2026-05-21 17:50:45 +02:00
|
|
|
//! `wickra-core`: streaming-first technical indicators.
|
|
|
|
|
//!
|
|
|
|
|
//! The core engine of Wickra. Every indicator is implemented as a state machine
|
|
|
|
|
//! that consumes inputs one at a time via [`Indicator::update`] in constant time.
|
|
|
|
|
//! Batch evaluation is provided as a blanket extension trait so the same code
|
|
|
|
|
//! path serves both online (tick-by-tick) and offline (historical) workloads.
|
|
|
|
|
//!
|
|
|
|
|
//! # Design
|
|
|
|
|
//!
|
|
|
|
|
//! - **Streaming-first.** State is held by the indicator instance, so a new value
|
|
|
|
|
//! only re-computes deltas, not the whole series.
|
|
|
|
|
//! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that
|
|
|
|
|
//! simply replays `update` over a slice. Writing one implementation gives both
|
|
|
|
|
//! APIs.
|
|
|
|
|
//! - **Composable.** Indicators implement [`Indicator<Input = f64, Output = f64>`]
|
|
|
|
|
//! wherever they conceptually take a price, so they can be chained via
|
|
|
|
|
//! [`Chain`].
|
|
|
|
|
//! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints.
|
|
|
|
|
//!
|
|
|
|
|
//! # Quick start
|
|
|
|
|
//!
|
|
|
|
|
//! ```
|
|
|
|
|
//! use wickra_core::{BatchExt, Indicator, Sma};
|
|
|
|
|
//!
|
|
|
|
|
//! // Streaming:
|
|
|
|
|
//! let mut sma = Sma::new(3).unwrap();
|
|
|
|
|
//! assert_eq!(sma.update(1.0), None);
|
|
|
|
|
//! assert_eq!(sma.update(2.0), None);
|
|
|
|
|
//! assert_eq!(sma.update(3.0), Some(2.0));
|
|
|
|
|
//!
|
|
|
|
|
//! // Batch (replays `update` internally):
|
|
|
|
|
//! let mut sma = Sma::new(3).unwrap();
|
|
|
|
|
//! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]);
|
|
|
|
|
//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
|
|
|
|
|
//! ```
|
|
|
|
|
|
2026-05-24 03:20:13 +02:00
|
|
|
#![cfg_attr(docsrs, feature(doc_cfg))]
|
2026-05-21 17:50:45 +02:00
|
|
|
|
|
|
|
|
mod error;
|
|
|
|
|
mod ohlcv;
|
|
|
|
|
mod traits;
|
|
|
|
|
|
|
|
|
|
pub mod indicators;
|
|
|
|
|
|
|
|
|
|
pub use error::{Error, Result};
|
|
|
|
|
pub use indicators::{
|
2026-05-25 22:14:27 +02:00
|
|
|
AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
|
|
|
|
|
Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, AnchoredVwap, Apo, Aroon,
|
2026-05-25 23:42:05 +02:00
|
|
|
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
|
|
|
|
|
AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta, BollingerBands,
|
2026-05-25 22:14:27 +02:00
|
|
|
BollingerBandwidth, BollingerOutput, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity,
|
|
|
|
|
Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
|
|
|
|
|
ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
|
2026-05-25 23:42:05 +02:00
|
|
|
ClassicPivotsOutput, Cmo, CoefficientOfVariation, ConnorsRsi, Coppock, CyberneticCycle,
|
|
|
|
|
Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput,
|
|
|
|
|
DetrendedStdDev, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
|
|
|
|
|
DoubleBollingerOutput, Dpo, EaseOfMovement, EhlersStochastic, ElderImpulse, Ema,
|
|
|
|
|
EmpiricalModeDecomposition, Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput,
|
|
|
|
|
FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama,
|
|
|
|
|
GarmanKlassVolatility, HeikinAshi, HeikinAshiOutput, HiLoActivator, HilbertDominantCycle,
|
|
|
|
|
HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
|
2026-05-25 23:02:29 +02:00
|
|
|
IchimokuOutput, Inertia, InstantaneousTrendline, InverseFisherTransform, Jma, Kama, Keltner,
|
2026-05-25 23:42:05 +02:00
|
|
|
KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel,
|
2026-05-25 20:06:46 +02:00
|
|
|
LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope, MaEnvelopeOutput,
|
2026-05-25 22:14:27 +02:00
|
|
|
MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, MassIndex,
|
2026-05-25 23:42:05 +02:00
|
|
|
McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, Natr, Nvi, Obv,
|
|
|
|
|
ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, Pmo, Ppo, Psar,
|
|
|
|
|
Pvi, RSquared, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter,
|
|
|
|
|
Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SineWave, Skewness, Sma, Smi, Smma,
|
|
|
|
|
SpearmanCorrelation, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands,
|
2026-05-25 22:14:27 +02:00
|
|
|
StarcBandsOutput, Stc, StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput,
|
|
|
|
|
SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
|
|
|
|
|
TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei,
|
|
|
|
|
TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, Tii, Trima,
|
|
|
|
|
Trix, TrueRange, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex,
|
2026-05-25 23:42:05 +02:00
|
|
|
UltimateOscillator, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator,
|
2026-05-25 22:14:27 +02:00
|
|
|
VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma,
|
|
|
|
|
Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput,
|
|
|
|
|
WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore,
|
|
|
|
|
ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, T3,
|
2026-05-21 17:50:45 +02:00
|
|
|
};
|
|
|
|
|
pub use ohlcv::{Candle, Tick};
|
|
|
|
|
pub use traits::{BatchExt, Chain, Indicator};
|