wickra/crates/wickra-core/src/lib.rs

//! `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)]);
//! ```

#![cfg_attr(docsrs, feature(doc_cfg))]
// The libtest harness collects every `#[test]` into a compiler-generated array
// of test references. With 2000+ unit tests that array exceeds clippy's 16 KB
// `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding,
// not our code, so it cannot be silenced at a call site. Suppress it only in test
// builds — library code is still linted for genuinely large stack arrays.
#![cfg_attr(test, allow(clippy::large_stack_arrays))]

mod cross_section;
mod derivatives;
mod error;
mod microstructure;
mod ohlcv;
mod traits;

pub mod indicators;

pub use cross_section::{CrossSection, Member};
pub use derivatives::DerivativesTick;
pub use error::{Error, Result};
pub use indicators::{
    AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
    AdaptiveCycle, Adl, AdvanceBlock, AdvanceDecline, Adx, AdxOutput, Adxr, Alligator,
    AlligatorOutput, Alma, Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator,
    AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown,
    AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta,
    BollingerBands, BollingerBandwidth, BollingerOutput, Breakaway, CalendarSpread, CalmarRatio,
    Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow,
    ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, ClosingMarubozu,
    Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput, ConcealingBabySwallow,
    ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, CumulativeVolumeDelta,
    CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
    DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar, Donchian, DonchianOutput,
    DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
    DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, EaseOfMovement,
    EffectiveSpread, EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Engulfing,
    EveningDojiStar, Evwma, FallingThreeMethods, Fama, FibonacciPivots, FibonacciPivotsOutput,
    FisherTransform, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
    FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
    GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, GravestoneDoji, Hammer, HangingMan,
    Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighWave, Hikkake, HikkakeModified,
    HilbertDominantCycle, HistoricalVolatility, Hma, HomingPigeon, HtDcPhase, HtPhasor,
    HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
    IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance,
    InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma,
    KagiBars, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst,
    KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
    LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
    MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
    Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar,
    Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
    OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
    ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
    PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi,
    QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB,
    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc,
    Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi,
    RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio, ShootingStar, ShortLine,
    SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation,
    SpinningTop, StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput,
    StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi,
    Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio,
    Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
    TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
    TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis,
    ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting,
    Tii, TpoProfile, TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf,
    Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex,
    UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
    ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
    Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
    WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and
// strips only `*Output` companions) does not count it as a separate indicator.
pub use indicators::FootprintLevel;
// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
// its own line so the indicator-count tooling does not count it as an indicator.
pub use indicators::MaType;
// Bar element types for the alt-chart builders, re-exported on their own lines so
// the indicator-count tooling (which scans only the braced block above) does not
// count them as separate indicators.
pub use indicators::KagiBar;
pub use indicators::PnfColumn;
pub use indicators::RenkoBrick;
pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
pub use ohlcv::{Candle, Tick};
pub use traits::{BarBuilder, BatchExt, Chain, Indicator};