First step of the indicator-family expansion (see the F section of
todo-detailed.md). Family F1 — Simple & Weighted MAs — gains two
members alongside the existing Sma/Ema/Wma:
- Smma — Wilder's smoothed moving average (RMA): SMA-seeded, then the
(prev*(n-1)+x)/n recurrence. The average underlying RSI and ATR.
- Trima — triangular moving average: two stacked SMAs (n1/n2 split by
parity) that triangular-weight the window. Genuine stacking — the
outer SMA consumes the inner SMA's output.
Both implement the full Indicator trait with reference-value, warmup,
reset, batch==streaming and non-finite-input tests, a runnable doctest,
and are re-exported from the crate root. 208 core tests + 30 doctests
pass; clippy and fmt clean.
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.
The three published crates had no documentation link and no docs.rs
configuration, so wickra-data's feature-gated live-binance module would
not render on docs.rs.
Add documentation = "https://docs.rs/<crate>" and a
[package.metadata.docs.rs] section with all-features = true to
wickra-core, wickra, and wickra-data. No `exclude` is added: each crate
directory contains only src/ (plus benches/examples that are useful
source), so there is nothing irrelevant to drop from the .crate.
Normalises whitespace in sources committed earlier in this branch
before rustfmt was run over them (Node/WASM bindings, and three core
indicator test modules), and records the wasm-bindgen-test dependency
tree added in B6 into Cargo.lock. No functional change; cargo fmt --all
--check is now clean.
Keltner::update gated atr.update behind ema.update(...)? and Hma::update
gated full_wma.update behind half_wma.update(...)?. The ? short-circuit
starved the trailing sibling of every candle consumed during the leading
one's warmup, so warmup_period() understated the true first emission
(Keltner classic: 29 instead of 20; HMA(9): 14 instead of 11) and
Keltner's ATR seeded over the wrong window.
Both now feed every sub-indicator unconditionally and gate only the
output, matching the MACD / Awesome Oscillator pattern. warmup_period()
is now exact. Adds first-emission tests and cross-checks against
independent EMA+ATR (Keltner) and independent WMAs (HMA).
ROC now stores its last emitted value and returns it on a non-finite
input instead of None, leaving the window untouched. This matches the
SMA / EMA convention. reset() clears the new field. Adds a
non-finite-input test.
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.
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.
The first candle now only seeds the previous typical price instead of
pushing a fabricated (0,0) money-flow pair into the window, matching the
TA-Lib / pandas-ta convention. warmup_period() returns period + 1 and the
dead prev_tp.is_none() guard is removed. Adds a first-emission test and a
hand-computed reference-value test (MFI(2) = 1200/23).
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