# finance-query
> Generated by `cargo soothfast report`, derived from the current code and
> measurements rather than hand-written. Trust it over any prose.
## Public API
### `pub struct AnalystEstimate { pub symbol: Option<String>, pub date: Option<String>, pub estimated_revenue_low: Option<f64>, pub estimated_revenue_high: Option<f64>, pub estimated_revenue_avg: Option<f64>, pub estimated_ebitda_low: Option<f64>, pub estimated_ebitda_high: Option<f64>, pub estimated_ebitda_avg: Option<f64>, pub estimated_eps_avg: Option<f64>, pub estimated_eps_high: Option<f64>, pub estimated_eps_low: Option<f64>, pub number_analyst_estimated_revenue: Option<i32>, pub number_analysts_estimated_eps: Option<i32> }`
### `pub struct AnalystRecommendation { pub symbol: Option<String>, pub date: Option<String>, pub analyst_ratings_buy: Option<i32>, pub analyst_ratings_hold: Option<i32>, pub analyst_ratings_sell: Option<i32>, pub analyst_ratings_strong_buy: Option<i32>, pub analyst_ratings_strong_sell: Option<i32> }`
### `pub struct AroonData { pub aroon_up: Option<f64>, pub aroon_down: Option<f64> }`
### `pub enum AssetClass { Stocks, Options, Fx, Crypto, Indices }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `define_batch_response! { }`
### `pub struct BollingerBands { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
### `pub struct BollingerBandsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct BullBearPowerData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
### `pub enum CalendarDetail { Earnings { eps: Option<f64>, eps_estimated: Option<f64>, revenue: Option<f64>, revenue_estimated: Option<f64>, fiscal_date_ending: Option<String>, time: Option<String>, company: Option<String>, estimate_count: Option<u32>, surprise_percent: Option<f64>, previous_eps: Option<f64>, previous_report_date: Option<String>, market_cap: Option<f64>, }, Ipo { company: Option<String>, exchange: Option<String>, actions: Option<String>, shares: Option<f64>, price_range: Option<String>, market_cap: Option<f64>, }, Dividend { dividend: Option<f64>, adj_dividend: Option<f64>, record_date: Option<String>, payment_date: Option<String>, declaration_date: Option<String>, }, Split { numerator: Option<f64>, denominator: Option<f64>, }, MarketHoliday { name: Option<String>, exchange: Option<String>, status: Option<String>, open: Option<String>, close: Option<String>, }, Economic { event: Option<String>, country: Option<String>, actual: Option<f64>, previous: Option<f64>, estimate: Option<f64>, change: Option<f64>, change_percentage: Option<f64>, impact: Option<String>, } }`
### `pub struct CalendarEvent { pub timestamp: i64, pub date: String, pub symbol: Option<String>, pub event: EventKind }`
### `pub enum CalendarKind { Earnings, Ipo, Dividend, Split, Economic, MarketHoliday, MarketStatus }`
### `pub struct Candle { pub timestamp: i64, pub open: f64, pub high: f64, pub low: f64, pub close: f64, pub volume: i64, pub adj_close: Option<f64>, pub provider_id: Option<Provider> }`
### `pub enum CandlePattern { MorningStar, EveningStar, ThreeWhiteSoldiers, ThreeBlackCrows, BullishEngulfing, BearishEngulfing, BullishHarami, BearishHarami, PiercingLine, DarkCloudCover, TweezerTop, TweezerBottom, Doji, SpinningTop, BullishMarubozu, BearishMarubozu, Hammer, InvertedHammer, HangingMan, ShootingStar }`
### `pub struct Capability(u32)`
**Measured:** 68 instructions/iter, 3ns median, 0 allocs/iter
### `pub struct CapitalGain { pub timestamp: i64, pub amount: f64, pub provider_id: Option<Provider> }`
### `pub struct Chart { pub symbol: String, pub meta: ChartMeta, pub candles: Vec<Candle>, pub interval: Option<Interval>, pub range: Option<TimeRange>, pub provider_id: Option<Provider> }`
**Measured:** 107185 instructions/iter, 8807ns median, 13 allocs/iter
### `pub struct ChartEvents { }`
### `pub struct ChartMeta { pub symbol: String, pub currency: Option<String>, pub exchange_name: Option<String>, pub full_exchange_name: Option<String>, pub instrument_type: Option<String>, pub first_trade_date: Option<i64>, pub regular_market_time: Option<i64>, pub has_pre_post_market_data: Option<bool>, pub gmt_offset: Option<i64>, pub timezone: Option<String>, pub exchange_timezone_name: Option<String>, pub regular_market_price: Option<f64>, pub fifty_two_week_high: Option<f64>, pub fifty_two_week_low: Option<f64>, pub regular_market_day_high: Option<f64>, pub regular_market_day_low: Option<f64>, pub regular_market_volume: Option<i64>, pub chart_previous_close: Option<f64>, pub previous_close: Option<f64>, pub price_hint: Option<i32>, pub data_granularity: Option<String>, pub range: Option<String>, pub provider_id: Option<Provider> }`
### `pub struct CikEntry { pub cik: u64, pub ticker: String, pub title: String }`
### `pub struct ClientHandle(pub(crate) Arc<YahooClient>)`
### `pub struct CommitmentsOfTraders { pub symbol: String, pub market_and_exchange_name: String, pub cftc_contract_market_code: String, pub observations: Vec<CotObservation> }`
### `domain_handle! { pub struct Commodity { symbol, symbol } cache: crate::models::commodities::CommodityQuote }`
### `pub struct CommodityQuote { pub symbol: String, pub name: Option<String>, pub unit: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
### `pub struct CompanyFacts { pub cik: Option<u64>, pub entity_name: Option<String>, pub facts: HashMap<String, FactsByTaxonomy> }`
**Measured:** 13780743 instructions/iter, 1275998ns median, 11899 allocs/iter
### `pub struct CompanyProfile { pub symbol: Option<String>, pub name: Option<String>, pub description: Option<String>, pub asset_type: Option<String>, pub exchange: Option<String>, pub currency: Option<String>, pub country: Option<String>, pub sector: Option<String>, pub industry: Option<String>, pub market_capitalization: Option<f64>, pub isin: Option<String>, pub cusip: Option<String>, pub active: Option<bool>, pub is_etf: Option<bool>, pub is_adr: Option<bool>, pub is_fund: Option<bool>, pub cik: Option<String>, pub ipo_date: Option<String>, pub provider_id: Option<crate::Provider> }`
### `pub enum ConditionValue { Number(f64), Between(f64, f64), StringEq(String) }`
### `pub struct CongressionalTrade { pub symbol: Option<String>, pub first_name: Option<String>, pub last_name: Option<String>, pub office: Option<String>, pub district: Option<String>, pub trade_type: Option<String>, pub amount: Option<String>, pub asset_description: Option<String>, pub transaction_date: Option<String>, pub disclosure_date: Option<String>, pub link: Option<String> }`
### `pub struct Contracts(pub Vec<OptionContract>)`
### `pub struct CotObservation { pub report_date: String, pub open_interest: Option<i64>, pub producer_merchant_long: Option<i64>, pub producer_merchant_short: Option<i64>, pub swap_dealer_long: Option<i64>, pub swap_dealer_short: Option<i64>, pub swap_dealer_spread: Option<i64>, pub managed_money_long: Option<i64>, pub managed_money_short: Option<i64>, pub managed_money_spread: Option<i64>, pub other_reportable_long: Option<i64>, pub other_reportable_short: Option<i64>, pub other_reportable_spread: Option<i64>, pub total_reportable_long: Option<i64>, pub total_reportable_short: Option<i64>, pub nonreportable_long: Option<i64>, pub nonreportable_short: Option<i64> }`
### `domain_handle! { pub struct CryptoCoin { id, id } cache: crate::models::crypto::CryptoQuote }`
### `pub trait CryptoProvider: ProviderCore`
### `pub struct CryptoQuote { pub id: String, pub symbol: String, pub name: String, pub price: Option<f64>, pub market_cap: Option<f64>, pub volume_24h: Option<f64>, pub change_24h: Option<f64>, pub change_percent_24h: Option<f64>, pub high_24h: Option<f64>, pub low_24h: Option<f64>, pub circulating_supply: Option<f64> }`
### `pub struct Currency { pub short_name: Option<String>, pub long_name: Option<String>, pub symbol: Option<String>, pub local_long_name: Option<String> }`
**Measured:** 202363 instructions/iter, 16160ns median, 8 allocs/iter
### `pub struct CustomId(u16)`
### `domain_handle! { pub struct Discovery caches: { cache: Vec<SymbolMatch>, details_cache: SymbolDetails, } }`
### `pub struct Dividend { pub timestamp: i64, pub amount: f64, pub provider_id: Option<Provider> }`
### `pub struct DividendAnalytics { pub total_paid: f64, pub payment_count: usize, pub average_payment: f64, pub cagr: Option<f64>, pub last_payment: Option<Dividend>, pub first_payment: Option<Dividend> }`
### `pub struct DonchianChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct EarningsCalendarEntry { pub symbol: String, pub name: Option<String>, pub report_date: Option<String>, pub fiscal_date_ending: Option<String>, pub estimate: Option<f64>, pub currency: Option<String> }`
### `pub struct EarningsSurprise { pub symbol: Option<String>, pub date: Option<String>, pub actual_eps: Option<f64>, pub estimated_eps: Option<f64>, pub surprise: Option<f64>, pub surprise_percent: Option<f64> }`
### `pub struct EarningsTranscript { pub symbol: Option<String>, pub quarter: Option<String>, pub year: Option<i32>, pub date: Option<String>, pub text: String }`
### `pub struct EconomicCatalog { }`
### `pub struct EconomicCategory { pub id: i64, pub name: Option<String>, pub parent_id: Option<i64> }`
### `domain_handle! { pub struct EconomicIndicator { series_id, series_id } cache: crate::models::economic::EconomicSeries }`
### `pub trait EconomicProvider: ProviderCore`
### `pub struct EconomicRelease { pub id: i64, pub name: Option<String>, pub press_release: Option<bool>, pub link: Option<String> }`
### `pub struct EconomicSeries { pub series_id: String, pub title: Option<String>, pub units: Option<String>, pub frequency: Option<String>, pub observations: Vec<MacroObservation> }`
### `pub struct EconomicSeriesMatch { pub id: String, pub title: Option<String>, pub frequency: Option<String>, pub units: Option<String>, pub seasonal_adjustment: Option<String>, pub observation_start: Option<String>, pub observation_end: Option<String>, pub popularity: Option<i64>, pub notes: Option<String> }`
### `pub struct EdgarFiling { pub accession_number: String, pub filing_date: String, pub report_date: String, pub acceptance_date_time: String, pub form: String, pub size: u64, pub is_xbrl: bool, pub is_inline_xbrl: bool, pub primary_document: String, pub primary_doc_description: String }`
### `pub struct EdgarFilingFile { pub name: Option<String>, pub filing_count: Option<u32>, pub filing_from: Option<String>, pub filing_to: Option<String> }`
### `pub struct EdgarFilingIndex { pub directory: EdgarFilingIndexDirectory }`
### `pub struct EdgarFilingIndexItem { pub name: String, pub item_type: String, pub size: Option<u64> }`
### `pub struct EdgarFilingRecent { pub accession_number: Vec<String>, pub filing_date: Vec<String>, pub report_date: Vec<String>, pub acceptance_date_time: Vec<String>, pub form: Vec<String>, pub size: Vec<u64>, pub is_xbrl: Vec<u8>, pub is_inline_xbrl: Vec<u8>, pub primary_document: Vec<String>, pub primary_doc_description: Vec<String> }`
### `pub struct EdgarFilings { pub recent: Option<EdgarFilingRecent>, pub files: Vec<EdgarFilingFile> }`
### `pub struct EdgarSearchHit { pub _index: Option<String>, pub _id: Option<String>, pub _score: Option<f64>, pub _source: Option<EdgarSearchSource> }`
### `pub struct EdgarSearchHitsContainer { pub total: Option<EdgarSearchTotal>, pub max_score: Option<f64>, pub hits: Vec<EdgarSearchHit> }`
### `pub struct EdgarSearchResults { pub query: Option<serde_json::Value>, pub hits: Option<EdgarSearchHitsContainer> }`
### `pub struct EdgarSearchSource { pub ciks: Vec<String>, pub file_date: Option<String>, pub form: Option<String>, pub adsh: Option<String>, pub display_names: Vec<String>, pub period_ending: Option<String>, pub root_forms: Vec<String>, pub sics: Vec<String> }`
### `pub struct EdgarSearchTotal { pub value: Option<u64>, pub relation: Option<String> }`
### `pub struct EdgarSubmissions { pub cik: Option<String>, pub name: Option<String>, pub entity_type: Option<String>, pub sic: Option<String>, pub sic_description: Option<String>, pub tickers: Vec<String>, pub exchanges: Vec<String>, pub state_of_incorporation: Option<String>, pub fiscal_year_end: Option<String>, pub ein: Option<String>, pub website: Option<String>, pub category: Option<String>, pub insider_transaction_for_owner_exists: Option<u8>, pub insider_transaction_for_issuer_exists: Option<u8>, pub filings: Option<EdgarFilings> }`
**Measured:** 5230527 instructions/iter, 447979ns median, 6784 allocs/iter
### `pub struct ElderRayData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
### `pub struct EmployeeCount { pub symbol: Option<String>, pub cik: Option<String>, pub company_name: Option<String>, pub employee_count: Option<i64>, pub period_of_report: Option<String>, pub form_type: Option<String>, pub filing_date: Option<String>, pub source: Option<String> }`
### `pub enum EquityField { Ticker, CompanyShortName, EodPrice, IntradayPrice, IntradayPriceChange, PercentChange, Lastclose52WkHigh, FiftyTwoWkPctChange, Lastclose52WkLow, IntradayMarketCap, LastcloseMarketCap, Region, Sector, PeerGroup, Industry, Exchange, Beta, AvgDailyVol3M, PctHeldInsider, PctHeldInst, DayVolume, EodVolume, ShortPctSharesOut, ShortInterest, ShortPctFloat, DaysToCover, ShortInterestPctChange, BookValueShare, MarketCapToRevenue, TevToRevenue, PriceBookRatio, PeRatio, PriceTangibleBook, PriceEarnings, PegRatio5Y, ConsecutiveDivYears, Roa, Roe, ForwardDivPerShare, ForwardDivYield, ReturnOnCapital, TevEbit, NetDebtEbitda, TotalDebtEquity, LtDebtEquity, EbitInterestExp, EbitdaInterestExp, TevEbitda, TotalDebtEbitda, QuickRatio, AltmanZScore, CurrentRatio, OcfToCurrentLiab, TotalRevenues, NetIncomeMargin, GrossProfit, Ebitda1YrGrowth, DilutedEpsContOps, QuarterlyRevGrowth, EpsGrowth, NetIncome, Ebitda, DilutedEps1YrGrowth, Revenue1YrGrowth, OperatingIncome, NetIncome1YrGrowth, GrossProfitMargin, EbitdaMargin, Ebit, BasicEpsContOps, NetEpsBasic, NetEpsDiluted, TotalAssets, CommonSharesOut, TotalDebt, TotalEquity, TotalCurrentAssets, CashAndStInvestments, TotalCommonEquity, TotalCurrentLiab, TotalSharesOut, LeveredFcf, Capex, CashFromOps, LeveredFcf1YrGrowth, UnleveredFcf, CashFromOps1YrGrowth, EsgScore, EnvironmentalScore, GovernanceScore, SocialScore, HighestControversy }`
### `pub type EquityScreenerQuery = ScreenerQuery<EquityField>`
### `pub enum ErrorCategory { Auth, RateLimit, Timeout, Server, NotFound, Validation, Parsing, Other }`
### `pub struct EtfCountryWeighting { pub country: Option<String>, pub weight: Option<f64> }`
### `pub struct EtfHolding { pub symbol: Option<String>, pub description: Option<String>, pub weight: Option<f64> }`
### `pub struct EtfProfile { pub symbol: Option<String>, pub name: Option<String>, pub asset_type: Option<String>, pub net_assets: Option<f64>, pub net_expense_ratio: Option<f64>, pub portfolio_turnover: Option<f64>, pub dividend_yield: Option<f64>, pub inception_date: Option<String>, pub holdings: Vec<EtfHolding>, pub sector_weightings: Vec<EtfSectorWeighting>, pub country_weightings: Vec<EtfCountryWeighting> }`
### `pub struct EtfSectorWeighting { pub sector: Option<String>, pub weight: Option<f64> }`
### `pub enum EventKind { Earnings { eps_estimate_low: Option<f64>, eps_estimate_avg: Option<f64>, eps_estimate_high: Option<f64>, revenue_estimate_avg: Option<i64>, is_estimate: bool, }, ExDividend { amount: Option<f64>, }, DividendPayment { amount: Option<f64>, }, OptionsExpiration { contract_count: Option<usize>, }, EconomicRelease { name: String, series_id: String, } }`
### `pub struct Exchange { pub country: String, pub market: String, pub suffix: String, pub delay: String, pub data_provider: String }`
### `pub enum ExchangeCode { Ase, Bts, Ncm, Ngm, Nms, Nyq, Pcx, Pnk, Nas, Asx, Bse, Hkg, Krx, Lse, Nsi, Shh, Shz, Tyo, Tor, Ger }`
### `pub struct ExchangeInfo { pub id: Option<i64>, pub name: Option<String>, pub mic: Option<String>, pub operating_mic: Option<String>, pub asset_class: Option<String>, pub locale: Option<String>, pub exchange_type: Option<String>, pub url: Option<String> }`
### `pub struct ExecutiveCompensation { pub symbol: Option<String>, pub cik: Option<String>, pub company_name: Option<String>, pub name_and_position: Option<String>, pub year: Option<i32>, pub salary: Option<f64>, pub bonus: Option<f64>, pub stock_award: Option<f64>, pub option_award: Option<f64>, pub incentive_plan_compensation: Option<f64>, pub other_compensation: Option<f64>, pub total: Option<f64>, pub filing_date: Option<String>, pub url: Option<String> }`
### `pub struct FactConcept { pub label: Option<String>, pub description: Option<String>, pub units: HashMap<String, Vec<FactUnit>> }`
### `pub struct FactUnit { pub start: Option<String>, pub end: Option<String>, pub val: Option<f64>, pub accn: Option<String>, pub fy: Option<i32>, pub fp: Option<String>, pub form: Option<String>, pub filed: Option<String>, pub frame: Option<String> }`
### `pub struct FactsByTaxonomy(pub HashMap<String, FactConcept>)`
### `pub struct FailToDeliver { pub symbol: Option<String>, pub date: Option<String>, pub quantity: Option<f64>, pub price: Option<f64>, pub name: Option<String>, pub description: Option<String> }`
### `pub struct FearAndGreed { pub value: u8, pub classification: FearGreedLabel, pub timestamp: i64 }`
**Measured:** 15314 instructions/iter, 1265ns median, 3 allocs/iter
### `pub enum FearGreedLabel { ExtremeFear, Fear, Neutral, Greed, ExtremeGreed }`
### `pub enum Fetch { Sequential, Parallel }`
### `pub struct FilingSearchFilters { pub forms: Option<Vec<String>>, pub start_date: Option<String>, pub end_date: Option<String>, pub cik: Option<String>, pub limit: Option<u32> }`
### `pub struct FilingSearchHit { pub accession_number: Option<String>, pub form: Option<String>, pub filed_date: Option<String>, pub period_ending: Option<String>, pub company_names: Vec<String>, pub ciks: Vec<String>, pub score: Option<f64>, pub url: Option<String> }`
### `pub struct FilingSection { pub section: Option<String>, pub content: Option<String> }`
### `pub enum FilingSectionForm { TenK, EightK }`
### `domain_handle! { pub struct Filings { symbol, symbol } cache: crate::models::filings::ProviderFilings }`
### `pub enum FinanceError { AuthenticationFailed { context: String, }, NotEntitled { context: String, }, ProviderNotConfigured { provider: String, env_var: String, }, SymbolNotFound { symbol: Option<String>, context: String, }, RateLimited { retry_after: Option<u64>, }, #[error("HTTP request failed: {0}")] HttpError(#[from] reqwest::Error), #[error("Network request to {api} failed")] NetworkError { api: String, }, #[error("JSON parse error: {0}")] JsonParseError(#[from] serde_json::Error), #[error("Response structure error in '{field}': {context}")] ResponseStructureError { field: String, context: String, }, #[error("Invalid parameter '{param}': {reason}")] InvalidParameter { param: String, reason: String, }, #[error("Request timeout after {timeout_ms}ms")] Timeout { timeout_ms: u64, }, #[error("Server error {status}: {context}")] ServerError { status: u16, context: String, }, #[error("Unexpected response: {0}")] UnexpectedResponse(String), #[error("Internal error: {0}")] InternalError(String), #[error("API error: {0}")] ApiError(String), #[error("Runtime error: {0}")] RuntimeError(#[from] std::io::Error), #[cfg(feature = "indicators")] #[error("Indicator calculation error: {0}")] IndicatorError(#[from] crate::indicators::IndicatorError), #[error("External API error from '{api}': HTTP {status}")] ExternalApiError { api: String, status: u16, }, #[error("Macro data error from '{provider}': {context}")] MacroDataError { provider: String, context: String, }, #[error("Feed parse error for '{url}': {context}")] FeedParseError { url: String, context: String, }, #[error( "{provider} does not support {operation} (supported by: {}; route it via Providers::builder().route(...))", join_providers(candidates) )] NotSupported { provider: Provider, operation: Operation, candidates: Vec<Provider>, }, #[error( "no provider available for {operation} (supported by: {}; route it via Providers::builder().route(...))", join_providers(candidates) )] NoProviderAvailable { operation: Capability, candidates: Vec<Provider>, }, #[error( "no adapter registered for {provider}; register it with \ ProvidersBuilder::with_adapter(..) before routing to it" )] ProviderNotRegistered { provider: Provider, }, #[cfg(feature = "translation")] #[error("Translation error: {context}")] TranslationError { context: String, }, }`
### `pub struct FinancialRatiosTtm { pub symbol: Option<String>, pub gross_profit_margin: Option<f64>, pub ebit_margin: Option<f64>, pub ebitda_margin: Option<f64>, pub operating_profit_margin: Option<f64>, pub pretax_profit_margin: Option<f64>, pub continuous_operations_profit_margin: Option<f64>, pub net_profit_margin: Option<f64>, pub bottom_line_profit_margin: Option<f64>, pub receivables_turnover: Option<f64>, pub payables_turnover: Option<f64>, pub inventory_turnover: Option<f64>, pub fixed_asset_turnover: Option<f64>, pub asset_turnover: Option<f64>, pub current_ratio: Option<f64>, pub quick_ratio: Option<f64>, pub solvency_ratio: Option<f64>, pub cash_ratio: Option<f64>, pub price_earnings_ratio: Option<f64>, pub peg_ratio: Option<f64>, pub forward_peg_ratio: Option<f64>, pub price_to_earnings_diluted_ratio: Option<f64>, pub price_to_earnings_diluted_growth_ratio: Option<f64>, pub price_to_book_ratio: Option<f64>, pub price_to_sales_ratio: Option<f64>, pub price_to_free_cash_flows_ratio: Option<f64>, pub price_to_operating_cash_flow_ratio: Option<f64>, pub debt_ratio: Option<f64>, pub debt_equity_ratio: Option<f64>, pub debt_to_capital_ratio: Option<f64>, pub long_term_debt_to_capital_ratio: Option<f64>, pub financial_leverage_ratio: Option<f64>, pub working_capital_turnover_ratio: Option<f64>, pub operating_cash_flow_ratio: Option<f64>, pub operating_cash_flow_sales_ratio: Option<f64>, pub free_cash_flow_operating_cash_flow_ratio: Option<f64>, pub debt_service_coverage_ratio: Option<f64>, pub interest_coverage: Option<f64>, pub short_term_operating_cash_flow_coverage_ratio: Option<f64>, pub operating_cash_flow_coverage_ratio: Option<f64>, pub capital_expenditure_coverage_ratio: Option<f64>, pub dividend_paid_and_capex_coverage_ratio: Option<f64>, pub payout_ratio: Option<f64>, pub dividend_yield: Option<f64>, pub dividend_per_share: Option<f64>, pub enterprise_value: Option<f64>, pub enterprise_value_multiple: Option<f64>, pub revenue_per_share: Option<f64>, pub net_income_per_share: Option<f64>, pub interest_debt_per_share: Option<f64>, pub cash_per_share: Option<f64>, pub book_value_per_share: Option<f64>, pub tangible_book_value_per_share: Option<f64>, pub shareholders_equity_per_share: Option<f64>, pub operating_cash_flow_per_share: Option<f64>, pub capex_per_share: Option<f64>, pub free_cash_flow_per_share: Option<f64>, pub net_income_per_ebt: Option<f64>, pub ebt_per_ebit: Option<f64>, pub price_to_fair_value: Option<f64>, pub debt_to_market_cap: Option<f64>, pub effective_tax_rate: Option<f64> }`
### `pub struct FinancialStatement { pub symbol: String, pub statement_type: String, pub frequency: String, pub statement: HashMap<String, HashMap<String, f64>>, pub provider_id: Option<crate::providers::Provider> }`
**Measured:** 235575 instructions/iter, 20415ns median, 206 allocs/iter
### `domain_handle! { pub struct ForexPair { from, from, to, to, } cache: crate::models::forex::ForexQuote }`
### `pub trait ForexProvider: ProviderCore`
### `pub struct ForexQuote { pub symbol: String, pub base_currency: Option<String>, pub quote_currency: Option<String>, pub bid: Option<f64>, pub ask: Option<f64>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
### `pub struct FormattedValue<T> { pub fmt: Option<String>, pub long_fmt: Option<String>, pub raw: Option<T> }`
### `pub enum Frequency { Annual, Quarterly }`
### `pub enum FundField { Ticker, CompanyShortName, EodPrice, IntradayPriceChange, IntradayPrice, CategoryName, PerformanceRating, InitialInvestment, AnnualReturnRank, RiskRating, Exchange }`
### `pub type FundScreenerQuery = ScreenerQuery<FundField>`
### `domain_handle! { pub struct FuturesContract { symbol, symbol } cache: crate::models::futures::FuturesQuote }`
### `pub struct FuturesQuote { pub symbol: String, pub name: Option<String>, pub underlying: Option<String>, pub exchange: Option<String>, pub expiration_date: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub open_interest: Option<u64>, pub volume: Option<u64>, pub timestamp: Option<i64> }`
### `pub struct GradingAction { pub symbol: Option<String>, pub date: Option<String>, pub grading_company: Option<String>, pub previous_grade: Option<String>, pub new_grade: Option<String> }`
### `pub struct IchimokuData { pub conversion_line: Option<f64>, pub base_line: Option<f64>, pub leading_span_a: Option<f64>, pub leading_span_b: Option<f64>, pub lagging_span: Option<f64> }`
### `domain_handle! { pub struct Index { symbol, symbol } cache: crate::models::indices::IndexQuote }`
### `pub struct IndexConstituent { pub symbol: String, pub name: Option<String>, pub sector: Option<String>, pub sub_sector: Option<String>, pub