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# 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
63 streaming-first indicators across four families plus a statistics group.
Every one passes a `batch == streaming` equivalence test and reference-value
tests:
- **Trend** — SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3,
VWMA
- **Momentum** — RSI (Wilder), MACD, Stochastic, CCI, ROC, WilliamsR, ADX,
MFI, TRIX, AwesomeOscillator, Aroon, MOM, CMO, TSI, PMO, StochRSI,
UltimateOscillator, PPO, DPO, Coppock, AroonOscillator, Vortex, MassIndex
- **Volatility** — BollingerBands, ATR, Keltner, Donchian, PSAR, NATR, StdDev,
UlcerIndex, HistoricalVolatility, BollingerBandwidth, PercentB, SuperTrend,
ChandelierExit, ChandeKrollStop, AtrTrailingStop
- **Volume** — OBV, VWAP, ADL, VolumePriceTrend, ChaikinMoneyFlow,
ChaikinOscillator, ForceIndex, EaseOfMovement
- **Statistics** — TypicalPrice, MedianPrice, WeightedClose, LinearRegression,
LinRegSlope
## 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.