//! `wickra-core`: streaming-first technical indicators. //! //! The core engine of Wickra. Every indicator is implemented as a state machine //! that consumes inputs one at a time via [`Indicator::update`] in constant time. //! Batch evaluation is provided as a blanket extension trait so the same code //! path serves both online (tick-by-tick) and offline (historical) workloads. //! //! # Design //! //! - **Streaming-first.** State is held by the indicator instance, so a new value //! only re-computes deltas, not the whole series. //! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that //! simply replays `update` over a slice. Writing one implementation gives both //! APIs. //! - **Composable.** Indicators implement [`Indicator`] //! wherever they conceptually take a price, so they can be chained via //! [`Chain`]. //! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints. //! //! # Quick start //! //! ``` //! use wickra_core::{BatchExt, Indicator, Sma}; //! //! // Streaming: //! let mut sma = Sma::new(3).unwrap(); //! assert_eq!(sma.update(1.0), None); //! assert_eq!(sma.update(2.0), None); //! assert_eq!(sma.update(3.0), Some(2.0)); //! //! // Batch (replays `update` internally): //! let mut sma = Sma::new(3).unwrap(); //! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]); //! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]); //! ``` #![cfg_attr(docsrs, feature(doc_cfg))] // The libtest harness collects every `#[test]` into a compiler-generated array // of test references. With 2000+ unit tests that array exceeds clippy's 16 KB // `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding, // not our code, so it cannot be silenced at a call site. Suppress it only in test // builds — library code is still linted for genuinely large stack arrays. #![cfg_attr(test, allow(clippy::large_stack_arrays))] mod derivatives; mod error; mod microstructure; mod ohlcv; mod traits; pub mod indicators; pub use derivatives::DerivativesTick; pub use error::{Error, Result}; pub use indicators::{ AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth, BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema, EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama, FibonacciPivots, FibonacciPivotsOutput, FisherTransform, Footprint, FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility, GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, StalledPattern, StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile, TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3, }; // `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own // line so the indicator-count tooling (which scans the braced block above and // strips only `*Output` companions) does not count it as a separate indicator. pub use indicators::FootprintLevel; // `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on // its own line so the indicator-count tooling does not count it as an indicator. pub use indicators::MaType; // Bar element types for the alt-chart builders, re-exported on their own lines so // the indicator-count tooling (which scans only the braced block above) does not // count them as separate indicators. pub use indicators::KagiBar; pub use indicators::PnfColumn; pub use indicators::RenkoBrick; pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote}; pub use ohlcv::{Candle, Tick}; pub use traits::{BarBuilder, BatchExt, Chain, Indicator};