After PR #27 brought psar.rs to 99.03 %, Codecov still flagged the
'violation found' tuple arms in the trend tests (line 256 in
pure_uptrend_sar_below_lows, line 285 in pure_downtrend_sar_above_highs)
as missed: both tests are designed to NEVER find a violation, so the
filter_map branch that constructs the (index, sar, bound) tuple is dead
by design.
Restructure both tests to use `.all(|(i, sar)| sar.is_none_or(|s|
<bound>))` instead of collecting violations into a Vec. The closure
runs on every emitted Some, asserts the SAR-vs-extreme bound directly,
and the iterator short-circuits on the first false — no cold tuple
construction left to count as uncovered. Semantics are identical (still
asserts every SAR sits on the correct side of every candle's extreme);
the diagnostic message loses the violating index list, which the tests
never printed in any green run anyway.
psar.rs is now at 207/207 lines, no behavioural change.
* test(mfi): cover period accessor, name, flat-TP fallback
Codecov flagged 8 lines in indicators/mfi.rs (file at 93.10%): const
accessor period (58-60), (0.0, 0.0) arm when tp==prev (85), the
Some(50.0) flat-flow fallback (105), and Indicator-impl name body
(132-134). Add accessors_and_metadata and flat_typical_prices_default_to_50.
mfi.rs now at 116/116.
* test(psar): cover warmup/name, drop cold format-arg + panic-only asserts
Codecov flagged 8 lines in indicators/psar.rs (file at 95.69%):
warmup_period (206-208), name (220-222), the cold format-arg line
254 in pure_uptrend_sar_below_lows, and the in-loop assert! at line
275 in pure_downtrend_sar_above_highs (its panic body is dead).
Add accessors_and_metadata for warmup/name. Refactor both trend
tests to collect violations into a Vec and assert once outside the
loop — the single assert can now legitimately reach its panic body
in a regression, while removing the dead cold-path lines from the
happy-path coverage.
* test(cmf): cover period accessor, name, zero-range branch
Codecov flagged 7 lines in indicators/cmf.rs (file at 95.03%): const
accessor period (71-73), the range==0.0 zero-MFV branch (84), and
Indicator-impl name body (124-126). Add accessors_and_metadata and
zero_range_candle_contributes_zero_mfv (flat H=L=close candles).
cmf.rs now at 141/141.
* test(hma): cover period accessor + name, kill dead naive panic arm
Codecov flagged 7 lines in indicators/hma.rs (file at 92.22%): const
accessor period (51-53), Indicator-impl name body (87-89), and the
unreachable arm at line 167 in matches_independent_wmas.
Refactor that test to assert the warmup-shape invariant via
assert_eq!(got.is_some(), want.is_some()) + if let, removing the
dead panic arm. Add accessors_and_metadata covering period/name.
hma.rs now at 90/90.
* test(obv): cover value() Some branch + warmup/name metadata
Codecov flagged 7 lines in indicators/obv.rs (file at 92.92%): the
Some(self.total) branch of value() (47) — only the None branch was
hit by reset_clears_state — plus Indicator-impl warmup_period
(79-81), name (87-89). Add accessors_and_metadata covering all four.
obv.rs now at 99/99.
`Psar::is_ready` previously returned `self.initialised`, which flips to
`true` *after* the seed candle — but the seed candle itself returns
`None`. The contract every other indicator honours is
`is_ready() == true` ↔ "the most recent update produced (or could
produce) a real value". Streaming consumers writing
`if ind.is_ready() { use(ind.update(c)?) }` would hit an unexpected
`None` on the first post-seed update.
Fix: add a `has_emitted: bool` field that flips on the first
`Some(sar)` return; `is_ready` now reads that. New test
`is_ready_only_after_first_some_value` pins the contract.
While in the same file, `reset()` is corrected to restore the compute
fields (`prev_high`, `prev_low`, `sar`, `ep`) to `f64::NAN` sentinels
instead of `0.0` (Opus bonus finding). The fields are gated by
`initialised` today, so the `0.0` sentinel never leaked into output —
but a future refactor that read them pre-init would have silently
treated `0.0` as a real price. A `debug_assert!` at the read site makes
the invariant explicit and catches a re-introduction of the bug in
debug builds.
Bit-equivalence with the previous behaviour is preserved
(`reset_allows_clean_reuse` and `batch_equals_streaming` continue to
pass unchanged).
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.
reset() now restores prev_high, prev_low and trend in addition to the
previously reset fields, keeping the struct fully consistent for
inspection. The misleading inline comment that claimed direction-dependent
seeding is corrected to describe the actual fixed-Up seed, which
self-corrects through PSAR's reversal logic. Adds a reset-reuse test.
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.
