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, BurkeRatio, Butterfly, CalendarSpread,
70    CalmarRatio, Camarilla, CamarillaPivotsOutput, CandleVolume, CandleVolumeOutput, Cci,
71    CenterOfGravity, CentralPivotRange, CentralPivotRangeOutput, Cfo, ChaikinMoneyFlow,
72    ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
73    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, CloseVsOpen,
74    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
75    CommonSenseRatio, CompositeProfile, CompositeProfileOutput, ConcealingBabySwallow,
76    ConditionalValueAtRisk, ConnorsRsi, Coppock, CorrelationTrendIndicator, Counterattack, Crab,
77    CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher,
78    DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex,
79    DemarkPivots, DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev,
80    DisparityIndex, DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop,
81    DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom,
82    DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, DumplingTop, Dx,
83    DynamicMomentumIndex, EaseOfMovement, EffectiveSpread, EhlersStochastic, Ehma, ElderImpulse,
84    ElderRay, ElderRayOutput, ElderSafeZone, ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition,
85    Engulfing, Equivolume, EquivolumeOutput, EstimatedLeverageRatio, EvenBetterSinewave,
86    EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs,
87    FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension,
88    FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement,
89    FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput,
90    FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
91    FractalChaosBands, FractalChaosBandsOutput, Frama, FryPanBottom, FundingBasis,
92    FundingImpliedApr, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio,
93    GainToPainRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley, GatorOscillator,
94    GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket, GoldenPocketOutput,
95    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HaramiCross,
96    HasbrouckInformationShare, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator,
97    HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange, HighLowVolumeNodes,
98    HighLowVolumeNodesOutput, HighWave, HighpassFilter, Hikkake, HikkakeModified,
99    HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HomingPigeon, HtDcPhase,
100    HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent,
101    Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio,
102    InitialBalance, InitialBalanceOutput, InstantaneousTrendline, IntradayIntensity,
103    IntradayMomentumIndex, IntradayVolatilityProfile, IntradayVolatilityProfileOutput,
104    InverseFisherTransform, InvertedHammer, JarqueBera, Jma, JumpIndicator, KRatio, KagiBars,
105    KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop, KaseDevStopOutput,
106    KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion, Keltner,
107    KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
108    KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
109    LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
110    LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
111    LongLine, LongShortRatio, M2Measure, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
112    MacdHistogram, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
113    MartinRatio, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McClellanOscillator,
114    McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel,
115    MedianChannelOutput, MedianMa, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi,
116    MinusDm, ModifiedMaStop, ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar,
117    MurreyMathLines, MurreyMathLinesOutput, NakedPoc, Natr, NewHighsNewLows, NewPriceLines, Nrtr,
118    NrtrOutput, Nvi, OIPriceDivergence, OIWeighted, Obv, OiToVolumeRatio, OmegaRatio, OnNeck,
119    OpenInterestDelta, OpenInterestMomentum, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
120    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance,
121    OuHalfLife, OvernightGap, OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex,
122    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
123    PercentB, PercentageTrailingStop, PerpetualPremiumIndex, Pgo, PiercingDarkCloud, Pin,
124    PivotReversal, PlusDi, PlusDm, Pmo, PointAndFigureBars, PolarizedFractalEfficiency, Ppo,
125    PpoHistogram, ProfileShape, ProfitFactor, ProjectionBands, ProjectionBandsOutput,
126    ProjectionOscillator, Psar, Pvi, Qqe, QqeOutput, Qstick, QuartileBands, QuartileBandsOutput,
127    QuotedSpread, RSquared, RealizedSpread, RealizedVolatility, RecoveryFactor, RectangleRange,
128    Reflex, RegimeLabel, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop,
129    RickshawMan, RisingThreeMethods, Rmi, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility,
130    RollMeasure, RollingCorrelation, RollingCovariance, RollingIqr, RollingMinMaxScaler,
131    RollingPercentileRank, RollingQuantile, RollingVwap, RoofingFilter, Rsi, Rsx, Rvi,
132    RviVolatility, Rwi, RwiOutput, SampleEntropy, SarExt, SeasonalZScore, SeparatingLines,
133    SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap,
134    ShannonEntropy, Shark, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave,
135    SineWeightedMa, SinglePrints, Skewness, Sma, Smi, Smma, SmoothedHeikinAshi,
136    SmoothedHeikinAshiOutput, SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient,
137    SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError,
138    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
139    StepTrailingStop, SterlingRatio, StickSandwich, StochRsi, Stochastic, StochasticCci,
140    StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TailRatio, TakerBuySellRatio,
141    Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown, TdDWave, TdDeMarker,
142    TdDifferential, TdLines, TdLinesOutput, TdMovingAverage, TdMovingAverageOutput, TdOpen,
143    TdPressure, TdPropulsion, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
144    TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, TdTrap, Tema, TermStructureBasis,
145    ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows,
146    ThreeStarsInSouth, Thrusting, TickIndex, Tii, TimeBasedStop, TimeOfDayReturnProfile,
147    TimeOfDayReturnProfileOutput, TowerTopBottom, TpoProfile, TpoProfileOutput, TradeImbalance,
148    TradeSignAutocorrelation, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
149    TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Tristar, Trix, TrueRange, Tsf,
150    TsfOscillator, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer,
151    TwiggsMoneyFlow, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver,
152    UniversalOscillator, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows,
153    UpsidePotentialRatio, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio,
154    VerticalHorizontalFilter, Vidya, VolatilityCone, VolatilityConeOutput, VolatilityOfVolatility,
155    VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeByTimeProfileOutput, VolumeOscillator,
156    VolumePriceTrend, VolumeProfile, VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd,
157    VolumeWeightedMacdOutput, VolumeWeightedSr, VolumeWeightedSrOutput, Vortex, VortexOutput, Vpin,
158    Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm, WaveTrend,
159    WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals, WilliamsFractalsOutput,
160    WilliamsR, WinRate, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit,
161    ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
162};
163// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
164// line so the indicator-count tooling (which scans the braced block above and
165// strips only `*Output` companions) does not count it as a separate indicator.
166pub use indicators::FootprintLevel;
167// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
168// its own line so the indicator-count tooling does not count it as an indicator.
169pub use indicators::MaType;
170// Bar element types for the alt-chart builders, re-exported on their own lines so
171// the indicator-count tooling (which scans only the braced block above) does not
172// count them as separate indicators.
173pub use indicators::KagiBar;
174pub use indicators::PnfColumn;
175pub use indicators::RenkoBrick;
176pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
177pub use ohlcv::{Candle, Tick};
178pub use traits::{BarBuilder, BatchExt, BatchNanExt, Chain, Indicator};
wickra_core/lib.rs

wickra_core/
lib.rs
