wickra 0.2.0

Streaming-first technical indicators: incremental, fast, install-free.

Wickra — Python bindings

Streaming-first technical indicators powered by a Rust core.

pip install wickra

Quick start

import numpy as np
import wickra as ta

# Batch — TA-Lib-style usage
prices = np.linspace(100, 200, 1000)
rsi = ta.RSI(14).batch(prices)            # NumPy array; NaN during warmup

# Streaming — feed ticks one at a time
rsi = ta.RSI(14)
for price in live_prices:
    v = rsi.update(price)                 # O(1) per tick
    if v is not None and v > 70:
        ...

What's included

71 streaming-first indicators across eight families. Every one passes a batch == streaming equivalence test and reference-value tests:

• Moving Averages — SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA
• Momentum Oscillators — RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator
• Trend & Directional — MACD, ADX (+DI/-DI), Aroon, TRIX, Aroon Oscillator, Vortex, Mass Index, Choppiness Index, Vertical Horizontal Filter
• Price Oscillators — PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power
• Volatility & Bands — ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility
• Trailing Stops — Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop
• Volume — OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement
• Price Statistics — Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle

Why streaming-first matters

Classic TA libraries are batch-only: every live tick triggers a full recomputation over the entire history. Wickra updates indicator state in O(1) per tick. On a 5K-bar history the streaming RSI gap is ~17× over the nearest peer with a streaming API and 100×+ over batch-only libraries.

Full project

See https://github.com/kingchenc/wickra for benchmarks, the Rust core, Node.js and WebAssembly bindings, examples, and CI.

License

Licensed under the PolyForm Noncommercial License 1.0.0. Personal, research, educational, and non-profit use are all permitted. Commercial sale requires a separate license — contact via the GitHub repo.