Crate centaur_technical_indicators

Expand description

§Centaur Technical Indicators

Centaur Technical Indicators is a comprehensive, highly configurable Technical Indicators library for Rust. It empowers you to design, compute, and experiment with a wide variety of technical indicators for financial data analysis.

§Why Centaur Technical Indicators?

Configurable: Nearly every parameter (from periods to models) is customizable.
Modern: Suitable for stocks, crypto, and any asset with arbitrary trading calendars.
Powerful: Use industry standards or create your own quant-style indicators.
Powered by Rust: Written in pure Rust through and through

§Philosophy

Prefer customizing your indicators to fit your market and strategy, just like the best quants do. Centaur Technical Indicators gives you the flexibility to do just that.

§Library Structure

Indicators are grouped into modules by type (e.g., momentum_indicators, trend_indicators).
Each module is split into:
- single: Calculate the indicator for a single period or the whole slice.
- bulk: Compute the indicator value over a rolling window or for each element in a series.

§Quick Start

use centaur_technical_indicators::momentum_indicators::bulk::relative_strength_index;
use centaur_technical_indicators::ConstantModelType;
let prices = vec![100.0, 102.0, 103.0, 102.5, 102.8, 103.1, 103.8, 103.9, 104.4, 103.6, 103.1,
102.9, 103.3, 103.7];
let my_rsi = relative_strength_index(&prices, ConstantModelType::SmoothedMovingAverage, 14);
println!("Your RSI: {:?}", my_rsi);

§Modules

basic_indicators - Fundamental stats (mean, median, std, etc.)
candle_indicators - Candle chart tools (Ichimoku, bands, envelopes, etc.)
chart_trends - Trend and peak/valley analysis
correlation_indicators - Asset correlation metrics
momentum_indicators - Momentum and oscillator indicators
moving_average - Moving averages: simple, smoothed, exponential, McGinley, etc.
other_indicators - ROI, true range, internal bar strength, etc.
strength_indicators - Volume and vigor metrics
trend_indicators - Trend direction and strength
volatility_indicators - Volatility measures

§API Reference

See each module for detailed function docs and examples.

§Types

All shared enums and types are re-exported at the crate root for convenience.

§More docs

This repository is part of a structured documentation suite:

Tutorials: See here
How-To Guides: See here
Benchmarks: See here
Explanations: Centaur Labs
Reference: You’re here!

Modules§

basic_indicators: Basic Indicators
candle_indicators: Candle Indicators
chart_trends: Chart Trends
correlation_indicators: Correlation Indicators
momentum_indicators: Momentum Indicators
moving_average: Moving Average Indicators
other_indicators: Other Indicators
strength_indicators: Strength Indicators
trend_indicators: Trend Indicators
volatility_indicators: Volatility Indicators

Structs§

AbsDevConfig: Configuration that controls how absolute deviations are computed. Example: center = Median, aggregate = Median => true MedianAD (median of |x - median|).

Enums§

CentralPoint: What central value to use for calculations.
ConstantModelType: Determines which constant model to use for a center point.
DeviationAggregate: How to aggregate a set of absolute deviations.
DeviationModel: How to measure deviation from a center point.
MovingAverageType: Type of moving average.
Position: Trade position.
TechnicalIndicatorError: The main error type for technical indicator calculations

Type Aliases§

Result: Convenience type alias for Results in this library