headquarters: Option<String>, pub date_first_added: Option<String>, pub cik: Option<String>, pub founded: Option<String> }`
### `pub struct IndexConstituentChange { pub date: Option<String>, pub symbol: Option<String>, pub added_security: Option<String>, pub removed_ticker: Option<String>, pub removed_security: Option<String>, pub reason: Option<String> }`
### `pub struct IndexQuote { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
### `pub enum Indicator { Sma(usize), Ema(usize), Rsi(usize), Macd { fast: usize, slow: usize, signal: usize, }, Bollinger { period: usize, std_dev: f64, }, Atr(usize), Obv, Vwap, Wma(usize), Dema(usize), Tema(usize), Hma(usize), Vwma(usize), Alma { period: usize, offset: f64, sigma: f64, }, McginleyDynamic(usize), Stochastic { k_period: usize, k_slow: usize, d_period: usize, }, StochasticRsi { rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, }, Cci(usize), WilliamsR(usize), Roc(usize), Momentum(usize), Cmo(usize), AwesomeOscillator { fast: usize, slow: usize, }, CoppockCurve { wma_period: usize, long_roc: usize, short_roc: usize, }, Adx(usize), Aroon(usize), Supertrend { period: usize, multiplier: f64, }, Ichimoku { conversion: usize, base: usize, lagging: usize, displacement: usize, }, ParabolicSar { step: f64, max: f64, }, BullBearPower(usize), ElderRay(usize), KeltnerChannels { period: usize, multiplier: f64, atr_period: usize, }, DonchianChannels(usize), TrueRange, ChoppinessIndex(usize), Mfi(usize), Cmf(usize), ChaikinOscillator, AccumulationDistribution, BalanceOfPower(Option<usize>), PivotPointsStandard, PivotPointsFibonacci, HeikinAshi, ZigZag(f64), FibonacciRetracement(usize) }`
### `pub enum IndicatorError { InsufficientData { need: usize, got: usize, }, InvalidPeriod(String) }`
### `pub enum IndicatorResult { Series(Vec<Option<f64>>), Macd(MacdResult), Bollinger(BollingerBands), Stochastic(StochasticResult), Aroon(AroonResult), SuperTrend(SuperTrendResult), Ichimoku(IchimokuResult), BullBearPower(BullBearPowerResult), ElderRay(ElderRayResult), Keltner(KeltnerChannelsResult), Donchian(DonchianChannelsResult), PivotPoints(Vec<Option<PivotPoints>>), HeikinAshi(Vec<crate::Candle>), ZigZag(Vec<ZigZagPoint>), FibonacciRetracement(Vec<Option<FibonacciLevels>>) }`
### `pub struct IndicatorsSummary { pub sma_10: Option<f64>, pub sma_20: Option<f64>, pub sma_50: Option<f64>, pub sma_100: Option<f64>, pub sma_200: Option<f64>, pub ema_10: Option<f64>, pub ema_20: Option<f64>, pub ema_50: Option<f64>, pub ema_100: Option<f64>, pub ema_200: Option<f64>, pub wma_10: Option<f64>, pub wma_20: Option<f64>, pub wma_50: Option<f64>, pub wma_100: Option<f64>, pub wma_200: Option<f64>, pub dema_20: Option<f64>, pub tema_20: Option<f64>, pub hma_20: Option<f64>, pub vwma_20: Option<f64>, pub alma_9: Option<f64>, pub mcginley_dynamic_20: Option<f64>, pub rsi_14: Option<f64>, pub stochastic: Option<StochasticData>, pub cci_20: Option<f64>, pub williams_r_14: Option<f64>, pub stochastic_rsi: Option<StochasticData>, pub roc_12: Option<f64>, pub momentum_10: Option<f64>, pub cmo_14: Option<f64>, pub awesome_oscillator: Option<f64>, pub coppock_curve: Option<f64>, pub macd: Option<MacdData>, pub adx_14: Option<f64>, pub aroon: Option<AroonData>, pub supertrend: Option<SuperTrendData>, pub ichimoku: Option<IchimokuData>, pub parabolic_sar: Option<f64>, pub bull_bear_power: Option<BullBearPowerData>, pub elder_ray_index: Option<ElderRayData>, pub bollinger_bands: Option<BollingerBandsData>, pub atr_14: Option<f64>, pub keltner_channels: Option<KeltnerChannelsData>, pub donchian_channels: Option<DonchianChannelsData>, pub true_range: Option<f64>, pub choppiness_index_14: Option<f64>, pub obv: Option<f64>, pub mfi_14: Option<f64>, pub cmf_20: Option<f64>, pub chaikin_oscillator: Option<f64>, pub accumulation_distribution: Option<f64>, pub vwap: Option<f64>, pub balance_of_power: Option<f64>, pub pivot_points: Option<PivotPoints>, pub fibonacci_pivot_points: Option<PivotPoints>, pub heikin_ashi: Option<Candle>, pub zigzag_last_pivot: Option<ZigZagPoint>, pub fibonacci_retracement_50: Option<FibonacciLevels> }`
### `pub enum Region { Americas, Europe, AsiaPacific, MiddleEastAfrica, Currencies }`
### `pub enum Industry { AgriculturalInputs, Aluminum, Coal, Copper, FarmProducts, ForestProducts, Gold, LumberAndWoodProduction, OtherIndustrialMetalsAndMining, OtherPreciousMetalsAndMining, Silver, Steel, ThermalCoal, Uranium, ApparelManufacturing, ApparelRetail, AutoAndTruckDealerships, AutoManufacturers, AutoParts, BeveragesBrewers, BeveragesNonAlcoholic, BeveragesWineriesAndDistilleries, Confectioners, DepartmentStores, DiscountStores, ElectronicGamingAndMultimedia, FoodDistribution, FootwearAndAccessories, FurnishingsFixturesAndAppliances, Gambling, GroceryStores, HomeImprovementRetail, HouseholdAndPersonalProducts, InternetRetail, Leisure, Lodging, LuxuryGoods, PackagedFoods, PersonalServices, ResidentialConstruction, ResortsAndCasinos, Restaurants, SpecialtyRetail, TextileManufacturing, Tobacco, TravelServices, OilAndGasDrilling, OilAndGasEAndP, OilAndGasEquipmentAndServices, OilAndGasIntegrated, OilAndGasMidstream, OilAndGasRefiningAndMarketing, Solar, AssetManagement, BanksDiversified, BanksRegional, CapitalMarkets, CreditServices, FinancialDataAndStockExchanges, InsuranceBrokers, InsuranceDiversified, InsuranceLife, InsurancePropertyAndCasualty, InsuranceReinsurance, InsuranceSpecialty, MortgageFinance, ShellCompanies, Biotechnology, DiagnosticsAndResearch, DrugManufacturersGeneral, DrugManufacturersSpecialtyAndGeneric, HealthInformationServices, HealthcarePlans, MedicalCareFacilities, MedicalDevices, MedicalDistribution, MedicalInstrumentsAndSupplies, PharmaceuticalRetailers, AerospaceAndDefense, BuildingMaterials, BuildingProductsAndEquipment, BusinessEquipmentAndSupplies, ChemicalManufacturing, Chemicals, Conglomerates, ConsultingServices, ElectricalEquipmentAndParts, EngineeringAndConstruction, FarmAndHeavyConstructionMachinery, IndustrialDistribution, InfrastructureOperations, IntegratedFreightAndLogistics, ManufacturingDiversified, MarinePortsAndServices, MarineShipping, MetalFabrication, PaperAndPaperProducts, PollutionAndTreatmentControls, Railroads, RentalAndLeasingServices, SecurityAndProtectionServices, SpecialtyBusinessServices, SpecialtyChemicals, SpecialtyIndustrialMachinery, StaffingAndEmploymentServices, ToolsAndAccessories, Trucking, WasteManagement, RealEstateDevelopment, RealEstateDiversified, RealEstateServices, ReitDiversified, ReitHealthcareFacilities, ReitHotelAndMotel, ReitIndustrial, ReitMortgage, ReitOffice, ReitResidential, ReitRetail, ReitSpecialty, CommunicationEquipment, ComputerHardware, ConsumerElectronics, DataAnalytics, ElectronicComponents, ElectronicsAndComputerDistribution, HardwareAndSoftwareDistribution, InformationTechnologyServices, InternetContentAndInformation, ScientificAndTechnicalInstruments, SemiconductorEquipmentAndMaterials, Semiconductors, SoftwareApplication, SoftwareInfrastructure, Broadcasting, Entertainment, Publishing, TelecomServices, UtilitiesDiversified, UtilitiesIndependentPowerProducers, UtilitiesRegulatedElectric, UtilitiesRegulatedGas, UtilitiesRegulatedWater, UtilitiesRenewable, ClosedEndFundDebt, ClosedEndFundEquity, ClosedEndFundForeign, ExchangeTradedFund }`
### `pub struct IndustryData { pub name: String, pub key: String, pub symbol: Option<String>, pub sector_name: Option<String>, pub sector_key: Option<String>, pub overview: Option<IndustryOverview>, pub performance: Option<IndustryPerformance>, pub benchmark: Option<BenchmarkPerformance>, pub top_companies: Vec<IndustryCompany>, pub top_performing_companies: Vec<PerformingCompany>, pub top_growth_companies: Vec<GrowthCompany>, pub research_reports: Vec<ResearchReport> }`
### `pub struct IndustryPe { pub industry: String, pub exchange: Option<String>, pub pe: Option<f64>, pub date: Option<String> }`
### `pub struct InsiderTrade { pub symbol: Option<String>, pub issuer_name: Option<String>, pub insider_name: Option<String>, pub insider_cik: Option<String>, pub is_director: bool, pub is_officer: bool, pub is_ten_percent_owner: bool, pub officer_title: Option<String>, pub form_type: Option<String>, pub accession_number: Option<String>, pub url: Option<String>, pub security_title: Option<String>, pub transaction_date: Option<String>, pub transaction_code: Option<String>, pub acquired_disposed: Option<String>, pub shares: Option<f64>, pub price_per_share: Option<f64>, pub shares_owned_after: Option<f64>, pub is_derivative: bool }`
### `pub struct InsiderTransaction { pub symbol: Option<String>, pub filing_date: Option<String>, pub transaction_date: Option<String>, pub reporting_name: Option<String>, pub transaction_type: Option<String>, pub securities_transacted: Option<f64>, pub price: Option<f64>, pub securities_owned: Option<f64>, pub type_of_owner: Option<String>, pub link: Option<String> }`
### `pub struct InstitutionalHolding { pub issuer_name: Option<String>, pub title_of_class: Option<String>, pub cusip: Option<String>, pub value: Option<f64>, pub shares: Option<f64>, pub share_type: Option<String>, pub put_call: Option<String>, pub investment_discretion: Option<String>, pub voting_sole: Option<f64>, pub voting_shared: Option<f64>, pub voting_none: Option<f64>, pub accession_number: Option<String>, pub report_date: Option<String> }`
### `pub enum Interval { OneMinute, TwoMinutes, FiveMinutes, FifteenMinutes, ThirtyMinutes, OneHour, NinetyMinutes, OneDay, FiveDays, OneWeek, OneMonth, ThreeMonths }`
### `pub struct IpoCalendarEntry { pub symbol: Option<String>, pub name: Option<String>, pub ipo_date: Option<String>, pub price_range: Option<String>, pub exchange: Option<String> }`
### `pub struct KeltnerChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct KeyMetricsTtm { pub symbol: Option<String>, pub market_cap: Option<f64>, pub enterprise_value: Option<f64>, pub ev_to_sales: Option<f64>, pub ev_to_operating_cash_flow: Option<f64>, pub ev_to_free_cash_flow: Option<f64>, pub ev_to_ebitda: Option<f64>, pub net_debt_to_ebitda: Option<f64>, pub current_ratio: Option<f64>, pub income_quality: Option<f64>, pub graham_number: Option<f64>, pub graham_net_net: Option<f64>, pub tax_burden: Option<f64>, pub interest_burden: Option<f64>, pub working_capital: Option<f64>, pub invested_capital: Option<f64>, pub return_on_assets: Option<f64>, pub operating_return_on_assets: Option<f64>, pub return_on_tangible_assets: Option<f64>, pub return_on_equity: Option<f64>, pub return_on_invested_capital: Option<f64>, pub return_on_capital_employed: Option<f64>, pub earnings_yield: Option<f64>, pub free_cash_flow_yield: Option<f64>, pub capex_to_operating_cash_flow: Option<f64>, pub capex_to_depreciation: Option<f64>, pub capex_to_revenue: Option<f64>, pub sales_general_and_administrative_to_revenue: Option<f64>, pub research_and_development_to_revenue: Option<f64>, pub stock_based_compensation_to_revenue: Option<f64>, pub intangibles_to_total_assets: Option<f64>, pub average_receivables: Option<f64>, pub average_payables: Option<f64>, pub average_inventory: Option<f64>, pub days_of_sales_outstanding: Option<f64>, pub days_of_payables_outstanding: Option<f64>, pub days_of_inventory_outstanding: Option<f64>, pub operating_cycle: Option<f64>, pub cash_conversion_cycle: Option<f64>, pub free_cash_flow_to_equity: Option<f64>, pub free_cash_flow_to_firm: Option<f64>, pub tangible_asset_value: Option<f64>, pub net_current_asset_value: Option<f64> }`
### `pub enum LogicalOperator { And, Or }`
### `pub struct LookupOptions { pub lookup_type: LookupType, pub count: u32, pub include_logo: bool, pub fetch_pricing_data: bool, pub region: Option<Region> }`
### `pub struct LookupQuote { pub symbol: String, pub short_name: Option<String>, pub long_name: Option<String>, pub quote_type: Option<String>, pub exchange: Option<String>, pub exch_disp: Option<String>, pub type_disp: Option<String>, pub industry: Option<String>, pub sector: Option<String>, pub regular_market_price: Option<f64>, pub regular_market_change: Option<f64>, pub regular_market_change_percent: Option<f64>, pub regular_market_previous_close: Option<f64>, pub logo_url: Option<String>, pub company_logo_url: Option<String> }`
### `pub struct LookupResults { pub quotes: Vec<LookupQuote>, pub start: Option<i32>, pub count: Option<i32> }`
### `pub enum LookupType { All, Equity, MutualFund, Etf, Index, Future, Currency, Cryptocurrency }`
### `pub struct MacdData { pub macd: Option<f64>, pub signal: Option<f64>, pub histogram: Option<f64> }`
### `pub struct MacdResult { pub macd_line: Vec<Option<f64>>, pub signal_line: Vec<Option<f64>>, pub histogram: Vec<Option<f64>> }`
### `pub enum MajorIndex { Sp500, Nasdaq100, DowJones }`
### `pub struct Market { }`
### `domain_handle! { pub struct MarketCalendar caches: { cache: Vec<MarketCalendarEntry> } }`
### `pub struct MarketCalendarEntry { pub symbol: Option<String>, pub date: Option<String>, pub detail: CalendarDetail }`
### `pub struct MarketHours { pub markets: Vec<MarketTime> }`
**Measured:** 7350 instructions/iter, 678ns median, 10 allocs/iter
### `pub struct MarketSnapshot { pub symbol: Option<String>, pub name: Option<String>, pub asset_class: Option<AssetClass>, pub market_status: Option<String>, pub last_price: Option<f64>, pub bid: Option<f64>, pub ask: Option<f64>, pub open: Option<f64>, pub high: Option<f64>, pub low: Option<f64>, pub close: Option<f64>, pub previous_close: Option<f64>, pub volume: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub error: Option<String>, pub message: Option<String> }`
### `pub struct MarketSummaryQuote { pub symbol: String, pub full_exchange_name: Option<String>, pub exchange: Option<String>, pub short_name: Option<String>, pub quote_type: Option<String>, pub market_state: Option<String>, pub regular_market_price: Option<FormattedValue<f64>>, pub regular_market_change: Option<FormattedValue<f64>>, pub regular_market_change_percent: Option<FormattedValue<f64>>, pub regular_market_previous_close: Option<FormattedValue<f64>>, pub regular_market_time: Option<FormattedValue<i64>>, pub spark: Option<SparkData> }`
**Measured:** 258626 instructions/iter, 27568ns median, 228 allocs/iter
### `pub struct MarketTime { pub id: String, pub name: String, pub status: String, pub message: Option<String>, pub open: Option<String>, pub close: Option<String>, pub time: Option<String>, pub timezone: Option<String>, pub timezone_short: Option<String>, pub gmt_offset: Option<i32>, pub dst: Option<bool> }`
### `pub enum MoverDirection { Gainers, Losers, MostActive }`
### `pub struct MoverQuote { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub exchange: Option<String> }`
### `pub struct News { pub title: String, pub link: String, pub source: String, pub img: String, pub time: String, pub provider_id: Option<crate::providers::Provider>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
**Measured:** 44234 instructions/iter, 3531ns median, 53 allocs/iter
### `pub enum Operation { DelistedStocksPage, DelistedStocksPageAt, StockList, CompanyProfilesBulk, StockListingsPage, SymbolDetailsAt, StockTypes, TickerChanges, StockBarsPage, Quote, Chart, ChartRange, Financials, News, Recommendations, Options, Events, QuotesBatch, Spark, CryptoQuote, CryptoNews, EconomicSeries, ForexQuote, ForexNews, IndicesQuote, FuturesQuote, CommoditiesQuote, Filings, SymbolSearch, SymbolDetails, Exchanges, Screener, EarningsCalendar, IpoCalendar, DividendCalendar, SplitCalendar, EconomicCalendar, SectorPerformance, MarketMovers, SectorPerformanceHistory, HolidayCalendar, MarketStatus, IndexConstituents, IndexConstituentChanges, ShortInterest, ShortVolume, ShareFloat, FilingSections, RiskFactors, PressReleases, EarningsTranscript, ProtocolTvl, ProtocolTvlHistory, CommitmentsOfTraders, PriceTargetConsensus, PriceTargetSummary, RatingConsensus, KeyMetricsTtm, RatiosTtm, ExecutiveCompensation, EmployeeCount, CompanyProfile, UnifiedSnapshot, FilingSearch, InsiderTrades, InstitutionalHoldings, CongressionalTrades, FailsToDeliver, EconomicSeriesAsOf, EconomicSearch, EconomicCategories, EconomicReleases, TreasuryAuctions, UpcomingAuctions, EtfProfile, EarningsSurprises, GradingHistory, ListingStatus, GroupedDaily, CryptoGroupedDaily, ForexGroupedDaily, CryptoTrending, CryptoGlobal }`
### `pub enum Operator { Eq, Gt, Gte, Lt, Lte, Between }`
### `pub struct OptionChain { pub expiration_date: i64, pub has_mini_options: Option<bool>, pub calls: Vec<OptionContract>, pub puts: Vec<OptionContract> }`
### `pub struct OptionContract { pub contract_symbol: String, pub strike: f64, pub currency: Option<String>, pub last_price: Option<f64>, pub change: Option<f64>, pub percent_change: Option<f64>, pub volume: Option<i64>, pub open_interest: Option<i64>, pub bid: Option<f64>, pub ask: Option<f64>, pub contract_size: Option<String>, pub expiration: Option<i64>, pub last_trade_date: Option<i64>, pub implied_volatility: Option<f64>, pub in_the_money: Option<bool> }`
### `pub struct Options { pub provider_id: Option<Provider> }`
**Measured:** 12405 instructions/iter, 1035ns median, 6 allocs/iter
### `pub struct OptionsQuote { pub symbol: String, pub short_name: Option<String>, pub regular_market_price: Option<f64>, pub regular_market_time: Option<i64> }`
### `pub struct PageCursor { }`
### `pub enum PatternSentiment { Bullish, Bearish, Neutral }`
### `pub enum Period { Annual, Quarter }`
### `pub struct PressRelease { pub symbol: Option<String>, pub date: Option<String>, pub title: Option<String>, pub text: Option<String> }`
### `pub enum PriceAdjustment { Unadjusted, SplitAdjusted }`
### `pub struct PriceTargetConsensus { pub symbol: Option<String>, pub target_high: Option<f64>, pub target_low: Option<f64>, pub target_consensus: Option<f64>, pub target_median: Option<f64> }`
### `pub struct PriceTargetSummary { pub symbol: Option<String>, pub last_month_count: Option<i64>, pub last_month_avg: Option<f64>, pub last_quarter_count: Option<i64>, pub last_quarter_avg: Option<f64>, pub last_year_count: Option<i64>, pub last_year_avg: Option<f64>, pub all_time_count: Option<i64>, pub all_time_avg: Option<f64> }`
### `pub enum Provider { Yahoo, Polygon, Fmp, AlphaVantage, CoinGecko, Fred, WorldBank, FiscalData, Bls, Frankfurter, Binance, Kraken, Finra, DefiLlama, Gdelt, Cftc, Nasdaq, Wikipedia, CongressTrades, Edgar, LocalMarketCalendar, LocalExchange, Custom(CustomId) }`
### `pub struct ProviderFiling { pub accession_number: Option<String>, pub filing_date: Option<String>, pub filing_type: Option<String>, pub filing_url: Option<String>, pub company_name: Option<String>, pub cik: Option<String> }`
### `pub struct ProviderFilings { pub symbol: String, pub filings: Vec<ProviderFiling> }`
### `pub struct ProviderHealth { pub provider: Provider, pub is_healthy: bool, pub recent_successes: u32, pub recent_failures: u32, pub last_error: Option<String>, pub requests_remaining_estimate: Option<f64> }`
### `pub struct ProviderPage<T> { pub items: Vec<T>, pub next: Option<PageCursor>, pub provider_id: Provider, pub request_id: Option<String>, pub results_count: Option<usize>, pub query_count: Option<usize>, pub reported_symbol: Option<String>, pub adjusted: Option<bool> }`
### `pub struct Providers { }`
### `pub struct ProvidersBuilder { }`
### `pub struct QueryCondition<F: ScreenerField> { pub field: F, pub operator: Operator, pub value: ConditionValue }`
### `pub struct QueryGroup<F: ScreenerField> { pub operator: LogicalOperator, pub operands: Vec<QueryOperand<F>> }`
### `pub enum QueryOperand<F: ScreenerField> { Condition(QueryCondition<F>), Group(QueryGroup<F>) }`
### `pub struct Quote<F: Format = Both> { pub symbol: String, pub logo_url: Option<String>, pub company_logo_url: Option<String>, pub short_name: Option<String>, pub long_name: Option<String>, pub exchange: Option<String>, pub exchange_name: Option<String>, pub quote_type: Option<String>, pub currency: Option<String>, pub currency_symbol: Option<String>, pub underlying_symbol: Option<String>, pub from_currency: Option<String>, pub to_currency: Option<String>, pub regular_market_price: Option<F::Value<f64>>, pub regular_market_change: Option<F::Value<f64>>, pub regular_market_change_percent: Option<F::Value<f64>>, pub regular_market_time: Option<i64>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_open: Option<F::Value<f64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub market_state: Option<String>, pub day_high: Option<F::Value<f64>>, pub day_low: Option<F::Value<f64>>, pub open: Option<F::Value<f64>>, pub previous_close: Option<F::Value<f64>>, pub volume: Option<F::Value<i64>>, pub all_time_high: Option<F::Value<f64>>, pub all_time_low: Option<F::Value<f64>>, pub pre_market_price: Option<F::Value<f64>>, pub pre_market_change: Option<F::Value<f64>>, pub pre_market_change_percent: Option<F::Value<f64>>, pub pre_market_time: Option<i64>, pub post_market_price: Option<F::Value<f64>>, pub post_market_change: Option<F::Value<f64>>, pub post_market_change_percent: Option<F::Value<f64>>, pub post_market_time: Option<i64>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_daily_volume3_month: Option<F::Value<i64>>, pub average_volume: Option<F::Value<i64>>, pub average_volume10days: Option<F::Value<i64>>, pub market_cap: Option<F::Value<i64>>, pub enterprise_value: Option<F::Value<i64>>, pub enterprise_to_revenue: Option<F::Value<f64>>, pub enterprise_to_ebitda: Option<F::Value<f64>>, pub price_to_book: Option<F::Value<f64>>, pub price_to_sales_trailing12_months: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub trailing_pe: Option<F::Value<f64>>, pub beta: Option<F::Value<f64>>, pub fifty_two_week_high: Option<F::Value<f64>>, pub fifty_two_week_low: Option<F::Value<f64>>, pub fifty_day_average: Option<F::Value<f64>>, pub two_hundred_day_average: Option<F::Value<f64>>, pub week_52_change: Option<F::Value<f64>>, pub sand_p_52_week_change: Option<F::Value<f64>>, pub dividend_rate: Option<F::Value<f64>>, pub dividend_yield: Option<F::Value<f64>>, pub trailing_annual_dividend_rate: Option<F::Value<f64>>, pub trailing_annual_dividend_yield: Option<F::Value<f64>>, pub five_year_avg_dividend_yield: Option<F::Value<f64>>, pub ex_dividend_date: Option<F::Value<i64>>, pub payout_ratio: Option<F::Value<f64>>, pub last_dividend_value: Option<F::Value<f64>>, pub last_dividend_date: Option<F::Value<i64>>, pub bid: Option<F::Value<f64>>, pub bid_size: Option<F::Value<i64>>, pub ask: Option<F::Value<f64>>, pub ask_size: Option<F::Value<i64>>, pub shares_outstanding: Option<F::Value<i64>>, pub float_shares: Option<F::Value<i64>>, pub implied_shares_outstanding: Option<F::Value<i64>>, pub held_percent_insiders: Option<F::Value<f64>>, pub held_percent_institutions: Option<F::Value<f64>>, pub shares_short: Option<F::Value<i64>>, pub shares_short_prior_month: Option<F::Value<i64>>, pub short_ratio: Option<F::Value<f64>>, pub short_percent_of_float: Option<F::Value<f64>>, pub shares_percent_shares_out: Option<F::Value<f64>>, pub date_short_interest: Option<F::Value<i64>>, pub current_price: Option<F::Value<f64>>, pub target_high_price: Option<F::Value<f64>>, pub target_low_price: Option<F::Value<f64>>, pub target_mean_price: Option<F::Value<f64>>, pub target_median_price: Option<F::Value<f64>>, pub recommendation_mean: Option<F::Value<f64>>, pub recommendation_key: Option<String>, pub number_of_analyst_opinions: Option<F::Value<i64>>, pub total_cash: Option<F::Value<i64>>, pub total_cash_per_share: Option<F::Value<f64>>, pub ebitda: Option<F::Value<i64>>, pub total_debt: Option<F::Value<i64>>, pub total_revenue: Option<F::Value<i64>>, pub net_income_to_common: Option<F::Value<i64>>, pub debt_to_equity: Option<F::Value<f64>>, pub revenue_per_share: Option<F::Value<f64>>, pub return_on_assets: Option<F::Value<f64>>, pub return_on_equity: Option<F::Value<f64>>, pub free_cashflow: Option<F::Value<i64>>, pub operating_cashflow: Option<F::Value<i64>>, pub profit_margins: Option<F::Value<f64>>, pub gross_margins: Option<F::Value<f64>>, pub ebitda_margins: Option<F::Value<f64>>, pub operating_margins: Option<F::Value<f64>>, pub gross_profits: Option<F::Value<i64>>, pub earnings_growth: Option<F::Value<f64>>, pub revenue_growth: Option<F::Value<f64>>, pub earnings_quarterly_growth: Option<F::Value<f64>>, pub current_ratio: Option<F::Value<f64>>, pub quick_ratio: Option<F::Value<f64>>, pub trailing_eps: Option<F::Value<f64>>, pub forward_eps: Option<F::Value<f64>>, pub book_value: Option<F::Value<f64>>, pub sector: Option<String>, pub sector_key: Option<String>, pub sector_disp: Option<String>, pub industry: Option<String>, pub industry_key: Option<String>, pub industry_disp: Option<String>, pub long_business_summary: Option<String>, pub website: Option<String>, pub ir_website: Option<String>, pub address1: Option<String>, pub city: Option<String>, pub state: Option<String>, pub zip: Option<String>, pub country: Option<String>, pub phone: Option<String>, pub full_time_employees: Option<i64>, pub category: Option<String>, pub fund_family: Option<String>, pub audit_risk: Option<i32>, pub board_risk: Option<i32>, pub compensation_risk: Option<i32>, pub shareholder_rights_risk: