refacto: Base streaming module, use it for fs2

README.md

@@ -10,8 +10,10 @@ It allows to compute indicators on a stream of data, which is a very relevant us
 - [talib-core](/lib/talib-core/) provides the shared TALIB friendlier interfaces for indicator inputs and outputs. This level enforces memory-safe operations and accurate computations for each [indicator](https://ta-lib.org/function.html). It makes use of standard data-structures (e.g. `Array[Double]`) that satisfy the needs of higher-level modules.
 The [talib-core-tests](/lib/talib-core-tests/) module provides tests for the core module, to guarantee the accuracy of the computations for each indicator, on any platform.
 
-- [talib-fs2](/lib/talib-fs2/) provides streaming adapters for the [fs2](https://fs2.io/) library. It implements the essential streaming operations for the computation of indicators by streamig the indicator inputs and the indicator outputs. This is where the inputs is buffered according to the indicator computation needs : most indicators will need to buffer past values in order to output more accurate results on current values. 
-The [talib-fs2-tests](/lib/talib-fs2-tests/) module provides tests for the fs2 module, to test the accuracy of the computations for each indicator, on any platform. The measured accuracy is compared to the accuracy of the batch computation of the indicator, which is the reference for the accuracy of the indicator.
+- [talib-streams](/lib/talib-streams/) provides streaming definitions. It contain the main definitions of the streaming operations for computating indicators in a streaming fashion. This is where the inputs is buffered according to the indicator computation needs : most indicators will need to buffer past values in order to output more accurate results on current values. It consists of buffering know-how and heuristics for streaming each of the indicators. This module serves as a basis for the streaming adapters modules that are detailed below.
+
+- [talib-streams-fs2](/lib/talib-fs2/) provides streaming adapters for the [fs2](https://fs2.io/) library using the _fs2_ API.
+The [talib-streams-fs2-tests](/lib/talib-fs2-tests/) module provides tests for the fs2 module, to test the accuracy of the computations for each indicator, on any platform. The measured accuracy is compared to the accuracy of the batch computation of the indicator, which is the reference for the accuracy of the indicator.
 
 - [signals](/lib/signals/) provides data types for type-safety when manipulating indicator inputs and outputs. Each indicator has its associated signal type, which simply contains as many output values as the indicator has outputs. It introduces concepts from trading signals, such as 'ohlc' (open-high-low-close), for which the streaming modules may provide helpers to compute indicators on.
 

build.sbt

@@ -127,7 +127,7 @@ lazy val root = tlCrossRootProject
     talibCore.native,
     talibCoreTests.native,
     signalsLib.native,
-    talibStreamFs2.native,
+    talibStreamsFs2.native,
     tradingDomain.native,
     tradingPersistenceSkunk.native,
     exampleSkunkApp.native
@@ -172,22 +172,30 @@ lazy val signalsLib = crossProject(JVMPlatform, NativePlatform)
   .settings(circeDependencies)
   .nativeSettings(commonNativeSettings)
 
-lazy val talibStreamFs2 = crossProject(JVMPlatform, NativePlatform)
+lazy val talibStreams = crossProject(JVMPlatform, NativePlatform)
+  .crossType(CrossType.Full)
+  .in(file("lib/talib-streams"))
+  .settings(moduleName := "talib-streams", name := "Talib streams")
+  .settings(sharedSettings)
+  .dependsOn(talibCore, signalsLib)
+  .nativeSettings(commonNativeSettings)
+
+lazy val talibStreamsFs2 = crossProject(JVMPlatform, NativePlatform)
   .crossType(CrossType.Full)
   .in(file("lib/talib-fs2"))
   .settings(moduleName := "talib-streams-fs2", name := "Talib streams fs2")
   .settings(sharedSettings)
   .settings(fs2Dependencies)
-  .dependsOn(talibCore, signalsLib)
-  .nativeSettings(commonNativeSettings, testingNativeSettings)
+  .dependsOn(talibCore, signalsLib, talibStreams)
+  .nativeSettings(commonNativeSettings)
 
