ferro_ta_core

ferro_ta_core is the pure Rust indicator engine behind ferro-ta.

It provides allocation-friendly indicator functions over &[f64] slices without any PyO3, NumPy, or Python runtime dependency, which makes it a good fit for:

Rust-native technical analysis workloads
custom services and backtesting engines
non-Python bindings (WASM, FFI)

Installation

[dependencies]
ferro_ta_core = "1.1.2"

Design

Pure functions over Rust slices
No Python or NumPy dependency
Shared core for the Python package and WASM bindings
Output shape matches TA-Lib-style full-length series with NaN warm-up values where applicable

Modules

Module	Functions	Highlights
`overlap`	20	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, T3, BBANDS, MACD, MACDFIX, MACDEXT, SAR, SAREXT, MAMA, MIDPOINT, MIDPRICE, MA, MAVP, Hull MA
`momentum`	26	RSI, MOM, STOCH, STOCHF, ADX, ADXR, DX, +DI, -DI, +DM, -DM, ROC, WILLR, AROON, CCI, BOP, STOCHRSI, APO, PPO, CMO, TRIX, ULTOSC
`volatility`	3	ATR, NATR, TRANGE
`volume`	4	OBV, MFI, AD, ADOSC
`pattern`	61	All TA-Lib candlestick patterns (CDL2CROWS through CDLXSIDEGAP3METHODS)
`statistic`	9	STDDEV, VAR, LINEARREG, LINEARREG_SLOPE/INTERCEPT/ANGLE, TSF, BETA, CORREL
`math`	24	Rolling SUM/MAX/MIN/MAXINDEX/MININDEX, element-wise ADD/SUB/MULT/DIV, 15 transforms (trig, exp, log, sqrt, ceil, floor)
`price_transform`	4	AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE
`cycle`	7	Hilbert Transform: TRENDLINE, DCPERIOD, DCPHASE, PHASOR, SINE, TRENDMODE
`extended`	10	VWAP, VWMA, Supertrend, Donchian, Keltner, Ichimoku, Pivot Points, Hull MA, Chandelier Exit, Choppiness Index
`streaming`	9	Stateful bar-by-bar: SMA, EMA, RSI, ATR, BBands, MACD, Stoch, VWAP, Supertrend
`batch`	8	Vectorized multi-column: batch_sma/ema/rsi/atr/stoch/adx, run_close/hlc_indicators
`backtest`	19	Signal generators, close-only and OHLCV engines, walk-forward, Monte Carlo, performance metrics
`options`	18	Black-Scholes/Black-76 pricing, Greeks, implied volatility, IV rank/percentile/zscore, smile metrics, chain analytics
`futures`	14	Basis, annualized basis, carry, roll (weighted/back-adjusted/ratio), curve analysis, synthetic forward/spot
`portfolio`	10	Beta, correlation matrix, drawdown, relative strength, spread, ratio, z-score, portfolio volatility
`signals`	4	Rank values, compose rank, top/bottom N indices
`alerts`	3	Threshold crossings, cross detection, alert bar collection
`regime`	4	ADX regime, combined regime, CUSUM breaks, variance breaks
`aggregation`	3	Tick bars, volume bars, time bars from trade data
`resampling`	2	Volume bars, OHLCV aggregation by label
`chunked`	4	Trim overlap, stitch chunks, make chunk ranges, forward fill NaN
`crypto`	3	Funding cumulative PnL, continuous bar labels, session boundaries

Example

use ferro_ta_core::overlap;

fn main() {
    let close = vec![1.0, 2.0, 3.0, 4.0, 5.0];
    let sma = overlap::sma(&close, 3);

    assert!(sma[0].is_nan());
    assert!(sma[1].is_nan());
    assert!((sma[2] - 2.0).abs() < 1e-10);
}

Relationship To `ferro-ta`

The published Python package (ferro-ta on PyPI) wraps this crate with PyO3 bindings and adds NumPy conversion, pandas/polars wrappers, and higher-level Python tooling. The WASM package (ferro-ta-wasm on npm) also wraps this crate with full feature parity.

If you only need Rust indicator functions, use ferro_ta_core directly.

Development

From the repository root:

cargo build -p ferro_ta_core
cargo test -p ferro_ta_core
cargo bench -p ferro_ta_core --no-run

License

MIT

ferro_ta_core 1.1.2