Option<i32>, pub overall_risk: Option<i32>, pub time_zone_full_name: Option<String>, pub time_zone_short_name: Option<String>, pub gmt_off_set_milliseconds: Option<i64>, pub first_trade_date_epoch_utc: Option<i64>, pub message_board_id: Option<String>, pub exchange_data_delayed_by: Option<i32>, pub nav_price: Option<F::Value<f64>>, pub total_assets: Option<F::Value<i64>>, pub yield_value: Option<F::Value<f64>>, pub last_split_factor: Option<String>, pub last_split_date: Option<F::Value<i64>>, pub last_fiscal_year_end: Option<F::Value<i64>>, pub next_fiscal_year_end: Option<F::Value<i64>>, pub most_recent_quarter: Option<F::Value<i64>>, pub price_hint: Option<F::Value<i64>>, pub tradeable: Option<bool>, pub financial_currency: Option<String>, pub company_officers: Option<Vec<super::CompanyOfficer>>, pub earnings: Option<Earnings>, pub calendar_events: Option<CalendarEvents>, pub recommendation_trend: Option<RecommendationTrend>, pub upgrade_downgrade_history: Option<UpgradeDowngradeHistory>, pub earnings_history: Option<EarningsHistory>, pub earnings_trend: Option<EarningsTrend>, pub insider_holders: Option<InsiderHolders>, pub insider_transactions: Option<InsiderTransactions>, pub institution_ownership: Option<InstitutionOwnership>, pub fund_ownership: Option<FundOwnership>, pub major_holders_breakdown: Option<MajorHoldersBreakdown>, pub net_share_purchase_activity: Option<NetSharePurchaseActivity>, pub sec_filings: Option<SecFilings>, pub balance_sheet_history: Option<BalanceSheetHistory>, pub balance_sheet_history_quarterly: Option<BalanceSheetHistoryQuarterly>, pub cashflow_statement_history: Option<CashflowStatementHistory>, pub cashflow_statement_history_quarterly: Option<CashflowStatementHistoryQuarterly>, pub income_statement_history: Option<IncomeStatementHistory>, pub income_statement_history_quarterly: Option<IncomeStatementHistoryQuarterly>, pub equity_performance: Option<EquityPerformance>, pub index_trend: Option<IndexTrend>, pub industry_trend: Option<IndustryTrend>, pub sector_trend: Option<SectorTrend>, pub fund_profile: Option<FundProfile>, pub fund_performance: Option<FundPerformance>, pub top_holdings: Option<TopHoldings> }`
**Measured:** 9389383 instructions/iter, 962631ns median, 8235 allocs/iter
### `pub struct QuoteSummaryResponse { pub symbol: String, pub price: Option<Price>, pub summary_detail: Option<SummaryDetail>, pub financial_data: Option<FinancialData>, pub default_key_statistics: Option<DefaultKeyStatistics>, pub asset_profile: Option<AssetProfile>, pub calendar_events: Option<CalendarEvents>, pub earnings: Option<Earnings>, pub earnings_trend: Option<EarningsTrend>, pub earnings_history: Option<EarningsHistory>, pub recommendation_trend: Option<RecommendationTrend>, pub insider_holders: Option<InsiderHolders>, pub insider_transactions: Option<InsiderTransactions>, pub institution_ownership: Option<InstitutionOwnership>, pub fund_ownership: Option<FundOwnership>, pub major_holders_breakdown: Option<MajorHoldersBreakdown>, pub net_share_purchase_activity: Option<NetSharePurchaseActivity>, pub quote_type: Option<QuoteTypeData>, pub summary_profile: Option<SummaryProfile>, pub sec_filings: Option<SecFilings>, pub upgrade_downgrade_history: Option<UpgradeDowngradeHistory>, pub fund_performance: Option<FundPerformance>, pub fund_profile: Option<FundProfile>, pub top_holdings: Option<TopHoldings>, pub index_trend: Option<IndexTrend>, pub industry_trend: Option<IndustryTrend>, pub sector_trend: Option<SectorTrend>, pub equity_performance: Option<EquityPerformance> }`
### `pub enum QuoteType { Equity, MutualFund }`
### `pub struct RatingConsensus { pub symbol: Option<String>, pub strong_buy: Option<i64>, pub buy: Option<i64>, pub hold: Option<i64>, pub sell: Option<i64>, pub strong_sell: Option<i64>, pub consensus: Option<String> }`
### `pub struct Recommendation { pub symbol: String, pub recommendations: Vec<SimilarSymbol>, pub provider_id: Option<crate::providers::Provider> }`
### `pub enum Region { Argentina, Australia, Brazil, Canada, China, Denmark, Finland, France, Germany, Greece, HongKong, India, Israel, Italy, Japan, Korea, Malaysia, Mexico, NewZealand, Norway, Portugal, Qatar, Russia, Singapore, Spain, Sweden, Taiwan, Thailand, Turkey, UnitedKingdom, UnitedStates, Vietnam }`
### `pub struct ResearchReport { pub report_headline: Option<String>, pub author: Option<String>, pub report_date: Option<i64>, pub id: Option<String>, pub provider: Option<String> }`
### `pub struct ResearchReports(pub Vec<ResearchReport>)`
### `pub type Result<T> = std::result::Result<T, FinanceError>`
### `pub struct RetryPolicy { pub max_attempts: u32, pub base_delay: Duration, pub multiplier: f64, pub jitter: f64, pub max_delay: Duration, pub max_retry_after: Duration }`
### `pub struct RiskFactor { pub title: Option<String>, pub text: Option<String>, pub category: Option<String>, pub filing_date: Option<String> }`
### `pub struct Routes { }`
### `pub enum Screener { AggressiveSmallCaps, DayGainers, DayLosers, GrowthTechnologyStocks, MostActives, MostShortedStocks, SmallCapGainers, UndervaluedGrowthStocks, UndervaluedLargeCaps, ConservativeForeignFunds, HighYieldBond, PortfolioAnchors, SolidLargeGrowthFunds, SolidMidcapGrowthFunds, TopMutualFunds }`
### `pub trait ScreenerField: Clone + Serialize + 'static`
### `pub trait ScreenerFieldExt: ScreenerField + Sized`
### `pub struct ScreenerFilters { pub market_cap_min: Option<f64>, pub market_cap_max: Option<f64>, pub price_min: Option<f64>, pub price_max: Option<f64>, pub volume_min: Option<f64>, pub beta_min: Option<f64>, pub beta_max: Option<f64>, pub sector: Option<String>, pub industry: Option<String>, pub exchange: Option<String>, pub country: Option<String>, pub actively_trading: Option<bool>, pub limit: Option<u32>, pub is_etf: Option<bool>, pub is_fund: Option<bool> }`
### `pub enum ScreenerFundCategory { UsLargeBlend, UsLargeGrowth, UsLargeValue, UsMidCapBlend, UsMidCapGrowth, UsMidCapValue, UsSmallBlend, UsSmallGrowth, UsSmallValue, UsDiversifiedEmergingMarkets, UsForeignLargeBlend, UsForeignLargeGrowth, UsForeignLargeValue, UsForeignSmallMidBlend, UsForeignSmallMidGrowth, UsForeignSmallMidValue, UsWorldLargeStockBlend, UsWorldLargeStockGrowth, UsWorldSmallMidStock, UsIntermediateCoreBond, UsIntermediateCorePlusBond, UsShortTermBond, UsLongTermBond, UsCorporateBond, UsHighYieldBond, UsUltrashortBond, UsInflationProtectedBond, UsMultisectorBond, UsShortGovernment, UsIntermediateGovernment, UsLongGovernment, UsMuniNationalInterm, UsMuniNationalShort, UsMuniNationalLong, UsMoneyMarketTaxable, UsMoneyMarketTaxFree, UsBankLoan, UsEmergingMarketsBond, UsAllocation15To30Equity, UsAllocation30To50Equity, UsAllocation50To70Equity, UsAllocation70To85Equity, UsAllocation85PlusEquity, UsRealEstate, UsHealth, UsTechnology, UsNaturalResources, UsUtilities, UsCommunications, UsIndustrials, UsFinancial, UsConsumerDefensive, UsConsumerCyclical, UsEnergyLimitedPartnership, UsMiscellaneousSector, UsInfrastructure, UsTargetDate2025, UsTargetDate2030, UsTargetDate2035, UsTargetDate2040, UsTargetDate2045, UsTargetDate2050, UsTargetDate2055, UsTargetDate2060, UsTargetDate2065Plus, UsTargetDateRetirement, UsConvertibles, UsPreferredStock, UsMultialternative, UsOptionsBased, EaaEuropeLargeCapBlendEquity, EaaEuropeLargeCapGrowthEquity, EaaEuropeLargeCapValueEquity, EaaGlobalLargeCapBlendEquity, EaaGlobalLargeCapGrowthEquity, EaaEurDiversifiedBond, EaaEurCorporateBond, EaaUsdCorporateBond, EaaUsdHighYieldBond, EaaGlobalBond, EaaUsdMoneyMarket, EaaEurMoneyMarket }`
### `pub struct ScreenerMatch { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub market_cap: Option<f64>, pub sector: Option<String>, pub industry: Option<String>, pub beta: Option<f64>, pub volume: Option<f64>, pub exchange: Option<String>, pub country: Option<String>, pub is_etf: Option<bool>, pub is_actively_trading: Option<bool>, pub is_fund: Option<bool> }`
### `pub enum ScreenerPeerGroup { Semiconductors, SemiconductorEquipment, SoftwareAndServices, TechnologyHardwareAndEquipment, InternetCompanies, ElectronicEquipment, Banks, DiversifiedBanks, RegionalBanks, CapitalMarkets, Insurance, LifeAndHealthInsurance, PropertyAndCasualtyInsurance, AssetManagement, ConsumerFinance, MortgageFinance, SpecialtyFinance, DiversifiedFinancialServices, InvestmentBankingAndBrokerage, Pharmaceuticals, Biotechnology, HealthCareEquipment, HealthCareServices, HealthCareFacilities, ManagedHealthcare, Automobiles, AutoComponents, FoodProducts, PackagedFoodsAndMeats, Beverages, HouseholdProducts, HouseholdDurables, PersonalProducts, ApparelAndLuxuryGoods, Retailers, FoodAndDrugRetailing, GeneralMerchandiseStores, SpecialtyRetail, LeisureProducts, Hotels, Restaurants, Media, DrugRetail, IntegratedOilAndGas, OilAndGasExplorationAndProduction, OilAndGasRefiningAndMarketing, OilAndGasStorageAndTransportation, EnergyEquipmentAndServices, AerospaceAndDefense, Airlines, IndustrialMachinery, IndustrialConglomerates, IndustrialGases, BuildingProducts, Chemicals, SpecialtyChemicals, MetalsAndMining, PaperAndForestProducts, ContainersAndPackaging, CommercialServicesAndSupplies, Railroads, Trucking, ResearchAndConsultingServices, HumanResourceAndEmploymentServices, DataProcessingAndOutsourcedServices, ItConsultingAndOtherServices, RealEstate, RetailReits, ElectricUtilities, GasUtilities, WaterUtilities, MultiUtilities, RenewableElectricity, TelecomServices, WirelessTelecommunicationServices, Steel, Gold, OilAndGas, WasteManagement, Tobacco, OfficeElectronics, CommunicationsEquipment, HomeBuilding, HomeFurnishings, HouseholdAppliances, Publishing }`
### `pub struct ScreenerQuery<F: ScreenerField = EquityField> { pub size: u32, pub offset: u32, pub sort_type: SortType, pub sort_field: F, pub include_fields: Vec<F>, pub top_operator: LogicalOperator, pub query: QueryGroup<F>, pub quote_type: QuoteType }`
### `pub struct ScreenerQuote { pub symbol: String, pub short_name: String, pub long_name: Option<String>, pub display_name: Option<String>, pub quote_type: String, pub exchange: String, pub regular_market_price: FormattedValue<f64>, pub regular_market_change: FormattedValue<f64>, pub regular_market_change_percent: FormattedValue<f64>, pub regular_market_open: Option<FormattedValue<f64>>, pub regular_market_day_high: Option<FormattedValue<f64>>, pub regular_market_day_low: Option<FormattedValue<f64>>, pub regular_market_previous_close: Option<FormattedValue<f64>>, pub regular_market_time: Option<FormattedValue<i64>>, pub regular_market_volume: Option<FormattedValue<i64>>, pub average_daily_volume3_month: Option<FormattedValue<i64>>, pub average_daily_volume10_day: Option<FormattedValue<i64>>, pub market_cap: Option<FormattedValue<i64>>, pub shares_outstanding: Option<FormattedValue<i64>>, pub fifty_two_week_high: Option<FormattedValue<f64>>, pub fifty_two_week_low: Option<FormattedValue<f64>>, pub fifty_two_week_change: Option<FormattedValue<f64>>, pub fifty_two_week_change_percent: Option<FormattedValue<f64>>, pub fifty_day_average: Option<FormattedValue<f64>>, pub fifty_day_average_change: Option<FormattedValue<f64>>, pub fifty_day_average_change_percent: Option<FormattedValue<f64>>, pub two_hundred_day_average: Option<FormattedValue<f64>>, pub two_hundred_day_average_change: Option<FormattedValue<f64>>, pub two_hundred_day_average_change_percent: Option<FormattedValue<f64>>, pub average_analyst_rating: Option<String>, pub trailing_pe: Option<FormattedValue<f64>>, pub forward_pe: Option<FormattedValue<f64>>, pub price_to_book: Option<FormattedValue<f64>>, pub book_value: Option<FormattedValue<f64>>, pub eps_trailing_twelve_months: Option<FormattedValue<f64>>, pub eps_forward: Option<FormattedValue<f64>>, pub eps_current_year: Option<FormattedValue<f64>>, pub price_eps_current_year: Option<FormattedValue<f64>>, pub dividend_yield: Option<FormattedValue<f64>>, pub dividend_rate: Option<FormattedValue<f64>>, pub dividend_date: Option<FormattedValue<i64>>, pub trailing_annual_dividend_rate: Option<FormattedValue<f64>>, pub trailing_annual_dividend_yield: Option<FormattedValue<f64>>, pub bid: Option<FormattedValue<f64>>, pub bid_size: Option<FormattedValue<i64>>, pub ask: Option<FormattedValue<f64>>, pub ask_size: Option<FormattedValue<i64>>, pub post_market_price: Option<FormattedValue<f64>>, pub post_market_change: Option<FormattedValue<f64>>, pub post_market_change_percent: Option<FormattedValue<f64>>, pub post_market_time: Option<FormattedValue<i64>>, pub pre_market_price: Option<FormattedValue<f64>>, pub pre_market_change: Option<FormattedValue<f64>>, pub pre_market_change_percent: Option<FormattedValue<f64>>, pub pre_market_time: Option<FormattedValue<i64>>, pub earnings_timestamp: Option<FormattedValue<i64>>, pub earnings_timestamp_start: Option<FormattedValue<i64>>, pub earnings_timestamp_end: Option<FormattedValue<i64>>, pub currency: Option<String> }`
### `pub struct ScreenerResults { pub quotes: Vec<ScreenerQuote>, pub screener_type: String, pub description: Option<String>, pub last_updated: Option<i64>, pub total: Option<i64> }`
**Measured:** 3795931 instructions/iter, 421585ns median, 4498 allocs/iter
### `pub struct SearchNews { pub uuid: Option<String>, pub title: Option<String>, pub publisher: Option<String>, pub link: Option<String>, pub provider_publish_time: Option<i64>, pub news_type: Option<String>, pub thumbnail: Option<NewsThumbnail>, pub related_tickers: Option<Vec<String>>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
### `pub struct SearchNewsList(pub Vec<SearchNews>)`
### `pub struct SearchOptions { pub quotes_count: u32, pub news_count: u32, pub enable_fuzzy_query: bool, pub enable_logo_url: bool, pub enable_research_reports: bool, pub enable_cultural_assets: bool, pub recommend_count: u32, pub region: Option<Region> }`
### `pub struct SearchQuote { pub symbol: String, pub short_name: Option<String>, pub long_name: Option<String>, pub quote_type: Option<String>, pub exchange: Option<String>, pub exch_disp: Option<String>, pub type_disp: Option<String>, pub industry: Option<String>, pub industry_disp: Option<String>, pub sector: Option<String>, pub sector_disp: Option<String>, pub is_yahoo_finance: Option<bool>, pub disp_sec_ind_flag: Option<bool>, pub logo_url: Option<String>, pub score: Option<f64>, pub index: Option<String>, pub prev_name: Option<String>, pub name_change_date: Option<String> }`
### `pub struct SearchQuotes(pub Vec<SearchQuote>)`
### `pub struct SearchResults { pub count: Option<i32>, pub quotes: SearchQuotes, pub news: SearchNewsList, pub research_reports: ResearchReports, pub total_time: Option<i64> }`
**Measured:** 55205 instructions/iter, 4986ns median, 55 allocs/iter
### `pub enum Sector { Technology, FinancialServices, ConsumerCyclical, CommunicationServices, Healthcare, Industrials, ConsumerDefensive, Energy, BasicMaterials, RealEstate, Utilities }`
### `pub struct SectorData { pub name: String, pub symbol: Option<String>, pub key: String, pub overview: Option<SectorOverview>, pub performance: Option<SectorPerformance>, pub benchmark: Option<SectorPerformance>, pub benchmark_name: Option<String>, pub top_companies: Vec<SectorCompany>, pub top_etfs: Vec<SectorETF>, pub top_mutual_funds: Vec<SectorMutualFund>, pub industries: Vec<SectorIndustry>, pub research_reports: Vec<ResearchReport> }`
### `pub struct SectorPe { pub sector: String, pub exchange: Option<String>, pub pe: Option<f64>, pub date: Option<String> }`
### `pub struct SectorPerformance { pub sector: String, pub exchange: Option<String>, pub change_percent: Option<f64> }`
### `pub struct SectorPerformanceHistory { pub date: Option<String>, pub sectors: Vec<SectorPerformance> }`
### `pub struct Sentiment { pub label: SentimentLabel, pub score: f64, pub confidence: f64 }`
### `pub enum SentimentLabel { Bullish, Neutral, Bearish }`
### `pub struct ShareFloat { pub symbol: Option<String>, pub float_shares: Option<f64>, pub outstanding_shares: Option<f64>, pub float_percent: Option<f64>, pub date: Option<String> }`
### `pub struct ShortInterest { pub settlement_date: Option<String>, pub short_interest: Option<f64>, pub avg_daily_volume: Option<f64>, pub days_to_cover: Option<f64> }`
### `pub struct ShortVolume { pub date: Option<String>, pub short_volume: Option<f64>, pub short_exempt_volume: Option<f64>, pub total_volume: Option<f64> }`
### `pub struct SimilarSymbol { pub symbol: String, pub score: f64 }`
### `domain_handle! { pub struct Snapshot caches: { cache: Vec<MarketSnapshot> } }`
### `pub enum SortType { Asc, Desc }`
### `pub struct Spark { pub symbol: String, pub meta: ChartMeta, pub timestamps: Vec<i64>, pub closes: Vec<f64>, pub interval: Option<String>, pub range: Option<String> }`
### `pub struct SparkData { pub close: Option<Vec<Option<f64>>>, pub timestamp: Option<Vec<i64>>, pub symbol: Option<String>, pub previous_close: Option<f64>, pub chart_previous_close: Option<f64> }`
### `pub struct Split { pub timestamp: i64, pub numerator: f64, pub denominator: f64, pub ratio: String, pub provider_id: Option<Provider> }`
### `pub enum StatementType { Income, Balance, CashFlow }`
### `pub struct StochasticData { pub k: Option<f64>, pub d: Option<f64> }`
### `pub struct StockBar { pub timestamp_ms: i64, pub open: f64, pub high: f64, pub low: f64, pub close: f64, pub volume: f64, pub transactions: Option<u64>, pub vwap: Option<f64> }`
### `pub struct StockBarsRequest { }`
### `pub struct StockListing { pub symbol: String, pub name: Option<String>, pub exchange: Option<String>, pub stock_type: Option<String>, pub locale: Option<String>, pub active: Option<bool>, pub cik: Option<String>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub list_date: Option<String>, pub delisted_utc: Option<String> }`
### `pub struct StockListingRequest { }`
### `pub struct StockType { pub code: String, pub description: Option<String>, pub asset_class: Option<String>, pub locale: Option<String> }`
### `pub struct SuperTrendData { pub value: Option<f64>, pub trend: Option<String> }`
### `pub struct SymbolDetails { pub symbol: String, pub name: Option<String>, pub description: Option<String>, pub exchange: Option<String>, pub asset_type: Option<String>, pub cik: Option<String>, pub sic_code: Option<String>, pub sic_description: Option<String>, pub homepage_url: Option<String>, pub employees: Option<u64>, pub market_cap: Option<f64>, pub list_date: Option<String>, pub shares_outstanding: Option<f64>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub active: Option<bool>, pub delisted_utc: Option<String>, pub provider_id: Option<crate::Provider> }`
### `pub struct SymbolMatch { pub symbol: String, pub id: Option<String>, pub name: Option<String>, pub exchange: Option<String>, pub asset_type: Option<String>, pub currency: Option<String>, pub active: Option<bool>, pub market_cap_rank: Option<u32>, pub thumbnail: Option<String>, pub image: Option<String>, pub ipo_date: Option<String>, pub delisted_date: Option<String> }`
### `pub struct SymbolSentiment { pub score: Option<f64>, pub label: Option<String> }`
### `pub struct Ticker { }`
### `pub struct TickerBuilder { }`
### `pub struct TickerChange { pub date: String, pub ticker: String }`
### `pub struct Tickers { }`
### `pub struct TickersBuilder { }`
### `pub enum TimeRange { OneDay, FiveDays, OneMonth, ThreeMonths, SixMonths, OneYear, TwoYears, FiveYears, TenYears, YearToDate, Max }`
### `pub struct Transcript { pub transcript_content: TranscriptContent, pub transcript_metadata: TranscriptMetadata }`
### `pub struct TranscriptWithMeta { pub event_id: String, pub quarter: Option<String>, pub year: Option<i32>, pub title: String, pub url: String, pub transcript: Transcript }`
### `pub struct TreasuryAuction { pub record_date: String, pub cusip: String, pub security_type: String, pub security_term: String, pub auction_date: String, pub issue_date: String, pub maturity_date: String, pub reopening: Option<bool>, pub auction_format: Option<String>, pub int_rate: Option<f64>, pub offering_amt: Option<f64>, pub total_tendered: Option<f64>, pub total_accepted: Option<f64>, pub bid_to_cover_ratio: Option<f64>, pub high_yield: Option<f64>, pub high_discnt_rate: Option<f64>, pub high_investment_rate: Option<f64>, pub high_price: Option<f64>, pub primary_dealer_accepted: Option<f64>, pub direct_bidder_accepted: Option<f64>, pub indirect_bidder_accepted: Option<f64>, pub comp_accepted: Option<f64>, pub noncomp_accepted: Option<f64>, pub soma_accepted: Option<f64> }`
### `pub struct TreasuryAuctionQuery { pub security_type: Option<String>, pub security_term: Option<String>, pub from: Option<String>, pub to: Option<String>, pub limit: Option<u32> }`
### `pub struct TrendingQuote { pub symbol: String }`
**Measured:** 18081 instructions/iter, 1375ns median, 24 allocs/iter
### `pub struct UpcomingAuction { pub record_date: String, pub security_type: String, pub security_term: String, pub cusip: String, pub reopening: Option<bool>, pub offering_amt: Option<f64>, pub announcement_date: String, pub auction_date: String, pub issue_date: String }`
### `pub enum ValueFormat { Raw, Pretty, Both }`
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
Initialize the global Alpha Vantage client with an API key.
Must be called once before using any query functions. Subsequent calls return an error.
#### Arguments
* `api_key` - Your Alpha Vantage API key (free at <https://www.alphavantage.co/support/#api-key>)
#### Errors
Returns [`crate::FinanceError::InvalidParameter`] if already initialized.
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
Initialize the Alpha Vantage client with a custom timeout.
### `pub struct EarningsCalendarEntryDTO { pub symbol: String, pub name: Option<String>, pub report_date: Option<String>, pub fiscal_date_ending: Option<String>, pub estimate: Option<f64>, pub currency: Option<String> }`
A single earnings calendar entry.
### `pub struct IpoCalendarEntryDTO { pub symbol: Option<String>, pub name: Option<String>, pub ipo_date: Option<String>, pub price_range: Option<String>, pub exchange: Option<String> }`
A single IPO calendar entry.
### `pub async fn fetch_commitments_of_traders_response(symbol: &str) -> Result<CommitmentsOfTraders>`
Fetch the canonical Commitments of Traders series for a futures symbol.
### `pub async fn coin(id: &str, vs_currency: &str) -> Result<CoinQuote>`
Fetch a single coin by its CoinGecko ID (e.g., `"bitcoin"`, `"ethereum"`).
Use <https://api.coingecko.com/api/v3/coins/list> to discover CoinGecko IDs.
#### Arguments
* `id` - CoinGecko coin ID
* `vs_currency` - Quote currency (e.g., `"usd"`)
### `pub async fn coins(vs_currency: &str, count: usize) -> Result<Vec<CoinQuote>>`
Fetch the top `count` cryptocurrencies by market cap.
#### Arguments
* `vs_currency` - Quote currency (e.g., `"usd"`, `"eur"`, `"btc"`)
* `count` - Number of coins to return (max 250)
#### Errors
Returns an error on network failure or if the CoinGecko API rate limit is exceeded.
### `pub async fn fetch_symbol_search_response(query: &str, limit: u32) -> Result<Vec<SymbolMatch>>`
Search CoinGecko's coin catalog by free-text query, as canonical
[`SymbolMatch`]es. `limit` truncates the result — CoinGecko's `/search`
takes no page size and returns every match in one response.
### `pub async fn fetch_crypto_global_response() -> Result<crate::models::crypto::GlobalCryptoStats>`
Fetch aggregate global cryptocurrency market statistics.
### `pub async fn fetch_crypto_trending_response() -> Result<Vec<crate::models::crypto::TrendingCoin>>`
Fetch coins trending in the last 24h as canonical [`TrendingCoin`](crate::models::crypto::TrendingCoin)s.
### `pub async fn archive(url: &str) -> Result<Vec<u8>>`
Fetch any EDGAR file as bytes, within the shared rate limit.
Covers what the typed functions don't: filing documents and archives under
`https://www.sec.gov/Archives/` (index pages, XBRL zips, instance documents,
primary documents, the quarterly and daily indexes) and the JSON under
`https://data.sec.gov/` (including older submissions pages), and the standard
taxonomy schemas filings import (`xbrl.sec.gov`, `xbrl.fasb.org`,
`taxonomies.xbrl.us`). Other hosts are refused, so the SEC User-Agent and
rate limit aren't spent elsewhere.
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let index = edgar::archive("https://www.sec.gov/Archives/edgar/full-index/2025/QTR1/xbrl.idx").await?;
println!("{} bytes", index.len());
# Ok(())
# }
```
#### Errors
Returns an error for a URL outside those locations, a missing file
(`SymbolNotFound`), rate limiting (`RateLimited`) or a server error.
### `pub async fn company_facts(cik: u64) -> Result<CompanyFacts>`
Fetch structured XBRL financial data for a CIK.
Returns all extracted XBRL facts organized by taxonomy (us-gaap, ifrs, dei).
This can be a large response (several MB for major companies).
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let cik = edgar::resolve_cik("AAPL").await?;
let facts = edgar::company_facts(cik).await?;
println!("Entity: {:?}", facts.entity_name);
# Ok(())
# }
```
### `pub async fn filing_index(accession_number: &str) -> Result<EdgarFilingIndex>`
Fetch the filing index for a specific accession number.
