扩展指标

ferro-ta-main/python/ferro_ta/data/streaming.py

@@ -0,0 +1,69 @@
+"""
+Streaming / Incremental Indicators — bar-by-bar stateful classes.
+
+All streaming classes are implemented in Rust (PyO3) for maximum performance.
+The Python module re-exports the Rust classes from the ``_ferro_ta`` extension.
+The extension must be built; there is no Python fallback.
+
+Usage
+-----
+>>> from ferro_ta.data.streaming import StreamingSMA, StreamingEMA, StreamingRSI
+>>> import numpy as np
+>>> sma = StreamingSMA(period=3)
+>>> for close in [10.0, 11.0, 12.0, 13.0, 14.0]:
+...     val = sma.update(close)
+...     print(f"{close} → {val:.4f}" if not np.isnan(val) else f"{close} → NaN")
+10.0 → NaN
+11.0 → NaN
+12.0 → 11.0000
+13.0 → 12.0000
+14.0 → 13.0000
+
+Available classes
+-----------------
+StreamingSMA        — Simple Moving Average
+StreamingEMA        — Exponential Moving Average
+StreamingRSI        — Relative Strength Index (Wilder seeding)
+StreamingATR        — Average True Range (Wilder seeding)
+StreamingBBands     — Bollinger Bands (upper, middle, lower)
+StreamingMACD       — MACD line, signal, histogram
+StreamingStoch      — Slow Stochastic (slowk, slowd)
+StreamingVWAP       — Volume Weighted Average Price (cumulative)
+StreamingSupertrend — ATR-based Supertrend
+
+Rust backend
+------------
+All classes are PyO3 classes compiled into the ``_ferro_ta`` extension module.
+Import them directly from the extension for zero-overhead access::
+
+    from ferro_ta._ferro_ta import StreamingSMA
+"""
+
+from __future__ import annotations
+
+# ---------------------------------------------------------------------------
+# Import Rust-backed streaming classes from the compiled extension.
+# ---------------------------------------------------------------------------
+from ferro_ta._ferro_ta import (  # noqa: F401
+    StreamingATR,
+    StreamingBBands,
+    StreamingEMA,
+    StreamingMACD,
+    StreamingRSI,
+    StreamingSMA,
+    StreamingStoch,
+    StreamingSupertrend,
+    StreamingVWAP,
+)
+
+__all__ = [
+    "StreamingSMA",
+    "StreamingEMA",
+    "StreamingRSI",
+    "StreamingATR",
+    "StreamingBBands",
+    "StreamingMACD",
+    "StreamingStoch",
+    "StreamingVWAP",
+    "StreamingSupertrend",
+]