Wickra

Streaming-first technical indicators — Rust core, 514 indicators across 24 families. Each indicator is a state machine that updates in O(1) per new data point, so live trading bots and historical backtests share the exact same implementation.

use wickra::{Indicator, Sma};

let mut sma = Sma::new(14)?;
let prices = [1.0, 2.0, 3.0, 4.0, 5.0];
let out: Vec<Option<f64>> = prices.iter().map(|p| sma.update(*p)).collect();
assert_eq!(out, vec![None, None, Some(2.0), Some(3.0), Some(4.0)]);

Indicator catalog

Every indicator lives in crates/wickra-core/src/indicators/ as one self-contained .rs file. For a compact, family-grouped index of all 514 indicators — public struct name, the file's own one-line intent, and a direct link to the implementation — see INDICATORS.md.

Regenerate the catalog after editing the indicator list:

python scripts/gen_indicators_index.py

The catalog is the recommended entry point for an AI agent that needs to look up what indicators exist and pick one to translate (for example into another framework's indicator contract); the agent opens only the .rs files it actually needs.

Indicator families

The canonical taxonomy lives in the FAMILIES constant at crates/wickra-core/src/indicators/mod.rs and is enforced by an assert_eq!(total, 514) test in the same file.

Family	Count	Examples
Moving Averages	26	SMA, EMA, HMA, KAMA, ALMA, JMA, FRAMA, Holt-Winters
Momentum Oscillators	34	RSI, StochRSI, ConnorsRSI, Williams %R, MFI, CCI, QQE
Trend & Directional	28	MACD, ADX (+DI/-DI), Aroon, Vortex, Choppiness Index
Price Oscillators	14	PPO, DPO, Coppock, Zero-Lag MACD, STC
Volatility & Bands	25	ATR, Bollinger Bands, Keltner, Yang-Zhang, Garman-Klass
Bands & Channels	16	MA Envelope, STARC Bands, VWAP StdDev Bands, TTM Squeeze
Trailing Stops	19	Parabolic SAR, SuperTrend, Chandelier Exit, Kase DevStop
Volume	26	OBV, VWAP, CMF, Klinger VO, Anchored VWAP, Twiggs Money Flow
Price Statistics	55	Linear Regression, Hurst, Z-Score, Cointegration, GARCH, Kalman Hedge Ratio
Ehlers / Cycle (DSP)	29	MAMA, Hilbert Transform, Decycler, Roofing Filter, Even Better Sinewave
Pivots & S/R	12	Classic/Fibonacci/Camarilla/Woodie/DeMark pivots, ZigZag
DeMark	19	TD Sequential, TD Setup, TD Combo, TD Countdown
Ichimoku & Charts	7	Ichimoku Kinko Hyo, Heikin-Ashi, Three Line Break
Candlestick Patterns	66	Doji, Hammer, Engulfing, Marubozu, Harami, Tweezer, 60+ more
Microstructure	20	Order-Book Imbalance, Kyle's Lambda, VPIN, Roll Measure
Derivatives	17	Funding Rate, OI Delta, Long/Short Ratio, Liquidation Features
Market Profile	10	Value Area, Volume Profile, TPO Profile, Initial Balance
Risk / Performance	28	Sharpe, Sortino, Calmar, Omega, Max Drawdown, VaR, CVaR, Kelly
Alt-Chart Bars	10	Renko, Kagi, Point & Figure, Range/Tick/Volume/Dollar/Imbalance Bars
Market Breadth	15	A/D Line, McClellan Oscillator, TRIN, Breadth Thrust
Seasonality & Session	12	Session VWAP, Turn-of-Month, Day-of-Week Profile
Chart Patterns	8	Double/Triple Top-Bottom, H&S, Triangle, Wedge, Cup & Handle
Harmonic Patterns	8	Gartley, Butterfly, Bat, Crab, Shark, Cypher, Three Drives
Fibonacci	10	Retracement, Extension, Projection, Fan, Arcs, Channel, Time Zones
Total	514

Every candlestick pattern emits a signed per-bar value — +1.0 bullish, −1.0 bearish, 0.0 none — so the family drops straight into a feature matrix as one column each.

