Wickra 0.1.0: streaming-first technical indicators

A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.

What ships in this initial drop:

  crates/wickra-core   - 25 indicators, Indicator/BatchExt/Chain traits,
                          OHLCV types with validation; 171 unit tests,
                          property tests, Wilder/Bollinger textbook tests.
  crates/wickra        - top-level facade + criterion benches for every
                          indicator at 1K/10K/100K series sizes.
  crates/wickra-data   - streaming CSV reader, tick-to-candle aggregator,
                          multi-timeframe resampler, Binance Spot kline
                          WebSocket adapter behind feature live-binance;
                          11 unit + 1 doctest.
  bindings/python      - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
                          56 pytest tests including streaming==batch
                          equivalence, Wilder reference values, lifecycle.
  bindings/node        - napi-rs native module, TypeScript .d.ts
                          auto-generated, 7 node --test cases.
  bindings/wasm        - wasm-bindgen ES module for browser/bundler/Node;
                          interactive HTML demo at examples/index.html.
  examples/            - Python and Rust scripts: backtest, live trading,
                          parallel multi-asset, multi-timeframe, Binance.
  benchmarks/          - cross-library comparison against TA-Lib,
                          pandas-ta, finta, talipp; Wickra wins every
                          category by 11-1030x (batch) and 17x+ streaming.
  .github/workflows/   - CI matrix (Rust + Python + Node + WASM on
                          Linux/macOS/Windows), release pipeline for
                          PyPI wheels and npm.

Indicators (25):
  Trend       SMA EMA WMA DEMA TEMA HMA KAMA
  Momentum    RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
              AwesomeOscillator Aroon
  Volatility  BollingerBands ATR Keltner Donchian PSAR
  Volume      OBV VWAP (cumulative + rolling)

cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.

