A full `cargo doc --workspace` (and docs.rs, which builds with
`-D rustdoc::all`) emitted five broken intra-doc links. docs.rs treats
these as hard errors, so any 0.2.x doc build was at risk of aborting.
- mama.rs: `[`Fama`]` -> `[`crate::Fama`]` (Fama lives in another module)
- standard_error.rs: `[`crate::Bollinger`]` -> `[`crate::BollingerBands`]`
(the public type is `BollingerBands`, not `Bollinger`)
- aggregator.rs: drop the link to the private `OpenBar::into_candle`,
keep it as plain code text
- resample.rs: drop the link to the private `RolledBar::into_candle`
- csv.rs: `CandleReader::with_timestamp_parser` never existed; reword to
state plainly that ISO/RFC timestamps must be converted to integers
Verified with `RUSTDOCFLAGS="-D rustdoc::broken_intra_doc_links \
-D rustdoc::private_intra_doc_links" cargo doc --workspace --no-deps`:
clean, zero warnings.
Codecov flagged a single uncovered line in crates/wickra-data/src/resample.rs:
line 46, the `self.low = c.low;` assignment inside RolledBar::absorb.
None of the existing resampler tests fed a follow-up candle with a strictly
lower low than the first candle in the bucket, so the `c.low < self.low`
branch never fired. Coverage stayed at 122/123.
Add a small dedicated test that pushes a 10.0-low candle into bucket 0, then
a 8.0-low candle into the same bucket, and asserts the rolled bar's low
reflects the dip. Resample file is now at 123/123 lines, no behavioural change.
OpenBar::into_candle and RolledBar::into_candle built their result with
Candle::new_unchecked, skipping the finiteness check. volume is summed
across every absorbed tick/candle, so a long or large run can drift it
to +inf — and an inf-volume candle would silently poison every
downstream indicator.
Switch both to Candle::new, which validates volume finiteness, and
return Result<Candle>. The OHLC fields are finite and correctly ordered
by construction, so the only invariant Candle::new can reject here is a
non-finite volume. push propagates the error with `?`; both flush
methods now return Result<Option<Candle>> and resample_all pulls the
result through.
Resampler::push previously closed the open bar and opened a new one for
any candle whose bucket differed from the open bar, including buckets
strictly before it — silently corrupting the output for out-of-order
input. TickAggregator::push already rejects this case with an error.
Change push to return Result<Option<Candle>>: candles in an earlier
bucket than the open bar now yield Error::Malformed, matching the
aggregator. resample_all propagates the error via `?`. The doc comment
keeps the input/output multiple relationship as a documented caller
responsibility, since Resampler does not know the input timeframe.
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.
