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.
85 lines
1.9 KiB
YAML
85 lines
1.9 KiB
YAML
name: Release
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on:
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push:
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tags:
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- "v*"
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workflow_dispatch:
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jobs:
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build-wheels:
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name: Wheels ${{ matrix.os }} ${{ matrix.target }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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include:
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- os: ubuntu-latest
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target: x86_64
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- os: ubuntu-latest
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target: aarch64
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- os: macos-latest
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target: x86_64
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- os: macos-latest
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target: aarch64
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- os: windows-latest
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target: x64
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steps:
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- uses: actions/checkout@v4
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- name: Set up Python
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uses: actions/setup-python@v5
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with:
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python-version: "3.11"
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- name: Build wheels
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uses: PyO3/maturin-action@v1
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with:
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working-directory: bindings/python
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target: ${{ matrix.target }}
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args: --release --strip --out dist
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sccache: "true"
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manylinux: auto
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- name: Upload wheels
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uses: actions/upload-artifact@v4
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with:
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name: wheels-${{ matrix.os }}-${{ matrix.target }}
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path: bindings/python/dist/
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sdist:
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name: Source distribution
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- name: Build sdist
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uses: PyO3/maturin-action@v1
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with:
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working-directory: bindings/python
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command: sdist
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args: --out dist
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- uses: actions/upload-artifact@v4
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with:
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name: sdist
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path: bindings/python/dist/
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publish:
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name: Publish to PyPI
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needs: [build-wheels, sdist]
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runs-on: ubuntu-latest
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if: startsWith(github.ref, 'refs/tags/v')
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permissions:
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id-token: write
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steps:
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- uses: actions/download-artifact@v4
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with:
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path: dist
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merge-multiple: true
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- name: Publish to PyPI
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uses: pypa/gh-action-pypi-publish@release/v1
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with:
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packages-dir: dist/
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