This provides the file list for a filing, which can be used to locate
the primary HTML document and file sizes.
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let index = edgar::filing_index("0000320193-24-000123").await?;
println!("Files: {}", index.directory.item.len());
# Ok(())
# }
```
### `pub fn init(email: impl Into<String>) -> Result<()>`
Initialize the global EDGAR client with a contact email.
This function must be called once before using any EDGAR functions.
The SEC requires all automated requests to include a User-Agent header
with a contact email address.
#### Arguments
* `email` - Contact email address (included in User-Agent header)
#### Example
```no_run
use finance_query::edgar;
# fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
# Ok(())
# }
```
#### Errors
Returns an error if EDGAR has already been initialized.
### `pub fn init_with_config( email: impl Into<String>, app_name: impl Into<String>, timeout: Duration, ) -> Result<()>`
Initialize the global EDGAR client with full configuration.
Use this for custom app name and timeout settings.
#### Arguments
* `email` - Contact email address (required by SEC)
* `app_name` - Application name (included in User-Agent)
* `timeout` - HTTP request timeout duration
#### Example
```no_run
use finance_query::edgar;
use std::time::Duration;
# fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init_with_config(
"user@example.com",
"my-app",
Duration::from_secs(60),
)?;
# Ok(())
# }
```
### `pub fn init_with_rate( email: impl Into<String>, app_name: impl Into<String>, timeout: Duration, requests_per_second: f64, ) -> Result<()>`
Initialize the global EDGAR client with a request rate below SEC's limit.
Long bulk downloads may prefer a margin under the 10 requests a second SEC
allows. Rates above that limit are capped to it.
#### Example
```no_run
use finance_query::edgar;
use std::time::Duration;
# fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init_with_rate("user@example.com", "my-app", Duration::from_secs(60), 8.0)?;
# Ok(())
# }
```
#### Errors
Returns an error if EDGAR has already been initialized or the rate isn't positive.
### `pub async fn resolve_cik(symbol: &str) -> Result<u64>`
Resolve a ticker symbol to its SEC CIK number.
The ticker-to-CIK mapping is fetched once and cached process-wide.
Lookups are case-insensitive.
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let cik = edgar::resolve_cik("AAPL").await?;
assert_eq!(cik, 320193);
# Ok(())
# }
```
#### Errors
Returns an error if:
- EDGAR has not been initialized (call `init()` first)
- Symbol not found in SEC database
- Network request fails
### `pub async fn search( query: &str, forms: Option<&[&str]>, start_date: Option<&str>, end_date: Option<&str>, from: Option<usize>, size: Option<usize>, ) -> Result<EdgarSearchResults>`
Search SEC EDGAR filings by text content.
#### Arguments
* `query` - Search term or phrase
* `forms` - Optional form type filter (e.g., `&["10-K", "10-Q"]`)
* `start_date` - Optional start date (YYYY-MM-DD)
* `end_date` - Optional end date (YYYY-MM-DD)
* `from` - Optional pagination offset (default: 0)
* `size` - Optional page size (default: 100, max: 100)
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let results = edgar::search(
"artificial intelligence",
Some(&["10-K"]),
Some("2024-01-01"),
None,
Some(0),
Some(100),
).await?;
if let Some(hits_container) = &results.hits {
println!("Found {} results", hits_container.total.as_ref().and_then(|t| t.value).unwrap_or(0));
}
# Ok(())
# }
```
### `pub async fn submissions(cik: u64) -> Result<EdgarSubmissions>`
Fetch filing history and company metadata for a CIK.
Returns the most recent ~1000 filings inline, with references to
additional history files for older filings.
#### Example
```no_run
use finance_query::edgar;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
edgar::init("user@example.com")?;
let cik = edgar::resolve_cik("AAPL").await?;
let submissions = edgar::submissions(cik).await?;
println!("Company: {:?}", submissions.name);
# Ok(())
# }
```
### `pub struct InsiderTradeDTO { pub symbol: Option<String>, pub filing_date: Option<String>, pub transaction_date: Option<String>, pub reporting_cik: Option<String>, pub reporting_name: Option<String>, pub transaction_type: Option<String>, pub securities_transacted: Option<f64>, pub price: Option<f64>, pub securities_owned: Option<f64>, pub type_of_owner: Option<String>, pub link: Option<String> }`
Insider trading transaction record.
### `pub struct AnalystEstimateDTO { pub symbol: Option<String>, pub date: Option<String>, pub estimated_revenue_low: Option<f64>, pub estimated_revenue_high: Option<f64>, pub estimated_revenue_avg: Option<f64>, pub estimated_ebitda_low: Option<f64>, pub estimated_ebitda_high: Option<f64>, pub estimated_ebitda_avg: Option<f64>, pub estimated_eps_avg: Option<f64>, pub estimated_eps_high: Option<f64>, pub estimated_eps_low: Option<f64>, pub number_analyst_estimated_revenue: Option<i32>, pub number_analysts_estimated_eps: Option<i32> }`
Analyst estimate entry.
### `pub struct AnalystRecommendationDTO { pub symbol: Option<String>, pub date: Option<String>, pub analyst_ratings_buy: Option<i32>, pub analyst_ratings_hold: Option<i32>, pub analyst_ratings_sell: Option<i32>, pub analyst_ratings_strong_buy: Option<i32>, pub analyst_ratings_strong_sell: Option<i32> }`
Analyst recommendation entry.
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
Initialize the global FMP client with an API key.
Must be called once before using any query functions. Subsequent calls return an error.
#### Errors
Returns [`FinanceError::InvalidParameter`] if already initialized.
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
Initialize the FMP client with a custom timeout.
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
Initialize the global FRED client with an API key.
Optional if `FRED_API_KEY` is set: [`series`] falls back to that env var
on first use, and a later `init` call still errors as already initialized.
#### Arguments
* `api_key` - Your FRED API key (free at <https://fred.stlouisfed.org/docs/api/api_key.html>)
#### Errors
Returns [`FinanceError::InvalidParameter`] if already initialized.
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
Initialize the FRED client with a custom timeout.
### `pub struct ReleaseDate { pub release_id: u64, pub release_name: String, pub date: String }`
A single scheduled economic-data release date from the FRED
`releases/dates` endpoint.
### `pub async fn release_dates() -> Result<Vec<ReleaseDate>>`
Fetch upcoming scheduled economic-data release dates (CPI, NFP, GDP, FOMC, …).
Returns releases scheduled from today onward, sorted ascending.
#### Errors
Returns [`FinanceError::ProviderNotConfigured`] if neither [`init`] nor
`FRED_API_KEY` is set.
### `pub async fn series(series_id: &str) -> Result<MacroSeries>`
Fetch all observations for a FRED data series.
Common series IDs:
- `"FEDFUNDS"` — Federal Funds Rate
- `"CPIAUCSL"` — Consumer Price Index (all urban, seasonally adjusted)
- `"UNRATE"` — Unemployment Rate
- `"DGS10"` — 10-Year Treasury Constant Maturity Rate
- `"M2SL"` — M2 Money Supply
- `"GDP"` — US Gross Domestic Product
#### Errors
Returns [`FinanceError::ProviderNotConfigured`] if neither [`init`] nor
`FRED_API_KEY` is set.
### `pub async fn treasury_yields(year: u32) -> Result<Vec<TreasuryYield>>`
Fetch US Treasury yield curve data for the given year.
No API key required. Data is published on each business day.
#### Arguments
* `year` - Calendar year (e.g., `2025`). Pass the current year for recent data.
### `pub async fn fetch_news_response(symbol: &str) -> Result<Vec<News>>`
Fetch canonical news articles for a symbol.
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
Initialize the global Polygon client with an API key.
Must be called once before using any query functions. Subsequent calls return an error.
#### Errors
Returns [`FinanceError::InvalidParameter`] if already initialized.
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
Initialize the Polygon client with a custom timeout.
### `pub struct LookupOptions { pub lookup_type: LookupType, pub count: u32, pub include_logo: bool, pub fetch_pricing_data: bool, pub region: Option<Region> }`
Lookup configuration options
### `pub enum LookupType { All, Equity, MutualFund, Etf, Index, Future, Currency, Cryptocurrency }`
Asset types available for lookup
### `pub struct SearchOptions { pub quotes_count: u32, pub news_count: u32, pub enable_fuzzy_query: bool, pub enable_logo_url: bool, pub enable_research_reports: bool, pub enable_cultural_assets: bool, pub recommend_count: u32, pub region: Option<Region> }`
Search configuration options
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
### `pub async fn analyst_estimates(symbol: &str, period: Period) -> Result<Vec<AnalystEstimate>>`
### `pub async fn analyst_recommendations(symbol: &str) -> Result<Vec<AnalystRecommendation>>`
### `pub fn analyze(text: &str) -> Sentiment`
**Measured:** 938996 instructions/iter, 86685ns median, 976 allocs/iter
### `pub fn atr(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
### `pub struct BacktestComparison { }`
### `pub struct BacktestConfig { pub initial_capital: f64, pub commission: f64, pub commission_pct: f64, pub slippage_pct: f64, pub position_size_pct: f64, pub max_positions: Option<usize>, pub allow_short: bool, pub min_signal_strength: f64, pub stop_loss_pct: Option<f64>, pub take_profit_pct: Option<f64>, pub close_at_end: bool, pub risk_free_rate: f64, pub trailing_stop_pct: Option<f64>, pub reinvest_dividends: bool, pub bars_per_year: f64, pub spread_pct: f64, pub transaction_tax_pct: f64, pub commission_fn: Option<CommissionFn>, pub max_leverage: f64, pub maintenance_margin_pct: f64, pub short_borrow_rate: f64, pub margin_interest_rate: f64, pub position_sizing: PositionSizing }`
### `pub struct BacktestConfigBuilder { }`
### `pub struct BacktestEngine { }`
### `pub enum BacktestError { InvalidParameter { param: String, reason: String, }, InsufficientData { need: usize, got: usize, }, StrategyError(String), IndicatorError(#[from] crate::indicators::IndicatorError), ChartError(String), PositionError(String) }`
### `pub struct BacktestResult { pub symbol: String, pub strategy_name: String, pub config: BacktestConfig, pub start_timestamp: i64, pub end_timestamp: i64, pub initial_capital: f64, pub final_equity: f64, pub metrics: PerformanceMetrics, pub trades: Vec<Trade>, pub equity_curve: Vec<EquityPoint>, pub signals: Vec<SignalRecord>, pub open_position: Option<Position>, pub benchmark: Option<BenchmarkMetrics>, pub diagnostics: Vec<String>, pub max_leverage_used: f64 }`
### `pub struct BayesianSearch { }`
**Measured:** 29252482 instructions/iter, 3094712ns median, 2382 allocs/iter
### `pub struct BenchmarkMetrics { pub symbol: String, pub benchmark_return_pct: f64, pub buy_and_hold_return_pct: f64, pub alpha: f64, pub beta: f64, pub information_ratio: f64, pub tracking_error: f64 }`
### `pub struct BollingerMeanReversion { pub period: usize, pub std_dev: f64, pub exit_at_middle: bool }`
### `pub struct ComparisonReport { pub rows: Vec<ComparisonRow>, pub metric: OptimizeMetric }`
### `pub struct ComparisonRow { pub label: String, pub strategy_name: String, pub symbol: String, pub total_return_pct: f64, pub annualized_return_pct: f64, pub sharpe_ratio: f64, pub sortino_ratio: f64, pub calmar_ratio: f64, pub max_drawdown_pct: f64, pub win_rate: f64, pub profit_factor: f64, pub total_trades: usize, pub kelly_criterion: f64, pub sqn: f64, pub expectancy: f64, pub omega_ratio: f64, pub time_in_market_pct: f64, pub rank_score: f64, pub rank: usize }`
### `pub struct DonchianBreakout { pub period: usize, pub exit_at_middle: bool }`
### `pub enum EnsembleMode { Unanimous, WeightedMajority, AnySignal, StrongestSignal }`
### `pub struct EnsembleStrategy { }`
### `pub struct EquityPoint { pub timestamp: i64, pub equity: f64, pub drawdown_pct: f64 }`
### `pub struct GridSearch { }`
**Measured:** 13085157 instructions/iter, 656455ns median, 3012 allocs/iter
### `pub struct MacdSignal { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct MonteCarloConfig { pub num_simulations: usize, pub seed: Option<u64>, pub method: MonteCarloMethod }`
**Measured:** 1066998 instructions/iter, 179551ns median, 6 allocs/iter
### `pub enum MonteCarloMethod { IidShuffle, BlockBootstrap { block_size: usize, }, StationaryBootstrap { mean_block_size: usize, }, Parametric }`
### `pub struct MonteCarloResult { pub num_simulations: usize, pub method: MonteCarloMethod, pub total_return: PercentileStats, pub max_drawdown: PercentileStats, pub sharpe_ratio: PercentileStats, pub profit_factor: PercentileStats }`
### `pub struct OptimizationReport { pub strategy_name: String, pub total_combinations: usize, pub results: Vec<OptimizationResult>, pub best: OptimizationResult, pub skipped_errors: usize, pub convergence_curve: Vec<f64>, pub n_evaluations: usize }`
### `pub struct OptimizationResult { pub params: HashMap<String, ParamValue>, pub result: BacktestResult }`
### `pub enum OptimizeMetric { TotalReturn, SharpeRatio, SortinoRatio, CalmarRatio, ProfitFactor, WinRate, MinDrawdown, OmegaRatio, Expectancy }`
### `pub enum OrderType { Market, BuyLimit { limit_price: f64, }, BuyStop { stop_price: f64, }, SellLimit { limit_price: f64, }, SellStop { stop_price: f64, }, BuyStopLimit { stop_price: f64, limit_price: f64, } }`
### `pub enum ParamRange { IntRange { start: i64, end: i64, step: i64, }, FloatRange { start: f64, end: f64, step: f64, }, Values(Vec<ParamValue>) }`
### `pub enum ParamValue { Int(i64), Float(f64) }`
### `pub struct ParetoPoint { pub params: HashMap<String, ParamValue>, pub result: BacktestResult, pub scores: Vec<f64> }`
### `pub struct ParetoReport { pub strategy_name: String, pub objectives: Vec<OptimizeMetric>, pub front: Vec<ParetoPoint>, pub total_evaluated: usize, pub dominated_count: usize, pub non_finite_count: usize }`
### `pub struct PendingOrder { pub signal: Signal, pub order_type: OrderType, pub created_bar: usize, pub expires_in_bars: Option<usize> }`
### `pub struct PercentileStats { pub p5: f64, pub p25: f64, pub p50: f64, pub p75: f64, pub p95: f64, pub mean: f64 }`
### `pub struct PerformanceMetrics { pub total_return_pct: f64, pub annualized_return_pct: f64, pub sharpe_ratio: f64, pub sortino_ratio: f64, pub max_drawdown_pct: f64, pub max_drawdown_duration: i64, pub win_rate: f64, pub profit_factor: f64, pub avg_trade_return_pct: f64, pub avg_win_pct: f64, pub avg_loss_pct: f64, pub avg_trade_duration: f64, pub total_trades: usize, pub winning_trades: usize, pub losing_trades: usize, pub largest_win: f64, pub largest_loss: f64, pub max_consecutive_wins: usize, pub max_consecutive_losses: usize, pub calmar_ratio: f64, pub total_commission: f64, pub total_financing_cost: f64, pub long_trades: usize, pub short_trades: usize, pub total_signals: usize, pub executed_signals: usize, pub avg_win_duration: f64, pub avg_loss_duration: f64, pub time_in_market_pct: f64, pub max_idle_period: i64, pub total_dividend_income: f64, pub kelly_criterion: f64, pub sqn: f64, pub expectancy: f64, pub omega_ratio: f64, pub tail_ratio: f64, pub recovery_factor: f64, pub ulcer_index: f64, pub serenity_ratio: f64 }`
### `pub struct Position { pub side: PositionSide, pub entry_timestamp: i64, pub entry_price: f64, pub quantity: f64, pub entry_quantity: f64, pub entry_commission: f64, pub entry_transaction_tax: f64, pub entry_signal: Signal, pub dividend_income: f64, pub unreinvested_dividends: f64, pub scale_in_count: usize, pub partial_close_count: usize, pub bracket_stop_loss_pct: Option<f64>, pub bracket_take_profit_pct: Option<f64>, pub bracket_trailing_stop_pct: Option<f64>, pub financing_cost_accrued: f64 }`
### `pub struct PositionExtremes { pub high: f64, pub low: f64, pub close_high: f64, pub close_low: f64 }`
### `pub enum PositionSide { Long, Short }`
### `pub enum PositionSizing { FixedFraction, Atr { risk_pct: f64, atr_period: usize, atr_multiple: f64, }, VolatilityTarget { target_vol_pct: f64, lookback: usize, }, FractionalKelly { kelly_fraction: f64, lookback_trades: usize, } }`
### `pub type Result<T> = std::result::Result<T, BacktestError>`
### `pub struct RsiReversal { pub period: usize, pub oversold: f64, pub overbought: f64 }`
### `pub struct Signal { pub direction: SignalDirection, pub strength: SignalStrength, pub timestamp: i64, pub price: f64, pub reason: Option<String>, pub metadata: Option<SignalMetadata>, pub tags: Vec<String>, pub scale_fraction: Option<f64>, pub order_type: OrderType, pub expires_in_bars: Option<usize>, pub bracket_stop_loss_pct: Option<f64>, pub bracket_take_profit_pct: Option<f64>, pub bracket_trailing_stop_pct: Option<f64> }`
### `pub enum SignalDirection { Long, Short, Exit, Hold, ScaleIn, ScaleOut }`
### `pub struct SignalMetadata { pub indicators: HashMap<String, f64> }`
### `pub struct SignalRecord { pub timestamp: i64, pub price: f64, pub direction: SignalDirection, pub strength: f64, pub reason: Option<String>, pub executed: bool, pub tags: Vec<String> }`
### `pub struct SignalStrength(f64)`
### `pub struct SizingContext { pub atr: Option<f64>, pub recent_volatility: Option<f64>, pub win_rate: Option<f64>, pub payoff_ratio: Option<f64> }`
### `pub struct SmaCrossover { pub fast_period: usize, pub slow_period: usize }`
### `pub trait Strategy: Send + Sync`
### `pub struct StrategyBuilder<E = (), X = ()> { }`
**Measured:** 1072307 instructions/iter, 165073ns median, 328 allocs/iter
### `pub struct StrategyContext<'a> { pub candles: &'a [Candle], pub index: usize, pub position: Option<&'a Position>, pub equity: f64, pub indicators: &'a HashMap<String, Vec<Option<f64>>>, pub extremes: Option<&'a PositionExtremes>, pub indicator_index: Option<usize> }`
### `pub struct SuperTrendFollow { pub period: usize, pub multiplier: f64 }`
### `pub struct Trade { pub side: PositionSide, pub entry_timestamp: i64, pub exit_timestamp: i64, pub entry_price: f64, pub exit_price: f64, pub quantity: f64, pub entry_quantity: f64, pub commission: f64, pub transaction_tax: f64, pub pnl: f64, pub return_pct: f64, pub dividend_income: f64, pub unreinvested_dividends: f64, pub financing_cost: f64, pub entry_signal: Signal, pub exit_signal: Signal, pub tags: Vec<String>, pub is_partial: bool, pub scale_sequence: usize }`
### `pub struct WalkForwardConfig { pub grid: GridSearch, pub config: BacktestConfig, pub in_sample_bars: usize, pub out_of_sample_bars: usize, pub step_bars: Option<usize> }`
### `pub struct WalkForwardReport { pub strategy_name: String, pub windows: Vec<WindowResult>, pub aggregate_metrics: PerformanceMetrics, pub consistency_ratio: f64, pub optimization_reports: Vec<OptimizationReport> }`
### `pub struct WindowResult { pub window: usize, pub optimized_params: HashMap<String, ParamValue>, pub in_sample: BacktestResult, pub out_of_sample: BacktestResult }`
### `pub struct BacktestComparison { }`
Builder that accumulates [`BacktestResult`]s and ranks them.
#### Ordering
Call [`ranked_by`](BacktestComparison::ranked_by) to produce a
[`ComparisonReport`] sorted best-first by the chosen [`OptimizeMetric`].
### `pub fn ranked_by(self, metric: OptimizeMetric) -> ComparisonReport`
Rank all added results by `metric` and return a [`ComparisonReport`].
Results are sorted **best-first** (highest score wins for all metrics
except [`OptimizeMetric::MinDrawdown`], which is already negated
internally so that a lower drawdown yields a higher score).
### `pub struct ComparisonReport { pub rows: Vec<ComparisonRow>, pub metric: OptimizeMetric }`
Ranked comparison of multiple backtest results produced by
[`BacktestComparison::ranked_by`].
### `pub struct ComparisonRow { pub label: String, pub strategy_name: String, pub symbol: String, pub total_return_pct: f64, pub annualized_return_pct: f64, pub sharpe_ratio: f64, pub sortino_ratio: f64, pub calmar_ratio: f64, pub max_drawdown_pct: f64, pub win_rate: f64, pub profit_factor: f64, pub total_trades: usize, pub kelly_criterion: f64, pub sqn: f64, pub expectancy: f64, pub omega_ratio: f64, pub time_in_market_pct: f64, pub rank_score: f64, pub rank: usize }`
A single row in the comparison table — one strategy's key metrics.
### `pub struct Above<R: IndicatorRef> { }`
### `pub struct AboveRef<R1: IndicatorRef, R2: IndicatorRef> { }`
### `pub struct All<C: Condition> { }`
### `pub struct And<C1: Condition, C2: Condition> { }`
### `pub struct Any<C: Condition> { }`
### `pub struct Below<R: IndicatorRef> { }`
### `pub struct BelowRef<R1: IndicatorRef, R2: IndicatorRef> { }`
### `pub struct Between<R: IndicatorRef> { }`
### `pub trait Condition: Clone + Send + Sync + 'static`
A condition that can be evaluated on each candle.
Conditions are the building blocks of trading strategies.
They can be combined using `and()`, `or()`, and `not()` operations.
#### Example
```ignore
use finance_query::backtesting::condition::Condition;
fn my_custom_condition(ctx: &StrategyContext) -> bool {
// Custom logic here
true
}
```
### `pub struct ConditionBuilder<C: Condition> { }`
### `pub struct ConstantCondition(bool)`
A condition that always returns the same value.
Useful for testing or as a placeholder.
### `pub struct CrossesAbove<R: IndicatorRef> { }`
### `pub struct CrossesAboveRef<R1: IndicatorRef, R2: IndicatorRef> { }`
### `pub struct CrossesBelow<R: IndicatorRef> { }`
### `pub struct CrossesBelowRef<R1: IndicatorRef, R2: IndicatorRef> { }`
### `pub struct Equals<R: IndicatorRef> { }`
### `pub struct HasPosition`
### `pub struct HeldForBars { pub min_bars: usize }`
### `pub struct HtfIndicatorSpec { pub interval: Interval, pub htf_key: String, pub base_key: String, pub indicator: Indicator, pub utc_offset_secs: i64 }`
Describes an indicator that must be pre-computed on a resampled (HTF) candle series.
Returned by [`Condition::htf_requirements`] and processed by the engine to build
stretched arrays stored in `StrategyContext::indicators` under `htf_key`.
### `pub struct InLoss`
### `pub struct InProfit`
### `pub struct IsLong`
### `pub struct IsShort`
### `pub struct NoPosition`
### `pub struct Not<C: Condition> { }`
### `pub struct Or<C1: Condition, C2: Condition> { }`
### `pub struct StopLoss { pub pct: f64 }`
### `pub struct TakeProfit { pub pct: f64 }`
### `pub struct TrailingStop { pub trail_pct: f64 }`
### `pub struct TrailingTakeProfit { pub trail_pct: f64 }`
### `pub fn always_false() -> ConstantCondition`
Convenience function to create a condition that always returns false.
**Measured:** 248425 instructions/iter, 19439ns median, 6 allocs/iter
### `pub fn always_true() -> ConstantCondition`
Convenience function to create a condition that always returns true.
**Measured:** 4328542 instructions/iter, 427869ns median, 4045 allocs/iter
### `pub struct Above<R: IndicatorRef> { }`
Condition: indicator is above a threshold.
### `pub struct AboveRef<R1: IndicatorRef, R2: IndicatorRef> { }`
Condition: indicator is above another indicator.
### `pub struct Below<R: IndicatorRef> { }`
Condition: indicator is below a threshold.
### `pub struct BelowRef<R1: IndicatorRef, R2: IndicatorRef> { }`
Condition: indicator is below another indicator.
### `pub struct Between<R: IndicatorRef> { }`
Condition: indicator is between two thresholds.
True when `low < value < high`.
### `pub struct CrossesAbove<R: IndicatorRef> { }`
Condition: indicator crosses above a threshold.
True when the previous value was **at or below** the threshold (`prev <=
threshold`) and the current value is **strictly above** it (`curr >
threshold`). The inclusive previous-bar test prevents missing a crossover
when the value touches the threshold exactly before rising.
### `pub struct CrossesAboveRef<R1: IndicatorRef, R2: IndicatorRef> { }`
Condition: indicator crosses above another indicator.
True when the fast indicator was **at or below** the slow indicator on the
previous bar (`prev_fast <= prev_slow`) and is **strictly above** it on the
current bar (`curr_fast > curr_slow`).
#### Inclusive Previous Bar
The previous-bar test is inclusive (`<=`). This means the crossover fires
even if fast == slow on the prior bar, treating that touch as "not yet
crossed". This is the most common convention in technical analysis and
avoids missing a crossover when the lines converge exactly.
### `pub struct CrossesBelow<R: IndicatorRef> { }`
Condition: indicator crosses below a threshold.
True when the previous value was **at or above** the threshold (`prev >=
threshold`) and the current value is **strictly below** it (`curr <
threshold`). The inclusive previous-bar test prevents missing a crossover
when the value touches the threshold exactly before falling.
### `pub struct CrossesBelowRef<R1: IndicatorRef, R2: IndicatorRef> { }`
Condition: indicator crosses below another indicator.
True when the fast indicator was **at or above** the slow indicator on the
previous bar (`prev_fast >= prev_slow`) and is **strictly below** it on the
current bar (`curr_fast < curr_slow`).
#### Inclusive Previous Bar
The previous-bar test is inclusive (`>=`). See [`CrossesAboveRef`] for
rationale.
### `pub struct Equals<R: IndicatorRef> { }`
Condition: indicator equals a value (within tolerance).
### `pub struct All<C: Condition> { }`
A condition that evaluates to true when ALL inner conditions are true.
### `pub struct And<C1: Condition, C2: Condition> { }`
Condition: both conditions must be true (AND logic).
### `pub struct Any<C: Condition> { }`
A condition that evaluates to true when ANY inner condition is true.
### `pub struct ConditionBuilder<C: Condition> { }`
Builder for creating complex multi-condition combinations.
#### Example
```ignore
use finance_query::backtesting::condition::*;
use finance_query::backtesting::refs::*;
let conditions = ConditionBuilder::new()
.with_condition(rsi(14).below(30.0))
.with_condition(price().above_ref(sma(200)))
.with_condition(adx(14).above(25.0))
.all(); // All conditions must be true
// Or use any() for OR logic
let exit = ConditionBuilder::new()
.with_condition(rsi(14).above(70.0))
.with_condition(stop_loss(0.05))
.any(); // Any condition can be true
```
### `pub struct Not<C: Condition> { }`
Condition: negation of a condition (NOT logic).
### `pub struct Or<C1: Condition, C2: Condition> { }`
Condition: at least one condition must be true (OR logic).
