114 lines
2.9 KiB
Plaintext
114 lines
2.9 KiB
Plaintext
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---
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title: "Getting started with wickra"
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output: rmarkdown::html_vignette
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vignette: >
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%\VignetteIndexEntry{Getting started with wickra}
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%\VignetteEngine{knitr::rmarkdown}
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%\VignetteEncoding{UTF-8}
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---
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```{r setup, include = FALSE}
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knitr::opts_chunk$set(collapse = TRUE, comment = "#>")
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```
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`wickra` exposes the Wickra technical-analysis library in R over its C ABI hub.
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Every indicator is a constructor returning a `wickra_indicator`; you feed it data
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one observation at a time with `update()` (an O(1) streaming step) or run a whole
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series at once with `batch()`. Both paths share the exact same Rust core, so a
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live feed and a historical backtest compute identical values.
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```{r}
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library(wickra)
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```
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## A sample series
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The package ships a small synthetic OHLCV series, `sample_ohlcv`, for examples
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(a seeded random walk — not real market data).
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```{r}
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head(sample_ohlcv)
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```
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## Batch: a whole series at once
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Scalar indicators run over a vector with `batch()`. Warmup positions are `NA`.
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```{r}
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sma <- Sma(20)
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sma_values <- batch(sma, sample_ohlcv$close)
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tail(sma_values)
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```
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## Streaming: one observation at a time
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The same indicator fed tick-by-tick with `update()` returns the identical
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values — an equivalence the test suite enforces for every indicator.
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```{r}
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sma_stream <- Sma(20)
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streamed <- vapply(sample_ohlcv$close, function(p) update(sma_stream, p), numeric(1))
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same_warmup <- all(is.na(streamed) == is.na(sma_values))
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same_values <- all(streamed == sma_values, na.rm = TRUE)
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c(batch_equals_streaming = same_warmup && same_values)
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```
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A typical streaming loop reacts to each value as it arrives:
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```{r}
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rsi <- Rsi(14)
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overbought_days <- 0L
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for (price in sample_ohlcv$close) {
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v <- update(rsi, price) # NA during warmup
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if (!is.na(v) && v > 70) overbought_days <- overbought_days + 1L
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}
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overbought_days
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```
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## Multi-output indicators
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Indicators with several outputs return a *named* numeric vector (`NA` while
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warming up). MACD is the classic example — line, signal, and histogram:
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```{r}
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macd <- MacdIndicator(12, 26, 9)
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last_macd <- c(macd = NA, signal = NA, histogram = NA)
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for (price in sample_ohlcv$close) last_macd <- update(macd, price)
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last_macd
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```
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## Candle indicators
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Indicators that need the whole bar take the OHLCV fields plus a timestamp:
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```{r}
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atr <- Atr(14)
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last_atr <- NA_real_
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for (i in seq_len(nrow(sample_ohlcv))) {
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last_atr <- update(
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atr,
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sample_ohlcv$open[i], sample_ohlcv$high[i], sample_ohlcv$low[i],
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sample_ohlcv$close[i], sample_ohlcv$volume[i], i - 1
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)
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}
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last_atr
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```
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## Resetting state
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`reset()` returns an indicator to its warmup state so the same object can be
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reused on a fresh series:
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```{r}
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reset(sma)
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update(sma, 100) # NaN — warming up again
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```
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## Next steps
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- Full indicator catalogue, guides, and per-indicator reference:
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<https://docs.wickra.org>.
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- Every constructor (`Sma()`, `Rsi()`, `MacdIndicator()`, `Atr()`, …) is listed
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in this package's help index.
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