Rust API

use wickra::{Indicator, BatchExt, Chain, Ema, Rsi, Sma};

// Batch and streaming share the same trait.
let mut sma = Sma::new(14)?;
let out: Vec<Option<f64>> = sma.batch(&[1.0, 2.0, 3.0, 4.0, 5.0]);

let mut rsi = Rsi::new(14)?;
for price in live_feed {
    if let Some(v) = rsi.update(price) {
        println!("RSI = {v}");
    }
}

// Compose: RSI(7) on top of EMA(14).
let mut chain = Chain::new(Ema::new(14)?, Rsi::new(7)?);
chain.update(price);

wickra-core is unsafe-forbidden. The wickra facade crate is what use wickra::... resolves to; everything below also re-exports from wickra_core::* if you want to depend on the core directly.

Live data

wickra-data ships a complete, dependency-free data layer:

• streaming OHLCV CSV reader (CandleReader)
• tick-to-candle aggregator with arbitrary timeframes (TickAggregator)
• candle resampler for multi-timeframe analysis (Resampler)
• live Binance Spot WebSocket kline feed (BinanceFeed, feature live-binance)
• historical Binance REST kline fetcher (fetch_binance_klines) — native HTTP + JSON

use wickra::{Indicator, Rsi};
use wickra_data::live::binance::{BinanceKlineStream, Interval};

let mut stream = BinanceKlineStream::connect(&["BTCUSDT".into()], Interval::OneMinute).await?;
let mut rsi = Rsi::new(14)?;
while let Some(event) = stream.next_event().await? {
    if event.is_closed {
        if let Some(v) = rsi.update(event.candle.close) {
            println!("RSI = {v:.2}");
        }
    }
}

Crates

Crate	Purpose
wickra	Top-level facade re-exporting wickra-core. What use wickra::... resolves to.
wickra-core	Core engine + all 514 indicators + the Indicator trait.
wickra-data	CSV reader, tick aggregator, resampler, Binance live + historical feeds.
wickra-bench	Internal cross-library benchmark harness (not published).

Project layout

wickra/
├── crates/
│   ├── wickra/                facade crate
│   ├── wickra-core/           core engine + 514 indicators
│   ├── wickra-data/           CSV / aggregator / Binance live + REST
│   └── wickra-bench/          internal cross-library benchmark harness
├── docs/                      in-repo docs (see docs/README.md)
├── LICENSES/                  per-license texts
├── scripts/
│   └── gen_indicators_index.py
├── Cargo.toml                 workspace manifest
├── Cargo.lock
├── INDICATORS.md              auto-generated compact catalog
├── README.md
├── LICENSE-APACHE
└── LICENSE-MIT

Building & testing

# Build the whole workspace
cargo build --workspace

# Run all tests (unit + the cross-indicator invariants harness)
cargo test --workspace

# Lint as CI does
cargo clippy --workspace --all-targets -- -D warnings

# Wickra's own regression benchmarks
cargo bench -p wickra

Adding an indicator

1. Implement the Indicator trait in crates/wickra-core/src/indicators/<name>.rs.
2. Wire it into indicators/mod.rs (the mod <name>; declaration and the FAMILIES array — keeping the per-family count in sync).
3. Add reference-value tests, a batch == streaming equivalence test, and (where it makes sense) a proptest.
4. Re-run python scripts/gen_indicators_index.py to refresh INDICATORS.md. The script also enforces the 514-indicator invariant via the FAMILIES total.

License

Licensed under either of

• Apache License, Version 2.0 (LICENSE-APACHE)
• MIT license (LICENSE-MIT)

at your option.

Disclaimer

Wickra is an indicator toolkit, not a trading system. Values it computes are deterministic transforms of the input data — they are not financial advice and they do not predict the market. Any use of this library in a production trading context is at your own risk.