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
future non-Python bindings such as WASM and other FFI layers

Installation

[dependencies]
ferro_ta_core = "1.0.6"

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

overlap - moving averages, MACD, Bollinger Bands
momentum - RSI, MOM
volatility - ATR, TRANGE
volume - OBV
statistic - STDDEV
math - rolling SUM/MAX/MIN helpers

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:

crate: ferro_ta
PyPI package: ferro-ta

wraps this crate with PyO3 bindings and adds:

NumPy conversion
pandas/polars wrappers
streaming classes
batch helpers
higher-level Python tooling

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 1.0.6