kingchenc
99dd144576
Completes the F8 family (Bands & channels) end to end: - Rust core: bollinger_bandwidth.rs ((upper - lower) / middle — the squeeze gauge) and percent_b.rs ((price - lower) / (upper - lower) — price position within the bands, unclamped). Both wrap BollingerBands and carry a full Indicator impl, runnable doctest and reference / constant-series / definition-consistency / warmup / reset / batch==streaming tests. - Python: PyBollingerBandwidth / PyPercentB PyO3 classes + module registration + .pyi stubs (defaults (20, 2.0)). - Node: explicit BollingerBandwidthNode and PercentBNode; index.d.ts and index.js updated. - WASM: WasmBollingerBandwidth / WasmPercentB via the scalar macro. - Wiki: Indicator-BollingerBandwidth.md and Indicator-PercentB.md plus rows in Indicators-Overview.md and entries in Home.md. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 362 core tests, 25 data tests and 51 doctests green.
56 lines
2.2 KiB
Rust
56 lines
2.2 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_auto_cfg))]
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mod error;
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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 error::{Error, Result};
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pub use indicators::{
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Adx, AdxOutput, Aroon, AroonOscillator, AroonOutput, Atr, AwesomeOscillator, BollingerBands,
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BollingerBandwidth, BollingerOutput, Cci, Cmo, Coppock, Dema, Donchian, DonchianOutput, Dpo,
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Ema, HistoricalVolatility, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator, MacdOutput,
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MassIndex, Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
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StdDev, StochRsi, Stochastic, StochasticOutput, Tema, Trima, Trix, Tsi, UlcerIndex,
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UltimateOscillator, Vortex, VortexOutput, Vwap, Vwma, WilliamsR, Wma, Zlema, T3,
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};
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pub use ohlcv::{Candle, Tick};
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pub use traits::{BatchExt, Chain, Indicator};
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