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kingchenc d2f99efd78 F13c: restructure the indicator catalogue into eight families

The original taxonomy was four classical families plus a statistics group,
with the F1-F12 expansion slotted in as sub-categories. This regroups the
whole 71-indicator catalogue into eight top-level families, each with at
least five members:

  Moving Averages (12), Momentum Oscillators (13), Trend & Directional (9),
  Price Oscillators (5), Volatility & Bands (12), Trailing Stops (5),
  Volume (9), Price Statistics (7).

- Wiki: docs/wiki/indicators/ reorganised into eight family folders; all 71
  indicator pages moved with `git mv`. Every internal cross-link is
  normalised to `../<family>/Indicator-X.md`, each page's `Family` field is
  set to its new family, and two pre-existing `../Indicator-Chaining.md`
  links (should have been `../../`) are corrected. A link check confirms
  every relative wiki link resolves.
- Indicators-Overview.md fully rewritten around the eight families;
  Home.md indicator reference and the README family table follow suit.
- Warmup-Periods.md gains the eight F13 indicators; CHANGELOG records the
  46-indicator expansion (25 -> 71) and the eight-family taxonomy.
- Tests: Node indicators.test.js and Python test_new_indicators.py cover
  all eight new indicators (Node 91/91, Python 117/117 green).

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 508 core tests,
25 data tests and 74 doctests green.

2026-05-22 21:21:56 +02:00

9.7 KiB

Raw Blame History

Wickra

Wickra is a streaming-first technical-indicators library. Every indicator is implemented in Rust as an O(1) state machine that consumes one input at a time, and the same engine is exposed through ergonomic bindings for Python, Node.js, WebAssembly, and Rust itself. The same update call you write inside a live trading loop also drives the historical backtest of that same strategy — there is no second code path that drifts behind the streaming one.

The project ships 71 indicators across eight families — moving averages, momentum oscillators, trend & directional, price oscillators, volatility & bands, trailing stops, volume, and price statistics — plus a small set of supporting types (Candle, Tick, Chain). The Rust core forbids unsafe, so every binding inherits a memory-safe implementation. Install is one command on every supported platform: pip install wickra, cargo add wickra, npm install wickra — no system compilers, no C dependencies, no headers.

Wickra is licensed under the PolyForm Noncommercial 1.0.0 license. Personal projects, research, hobby trading bots, education, non-profits, and government use are all permitted; commercial sale of the software or of services built around it is not. If you want to use Wickra commercially, open an issue on GitHub to discuss a separate license.

Published versions

Registry	Package	Version
crates.io	`wickra`	0.1.4
crates.io	`wickra-core`	0.1.4
crates.io	`wickra-data`	0.1.4
PyPI	`wickra`	0.1.4
npm	`wickra`	0.1.4
npm	`wickra-wasm`	0.1.4

Release notes and tagged builds: https://github.com/kingchenc/wickra/releases.

Wiki contents

Quickstart: Python — pip install wickra, a batch RSI on a NumPy array, a streaming RSI loop, and the multi-column NaN pattern that MACD and friends share.
Quickstart: Rust — cargo add wickra, batch and streaming via the Indicator and BatchExt traits, and the Chain combinator.
Quickstart: Node — npm install wickra, basic SMA and MACD calls, and the current Windows install caveat (wickra-win32-x64-msvc@0.1.4 is held by the npm spam filter).
Quickstart: WASM — npm install wickra-wasm, building with wasm-pack, and running indicators client-side in a browser or bundler.
Data Layer — the wickra-data crate: the CSV reader, the tick-to-candle aggregator, the multi-timeframe resampler, and the Binance live feed.
Streaming vs Batch — the conceptual difference between Wickra's O(1) update and the recompute-everything loops in batch-only libraries, with the benchmark numbers from the project README.
Warmup Periods — a verified table of every indicator's warmup_period(), plus the reasoning behind the off-by-one cases (RSI(14) needs 15 inputs because it needs 14 diffs).
Indicator Chaining — Chain::new(first, second) and .then(third), with a worked EMA(14) → RSI(7) example and the rule for stacked warmups.

Indicator reference

Start with Indicators-Overview.md for the full eight-family taxonomy and the shared Indicator trait surface. The per-indicator pages below cover formulas, parameters, warmup behaviour, edge cases, and verified Rust / Python / Node examples. They are grouped by family, mirroring the indicators/<family>/ directory layout.

Moving Averages — smooth the price series to surface direction.

Momentum Oscillators — measure the rate of price change.

Trend & Directional — is there a trend, and which way?

Price Oscillators — difference-of-averages momentum around zero.

Volatility & Bands — dispersion measures and price envelopes.

Trailing Stops — ATR-driven stop-loss trackers.

Volume — price moves weighted or confirmed by traded volume.

Price Statistics — per-bar transforms and rolling regressions.

9.7 KiB Raw Blame History

Wickra

Published versions

Wiki contents

Indicator reference

See also

9.7 KiB

Raw Blame History