### `pub fn has_position() -> HasPosition`
**Measured:** 4317549 instructions/iter, 424658ns median, 4045 allocs/iter
### `pub fn held_for_bars(min_bars: usize) -> HeldForBars`
**Measured:** 1509061 instructions/iter, 162713ns median, 1041 allocs/iter
### `pub fn in_loss() -> InLoss`
**Measured:** 4354832 instructions/iter, 432452ns median, 4045 allocs/iter
### `pub fn in_profit() -> InProfit`
**Measured:** 553732 instructions/iter, 49178ns median, 142 allocs/iter
### `pub fn is_long() -> IsLong`
**Measured:** 4312789 instructions/iter, 425943ns median, 4045 allocs/iter
### `pub fn is_short() -> IsShort`
**Measured:** 396632 instructions/iter, 34850ns median, 13 allocs/iter
### `pub fn no_position() -> NoPosition`
**Measured:** 396632 instructions/iter, 34846ns median, 13 allocs/iter
### `pub fn stop_loss(pct: f64) -> StopLoss`
**Measured:** 451899 instructions/iter, 42488ns median, 24 allocs/iter
### `pub fn take_profit(pct: f64) -> TakeProfit`
**Measured:** 438554 instructions/iter, 40503ns median, 13 allocs/iter
### `pub struct HasPosition`
Condition: check if we have any position.
### `pub struct HeldForBars { pub min_bars: usize }`
Condition: position has been held for at least N bars.
### `pub struct InLoss`
Condition: position P/L is negative (in loss).
### `pub struct InProfit`
Condition: position P/L is positive (in profit).
### `pub struct IsLong`
Condition: check if we have a long position.
### `pub struct IsShort`
Condition: check if we have a short position.
### `pub struct NoPosition`
Condition: check if we have no position.
### `pub struct StopLoss { pub pct: f64 }`
Condition: position P/L is at or below the stop-loss threshold.
#### Execution Model
This condition evaluates at **bar close**: it fires when the closing price
implies a loss ≥ `pct`. The resulting exit signal is deferred to the **next
bar's open** (identical to all strategy-signal exits).
For intrabar detection (fill same bar at `min(open, stop_level)`), use
[`BacktestConfig::stop_loss_pct`](crate::backtesting::BacktestConfig::stop_loss_pct)
instead. A −10% intraday move that closes
at −3% will be caught by the config field but missed by this condition.
#### Example
```ignore
use finance_query::backtesting::condition::*;
let exit = stop_loss(0.05); // Exit if loss >= 5% at bar close
```
### `pub struct TakeProfit { pub pct: f64 }`
Condition: position P/L is at or above the take-profit threshold.
#### Execution Model
This condition evaluates at **bar close**: it fires when the closing price
implies a gain ≥ `pct`. The resulting exit signal is deferred to the **next
bar's open** (identical to all strategy-signal exits).
For intrabar detection (fill same bar at `max(open, target_level)`), use
[`BacktestConfig::take_profit_pct`](crate::backtesting::BacktestConfig::take_profit_pct) instead.
#### Example
```ignore
use finance_query::backtesting::condition::*;
let exit = take_profit(0.10); // Exit if gain >= 10% at bar close
```
### `pub struct TrailingStop { pub trail_pct: f64 }`
Condition: trailing stop triggered when price retraces from peak/trough.
For long positions: tracks the highest price since entry and triggers
when price falls by `trail_pct` from that high.
For short positions: tracks the lowest price since entry and triggers
when price rises by `trail_pct` from that low.
#### Execution Model
The peak/trough is computed from bar **highs/lows** since entry, but the
trigger test uses the **bar close**. The exit signal is deferred to the
**next bar's open** (identical to all strategy-signal exits).
For intrabar enforcement, use [`BacktestConfig::trailing_stop_pct`](crate::backtesting::BacktestConfig::trailing_stop_pct) instead,
which fills on the same bar when the trailing level is breached intraday.
#### Example
```ignore
use finance_query::backtesting::condition::*;
// Exit if price drops 3% from highest point since entry
let exit = trailing_stop(0.03);
```
### `pub struct TrailingTakeProfit { pub trail_pct: f64 }`
Condition: trailing take-profit triggered when profit retraces from peak.
For long positions: tracks the highest profit since entry and triggers
when profit falls by `trail_pct` from that peak profit.
For short positions: tracks the highest profit since entry and triggers
when profit falls by `trail_pct` from that peak profit.
This is useful for locking in gains - it only triggers after you've been
in profit and then profit starts declining.
#### Example
```ignore
use finance_query::backtesting::condition::*;
// Exit if profit drops 2% from highest profit achieved
let exit = trailing_take_profit(0.02);
```
### `pub fn has_position() -> HasPosition`
Create a condition that checks if we have any position.
### `pub fn held_for_bars(min_bars: usize) -> HeldForBars`
Create a condition that checks if position has been held for at least N bars.
### `pub fn in_loss() -> InLoss`
Create a condition that checks if position is at a loss.
### `pub fn in_profit() -> InProfit`
Create a condition that checks if position is profitable.
### `pub fn is_long() -> IsLong`
Create a condition that checks if we have a long position.
### `pub fn is_short() -> IsShort`
Create a condition that checks if we have a short position.
### `pub fn no_position() -> NoPosition`
Create a condition that checks if we have no position.
### `pub fn stop_loss(pct: f64) -> StopLoss`
Create a stop-loss condition.
#### Example
```ignore
use finance_query::backtesting::condition::*;
let exit = rsi(14).above(70.0).or(stop_loss(0.05));
```
### `pub fn take_profit(pct: f64) -> TakeProfit`
Create a take-profit condition.
#### Example
```ignore
use finance_query::backtesting::condition::*;
let exit = rsi(14).above(70.0).or(take_profit(0.15));
```
### `pub fn trailing_stop(trail_pct: f64) -> TrailingStop`
Create a trailing stop condition.
The trailing stop tracks the best price (highest for longs, lowest for shorts)
since position entry and triggers when price retraces by the specified percentage.
#### Example
```ignore
use finance_query::backtesting::condition::*;
// Exit if price drops 3% from the highest point since entry
let exit = trailing_stop(0.03);
```
### `pub fn trailing_take_profit(trail_pct: f64) -> TrailingTakeProfit`
Create a trailing take-profit condition.
This condition tracks the peak profit since entry and triggers when
profit drops by the specified percentage from that peak. It only triggers
after the position has been in profit.
#### Example
```ignore
use finance_query::backtesting::condition::*;
// Exit if profit drops 2% from peak profit
let exit = trailing_take_profit(0.02);
```
### `pub fn trailing_stop(trail_pct: f64) -> TrailingStop`
**Measured:** 586825 instructions/iter, 52332ns median, 92 allocs/iter
### `pub fn trailing_take_profit(trail_pct: f64) -> TrailingTakeProfit`
**Measured:** 595922 instructions/iter, 54258ns median, 72 allocs/iter
### `pub struct BacktestConfig { pub initial_capital: f64, pub commission: f64, pub commission_pct: f64, pub slippage_pct: f64, pub position_size_pct: f64, pub max_positions: Option<usize>, pub allow_short: bool, pub min_signal_strength: f64, pub stop_loss_pct: Option<f64>, pub take_profit_pct: Option<f64>, pub close_at_end: bool, pub risk_free_rate: f64, pub trailing_stop_pct: Option<f64>, pub reinvest_dividends: bool, pub bars_per_year: f64, pub spread_pct: f64, pub transaction_tax_pct: f64, pub commission_fn: Option<CommissionFn>, pub max_leverage: f64, pub maintenance_margin_pct: f64, pub short_borrow_rate: f64, pub margin_interest_rate: f64, pub position_sizing: PositionSizing }`
Configuration for backtest execution.
Use `BacktestConfig::builder()` to construct with the builder pattern.
#### Example
```
use finance_query::backtesting::BacktestConfig;
let config = BacktestConfig::builder()
.initial_capital(50_000.0)
.commission_pct(0.001)
.slippage_pct(0.0005)
.allow_short(true)
.stop_loss_pct(0.05)
.take_profit_pct(0.10)
.build()
.unwrap();
```
### `pub fn calculate_position_size(&self, available_capital: f64, price: f64) -> f64`
Calculate position size based on available capital.
`price` **must** be the fully-adjusted entry price (after slippage and
spread) so that subsequent fill guards (`entry_value + costs > cash`)
do not over-allocate capital.
When [`commission_fn`](Self::commission_fn) is set the commission component cannot be
analytically solved for, so only spread and transaction-tax fractions
are deducted from the denominator; the fill-rejection guard catches any
remaining over-allocation.
### `pub struct BacktestConfigBuilder { }`
Builder for BacktestConfig
### `pub fn margin_interest_rate(mut self, rate: f64) -> Self`
Set the annual interest rate charged on a debit cash balance.
### `pub struct CommissionFn(Arc<dyn Fn(f64, f64) -> f64 + Send + Sync>)`
A custom commission function: `f(size, price) -> commission_amount`.
When set on [`BacktestConfig`] via [`BacktestConfigBuilder::commission_fn`],
it **replaces** the flat `commission` + percentage `commission_pct` fields.
Use it to model broker-specific fee schedules such as per-share fees with
a minimum, tiered rates, or Robinhood-style zero-commission structures.
#### Example
```
use finance_query::backtesting::BacktestConfig;
// IB-style: $0.005 per share, minimum $1.00 per order
let config = BacktestConfig::builder()
.commission_fn(|size, price| (size * 0.005_f64).max(1.00))
.build()
.unwrap();
```
### `pub enum PositionSizing { FixedFraction, Atr { risk_pct: f64, atr_period: usize, atr_multiple: f64, }, VolatilityTarget { target_vol_pct: f64, lookback: usize, }, FractionalKelly { kelly_fraction: f64, lookback_trades: usize, } }`
How an entry's size is derived from available equity.
Every scheme targets a fraction of equity clamped to the risk budget
([`BacktestConfig::position_size_pct`], raised by
[`BacktestConfig::max_leverage`] when levered), and falls back to that budget
when its inputs are unavailable.
Scale-in signals carry an explicit fraction of their own and are not sized
by the active scheme.
### `pub struct SizingContext { pub atr: Option<f64>, pub recent_volatility: Option<f64>, pub win_rate: Option<f64>, pub payoff_ratio: Option<f64> }`
Market and trade-history inputs a [`PositionSizing`] scheme reads at entry.
A `None` field means the engine had no value to supply, and the scheme falls
back to [`BacktestConfig::position_size_pct`].
### `pub struct BacktestEngine { }`
Backtest execution engine.
Handles indicator pre-computation, position management, and trade execution.
### `pub fn run_with_dividends<S: Strategy>( &self, symbol: &str, candles: &[Candle], strategy: S, dividends: &[Dividend], ) -> Result<BacktestResult>`
Run a backtest and credit dividend income for any dividends paid while a
position is open.
`dividends` should be sorted by timestamp (ascending). The engine credits
each dividend whose ex-date falls on or before the current candle bar.
When [`BacktestConfig::reinvest_dividends`] is `true`, the income is also
used to notionally purchase additional shares at the ex-date close price.
### `pub enum BacktestError { InvalidParameter { param: String, reason: String, }, InsufficientData { need: usize, got: usize, }, StrategyError(String), IndicatorError(#[from] crate::indicators::IndicatorError), ChartError(String), PositionError(String) }`
Backtest-specific errors
### `pub type Result<T> = std::result::Result<T, BacktestError>`
Result type for backtest operations
### `pub struct MonteCarloConfig { pub num_simulations: usize, pub seed: Option<u64>, pub method: MonteCarloMethod }`
Configuration for Monte Carlo simulation.
### `pub enum MonteCarloMethod { IidShuffle, BlockBootstrap { block_size: usize, }, StationaryBootstrap { mean_block_size: usize, }, Parametric }`
Resampling method used for Monte Carlo simulation.
Each method makes different assumptions about trade return structure.
Choose based on your strategy's autocorrelation characteristics.
### `pub struct MonteCarloResult { pub num_simulations: usize, pub method: MonteCarloMethod, pub total_return: PercentileStats, pub max_drawdown: PercentileStats, pub sharpe_ratio: PercentileStats, pub profit_factor: PercentileStats }`
Results of the Monte Carlo simulation.
Each field gives the distribution of that metric across all simulations.
### `pub struct PercentileStats { pub p5: f64, pub p25: f64, pub p50: f64, pub p75: f64, pub p95: f64, pub mean: f64 }`
Percentile summary over the Monte Carlo simulations for a single metric.
### `pub struct BayesianSearch { }`
### `pub struct GridSearch { }`
### `pub struct OptimizationReport { pub strategy_name: String, pub total_combinations: usize, pub results: Vec<OptimizationResult>, pub best: OptimizationResult, pub skipped_errors: usize, pub convergence_curve: Vec<f64>, pub n_evaluations: usize }`
Optimisation report returned by both [`GridSearch`] and [`BayesianSearch`].
#### Overfitting Warning
All metrics are **in-sample** — the same candle data used to optimise the
parameters is used to score them. In-sample results almost always overstate
real-world performance.
**Always validate best parameters on unseen data** — use [`WalkForwardConfig`](super::walk_forward::WalkForwardConfig)
for an unbiased out-of-sample estimate, or reserve a held-out test period.
### `pub struct OptimizationResult { pub params: HashMap<String, ParamValue>, pub result: BacktestResult }`
Result of a single parameter set evaluation.
### `pub enum OptimizeMetric { TotalReturn, SharpeRatio, SortinoRatio, CalmarRatio, ProfitFactor, WinRate, MinDrawdown, OmegaRatio, Expectancy }`
Which performance metric to optimise for.
All metrics are maximised internally; [`MinDrawdown`](OptimizeMetric::MinDrawdown) is negated so that
a smaller drawdown produces a higher score.
### `pub enum ParamRange { IntRange { start: i64, end: i64, step: i64, }, FloatRange { start: f64, end: f64, step: f64, }, Values(Vec<ParamValue>) }`
Defines the search space for a single strategy parameter.
| Constructor | Compatible with | Typical use |
|-------------|-----------------|-------------|
| [`int_range(start, end, step)`](ParamRange::int_range) | GridSearch + BayesianSearch | Integer period with explicit grid step |
| [`float_range(start, end, step)`](ParamRange::float_range) | GridSearch + BayesianSearch | Float multiplier with explicit grid step |
| [`int_bounds(start, end)`](ParamRange::int_bounds) | GridSearch (step=1) + BayesianSearch | Integer period, let Bayesian sample freely |
| [`float_bounds(start, end)`](ParamRange::float_bounds) | **BayesianSearch only** | Continuous float range |
| [`Values(vec)`](ParamRange::Values) | GridSearch + BayesianSearch | Explicit list of values |
### `pub fn float_bounds(start: f64, end: f64) -> Self`
Continuous float bounds — **[`BayesianSearch`] only**.
A step of `0.0` intentionally makes [`GridSearch`] return an error, giving
a clear signal when the wrong optimiser is used with this range type.
### `pub fn float_range(start: f64, end: f64, step: f64) -> Self`
Stepped float range — compatible with both [`GridSearch`] and [`BayesianSearch`].
### `pub fn int_bounds(start: i64, end: i64) -> Self`
Continuous integer bounds for [`BayesianSearch`].
Equivalent to `int_range(start, end, 1)`. Also usable with [`GridSearch`]
(enumerates every integer in `[start, end]`), but prefer `int_range` with a
wider step when the grid would be very large.
### `pub fn int_range(start: i64, end: i64, step: i64) -> Self`
Stepped integer range — compatible with both [`GridSearch`] and [`BayesianSearch`].
### `pub enum ParamValue { Int(i64), Float(f64) }`
A single parameter value — either an integer period or a float multiplier.
### `pub struct ParetoPoint { pub params: HashMap<String, ParamValue>, pub result: BacktestResult, pub scores: Vec<f64> }`
### `pub struct ParetoReport { pub strategy_name: String, pub objectives: Vec<OptimizeMetric>, pub front: Vec<ParetoPoint>, pub total_evaluated: usize, pub dominated_count: usize, pub non_finite_count: usize }`
### `pub struct BayesianSearch { }`
Sequential model-based (Bayesian) parameter optimiser.
Finds near-optimal strategy parameters in a fraction of the evaluations
required by exhaustive [`GridSearch`](super::grid::GridSearch), making it practical for
high-dimensional spaces or continuous float ranges.
Returns the same [`OptimizationReport`] as [`GridSearch`](super::grid::GridSearch), so the two are
drop-in interchangeable and both work with [`WalkForwardConfig`](super::super::walk_forward::WalkForwardConfig).
#### Overfitting Warning
Results are **in-sample only**. Follow up with [`WalkForwardConfig`](super::super::walk_forward::WalkForwardConfig) or a
held-out test window to obtain an unbiased out-of-sample estimate.
### `pub struct GridSearch { }`
Exhaustive grid-search optimiser for backtesting strategy parameters.
Evaluates every combination of the supplied parameter ranges in parallel.
Use [`BayesianSearch`](super::BayesianSearch) instead when the cartesian product would exceed
a few thousand combinations or when float ranges without a step are needed.
#### Overfitting Warning
Results are **in-sample only**. Follow up with [`WalkForwardConfig`](super::super::walk_forward::WalkForwardConfig) or a
held-out test window to obtain an unbiased out-of-sample estimate.
### `pub fn run<S, F>( &self, symbol: &str, candles: &[Candle], config: &BacktestConfig, factory: F, ) -> Result<OptimizationReport> where S: Strategy + Send, F: Fn(&HashMap<String, ParamValue>) -> S + Send + Sync,`
Run the grid search.
`symbol` is used only for labelling in the returned results.
`factory` receives the current parameter map and returns a strategy
instance. Combinations that exceed the strategy's warmup period are
silently skipped.
Returns an error when the grid is empty or all combinations were skipped.
### `pub struct ParetoPoint { pub params: HashMap<String, ParamValue>, pub result: BacktestResult, pub scores: Vec<f64> }`
One non-dominated parameter set and its score on each objective.
### `pub struct ParetoReport { pub strategy_name: String, pub objectives: Vec<OptimizeMetric>, pub front: Vec<ParetoPoint>, pub total_evaluated: usize, pub dominated_count: usize, pub non_finite_count: usize }`
The Pareto front of a multi-objective search.
`total_evaluated == front.len() + dominated_count + non_finite_count`.
### `pub struct AllocationSnapshot { pub timestamp: i64, pub cash: f64, pub positions: HashMap<String, f64> }`
### `pub struct PortfolioConfig { pub base: BacktestConfig, pub max_allocation_per_symbol: Option<f64>, pub max_total_positions: Option<usize>, pub rebalance: RebalanceMode }`
### `pub struct PortfolioEngine { }`
### `pub struct PortfolioResult { pub symbols: HashMap<String, BacktestResult>, pub portfolio_equity_curve: Vec<EquityPoint>, pub portfolio_metrics: PerformanceMetrics, pub initial_capital: f64, pub final_equity: f64, pub allocation_history: Vec<AllocationSnapshot> }`
### `pub enum RebalanceMode { AvailableCapital, EqualWeight, CustomWeights(HashMap<String, f64>) }`
### `pub struct SymbolData { pub symbol: String, pub candles: Vec<Candle>, pub dividends: Vec<Dividend> }`
### `pub struct PortfolioConfig { pub base: BacktestConfig, pub max_allocation_per_symbol: Option<f64>, pub max_total_positions: Option<usize>, pub rebalance: RebalanceMode }`
Configuration for multi-symbol portfolio backtesting.
### `pub enum RebalanceMode { AvailableCapital, EqualWeight, CustomWeights(HashMap<String, f64>) }`
Controls how capital is divided among symbols when opening new positions.
### `pub struct PortfolioEngine { }`
Multi-symbol portfolio backtesting engine.
Runs all symbols on a shared capital pool, applying the configured
allocation strategy and position constraints simultaneously.
### `pub struct SymbolData { pub symbol: String, pub candles: Vec<Candle>, pub dividends: Vec<Dividend> }`
Input data for a single symbol in the portfolio backtest.
### `pub struct AllocationSnapshot { pub timestamp: i64, pub cash: f64, pub positions: HashMap<String, f64> }`
Snapshot of capital allocation at a single point in time.
### `pub struct PortfolioResult { pub symbols: HashMap<String, BacktestResult>, pub portfolio_equity_curve: Vec<EquityPoint>, pub portfolio_metrics: PerformanceMetrics, pub initial_capital: f64, pub final_equity: f64, pub allocation_history: Vec<AllocationSnapshot> }`
Results of a multi-symbol portfolio backtest.
### `pub struct Position { pub side: PositionSide, pub entry_timestamp: i64, pub entry_price: f64, pub quantity: f64, pub entry_quantity: f64, pub entry_commission: f64, pub entry_transaction_tax: f64, pub entry_signal: Signal, pub dividend_income: f64, pub unreinvested_dividends: f64, pub scale_in_count: usize, pub partial_close_count: usize, pub bracket_stop_loss_pct: Option<f64>, pub bracket_take_profit_pct: Option<f64>, pub bracket_trailing_stop_pct: Option<f64>, pub financing_cost_accrued: f64 }`
An open position
### `pub fn close( self, exit_timestamp: i64, exit_price: f64, exit_commission: f64, exit_signal: Signal, ) -> Trade`
Close this position and create a Trade.
`dividend_income` accumulated during the hold is added to P&L and
preserved on the returned `Trade` for reporting purposes.
### `pub fn partial_close( &mut self, fraction: f64, exit_ts: i64, exit_price: f64, commission: f64, exit_tax: f64, signal: Signal, ) -> Trade`
Partially close this position and return a completed [`Trade`].
Closes `fraction` of the current position quantity, allocating a
proportional share of accumulated entry costs and dividend income to the
trade P&L. The remaining position stays open with reduced quantity,
dividend balances, and entry cost bases.
[`Trade::is_partial`] is `true` for all trades returned by this method.
For a full close prefer [`Position::close`](crate::backtesting::Position::close)
(or the crate-internal `close_with_tax` for tax-aware exits), which sets
`is_partial = false`. The engine's `scale_out_position` delegates
`fraction >= 1.0` to `close_position` for exactly this reason.
The caller is responsible for updating cash from the returned trade's
exit proceeds.
#### Arguments
* `fraction` – Portion of current quantity to close (`0.0..=1.0`).
* `exit_ts` – Timestamp of the fill.
* `exit_price` – Adjusted exit price (after slippage/spread).
* `commission` – Exit-side commission for this close.
* `exit_tax` – Exit-side transaction tax for this close.
* `signal` – Signal that triggered the partial exit.
### `pub fn scale_in( &mut self, fill_price: f64, additional_qty: f64, commission: f64, entry_tax: f64, )`
Add shares to this position (pyramid / scale-in).
Updates the weighted-average `entry_price` and `entry_quantity` to reflect
the blended cost basis and increments `scale_in_count`. The caller is
responsible for debiting the entry cost from available cash and for applying
slippage/spread to `fill_price` before calling this method.
#### Arguments
* `fill_price` – Adjusted entry price for the new shares.
* `additional_qty` – Number of shares to add. No-op if `<= 0.0`.
* `commission` – Commission paid for this add (already applied to cash).
* `entry_tax` – Transaction tax for this add (already applied to cash).
### `pub enum PositionSide { Long, Short }`
Position direction
### `pub struct Trade { pub side: PositionSide, pub entry_timestamp: i64, pub exit_timestamp: i64, pub entry_price: f64, pub exit_price: f64, pub quantity: f64, pub entry_quantity: f64, pub commission: f64, pub transaction_tax: f64, pub pnl: f64, pub return_pct: f64, pub dividend_income: f64, pub unreinvested_dividends: f64, pub financing_cost: f64, pub entry_signal: Signal, pub exit_signal: Signal, pub tags: Vec<String>, pub is_partial: bool, pub scale_sequence: usize }`
A completed trade (closed position)
### `pub struct AccumulationDistributionRef`
### `pub struct AdxRef { pub period: usize }`
### `pub struct AlmaConfig { pub period: usize, pub offset: f64, pub sigma: f64 }`
### `pub struct AlmaRef { pub period: usize, pub offset: f64, pub sigma: f64 }`
### `pub struct AroonConfig { pub period: usize }`
### `pub struct AroonDownRef { pub period: usize }`
### `pub struct AroonUpRef { pub period: usize }`
### `pub struct AtrRef { pub period: usize }`
### `pub struct AwesomeOscillatorRef { pub fast: usize, pub slow: usize }`
### `pub struct BalanceOfPowerRef { pub period: Option<usize> }`
### `pub struct BearPowerRef { pub period: usize }`
### `pub struct BollingerConfig { pub period: usize, pub std_dev: f64 }`
### `pub struct BollingerLowerRef { pub period: usize, pub std_dev: f64 }`
### `pub struct BollingerMiddleRef { pub period: usize, pub std_dev: f64 }`
### `pub struct BollingerUpperRef { pub period: usize, pub std_dev: f64 }`
### `pub struct BullPowerRef { pub period: usize }`
### `pub struct CandleBody`
### `pub struct CandleRange`
### `pub struct CciRef { pub period: usize }`
### `pub struct ChaikinOscillatorRef`
### `pub struct ChoppinessIndexRef { pub period: usize }`
### `pub struct ClosePrice`
### `pub struct CmfRef { pub period: usize }`
### `pub struct CmoRef { pub period: usize }`
### `pub struct CoppockCurveRef { pub wma_period: usize, pub long_roc: usize, pub short_roc: usize }`
### `pub struct DemaRef { pub period: usize }`
### `pub struct DonchianConfig { pub period: usize }`
### `pub struct DonchianLowerRef { pub period: usize }`
### `pub struct DonchianMiddleRef { pub period: usize }`
### `pub struct DonchianUpperRef { pub period: usize }`
### `pub struct ElderBearPowerRef { pub period: usize }`
### `pub struct ElderBullPowerRef { pub period: usize }`
### `pub struct EmaRef { pub period: usize }`
### `pub struct GapPct`
### `pub struct HighPrice`
### `pub struct HmaRef { pub period: usize }`
### `pub struct HtfCondition<C: Condition> { }`
### `pub struct IchimokuBaseRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub struct IchimokuConfig { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub struct IchimokuConversionRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub struct IchimokuLaggingRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub struct IchimokuLeadingARef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub struct IchimokuLeadingBRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
### `pub trait IndicatorRef: Clone + Send + Sync + 'static`
A reference to a value that can be compared in conditions.
This is the building block for creating conditions. Each indicator
reference knows:
- Its unique key for storing computed values
- What indicators it requires
- How to retrieve its value from the strategy context
#### Implementing Custom References
```ignore
use finance_query::backtesting::refs::IndicatorRef;
#[derive(Clone)]
struct MyCustomRef {
period: usize,
}
impl IndicatorRef for MyCustomRef {
fn key(&self) -> &str {
"my_custom_14" // pre-computed at construction time
}
fn required_indicators(&self) -> Vec<(String, Indicator)> {
vec![(self.key().to_string(), Indicator::Sma(self.period))]
}
fn value(&self, ctx: &StrategyContext) -> Option<f64> {
ctx.indicator(self.key())
}
fn prev_value(&self, ctx: &StrategyContext) -> Option<f64> {
ctx.indicator_prev(self.key())
}
}
```
### `pub trait IndicatorRefExt: IndicatorRef + Sized`
Extension trait that adds condition-building methods to all indicator references.
This trait provides a fluent API for building conditions from indicator values.
It is automatically implemented for all types that implement `IndicatorRef`.
