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.
46 lines
1.4 KiB
TOML
46 lines
1.4 KiB
TOML
[package]
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name = "wickra-data"
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description = "Data sources for Wickra: CSV readers, tick-to-candle aggregator, and live exchange feeds."
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version.workspace = true
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authors.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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readme.workspace = true
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keywords.workspace = true
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categories.workspace = true
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[lints]
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workspace = true
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[dependencies]
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wickra-core = { workspace = true }
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thiserror = { workspace = true }
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csv = "1.3"
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serde = { version = "1", features = ["derive"] }
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serde_json = "1"
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# Async / live feeds are opt-in: only pulled when a `live-*` feature is requested.
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tokio = { version = "1", features = ["rt", "rt-multi-thread", "macros", "net", "time", "io-util"], optional = true }
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tokio-tungstenite = { version = "0.24", optional = true, features = ["native-tls"] }
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futures-util = { version = "0.3", optional = true }
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url = { version = "2", optional = true }
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[features]
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default = []
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# Each exchange is gated so users only pay for the WS stack they actually want.
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live-binance = ["dep:tokio", "dep:tokio-tungstenite", "dep:futures-util", "dep:url"]
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[dev-dependencies]
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approx = { workspace = true }
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tempfile = "3"
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wickra = { path = "../wickra" }
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tokio = { version = "1", features = ["macros", "rt-multi-thread"] }
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[[example]]
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name = "live_binance"
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path = "../../examples/rust/live_binance.rs"
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required-features = ["live-binance"]
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