Commit Graph
4 Commits
Author SHA1 Message Date
kingchencandGitHub 512bbf75c4 test: 100% coverage for keltner + linreg + linreg_slope + macd + super_trend (#30)
* test(keltner): cover periods accessor + name metadata

Codecov flagged 6 lines (file at 95.23%): periods (68-70) + name (106-108).

* test(linreg): cover period accessor + name metadata

Codecov flagged 6 lines (file at 96.10%): period (92-94) + name (142-144).

* test(linreg_slope): cover period accessor + name metadata

Codecov flagged 6 lines (file at 95.91%): period (80-82) + name (125-127).

* test(macd): cover periods/value accessors + name metadata

Codecov flagged 6 lines (file at 95.45%): periods (81-83) + name (135-137).

* test(super_trend): cover params accessor + name metadata

Codecov flagged 6 lines (file at 96.36%): params (99-101) + name (176-178).
2026-05-24 00:47:59 +02:00
kingchenc 4b3227a15f E15: add a runnable doctest to every indicator type
Only two doctests existed in wickra-core; none of the 25 indicator
types carried a runnable rustdoc example.

Add an "# Example" doctest to every public indicator type (all 26,
including RollingVwap): construct the indicator and stream 80 inputs
through update, asserting a value is produced. The candle-input
indicators build valid OHLCV candles inline. cargo test --doc
-p wickra-core now runs 28 doctests, all passing; fmt and clippy clean.
2026-05-22 16:41:43 +02:00
kingchenc 5627612d44 A3: close core test-coverage gaps
Adds the reset tests the audit named as missing (aroon, awesome
oscillator, donchian, keltner, williams_r, and both VWAP variants),
non-finite-input tests for every scalar indicator that guards is_finite
(WMA, RSI, MACD, Bollinger, KAMA), and naive-reference proptests for EMA,
RSI and ATR. 189 core tests pass.
2026-05-22 03:34:19 +02:00
kingchenc 3be267cb03 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.
2026-05-21 17:50:45 +02:00