d2f99efd78
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.
174 lines
9.7 KiB
Markdown
174 lines
9.7 KiB
Markdown
# Wickra
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Wickra is a streaming-first technical-indicators library. Every indicator is
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implemented in Rust as an O(1) state machine that consumes one input at a
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time, and the same engine is exposed through ergonomic bindings for Python,
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Node.js, WebAssembly, and Rust itself. The same `update` call you write inside
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a live trading loop also drives the historical backtest of that same
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strategy — there is no second code path that drifts behind the streaming one.
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The project ships 71 indicators across eight families — moving averages,
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momentum oscillators, trend & directional, price oscillators, volatility &
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bands, trailing stops, volume, and price statistics — plus a small set of
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supporting types (`Candle`, `Tick`, `Chain`). The Rust core forbids `unsafe`,
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so every binding inherits a
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memory-safe implementation. Install is one command on every supported
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platform: `pip install wickra`, `cargo add wickra`, `npm install wickra` — no
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system compilers, no C dependencies, no headers.
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Wickra is licensed under the **PolyForm Noncommercial 1.0.0** license.
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Personal projects, research, hobby trading bots, education, non-profits, and
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government use are all permitted; commercial sale of the software or of
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services built around it is not. If you want to use Wickra commercially,
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open an issue on GitHub to discuss a separate license.
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## Published versions
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| Registry | Package | Version |
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|-----------|----------------|---------|
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| crates.io | `wickra` | 0.1.4 |
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| crates.io | `wickra-core` | 0.1.4 |
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| crates.io | `wickra-data` | 0.1.4 |
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| PyPI | `wickra` | 0.1.4 |
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| npm | `wickra` | 0.1.4 |
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| npm | `wickra-wasm` | 0.1.4 |
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Release notes and tagged builds:
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<https://github.com/kingchenc/wickra/releases>.
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## Wiki contents
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- [Quickstart: Python](Quickstart-Python.md) — `pip install wickra`, a batch
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RSI on a NumPy array, a streaming RSI loop, and the multi-column NaN
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pattern that MACD and friends share.
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- [Quickstart: Rust](Quickstart-Rust.md) — `cargo add wickra`, batch and
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streaming via the `Indicator` and `BatchExt` traits, and the `Chain`
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combinator.
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- [Quickstart: Node](Quickstart-Node.md) — `npm install wickra`, basic
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`SMA` and `MACD` calls, and the current Windows install caveat
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(`wickra-win32-x64-msvc@0.1.4` is held by the npm spam filter).
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- [Quickstart: WASM](Quickstart-WASM.md) — `npm install wickra-wasm`,
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building with `wasm-pack`, and running indicators client-side in a
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browser or bundler.
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- [Data Layer](Data-Layer.md) — the `wickra-data` crate: the CSV reader,
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the tick-to-candle aggregator, the multi-timeframe resampler, and the
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Binance live feed.
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- [Streaming vs Batch](Streaming-vs-Batch.md) — the conceptual difference
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between Wickra's O(1) `update` and the recompute-everything loops in
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batch-only libraries, with the benchmark numbers from the project README.
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- [Warmup Periods](Warmup-Periods.md) — a verified table of every
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indicator's `warmup_period()`, plus the reasoning behind the off-by-one
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cases (RSI(14) needs 15 inputs because it needs 14 diffs).
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- [Indicator Chaining](Indicator-Chaining.md) — `Chain::new(first, second)`
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and `.then(third)`, with a worked EMA(14) → RSI(7) example and the rule
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for stacked warmups.
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### Indicator reference
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Start with [Indicators-Overview.md](Indicators-Overview.md) for the full
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eight-family taxonomy and the shared `Indicator` trait surface. The
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per-indicator pages below cover formulas, parameters, warmup behaviour, edge
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cases, and verified Rust / Python / Node examples. They are grouped by family,
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mirroring the `indicators/<family>/` directory layout.
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**Moving Averages** — smooth the price series to surface direction.
