kingchenc
c99cf54a1f
Bumps the Python binding from pyo3 0.22 / numpy 0.22 to 0.28 / 0.28, which resolves RUSTSEC-2025-0020 — a buffer overflow in `PyString::from_object` that affected every published Python wheel. Migration: - `into_pyarray_bound(py)` → `into_pyarray(py)` (numpy 0.23 dropped the `_bound` transitional suffix; the method now returns `Bound<'py, _>` directly). - `downcast::<PyDict>` → `cast::<PyDict>` (pyo3 renamed the method on `PyAnyMethods`). - Every `#[pyclass]` declares `skip_from_py_object` to opt out of the now-deprecated automatic `FromPyObject` derive for `Clone` types. Indicators are stateful — silently extracting them by value-clone is never the intended FFI semantics. - Workspace clippy gains `unused_self = "allow"` on the python crate only: Python's `__repr__` protocol forces `&self` even for parameter- less indicators where the body does not read state. - `map_err` arms collapsed into a single `PyValueError` arm (clippy::match_same_arms). `deny.toml` no longer suppresses RUSTSEC-2025-0020; `cargo deny check` is green on advisories, bans, licenses and sources without exceptions.
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.