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fin-primitives 2.12.0
Financial market primitives: validated types, order book, OHLCV aggregation, 550+ streaming technical indicators, position ledger, and risk monitoring.
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abs_return_mean.rs
abs_return_sum.rs
acceleration_bands.rs
adaptive_rsi.rs
adaptive_supertrend.rs
adx.rs
alligator.rs
alma.rs
amplitude_ratio.rs
anchored_vwap.rs
apo.rs
aroon.rs
aroon_oscillator.rs
atr.rs
atr_normalized_close.rs
atr_percent.rs
atr_percentile.rs
atr_ratio.rs
atr_stop.rs
atrp.rs
autocorrelation_1.rs
average_bar_range.rs
average_gain.rs
average_gap.rs
average_loss.rs
avg_true_range_pct.rs
awesome_oscillator.rs
bar_close_rank.rs
bar_efficiency.rs
bar_follow_through.rs
bar_momentum_index.rs
bar_momentum_score.rs
bar_open_position.rs
bar_overlap_ratio.rs
bar_polarity_streak.rs
bar_quality_score.rs
bar_range_consistency.rs
bar_range_expansion_pct.rs
bar_range_percentile.rs
bar_range_std_dev.rs
bar_strength_index.rs
bar_type.rs
bars_since.rs
bearish_bar_ratio.rs
bearish_engulfing.rs
body_acceleration.rs
body_atr_ratio.rs
body_center_position.rs
body_color_streak.rs
body_direction_ratio.rs
body_fill_ratio.rs
body_height_ratio.rs
body_high_ratio.rs
body_momentum.rs
body_position.rs
body_size_rank.rs
body_streak.rs
body_to_range_ema.rs
body_to_range_ratio.rs
body_to_shadow_ratio.rs
body_to_wick_ratio.rs
body_trend_strength.rs
body_volume_ratio.rs
body_width_ratio.rs
bollinger.rs
bollinger_pct_b.rs
bollinger_width.rs
bop.rs
breakout_signal.rs
bull_bear_balance.rs
bull_bear_power.rs
bull_power_bear_power.rs
bullish_engulfing.rs
bw_mfi.rs
calmar_ratio.rs
camarilla.rs
candle_body_size.rs
candle_color.rs
candle_efficiency.rs
candle_momentum.rs
candle_momentum_score.rs
candle_pattern.rs
candle_range_ma.rs
candle_symmetry.rs
cci.rs
chaikin_osc.rs
chaikin_volatility.rs
chande_forecast_osc.rs
chande_kroll.rs
chande_momentum_smoothed.rs
chandelier.rs
change_from_high.rs
choppiness.rs
climax_volume.rs
close_above_ema.rs
close_above_high_prev.rs
close_above_midpoint.rs
close_above_open.rs
close_above_open_streak.rs
close_above_pivot.rs
close_above_prev_close.rs
close_above_prev_close_pct.rs
close_above_prev_high.rs
close_above_prev_low.rs
close_above_prior_close.rs
close_above_sma_streak.rs
close_acceleration.rs
close_acceleration_sign.rs
close_below_low_prev.rs
close_distance_from_ema.rs
close_distance_from_open.rs
close_drawdown_from_high.rs
close_high_frequency.rs
close_high_low_spread.rs
close_in_range_pct.rs
close_location_ema.rs
close_location_value.rs
close_midpoint_diff.rs
close_midpoint_strength.rs
close_minus_open_ma.rs
close_minus_prev_high.rs
close_momentum_rank.rs
close_open_ema.rs
close_open_momentum.rs
close_pct_from_high.rs
close_pct_from_low.rs
close_pct_rank.rs
close_position_in_range.rs
close_range_position.rs
close_rank_momentum.rs
close_relative_to_ema.rs
close_relative_to_range.rs
close_retrace_pct.rs
close_return_acceleration.rs
close_return_z.rs
close_session_bias.rs
close_strength_ratio.rs
close_to_high_ratio.rs
close_to_low_distance.rs
close_to_mid_range.rs
close_to_midrange.rs
close_to_open.rs
close_to_open_gap.rs
close_to_open_return.rs
close_to_range_top.rs
close_to_vwap_pct.rs
close_vs_open_range.rs
close_vs_prior_high.rs
close_vs_vwap.rs
closing_strength.rs
cmf.rs
cmo.rs
cog.rs
conditional_var5.rs
connors_rsi.rs
consecutive_bars.rs
consecutive_higher_highs.rs
consecutive_new_highs.rs
consecutive_volume_growth.rs
consolidation_score.rs
coppock.rs
coral_trend.rs
ctm.rs
