fast-ta 0.1.0

High-performance technical analysis indicators with batch, prepared, and streaming APIs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326

//! Official TA-Lib function inventory and implementation ledger.
//!
//! This source-level ledger records the 161-function TA-Lib surface that
//! `ta-core` intends to implement in Rust. It deliberately follows official
//! TA-Lib groups rather than the older local planning documents, so future work
//! can advance group-by-group without rediscovering scope.

/// Total official TA-Lib function count tracked by this ledger.
pub const FUNCTION_COUNT: usize = 161;

/// Number of functions currently implemented in Rust `ta-core`.
pub const IMPLEMENTED_FUNCTION_COUNT: usize = 161;

/// Official TA-Lib function group.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
pub enum FunctionGroup {
    /// Overlap Studies.
    OverlapStudies,
    /// Momentum Indicators.
    MomentumIndicators,
    /// Volume Indicators.
    VolumeIndicators,
    /// Volatility Indicators.
    VolatilityIndicators,
    /// Price Transform.
    PriceTransform,
    /// Cycle Indicators.
    CycleIndicators,
    /// Pattern Recognition.
    PatternRecognition,
    /// Statistic Functions.
    StatisticFunctions,
    /// Math Transform.
    MathTransform,
    /// Math Operators.
    MathOperators,
}

impl FunctionGroup {
    /// All official groups in TA-Lib display order.
    pub const ALL: &'static [Self] = &[
        Self::OverlapStudies,
        Self::MomentumIndicators,
        Self::VolumeIndicators,
        Self::VolatilityIndicators,
        Self::PriceTransform,
        Self::CycleIndicators,
        Self::PatternRecognition,
        Self::StatisticFunctions,
        Self::MathTransform,
        Self::MathOperators,
    ];

    /// Human-readable official group label.
    pub const fn as_str(self) -> &'static str {
        match self {
            Self::OverlapStudies => "Overlap Studies",
            Self::MomentumIndicators => "Momentum Indicators",
            Self::VolumeIndicators => "Volume Indicators",
            Self::VolatilityIndicators => "Volatility Indicators",
            Self::PriceTransform => "Price Transform",
            Self::CycleIndicators => "Cycle Indicators",
            Self::PatternRecognition => "Pattern Recognition",
            Self::StatisticFunctions => "Statistic Functions",
            Self::MathTransform => "Math Transform",
            Self::MathOperators => "Math Operators",
        }
    }

    /// Expected official function count for this group.
    pub const fn expected_count(self) -> usize {
        match self {
            Self::OverlapStudies => 18,
            Self::MomentumIndicators => 31,
            Self::VolumeIndicators => 3,
            Self::VolatilityIndicators => 3,
            Self::PriceTransform => 5,
            Self::CycleIndicators => 5,
            Self::PatternRecognition => 61,
            Self::StatisticFunctions => 9,
            Self::MathTransform => 15,
            Self::MathOperators => 11,
        }
    }

    /// Rust module planned for this group.
    pub const fn rust_module(self) -> &'static str {
        match self {
            Self::OverlapStudies => "overlap",
            Self::MomentumIndicators => "momentum",
            Self::VolumeIndicators => "volume",
            Self::VolatilityIndicators => "volatility",
            Self::PriceTransform => "price_transform",
            Self::CycleIndicators => "cycle",
            Self::PatternRecognition => "pattern_recognition",
            Self::StatisticFunctions => "statistic",
            Self::MathTransform => "math_transform",
            Self::MathOperators => "math_operators",
        }
    }
}

/// Implementation state for a TA-Lib function.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
pub enum ImplementationStatus {
    /// Implemented in Rust `ta-core`.
    Implemented,
    /// Official TA-Lib function recorded for future Rust implementation.
    Planned,
}

/// One official TA-Lib function inventory record.
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
pub struct FunctionInfo {
    /// Uppercase TA-Lib function name.
    pub name: &'static str,
    /// Official TA-Lib group.
    pub group: FunctionGroup,
    /// Current Rust implementation status.
    pub status: ImplementationStatus,
}

impl FunctionInfo {
    /// Returns true when this function is implemented in Rust `ta-core`.
    pub const fn is_implemented(self) -> bool {
        match self.status {
            ImplementationStatus::Implemented => true,
            ImplementationStatus::Planned => false,
        }
    }

