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.
This commit is contained in:
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//! Built-in indicators. Every indicator implements [`crate::Indicator`].
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//!
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//! Modules are organised internally by category (trend, momentum, volatility,
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//! volume) but every public name is also re-exported flat from this module and
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//! from the crate root for convenience.
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mod adx;
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mod aroon;
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mod atr;
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mod awesome_oscillator;
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mod bollinger;
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mod cci;
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mod dema;
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mod donchian;
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mod ema;
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mod hma;
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mod kama;
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mod keltner;
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mod macd;
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mod mfi;
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mod obv;
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mod psar;
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mod roc;
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mod rsi;
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mod sma;
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mod stochastic;
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mod tema;
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mod trix;
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mod vwap;
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mod williams_r;
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mod wma;
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pub use adx::{Adx, AdxOutput};
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pub use aroon::{Aroon, AroonOutput};
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pub use atr::Atr;
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pub use awesome_oscillator::AwesomeOscillator;
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pub use bollinger::{BollingerBands, BollingerOutput};
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pub use cci::Cci;
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pub use dema::Dema;
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pub use donchian::{Donchian, DonchianOutput};
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pub use ema::Ema;
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pub use hma::Hma;
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pub use kama::Kama;
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pub use keltner::{Keltner, KeltnerOutput};
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pub use macd::{MacdIndicator, MacdOutput};
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pub use mfi::Mfi;
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pub use obv::Obv;
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pub use psar::Psar;
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pub use roc::Roc;
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pub use rsi::Rsi;
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pub use sma::Sma;
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pub use stochastic::{Stochastic, StochasticOutput};
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pub use tema::Tema;
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pub use trix::Trix;
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pub use vwap::{RollingVwap, Vwap};
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pub use williams_r::WilliamsR;
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pub use wma::Wma;
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