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- [Indicator-Sma.md](indicators/moving-averages/Indicator-Sma.md)
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- [Indicator-Ema.md](indicators/moving-averages/Indicator-Ema.md)
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- [Indicator-Wma.md](indicators/moving-averages/Indicator-Wma.md)
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- [Indicator-Dema.md](indicators/moving-averages/Indicator-Dema.md)
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- [Indicator-Tema.md](indicators/moving-averages/Indicator-Tema.md)
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- [Indicator-Hma.md](indicators/moving-averages/Indicator-Hma.md)
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- [Indicator-Kama.md](indicators/moving-averages/Indicator-Kama.md)
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- [Indicator-Smma.md](indicators/moving-averages/Indicator-Smma.md)
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- [Indicator-Trima.md](indicators/moving-averages/Indicator-Trima.md)
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- [Indicator-Zlema.md](indicators/moving-averages/Indicator-Zlema.md)
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- [Indicator-T3.md](indicators/moving-averages/Indicator-T3.md)
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- [Indicator-Vwma.md](indicators/moving-averages/Indicator-Vwma.md)
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**Momentum Oscillators** — measure the rate of price change.
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- [Indicator-Rsi.md](indicators/momentum-oscillators/Indicator-Rsi.md)
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- [Indicator-Stochastic.md](indicators/momentum-oscillators/Indicator-Stochastic.md)
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- [Indicator-Cci.md](indicators/momentum-oscillators/Indicator-Cci.md)
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- [Indicator-Roc.md](indicators/momentum-oscillators/Indicator-Roc.md)
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- [Indicator-WilliamsR.md](indicators/momentum-oscillators/Indicator-WilliamsR.md)
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- [Indicator-Mfi.md](indicators/momentum-oscillators/Indicator-Mfi.md)
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- [Indicator-AwesomeOscillator.md](indicators/momentum-oscillators/Indicator-AwesomeOscillator.md)
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- [Indicator-Mom.md](indicators/momentum-oscillators/Indicator-Mom.md)
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- [Indicator-Cmo.md](indicators/momentum-oscillators/Indicator-Cmo.md)
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- [Indicator-Tsi.md](indicators/momentum-oscillators/Indicator-Tsi.md)
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- [Indicator-Pmo.md](indicators/momentum-oscillators/Indicator-Pmo.md)
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- [Indicator-StochRsi.md](indicators/momentum-oscillators/Indicator-StochRsi.md)
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- [Indicator-UltimateOscillator.md](indicators/momentum-oscillators/Indicator-UltimateOscillator.md)
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**Trend & Directional** — is there a trend, and which way?
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- [Indicator-MacdIndicator.md](indicators/trend-directional/Indicator-MacdIndicator.md)
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- [Indicator-Adx.md](indicators/trend-directional/Indicator-Adx.md)
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- [Indicator-Aroon.md](indicators/trend-directional/Indicator-Aroon.md)
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- [Indicator-Trix.md](indicators/trend-directional/Indicator-Trix.md)
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- [Indicator-AroonOscillator.md](indicators/trend-directional/Indicator-AroonOscillator.md)
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- [Indicator-Vortex.md](indicators/trend-directional/Indicator-Vortex.md)
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- [Indicator-MassIndex.md](indicators/trend-directional/Indicator-MassIndex.md)
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- [Indicator-ChoppinessIndex.md](indicators/trend-directional/Indicator-ChoppinessIndex.md)
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- [Indicator-VerticalHorizontalFilter.md](indicators/trend-directional/Indicator-VerticalHorizontalFilter.md)
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**Price Oscillators** — difference-of-averages momentum around zero.
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- [Indicator-Ppo.md](indicators/price-oscillators/Indicator-Ppo.md)
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- [Indicator-Dpo.md](indicators/price-oscillators/Indicator-Dpo.md)
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- [Indicator-Coppock.md](indicators/price-oscillators/Indicator-Coppock.md)
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- [Indicator-AcceleratorOscillator.md](indicators/price-oscillators/Indicator-AcceleratorOscillator.md)
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- [Indicator-BalanceOfPower.md](indicators/price-oscillators/Indicator-BalanceOfPower.md)
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**Volatility & Bands** — dispersion measures and price envelopes.