-lazy val talibStreamFs2Tests = crossProject(JVMPlatform, NativePlatform)
+lazy val talibStreamsFs2Tests = crossProject(JVMPlatform, NativePlatform)
   .crossType(CrossType.Full)
   .in(file("lib/talib-fs2-tests"))
   .settings(moduleName := "talib-streams-fs2-tests", name := "Talib streams fs2 tests")
   .settings(sharedSettings)
   .settings(fs2Dependencies, testingJUnitSettings)
-  .dependsOn(talibStreamFs2)
+  .dependsOn(talibStreamsFs2)
   .nativeSettings(commonNativeSettings, testingNativeSettings)
 
 
@@ -206,7 +214,7 @@ lazy val tradingPersistenceInMemory = crossProject(JVMPlatform, NativePlatform)
   .settings(moduleName := "trading-persistence-in-memory", name := "Trading persistence in memory")
   .settings(sharedSettings)
   .settings(loggingDependencies, catsEffectOverrideDependencies)
-  .dependsOn(talibCore, talibStreamFs2, tradingDomain)
+  .dependsOn(talibCore, talibStreamsFs2, tradingDomain)
   .nativeSettings(commonNativeSettings)
 
 lazy val tradingPersistenceSkunk = crossProject(JVMPlatform, NativePlatform)
@@ -215,7 +223,7 @@ lazy val tradingPersistenceSkunk = crossProject(JVMPlatform, NativePlatform)
   .settings(moduleName := "trading-persistence-skunk", name := "Trading persistence skunk")
   .settings(sharedSettings)
   .settings(skunkDependencies, loggingDependencies, catsEffectOverrideDependencies)
-  .dependsOn(talibCore, talibStreamFs2, tradingDomain)
+  .dependsOn(talibCore, talibStreamsFs2, tradingDomain)
   .nativeSettings(commonNativeSettings)
   .enablePlugins(NoPublishPlugin)
 

infrastructure/trading-inmem/src/main/scala/io/clarktsiory/trading/IndicatorInMemStreamingService.scala

@@ -7,7 +7,7 @@ import fs2.{Pipe, Stream}
 
 import io.clarktsiory.signals.*
 import io.clarktsiory.ta.*
-import io.clarktsiory.ta.fs2.*
+import io.clarktsiory.ta.streams.fs2.*
 
 class IndicatorInMemStreamingService[F[_]: Async](
   topic: Topic[F, (Symbol, Signal)],

infrastructure/trading-skunk/src/main/scala/io/clarktsiory/trading/IndicatorSkunkStreamingService.scala

@@ -12,7 +12,7 @@ import skunk.implicits.*
 
 import io.clarktsiory.signals.*
 import io.clarktsiory.ta.*
-import io.clarktsiory.ta.fs2.*
+import io.clarktsiory.ta.streams.fs2.*
 
 class IndicatorSkunkStreamingService[F[_]: Async](
   signalService: SignalStreamingService[[X] =>> Stream[F, X]],

lib/talib-fs2-tests/jvm/src/test/scala/io/clarktsiory/ta/fs2/IndicatorStreamingFS2Test.scala → lib/talib-fs2-tests/jvm/src/test/scala/io/clarktsiory/ta/streams/fs2/IndicatorStreamingFS2Test.scala

@@ -1,4 +1,4 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import java.time.LocalDateTime
 
@@ -9,6 +9,7 @@ import org.junit.Test
 
 import io.clarktsiory.signals.*
 import io.clarktsiory.ta.given
+import io.clarktsiory.ta.streams.BufferedIndicator
 import io.clarktsiory.ta.{ComputedIndicator, Indicator}
 
 class IndicatorStreamingFS2Test {

lib/talib-fs2-tests/native/src/test/scala/io/clarktsiory/ta/fs2/IndicatorStreamingFS2Test.scala → lib/talib-fs2-tests/native/src/test/scala/io/clarktsiory/ta/streams/fs2/IndicatorStreamingFS2Test.scala