.github/workflows/ci.yml

@@ -0,0 +1,186 @@
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+env:
+  CARGO_TERM_COLOR: always
+  RUSTFLAGS: "-D warnings"
+
+jobs:
+  rust:
+    name: Rust ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install Rust toolchain
+        uses: dtolnay/rust-toolchain@stable
+        with:
+          components: rustfmt, clippy
+
+      - name: Cache cargo
+        uses: Swatinem/rust-cache@v2
+
+      - name: Format check
+        run: cargo fmt --all -- --check
+
+      - name: Clippy (workspace, all targets)
+        run: cargo clippy -p wickra-core -p wickra -p wickra-data -p wickra-wasm --all-targets -- -D warnings
+
+      - name: Build
+        run: cargo build -p wickra-core -p wickra -p wickra-data --verbose
+
+      - name: Tests (default features)
+        run: cargo test -p wickra-core -p wickra -p wickra-data --verbose
+
+      - name: Tests (live-binance feature)
+        run: cargo test -p wickra-data --features live-binance --verbose
+
+      - name: Compile benches (smoke)
+        run: cargo build -p wickra --benches --verbose
+
+      - name: Compile examples
+        run: |
+          cargo build -p wickra --example backtest
+          cargo build -p wickra-data --example live_binance --features live-binance
+
+  python:
+    name: Python ${{ matrix.python-version }} on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: ["3.9", "3.11", "3.12"]
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install Rust toolchain
+        uses: dtolnay/rust-toolchain@stable
+
+      - name: Cache cargo
+        uses: Swatinem/rust-cache@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install Python dev dependencies
+        run: |
+          python -m pip install --upgrade pip
+          python -m pip install maturin pytest numpy hypothesis
+
+      - name: Build extension in release mode
+        working-directory: bindings/python
+        run: maturin develop --release
+
+      - name: Run Python tests
+        working-directory: bindings/python
+        run: pytest -v
+
+  wasm:
+    name: WASM build
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install Rust toolchain (with wasm target)
+        uses: dtolnay/rust-toolchain@stable
+        with:
+          targets: wasm32-unknown-unknown
+
+      - name: Cache cargo
+        uses: Swatinem/rust-cache@v2
+
+      - name: Install wasm-pack
+        uses: jetli/wasm-pack-action@v0.4.0
+
+      - name: Build WASM package
+        run: wasm-pack build bindings/wasm --target web --release --features panic-hook
+
+      - name: Verify generated artefacts
+        run: |
+          test -f bindings/wasm/pkg/wickra_wasm.js
+          test -f bindings/wasm/pkg/wickra_wasm_bg.wasm
+          test -f bindings/wasm/pkg/wickra_wasm.d.ts
+
+  node:
+    name: Node ${{ matrix.node-version }} on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        node-version: ["18", "20"]
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install Rust toolchain
+        uses: dtolnay/rust-toolchain@stable
+
+      - name: Cache cargo
+        uses: Swatinem/rust-cache@v2
+
+      - name: Set up Node
+        uses: actions/setup-node@v4
+        with:
+          node-version: ${{ matrix.node-version }}
+
+      - name: Install Node dependencies
+        working-directory: bindings/node
+        run: npm install
+
+      - name: Build native module
+        working-directory: bindings/node
+        run: npx napi build --release
+
+      - name: Run Node tests
+        working-directory: bindings/node
+        run: node --test __tests__/
+
+  cross-library-bench:
+    name: Cross-library benchmark report
+    runs-on: ubuntu-latest
+    needs: [python]
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: dtolnay/rust-toolchain@stable
+
+      - uses: Swatinem/rust-cache@v2
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+
+      - name: Install Python deps + peer libs
+        run: |
+          python -m pip install --upgrade pip
+          python -m pip install maturin numpy pandas talipp finta
+
+      - name: Build Wickra extension
+        working-directory: bindings/python
+        run: maturin develop --release
+
+      - name: Run cross-library benchmark
+        working-directory: bindings/python
+        run: |
+          python -m benchmarks.compare_libraries --size 20000 --iterations 10 \
+            --streaming-window 5000 --streaming-iterations 2 \
+            | tee benchmark.txt
+
+      - name: Upload report
+        uses: actions/upload-artifact@v4
+        with:
+          name: cross-library-bench
+          path: bindings/python/benchmark.txt

.github/workflows/release.yml

@@ -0,0 +1,84 @@
+name: Release
+
+on:
+  push:
+    tags:
+      - "v*"
+  workflow_dispatch:
+
+jobs:
+  build-wheels:
+    name: Wheels ${{ matrix.os }} ${{ matrix.target }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        include:
+          - os: ubuntu-latest
+            target: x86_64
+          - os: ubuntu-latest
+            target: aarch64
+          - os: macos-latest
+            target: x86_64
+          - os: macos-latest
+            target: aarch64
+          - os: windows-latest
+            target: x64
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+
+      - name: Build wheels
+        uses: PyO3/maturin-action@v1
+        with:
+          working-directory: bindings/python
+          target: ${{ matrix.target }}
+          args: --release --strip --out dist
+          sccache: "true"
+          manylinux: auto
+
+      - name: Upload wheels
+        uses: actions/upload-artifact@v4
+        with:
+          name: wheels-${{ matrix.os }}-${{ matrix.target }}
+          path: bindings/python/dist/
+
+  sdist:
+    name: Source distribution
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Build sdist
+        uses: PyO3/maturin-action@v1
+        with:
+          working-directory: bindings/python
+          command: sdist
+          args: --out dist
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: sdist
+          path: bindings/python/dist/
+
+  publish:
+    name: Publish to PyPI
+    needs: [build-wheels, sdist]
+    runs-on: ubuntu-latest
+    if: startsWith(github.ref, 'refs/tags/v')
+    permissions:
+      id-token: write
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          path: dist
+          merge-multiple: true
+
+      - name: Publish to PyPI
+        uses: pypa/gh-action-pypi-publish@release/v1
+        with:
+          packages-dir: dist/