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.
76 lines
1.7 KiB
TOML
76 lines
1.7 KiB
TOML
[workspace]
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resolver = "2"
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members = [
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"crates/wickra-core",
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"crates/wickra",
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"crates/wickra-data",
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"bindings/python",
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"bindings/wasm",
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"bindings/node",
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]
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exclude = []
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[workspace.package]
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version = "0.1.0"
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authors = ["Wickra Contributors"]
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edition = "2021"
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rust-version = "1.75"
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license = "Apache-2.0"
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repository = "https://github.com/wickra/wickra"
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homepage = "https://github.com/wickra/wickra"
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readme = "README.md"
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keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
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categories = ["finance", "mathematics", "science"]
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[workspace.dependencies]
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wickra-core = { path = "crates/wickra-core", version = "0.1.0" }
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thiserror = "2"
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rayon = "1.10"
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# Testing
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proptest = "1.5"
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approx = "0.5"
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criterion = { version = "0.5", features = ["html_reports"] }
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# Python binding
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pyo3 = { version = "0.22", features = ["extension-module", "abi3-py39"] }
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numpy = "0.22"
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[workspace.lints.rust]
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unsafe_code = "forbid"
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missing_debug_implementations = "warn"
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unreachable_pub = "warn"
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unused_must_use = "deny"
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[workspace.lints.clippy]
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all = { level = "warn", priority = -1 }
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pedantic = { level = "warn", priority = -1 }
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# Pedantic exceptions for an indicator library that uses floats and small functions everywhere.
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module_name_repetitions = "allow"
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must_use_candidate = "allow"
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missing_errors_doc = "allow"
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missing_panics_doc = "allow"
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cast_precision_loss = "allow"
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cast_possible_truncation = "allow"
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cast_sign_loss = "allow"
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similar_names = "allow"
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float_cmp = "allow"
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[profile.release]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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panic = "abort"
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strip = true
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[profile.bench]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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debug = false
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[profile.dev]
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opt-level = 0
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debug = true
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