#### Example
```ignore
use finance_query::backtesting::refs::*;
// All these methods are available on any IndicatorRef
let cond1 = rsi(14).above(70.0);
let cond2 = rsi(14).below(30.0);
let cond3 = rsi(14).crosses_above(30.0);
let cond4 = rsi(14).crosses_below(70.0);
let cond5 = rsi(14).between(30.0, 70.0);
let cond6 = sma(10).above_ref(sma(20));
let cond7 = sma(10).crosses_above_ref(sma(20));
```
### `pub struct IsBearish`
### `pub struct IsBullish`
### `pub struct KeltnerConfig { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
### `pub struct KeltnerLowerRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
### `pub struct KeltnerMiddleRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
### `pub struct KeltnerUpperRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
### `pub struct LowPrice`
### `pub struct MacdConfig { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct MacdHistogramRef { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct MacdLineRef { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct MacdSignalRef { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct McginleyDynamicRef { pub period: usize }`
### `pub struct MedianPrice`
### `pub struct MfiRef { pub period: usize }`
### `pub struct MomentumRef { pub period: usize }`
### `pub struct ObvRef`
### `pub struct OpenPrice`
### `pub struct ParabolicSarConfig { pub step: f64, pub max: f64 }`
### `pub struct ParabolicSarRef { pub step: f64, pub max: f64 }`
### `pub struct PriceChangePct`
### `pub struct RelativeVolume { pub period: usize }`
### `pub struct RocRef { pub period: usize }`
### `pub struct RsiRef { pub period: usize }`
### `pub struct SmaRef { pub period: usize }`
### `pub struct StochasticConfig { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
### `pub struct StochasticDRef { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
### `pub struct StochasticKRef { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
### `pub struct StochasticRsiConfig { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
### `pub struct StochasticRsiDRef { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
### `pub struct StochasticRsiRef { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
### `pub struct SupertrendConfig { pub period: usize, pub multiplier: f64 }`
### `pub struct SupertrendUptrendRef { pub period: usize, pub multiplier: f64 }`
### `pub struct SupertrendValueRef { pub period: usize, pub multiplier: f64 }`
### `pub struct TemaRef { pub period: usize }`
### `pub struct TrueRangeRef`
### `pub struct TypicalPrice`
### `pub struct VolumeRef`
### `pub struct VwapRef`
### `pub struct VwmaRef { pub period: usize }`
### `pub struct WilliamsRRef { pub period: usize }`
### `pub struct WmaRef { pub period: usize }`
### `pub fn accumulation_distribution() -> AccumulationDistributionRef`
**Measured:** 569200 instructions/iter, 51392ns median, 23 allocs/iter
### `pub fn adx(period: usize) -> AdxRef`
**Measured:** 5303321 instructions/iter, 528624ns median, 4930 allocs/iter
### `pub fn alma(period: usize, offset: f64, sigma: f64) -> AlmaRef`
**Measured:** 5892195 instructions/iter, 562921ns median, 5019 allocs/iter
### `pub fn aroon(period: usize) -> AroonConfig`
**Measured:** 5646577 instructions/iter, 523842ns median, 4950 allocs/iter
### `pub fn atr(period: usize) -> AtrRef`
**Measured:** 5540288 instructions/iter, 529623ns median, 4996 allocs/iter
### `pub fn awesome_oscillator(fast: usize, slow: usize) -> AwesomeOscillatorRef`
**Measured:** 3084773 instructions/iter, 324492ns median, 2636 allocs/iter
### `pub fn balance_of_power(period: Option<usize>) -> BalanceOfPowerRef`
**Measured:** 574518 instructions/iter, 49723ns median, 25 allocs/iter
### `pub fn bear_power(period: usize) -> BearPowerRef`
**Measured:** 1535967 instructions/iter, 145146ns median, 806 allocs/iter
### `pub fn bollinger(period: usize, std_dev: f64) -> BollingerConfig`
**Measured:** 6095689 instructions/iter, 561729ns median, 4968 allocs/iter
### `pub fn bull_power(period: usize) -> BullPowerRef`
**Measured:** 5296640 instructions/iter, 500552ns median, 4238 allocs/iter
### `pub fn candle_body() -> CandleBody`
**Measured:** 252407 instructions/iter, 19749ns median, 6 allocs/iter
### `pub fn candle_range() -> CandleRange`
**Measured:** 5160149 instructions/iter, 493579ns median, 5043 allocs/iter
### `pub fn cci(period: usize) -> CciRef`
**Measured:** 3250756 instructions/iter, 315602ns median, 2605 allocs/iter
### `pub fn chaikin_oscillator() -> ChaikinOscillatorRef`
**Measured:** 643692 instructions/iter, 66288ns median, 26 allocs/iter
### `pub fn choppiness_index(period: usize) -> ChoppinessIndexRef`
**Measured:** 5810247 instructions/iter, 547940ns median, 5002 allocs/iter
### `pub fn close() -> ClosePrice`
**Measured:** 5184975 instructions/iter, 505231ns median, 5043 allocs/iter
### `pub fn cmf(period: usize) -> CmfRef`
**Measured:** 584657 instructions/iter, 50597ns median, 25 allocs/iter
### `pub fn cmo(period: usize) -> CmoRef`
**Measured:** 3077572 instructions/iter, 300438ns median, 2598 allocs/iter
### `pub fn coppock_curve(wma_period: usize, long_roc: usize, short_roc: usize) -> CoppockCurveRef`
**Measured:** 3336766 instructions/iter, 316866ns median, 2559 allocs/iter
### `pub fn dema(period: usize) -> DemaRef`
**Measured:** 5489782 instructions/iter, 539925ns median, 4875 allocs/iter
### `pub fn donchian(period: usize) -> DonchianConfig`
**Measured:** 5991142 instructions/iter, 573177ns median, 4976 allocs/iter
### `pub fn elder_bear_power(period: usize) -> ElderBearPowerRef`
**Measured:** 1534663 instructions/iter, 144826ns median, 806 allocs/iter
### `pub fn elder_bull_power(period: usize) -> ElderBullPowerRef`
**Measured:** 5208960 instructions/iter, 508550ns median, 4238 allocs/iter
### `pub fn ema(period: usize) -> EmaRef`
**Measured:** 5391691 instructions/iter, 529900ns median, 4963 allocs/iter
### `pub fn gap_pct() -> GapPct`
**Measured:** 2493054 instructions/iter, 263917ns median, 2489 allocs/iter
### `pub fn high() -> HighPrice`
**Measured:** 5185933 instructions/iter, 497917ns median, 5043 allocs/iter
### `pub fn hma(period: usize) -> HmaRef`
**Measured:** 5398160 instructions/iter, 537898ns median, 4957 allocs/iter
### `pub fn htf<C: Condition>(interval: Interval, cond: C) -> HtfCondition<C>`
**Measured:** 6523089 instructions/iter, 626255ns median, 7039 allocs/iter
### `pub struct HtfCondition<C: Condition> { }`
A condition that evaluates its inner condition on a resampled HTF candle series.
Created by [`htf()`] (UTC-aligned) or [`htf_region()`] (exchange-local calendar).
### `pub fn htf<C: Condition>(interval: Interval, cond: C) -> HtfCondition<C>`
Wrap a condition to be evaluated on a higher-timeframe candle series.
Bucket boundaries are UTC-aligned (offset = 0). For non-UTC exchanges use
[`htf_region()`] instead.
#### Arguments
* `interval` – Target higher timeframe (e.g. `Interval::OneWeek`)
* `cond` – Any condition to evaluate on the HTF candles
#### Example
```ignore
use finance_query::backtesting::refs::*;
use finance_query::Interval;
// Entry only when weekly price is above its 20-bar SMA
let weekly_uptrend = htf(Interval::OneWeek, price().above_ref(sma(20)));
let entry = ema(10).crosses_above_ref(ema(30)).and(weekly_uptrend);
```
### `pub fn htf_region<C: Condition>(interval: Interval, region: Region, cond: C) -> HtfCondition<C>`
Wrap a condition to be evaluated on a higher-timeframe candle series,
with bucket boundaries aligned to the exchange's local calendar.
Weekly and monthly boundaries are shifted by `region.utc_offset_secs()` so
that, for example, a Tokyo-listed stock's "Monday" starts at the correct
local midnight rather than UTC midnight.
#### Arguments
* `interval` – Target higher timeframe (e.g. `Interval::OneWeek`)
* `region` – Exchange region used to derive the UTC offset
* `cond` – Any condition to evaluate on the HTF candles
#### Example
```ignore
use finance_query::backtesting::refs::*;
use finance_query::{Interval, Region};
let weekly_trend = htf_region(Interval::OneWeek, Region::Japan, price().above_ref(sma(20)));
```
### `pub fn htf_region<C: Condition>(interval: Interval, region: Region, cond: C) -> HtfCondition<C>`
**Measured:** 6415079 instructions/iter, 619807ns median, 7039 allocs/iter
### `pub fn ichimoku() -> IchimokuConfig`
**Measured:** 6304056 instructions/iter, 604789ns median, 4836 allocs/iter
### `pub struct IchimokuBaseRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Ichimoku Base Line (Kijun-sen) reference.
### `pub struct IchimokuConfig { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Ichimoku Cloud configuration.
### `pub struct IchimokuConversionRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Ichimoku Conversion Line (Tenkan-sen) reference.
### `pub struct IchimokuLaggingRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Chikou Span reference: the close from `lagging` bars ago.
This is the price level the chikou span is compared against at decision
time, not the plot-aligned span itself — that array is stored shifted
forward for charting (slot `j` holds `close[j + lagging]`) and would leak
future closes if read directly at the current bar.
Reads base-timeframe candles directly, so inside an `htf()` wrapper it
still lags by base bars, not HTF bars.
### `pub struct IchimokuLeadingARef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Ichimoku Leading Span A (Senkou Span A) reference.
### `pub struct IchimokuLeadingBRef { pub conversion: usize, pub base: usize, pub lagging: usize, pub displacement: usize }`
Ichimoku Leading Span B (Senkou Span B) reference.
### `pub fn ichimoku() -> IchimokuConfig`
Create an Ichimoku Cloud configuration with default periods (9, 26, 26, 26).
Senkou Span B is not independently configurable here; it is always `2 * base`.
### `pub fn ichimoku_custom( conversion: usize, base: usize, lagging: usize, displacement: usize, ) -> IchimokuConfig`
Create an Ichimoku Cloud configuration with custom periods.
`lagging` is the Chikou Span back-displacement, not a Senkou Span B
period — Senkou Span B is always `2 * base` and is not independently
configurable here.
### `pub fn ichimoku_custom( conversion: usize, base: usize, lagging: usize, displacement: usize, ) -> IchimokuConfig`
**Measured:** 6329068 instructions/iter, 602331ns median, 4836 allocs/iter
### `pub fn is_bearish() -> IsBearish`
**Measured:** 253406 instructions/iter, 19498ns median, 6 allocs/iter
### `pub fn is_bullish() -> IsBullish`
**Measured:** 253406 instructions/iter, 19459ns median, 6 allocs/iter
### `pub fn keltner(period: usize, multiplier: f64, atr_period: usize) -> KeltnerConfig`
**Measured:** 5829939 instructions/iter, 588228ns median, 4972 allocs/iter
### `pub fn low() -> LowPrice`
**Measured:** 5188927 instructions/iter, 494558ns median, 5043 allocs/iter
### `pub fn macd(fast: usize, slow: usize, signal: usize) -> MacdConfig`
**Measured:** 3316295 instructions/iter, 331810ns median, 2541 allocs/iter
### `pub fn mcginley(period: usize) -> McginleyDynamicRef`
**Measured:** 5507025 instructions/iter, 529339ns median, 4963 allocs/iter
### `pub fn median_price() -> MedianPrice`
**Measured:** 5161147 instructions/iter, 492678ns median, 5043 allocs/iter
### `pub fn mfi(period: usize) -> MfiRef`
**Measured:** 5592350 instructions/iter, 531266ns median, 4998 allocs/iter
### `pub fn momentum(period: usize) -> MomentumRef`
**Measured:** 3101455 instructions/iter, 302114ns median, 2552 allocs/iter
### `pub struct AlmaConfig { pub period: usize, pub offset: f64, pub sigma: f64 }`
ALMA (Arnaud Legoux Moving Average) configuration.
### `pub struct AlmaRef { pub period: usize, pub offset: f64, pub sigma: f64 }`
ALMA reference.
### `pub struct DemaRef { pub period: usize }`
Double Exponential Moving Average reference.
### `pub struct EmaRef { pub period: usize }`
Exponential Moving Average reference.
### `pub struct HmaRef { pub period: usize }`
Hull Moving Average reference.
### `pub struct McginleyDynamicRef { pub period: usize }`
McGinley Dynamic indicator reference.
### `pub struct SmaRef { pub period: usize }`
Simple Moving Average reference.
### `pub struct TemaRef { pub period: usize }`
Triple Exponential Moving Average reference.
### `pub struct VwmaRef { pub period: usize }`
Volume Weighted Moving Average reference.
### `pub struct WmaRef { pub period: usize }`
Weighted Moving Average reference.
### `pub fn alma(period: usize, offset: f64, sigma: f64) -> AlmaRef`
Create an ALMA configuration.
### `pub fn dema(period: usize) -> DemaRef`
Create a Double Exponential Moving Average reference.
### `pub fn ema(period: usize) -> EmaRef`
Create an Exponential Moving Average reference.
### `pub fn hma(period: usize) -> HmaRef`
Create a Hull Moving Average reference.
### `pub fn mcginley(period: usize) -> McginleyDynamicRef`
Create a McGinley Dynamic indicator reference.
### `pub fn sma(period: usize) -> SmaRef`
Create a Simple Moving Average reference.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let sma_20 = sma(20);
let golden_cross = sma(50).crosses_above_ref(sma(200));
```
### `pub fn tema(period: usize) -> TemaRef`
Create a Triple Exponential Moving Average reference.
### `pub fn vwma(period: usize) -> VwmaRef`
Create a Volume Weighted Moving Average reference.
### `pub fn wma(period: usize) -> WmaRef`
Create a Weighted Moving Average reference.
### `pub fn obv() -> ObvRef`
**Measured:** 627692 instructions/iter, 59892ns median, 30 allocs/iter
### `pub fn open() -> OpenPrice`
**Measured:** 5185933 instructions/iter, 507204ns median, 5043 allocs/iter
### `pub struct AwesomeOscillatorRef { pub fast: usize, pub slow: usize }`
Awesome Oscillator reference (uses default 5/34 periods).
### `pub struct BalanceOfPowerRef { pub period: Option<usize> }`
Balance of Power reference.
### `pub struct CciRef { pub period: usize }`
Commodity Channel Index reference.
### `pub struct ChaikinOscillatorRef`
Chaikin Oscillator reference.
### `pub struct CmoRef { pub period: usize }`
Chande Momentum Oscillator reference.
### `pub struct CoppockCurveRef { pub wma_period: usize, pub long_roc: usize, pub short_roc: usize }`
Coppock Curve reference.
### `pub struct MfiRef { pub period: usize }`
Money Flow Index reference.
### `pub struct MomentumRef { pub period: usize }`
Momentum indicator reference.
### `pub struct RocRef { pub period: usize }`
Rate of Change reference.
### `pub struct RsiRef { pub period: usize }`
Relative Strength Index reference.
### `pub struct StochasticConfig { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
Stochastic Oscillator configuration.
### `pub struct StochasticDRef { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
Stochastic %D line reference.
### `pub struct StochasticKRef { pub k_period: usize, pub k_slow: usize, pub d_period: usize }`
Stochastic %K line reference.
### `pub struct StochasticRsiConfig { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
Stochastic RSI configuration — entry point for building K or D line refs.
Use [`.k()`](StochasticRsiConfig::k) to reference the smoothed %K line and
[`.d()`](StochasticRsiConfig::d) for the %D signal line. Both resolve
against the same underlying `StochasticRsi` indicator computation, so only
one indicator fetch is registered regardless of which lines you use.
#### Example
```ignore
let srsi = stochastic_rsi(14, 14, 3, 3);
// K crosses above D — a common bullish signal
StrategyBuilder::new("StochRSI K/D Cross")
.entry(srsi.k().crosses_above_ref(srsi.d()))
.exit(srsi.k().crosses_below_ref(srsi.d()))
.build()
```
### `pub fn d(&self) -> StochasticRsiDRef`
Reference to the %D signal line (SMA of %K).
### `pub fn k(&self) -> StochasticRsiRef`
Reference to the smoothed %K line.
### `pub struct StochasticRsiDRef { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
Stochastic RSI %D line reference (SMA of %K).
### `pub struct StochasticRsiRef { pub rsi_period: usize, pub stoch_period: usize, pub k_period: usize, pub d_period: usize }`
Stochastic RSI %K line reference.
### `pub struct WilliamsRRef { pub period: usize }`
Williams %R reference.
### `pub fn awesome_oscillator(fast: usize, slow: usize) -> AwesomeOscillatorRef`
Create an Awesome Oscillator reference.
### `pub fn balance_of_power(period: Option<usize>) -> BalanceOfPowerRef`
Create a Balance of Power reference.
### `pub fn cci(period: usize) -> CciRef`
Create a Commodity Channel Index reference.
### `pub fn chaikin_oscillator() -> ChaikinOscillatorRef`
Create a Chaikin Oscillator reference.
### `pub fn cmo(period: usize) -> CmoRef`
Create a Chande Momentum Oscillator reference.
### `pub fn coppock_curve(wma_period: usize, long_roc: usize, short_roc: usize) -> CoppockCurveRef`
Create a Coppock Curve reference (uses default 10/14/11 periods).
### `pub fn mfi(period: usize) -> MfiRef`
Create a Money Flow Index reference.
### `pub fn momentum(period: usize) -> MomentumRef`
Create a Momentum indicator reference.
### `pub fn roc(period: usize) -> RocRef`
Create a Rate of Change reference.
### `pub fn rsi(period: usize) -> RsiRef`
Create a Relative Strength Index reference.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let oversold = rsi(14).below(30.0);
let overbought = rsi(14).above(70.0);
let exit_oversold = rsi(14).crosses_above(30.0);
```
### `pub fn stochastic(k_period: usize, k_slow: usize, d_period: usize) -> StochasticConfig`
Create a Stochastic Oscillator configuration.
### `pub fn stochastic_rsi( rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, ) -> StochasticRsiConfig`
Create a Stochastic RSI configuration.
Returns a [`StochasticRsiConfig`] from which you can obtain
[`StochasticRsiConfig::k()`] or [`StochasticRsiConfig::d()`] refs.
Calling `stochastic_rsi(...).k()` is equivalent to the previous API that
returned `StochasticRsiRef` directly.
### `pub fn williams_r(period: usize) -> WilliamsRRef`
Create a Williams %R reference.
### `pub fn parabolic_sar(step: f64, max: f64) -> ParabolicSarRef`
**Measured:** 5841105 instructions/iter, 569887ns median, 5056 allocs/iter
### `pub struct BearPowerRef { pub period: usize }`
Bear Power reference.
### `pub struct BullPowerRef { pub period: usize }`
Bull Power reference.
### `pub struct ElderBearPowerRef { pub period: usize }`
Elder Ray Bear Power reference.
### `pub struct ElderBullPowerRef { pub period: usize }`
Elder Ray Bull Power reference.
### `pub fn bear_power(period: usize) -> BearPowerRef`
Create a Bear Power reference.
### `pub fn bull_power(period: usize) -> BullPowerRef`
Create a Bull Power reference.
### `pub fn elder_bear_power(period: usize) -> ElderBearPowerRef`
Create an Elder Ray Bear Power reference.
### `pub fn elder_bull_power(period: usize) -> ElderBullPowerRef`
Create an Elder Ray Bull Power reference.
### `pub fn price() -> ClosePrice`
**Measured:** 5184975 instructions/iter, 503634ns median, 5043 allocs/iter
### `pub struct CandleBody`
Reference to the candle body size (absolute difference between open and close).
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Strong candle filter
let strong_body = candle_body().above(2.0);
```
### `pub struct CandleRange`
Reference to the candle range (high - low).
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Filter for high volatility candles
let wide_range = candle_range().above(5.0);
```
### `pub struct ClosePrice`
Reference to the close price.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let close_above_sma = close().above_ref(sma(200));
```
### `pub struct GapPct`
Reference to the gap percentage (open vs previous close).
Returns: ((current_open - prev_close) / prev_close) * 100
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Gap up strategy
let gap_up = gap_pct().above(1.0);
// Gap down reversal
let gap_down = gap_pct().below(-2.0);
```
### `pub struct HighPrice`
Reference to the high price.
### `pub struct IsBearish`
Reference to whether the current candle is bearish (close < open).
Returns 1.0 if bearish, 0.0 if bullish or doji.
### `pub struct IsBullish`
Reference to whether the current candle is bullish (close > open).
Returns 1.0 if bullish, 0.0 if bearish or doji.
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Only enter on bullish candles
let bullish = is_bullish().above(0.5);
```
### `pub struct LowPrice`
Reference to the low price.
### `pub struct MedianPrice`
Reference to the median price: (high + low) / 2
### `pub struct OpenPrice`
Reference to the open price.
### `pub struct PriceChangePct`
Reference to the price change percentage from previous close.
Returns the percentage change: ((current_close - prev_close) / prev_close) * 100
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Enter on big moves (>2% change)
let big_move = price_change_pct().above(2.0);
// Exit on reversal
let reversal = price_change_pct().below(-1.5);
```
### `pub struct RelativeVolume { pub period: usize }`
Reference to relative volume (current volume / average volume over N periods).
Returns ratio: 1.0 = average, 2.0 = double average, etc.
#### Example
```ignore
use finance_query::backtesting::refs::*;
// High volume breakout (volume > 1.5x average)
let high_volume = relative_volume(20).above(1.5);
```
### `pub struct TypicalPrice`
Reference to the typical price: (high + low + close) / 3
### `pub struct VolumeRef`
Reference to the volume.
### `pub fn candle_body() -> CandleBody`
Get a reference to the candle body size.
### `pub fn candle_range() -> CandleRange`
Get a reference to the candle range (high - low).
### `pub fn close() -> ClosePrice`
Get a reference to the close price.
Alias for [`price()`].
### `pub fn gap_pct() -> GapPct`
Get a reference to the gap percentage (open vs previous close).
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Gap up entry
let gap_up = gap_pct().above(1.0);
```
### `pub fn high() -> HighPrice`
Get a reference to the high price.
### `pub fn is_bearish() -> IsBearish`
Returns 1.0 if the candle is bearish (close < open), 0.0 otherwise.
Use with `.above(0.5)` to check for bearish candle.
### `pub fn is_bullish() -> IsBullish`
Returns 1.0 if the candle is bullish (close > open), 0.0 otherwise.
Use with `.above(0.5)` to check for bullish candle.
### `pub fn low() -> LowPrice`
Get a reference to the low price.
### `pub fn median_price() -> MedianPrice`
Get a reference to the median price: (high + low) / 2.
### `pub fn open() -> OpenPrice`
Get a reference to the open price.
### `pub fn price() -> ClosePrice`
Get a reference to the close price.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let above_sma = price().above_ref(sma(200));
let crosses_ema = close().crosses_above_ref(ema(50));
```
### `pub fn price_change_pct() -> PriceChangePct`
Get a reference to the price change percentage from previous close.
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Big move filter (>2% change)
let big_move = price_change_pct().above(2.0);
```
### `pub fn relative_volume(period: usize) -> RelativeVolume`
Get a reference to relative volume (current volume / N-period average volume).
#### Arguments
* `period` - Number of periods for the volume average
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Volume spike filter
let volume_spike = relative_volume(20).above(2.0);
```
### `pub fn typical_price() -> TypicalPrice`
Get a reference to the typical price: (high + low + close) / 3.
### `pub fn volume() -> VolumeRef`
Get a reference to the volume.
### `pub fn price_change_pct() -> PriceChangePct`
**Measured:** 2913726 instructions/iter, 286513ns median, 2489 allocs/iter
### `pub fn relative_volume(period: usize) -> RelativeVolume`
**Measured:** 5667955 instructions/iter, 542570ns median, 4949 allocs/iter
### `pub fn roc(period: usize) -> RocRef`
**Measured:** 2908624 instructions/iter, 296984ns median, 2587 allocs/iter
### `pub fn rsi(period: usize) -> RsiRef`
**Measured:** 5536798 instructions/iter, 525402ns median, 4994 allocs/iter
### `pub fn sma(period: usize) -> SmaRef`
**Measured:** 5395607 instructions/iter, 519814ns median, 4963 allocs/iter
### `pub fn stochastic(k_period: usize, k_slow: usize, d_period: usize) -> StochasticConfig`
**Measured:** 6142286 instructions/iter, 589511ns median, 4987 allocs/iter
### `pub fn stochastic_rsi( rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, ) -> StochasticRsiConfig`
**Measured:** 5996370 instructions/iter, 579395ns median, 4831 allocs/iter
### `pub fn supertrend(period: usize, multiplier: f64) -> SupertrendConfig`
**Measured:** 6014891 instructions/iter, 577923ns median, 5021 allocs/iter
### `pub fn tema(period: usize) -> TemaRef`
**Measured:** 5396266 instructions/iter, 520639ns median, 4781 allocs/iter
### `pub struct AdxRef { pub period: usize }`
Average Directional Index reference.
### `pub struct AroonConfig { pub period: usize }`
Aroon indicator configuration.
### `pub struct AroonDownRef { pub period: usize }`
Aroon Down reference.
### `pub struct AroonUpRef { pub period: usize }`
Aroon Up reference.
### `pub struct ChoppinessIndexRef { pub period: usize }`
Choppiness Index reference.
### `pub struct MacdConfig { pub fast: usize, pub slow: usize, pub signal: usize }`
MACD configuration for building MACD-related references.
### `pub struct MacdHistogramRef { pub fast: usize, pub slow: usize, pub signal: usize }`
MACD Histogram reference.
### `pub struct MacdLineRef { pub fast: usize, pub slow: usize, pub signal: usize }`
MACD Line reference.
### `pub struct MacdSignalRef { pub fast: usize, pub slow: usize, pub signal: usize }`
MACD Signal Line reference.
### `pub struct ParabolicSarConfig { pub step: f64, pub max: f64 }`
Parabolic SAR configuration.
### `pub struct ParabolicSarRef { pub step: f64, pub max: f64 }`
Parabolic SAR reference.
### `pub struct SupertrendConfig { pub period: usize, pub multiplier: f64 }`
SuperTrend configuration.
### `pub struct SupertrendUptrendRef { pub period: usize, pub multiplier: f64 }`
SuperTrend uptrend indicator reference.
Returns 1.0 for uptrend, 0.0 for downtrend.
### `pub struct SupertrendValueRef { pub period: usize, pub multiplier: f64 }`
SuperTrend value reference.
### `pub fn adx(period: usize) -> AdxRef`
Create an Average Directional Index reference.
#### Example
```ignore
use finance_query::backtesting::refs::*;
// Strong trend filter
let strong_trend = adx(14).above(25.0);
```
### `pub fn aroon(period: usize) -> AroonConfig`
Create an Aroon indicator configuration.
### `pub fn choppiness_index(period: usize) -> ChoppinessIndexRef`
Create a Choppiness Index reference.
### `pub fn macd(fast: usize, slow: usize, signal: usize) -> MacdConfig`
Create a MACD configuration.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let m = macd(12, 26, 9);
let bullish = m.line().crosses_above_ref(m.signal_line());
let histogram_positive = m.histogram().above(0.0);
```
### `pub fn parabolic_sar(step: f64, max: f64) -> ParabolicSarRef`
Create a Parabolic SAR configuration.
### `pub fn supertrend(period: usize, multiplier: f64) -> SupertrendConfig`
Create a SuperTrend configuration.
### `pub fn true_range() -> TrueRangeRef`
**Measured:** 5333039 instructions/iter, 530151ns median, 5059 allocs/iter
### `pub fn typical_price() -> TypicalPrice`
**Measured:** 5602419 instructions/iter, 535083ns median, 5043 allocs/iter
### `pub struct AtrRef { pub period: usize }`
Average True Range reference.
### `pub struct BollingerConfig { pub period: usize, pub std_dev: f64 }`
Bollinger Bands configuration.
