Centaur Technical Indicators

A highly configurable and high-performance technical indicators library written in pure Rust.

Designed for flexibility, speed, and advanced use cases in quantitative and algorithmic trading.

Part of the Centaur Research and Technologies ecosystem — visit https://centaurresearchtechnologies.com/ for more.

Looking for the Python bindings? See: CentaurTechnicalIndicators-Python

Looking for the WASM bindings? See: CentaurTechnicalIndicators-JS

🚀 Getting Started (Tutorial)

The fastest way to get up and running with Centaur Technical Indicators.

1. Add Centaur Technical Indicators to your project:

cargo add centaur_technical_indicators

Or, manually in your Cargo.toml:

centaur_technical_indicators = "1.3.0"

2. Calculate your first indicator:

use centaur_technical_indicators::{moving_average, MovingAverageType};

let prices = vec![100.2, 100.46, 100.53, 100.38, 100.19];

let ma = moving_average::single::moving_average(&prices, MovingAverageType::Simple).unwrap();
println!("Simple Moving Average: {}", ma);

Expected output:

Simple Moving Average: 100.352

3. Explore more tutorials

🛠️ How-To Guides

Task-oriented guides for common problems and advanced scenarios.

Load CSV Price Data: Parse OHLC prices from a file and calculate RSI
When to use a bulk vs single module: Understand when to use bulk functions or single functions
Choosing the right constant model type: Programmatically determine the best ConstantModelType
Choosing the right deviation model: Programmatically determine the best deviation model
Choosing the right period: Programmatically determine the best period
How to use the Personalised Moving Average: Programmatically determine the alpha of the moving average
How to use the McGinley dynamic variation of functions: Quick guide on how to use the McGinley Dynamic functions

(Contributions welcome! Submit your favorite how-to guide as a PR.)

📚 Reference

For complete API details, see docs.rs/centaur_technical_indicators.

Example

A reference of how to call each function can be found

Reference Example

Clone and run:

cargo build
cargo run --example reference

Library Structure

Modules based on their analysis areas (moving_average, momentum_indicators, strength_indicators...)
bulk & single submodules
- bulk: Compute indicator over rolling periods, returns a vector.
- single: Compute indicator for the entire vector, returns a single value.
Types used to personalise the technical indicators (MovingAverageType, DeviationModel, Position...)

🧠 Explanation & Design

Why Centaur Technical Indicators?

Performance: Pure Rust implementation for maximal speed, safety, and zero dependencies.
Configurability: Most indicators are highly customizable—tweak calculation methods, periods, or even use medians instead of means.
Breadth: Covers a wide range of technical indicators out of the box.
Advanced Use: Designed for users who understand technical analysis and want deep control.

Note: Some features may require background in technical analysis. See Investopedia: Technical Analysis for a primer.

📈 Available Indicators

All indicators are grouped into modules based on their analysis area, matching the src/ layout. Each module has bulk (vector output) and single (scalar output) submodules. Each indicator appears in exactly one category.

Basic Indicators

Absolute Deviation, Log, Mean, Median, Mode, Std. Deviation, Variance, Max/Min

Candle Indicators

Ichimoku Cloud, Moving Constant Bands (Bollinger and generalised forms), Moving Constant Envelopes, Donchian Channels, Keltner Channels, Supertrend

Chart Trends

Trend break-down, overall trends, peak/valley analysis
peak_favorable_move / valley_favorable_move — maximum favorable excursion (MFE); forward-looking (reads future bars; not a real-time signal)

Correlation Indicators

Asset-pair correlation

Momentum Indicators

Chaikin Oscillator, CCI, MACD, Money Flow Index, On Balance Volume, ROC, RSI, Stochastic Oscillator, Williams %R, Chande Momentum Oscillator, Percentage Price Oscillator

Moving Averages

Simple, Smoothed, Exponential, Personalised, McGinley Dynamic

Other Indicators

ROI, True Range, ATR, Internal Bar Strength, Positivity Indicator

Strength Indicators

Accumulation/Distribution, PVI, NVI, RVI

Trend Indicators

Aroon (Up/Down/Oscillator/Indicator), Parabolic Time-Price System, Directional Movement, Volume-Price Trend, True Strength Index

Volatility Indicators

Ulcer Index

Some convenience wrappers (signal_line, slow_stochastic, slowest_stochastic, volatility_system) are still in the public API but are #[deprecated] for removal in 2.0. See docs/2_0_PLAN.md for migration recipes. The momentum wrappers reduce to "apply a moving average to the underlying indicator's output"; volatility_system has no direct 2.0 replacement.

📊 Performance Benchmarks

Want to know how fast Centaur Technical Indicators runs in real-world scenarios?
We provide detailed, reproducible benchmarks using realistic OHLCV data and a variety of indicators.

