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.
25 lines
953 B
Rust
25 lines
953 B
Rust
//! `wickra-data`: offline and online data sources for the Wickra indicator engine.
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//!
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//! - [`csv`]: stream OHLCV bars out of CSV files without buffering the whole
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//! history in memory.
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//! - [`aggregator`]: roll trade ticks up into candles of arbitrary timeframes.
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//! - [`resample`]: convert a stream of candles from one timeframe to a coarser one.
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//! - [`live`] (feature `live-binance`): connect to exchange websockets and yield
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//! typed events compatible with the rest of the crate.
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#![cfg_attr(docsrs, feature(doc_auto_cfg))]
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// `tokio_tungstenite::Error` is large by itself (~200 B). Boxing every Err
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// variant per clippy::result_large_err just shifts allocation pressure into
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// the hot path. We accept the size because errors are rare in this crate.
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#![allow(clippy::result_large_err)]
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pub mod aggregator;
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pub mod csv;
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pub mod error;
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pub mod resample;
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#[cfg(feature = "live-binance")]
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pub mod live;
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pub use error::{Error, Result};
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