Wickra

Wickra is a streaming-first technical-indicators library. Every indicator is implemented in Rust as an O(1) state machine that consumes one input at a time, and the same engine is exposed through ergonomic bindings for Python, Node.js, WebAssembly, and Rust itself, plus a C ABI that any C-capable language (C, C++, Go, C#, Java, R) links against. The same update call you write inside a live trading loop also drives the historical backtest of that same strategy — there is no second code path that drifts behind the streaming one.

The project ships 514 indicators across twenty-four families — moving averages, momentum oscillators, trend & directional, price oscillators, volatility & bands, bands & channels, trailing stops, volume, price statistics, Ehlers / cycle (DSP), pivots & S/R, DeMark, Ichimoku & charts, candlestick patterns, market profile, risk / performance, microstructure, and derivatives — plus a small set of supporting types (Candle, Tick, Chain). The Rust core forbids unsafe, so every binding inherits a memory-safe implementation. Install is one command on every supported platform: pip install wickra, cargo add wickra, npm install wickra — no system compilers, no C dependencies, no headers.

Wickra is dual-licensed under the MIT and Apache-2.0 licenses; you may use it under either at your option. It is OSI-approved, permissive open source — free for any use, commercial or not.

Published versions

Registry	Package	Version
crates.io	`wickra`	0.7.7
crates.io	`wickra-core`	0.7.7
crates.io	`wickra-data`	0.7.7
PyPI	`wickra`	0.7.7
npm	`wickra`	0.7.7
npm	`wickra-wasm`	0.7.7

Release notes and tagged builds: https://github.com/wickra-lib/wickra/releases.

Wiki contents

Quickstart: Python — pip install wickra, a batch RSI on a NumPy array, a streaming RSI loop, and the multi-column NaN pattern that MACD and friends share.
Quickstart: Rust — cargo add wickra, batch and streaming via the Indicator and BatchExt traits, and the Chain combinator.
Quickstart: Node — npm install wickra, basic SMA and MACD calls, and the install surface.
Quickstart: WASM — npm install wickra-wasm, building with wasm-pack, and running indicators client-side in a browser or bundler.
Quickstart: C — link the generated wickra.h + library, the five-function opaque-handle shape, multi-output structs, and the wickra.hpp C++ RAII wrapper.
Quickstart: C# — dotnet add package Wickra, idiomatic IDisposable indicator classes, and nullable record struct multi-output.
Quickstart: Go — go get the cgo binding, idiomatic types with New<Indicator>/Close, and (value, ok) multi-output.
Quickstart: R — install the .Call binding, indicator constructors with update/batch/reset, and named-vector multi-output.
Data Layer — the wickra-data crate: the CSV reader, the tick-to-candle aggregator, the multi-timeframe resampler, and the Binance live feed.
Streaming vs Batch — the conceptual difference between Wickra's O(1) update and the recompute-everything loops in batch-only libraries, with the benchmark numbers from the project README.
Warmup Periods — a verified table of every indicator's warmup_period(), plus the reasoning behind the off-by-one cases (RSI(14) needs 15 inputs because it needs 14 diffs).
Indicator Chaining — Chain::new(first, second) and .then(third), with a worked EMA(14) → RSI(7) example and the rule for stacked warmups.
Cookbook — copy-paste strategy recipes built on streaming indicators (RSI mean reversion, MACD crossover, Bollinger breakout, ADX-gated trend, multi-timeframe, SuperTrend trailing stop).
TA-Lib Migration — function-by-function mapping table from TA-Lib's talib.X(...) calls to the equivalent Wickra expressions.
FAQ — quick answers to the most common questions about warmup, NaN handling, thread safety, and the streaming-vs-batch contract.

Indicator reference

Start with Indicators-Overview for the full twenty-family taxonomy with per-indicator formula / parameter / warmup tables. The links below are a quick alphabetical-by-family index into the 514 deep-dive pages.

Wickra ​

Published versions ​

Wiki contents ​

Indicator reference ​

Moving Averages (26) ​

Momentum Oscillators (33) ​

Trend & Directional (28) ​

Price Oscillators (15) ​

Volatility & Bands (26) ​

Bands & Channels (16) ​

Trailing Stops (19) ​

Volume (26) ​

Price Statistics (54) ​

Ehlers / Cycle (DSP) (29) ​

Pivots & S/R (12) ​

DeMark (19) ​

Ichimoku & Charts (7) ​

Candlestick Patterns (66) ​

Market Profile (10) ​

Risk / Performance (28) ​

Microstructure (20) ​

Derivatives (17) ​

Alt-Chart Bars (10) ​

Market Breadth (15) ​

Seasonality & Session (12) ​

Chart Patterns (8) ​

Harmonic Patterns (8) ​

Fibonacci (10) ​

See also ​

Wickra

Published versions

Wiki contents

Indicator reference

Moving Averages (26)

Momentum Oscillators (33)

Trend & Directional (28)

Price Oscillators (15)

Volatility & Bands (26)

Bands & Channels (16)

Trailing Stops (19)

Volume (26)

Price Statistics (54)

Ehlers / Cycle (DSP) (29)

Pivots & S/R (12)

DeMark (19)

Ichimoku & Charts (7)

Candlestick Patterns (66)

Market Profile (10)

Risk / Performance (28)

Microstructure (20)

Derivatives (17)

Alt-Chart Bars (10)

Market Breadth (15)

Seasonality & Session (12)

Chart Patterns (8)

Harmonic Patterns (8)

Fibonacci (10)

See also