    /// Rust module for this function's official group.
    pub const fn rust_module(self) -> &'static str {
        self.group.rust_module()
    }
}

macro_rules! function {
    ($name:literal, $group:ident, $status:ident) => {
        FunctionInfo {
            name: $name,
            group: FunctionGroup::$group,
            status: ImplementationStatus::$status,
        }
    };
}

/// Official TA-Lib function inventory in group order.
pub const TALIB_FUNCTIONS: &[FunctionInfo] = &[
    // Overlap Studies — 18 functions.
    function!("ACCBANDS", OverlapStudies, Implemented),
    function!("BBANDS", OverlapStudies, Implemented),
    function!("DEMA", OverlapStudies, Implemented),
    function!("EMA", OverlapStudies, Implemented),
    function!("HT_TRENDLINE", OverlapStudies, Implemented),
    function!("KAMA", OverlapStudies, Implemented),
    function!("MA", OverlapStudies, Implemented),
    function!("MAMA", OverlapStudies, Implemented),
    function!("MAVP", OverlapStudies, Implemented),
    function!("MIDPOINT", OverlapStudies, Implemented),
    function!("MIDPRICE", OverlapStudies, Implemented),
    function!("SAR", OverlapStudies, Implemented),
    function!("SAREXT", OverlapStudies, Implemented),
    function!("SMA", OverlapStudies, Implemented),
    function!("T3", OverlapStudies, Implemented),
    function!("TEMA", OverlapStudies, Implemented),
    function!("TRIMA", OverlapStudies, Implemented),
    function!("WMA", OverlapStudies, Implemented),
    // Momentum Indicators — 31 functions.
    function!("ADX", MomentumIndicators, Implemented),
    function!("ADXR", MomentumIndicators, Implemented),
    function!("APO", MomentumIndicators, Implemented),
    function!("AROON", MomentumIndicators, Implemented),
    function!("AROONOSC", MomentumIndicators, Implemented),
    function!("BOP", MomentumIndicators, Implemented),
    function!("CCI", MomentumIndicators, Implemented),
    function!("CMO", MomentumIndicators, Implemented),
    function!("DX", MomentumIndicators, Implemented),
    function!("IMI", MomentumIndicators, Implemented),
    function!("MACD", MomentumIndicators, Implemented),
    function!("MACDEXT", MomentumIndicators, Implemented),
    function!("MACDFIX", MomentumIndicators, Implemented),
    function!("MFI", MomentumIndicators, Implemented),
    function!("MINUS_DI", MomentumIndicators, Implemented),
    function!("MINUS_DM", MomentumIndicators, Implemented),
    function!("MOM", MomentumIndicators, Implemented),
    function!("PLUS_DI", MomentumIndicators, Implemented),
    function!("PLUS_DM", MomentumIndicators, Implemented),
    function!("PPO", MomentumIndicators, Implemented),
    function!("ROC", MomentumIndicators, Implemented),
    function!("ROCP", MomentumIndicators, Implemented),
    function!("ROCR", MomentumIndicators, Implemented),
    function!("ROCR100", MomentumIndicators, Implemented),
    function!("RSI", MomentumIndicators, Implemented),
    function!("STOCH", MomentumIndicators, Implemented),
    function!("STOCHF", MomentumIndicators, Implemented),
    function!("STOCHRSI", MomentumIndicators, Implemented),
    function!("TRIX", MomentumIndicators, Implemented),
    function!("ULTOSC", MomentumIndicators, Implemented),
    function!("WILLR", MomentumIndicators, Implemented),
    // Volume Indicators — 3 functions.
    function!("AD", VolumeIndicators, Implemented),
    function!("ADOSC", VolumeIndicators, Implemented),
    function!("OBV", VolumeIndicators, Implemented),
    // Volatility Indicators — 3 functions.
