kingchencandGitHub
80850c81f7
Deepens the **Ehlers / Cycle (DSP)** family (B10) with ten indicators (452 -> 462): - **HighpassFilter**, **Reflex**, **Trendflex**, **CorrelationTrendIndicator**, **AdaptiveRsi**, **UniversalOscillator** — scalar (f64) Ehlers filters/oscillators. - **AdaptiveCci** — efficiency-ratio-adaptive CCI on typical price (Candle input). - **BandpassFilter**, **EvenBetterSinewave**, **AutocorrelationPeriodogram** — multi-arg scalar (hand-written bindings; the wasm variadic scalar macro covers wasm). Verified locally: 3755 core lib + 420 doc tests, clippy clean, 537 node tests, 881 pytest, counter 462.
169 lines
11 KiB
Rust
169 lines
11 KiB
Rust
//! `wickra-core`: streaming-first technical indicators.
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//!
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//! The core engine of Wickra. Every indicator is implemented as a state machine
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//! that consumes inputs one at a time via [`Indicator::update`] in constant time.
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//! Batch evaluation is provided as a blanket extension trait so the same code
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//! path serves both online (tick-by-tick) and offline (historical) workloads.
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//!
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//! # Design
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//!
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//! - **Streaming-first.** State is held by the indicator instance, so a new value
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//! only re-computes deltas, not the whole series.
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//! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that
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//! simply replays `update` over a slice. Writing one implementation gives both
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//! APIs.
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//! - **Composable.** Indicators implement [`Indicator<Input = f64, Output = f64>`]
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//! wherever they conceptually take a price, so they can be chained via
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//! [`Chain`].
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//! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints.
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//!
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//! # Quick start
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//!
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//! ```
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//! use wickra_core::{BatchExt, Indicator, Sma};
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//!
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//! // Streaming:
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//! let mut sma = Sma::new(3).unwrap();
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//! assert_eq!(sma.update(1.0), None);
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//! assert_eq!(sma.update(2.0), None);
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//! assert_eq!(sma.update(3.0), Some(2.0));
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//!
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//! // Batch (replays `update` internally):
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//! let mut sma = Sma::new(3).unwrap();
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//! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]);
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//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
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//! ```
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#![cfg_attr(docsrs, feature(doc_cfg))]
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// The libtest harness collects every `#[test]` into a compiler-generated array
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// of test references. With 2000+ unit tests that array exceeds clippy's 16 KB
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// `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding,
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// not our code, so it cannot be silenced at a call site. Suppress it only in test
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// builds — library code is still linted for genuinely large stack arrays.
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#![cfg_attr(test, allow(clippy::large_stack_arrays))]
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mod calendar;
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mod cross_section;
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mod derivatives;
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mod error;
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mod microstructure;
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mod ohlcv;
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mod traits;
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pub mod indicators;
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pub use cross_section::{CrossSection, Member};
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pub use derivatives::DerivativesTick;
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pub use error::{Error, Result};
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pub use indicators::{
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AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
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AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCci, AdaptiveCycle,
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AdaptiveLaguerreFilter, AdaptiveRsi, Adl, AdvanceBlock, AdvanceDecline, AdvanceDeclineRatio,
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Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AmihudIlliquidity, AnchoredRsi,
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AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput,
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AtrRatchet, AtrRatchetOutput, AtrTrailingStop, AutoFib, AutoFibOutput, Autocorrelation,
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AutocorrelationPeriodogram, AverageDailyRange, AverageDrawdown, AvgPrice, AwesomeOscillator,
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AwesomeOscillatorHistogram, BalanceOfPower, BandpassFilter, Bat, BeltHold, Beta,
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BetaNeutralSpread, BetterVolume, BipowerVariation, BodySizePct, BollingerBands,
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BollingerBandwidth, BollingerOutput, BomarBands, BomarBandsOutput, BreadthThrust, Breakaway,
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BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput,
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Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
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ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
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ClassicPivots, ClassicPivotsOutput, CloseVsOpen, ClosingMarubozu, Cmo, CoefficientOfVariation,
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Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi,
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Coppock, CorrelationTrendIndicator, Counterattack, Crab, CumulativeVolumeDelta,
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CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
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DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
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DemarkPivotsOutput, DepthSlope, DerivativeOscillator, DetrendedStdDev, DisparityIndex,
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DistanceSsd, Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput,
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DoubleBollinger, DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo,
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DragonflyDoji, DrawdownDuration, Dx, DynamicMomentumIndex, EaseOfMovement, EffectiveSpread,
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EhlersStochastic, Ehma, ElderImpulse, ElderRay, ElderRayOutput, ElderSafeZone,
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ElderSafeZoneOutput, Ema, EmpiricalModeDecomposition, Engulfing, EvenBetterSinewave,
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EveningDojiStar, Evwma, EwmaVolatility, Expectancy, FallingThreeMethods, Fama, FibArcs,
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FibArcsOutput, FibChannel, FibChannelOutput, FibConfluence, FibConfluenceOutput, FibExtension,
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FibExtensionOutput, FibFan, FibFanOutput, FibProjection, FibProjectionOutput, FibRetracement,
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FibRetracementOutput, FibTimeZones, FibTimeZonesOutput, FibonacciPivots, FibonacciPivotsOutput,
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FisherRsi, FisherTransform, FlagPennant, Footprint, FootprintOutput, ForceIndex,
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FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean,
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FundingRateZScore, GainLossRatio, GapSideBySideWhite, Garch11, GarmanKlassVolatility, Gartley,