cum_return_momentum.rs
cumulative_delta.rs
cumulative_log_return.rs
cumulative_volume.rs
cusum_price_change.rs
cyber_cycle.rs
daily_return_skew.rs
dark_cloud_cover.rs
delta_momentum.rs
delta_volume.rs
dema.rs
dema_cross.rs
dema_ratio.rs
deviation_from_ma.rs
didi_index.rs
direction_changes.rs
directional_candle_ratio.rs
directional_efficiency.rs
disparity.rs
dmi.rs
doji_detector.rs
donchian.rs
donchian_width.rs
downside_deviation.rs
dpo.rs
dsp.rs
dual_atr_ratio.rs
dual_momentum.rs
dual_rsi.rs
dynamic_momentum_index.rs
ease_of_movement.rs
efficiency_ratio.rs
elastic_volume_weighted_ma.rs
elder.rs
elder_impulse.rs
ema.rs
ema_alignment.rs
ema_band_width.rs
ema_convergence.rs
ema_cross.rs
ema_ratio.rs
ema_slope.rs
emv.rs
engulfing_detector.rs
engulfing_pattern.rs
env.rs
evening_star.rs
fair_value_gap.rs
fibonacci_retrace.rs
fisher.rs
flat_bar_pct.rs
force_index.rs
fractal_dimension_index.rs
frama.rs
gann_hilo.rs
gap_body_ratio.rs
gap_continuation_ratio.rs
gap_detector.rs
gap_direction_streak.rs
gap_fill_detector.rs
gap_fill_ratio.rs
gap_momentum.rs
gap_range_ratio.rs
gap_signal.rs
gap_streak.rs
gap_volatility.rs
garman_klass_volatility.rs
golden_cross_signal.rs
half_trend.rs
hammer_detector.rs
hammer_pattern.rs
harami_detector.rs
heikin_ashi.rs
high_break_count.rs
high_low_crossover.rs
high_low_divergence.rs
high_low_midpoint.rs
high_low_momentum.rs
high_low_oscillator.rs
high_low_pct.rs
high_low_pct_range.rs
high_low_persistence.rs
high_low_ratio_ma.rs
high_low_return_correlation.rs
high_low_spread.rs
high_low_squeeze.rs
high_low_symmetry.rs
high_minus_prev_close.rs
high_of_period.rs
high_open_range.rs
high_volume_bar_ratio.rs
higher_close_streak.rs
higher_high_count.rs
higher_high_lower_low.rs
higher_low_count.rs
higher_low_streak.rs
higher_timeframe_trend.rs
historical_volatility.rs
hl_midpoint_deviation.rs
hl_ratio.rs
hullma.rs
hurst_exponent.rs
ichimoku.rs
inertia.rs
inside_bar_counter.rs
inside_bar_ratio.rs
intrabar_momentum.rs
intrabar_return.rs
intraday_spread_pct.rs
jurik_ma.rs
kama.rs
kaufman_er.rs
keltner.rs
key_reversal.rs
kicking_pattern.rs
kst.rs
kvo.rs
laguerre.rs
linear_deviation.rs
linear_regression_r2.rs
linear_regression_slope.rs
linreg_channel.rs
linreg_forecast.rs
linreg_slope.rs
log_return_volatility.rs
low_minus_prev_close.rs
low_of_period.rs
lower_high_count.rs
lower_high_streak.rs
lower_low_count.rs
lower_shadow_ratio.rs
lower_wick_pct.rs
lower_wick_ratio.rs
lsma.rs
macd.rs
market_regime.rs
marubozu_detector.rs
mass_index.rs
max_adverse_excursion.rs
max_drawdown_window.rs
max_drawup_window.rs
max_favorable_excursion.rs
mcginley.rs
mean_reversion_score.rs
median_body_size.rs
median_close_dev.rs
median_high_low.rs
median_price.rs
median_return_deviation.rs
median_volume.rs
mesa_adaptive_ma.rs
mfi.rs
midpoint_oscillator.rs
mod.rs
momentum.rs
momentum_consistency.rs
momentum_divergence.rs
momentum_oscillator.rs
momentum_quality.rs
momentum_regime.rs
momentum_reversal.rs
momentum_streak.rs
morning_star.rs
narrow_range_bar.rs
natr.rs
negative_volume_index.rs
net_bar_bias.rs
net_body_accumulation.rs
net_high_low_count.rs
net_volume.rs
new_high_pct.rs
new_high_streak.rs
new_low_pct.rs
normalized_atr.rs
normalized_momentum.rs
normalized_price.rs
normalized_volume.rs
nvi.rs
obv.rs
obv_momentum.rs
ohlc_spread.rs
on_balance_volume_ma.rs
open_above_prev_close.rs
open_close_balance.rs
open_close_gap.rs
open_close_momentum.rs
open_close_pressure.rs
open_close_ratio.rs
open_close_spread.rs
open_close_symmetry.rs
open_close_velocity.rs
open_drive.rs
open_gap_direction.rs
