2026-05-21 20:51:30 +02:00
|
|
|
|
# Wickra — Python bindings
|
|
|
|
|
|
|
|
|
|
|
|
Streaming-first technical indicators powered by a Rust core.
|
|
|
|
|
|
|
|
|
|
|
|
```bash
|
|
|
|
|
|
pip install wickra
|
|
|
|
|
|
```
|
|
|
|
|
|
|
|
|
|
|
|
## Quick start
|
|
|
|
|
|
|
|
|
|
|
|
```python
|
|
|
|
|
|
import numpy as np
|
|
|
|
|
|
import wickra as ta
|
|
|
|
|
|
|
|
|
|
|
|
# Batch — TA-Lib-style usage
|
|
|
|
|
|
prices = np.linspace(100, 200, 1000)
|
|
|
|
|
|
rsi = ta.RSI(14).batch(prices) # NumPy array; NaN during warmup
|
|
|
|
|
|
|
|
|
|
|
|
# Streaming — feed ticks one at a time
|
|
|
|
|
|
rsi = ta.RSI(14)
|
|
|
|
|
|
for price in live_prices:
|
|
|
|
|
|
v = rsi.update(price) # O(1) per tick
|
|
|
|
|
|
if v is not None and v > 70:
|
|
|
|
|
|
...
|
|
|
|
|
|
```
|
|
|
|
|
|
|
|
|
|
|
|
## What's included
|
|
|
|
|
|
|
2026-05-22 22:21:49 +02:00
|
|
|
|
71 streaming-first indicators across eight families. Every one passes a
|
|
|
|
|
|
`batch == streaming` equivalence test and reference-value tests:
|
|
|
|
|
|
|
|
|
|
|
|
- **Moving Averages** — SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA,
|
|
|
|
|
|
ZLEMA, T3, VWMA
|
|
|
|
|
|
- **Momentum Oscillators** — RSI (Wilder), Stochastic, CCI, ROC, Williams %R,
|
|
|
|
|
|
MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator
|
|
|
|
|
|
- **Trend & Directional** — MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon
|
|
|
|
|
|
Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter
|
|
|
|
|
|
- **Price Oscillators** — PPO, DPO, Coppock, Accelerator Oscillator, Balance
|
|
|
|
|
|
of Power
|
|
|
|
|
|
- **Volatility & Bands** — ATR, Bollinger Bands, Keltner Channels, Donchian
|
|
|
|
|
|
Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger
|
|
|
|
|
|
Bandwidth, %B, True Range, Chaikin Volatility
|
|
|
|
|
|
- **Trailing Stops** — Parabolic SAR, SuperTrend, Chandelier Exit, Chande
|
|
|
|
|
|
Kroll Stop, ATR Trailing Stop
|
|
|
|
|
|
- **Volume** — OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend,
|
|
|
|
|
|
Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement
|
|
|
|
|
|
- **Price Statistics** — Typical Price, Median Price, Weighted Close, Linear
|
|
|
|
|
|
Regression, Linear Regression Slope, Z-Score, Linear Regression Angle
|
2026-05-21 20:51:30 +02:00
|
|
|
|
|
|
|
|
|
|
## Why streaming-first matters
|
|
|
|
|
|
|
|
|
|
|
|
Classic TA libraries are batch-only: every live tick triggers a full
|
|
|
|
|
|
recomputation over the entire history. Wickra updates indicator state in
|
|
|
|
|
|
O(1) per tick. On a 5K-bar history the streaming RSI gap is ~17× over the
|
|
|
|
|
|
nearest peer with a streaming API and 100×+ over batch-only libraries.
|
|
|
|
|
|
|
|
|
|
|
|
## Full project
|
|
|
|
|
|
|
|
|
|
|
|
See <https://github.com/kingchenc/wickra> for benchmarks, the Rust core,
|
|
|
|
|
|
Node.js and WebAssembly bindings, examples, and CI.
|
|
|
|
|
|
|
|
|
|
|
|
## License
|
|
|
|
|
|
|
|
|
|
|
|
Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal,
|
|
|
|
|
|
research, educational, and non-profit use are all permitted. Commercial
|
|
|
|
|
|
sale requires a separate license — contact via the GitHub repo.
|
