kingchenc
3be267cb03
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.
57 lines
621 B
Plaintext
57 lines
621 B
Plaintext
# Rust
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/target/
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**/target/
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Cargo.lock.bak
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*.pdb
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# Python
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__pycache__/
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*.py[cod]
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*$py.class
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*.so
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*.pyd
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*.egg-info/
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.pytest_cache/
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.venv/
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venv/
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.python-version
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dist/
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build/
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wheels/
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*.whl
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# Editor / OS
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.idea/
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.vscode/
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*.swp
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.DS_Store
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Thumbs.db
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# Maturin
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target/wheels/
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# Benchmarks
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criterion/
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# Coverage
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*.profraw
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lcov.info
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tarpaulin-report.html
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# Local config that should not be committed
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*.local.toml
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# Node binding artifacts
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bindings/node/node_modules/
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bindings/node/*.node
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bindings/node/index.d.ts
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bindings/node/npm-debug.log*
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package-lock.json
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# WASM build output
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bindings/wasm/pkg/
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# Python venv
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.venv/
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venv/
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