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.
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//! Error types used across `wickra-core`.
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use thiserror::Error;
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/// Errors that can occur when constructing or operating on an indicator.
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#[derive(Debug, Clone, PartialEq, Eq, Error)]
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pub enum Error {
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/// A period (window length) must be at least one.
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#[error("period must be greater than zero")]
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PeriodZero,
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/// A specific minimum period requirement was not met (e.g. MACD needs slow > fast).
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#[error("invalid period: {message}")]
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InvalidPeriod { message: &'static str },
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/// A non-finite value (NaN or infinity) was passed where a finite price was expected.
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#[error("input value must be finite (got NaN or infinity)")]
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NonFiniteInput,
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/// A candle whose components do not form a valid bar (e.g. high < low) was provided.
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#[error("invalid candle: {message}")]
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InvalidCandle { message: &'static str },
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/// A multiplier or factor must be strictly positive.
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#[error("multiplier must be greater than zero")]
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NonPositiveMultiplier,
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}
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/// Convenience alias for `Result<T, wickra_core::Error>`.
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pub type Result<T> = core::result::Result<T, Error>;
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