kingchenc
39a252ea66
This release carries the full post-audit work — 46 new indicators
(25 → 71), an eight-family taxonomy restructure, new bindings for
RollingVWAP, the WASM streaming-update parity, the pyo3/numpy CVE
fix, the SMA/Bollinger drift bound, the O(1) LinearRegression
refactor, the UlcerIndex deque and the PSAR is_ready/reset fixes
plus a refreshed example suite and wiki. The earlier 0.1.5 number
was never published; jumping straight to 0.2.0 is the cleaner signal
for the scope of the change.
Bumped:
- Cargo.toml workspace + wickra-core workspace-dep version
- bindings/python/pyproject.toml
- bindings/node/package.json + optionalDependencies (six platform pins)
- 6 x bindings/node/npm/<target>/package.json
- Cargo.lock regenerated
- CHANGELOG.md [0.2.0] header + compare-link
- docs/wiki/Home.md published-versions table
- docs/wiki/Quickstart-{Rust,Node,WASM}.md + Warmup-Periods.md
version-pinned narrative lines
Verified locally:
- cargo fmt/clippy/test (628 passed, 0 failed)
- cargo deny check (no suppression)
- bindings/node node --test (92/92)
- bindings/python pytest (118/118)
- import wickra reports 0.2.0 with 72 indicator classes
Wickra — Python bindings
Streaming-first technical indicators powered by a Rust core.
pip install wickra
Quick start
import numpy as np
import wickra as ta
# Batch — TA-Lib-style usage
prices = np.linspace(100, 200, 1000)
rsi = ta.RSI(14).batch(prices) # NumPy array; NaN during warmup
# Streaming — feed ticks one at a time
rsi = ta.RSI(14)
for price in live_prices:
v = rsi.update(price) # O(1) per tick
if v is not None and v > 70:
...
What's included
71 streaming-first indicators across eight families. Every one passes a
batch == streaming equivalence test and reference-value tests:
- Moving Averages — SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA
- Momentum Oscillators — RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator
- Trend & Directional — MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter
- Price Oscillators — PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power
- Volatility & Bands — ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility
- Trailing Stops — Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop
- Volume — OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement
- Price Statistics — Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle
Why streaming-first matters
Classic TA libraries are batch-only: every live tick triggers a full recomputation over the entire history. Wickra updates indicator state in O(1) per tick. On a 5K-bar history the streaming RSI gap is ~17× over the nearest peer with a streaming API and 100×+ over batch-only libraries.
Full project
See https://github.com/kingchenc/wickra for benchmarks, the Rust core, Node.js and WebAssembly bindings, examples, and CI.
License
Licensed under the PolyForm Noncommercial License 1.0.0. Personal, research, educational, and non-profit use are all permitted. Commercial sale requires a separate license — contact via the GitHub repo.