### `pub struct BollingerLowerRef { pub period: usize, pub std_dev: f64 }`
Bollinger lower band reference.
### `pub struct BollingerMiddleRef { pub period: usize, pub std_dev: f64 }`
Bollinger middle band reference.
### `pub struct BollingerUpperRef { pub period: usize, pub std_dev: f64 }`
Bollinger upper band reference.
### `pub struct DonchianConfig { pub period: usize }`
Donchian Channels configuration.
### `pub struct DonchianLowerRef { pub period: usize }`
Donchian lower channel reference.
### `pub struct DonchianMiddleRef { pub period: usize }`
Donchian middle channel reference.
### `pub struct DonchianUpperRef { pub period: usize }`
Donchian upper channel reference.
### `pub struct KeltnerConfig { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
Keltner Channels configuration.
### `pub struct KeltnerLowerRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
Keltner lower channel reference.
### `pub struct KeltnerMiddleRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
Keltner middle channel reference.
### `pub struct KeltnerUpperRef { pub period: usize, pub multiplier: f64, pub atr_period: usize }`
Keltner upper channel reference.
### `pub struct TrueRangeRef`
True Range reference.
### `pub fn atr(period: usize) -> AtrRef`
Create an Average True Range reference.
### `pub fn bollinger(period: usize, std_dev: f64) -> BollingerConfig`
Create a Bollinger Bands configuration.
#### Example
```ignore
use finance_query::backtesting::refs::*;
let bb = bollinger(20, 2.0);
let at_lower_band = price().below_ref(bb.lower());
let at_upper_band = price().above_ref(bb.upper());
```
### `pub fn donchian(period: usize) -> DonchianConfig`
Create a Donchian Channels configuration.
### `pub fn keltner(period: usize, multiplier: f64, atr_period: usize) -> KeltnerConfig`
Create a Keltner Channels configuration.
### `pub fn true_range() -> TrueRangeRef`
Create a True Range reference.
### `pub fn volume() -> VolumeRef`
**Measured:** 5185957 instructions/iter, 493726ns median, 5043 allocs/iter
### `pub struct AccumulationDistributionRef`
Accumulation/Distribution reference.
### `pub struct CmfRef { pub period: usize }`
Chaikin Money Flow reference.
### `pub struct ObvRef`
On-Balance Volume reference.
### `pub struct VwapRef`
Volume Weighted Average Price reference.
### `pub fn accumulation_distribution() -> AccumulationDistributionRef`
Create an Accumulation/Distribution reference.
### `pub fn cmf(period: usize) -> CmfRef`
Create a Chaikin Money Flow reference.
### `pub fn obv() -> ObvRef`
Create an On-Balance Volume reference.
### `pub fn vwap() -> VwapRef`
Create a Volume Weighted Average Price reference.
### `pub fn vwap() -> VwapRef`
**Measured:** 5625003 instructions/iter, 525121ns median, 5060 allocs/iter
### `pub fn vwma(period: usize) -> VwmaRef`
**Measured:** 5353837 instructions/iter, 527642ns median, 4964 allocs/iter
### `pub fn williams_r(period: usize) -> WilliamsRRef`
**Measured:** 744939 instructions/iter, 60896ns median, 29 allocs/iter
### `pub fn wma(period: usize) -> WmaRef`
**Measured:** 5481344 instructions/iter, 524870ns median, 4969 allocs/iter
### `pub fn base_to_htf_index(base_candles: &[Candle], htf_candles: &[Candle]) -> Vec<Option<usize>>`
Map each base-timeframe index to the most recently *completed* HTF bar index.
A "completed" HTF bar is one whose timestamp (the last constituent bar's
timestamp) is less than or equal to the current base bar's timestamp.
Using `<=` rather than `<` ensures that on the final bar of an HTF period
(e.g. a Friday close for a weekly bar), the engine can immediately see the
now-finalized HTF candle. Using `<` would introduce an artificial one-bar
delay: on Friday, `htf.timestamp == base.timestamp`, so `<` fails and the
engine falls back to the prior week's data even though the weekly bar is
already complete.
`htf_candles` must have been produced by [`resample`] with the same
`utc_offset_secs` used for the base series so that bucket boundaries are
consistent.
Returns `None` for bars where no HTF bar has completed yet (e.g. during
the first HTF period).
**Measured:** 321100 instructions/iter, 27729ns median, 1 allocs/iter
### `pub fn resample(candles: &[Candle], interval: Interval, utc_offset_secs: i64) -> Vec<Candle>`
Resample `candles` from their base timeframe to `interval`.
`utc_offset_secs` shifts each candle's timestamp into the exchange's local
time before computing calendar bucket boundaries (weekly Monday start,
month boundary, etc.). Pass `0` for UTC-aligned bucketing (default for US
markets). Use [`Region::utc_offset_secs`](crate::constants::Region::utc_offset_secs) to obtain the correct value for
non-US exchanges.
#### Notes
- Calendar-aligned intervals (`OneWeek`, `OneMonth`, `ThreeMonths`) respect
`utc_offset_secs`. Weekly bars start on the local Monday.
- Sub-daily intervals use fixed-second buckets relative to local midnight.
**Measured:** 1437605 instructions/iter, 104449ns median, 11 allocs/iter
### `pub struct BacktestResult { pub symbol: String, pub strategy_name: String, pub config: BacktestConfig, pub start_timestamp: i64, pub end_timestamp: i64, pub initial_capital: f64, pub final_equity: f64, pub metrics: PerformanceMetrics, pub trades: Vec<Trade>, pub equity_curve: Vec<EquityPoint>, pub signals: Vec<SignalRecord>, pub open_position: Option<Position>, pub benchmark: Option<BenchmarkMetrics>, pub diagnostics: Vec<String>, pub max_leverage_used: f64 }`
Complete backtest result
### `pub fn by_day_of_week(&self) -> HashMap<Weekday, PerformanceMetrics>`
Performance metrics broken down by day of week.
Each trade is attributed to the weekday on which it **closed**
(`exit_timestamp`). Only weekdays present in the trade log appear in
the result. Trades and equity-curve points with timestamps that cannot
be converted to a valid date are silently skipped.
#### Sharpe / Sortino annualisation
The equity curve is filtered to bars that fall on each specific
weekday, so consecutive equity points in each slice are roughly one
*week* apart (for a daily-bar backtest). `bars_per_year` is inferred
from the calendar span of each slice so that annualisation matches the
actual sampling frequency — **you do not need to adjust the config**.
The inferred value is approximately `52` for daily bars, `12` for
weekly bars, and so on.
#### Other caveats
The same open-position and signal-count caveats from
[`by_year`](Self::by_year) apply here.
### `pub fn by_month(&self) -> HashMap<(i32, u32), PerformanceMetrics>`
Performance metrics broken down by calendar month.
Each trade is attributed to the `(year, month)` in which it **closed**.
Uses the same equity-slicing approach as [`by_year`](Self::by_year);
the same caveats about open positions, partial periods, and signal
counts apply here as well.
### `pub fn by_year(&self) -> HashMap<i32, PerformanceMetrics>`
Performance metrics broken down by calendar year.
Each trade is attributed to the year in which it **closed**
(`exit_timestamp`). The equity curve is sliced to the bars that fall
within that calendar year, and the equity at the first bar of the year
serves as `initial_capital` for the period metrics.
Years with no closed trades are omitted from the result.
#### Caveats
- **Open positions**: a position that is open throughout the year
contributes to the equity-curve drawdown and Sharpe of that year but
does **not** appear in `total_trades` or `win_rate`, because those
are derived from closed trades only. Strategies with long holding
periods will show systematically low trade counts per year.
- **Partial years**: the first and last year of a backtest typically
cover fewer than 12 months. `annualized_return_pct`, `calmar_ratio`,
and `serenity_ratio` are set to `0.0` for slices shorter than half a
year (`< bars_per_year / 2` bars) to prevent geometric-compounding
distortion.
- **`total_signals` / `executed_signals`**: these fields are `0` in
period breakdowns because signal records are not partitioned per
period. Use [`BacktestResult::signals`] directly if needed.
### `pub struct EquityPoint { pub timestamp: i64, pub equity: f64, pub drawdown_pct: f64 }`
Point on the equity curve
### `pub struct SignalRecord { pub timestamp: i64, pub price: f64, pub direction: SignalDirection, pub strength: f64, pub reason: Option<String>, pub executed: bool, pub tags: Vec<String> }`
Record of a generated signal (for analysis)
### `pub struct BenchmarkMetrics { pub symbol: String, pub benchmark_return_pct: f64, pub buy_and_hold_return_pct: f64, pub alpha: f64, pub beta: f64, pub information_ratio: f64, pub tracking_error: f64 }`
Comparison of strategy performance against a benchmark.
Populated when a benchmark symbol is supplied to `backtest_with_benchmark`.
### `pub struct PerformanceMetrics { pub total_return_pct: f64, pub annualized_return_pct: f64, pub sharpe_ratio: f64, pub sortino_ratio: f64, pub max_drawdown_pct: f64, pub max_drawdown_duration: i64, pub win_rate: f64, pub profit_factor: f64, pub avg_trade_return_pct: f64, pub avg_win_pct: f64, pub avg_loss_pct: f64, pub avg_trade_duration: f64, pub total_trades: usize, pub winning_trades: usize, pub losing_trades: usize, pub largest_win: f64, pub largest_loss: f64, pub max_consecutive_wins: usize, pub max_consecutive_losses: usize, pub calmar_ratio: f64, pub total_commission: f64, pub total_financing_cost: f64, pub long_trades: usize, pub short_trades: usize, pub total_signals: usize, pub executed_signals: usize, pub avg_win_duration: f64, pub avg_loss_duration: f64, pub time_in_market_pct: f64, pub max_idle_period: i64, pub total_dividend_income: f64, pub kelly_criterion: f64, pub sqn: f64, pub expectancy: f64, pub omega_ratio: f64, pub tail_ratio: f64, pub recovery_factor: f64, pub ulcer_index: f64, pub serenity_ratio: f64 }`
Performance metrics summary
### `pub fn max_drawdown_percentage(&self) -> f64`
Maximum drawdown as a conventional percentage (0–100).
Equivalent to `self.max_drawdown_pct * 100.0`. Provided because
`max_drawdown_pct` is stored as a fraction (0.0–1.0) while most other
return fields use true percentages.
### `pub enum OrderType { Market, BuyLimit { limit_price: f64, }, BuyStop { stop_price: f64, }, SellLimit { limit_price: f64, }, SellStop { stop_price: f64, }, BuyStopLimit { stop_price: f64, limit_price: f64, } }`
Order type controlling how a signal's entry is executed.
[`OrderType::Market`] (the default) preserves the existing behaviour:
fill at the next bar's open. The limit and stop variants queue the order
as a [`PendingOrder`] and fill when the bar's high/low reaches the
specified price level.
This enum is `#[non_exhaustive]` so that adding new order types (e.g.
`MarketOnClose`, `TrailingStopLimit`) in a future release is not a
breaking change for library consumers that match on it exhaustively.
### `pub struct PendingOrder { pub signal: Signal, pub order_type: OrderType, pub created_bar: usize, pub expires_in_bars: Option<usize> }`
A queued limit or stop entry order awaiting price-level execution.
Created by the engine when a strategy returns a [`Signal`] whose
[`Signal::order_type`] is not [`OrderType::Market`]. The engine checks
the order each subsequent bar until it fills or expires.
### `pub struct Signal { pub direction: SignalDirection, pub strength: SignalStrength, pub timestamp: i64, pub price: f64, pub reason: Option<String>, pub metadata: Option<SignalMetadata>, pub tags: Vec<String>, pub scale_fraction: Option<f64>, pub order_type: OrderType, pub expires_in_bars: Option<usize>, pub bracket_stop_loss_pct: Option<f64>, pub bracket_take_profit_pct: Option<f64>, pub bracket_trailing_stop_pct: Option<f64> }`
A trading signal generated by a strategy
### `pub fn exit(timestamp: i64, price: f64) -> Self`
Create an exit signal
### `pub fn scale_in(fraction: f64, timestamp: i64, price: f64) -> Self`
Create a scale-in signal — add to an existing position.
`fraction` is the portion of current portfolio **equity** to allocate to
the additional shares. Must be in `0.0..=1.0`; values outside this range
are clamped by the engine. Has no effect if no position is currently open.
#### Example
```rust,no_run
use finance_query::backtesting::Signal;
// In a custom Strategy::on_candle implementation:
# let (ctx_timestamp, ctx_price) = (0i64, 0.0f64);
// Add 10% of current equity to the existing long position.
let signal = Signal::scale_in(0.10, ctx_timestamp, ctx_price);
```
### `pub fn scale_out(fraction: f64, timestamp: i64, price: f64) -> Self`
Create a scale-out signal — partially exit an existing position.
`fraction` is the portion of the current position **quantity** to close.
Must be in `0.0..=1.0`; values outside this range are clamped. A fraction
of `1.0` closes the entire position (equivalent to [`Signal::exit`]). Has
no effect if no position is currently open.
#### Example
```rust,no_run
use finance_query::backtesting::Signal;
// In a custom Strategy::on_candle implementation:
# let (ctx_timestamp, ctx_price) = (0i64, 0.0f64);
// Close half the current position to lock in partial profits.
let signal = Signal::scale_out(0.50, ctx_timestamp, ctx_price);
```
### `pub enum SignalDirection { Long, Short, Exit, Hold, ScaleIn, ScaleOut }`
Trading signal direction
### `pub struct SignalMetadata { pub indicators: HashMap<String, f64> }`
Metadata attached to signals for analysis
### `pub struct SignalStrength(f64)`
Signal strength/confidence (0.0 to 1.0)
### `pub struct BollingerMeanReversion { pub period: usize, pub std_dev: f64, pub exit_at_middle: bool }`
### `pub struct CustomStrategy<E: Condition, X: Condition> { }`
### `pub struct DonchianBreakout { pub period: usize, pub exit_at_middle: bool }`
### `pub enum EnsembleMode { Unanimous, WeightedMajority, AnySignal, StrongestSignal }`
### `pub struct EnsembleStrategy { }`
### `pub struct MacdSignal { pub fast: usize, pub slow: usize, pub signal: usize }`
### `pub struct PositionExtremes { pub high: f64, pub low: f64, pub close_high: f64, pub close_low: f64 }`
Price extremes reached since the open position was entered.
The peak since entry belongs to the position, not to any one condition, so
the engine tracks it once per bar and every trailing condition reads the same
value instead of each keeping its own running scan.
### `pub struct RsiReversal { pub period: usize, pub oversold: f64, pub overbought: f64 }`
### `pub struct SmaCrossover { pub fast_period: usize, pub slow_period: usize }`
### `pub trait Strategy: Send + Sync`
Core strategy trait - implement this for custom strategies.
#### Example
```ignore
use finance_query::backtesting::{Strategy, StrategyContext, Signal};
use finance_query::indicators::Indicator;
struct MyStrategy {
sma_period: usize,
}
impl Strategy for MyStrategy {
fn name(&self) -> &str {
"My Custom Strategy"
}
fn required_indicators(&self) -> Vec<(String, Indicator)> {
vec![
(format!("sma_{}", self.sma_period), Indicator::Sma(self.sma_period)),
]
}
fn on_candle(&self, ctx: &StrategyContext) -> Signal {
let sma = ctx.indicator(&format!("sma_{}", self.sma_period));
let close = ctx.close();
match sma {
Some(sma_val) if close > sma_val && !ctx.has_position() => {
Signal::long(ctx.timestamp(), close)
}
Some(sma_val) if close < sma_val && ctx.is_long() => {
Signal::exit(ctx.timestamp(), close)
}
_ => Signal::hold(),
}
}
}
```
### `pub struct StrategyBuilder<E = (), X = ()> { }`
### `pub struct StrategyContext<'a> { pub candles: &'a [Candle], pub index: usize, pub position: Option<&'a Position>, pub equity: f64, pub indicators: &'a HashMap<String, Vec<Option<f64>>>, pub extremes: Option<&'a PositionExtremes>, pub indicator_index: Option<usize> }`
Context passed to strategy on each candle.
Provides access to historical data, current position, and pre-computed indicators.
### `pub fn crossed_above(&self, fast_name: &str, slow_name: &str) -> bool`
Check if crossover occurred (fast crosses above slow)
### `pub fn indicator(&self, name: &str) -> Option<f64>`
Get indicator value at current index
### `pub fn indicator_crossed_above(&self, name: &str, threshold: f64) -> bool`
Check if indicator crossed above a threshold.
Returns `true` when `prev <= threshold` **and** `current > threshold`.
The inclusive lower bound (`<=`) means a signal fires even when the
previous bar sat exactly on the threshold, the same inclusive-previous
convention [`crossed_above`](Self::crossed_above) uses for
indicator-vs-indicator crossings.
### `pub fn indicator_prev(&self, name: &str) -> Option<f64>`
Get indicator value at previous index
### `pub struct SuperTrendFollow { pub period: usize, pub multiplier: f64 }`
### `pub struct CustomStrategy<E: Condition, X: Condition> { }`
A custom strategy built from conditions.
This strategy evaluates entry and exit conditions on each candle
and generates appropriate signals.
### `pub struct StrategyBuilder<E = (), X = ()> { }`
Builder for creating custom strategies with entry/exit conditions.
The builder enforces that both entry and exit conditions are provided
before a strategy can be built.
An optional regime filter can be set at any point in the chain via
[`.regime_filter()`](StrategyBuilder::regime_filter). When set, the filter
is evaluated on every bar; if it returns `false`, all entry signals are
suppressed. Exit signals are **never** blocked by the regime filter.
### `pub fn regime_filter<C: Condition>(mut self, condition: C) -> Self`
Set a market regime filter.
When set, entry signals (long and short) are suppressed on any bar
where the filter evaluates to `false`. Exit signals are **never**
blocked by the regime filter, ensuring open positions can always be
closed regardless of market conditions.
The regime filter's indicators are included in `required_indicators()`
and therefore pre-computed by the engine like any other indicator.
#### Example
```rust,no_run
use finance_query::backtesting::strategy::StrategyBuilder;
use finance_query::backtesting::refs::*;
// Only trade when price is above the 200-period SMA
let strategy = StrategyBuilder::new("Trend Following")
.regime_filter(sma(200).above_ref(sma(400)))
.entry(ema(10).crosses_above_ref(ema(30)))
.exit(ema(10).crosses_below_ref(ema(30)))
.build();
```
### `pub enum EnsembleMode { Unanimous, WeightedMajority, AnySignal, StrongestSignal }`
Voting mode that determines how sub-strategy signals are combined.
### `pub struct EnsembleStrategy { }`
A strategy that aggregates signals from multiple sub-strategies.
Build with the fluent builder methods [`add`](Self::add), [`mode`](Self::mode),
then finalise with [`build`](Self::build).
All six [`SignalDirection`](crate::backtesting::SignalDirection) variants are
fully supported. In [`EnsembleMode::WeightedMajority`], `ScaleIn` and `ScaleOut`
participate in the vote with the same position guard as `Exit` — they are only
tallied when a position is open. In `Unanimous`, `AnySignal`, and
`StrongestSignal` modes they are treated like any other non-Hold direction.
### `pub fn add<S: Strategy + 'static>(mut self, strategy: S, weight: f64) -> Self`
Add a sub-strategy with the given weight.
Weight is only meaningful for [`EnsembleMode::WeightedMajority`]; other
modes ignore it. Negative weights are treated as zero.
### `pub fn build(self) -> Self`
Finalise the ensemble. Returns `self` (all configuration happens in the
builder methods).
### `pub fn mode(mut self, mode: EnsembleMode) -> Self`
Set the voting mode.
### `pub struct BollingerMeanReversion { pub period: usize, pub std_dev: f64, pub exit_at_middle: bool }`
Bollinger Bands Mean Reversion Strategy
Goes long when price touches lower band (oversold).
Exits when price reaches middle or upper band.
Emits short signals when price touches upper band (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
#### Signal Strength
All entry signals emit at default strength (`1.0`). Strength is **not** scaled
by how far price has penetrated through the band. This differs from
[`RsiReversal`], which grades strength by RSI extremity. If you are relying
on [`BacktestConfig::min_signal_strength`](crate::backtesting::BacktestConfig::min_signal_strength) to filter signals in a portfolio
context, all Bollinger entries will pass the threshold equally.
### `pub struct DonchianBreakout { pub period: usize, pub exit_at_middle: bool }`
Donchian Channel Breakout Strategy
Goes long when price breaks above upper channel (new high).
Exits when price breaks below lower channel (new low).
Emits short signals on downward breakouts (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
### `pub struct MacdSignal { pub fast: usize, pub slow: usize, pub signal: usize }`
MACD Signal Strategy
Goes long when MACD line crosses above signal line.
Exits when MACD line crosses below signal line.
Emits short signals on bearish crossovers (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
### `pub struct RsiReversal { pub period: usize, pub oversold: f64, pub overbought: f64 }`
RSI Reversal Strategy
Goes long when RSI crosses above oversold level.
Exits the long when RSI crosses back below the overbought level.
Emits short signals when RSI crosses below overbought (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
### `pub struct SmaCrossover { pub fast_period: usize, pub slow_period: usize }`
SMA Crossover Strategy
Goes long when fast SMA crosses above slow SMA.
Exits when fast SMA crosses below slow SMA.
Emits short signals on bearish crossovers (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
### `pub struct SuperTrendFollow { pub period: usize, pub multiplier: f64 }`
SuperTrend Following Strategy
Goes long when SuperTrend turns bullish (uptrend).
Emits short signals when SuperTrend turns bearish (execution gated by
[`BacktestConfig::allow_short`](crate::backtesting::BacktestConfig)).
### `pub struct WalkForwardConfig { pub grid: GridSearch, pub config: BacktestConfig, pub in_sample_bars: usize, pub out_of_sample_bars: usize, pub step_bars: Option<usize> }`
Configuration for a walk-forward parameter optimisation test.
Build with [`WalkForwardConfig::new`], configure window sizes with the
builder methods, then call [`WalkForwardConfig::run`].
### `pub fn new(grid: GridSearch, config: BacktestConfig) -> Self`
Create a new walk-forward config.
Defaults: `in_sample_bars = 252`, `out_of_sample_bars = 63`, `step_bars = None`.
### `pub fn run<S, F>( &self, symbol: &str, candles: &[Candle], factory: F, ) -> Result<WalkForwardReport> where S: Strategy + Clone + Send, F: Fn(&HashMap<String, ParamValue>) -> S, F: Send + Sync,`
Run the walk-forward test.
`symbol` is used only for labelling. `factory` receives the parameter
map selected by each in-sample optimisation and must return a fresh
strategy instance.
Returns an error if there is not enough data for at least one complete
window pair, or if the grid search or the out-of-sample simulation
fails on any window (fail-fast — a partial result is never returned).
### `pub struct WalkForwardReport { pub strategy_name: String, pub windows: Vec<WindowResult>, pub aggregate_metrics: PerformanceMetrics, pub consistency_ratio: f64, pub optimization_reports: Vec<OptimizationReport> }`
Aggregate walk-forward report across all windows.
### `pub struct WindowResult { pub window: usize, pub optimized_params: HashMap<String, ParamValue>, pub in_sample: BacktestResult, pub out_of_sample: BacktestResult }`
Backtest results for a single walk-forward window pair.
### `pub struct CommitmentsOfTraders { pub symbol: String, pub market_and_exchange_name: String, pub cftc_contract_market_code: String, pub observations: Vec<CotObservation> }`
### `pub struct CotObservation { pub report_date: String, pub open_interest: Option<i64>, pub producer_merchant_long: Option<i64>, pub producer_merchant_short: Option<i64>, pub swap_dealer_long: Option<i64>, pub swap_dealer_short: Option<i64>, pub swap_dealer_spread: Option<i64>, pub managed_money_long: Option<i64>, pub managed_money_short: Option<i64>, pub managed_money_spread: Option<i64>, pub other_reportable_long: Option<i64>, pub other_reportable_short: Option<i64>, pub other_reportable_spread: Option<i64>, pub total_reportable_long: Option<i64>, pub total_reportable_short: Option<i64>, pub nonreportable_long: Option<i64>, pub nonreportable_short: Option<i64> }`
### `pub async fn fetch_commitments_of_traders_response(symbol: &str) -> Result<CommitmentsOfTraders>`
### `pub enum Frequency { Annual, Quarterly }`
Frequency for financial data (annual or quarterly)
The `alias`es mirror the shorthands [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum query extraction, JSON) takes the same spellings parsing does.
### `pub enum Interval { OneMinute, TwoMinutes, FiveMinutes, FifteenMinutes, ThirtyMinutes, OneHour, NinetyMinutes, OneDay, FiveDays, OneWeek, OneMonth, ThreeMonths }`
Chart intervals
The `alias`es mirror the spellings [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum query extraction, JSON) takes the same spellings parsing does.
### `pub fn as_str(&self) -> &'static str`
Convert interval to Yahoo Finance API format
### `pub enum Region { Argentina, Australia, Brazil, Canada, China, Denmark, Finland, France, Germany, Greece, HongKong, India, Israel, Italy, Japan, Korea, Malaysia, Mexico, NewZealand, Norway, Portugal, Qatar, Russia, Singapore, Spain, Sweden, Taiwan, Thailand, Turkey, UnitedKingdom, UnitedStates, Vietnam }`
Supported regions for Yahoo Finance regional APIs
Each region has predefined language and region codes that work together.
Using the Region enum ensures correct lang/region pairing.
### `pub const fn utc_offset_secs(&self) -> i64`
UTC offset in seconds for the region's primary exchange.
Returns the standard-time (non-DST) UTC offset of each country's main
exchange. This is used by the backtesting engine to align higher-timeframe
resampling bucket boundaries to local calendar weeks and months, preventing
APAC and other non-UTC exchanges from having bars mis-bucketed into the
prior week due to UTC midnight falling inside their local trading day.
#### Note
DST transitions are not modelled. For exchanges in regions with DST
(e.g. NYSE, LSE) the boundary shift is at most ±1 hour and affects only
the transition candles. This is a deliberate simplification — exact DST
handling would require a timezone database dependency.
### `pub enum StatementType { Income, Balance, CashFlow }`
Statement types for financial data
The `alias`es mirror the spellings [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum path/query extraction, JSON) takes the same spellings parsing does.
### `pub enum TimeRange { OneDay, FiveDays, OneMonth, ThreeMonths, SixMonths, OneYear, TwoYears, FiveYears, TenYears, YearToDate, Max }`
Time ranges for chart data
The `alias`es mirror the spellings [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum query extraction, JSON) takes the same spellings parsing does.
### `pub fn as_str(&self) -> &'static str`
Convert time range to Yahoo Finance API format
### `pub fn default_interval(&self) -> Interval`
A sensible default candle interval for this range, used by the
`history(range)` convenience on domain handles: finer granularity for
short ranges, coarser for long ones.
### `pub enum ValueFormat { Raw, Pretty, Both }`
Value format for API responses
Controls how `FormattedValue<T>` fields are serialized in responses.
This allows API consumers to choose between raw numeric values,
human-readable formatted strings, or both.
The `alias`es mirror the shorthands [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum query extraction, JSON) takes the same spellings parsing does.
### `pub enum ExchangeCode { Ase, Bts, Ncm, Ngm, Nms, Nyq, Pcx, Pnk, Nas, Asx, Bse, Hkg, Krx, Lse, Nsi, Shh, Shz, Tyo, Tor, Ger }`
Typed exchange code for screener queries.
### `pub enum Region { Americas, Europe, AsiaPacific, MiddleEastAfrica, Currencies }`
Region categories for world indices
The `alias`es mirror the shorthands [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum query extraction, JSON) takes the same spellings parsing does.
