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About Wickra Shazam

Wickra Shazam matches an asset's current microstructure fingerprint against its entire history. It turns a whole history into a rolling index of fixed-dimension fingerprints — vectors built from the full Wickra feature space — then finds the past setups that look most like right now, so "that's the May-2021 crash setup" becomes a ranked, reproducible answer instead of a hunch.

What makes it different

  • The full feature space, not price alone. A fingerprint is a fixed-dimension vector over indicators, price and microstructure — order-book imbalance, funding, open interest, liquidations, footprint — so a match reflects the whole regime.
  • The fingerprint is data, not code. A FingerprintSpec is an ordered feature list plus a window, a normalize mode and a metric (cosine, Euclidean or DTW). Because it is data, the exact same spec crosses the C ABI and WASM unchanged.
  • Deterministic core. Indexing and matching have a fixed dimension N and are byte-identical across all ten bindings and between the parallel (rayon) and sequential (WASM) builds.
  • Three operations, one core. index(history, spec) builds the rolling index, match_current(index, current, k) finds the k most similar historical fingerprints, and a label attaches a human name ("may_2021_crash") to a match.

Why it exists

Traders recognise regimes by eye — "this looks like the run-up before the last flush". Wickra Shazam makes that recognition explicit and reproducible: it defines the fingerprint surface once, in Rust, and exposes it as a JSON-over-C-ABI data API to Rust, Python, Node.js, WASM and — over a C ABI — C, C++, C#, Go, Java and R, so the same match is available in every language and byte-for-byte identical.

Open source

Released under the MIT OR Apache-2.0 license — permissive, OSI-approved, free for any use including commercial. Source, issues and releases on GitHub.

Disclaimer

Wickra Shazam is a software library, not a trading system, and is provided as-is with no warranty. It matches fingerprints and names regimes; it does not give financial advice. Use it at your own risk.

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