Quickstart: C#

Verified against the Rust reference. Every one of Wickra's 514 indicators is replayed through all 10 languages and checked bit-for-bit against the Rust core's golden fixtures in CI — the math here is provably identical to every other binding (how).

A five-minute tour of the Wickra C# binding — the first language shim on the C ABI hub. By the end you will have streamed an RSI, run a batch SMA, and read a multi-output MACD, all as idiomatic C#.

Install

The binding ships on NuGet as Wickra with the native library prebuilt for every supported platform (Linux, macOS, Windows — x64 and arm64); there is nothing to compile.

dotnet add package Wickra

It targets .NET 8 and later.

The class shape

Every indicator is an IDisposable class over an opaque native handle, with the same operations as the C ABI underneath:

using Wickra;

using var sma = new Sma(14);     // throws ArgumentException on invalid params
int w = sma.WarmupPeriod();      // updates until ready: 14
double v = sma.Update(42.0);     // NaN while warming up
bool ready = sma.IsReady();      // false until warmed up
sma.Reset();                     // back to a fresh state
// disposed (freed) at the end of the using scope

The alt-chart bar builders (RenkoBars, KagiBars, …) have no WarmupPeriod / IsReady — a candle can complete 0..n bars, so they have no warmup.

Update is O(1) per call. Prefer using for deterministic cleanup; a SafeHandle also frees the handle from the finalizer, so a missed Dispose never leaks permanently.

Streaming and batch side by side

using Wickra;

// 1. Streaming: feed Wilder's textbook example into RSI(14).
using var rsi = new Rsi(14);
double[] prices =
{
    44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42,
    45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28, 46.00,
};
for (var i = 0; i < prices.Length; i++)
{
    var r = rsi.Update(prices[i]);
    if (double.IsFinite(r)) // NaN during the 15-bar warmup
    {
        Console.WriteLine($"tick {i + 1,2}  rsi={r:F4}");
    }
}

// 2. Batch: one SMA(3) call over five prices writes NaN at warmup.
using var sma = new Sma(3);
double[] outValues = sma.Batch(new double[] { 1, 2, 3, 4, 5 });
// outValues -> { NaN, NaN, 2.0, 3.0, 4.0 }

The first RSI value lands on tick 15. Batch output is bit-for-bit identical to feeding the same inputs through Update one at a time.

Multi-output indicators

Indicators with several outputs (MACD, Bollinger, ADX, …) return a nullable record struct — null while warming up, a value once one is ready:

using var macd = new MacdIndicator(12, 26, 9);
foreach (var price in feed)
{
    if (macd.Update(price) is { } m)
    {
        Console.WriteLine($"macd={m.Macd:F4} signal={m.Signal:F4} hist={m.Histogram:F4}");
    }
}

Candle-input indicators (ATR, ADX, OBV, …) take the OHLCV fields plus a timestamp, e.g. atr.Update(open, high, low, close, volume, timestamp).

A deeper example

examples/csharp/backtest runs a basket of indicators over an OHLCV series; the examples/csharp/ directory also has a multi-indicator streaming demo, multi-timeframe resampling, a Parallel.For fan-out, three strategy examples, and Binance fetch/live examples. Build the C ABI once, then run any of them:

cargo build -p wickra-c --release
dotnet run --project examples/csharp/streaming

See also

• Quickstart: C — the C ABI hub the C# binding links against.
• Streaming vs Batch — the batch == repeated update contract that holds across every binding.
• Indicators overview — the full catalogue.
• Source: https://github.com/wickra-lib/wickra