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    CompositeProfile, CompositeProfileOutput, ConcealingBabySwallow, ConditionalValueAtRisk,
76    ConnorsRsi, Coppock, CorrelationTrendIndicator, Counterattack, Crab, CumulativeVolumeDelta,
77    CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
78    DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
79    DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev, DisparityIndex,
80    DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput,
81    DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo,
82    DragonflyDoji, DrawdownDuration, DumplingTop, Dx, DynamicMomentumIndex, EaseOfMovement,
83    EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse, ElderRay, ElderRayOutput, ElderSafeZone,
84    ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition, Engulfing, Equivolume, EquivolumeOutput,
85    EstimatedLeverageRatio, EvenBetterSinewave, EveningDojiStar, Evwma, EwmaVolatility, Expectancy,
86    FallingThreeMethods, Fama, FibArcs, FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence,
87    FibConfluenceOutput, FibExtension, FibExtensionOutput, FibFan, FibFanOutput, FibProjection,
88    FibProjectionOutput, FibRetracement, FibRetracementOutput, FibTimeZones, FibTimeZonesOutput,
89    FibonacciPivots, FibonacciPivotsOutput, FisherRsi, FisherTransform, FlagPennant, Footprint,
90    FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FryPanBottom,
91    FundingBasis, FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore,
92    GainLossRatio, 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, HighLowVolumeNodes,
97    HighLowVolumeNodesOutput, HighWave, HighpassFilter, Hikkake, HikkakeModified,
98    HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase,
99    HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent,
100    Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio,
101    InitialBalance, InitialBalanceOutput, InstantaneousTrendline, IntradayIntensity,
102    IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
103    InverseFisherTransform, InvertedHammer, JarqueBera, Jma, JumpIndicator, KagiBars,
104    KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop, KaseDevStopOutput,
105    KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion, Keltner,
106    KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
107    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
108    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
109    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
110    LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
111    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
112    MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
113    McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
114    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
115    ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, MurreyMathLines,
116    MurreyMathLinesOutput, NakedPoc, Natr, NewHighsNewLows, NewPriceLines, Nrtr, NrtrOutput, Nvi,
117    OIPriceDivergence, OIWeighted, Obv, OiToVolumeRatio, OmegaRatio, OnNeck, OpenInterestDelta,
118    OpenInterestMomentum, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
119    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance,
120    OuHalfLife, OvernightGap, OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex,
121    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
122    PercentB, PercentageTrailingStop, PerpetualPremiumIndex, Pgo, PiercingDarkCloud, Pin,
123    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
124    PpoHistogram, ProfileShape, ProfitFactor, ProjectionBands, ProjectionBandsOutput,
125    ProjectionOscillator, Psar, Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput,
126    QuotedSpread, RSquared, RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange,
127    Reflex, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop,
128    RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility,
129    RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr, RollingMinMaxScaler,
130    RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi,
131    RviVolatility, Rwi, RwiOutput, SampleEntropy, SarExt, SeasonalZScore, SeparatingLines,
132    SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap,
133    ShannonEntropy, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
134    SineWeightedMa, SinglePrints, Skewness, Sma, Smi, Smma, SmoothedHeikinAshi,
135    SmoothedHeikinAshiOutput, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient,
136    SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError,
137    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
138    StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput,
139    SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap,
140    TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown, TdDWave, TdDeMarker, TdDifferential,
141    TdLines, TdLinesOutput, TdMovingAverage, TdMovingAverageOutput, TdOpen, TdPressure,
142    TdPropulsion, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
143    TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, TdTrap, Tema, TermStructureBasis,
144    ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows,
145    ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeBasedStop, TimeOfDayReturnProfile,
146    TimeOfDayReturnProfileOutput, TowerTopBottom, TpoProfile, TpoProfileOutput, TradeImbalance,
147    TradeSignAutocorrelation, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
148    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Tristar, Trix, TrueRange, Tsf,
149    TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
150    TwiggsMoneyFlow, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
151    UniversalOscillator, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
152    ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya,
153    VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop,
154    VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend,
155    VolumeProfile, VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput,
156    VolumeWeightedSr, VolumeWeightedSrOutput, Vortex, VortexOutput, Vpin, Vwap, VwapStdDevBands,
157    VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend, WaveTrendOutput, Wedge,
158    WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, WinRate, Wma,
159    WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
160    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
161};
162// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
163// line so the indicator-count tooling (which scans the braced block above and
164// strips only `*Output` companions) does not count it as a separate indicator.
165pub use indicators::FootprintLevel;
166// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
167// its own line so the indicator-count tooling does not count it as an indicator.
168pub use indicators::MaType;
169// Bar element types for the alt-chart builders, re-exported on their own lines so
170// the indicator-count tooling (which scans only the braced block above) does not
171// count them as separate indicators.
172pub use indicators::KagiBar;
173pub use indicators::PnfColumn;
174pub use indicators::RenkoBrick;
175pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
176pub use ohlcv::{Candle, Tick};
177pub use traits::{BarBuilder, BatchExt, BatchNanExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
