Commit Graph

3 Commits

Author SHA1 Message Date
kingchenc a8fb0b8181 C12: fix falsy-value display and validate symbol/interval
Two issues in the live_trading example:

- The status line rendered indicator values with `... if snap.rsi
  else "--"`. A genuine reading of 0.0 is falsy, so an RSI / MACD
  histogram / Bollinger value of exactly zero was misreported as "--".
  Switch to explicit `is not None` checks.

- --symbol and --interval were interpolated straight into the stream
  name and WebSocket URL with no checks. Add validate_args: the symbol
  must be strictly alphanumeric and the interval must be one Binance
  recognises. main() validates before connecting and exits with a clear
  error and code 2 otherwise; the strict values keep the URL well-formed
  without escaping.
2026-05-22 12:27:13 +02:00
kingchenc 783e40069d C8: skip non-kline frames in the live_trading example
The combined Binance stream interleaves the kline payloads with
subscription acks, heartbeats and error objects. The example pulled
k = payload.get("k", {}) and immediately did float(k.get("c")) — for
any non-kline frame k is {}, k.get("c") is None, and float(None) raises
TypeError, crashing the script the moment it connects.

Skip frames without a kline payload (no "k" object, or no "c" close
field) with a debug log line, matching the C2 fix on the Rust adapter.
2026-05-22 12:20:19 +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