SessionRange, SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio,
132    ShootingStar, ShortLine, SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma,
133    SmoothedHeikinAshi, SmoothedHeikinAshiOutput, SortinoRatio, SpearmanCorrelation, SpinningTop,
134    SpreadAr1Coefficient, SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst,
135    StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
136    StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic,
137    StochasticCci, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput,
138    TakerBuySellRatio, Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown,
139    TdDWave, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdMovingAverage,
140    TdMovingAverageOutput, TdOpen, TdPressure, TdPropulsion, TdRangeProjection,
141    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
142    TdSequentialOutput, TdSetup, TdTrap, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
143    ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth,
144    Thrusting, TickIndex, Tii, TimeBasedStop, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput,
145    TowerTopBottom, TpoProfile, TpoProfileOutput, TradeImbalance, TradeSignAutocorrelation,
146    TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex, TreynorRatio, Triangle, Trima,
147    Trin, TripleTopBottom, Tristar, Trix, TrueRange, Tsf, TsfOscillator, Tsi, Tsv, TtmSqueeze,
148    TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows, TypicalPrice,
149    UlcerIndex, UltimateOscillator, UniqueThreeRiver, UniversalOscillator, UpDownVolumeRatio,
150    UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance,
151    VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput,
152    VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
153    VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
154    VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput, VolumeWeightedSr,
155    VolumeWeightedSrOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
156    VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend, WaveTrendOutput, Wedge,
157    WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma,
158    WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
159    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
160};
161// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
162// line so the indicator-count tooling (which scans the braced block above and
163// strips only `*Output` companions) does not count it as a separate indicator.
164pub use indicators::FootprintLevel;
165// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
166// its own line so the indicator-count tooling does not count it as an indicator.
167pub use indicators::MaType;
168// Bar element types for the alt-chart builders, re-exported on their own lines so
169// the indicator-count tooling (which scans only the braced block above) does not
170// count them as separate indicators.
171pub use indicators::KagiBar;
172pub use indicators::PnfColumn;
173pub use indicators::RenkoBrick;
174pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
175pub use ohlcv::{Candle, Tick};
176pub use traits::{BarBuilder, BatchExt, BatchNanExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