@@ -1,4 +1,4 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import scala.scalanative.unsafe.Zone
 import java.time.LocalDateTime
@@ -11,6 +11,7 @@ import org.junit.{AfterClass, Test}
 
 import io.clarktsiory.signals.*
 import io.clarktsiory.ta.given
+import io.clarktsiory.ta.streams.BufferedIndicator
 import io.clarktsiory.ta.{ComputedIndicator, Indicator}
 
 class IndicatorStreamingFS2Test {

lib/talib-fs2/jvm/src/main/scala/io/clarktsiory/ta/fs2/package.scala → lib/talib-fs2/jvm/src/main/scala/io/clarktsiory/ta/streams/fs2/package.scala

@@ -1,10 +1,11 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import fs2.{Pipe, Scan}
 
 import io.clarktsiory.signals.*
 import io.clarktsiory.ta.Indicator
 import io.clarktsiory.ta.given
+import io.clarktsiory.ta.streams.*
 
 given BufferedIndicator[Indicator.RSI] = new RSIBufferedIndicator with MutableSignalBuffer
 given BufferedIndicator[Indicator.MACD] = new MACDBufferedIndicator with MutableSignalBuffer

lib/talib-fs2/native/src/main/scala/io/clarktsiory/ta/fs2/package.scala → lib/talib-fs2/native/src/main/scala/io/clarktsiory/ta/streams/fs2/package.scala

@@ -1,4 +1,4 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import scala.collection.immutable.Queue
 import scala.collection.mutable.ListBuffer
@@ -12,8 +12,9 @@ import cats.syntax.option.*
 import fs2.{Chunk, Pipe, Scan, Stream}
 
 import io.clarktsiory.signals.*
-import io.clarktsiory.ta.fs2.given
 import io.clarktsiory.ta.given
+import io.clarktsiory.ta.streams.*
+import io.clarktsiory.ta.streams.fs2.given
 import io.clarktsiory.ta.{ComputedIndicator, Indicator, IndicatorSig}
 import impl.*
 

lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/fs2/MACDChunksState.scala → lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/streams/fs2/MACDChunksState.scala

@@ -1,11 +1,12 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import cats.data.State
 import cats.syntax.traverse.*
 import fs2.{Chunk, Scan}
 
 import io.clarktsiory.signals.{MACDSignal, ScalarSignal}
-import io.clarktsiory.ta.fs2.MACDChunksState.copyBuffer
+import io.clarktsiory.ta.streams.BufferedIndicator
+import io.clarktsiory.ta.streams.fs2.MACDChunksState.copyBuffer
 import io.clarktsiory.ta.{ComputedIndicator, Indicator}
 
 /** Stateful computation of MACD using a buffer that keeps previous signal values.
@@ -72,7 +73,7 @@ object MACDChunksState:
   def empty(macd: Indicator.MACD)(using b: BufferedIndicator[Indicator.MACD]): MACDChunksState =
     MACDChunksState(macd, b)(b.emptyBuffer(), 0)
 
-  def scan(macd: Indicator.MACD)(using
+  private[fs2] def scan(macd: Indicator.MACD)(using
     BufferedIndicator[Indicator.MACD],
     ComputedIndicator[Indicator.MACD, Array[
       Double

lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/fs2/OHLCSignalOps.scala → lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/streams/fs2/OHLCSignalOps.scala

@@ -1,4 +1,4 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import fs2.Stream
 

lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/fs2/RSIChunksState.scala → lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/streams/fs2/RSIChunksState.scala

@@ -1,9 +1,10 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams.fs2
 
 import fs2.{Chunk, Scan}
 
 import io.clarktsiory.signals.{RSISignal, ScalarSignal}
-import io.clarktsiory.ta.fs2.RSIChunksState.copyBuffer
+import io.clarktsiory.ta.streams.BufferedIndicator
+import io.clarktsiory.ta.streams.fs2.RSIChunksState.copyBuffer
 import io.clarktsiory.ta.{ComputedIndicator, Indicator}
 
