kingchenc
11293a3b0e
- Top: CI badge, crates.io / PyPI / npm version badges, license tag. - Bottom (new section before License): a short contribution guide with starting points for new indicators, bug fixes, binding work, and style. - Footer: large "give us a star" call-to-action with GitHub stars, forks, and issues badges via shields.io.
271 lines
12 KiB
Markdown
271 lines
12 KiB
Markdown
# Wickra
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[](https://github.com/kingchenc/wickra/actions/workflows/ci.yml)
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[](https://crates.io/crates/wickra)
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[](https://pypi.org/project/wickra/)
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[](https://www.npmjs.com/package/wickra)
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[](LICENSE)
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**Streaming-first technical indicators. Install with `pip install wickra` — no system dependencies.**
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Wickra is a multi-language technical-analysis library with a Rust core and
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bindings for Python, Node.js, and WebAssembly. Every indicator is a state
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machine that updates in O(1) per new data point, so live trading bots and
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historical backtests share the exact same implementation.
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```python
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import numpy as np
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import wickra as ta
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# Batch: classic TA-Lib-style usage
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prices = np.linspace(100, 200, 1000)
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rsi = ta.RSI(14)
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values = rsi.batch(prices) # numpy array, NaN during warmup
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# Streaming: same indicator, fed tick by tick
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rsi = ta.RSI(14)
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for price in live_feed:
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value = rsi.update(price) # O(1) — no recomputation over history
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if value is not None and value > 70:
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print("overbought")
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```
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## Why Wickra exists
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The Python TA ecosystem has plenty of libraries — TA-Lib, pandas-ta, finta,
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talipp, tulipy — and every one of them shares the same blind spot:
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| Library | Install pain | Streaming | Multi-language | Active |
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|--------------------|-----------------|-----------|----------------|--------|
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| TA-Lib (Python) | yes (C deps) | no | no | barely |
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| pandas-ta | clean | no | no | slow |
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| finta | clean | no | no | stale |
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| ta-lib-python | yes (C deps) | no | no | barely |
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| talipp | clean | yes | no | yes |
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| Tulip Indicators | yes (C deps) | no | partial | stale |
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| ooples (C#) | clean | no | C# only | yes |
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| **Wickra** | **clean** | **yes** | **Python+Node+WASM+Rust** | **yes** |
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Wickra is the only library that combines all of: clean install, streaming,
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multi-language reach, and active maintenance.
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## Benchmark: how much faster is "streaming-first"?
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Reproduced on this machine with `python -m benchmarks.compare_libraries`.
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Lower µs/op = faster. Wickra wins every batch category outright, and the
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streaming gap widens linearly with how much history a batch-only library has
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to recompute on every tick.
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### Batch — single full pass over a 5 000-bar series
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Reading the table: each cell shows that library's runtime, plus how many times
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slower it is than Wickra in parentheses. **★** marks the winner per row.
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| Indicator | Wickra | finta | talipp |
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|---------------------|---------------------|------------------------|------------------------------|
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| SMA(20) | **26.0 µs ★** | 295.3 µs (11.4× slower) | 1 812.8 µs (69.7× slower) |
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| EMA(20) | **16.8 µs ★** | 205.5 µs (12.2× slower) | 2 534.4 µs (150.9× slower) |
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| RSI(14) | **31.2 µs ★** | 714.1 µs (22.9× slower) | 3 751.7 µs (120.2× slower) |
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| MACD(12, 26, 9) | **30.8 µs ★** | 359.5 µs (11.7× slower) | 11 642.2 µs (378.0× slower) |
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| Bollinger(20, 2.0) | **26.7 µs ★** | 690.6 µs (25.9× slower) | 27 482.4 µs (1 030.1× slower) |
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| ATR(14) | **40.6 µs ★** | 1 120.3 µs (27.6× slower) | 3 760.2 µs (92.7× slower) |
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### Streaming — per-tick latency after seeding with 2 000 historical bars
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A batch-only library has to re-run its full indicator over the entire history on
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every new tick; Wickra updates state in O(1).
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| Indicator | Wickra (per tick) | talipp (per tick) |
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|-----------|---------------------|---------------------------|
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| RSI(14) | **0.07 µs ★** | 1.16 µs (17.5× slower) |
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> TA-Lib and pandas-ta are not included here because both fail to install
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> cleanly on Windows without C build tooling — which is precisely the install
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> pain Wickra was built to remove. The benchmark script auto-detects every
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> peer library it can find and runs them on the same inputs as Wickra; install
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> them in your environment to see those rows light up too.
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Run the suite yourself:
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```bash
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pip install -e bindings/python[bench]
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python -m benchmarks.compare_libraries
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```
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## Indicators in 0.1.0
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25 streaming-first indicators across four families. Every one passes the
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`batch == streaming` equivalence test, reference-value tests, and reset
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semantics tests.
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| Family | Indicators |
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|-------------|-----------|
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| Trend | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA |
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| Momentum | RSI (Wilder), MACD, Stochastic, CCI, ROC, Williams %R, ADX (+DI/-DI), MFI, TRIX, Awesome Oscillator, Aroon |
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| Volatility | Bollinger Bands, ATR, Keltner Channels, Donchian Channels, Parabolic SAR |
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| Volume | OBV, VWAP (cumulative + rolling) |
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Adding a new indicator means implementing one trait in Rust; all four bindings
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inherit it automatically.
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## Languages
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| Binding | Install | Example |
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|-------------------|-----------------------------------------------|---------|
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| Python (PyO3) | `pip install wickra` | `examples/python/backtest.py` |
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| Node.js (napi-rs) | `npm install wickra` | `bindings/node/__tests__/smoke.test.js` |
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| Browser / WASM | `npm install wickra-wasm` | `bindings/wasm/examples/index.html` |
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| Rust | `cargo add wickra` | `crates/wickra/examples/backtest.rs` |
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The wickra-core crate is `unsafe`-forbidden, so every binding inherits a
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memory-safe implementation.
