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.

crates/wickra-core/src/indicators/hma.rs

@@ -0,0 +1,112 @@
+//! Hull Moving Average (HMA).
+
+use crate::error::{Error, Result};
+use crate::indicators::wma::Wma;
+use crate::traits::Indicator;
+
+/// Hull Moving Average: `WMA(2 * WMA(n/2) - WMA(n), sqrt(n))`.
+///
+/// Designed by Alan Hull as a lag-free moving average that is also responsive.
+/// The square root of the period is rounded to the nearest integer (minimum 1).
+#[derive(Debug, Clone)]
+pub struct Hma {
+    period: usize,
+    half_wma: Wma,
+    full_wma: Wma,
+    smooth_wma: Wma,
+}
+
+impl Hma {
+    /// # Errors
+    /// Returns [`Error::PeriodZero`] if `period == 0`.
+    pub fn new(period: usize) -> Result<Self> {
+        if period == 0 {
+            return Err(Error::PeriodZero);
+        }
+        let half = (period / 2).max(1);
+        let smooth = (period as f64).sqrt().round() as usize;
+        let smooth = smooth.max(1);
+        Ok(Self {
+            period,
+            half_wma: Wma::new(half)?,
+            full_wma: Wma::new(period)?,
+            smooth_wma: Wma::new(smooth)?,
+        })
+    }
+
+    /// Configured period.
+    pub const fn period(&self) -> usize {
+        self.period
+    }
+}
+
+impl Indicator for Hma {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        let h = self.half_wma.update(input)?;
+        let f = self.full_wma.update(input)?;
+        let diff = 2.0 * h - f;
+        self.smooth_wma.update(diff)
+    }
+
+    fn reset(&mut self) {
+        self.half_wma.reset();
+        self.full_wma.reset();
+        self.smooth_wma.reset();
+    }
+
+    fn warmup_period(&self) -> usize {
+        let sm = (self.period as f64).sqrt().round() as usize;
+        self.period + sm.max(1) - 1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.smooth_wma.is_ready()
+    }
+
+    fn name(&self) -> &'static str {
+        "HMA"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn constant_series_yields_constant_hma() {
+        let mut hma = Hma::new(9).unwrap();
+        let out = hma.batch(&[10.0_f64; 80]);
+        let last = out.iter().rev().flatten().next().unwrap();
+        assert_relative_eq!(*last, 10.0, epsilon = 1e-9);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (1..=100).map(|i| f64::from(i) * 0.7).collect();
+        let mut a = Hma::new(9).unwrap();
+        let mut b = Hma::new(9).unwrap();
+        assert_eq!(
+            a.batch(&prices),
+            prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut hma = Hma::new(9).unwrap();
+        hma.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
+        assert!(hma.is_ready());
+        hma.reset();
+        assert!(!hma.is_ready());
+    }
+
+    #[test]
+    fn rejects_zero_period() {
+        assert!(Hma::new(0).is_err());
+    }
+}