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feat: footprint microstructure indicator (part 4 of 4) (#123)

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kingchenc
2026-06-01 20:00:58 +02:00
committed by GitHub
parent 4f11df0e33
commit 3dd7010129
18 changed files with 636 additions and 22 deletions
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crates/wickra-core/src/lib.rs
+18 -13
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@@ -59,19 +59,20 @@ pub use indicators::{
DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo,
DrawdownDuration, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
EmpiricalModeDecomposition, Engulfing, Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput,
FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, GainLossRatio,
GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator,
HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput,
HurstExponent, Ichimoku, IchimokuOutput, Inertia, InformationRatio, InitialBalance,
InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma,
Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, KylesLambda,
LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope,
MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
Microprice, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio, OpeningRange,
OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN,
PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
FisherTransform, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
FractalChaosBandsOutput, Frama, GainLossRatio, GarmanKlassVolatility, Hammer, HangingMan,
Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator, HilbertDominantCycle,
HistoricalVolatility, Hma, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku,
IchimokuOutput, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, Kama, KellyCriterion,
Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LaguerreRsi,
LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel,
LinRegChannelOutput, LinRegSlope, LinearRegression, MaEnvelope, MaEnvelopeOutput,
MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom,
MorningEveningStar, Natr, Nvi, Obv, OmegaRatio, OpeningRange, OpeningRangeOutput,
OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex,
PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB,
PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi,
QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB,
RelativeStrengthOutput, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap,
@@ -90,6 +91,10 @@ pub use indicators::{
WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
// line so the indicator-count tooling (which scans the braced block above and
// strips only `*Output` companions) does not count it as a separate indicator.
pub use indicators::FootprintLevel;
pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};