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## Rust API
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```rust
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use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};
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// Streaming or batch — same trait, same code.
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let mut sma = Sma::new(14)?;
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let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);
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let mut rsi = Rsi::new(14)?;
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for price in live_feed {
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if let Some(v) = rsi.update(price) {
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println!("RSI = {v}");
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}
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}
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// Compose indicators: RSI(7) on top of EMA(14).
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let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
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chain.update(price);
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```
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## Live data sources
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`wickra-data` (separate crate, opt-in) ships:
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- A streaming OHLCV **CSV reader**.
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- A **tick-to-candle aggregator** with arbitrary timeframes.
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- A **candle resampler** for multi-timeframe analysis (1m → 5m → 1h on the fly).
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- A **Binance Spot WebSocket** kline adapter (feature `live-binance`).
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```rust
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use wickra::{Indicator, Rsi};
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use wickra_data::live::binance::{BinanceKlineStream, Interval};
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let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
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let mut rsi = Rsi::new(14)?;
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while let Some(event) = stream.next_event().await? {
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if event.is_closed {
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if let Some(v) = rsi.update(event.candle.close) {
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println!("RSI = {v:.2}");
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}
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}
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}
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```
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A Python live-trading example using the public `websockets` package lives at
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`examples/python/live_trading.py`.
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## Project layout
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```
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wickra/
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├── crates/
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│ ├── wickra-core/ core engine + all 25 indicators
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│ ├── wickra/ top-level facade crate (publishes on crates.io)
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│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
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├── bindings/
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│ ├── python/ PyO3 + maturin (publishes on PyPI)
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│ ├── node/ napi-rs (publishes on npm)
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│ └── wasm/ wasm-bindgen (browsers, bundlers, Node)
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├── examples/
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│ └── python/ backtest, live trading, parallel assets, multi-tf
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│ (Rust examples live inside their crate at crates/<name>/examples/)
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├── benches/ cargo bench targets
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└── .github/workflows/ CI and release pipelines
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```
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## Building everything from source
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```bash
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# Rust core + tests
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cargo test --workspace
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cargo clippy --workspace --all-targets -- -D warnings
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cargo bench -p wickra
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# Python binding (requires Rust toolchain + maturin)
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cd bindings/python
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maturin develop --release
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pytest
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# WASM binding (requires wasm-pack + wasm32-unknown-unknown target)
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wasm-pack build bindings/wasm --target web --release --features panic-hook
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# Node binding (requires @napi-rs/cli)
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cd bindings/node && npm install && npm run build && npm test
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```
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## Test counts
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- `wickra-core`: 171 unit tests + 2 doctests, including textbook-value tests
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for Wilder RSI, Bollinger Bands, MACD, ATR, and Stochastic.
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- `wickra-data`: 11 unit tests + 1 doctest, covers CSV decoding, the tick
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aggregator, the resampler, and the Binance payload parser.
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- `bindings/python`: 56 pytest tests covering smoke checks, streaming==batch
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equivalence, reference values, lifecycle, and dict/tuple candle inputs.
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- `bindings/node`: 7 Node test-runner cases via `node --test`.
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## Contributing
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Contributions are very welcome — issues, bug reports, ideas, and pull requests
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all land in the same place: <https://github.com/kingchenc/wickra>.
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A short orientation for first-time contributors:
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- **Adding an indicator.** Implement the `Indicator` trait in
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`crates/wickra-core/src/indicators/<name>.rs`, wire it into
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`indicators/mod.rs` and the crate root, and add reference-value tests,
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a `batch == streaming` equivalence test, and (where it makes sense) a
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proptest. The four bindings inherit your indicator automatically once
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you expose it in the language wrappers.
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- **Fixing a numeric bug.** Add a failing test that pins the textbook value
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first, then fix the math. Property tests in `crates/wickra-core` catch
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most regressions; please don't disable them.
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- **Improving a binding.** Each binding lives under `bindings/<lang>` with
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its own tests; please keep the `batch == streaming` invariant.
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- **Style.** `cargo fmt --all` + `cargo clippy --workspace --all-targets -- -D warnings`
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are CI gates; running them locally before pushing keeps reviews short.
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For larger architectural changes, open an issue first so we can sketch the
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shape together before you invest the time.
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## License
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Licensed under the **PolyForm Noncommercial License 1.0.0**. See [LICENSE](LICENSE).
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In plain English: use it, fork it, modify it, redistribute it, file issues, send
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pull requests — all welcome. Personal projects, research, education, non-profits,
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government, hobby trading bots: all fine. The one thing that's not allowed is
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commercial sale of the software or of services built around it. If you want to
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use Wickra commercially, get in touch about a license.
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---
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<p align="center">
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<a href="https://github.com/kingchenc/wickra/stargazers">
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<img alt="GitHub stars" src="https://img.shields.io/github/stars/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ffd866">
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</a>
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<a href="https://github.com/kingchenc/wickra/network/members">
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<img alt="GitHub forks" src="https://img.shields.io/github/forks/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=78dce8">
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</a>
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<a href="https://github.com/kingchenc/wickra/issues">
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<img alt="GitHub issues" src="https://img.shields.io/github/issues/kingchenc/wickra?style=for-the-badge&logo=github&logoColor=white&color=ff6188">
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</a>
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</p>
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<p align="center">
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If Wickra saved you time, the cheapest way to say thanks is to ⭐ the repo.
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</p>
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