kingchenc
2f3b5cc3be
Finalises the F1-F12 indicator expansion (25 -> 63 indicators). - Python `wickra/__init__.py`: import and re-export all 63 indicators, grouped by family, with a matching `__all__`. The package previously exposed only the original 25 even though the compiled module and the `.pyi` stubs already carried the rest. - Docs: `Home.md` and `README.md` indicator counts and family tables updated to 63; `Indicators-Overview.md` already restructured per family in F10-F12; `Warmup-Periods.md` gains all 38 new indicators across the single- and multi-output tables (and the stale two-arg `Psar::new` example is corrected to three args); `CHANGELOG.md` `[Unreleased]` lists every new indicator by family. - Tests: `bindings/node/__tests__/indicators.test.js` covers all 63 indicators (streaming==batch plus four new reference-value checks), 80/80 green; new `bindings/python/tests/test_new_indicators.py` covers the 38 additions (streaming==batch, shapes, reference values, lifecycle), Python suite 105/105 green. - `bindings/node/index.js` regenerated by `napi build`. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests, 25 data tests, 66 doctests, 80 Node tests and 105 Python tests green; `cargo check -p wickra-wasm --tests` green.
157 lines
8.3 KiB
Markdown
157 lines
8.3 KiB
Markdown
# Wickra
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Wickra is a streaming-first technical-indicators library. Every indicator is
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implemented in Rust as an O(1) state machine that consumes one input at a
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time, and the same engine is exposed through ergonomic bindings for Python,
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Node.js, WebAssembly, and Rust itself. The same `update` call you write inside
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a live trading loop also drives the historical backtest of that same
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strategy — there is no second code path that drifts behind the streaming one.
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The project ships 63 indicators across the four classical families (trend,
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momentum, volatility, volume) plus a statistics group, and a small set of
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supporting types (`Candle`, `Tick`, `Chain`). The Rust core forbids `unsafe`,
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so every binding inherits a
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memory-safe implementation. Install is one command on every supported
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platform: `pip install wickra`, `cargo add wickra`, `npm install wickra` — no
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system compilers, no C dependencies, no headers.
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Wickra is licensed under the **PolyForm Noncommercial 1.0.0** license.
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Personal projects, research, hobby trading bots, education, non-profits, and
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government use are all permitted; commercial sale of the software or of
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services built around it is not. If you want to use Wickra commercially,
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open an issue on GitHub to discuss a separate license.
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## Published versions
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| Registry | Package | Version |
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|-----------|----------------|---------|
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| crates.io | `wickra` | 0.1.4 |
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| crates.io | `wickra-core` | 0.1.4 |
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| crates.io | `wickra-data` | 0.1.4 |
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| PyPI | `wickra` | 0.1.4 |
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| npm | `wickra` | 0.1.4 |
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| npm | `wickra-wasm` | 0.1.4 |
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Release notes and tagged builds:
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<https://github.com/kingchenc/wickra/releases>.
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## Wiki contents
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- [Quickstart: Python](Quickstart-Python.md) — `pip install wickra`, a batch
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RSI on a NumPy array, a streaming RSI loop, and the multi-column NaN
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pattern that MACD and friends share.
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- [Quickstart: Rust](Quickstart-Rust.md) — `cargo add wickra`, batch and
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streaming via the `Indicator` and `BatchExt` traits, and the `Chain`
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combinator.
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- [Quickstart: Node](Quickstart-Node.md) — `npm install wickra`, basic
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`SMA` and `MACD` calls, and the current Windows install caveat
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(`wickra-win32-x64-msvc@0.1.4` is held by the npm spam filter).
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- [Quickstart: WASM](Quickstart-WASM.md) — `npm install wickra-wasm`,
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building with `wasm-pack`, and running indicators client-side in a
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browser or bundler.
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- [Data Layer](Data-Layer.md) — the `wickra-data` crate: the CSV reader,
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the tick-to-candle aggregator, the multi-timeframe resampler, and the
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Binance live feed.
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- [Streaming vs Batch](Streaming-vs-Batch.md) — the conceptual difference
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between Wickra's O(1) `update` and the recompute-everything loops in
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batch-only libraries, with the benchmark numbers from the project README.
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- [Warmup Periods](Warmup-Periods.md) — a verified table of every
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indicator's `warmup_period()`, plus the reasoning behind the off-by-one
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cases (RSI(14) needs 15 inputs because it needs 14 diffs).
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- [Indicator Chaining](Indicator-Chaining.md) — `Chain::new(first, second)`
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and `.then(third)`, with a worked EMA(14) → RSI(7) example and the rule
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for stacked warmups.
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### Indicator reference
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Start with [Indicators-Overview.md](Indicators-Overview.md) for the
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cross-cutting taxonomy (trend / momentum / volatility / volume) and the
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shared `Indicator` trait surface. The per-indicator pages below cover
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formulas, parameters, warmup behaviour, edge cases, and verified
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Rust / Python / Node examples. They are grouped by family, mirroring the
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`indicators/<family>/` directory layout.
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**Trend** — smooth the price series to surface direction.
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- [Indicator-Sma.md](indicators/trend/Indicator-Sma.md)
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- [Indicator-Ema.md](indicators/trend/Indicator-Ema.md)
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- [Indicator-Wma.md](indicators/trend/Indicator-Wma.md)
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- [Indicator-Dema.md](indicators/trend/Indicator-Dema.md)
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- [Indicator-Tema.md](indicators/trend/Indicator-Tema.md)
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- [Indicator-Hma.md](indicators/trend/Indicator-Hma.md)
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- [Indicator-Kama.md](indicators/trend/Indicator-Kama.md)
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- [Indicator-Smma.md](indicators/trend/Indicator-Smma.md)
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- [Indicator-Trima.md](indicators/trend/Indicator-Trima.md)
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- [Indicator-Zlema.md](indicators/trend/Indicator-Zlema.md)
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- [Indicator-T3.md](indicators/trend/Indicator-T3.md)
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- [Indicator-Vwma.md](indicators/trend/Indicator-Vwma.md)
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**Momentum** — measure the rate of price change rather than the level.
