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

72 lines
3.5 KiB
Rust
Raw Normal View History

//! `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))]
mod error;
mod ohlcv;
mod traits;
pub mod indicators;
pub use error::{Error, Result};
pub use indicators::{
AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, Adl, Adx,
AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, AnchoredVwap, Apo, Aroon, AroonOscillator,
AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, AwesomeOscillator,
AwesomeOscillatorHistogram, BalanceOfPower, BollingerBands, BollingerBandwidth,
BollingerOutput, Cci, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
Cmo, ConnorsRsi, Coppock, Dema, DemandIndex, Donchian, DonchianOutput, DoubleBollinger,
DoubleBollingerOutput, Dpo, EaseOfMovement, ElderImpulse, Ema, Evwma, ForceIndex,
FractalChaosBands, FractalChaosBandsOutput, Frama, GarmanKlassVolatility, HistoricalVolatility,
Hma, HurstChannel, HurstChannelOutput, Inertia, Jma, Kama, Keltner, KeltnerOutput, Kst,
KstOutput, Kvo, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput,
MarketFacilitationIndex, MassIndex, McGinleyDynamic, MedianPrice, Mfi, Mom, Natr, Nvi, Obv,
ParkinsonVolatility, PercentB, Pgo, Pmo, Ppo, Psar, Pvi, Roc, RogersSatchellVolatility,
RollingVwap, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, Sma, Smi, Smma, StandardErrorBands,
StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StochRsi, Stochastic,
StochasticOutput, SuperTrend, SuperTrendOutput, Tema, Tii, Trima, Trix, TrueRange, Tsi, Tsv,
TtmSqueeze, TtmSqueezeOutput, TypicalPrice, UlcerIndex, UltimateOscillator,
VerticalHorizontalFilter, Vidya, VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput,
Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
WeightedClose, WilliamsR, Wma, YangZhangVolatility, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
Zlema, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};