Momentum Indicators

Function	Time per Operation
`relative_strength_index`	573.86 µs
`stochastic_oscillator`	784.13 µs
`williams_percent_r`	76.256 µs
`money_flow_index`	150.69 µs
`rate_of_change`	5.3984 µs
`on_balance_volume`	17.405 µs
`commodity_channel_index`	103.19 µs
`mcginley_dynamic_commodity_channel_index`	66.044 µs
`macd_line`	51.482 µs
`mcginley_dynamic_macd_line`	44.461 µs
`chaikin_oscillator`	258.33 µs
`percentage_price_oscillator`	58.060 µs
`chande_momentum_oscillator`	370.14 µs

Candle Indicators

Function	Time per Operation
`moving_constant_envelopes`	37.572 µs
`mcginley_dynamic_envelopes`	39.264 µs
`moving_constant_bands`	119.70 µs
`mcginley_dynamic_bands`	43.219 µs
`ichimoku_cloud`	192.93 µs
`donchian_channels`	28.481 µs
`keltner_channel`	318.05 µs
`supertrend`	148.80 µs

Trend Indicators

Function	Time per Operation
`aroon_up`	16.531 µs
`aroon_down`	16.592 µs
`aroon_indicator`	66.468 µs
`parabolic_time_price_system`	43.939 µs
`directional_movement_system`	88.965 µs
`volume_price_trend`	6.2801 µs
`true_strength_index`	705.25 µs

Strength Indicators

Function	Time per Operation
`accumulation_distribution`	8.2935 µs
`positive_volume_index`	7.6977 µs
`negative_volume_index`	7.6167 µs
`relative_vigor_index`	505.34 µs

Other Indicators

Function	Time per Operation
`return_on_investment`	40.962 µs
`true_range`	3.4663 µs
`average_true_range`	122.08 µs
`internal_bar_strength`	5.3943 µs
`positivity_indicator`	20.683 µs

Basic Indicators

Function	Time per Operation
`mean`	5.7432 µs
`median`	333.68 µs
`mode`	931.09 µs
`log`	20.335 µs
`log_difference`	42.223 µs
`variance`	20.921 µs
`standard_deviation`	24.095 µs
`absolute_deviation(Mean)`	26.991 µs
`absolute_deviation(Median)`	345.14 µs
`absolute_deviation(Mode)`	956.83 µs

Chart Trends

Function	Time per Operation
`peaks`	93.094 µs
`valleys`	92.119 µs
`peak_trend`	188.14 µs
`valley_trend`	188.81 µs
`overall_trend`	10.337 µs
`break_down_trends`	14.655 ms

Correlation Indicators

Function	Time per Operation
`correlate_asset_prices`	231.14 µs

Moving Average

Function	Time per Operation
`moving_average(Simple)`	17.575 µs
`moving_average(Smoothed)`	76.601 µs
`moving_average(Exponential)`	78.505 µs
`mcginley_dynamic`	39.653 µs

Volatility Indicators

Function	Time per Operation
`ulcer_index`	65.959 µs

These results are from a Raspberry Pi 5 8GB, your machine will likely be faster!

👉 See all benchmarks and how to run your own

🤝 Contributing

Contributions, bug reports, and feature requests are welcome!

Local quality gates

Before opening a PR, run the same quality gates used in CI:

cargo fmt --all -- --check
cargo clippy --all-targets -- -D warnings
cargo test
cargo doc --no-deps

💬 Community & Support

Start a discussion
File issues
Add your project to the Showcase

🔀 Migrating from RustTI

Centaur Technical Indicators is the continuation of RustTI under a new name. The primary migration step is renaming imports and dependency entries from rust_ti to centaur_technical_indicators. However, 1.0.0 (the rebrand release) also contained breaking API changes — most notably the conversion of panic! paths to Result<T, TechnicalIndicatorError> returns and several signature reshapes. If you are upgrading from a pre-1.0 RustTI release, review the ## [1.0.0] section of CHANGELOG.md for the full list before relying on the rename alone. See docs/CHANGELOG_RUSTTI_LEGACY.md for the pre-rebrand release history.

📰 Release Notes

Latest (v1.3.0):

Added maximum favorable excursion (MFE) primitives: chart_trends::peak_favorable_move and valley_favorable_move
Fixed chart_trends::peaks / valleys correctness bugs (spurious or dropped extrema around index 0 and after monotonic runs)
Hardened library functions against all-NaN input that previously panicked
Implemented Display on all public types; added per-category examples; declared MSRV 1.81

Human friendly changelog →

Full changelog →

📄 License

MIT License. See LICENSE.

centaur_technical_indicators 1.3.0

Centaur Technical Indicators

🚀 Getting Started (Tutorial)

🛠️ How-To Guides

📚 Reference

Example

Library Structure

🧠 Explanation & Design

Why Centaur Technical Indicators?

📈 Available Indicators

Basic Indicators

Candle Indicators

Chart Trends

Correlation Indicators

Momentum Indicators

Moving Averages

Other Indicators

Strength Indicators

Trend Indicators

Volatility Indicators

📊 Performance Benchmarks

Momentum Indicators

Candle Indicators

Trend Indicators

Strength Indicators

Other Indicators

Basic Indicators

Chart Trends

Correlation Indicators

Moving Average

Volatility Indicators

🤝 Contributing

Local quality gates

💬 Community & Support

🔀 Migrating from RustTI

📰 Release Notes

📄 License