wickra/bindings/r

Wickra — R

Streaming-first technical indicators for R, over the Wickra C ABI hub via .Call.

Wickra is a multi-language technical-analysis library with a Rust core and bindings for Python, Node.js and WebAssembly, plus a C ABI for C/C++, C#, Go, Java, R and any other C-capable language. Every indicator is an O(1) streaming state machine, so live trading and historical backtests share the exact same implementation. This package is the R binding; it reaches the C ABI hub through R's native .Call interface and exposes all 514 indicators as constructors that return a lightweight wickra_indicator object.

Install

The package compiles a thin C glue layer (.Call) against the prebuilt Wickra C ABI library, so a C toolchain (Rtools on Windows) is required, plus the C ABI header and library. Build the library from the workspace, then install the package pointing at it:

cargo build -p wickra-c --release
WICKRA_INCLUDE_DIR="$PWD/bindings/c/include" \
WICKRA_LIB_DIR="$PWD/target/release" \
R CMD INSTALL bindings/r

On Windows the C ABI DLL is bundled into the package and put on the load path automatically; on Linux and macOS the library path is baked in via rpath.

Quick start

library(wickra)

# Batch: run an indicator over a whole series (NaN at warmup positions).
prices <- 100 + (0:999) * 0.1
sma <- Sma(20)
values <- batch(sma, prices)

# Streaming: the same indicator, fed one observation at a time in O(1).
rsi <- Rsi(14)
for (price in prices) {
  v <- update(rsi, price) # NaN during warmup
  if (!is.na(v) && v > 70) message("overbought")
}

# Multi-output indicators return a named vector (NA while warming up).
macd <- MacdIndicator(12, 26, 9)
update(macd, 42) # c(macd = NA, signal = NA, histogram = NA)

batch(ind, prices) and feeding the same prices through update() produce identical values — the equivalence is enforced by the test suite. Candle-input indicators take the OHLCV fields plus a timestamp, e.g. update(atr, open, high, low, close, volume, timestamp). The native handle is freed automatically when the object is garbage-collected.

Benchmark

benchmarks/throughput.R reports streaming and batch updates-per-second for SMA, ATR and MACD. It measures this binding's FFI overhead, not a cross-library ratio (the same Rust core runs under every binding) — see the repository BENCHMARKS.md §3.

Rscript benchmarks/throughput.R

Documentation

The full indicator catalogue, guides, quickstarts, and API reference live in the main repository and documentation site:

• Repository & full indicator list: https://github.com/wickra-lib/wickra
• Docs (quickstarts, cookbook, TA-Lib migration): https://docs.wickra.org
• Runnable examples: examples/r/

Wickra ships native bindings for Python, Node.js, WebAssembly and Rust, plus a C ABI hub that any C-capable language (C, C++, C#, Go, Java, R) links against — all exposing the same indicators from the shared, unsafe-forbidden Rust core.

Disclaimer

Wickra is an indicator toolkit, not a trading system. The values it computes are deterministic transforms of the input data — they are not financial advice and do not predict the market. Any use in a live trading context is at your own risk. The library is provided as is, without warranty of any kind.

License

Licensed under either of Apache-2.0 or MIT at your option.