124 lines
5.1 KiB
Markdown
124 lines
5.1 KiB
Markdown
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# FAQ
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Frequently asked questions about Wickra. If yours is not here, check the
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[issue tracker](https://github.com/kingchenc/wickra/issues) or open a new
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issue.
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## Will batch and streaming produce the same result?
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Yes — bit-identical, by construction. `batch(prices)` is a one-line wrapper
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that calls `update(p)` for every `p` in the input. The same unit test —
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`batch_equals_streaming` — pins this for every indicator. See
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[Streaming vs Batch](Streaming-vs-Batch.md) for the full contract.
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## What does `warmup_period()` mean?
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It's the number of inputs an indicator needs before it emits its first
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non-`None` value. For RSI(14) that's 15 (14 diffs plus the seed); for
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SMA(20) it's 20; for MACD(12, 26, 9) it's 34 (`slow + signal − 1`). After
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warmup the indicator never goes back to `None`. The complete table lives
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at [Warmup Periods](Warmup-Periods.md).
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## Why am I getting `None` / `NaN` for the first N values?
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That's the warmup. Use `is_ready()` (or the corresponding `isReady()` in
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Node, `is_ready()` in Python) to gate your code on "do I have a real
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value yet?" rather than counting inputs yourself:
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```python
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import wickra as ta
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rsi = ta.RSI(14)
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for price in feed:
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rsi.update(price)
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if rsi.is_ready():
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...
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```
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## Which indicator should I use for X?
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A short cheat-sheet (full version at the bottom of
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[Indicators Overview](Indicators-Overview.md)):
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- **trend direction** → MA family (`SMA`, `EMA`, `HMA`, `T3`, `KAMA`)
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- **trend strength** → `ADX`, `ChoppinessIndex`, `VerticalHorizontalFilter`
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- **overbought / oversold** → `RSI`, `Stochastic`, `Williams %R`, `MFI`
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- **volatility** → `ATR`, `TrueRange`, `ChaikinVolatility`, `StdDev`
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- **breakout level** → `Donchian`, `BollingerBands`
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- **trailing stop** → `PSAR`, `SuperTrend`, `ChandelierExit`,
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`AtrTrailingStop`
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- **volume confirmation** → `OBV`, `ChaikinMoneyFlow`, `VWAP`
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## Is a single indicator instance thread-safe?
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No. `update` mutates state, so a single instance must not be shared across
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threads. Each thread should own its own indicator. For multi-asset
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parallelism, the Rust crate provides `BatchExt::batch_parallel`, which
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fans out over many series each with its own fresh instance behind the
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default `parallel` feature (rayon). Node's `worker_threads` gives the
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same shape from JavaScript — see `examples/node/parallel_assets.js`.
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## Does Wickra need a system compiler to install?
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No. Every published wheel (PyPI), npm package, and crate ships pre-built
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artefacts. `pip install wickra` and `npm install wickra` are
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no-prerequisite installs on Linux, macOS, and Windows x64 / arm64. The
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only time you need a toolchain is when you are building Wickra from
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source.
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## How do I handle non-finite inputs (NaN / Inf)?
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The scalar indicators (`SMA`, `EMA`, `WMA`, `RSI`, `ROC`, …) return the
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most recent valid value when fed a non-finite input, leaving their state
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untouched. That lets a missing price in your feed pass through without
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poisoning the rest of the series. `ATR` and the volume-aware indicators
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reject non-finite volume at the `Candle::new` boundary, so an aggregator
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that overflows surfaces an error instead of producing a corrupted candle
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(see [Data Layer](Data-Layer.md)).
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## How fast is Wickra?
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The streaming path is O(1) per `update` — the per-tick cost does not grow
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with how much history you have already seen. The README has a benchmark
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table comparing Wickra against `finta` and `talipp`; the gap is roughly
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10–30× on batch workloads and ~17× per tick on a streaming RSI seeded
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with 2 000 historical bars.
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## How do I add a custom indicator?
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Implement the `Indicator` trait in
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`crates/wickra-core/src/indicators/<your_name>.rs`, wire it through the
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bindings, and add reference-value plus `batch == streaming` equivalence
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tests. The complete how-to and the project's standards are in
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[CONTRIBUTING.md](https://github.com/kingchenc/wickra/blob/main/CONTRIBUTING.md).
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## Where do I get historical OHLCV data to test with?
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The repo ships seven real BTCUSDT datasets at
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`examples/data/btcusdt-{1m,5m,15m,1h,12h,1d,1month}.csv` (50 000 / 10 000 /
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10 000 / 10 000 / 5 000 / 3 200 / 105 candles respectively). Refresh them
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with the latest market history via
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`cargo run -p wickra-examples --bin fetch_btcusdt`. See
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[Data Layer](Data-Layer.md) for the full story.
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## How is Wickra different from TA-Lib / pandas-ta / talipp?
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* TA-Lib and pandas-ta are batch-only — every new tick triggers a full
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recomputation. Wickra updates in O(1). The numerical results are the
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same; the speed gap shows up in live trading and large backtests.
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* talipp is streaming-first like Wickra but Python-only and slower per
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update.
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* `finta` is batch-only and pure-Python.
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* `ta-lib-python` and TA-Lib both require C build tooling on Windows;
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Wickra ships pre-built native wheels.
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See the [TA-Lib Migration](TA-Lib-Migration.md) guide for a direct
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function-by-function mapping.
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## See also
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- [Home](Home.md) — wiki index.
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- [Streaming vs Batch](Streaming-vs-Batch.md) — the central design idea.
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- [TA-Lib Migration](TA-Lib-Migration.md) — function-by-function mapping
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table.
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- [Cookbook](Cookbook.md) — practical strategy recipes.
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