open_gap_pct.rs
open_gap_size.rs
open_high_low_close_avg.rs
open_high_ratio.rs
open_interest_proxy.rs
open_low_range.rs
open_midpoint_bias.rs
open_midpoint_deviation.rs
open_range_position.rs
open_range_strength.rs
open_to_close_ratio.rs
open_to_close_return.rs
open_to_high_ratio.rs
open_vs_prev_close.rs
outside_bar_count.rs
overnight_return.rs
parkinson_volatility.rs
payoff_ratio.rs
percent_rank.rs
percent_rank_range.rs
pfe.rs
pgo.rs
piercing_line.rs
pivot_distance.rs
pivot_point.rs
pivot_strength.rs
pivots.rs
pmo.rs
positive_volume_index.rs
ppo.rs
price_above_ma.rs
price_above_ma_pct.rs
price_above_rolling_high.rs
price_acceleration.rs
price_action_index.rs
price_bandwidth.rs
price_change_count.rs
price_change_mad.rs
price_change_pct.rs
price_channel.rs
price_channel_position.rs
price_channel_width.rs
price_compression.rs
price_compression_breakout.rs
price_compression_index.rs
price_compression_ratio.rs
price_compression_streak.rs
price_density.rs
price_distance_ma.rs
price_efficiency_ratio.rs
price_entropy.rs
price_entropy_score.rs
price_envelope.rs
price_excursion.rs
price_gap.rs
price_gap_frequency.rs
price_gap_momentum.rs
price_gravity.rs
price_impulse.rs
price_intensity.rs
price_level_oscillator.rs
price_level_pct.rs
price_mean_deviation.rs
price_momentum_oscillator.rs
price_momentum_rank.rs
price_oscillator.rs
price_oscillator2.rs
price_oscillator_pct.rs
price_oscillator_sign.rs
price_path_efficiency.rs
price_position.rs
price_position_rank.rs
price_range_expansion.rs
price_range_momentum.rs
price_range_pct.rs
price_range_rank.rs
price_relative_strength.rs
price_return_skew.rs
price_reversal.rs
price_reversal_index.rs
price_reversal_strength.rs
price_spread_ratio.rs
price_symmetry.rs
price_to_sma_ratio.rs
price_velocity.rs
price_velocity_ratio.rs
price_velocity_score.rs
price_volatility_ratio.rs
price_volume_ratio.rs
price_zscore.rs
profit_factor.rs
psar.rs
psychological_line.rs
pvo.rs
qqe.rs
range_breakout_count.rs
range_compression_ratio.rs
range_contraction_count.rs
range_contraction_index.rs
range_efficiency.rs
range_expansion_index.rs
range_expansion_rate.rs
range_filter.rs
range_midpoint_position.rs
range_momentum.rs
range_pct_of_close.rs
range_percentile.rs
range_persistence.rs
range_position_oscillator.rs
range_pressure_index.rs
range_ratio.rs
range_return_ratio.rs
range_to_atr_ratio.rs
range_trend_slope.rs
range_volatility_ratio.rs
range_z_score.rs
rate_of_change_pct.rs
regime_volatility.rs
relative_bar_range.rs
relative_close.rs
relative_range_rank.rs
relative_volatility.rs
relative_volume_rank.rs
relative_volume_score.rs
return_above_zero_pct.rs
return_autocorrelation.rs
return_concentration.rs
return_consistency.rs
return_dispersion.rs
return_iqr.rs
return_kurtosis.rs
return_mean_deviation.rs
return_over_volatility.rs
return_percent_rank.rs
return_persistence.rs
return_sign_changes.rs
return_sign_sum.rs
rmi.rs
roc.rs
roc_acceleration.rs
roc_ratio.rs
rogers_satchell_volatility.rs
rolling_beta.rs
rolling_correlation.rs
rolling_high_low_position.rs
rolling_high_low_ratio.rs
rolling_kurtosis.rs
rolling_low_break.rs
rolling_mad.rs
rolling_max_dd.rs
rolling_max_drawdown.rs
rolling_max_return.rs
rolling_min_return.rs
rolling_open_bias.rs
rolling_return_kurtosis.rs
rolling_shadow_balance.rs
rolling_skew_returns.rs
rolling_skewness.rs
rolling_volume_cv.rs
rolling_vwap.rs
rsi.rs
rsi_divergence.rs
rsi_ma.rs
rsi_slope.rs
rsi_stochastic.rs
rsx.rs
rvi.rs
rwi.rs
shadow_imbalance.rs
shadow_pressure.rs
shadow_ratio.rs
sharpe_ratio.rs
signed_body_ratio.rs