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- [Indicator-Rsi.md](indicators/momentum/Indicator-Rsi.md)
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- [Indicator-MacdIndicator.md](indicators/momentum/Indicator-MacdIndicator.md)
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- [Indicator-Stochastic.md](indicators/momentum/Indicator-Stochastic.md)
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- [Indicator-Cci.md](indicators/momentum/Indicator-Cci.md)
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- [Indicator-Roc.md](indicators/momentum/Indicator-Roc.md)
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- [Indicator-WilliamsR.md](indicators/momentum/Indicator-WilliamsR.md)
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- [Indicator-Adx.md](indicators/momentum/Indicator-Adx.md)
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- [Indicator-Mfi.md](indicators/momentum/Indicator-Mfi.md)
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- [Indicator-Trix.md](indicators/momentum/Indicator-Trix.md)
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- [Indicator-AwesomeOscillator.md](indicators/momentum/Indicator-AwesomeOscillator.md)
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- [Indicator-Aroon.md](indicators/momentum/Indicator-Aroon.md)
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- [Indicator-Mom.md](indicators/momentum/Indicator-Mom.md)
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- [Indicator-Cmo.md](indicators/momentum/Indicator-Cmo.md)
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- [Indicator-Tsi.md](indicators/momentum/Indicator-Tsi.md)
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- [Indicator-Pmo.md](indicators/momentum/Indicator-Pmo.md)
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- [Indicator-StochRsi.md](indicators/momentum/Indicator-StochRsi.md)
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- [Indicator-UltimateOscillator.md](indicators/momentum/Indicator-UltimateOscillator.md)
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- [Indicator-Ppo.md](indicators/momentum/Indicator-Ppo.md)
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- [Indicator-Dpo.md](indicators/momentum/Indicator-Dpo.md)
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- [Indicator-Coppock.md](indicators/momentum/Indicator-Coppock.md)
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- [Indicator-AroonOscillator.md](indicators/momentum/Indicator-AroonOscillator.md)
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- [Indicator-Vortex.md](indicators/momentum/Indicator-Vortex.md)
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- [Indicator-MassIndex.md](indicators/momentum/Indicator-MassIndex.md)
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**Volatility** — envelope width and per-bar dispersion measures.
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- [Indicator-BollingerBands.md](indicators/volatility/Indicator-BollingerBands.md)
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- [Indicator-Atr.md](indicators/volatility/Indicator-Atr.md)
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- [Indicator-Keltner.md](indicators/volatility/Indicator-Keltner.md)
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- [Indicator-Donchian.md](indicators/volatility/Indicator-Donchian.md)
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- [Indicator-Psar.md](indicators/volatility/Indicator-Psar.md)
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- [Indicator-Natr.md](indicators/volatility/Indicator-Natr.md)
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- [Indicator-StdDev.md](indicators/volatility/Indicator-StdDev.md)
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- [Indicator-UlcerIndex.md](indicators/volatility/Indicator-UlcerIndex.md)
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- [Indicator-HistoricalVolatility.md](indicators/volatility/Indicator-HistoricalVolatility.md)
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- [Indicator-BollingerBandwidth.md](indicators/volatility/Indicator-BollingerBandwidth.md)
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- [Indicator-PercentB.md](indicators/volatility/Indicator-PercentB.md)
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- [Indicator-SuperTrend.md](indicators/volatility/Indicator-SuperTrend.md)
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- [Indicator-ChandelierExit.md](indicators/volatility/Indicator-ChandelierExit.md)
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- [Indicator-ChandeKrollStop.md](indicators/volatility/Indicator-ChandeKrollStop.md)
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- [Indicator-AtrTrailingStop.md](indicators/volatility/Indicator-AtrTrailingStop.md)
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**Volume** — price moves weighted or confirmed by traded volume.
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- [Indicator-Obv.md](indicators/volume/Indicator-Obv.md)
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- [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md)
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- [Indicator-Adl.md](indicators/volume/Indicator-Adl.md)
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- [Indicator-VolumePriceTrend.md](indicators/volume/Indicator-VolumePriceTrend.md)
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- [Indicator-ChaikinMoneyFlow.md](indicators/volume/Indicator-ChaikinMoneyFlow.md)
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- [Indicator-ChaikinOscillator.md](indicators/volume/Indicator-ChaikinOscillator.md)
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- [Indicator-ForceIndex.md](indicators/volume/Indicator-ForceIndex.md)
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- [Indicator-EaseOfMovement.md](indicators/volume/Indicator-EaseOfMovement.md)
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**Statistics** — price transforms and rolling regressions.
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- [Indicator-TypicalPrice.md](indicators/statistics/Indicator-TypicalPrice.md)
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- [Indicator-MedianPrice.md](indicators/statistics/Indicator-MedianPrice.md)
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- [Indicator-WeightedClose.md](indicators/statistics/Indicator-WeightedClose.md)
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- [Indicator-LinearRegression.md](indicators/statistics/Indicator-LinearRegression.md)
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- [Indicator-LinRegSlope.md](indicators/statistics/Indicator-LinRegSlope.md)
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## See also
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- Source code: <https://github.com/kingchenc/wickra>
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- Releases: <https://github.com/kingchenc/wickra/releases>
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- Issue tracker: <https://github.com/kingchenc/wickra/issues>
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