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- [Indicator-Atr.md](indicators/volatility-bands/Indicator-Atr.md)
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- [Indicator-BollingerBands.md](indicators/volatility-bands/Indicator-BollingerBands.md)
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- [Indicator-Keltner.md](indicators/volatility-bands/Indicator-Keltner.md)
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- [Indicator-Donchian.md](indicators/volatility-bands/Indicator-Donchian.md)
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- [Indicator-Natr.md](indicators/volatility-bands/Indicator-Natr.md)
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- [Indicator-StdDev.md](indicators/volatility-bands/Indicator-StdDev.md)
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- [Indicator-UlcerIndex.md](indicators/volatility-bands/Indicator-UlcerIndex.md)
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- [Indicator-HistoricalVolatility.md](indicators/volatility-bands/Indicator-HistoricalVolatility.md)
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- [Indicator-BollingerBandwidth.md](indicators/volatility-bands/Indicator-BollingerBandwidth.md)
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- [Indicator-PercentB.md](indicators/volatility-bands/Indicator-PercentB.md)
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- [Indicator-TrueRange.md](indicators/volatility-bands/Indicator-TrueRange.md)
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- [Indicator-ChaikinVolatility.md](indicators/volatility-bands/Indicator-ChaikinVolatility.md)
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**Trailing Stops** — ATR-driven stop-loss trackers.
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- [Indicator-Psar.md](indicators/trailing-stops/Indicator-Psar.md)
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- [Indicator-SuperTrend.md](indicators/trailing-stops/Indicator-SuperTrend.md)
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- [Indicator-ChandelierExit.md](indicators/trailing-stops/Indicator-ChandelierExit.md)
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- [Indicator-ChandeKrollStop.md](indicators/trailing-stops/Indicator-ChandeKrollStop.md)
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- [Indicator-AtrTrailingStop.md](indicators/trailing-stops/Indicator-AtrTrailingStop.md)
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**Volume** — price moves weighted or confirmed by traded volume.
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- [Indicator-Obv.md](indicators/volume/Indicator-Obv.md)
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- [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md)
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- [Indicator-Adl.md](indicators/volume/Indicator-Adl.md)
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- [Indicator-VolumePriceTrend.md](indicators/volume/Indicator-VolumePriceTrend.md)
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- [Indicator-ChaikinMoneyFlow.md](indicators/volume/Indicator-ChaikinMoneyFlow.md)
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- [Indicator-ChaikinOscillator.md](indicators/volume/Indicator-ChaikinOscillator.md)
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- [Indicator-ForceIndex.md](indicators/volume/Indicator-ForceIndex.md)
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- [Indicator-EaseOfMovement.md](indicators/volume/Indicator-EaseOfMovement.md)
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**Price Statistics** — per-bar transforms and rolling regressions.
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- [Indicator-TypicalPrice.md](indicators/price-statistics/Indicator-TypicalPrice.md)
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- [Indicator-MedianPrice.md](indicators/price-statistics/Indicator-MedianPrice.md)
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- [Indicator-WeightedClose.md](indicators/price-statistics/Indicator-WeightedClose.md)
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- [Indicator-LinearRegression.md](indicators/price-statistics/Indicator-LinearRegression.md)
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- [Indicator-LinRegSlope.md](indicators/price-statistics/Indicator-LinRegSlope.md)
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- [Indicator-ZScore.md](indicators/price-statistics/Indicator-ZScore.md)
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- [Indicator-LinRegAngle.md](indicators/price-statistics/Indicator-LinRegAngle.md)
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## See also
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- Source code: <https://github.com/kingchenc/wickra>
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- Releases: <https://github.com/kingchenc/wickra/releases>
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- Issue tracker: <https://github.com/kingchenc/wickra/issues>
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