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GatorOscillator, GatorOscillatorOutput, GeneralizedDema, GeometricMa, GoldenPocket,
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GoldenPocketOutput, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
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HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighLowRange,
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HighWave, HighpassFilter, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility,
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Hma, HoltWinters, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
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HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
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Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
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IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile,
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IntradayVolatilityProfileOutput, InverseFisherTransform, InvertedHammer, JarqueBera, Jma,
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JumpIndicator, KagiBars, KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KaseDevStop,
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KaseDevStopOutput, KasePermissionStochastic, KasePermissionStochasticOutput, KellyCriterion,
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Keltner, KeltnerOutput, KendallTau, Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo,
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KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput,
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LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope,
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LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LogReturn, LongLeggedDoji,
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LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdHistogram,
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MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
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MatHold, MatchingLow, MaxDrawdown, McClellanOscillator, McClellanSummationIndex,
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McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianChannelOutput, MedianMa,
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MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, ModifiedMaStop,
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ModifiedMaStopOutput, Mom, MorningDojiStar, MorningEveningStar, Natr, NewHighsNewLows, Nrtr,
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NrtrOutput, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
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OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
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OrderBookImbalanceTop1, OrderBookImbalanceTopN, OrderFlowImbalance, OuHalfLife, OvernightGap,
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OvernightIntradayReturn, OvernightIntradayReturnOutput, PainIndex, PairSpreadZScore,
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PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa, PercentB,
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PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars,
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PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, ProjectionBands,
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ProjectionBandsOutput, ProjectionOscillator, Psar, Pvi, Qqe, QqeOutput, Qstick, QuartileBands,
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QuartileBandsOutput, QuotedSpread, RSquared, RealizedSpread, RealizedVolatility,
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RecoveryFactor, RectangleRange, Reflex, RegimeLabel, RelativeStrengthAB,
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RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Rmi,
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Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollMeasure, RollingCorrelation,
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RollingCovariance, RollingIqr, RollingMinMaxScaler, RollingPercentileRank, RollingQuantile,
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RollingVwap, RoofingFilter, Rsi, Rsx, Rvi, RviVolatility, Rwi, RwiOutput, SampleEntropy,
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SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionHighLowOutput, SessionRange,
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SessionRangeOutput, SessionVwap, ShannonEntropy, Shark, SharpeRatio, ShootingStar, ShortLine,
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SignedVolume, SineWave, SineWeightedMa, Skewness, Sma, Smi, Smma, SortinoRatio,
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SpearmanCorrelation, SpinningTop, SpreadAr1Coefficient, SpreadBollingerBands,
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SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
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StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
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StickSandwich, StochRsi, Stochastic, StochasticCci, StochasticOutput, SuperSmoother,
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SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
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TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
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TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
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TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
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ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
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Tii, TimeBasedStop, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile,
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TpoProfileOutput, TradeImbalance, TradeVolumeIndex, TrendLabel, TrendStrengthIndex, Trendflex,
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TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf, TsfOscillator, Tsi,
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Tsv, TtmSqueeze, TtmSqueezeOutput, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows,
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TypicalPrice, UlcerIndex, UltimateOscillator, UniqueThreeRiver, UniversalOscillator,
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UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
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ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VolatilityCone,
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VolatilityConeOutput, VolatilityOfVolatility, VolatilityRatio, VoltyStop, VolumeByTimeProfile,
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VolumeByTimeProfileOutput, VolumeOscillator, VolumePriceTrend, VolumeProfile,
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VolumeProfileOutput, VolumeRsi, VolumeWeightedMacd, VolumeWeightedMacdOutput, Vortex,
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VortexOutput, Vpin, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, Wad, WavePm,
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WaveTrend, WaveTrendOutput, Wedge, WeightedClose, WickRatio, WilliamsFractals,
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WilliamsFractalsOutput, WilliamsR, WinRate, Wma, WoodiePivots, WoodiePivotsOutput,
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YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput,
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Zlema, FAMILIES, T3,
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};
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// `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
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// line so the indicator-count tooling (which scans the braced block above and
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// strips only `*Output` companions) does not count it as a separate indicator.
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pub use indicators::FootprintLevel;
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// `MaType` is a moving-average selector enum used by `MacdExt`, re-exported on
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// its own line so the indicator-count tooling does not count it as an indicator.
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pub use indicators::MaType;
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// Bar element types for the alt-chart builders, re-exported on their own lines so
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// the indicator-count tooling (which scans only the braced block above) does not
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// count them as separate indicators.
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pub use indicators::KagiBar;
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pub use indicators::PnfColumn;
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pub use indicators::RenkoBrick;
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pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
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pub use ohlcv::{Candle, Tick};
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pub use traits::{BarBuilder, BatchExt, Chain, Indicator};
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