# Wickra — R Wickra logo [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml) [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra) [![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license) **Streaming-first technical indicators for R, over the Wickra C ABI hub via `.Call`.** Wickra is a multi-language technical-analysis library with a Rust core and bindings for Python, Node.js and WASM, plus a C ABI for C, C++, C#, Go, Java, R and any other C-capable language. Every indicator is an O(1) streaming state machine, so live trading and historical backtests share the exact same implementation. This package is the R binding; it reaches the C ABI hub through R's native `.Call` interface and exposes all 514 indicators as constructors that return a lightweight `wickra_indicator` object. ## Install The package compiles a thin C glue layer (`.Call`) against the prebuilt Wickra C ABI library, so a C toolchain (Rtools on Windows) is required, plus the C ABI header and library. Build the library from the workspace, then install the package pointing at it: ```bash cargo build -p wickra-c --release WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" \ WICKRA_LIB_DIR="$PWD/target/release" \ R CMD INSTALL bindings/r ``` On Windows the C ABI DLL is bundled into the package and put on the load path automatically; on Linux and macOS the library path is baked in via rpath. ## Quick start ```r library(wickra) # Batch: run an indicator over a whole series (NaN at warmup positions). prices <- 100 + (0:999) * 0.1 sma <- Sma(20) values <- batch(sma, prices) # Streaming: the same indicator, fed one observation at a time in O(1). rsi <- Rsi(14) for (price in prices) { v <- update(rsi, price) # NaN during warmup if (!is.na(v) && v > 70) message("overbought") } # Multi-output indicators return a named vector (NA while warming up). macd <- MacdIndicator(12, 26, 9) update(macd, 42) # c(macd = NA, signal = NA, histogram = NA) ``` `batch(ind, prices)` and feeding the same prices through `update()` produce identical values — the equivalence is enforced by the test suite. Candle-input indicators take the OHLCV fields plus a timestamp, e.g. `update(atr, open, high, low, close, volume, timestamp)`. The native handle is freed automatically when the object is garbage-collected. ## Benchmark `benchmarks/throughput.R` reports streaming and batch updates-per-second for `SMA`, `ATR` and `MACD`. It measures this binding's FFI overhead, not a cross-library ratio (the same Rust core runs under every binding) — see the repository [BENCHMARKS.md](https://github.com/wickra-lib/wickra/blob/main/BENCHMARKS.md) §3. ```bash Rscript benchmarks/throughput.R ``` ## Documentation The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site: - **Repository & full indicator list:** - **Docs** (quickstarts, cookbook, TA-Lib migration): - **Runnable examples:** [`examples/r/`](https://github.com/wickra-lib/wickra/tree/main/examples/r) Wickra ships native bindings for Python, Node.js, WASM and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all exposing the same indicators from the shared, `unsafe`-forbidden Rust core. ## Security Found a security issue? **Please don't open a public issue.** Report it privately via the affected repository's *Security* tab (*"Report a vulnerability"*) or email **support@wickra.org** with a subject line starting `[wickra security]`. Full policy: . ## Disclaimer Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided **as is**, without warranty of any kind. ## License Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE) or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.