signed_gap_sum.rs
slope_oscillator.rs
sma.rs
sma_distance_pct.rs
smi.rs
smma.rs
smoothed_rsi.rs
sortino_ratio.rs
spinning_top.rs
stc.rs
std_dev_channel.rs
stddev.rs
stiffness.rs
stoch_rsi.rs
stoch_rsi_smoothed.rs
stochastic.rs
stochastic_d.rs
supertrend.rs
support_resistance_distance.rs
support_test_count.rs
swing_index.rs
swing_point_detector.rs
swma.rs
t3.rs
tail_ratio.rs
tail_ratio_pct.rs
td_sequential.rs
tema.rs
three_bar_pattern.rs
three_black_crows.rs
three_white_soldiers.rs
tick_move_ratio.rs
tii.rs
trend_acceleration.rs
trend_age.rs
trend_angle.rs
trend_bias_index.rs
trend_consistency.rs
trend_consistency_score.rs
trend_exhaustion.rs
trend_following_filter.rs
trend_magic.rs
trend_persistence.rs
trend_purity.rs
trend_score.rs
trend_strength.rs
trend_strength_index.rs
trima.rs
trix.rs
true_range_ema.rs
true_range_expansion.rs
true_range_percentile.rs
true_range_ratio.rs
true_range_zscore.rs
true_strength_index.rs
tsi.rs
ttm_squeeze.rs
tweezer_bottom.rs
tweezer_top.rs
typical_price.rs
typical_price_deviation.rs
typical_price_roc.rs
ulcer_index.rs
ultimate.rs
up_bar_ratio.rs
up_close_streak.rs
up_down_volume_ratio.rs
up_momentum_pct.rs
up_volume_fraction.rs
up_volume_ratio.rs
upper_shadow_ratio.rs
upper_to_lower_wick.rs
upper_wick_pct.rs
upper_wick_ratio.rs
upper_wick_streak.rs
usm.rs
value_at_risk5.rs
vam.rs
variance_ratio.rs
vhf.rs
vidya.rs
vix_fix.rs
vol_normalized_return.rs
volatility_adjusted_momentum.rs
volatility_adjusted_range.rs
volatility_bands.rs
volatility_bias.rs
volatility_break.rs
volatility_compression.rs
volatility_momentum.rs
volatility_of_volatility.rs
volatility_percentile.rs
volatility_ratio.rs
volatility_regime_detector.rs
volatility_skew.rs
volatility_spike.rs
volatility_stop.rs
volume_acceleration.rs
volume_acceleration_index.rs
volume_accumulation.rs
volume_at_close.rs
volume_breadth.rs
volume_climax_ratio.rs
volume_consistency.rs
volume_cv.rs
volume_delta_ema.rs
volume_delta_oscillator.rs
volume_delta_ratio.rs
volume_density.rs
volume_deviation.rs
volume_direction_ratio.rs
volume_energy.rs
volume_exhaustion.rs
volume_flow_ratio.rs
volume_imbalance.rs
volume_momentum.rs
volume_momentum_divergence.rs
volume_momentum_oscillator.rs
volume_momentum_ratio.rs
volume_open_bias.rs
volume_oscillator.rs
volume_per_range.rs
volume_pressure_ratio.rs
volume_price_corr.rs
volume_price_correlation.rs
volume_price_efficiency.rs
volume_price_impact.rs
volume_price_rank.rs
volume_price_trend.rs
volume_rate_of_change.rs
volume_ratio_signal.rs
volume_ratio_trend.rs
volume_return_corr.rs
volume_return_correlation.rs
volume_rsi.rs
volume_spike.rs
volume_spike_ratio.rs
volume_spike_score.rs
volume_streak_count.rs
volume_surge.rs
volume_surge2.rs
volume_surge_detector.rs
volume_swing.rs
volume_to_range_ratio.rs
volume_trend.rs
volume_trend_slope.rs
volume_trend_strength.rs
volume_up_down_ratio.rs
volume_weighted_atr.rs
volume_weighted_close.rs
volume_weighted_hl.rs
volume_weighted_momentum.rs
volume_weighted_range.rs
volume_weighted_return.rs
volume_weighted_rsi.rs
volume_weighted_std_dev.rs
volume_weighted_volatility.rs
volume_zscore.rs
vortex.rs
vpt.rs
vroc.rs
vw_momentum.rs
vwap.rs
vwma.rs
vzo.rs
weighted_close.rs
weighted_close_roc.rs
weighted_close_volatility.rs
weighted_momentum.rs
wick_asymmetry_streak.rs
wick_imbalance.rs
wick_ratio.rs
wick_rejection_score.rs
wick_to_atr_ratio.rs
wick_to_body_ratio.rs
wicks_vs_body_ratio.rs
wilder_smoothed_range.rs
williams_ad.rs
williams_fractal.rs
williams_r.rs
wma.rs
yang_zhang_volatility.rs
zigzag.rs
zlema.rs
zscore.rs