push rejected ticks that went backwards across buckets but absorbed any
tick whose timestamp fell inside the open bucket — including one older
than the last tick already absorbed. Such a stale tick silently
overwrote the bar's close with an outdated price.
Track last_ts on OpenBar (set in from_tick, advanced in absorb) and, on
the same-bucket path, reject a tick whose timestamp predates it with
Error::Malformed, leaving the open bar untouched. Ticks that share a
timestamp are still accepted, since several trades can land in the same
millisecond.
Timeframe::floor computed `ts - ts.rem_euclid(bucket)`. For a timestamp
within one bucket of i64::MIN the subtrahend is a positive remainder
and the true boundary lies below i64::MIN, so the subtraction overflowed
and panicked in debug builds.
Switch to saturating_sub: the result clamps to i64::MIN in that
practically unreachable case and stays exact everywhere else. floor
keeps its infallible `-> i64` signature, so neither push path changes.
A tick that jumped across one or more empty buckets previously opened
the next non-empty bar directly, so the candle series silently grew
time holes — downstream indicators (EMA, ATR, ...) computed over such a
series drift from one computed over an unbroken series.
Add an opt-in gap-fill mode: with_gap_fill(true) makes push emit a flat
placeholder candle (open == high == low == close = the pre-gap close,
volume = 0) for every skipped bucket. push now returns Result<Vec<Candle>>
so a single tick can yield the closed bar plus its trailing fillers;
the empty vector replaces the former Ok(None). Timestamp overflow while
filling is reported as Error::Malformed. Default behaviour is unchanged
(gaps skipped) and is now documented on the type and on push.
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.
kingchenc