 /** Stateful computation of RSI using a buffer that keeps previous signal values.
@@ -63,7 +64,7 @@ object RSIChunksState:
   def empty(rsi: Indicator.RSI)(using b: BufferedIndicator[Indicator.RSI]): RSIChunksState =
     RSIChunksState(rsi, b)(b.emptyBuffer(), 0)
 
-  def scan(rsi: Indicator.RSI)(using
+  private[fs2] def scan(rsi: Indicator.RSI)(using
     BufferedIndicator[Indicator.RSI],
     ComputedIndicator[Indicator.RSI, Array[Double], Array[Double]],
   ): Scan[RSIChunksState, ScalarSignal, RSISignal] =

lib/talib-streams/shared/src/main/scala/io/clarktsiory/ta/streams/BufferedIndicator.scala

@@ -0,0 +1,69 @@
+package io.clarktsiory.ta.streams
+import scala.collection.mutable.ListBuffer
+
+import io.clarktsiory.signals.ScalarSignal
+import io.clarktsiory.ta.Indicator
+import io.clarktsiory.ta.Indicator.*
+
+/**
+  * Type-class that encodes buffering needs according to the indicator computation properties.
+  * Most indicators will need to buffer past values in order to output more accurate results on current values.
+  * @tparam A the indicator type
+  */
+trait BufferedIndicator[A <: Indicator]:
+  /**
+   * Defines the max number of periods that need to be buffered. 
+   * If the value is static, it may influence the precision of computations.
+   * If the value is 0 or purely depends on the indicator parameters, it means that the indicator computation should 
+   * always be deterministic and computation is always fundamentally accurate (e.g. the mean of _n_ values).
+   */
+  def bufferSize(indicator: A): Int
+
+  /** 
+    * Defines the min number of periods that yield a computation result (e.g. _n_ for the indicator that is mean of the 
+    * _n_ latest values).
+    */
+  def minComputationSize(indicator: A): Int
+
+  /**
+    * The type of the buffer used to store past values. It allows buffer manipulation with a pre-defined number of 
+    * operations through the extension methods.
+    * It should always be an opaque type, to avoid accidental buffer manipulation apart from the extension methods.
+    */
+  type SignalBuffer
+
+  /**
+    * @return An empty buffer than can be further manipulated with the extension methods.
+    */
+  def emptyBuffer(): SignalBuffer
+
+  extension (buffer: SignalBuffer)
+    def added(value: ScalarSignal): SignalBuffer
+    def dropped(n: Int): SignalBuffer
+    def takeRight(n: Int): SignalBuffer
+    def size: Int
+    def toArray: Array[ScalarSignal]
+  end extension
+end BufferedIndicator
+
+/**
+  * Partial implementation of the BufferedIndicator type-class for MACD, using known properties of the indicator, and
+  * a heuristic for the buffer size.
+  */
+abstract private[streams] class MACDBufferedIndicator extends BufferedIndicator[MACD]:
+  override def bufferSize(macd: MACD): Int = 1_000
+  override def minComputationSize(macd: MACD): Int = macd.slow + macd.signalPeriod - 1
+end MACDBufferedIndicator
+
+/**
+  * Partial implementation of the BufferedIndicator type-class for RSI, using known properties of the indicator, and
+  * a heuristic for the buffer size.
+  */
+abstract private[streams] class RSIBufferedIndicator extends BufferedIndicator[RSI]:
+  override def bufferSize(rsi: Indicator.RSI): Int = 500
+  override def minComputationSize(rsi: RSI): Int = rsi.timeperiod + 1
+end RSIBufferedIndicator
+
+object BufferedIndicator:
+  def apply[A <: Indicator](using BufferedIndicator[A]): BufferedIndicator[A] = summon
+end BufferedIndicator

lib/talib-fs2/shared/src/main/scala/io/clarktsiory/ta/fs2/MutableBufferedIndicator.scala → lib/talib-streams/shared/src/main/scala/io/clarktsiory/ta/streams/MutableBufferedIndicator.scala

@@ -1,4 +1,4 @@
-package io.clarktsiory.ta.fs2
+package io.clarktsiory.ta.streams
 
 import scala.collection.mutable.ListBuffer