    function!("ATR", VolatilityIndicators, Implemented),
    function!("NATR", VolatilityIndicators, Implemented),
    function!("TRANGE", VolatilityIndicators, Implemented),
    // Price Transform — 5 functions.
    function!("AVGDEV", PriceTransform, Implemented),
    function!("AVGPRICE", PriceTransform, Implemented),
    function!("MEDPRICE", PriceTransform, Implemented),
    function!("TYPPRICE", PriceTransform, Implemented),
    function!("WCLPRICE", PriceTransform, Implemented),
    // Cycle Indicators — 5 functions.
    function!("HT_DCPERIOD", CycleIndicators, Implemented),
    function!("HT_DCPHASE", CycleIndicators, Implemented),
    function!("HT_PHASOR", CycleIndicators, Implemented),
    function!("HT_SINE", CycleIndicators, Implemented),
    function!("HT_TRENDMODE", CycleIndicators, Implemented),
    // Pattern Recognition — 61 functions.
    function!("CDL2CROWS", PatternRecognition, Implemented),
    function!("CDL3BLACKCROWS", PatternRecognition, Implemented),
    function!("CDL3INSIDE", PatternRecognition, Implemented),
    function!("CDL3LINESTRIKE", PatternRecognition, Implemented),
    function!("CDL3OUTSIDE", PatternRecognition, Implemented),
    function!("CDL3STARSINSOUTH", PatternRecognition, Implemented),
    function!("CDL3WHITESOLDIERS", PatternRecognition, Implemented),
    function!("CDLABANDONEDBABY", PatternRecognition, Implemented),
    function!("CDLADVANCEBLOCK", PatternRecognition, Implemented),
    function!("CDLBELTHOLD", PatternRecognition, Implemented),
    function!("CDLBREAKAWAY", PatternRecognition, Implemented),
    function!("CDLCLOSINGMARUBOZU", PatternRecognition, Implemented),
    function!("CDLCONCEALBABYSWALL", PatternRecognition, Implemented),
    function!("CDLCOUNTERATTACK", PatternRecognition, Implemented),
    function!("CDLDARKCLOUDCOVER", PatternRecognition, Implemented),
    function!("CDLDOJI", PatternRecognition, Implemented),
    function!("CDLDOJISTAR", PatternRecognition, Implemented),
    function!("CDLDRAGONFLYDOJI", PatternRecognition, Implemented),
    function!("CDLENGULFING", PatternRecognition, Implemented),
    function!("CDLEVENINGDOJISTAR", PatternRecognition, Implemented),
    function!("CDLEVENINGSTAR", PatternRecognition, Implemented),
    function!("CDLGAPSIDESIDEWHITE", PatternRecognition, Implemented),
    function!("CDLGRAVESTONEDOJI", PatternRecognition, Implemented),
    function!("CDLHAMMER", PatternRecognition, Implemented),
    function!("CDLHANGINGMAN", PatternRecognition, Implemented),
    function!("CDLHARAMI", PatternRecognition, Implemented),
    function!("CDLHARAMICROSS", PatternRecognition, Implemented),
    function!("CDLHIGHWAVE", PatternRecognition, Implemented),
    function!("CDLHIKKAKE", PatternRecognition, Implemented),
    function!("CDLHIKKAKEMOD", PatternRecognition, Implemented),
    function!("CDLHOMINGPIGEON", PatternRecognition, Implemented),
    function!("CDLIDENTICAL3CROWS", PatternRecognition, Implemented),
    function!("CDLINNECK", PatternRecognition, Implemented),
    function!("CDLINVERTEDHAMMER", PatternRecognition, Implemented),
    function!("CDLKICKING", PatternRecognition, Implemented),
    function!("CDLKICKINGBYLENGTH", PatternRecognition, Implemented),
    function!("CDLLADDERBOTTOM", PatternRecognition, Implemented),
    function!("CDLLONGLEGGEDDOJI", PatternRecognition, Implemented),
    function!("CDLLONGLINE", PatternRecognition, Implemented),
    function!("CDLMARUBOZU", PatternRecognition, Implemented),
    function!("CDLMATCHINGLOW", PatternRecognition, Implemented),
    function!("CDLMATHOLD", PatternRecognition, Implemented),
    function!("CDLMORNINGDOJISTAR", PatternRecognition, Implemented),
    function!("CDLMORNINGSTAR", PatternRecognition, Implemented),
    function!("CDLONNECK", PatternRecognition, Implemented),
    function!("CDLPIERCING", PatternRecognition, Implemented),
    function!("CDLRICKSHAWMAN", PatternRecognition, Implemented),
    function!("CDLRISEFALL3METHODS", PatternRecognition, Implemented),
    function!("CDLSEPARATINGLINES", PatternRecognition, Implemented),
    function!("CDLSHOOTINGSTAR", PatternRecognition, Implemented),
    function!("CDLSHORTLINE", PatternRecognition, Implemented),
    function!("CDLSPINNINGTOP", PatternRecognition, Implemented),
    function!("CDLSTALLEDPATTERN", PatternRecognition, Implemented),
    function!("CDLSTICKSANDWICH", PatternRecognition, Implemented),
    function!("CDLTAKURI", PatternRecognition, Implemented),
    function!("CDLTASUKIGAP", PatternRecognition, Implemented),
    function!("CDLTHRUSTING", PatternRecognition, Implemented),
    function!("CDLTRISTAR", PatternRecognition, Implemented),
    function!("CDLUNIQUE3RIVER", PatternRecognition, Implemented),
    function!("CDLUPSIDEGAP2CROWS", PatternRecognition, Implemented),
    function!("CDLXSIDEGAP3METHODS", PatternRecognition, Implemented),
    // Statistic Functions — 9 functions.
    function!("BETA", StatisticFunctions, Implemented),
    function!("CORREL", StatisticFunctions, Implemented),
    function!("LINEARREG", StatisticFunctions, Implemented),
    function!("LINEARREG_ANGLE", StatisticFunctions, Implemented),
    function!("LINEARREG_INTERCEPT", StatisticFunctions, Implemented),
    function!("LINEARREG_SLOPE", StatisticFunctions, Implemented),
    function!("STDDEV", StatisticFunctions, Implemented),
    function!("TSF", StatisticFunctions, Implemented),
    function!("VAR", StatisticFunctions, Implemented),
    // Math Transform — 15 functions.
    function!("ACOS", MathTransform, Implemented),
    function!("ASIN", MathTransform, Implemented),
    function!("ATAN", MathTransform, Implemented),
    function!("CEIL", MathTransform, Implemented),
    function!("COS", MathTransform, Implemented),
    function!("COSH", MathTransform, Implemented),
    function!("EXP", MathTransform, Implemented),
    function!("FLOOR", MathTransform, Implemented),
    function!("LN", MathTransform, Implemented),
    function!("LOG10", MathTransform, Implemented),
    function!("SIN", MathTransform, Implemented),
    function!("SINH", MathTransform, Implemented),
    function!("SQRT", MathTransform, Implemented),
    function!("TAN", MathTransform, Implemented),
    function!("TANH", MathTransform, Implemented),
    // Math Operators — 11 functions.
    function!("ADD", MathOperators, Implemented),
    function!("DIV", MathOperators, Implemented),
    function!("MAX", MathOperators, Implemented),
    function!("MAXINDEX", MathOperators, Implemented),
    function!("MIN", MathOperators, Implemented),
    function!("MININDEX", MathOperators, Implemented),
    function!("MINMAX", MathOperators, Implemented),
    function!("MINMAXINDEX", MathOperators, Implemented),
    function!("MULT", MathOperators, Implemented),
    function!("SUB", MathOperators, Implemented),
    function!("SUM", MathOperators, Implemented),
];

/// Finds a TA-Lib function by uppercase name.
pub fn function(name: &str) -> Option<&'static FunctionInfo> {
    TALIB_FUNCTIONS.iter().find(|info| info.name == name)
}