### `pub enum Industry { AgriculturalInputs, Aluminum, Coal, Copper, FarmProducts, ForestProducts, Gold, LumberAndWoodProduction, OtherIndustrialMetalsAndMining, OtherPreciousMetalsAndMining, Silver, Steel, ThermalCoal, Uranium, ApparelManufacturing, ApparelRetail, AutoAndTruckDealerships, AutoManufacturers, AutoParts, BeveragesBrewers, BeveragesNonAlcoholic, BeveragesWineriesAndDistilleries, Confectioners, DepartmentStores, DiscountStores, ElectronicGamingAndMultimedia, FoodDistribution, FootwearAndAccessories, FurnishingsFixturesAndAppliances, Gambling, GroceryStores, HomeImprovementRetail, HouseholdAndPersonalProducts, InternetRetail, Leisure, Lodging, LuxuryGoods, PackagedFoods, PersonalServices, ResidentialConstruction, ResortsAndCasinos, Restaurants, SpecialtyRetail, TextileManufacturing, Tobacco, TravelServices, OilAndGasDrilling, OilAndGasEAndP, OilAndGasEquipmentAndServices, OilAndGasIntegrated, OilAndGasMidstream, OilAndGasRefiningAndMarketing, Solar, AssetManagement, BanksDiversified, BanksRegional, CapitalMarkets, CreditServices, FinancialDataAndStockExchanges, InsuranceBrokers, InsuranceDiversified, InsuranceLife, InsurancePropertyAndCasualty, InsuranceReinsurance, InsuranceSpecialty, MortgageFinance, ShellCompanies, Biotechnology, DiagnosticsAndResearch, DrugManufacturersGeneral, DrugManufacturersSpecialtyAndGeneric, HealthInformationServices, HealthcarePlans, MedicalCareFacilities, MedicalDevices, MedicalDistribution, MedicalInstrumentsAndSupplies, PharmaceuticalRetailers, AerospaceAndDefense, BuildingMaterials, BuildingProductsAndEquipment, BusinessEquipmentAndSupplies, ChemicalManufacturing, Chemicals, Conglomerates, ConsultingServices, ElectricalEquipmentAndParts, EngineeringAndConstruction, FarmAndHeavyConstructionMachinery, IndustrialDistribution, InfrastructureOperations, IntegratedFreightAndLogistics, ManufacturingDiversified, MarinePortsAndServices, MarineShipping, MetalFabrication, PaperAndPaperProducts, PollutionAndTreatmentControls, Railroads, RentalAndLeasingServices, SecurityAndProtectionServices, SpecialtyBusinessServices, SpecialtyChemicals, SpecialtyIndustrialMachinery, StaffingAndEmploymentServices, ToolsAndAccessories, Trucking, WasteManagement, RealEstateDevelopment, RealEstateDiversified, RealEstateServices, ReitDiversified, ReitHealthcareFacilities, ReitHotelAndMotel, ReitIndustrial, ReitMortgage, ReitOffice, ReitResidential, ReitRetail, ReitSpecialty, CommunicationEquipment, ComputerHardware, ConsumerElectronics, DataAnalytics, ElectronicComponents, ElectronicsAndComputerDistribution, HardwareAndSoftwareDistribution, InformationTechnologyServices, InternetContentAndInformation, ScientificAndTechnicalInstruments, SemiconductorEquipmentAndMaterials, Semiconductors, SoftwareApplication, SoftwareInfrastructure, Broadcasting, Entertainment, Publishing, TelecomServices, UtilitiesDiversified, UtilitiesIndependentPowerProducers, UtilitiesRegulatedElectric, UtilitiesRegulatedGas, UtilitiesRegulatedWater, UtilitiesRenewable, ClosedEndFundDebt, ClosedEndFundEquity, ClosedEndFundForeign, ExchangeTradedFund }`
Typed industry identifier for the industry endpoint and custom screener queries.
See the module-level doc for usage.
### `pub fn as_slug(self) -> &'static str`
Returns the lowercase hyphenated slug used by `finance::industry()`.
#### Example
```
use finance_query::Industry;
assert_eq!(Industry::Semiconductors.as_slug(), "semiconductors");
assert_eq!(Industry::SoftwareApplication.as_slug(), "software-application");
```
### `pub enum Screener { AggressiveSmallCaps, DayGainers, DayLosers, GrowthTechnologyStocks, MostActives, MostShortedStocks, SmallCapGainers, UndervaluedGrowthStocks, UndervaluedLargeCaps, ConservativeForeignFunds, HighYieldBond, PortfolioAnchors, SolidLargeGrowthFunds, SolidMidcapGrowthFunds, TopMutualFunds }`
Predefined Yahoo Finance screener selector
Passed to `finance::screener()` or `client.get_screener()` to select one of the
15 built-in Yahoo Finance screeners (equity or fund).
The `alias`es mirror the shorthands [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum path extraction, JSON) takes the same spellings parsing does.
### `pub enum Sector { Technology, FinancialServices, ConsumerCyclical, CommunicationServices, Healthcare, Industrials, ConsumerDefensive, Energy, BasicMaterials, RealEstate, Utilities }`
Market sector types available on Yahoo Finance
The `alias`es mirror the shorthands [`FromStr`](std::str::FromStr) accepts, so
deserializing (axum path extraction, JSON) takes the same spellings parsing does.
### `pub struct CoinQuote { pub id: String, pub symbol: String, pub name: String, pub current_price: Option<f64>, pub market_cap: Option<f64>, pub price_change_percentage_24h: Option<f64>, pub total_volume: Option<f64>, pub circulating_supply: Option<f64>, pub image: Option<String>, pub market_cap_rank: Option<u32> }`
**Measured:** 346280 instructions/iter, 32822ns median, 205 allocs/iter
### `pub struct GlobalCryptoStats { pub active_cryptocurrencies: Option<u32>, pub markets: Option<u32>, pub total_market_cap_usd: Option<f64>, pub total_volume_usd: Option<f64>, pub btc_dominance: Option<f64>, pub eth_dominance: Option<f64>, pub market_cap_change_percentage_24h_usd: Option<f64> }`
### `pub struct SymbolMatch { pub symbol: String, pub id: Option<String>, pub name: Option<String>, pub exchange: Option<String>, pub asset_type: Option<String>, pub currency: Option<String>, pub active: Option<bool>, pub market_cap_rank: Option<u32>, pub thumbnail: Option<String>, pub image: Option<String>, pub ipo_date: Option<String>, pub delisted_date: Option<String> }`
### `pub struct TrendingCoin { pub id: Option<String>, pub symbol: Option<String>, pub name: Option<String>, pub market_cap_rank: Option<u32>, pub price_btc: Option<f64>, pub score: Option<u32> }`
### `pub async fn coin(id: &str, vs_currency: &str) -> Result<CoinQuote>`
### `pub async fn coins(vs_currency: &str, count: usize) -> Result<Vec<CoinQuote>>`
### `pub async fn fetch_crypto_global_response() -> Result<crate::models::crypto::GlobalCryptoStats>`
### `pub async fn fetch_symbol_search_response(query: &str, limit: u32) -> Result<Vec<SymbolMatch>>`
### `pub async fn fetch_crypto_trending_response() -> Result<Vec<crate::models::crypto::TrendingCoin>>`
### `pub struct ChainAllocation { pub chain: String, pub tvl: f64 }`
### `pub struct ChainTvl { pub name: String, pub token_symbol: Option<String>, pub gecko_id: Option<String>, pub chain_id: Option<i64>, pub tvl: Option<f64> }`
### `pub struct ProtocolTvl { pub slug: String, pub name: Option<String>, pub symbol: Option<String>, pub url: Option<String>, pub chains: Vec<String>, pub tvl: Option<f64>, pub tvl_by_chain: Vec<ChainAllocation>, pub change_1d_percent: Option<f64>, pub change_7d_percent: Option<f64>, pub market_cap: Option<f64> }`
### `pub struct StablecoinSupply { pub name: String, pub symbol: Option<String>, pub gecko_id: Option<String>, pub peg_type: Option<String>, pub peg_mechanism: Option<String>, pub circulating: Option<f64>, pub circulating_prev_day: Option<f64>, pub circulating_prev_week: Option<f64>, pub circulating_prev_month: Option<f64> }`
### `pub struct TvlPoint { pub timestamp: i64, pub tvl: f64 }`
### `pub async fn chains() -> Result<Vec<ChainTvl>>`
Fetch aggregate total value locked for every chain, largest first.
### `pub async fn stablecoins() -> Result<Vec<StablecoinSupply>>`
Fetch circulating supply for every tracked stablecoin, largest first.
Supplies are denominated in the coin's pegged asset — read `peg_type`
before summing across coins pegged to different currencies.
### `domain_handle! { pub struct Commodity { symbol, symbol } cache: crate::models::commodities::CommodityQuote }`
### `domain_handle! { pub struct CryptoCoin { id, id } cache: crate::models::crypto::CryptoQuote }`
### `domain_handle! { pub struct Discovery caches: { cache: Vec<SymbolMatch>, details_cache: SymbolDetails, } }`
### `pub struct EconomicCatalog { }`
### `domain_handle! { pub struct EconomicIndicator { series_id, series_id } cache: crate::models::economic::EconomicSeries }`
### `domain_handle! { pub struct Filings { symbol, symbol } cache: crate::models::filings::ProviderFilings }`
### `domain_handle! { pub struct ForexPair { from, from, to, to, } cache: crate::models::forex::ForexQuote }`
### `domain_handle! { pub struct FuturesContract { symbol, symbol } cache: crate::models::futures::FuturesQuote }`
### `domain_handle! { pub struct Index { symbol, symbol } cache: crate::models::indices::IndexQuote }`
### `pub struct Market { }`
### `domain_handle! { pub struct MarketCalendar caches: { cache: Vec<MarketCalendarEntry> } }`
### `domain_handle! { pub struct Snapshot caches: { cache: Vec<MarketSnapshot> } }`
### `domain_handle! { pub struct Commodity { symbol, symbol } cache: crate::models::commodities::CommodityQuote }`
A commodity backed by configured data providers.
Created via [`Providers::commodity`](crate::Providers::commodity).
### `pub async fn quote(&self) -> Result<crate::models::commodities::CommodityQuote>`
Fetch the current quote for this commodity.
### `domain_handle! { pub struct CryptoCoin { id, id } cache: crate::models::crypto::CryptoQuote }`
A cryptocurrency coin backed by configured data providers.
Created via [`Providers::crypto`](crate::Providers::crypto).
### `pub async fn quote(&self, vs_currency: &str) -> Result<crate::models::crypto::CryptoQuote>`
Fetch the current quote for this coin priced in `vs_currency` (e.g., `"usd"`).
### `pub async fn tvl(&self) -> Result<crate::models::crypto::defi::ProtocolTvl>`
Fetch total value locked for this handle read as a **DeFi protocol
slug** (e.g. `providers.crypto("aave")`).
Routed through `Capability::CRYPTO`; only DefiLlama serves it, so route
`CRYPTO` to include [`Provider::DefiLlama`](crate::Provider::DefiLlama).
The id is a protocol slug here, not a coin id — most DefiLlama slugs
happen to match their CoinGecko id, but not all do. The response is
cached on the handle, so a repeat call costs nothing.
### `pub async fn tvl_history(&self) -> Result<Vec<crate::models::crypto::defi::TvlPoint>>`
Fetch this protocol's full TVL history, oldest first.
Same routing and slug semantics as [`tvl`](Self::tvl).
### `domain_handle! { pub struct Discovery caches: { cache: Vec<SymbolMatch>, details_cache: SymbolDetails, } }`
Symbol discovery backed by configured data providers.
Unlike [`crate::finance::search`] — a Yahoo-only convenience shortcut —
this routes through [`Capability::DISCOVERY`], so it honours the provider
priority configured on [`Providers::builder`](crate::Providers::builder)
and falls back across providers.
Created via [`Providers::discovery`](crate::Providers::discovery).
### `pub async fn delisted_stocks_page( &self, limit: u32, cursor: Option<&crate::PageCursor>, ) -> Result<crate::ProviderPage<SymbolMatch>>`
Fetch one delisted-stock page of 1–100 rows. Persist the returned cursor
with the records and pass it back with the same `limit`.
### `pub async fn search(&self, query: &str, limit: u32) -> Result<Vec<SymbolMatch>>`
Search the configured providers' symbol universe.
Results are cached per `(query, limit)` pair.
### `pub struct EconomicCatalog { }`
The macro-economic series catalog: search and browse rather than fetch.
Routes through [`Capability::ECONOMIC`]. [`EconomicIndicator`] needs a
series id you already know; this handle is how you find one. FRED serves
the catalog searches; US Treasury FiscalData serves the auction methods.
Created via [`Providers::economic_catalog`](crate::Providers::economic_catalog).
### `pub async fn treasury_auctions( &self, query: &TreasuryAuctionQuery, ) -> Result<Vec<TreasuryAuction>>`
Fetch US Treasury securities auctions matching `query`, most recent
auction date first.
Covers auctions from announcement onwards, so the newest rows carry
their terms with the result figures still unset. US Treasury FiscalData
is the only provider.
### `domain_handle! { pub struct EconomicIndicator { series_id, series_id } cache: crate::models::economic::EconomicSeries }`
A macro-economic data series backed by configured data providers.
Created via [`Providers::economic`](crate::Providers::economic).
### `pub async fn series(&self) -> Result<crate::models::economic::EconomicSeries>`
Fetch the full data series for this economic indicator.
### `domain_handle! { pub struct Filings { symbol, symbol } cache: crate::models::filings::ProviderFilings }`
SEC filing data backed by configured data providers.
Created via [`Providers::filings`](crate::Providers::filings).
### `pub async fn get(&self) -> Result<crate::models::filings::ProviderFilings>`
Fetch SEC filings for this symbol.
### `pub async fn search_all( &self, query: &str, filters: crate::models::filings::FilingSearchFilters, ) -> Result<Vec<crate::models::filings::FilingSearchHit>>`
Full-text search across every filer via the FILINGS route (currently
EDGAR only). Not cached.
Searches filing *text*, so it answers "which filings mention this"
rather than "what has this company filed" — the query shape
[`get`](Self::get) cannot express.
### `domain_handle! { pub struct ForexPair { from, from, to, to, } cache: crate::models::forex::ForexQuote }`
A foreign-exchange currency pair backed by configured data providers.
Created via [`Providers::forex`](crate::Providers::forex).
### `pub async fn quote(&self) -> Result<crate::models::forex::ForexQuote>`
Fetch the current exchange rate for this currency pair.
### `domain_handle! { pub struct FuturesContract { symbol, symbol } cache: crate::models::futures::FuturesQuote }`
A futures contract backed by configured data providers.
Created via [`Providers::futures`](crate::Providers::futures).
### `pub async fn commitments_of_traders( &self, ) -> Result<crate::models::futures::cot::CommitmentsOfTraders>`
Fetch weekly CFTC Commitments of Traders positioning for this futures
contract — long/short/spread broken down by trader category
(commercial hedgers, swap dealers, managed money, other reportables,
small traders).
Routed through `Capability::FUTURES`; only [`Provider::Cftc`](crate::Provider::Cftc)
serves it, so route `FUTURES` to include it. CFTC covers physical
commodities only (agriculture, energy, metals) via the disaggregated
futures-only report — the symbol is either a recognised Yahoo-style
continuous futures root (`"GC=F"`, `"CL=F"`, …) or a raw CFTC
`cftc_contract_market_code` passed straight through.
### `domain_handle! { pub struct Index { symbol, symbol } cache: crate::models::indices::IndexQuote }`
A stock market index backed by configured data providers.
Created via [`Providers::index`](crate::Providers::index).
### `pub async fn constituents(&self) -> Result<Vec<crate::models::indices::IndexConstituent>>`
Fetch the index's current constituents (major indices only). Not
cached — constituent lists change rarely but the call is uncommon.
### `pub struct Market { }`
Market-wide performance statistics backed by configured data providers.
Routes through [`crate::Capability::MARKET`]. Unlike [`crate::finance::sector`] and
[`crate::finance::market_summary`] — Yahoo-only convenience shortcuts — these
honour the configured provider priority.
Created via [`Providers::market`](crate::Providers::market).
### `pub async fn crypto_global(&self) -> Result<crate::models::crypto::GlobalCryptoStats>`
Fetch aggregate global cryptocurrency market statistics.
Routes through [`Capability::CRYPTO`](crate::providers::Capability::CRYPTO).
Currently CoinGecko only.
### `pub async fn crypto_trending(&self) -> Result<Vec<crate::models::crypto::TrendingCoin>>`
Fetch coins/nfts/categories trending in the last 24h.
Routes through [`Capability::CRYPTO`](crate::providers::Capability::CRYPTO).
Currently CoinGecko only.
### `pub async fn grouped_daily(&self, date: &str) -> Result<Vec<(String, Candle)>>`
Fetch grouped daily OHLCV bars for every stock ticker on `date`
(`YYYY-MM-DD`) in one call — "give me every ticker's OHLC for this
date" rather than one symbol at a time.
Routes through [`Capability::CHART`](crate::providers::Capability::CHART)
(the same capability backing per-symbol chart methods) rather than
`MARKET`, since it's OHLCV data rather than a performance statistic.
Currently Polygon only. Not cached — one date is one request either way.
### `domain_handle! { pub struct MarketCalendar caches: { cache: Vec<MarketCalendarEntry> } }`
Market-wide event calendars backed by configured data providers.
Routes through [`Capability::CALENDAR`]. Unlike
[`Ticker::calendar`](crate::Ticker::calendar), which builds a per-symbol
timeline, these span the whole market over a date range.
Created via [`Providers::calendar`](crate::Providers::calendar).
### `domain_handle! { pub struct Snapshot caches: { cache: Vec<MarketSnapshot> } }`
Snapshots for a watchlist spanning several asset classes, from one request.
Routes through [`Capability::QUOTE`]. Unlike
[`Tickers`](crate::Tickers) — which is equity-shaped and returns full quote
summaries — this takes provider-spelled symbols from any market (`"AAPL"`,
`"X:BTCUSD"`, `"I:SPX"`, `"C:EURUSD"`, `"O:NCLH221014C00005000"`) and
returns one flattened row each. Polygon is currently the only provider whose
snapshot endpoint spans markets.
Created via [`Providers::snapshot`](crate::Providers::snapshot).
### `pub async fn earnings_calendar() -> Result<Vec<EarningsCalendarEntry>>`
### `pub async fn archive(url: &str) -> Result<Vec<u8>>`
### `pub async fn company_facts(cik: u64) -> Result<CompanyFacts>`
### `pub async fn filing_index(accession_number: &str) -> Result<EdgarFilingIndex>`
### `pub fn init(email: impl Into<String>) -> Result<()>`
### `pub fn init_with_config( email: impl Into<String>, app_name: impl Into<String>, timeout: Duration, ) -> Result<()>`
### `pub fn init_with_rate( email: impl Into<String>, app_name: impl Into<String>, timeout: Duration, requests_per_second: f64, ) -> Result<()>`
### `pub async fn resolve_cik(symbol: &str) -> Result<u64>`
### `pub async fn search( query: &str, forms: Option<&[&str]>, start_date: Option<&str>, end_date: Option<&str>, from: Option<usize>, size: Option<usize>, ) -> Result<EdgarSearchResults>`
### `pub async fn submissions(cik: u64) -> Result<EdgarSubmissions>`
### `pub enum ErrorCategory { Auth, RateLimit, Timeout, Server, NotFound, Validation, Parsing, Other }`
Error category for logging and metrics
### `pub enum FinanceError { AuthenticationFailed { context: String, }, NotEntitled { context: String, }, ProviderNotConfigured { provider: String, env_var: String, }, SymbolNotFound { symbol: Option<String>, context: String, }, RateLimited { retry_after: Option<u64>, }, #[error("HTTP request failed: {0}")] HttpError(#[from] reqwest::Error), #[error("Network request to {api} failed")] NetworkError { api: String, }, #[error("JSON parse error: {0}")] JsonParseError(#[from] serde_json::Error), #[error("Response structure error in '{field}': {context}")] ResponseStructureError { field: String, context: String, }, #[error("Invalid parameter '{param}': {reason}")] InvalidParameter { param: String, reason: String, }, #[error("Request timeout after {timeout_ms}ms")] Timeout { timeout_ms: u64, }, #[error("Server error {status}: {context}")] ServerError { status: u16, context: String, }, #[error("Unexpected response: {0}")] UnexpectedResponse(String), #[error("Internal error: {0}")] InternalError(String), #[error("API error: {0}")] ApiError(String), #[error("Runtime error: {0}")] RuntimeError(#[from] std::io::Error), #[cfg(feature = "indicators")] #[error("Indicator calculation error: {0}")] IndicatorError(#[from] crate::indicators::IndicatorError), #[error("External API error from '{api}': HTTP {status}")] ExternalApiError { api: String, status: u16, }, #[error("Macro data error from '{provider}': {context}")] MacroDataError { provider: String, context: String, }, #[error("Feed parse error for '{url}': {context}")] FeedParseError { url: String, context: String, }, #[error( "{provider} does not support {operation} (supported by: {}; route it via Providers::builder().route(...))", join_providers(candidates) )] NotSupported { provider: Provider, operation: Operation, candidates: Vec<Provider>, }, #[error( "no provider available for {operation} (supported by: {}; route it via Providers::builder().route(...))", join_providers(candidates) )] NoProviderAvailable { operation: Capability, candidates: Vec<Provider>, }, #[error( "no adapter registered for {provider}; register it with \ ProvidersBuilder::with_adapter(..) before routing to it" )] ProviderNotRegistered { provider: Provider, }, #[cfg(feature = "translation")] #[error("Translation error: {context}")] TranslationError { context: String, }, }`
Main error type for the library
### `pub type Result<T> = std::result::Result<T, FinanceError>`
Result type alias for library operations
### `pub struct FeedEntry { pub title: String, pub url: String, pub published: Option<String>, pub summary: Option<String>, pub source: String }`
A single entry from an RSS/Atom feed.
### `pub enum FeedSource { FederalReserve, SecPressReleases, SecFilings(String), MarketWatch, Cnbc, Bloomberg, FinancialTimes, NytBusiness, GuardianBusiness, Investing, Bea, Ecb, Cfpb, WsjMarkets, Fortune, BusinessWire, CoinDesk, CoinTelegraph, TechCrunch, HackerNews, OilPrice, CalculatedRisk, Scmp, NikkeiAsia, BankOfEngland, VentureBeat, YCombinator, TheEconomist, FinancialPost, FtLex, RitholtzBigPicture, Custom(String) }`
A named or custom RSS/Atom feed source.
### `pub fn url(&self) -> String`
Return the URL for this feed source.
### `pub async fn fetch(source: FeedSource) -> Result<Vec<FeedEntry>>`
Fetch and parse a single feed source.
Returns an empty `Vec` (not an error) when the feed is reachable but empty.
### `pub async fn fetch_all(sources: impl IntoIterator<Item = FeedSource>) -> Result<Vec<FeedEntry>>`
Fetch multiple feed sources concurrently and merge the results.
Results are deduplicated by URL and sorted newest-first when dates are available.
Feeds that fail individually are skipped (not propagated as errors).
A single `reqwest::Client` is shared across all concurrent fetches within
this call, reusing connection pools and TLS state.
### `pub fn parse_bytes(bytes: &[u8], source_name: &str) -> Result<Vec<FeedEntry>>`
Parse already-fetched RSS/Atom bytes into entries, without a network round-trip.
Used internally by [`fetch`]/[`fetch_all`]; also useful for callers that
fetch feed bytes through their own HTTP client/cache/proxy, and for
offline parsing benchmarks/tests.
**Measured:** 64637 instructions/iter, 6038ns median, 48 allocs/iter
### `pub struct AnalystEstimate { pub symbol: Option<String>, pub date: Option<String>, pub estimated_revenue_low: Option<f64>, pub estimated_revenue_high: Option<f64>, pub estimated_revenue_avg: Option<f64>, pub estimated_ebitda_low: Option<f64>, pub estimated_ebitda_high: Option<f64>, pub estimated_ebitda_avg: Option<f64>, pub estimated_eps_avg: Option<f64>, pub estimated_eps_high: Option<f64>, pub estimated_eps_low: Option<f64>, pub number_analyst_estimated_revenue: Option<i32>, pub number_analysts_estimated_eps: Option<i32> }`
An analyst estimate entry (revenue, EBITDA, EPS forecasts).
### `pub struct AnalystRecommendation { pub symbol: Option<String>, pub date: Option<String>, pub analyst_ratings_buy: Option<i32>, pub analyst_ratings_hold: Option<i32>, pub analyst_ratings_sell: Option<i32>, pub analyst_ratings_strong_buy: Option<i32>, pub analyst_ratings_strong_sell: Option<i32> }`
An analyst stock recommendation (buy/hold/sell counts).
### `pub struct EarningsCalendarEntry { pub symbol: String, pub name: Option<String>, pub report_date: Option<String>, pub fiscal_date_ending: Option<String>, pub estimate: Option<f64>, pub currency: Option<String> }`
An upcoming earnings calendar entry.
### `pub struct InsiderTransaction { pub symbol: Option<String>, pub filing_date: Option<String>, pub transaction_date: Option<String>, pub reporting_name: Option<String>, pub transaction_type: Option<String>, pub securities_transacted: Option<f64>, pub price: Option<f64>, pub securities_owned: Option<f64>, pub type_of_owner: Option<String>, pub link: Option<String> }`
An insider trading transaction record.
### `pub struct IpoCalendarEntry { pub symbol: Option<String>, pub name: Option<String>, pub ipo_date: Option<String>, pub price_range: Option<String>, pub exchange: Option<String> }`
An upcoming IPO calendar entry.
### `pub struct LookupOptions { pub lookup_type: LookupType, pub count: u32, pub include_logo: bool, pub fetch_pricing_data: bool, pub region: Option<Region> }`
### `pub enum LookupType { All, Equity, MutualFund, Etf, Index, Future, Currency, Cryptocurrency }`
### `pub enum Period { Annual, Quarter }`
Time period for analyst estimates.
### `pub struct SearchOptions { pub quotes_count: u32, pub news_count: u32, pub enable_fuzzy_query: bool, pub enable_logo_url: bool, pub enable_research_reports: bool, pub enable_cultural_assets: bool, pub recommend_count: u32, pub region: Option<Region> }`
### `pub async fn analyst_estimates(symbol: &str, period: Period) -> Result<Vec<AnalystEstimate>>`
Fetch analyst estimates for a symbol.
### `pub async fn analyst_recommendations(symbol: &str) -> Result<Vec<AnalystRecommendation>>`
Fetch analyst stock recommendations for a symbol.
### `pub async fn currencies() -> Result<Vec<crate::models::market::currencies::Currency>>`
Get list of available currencies
Returns currency information from Yahoo Finance.
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let currencies = finance::currencies().await?;
# Ok(())
# }
```
### `pub async fn custom_screener<F: crate::models::discovery::screeners::ScreenerField>( query: crate::models::discovery::screeners::ScreenerQuery<F>, ) -> Result<ScreenerResults>`
Execute a custom screener query
Allows flexible filtering of stocks/funds/ETFs based on various criteria.
Use [`EquityScreenerQuery`][crate::EquityScreenerQuery] for stock screeners
or [`FundScreenerQuery`][crate::FundScreenerQuery] for mutual fund screeners.
#### Arguments
* `query` - The custom screener query to execute
#### Examples
```no_run
use finance_query::{finance, EquityField, EquityScreenerQuery, ScreenerFieldExt};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Find US large-cap stocks with high volume
let query = EquityScreenerQuery::new()
.size(25)
.sort_by(EquityField::IntradayMarketCap, false)
.add_condition(EquityField::Region.eq_str("us"))
.add_condition(EquityField::AvgDailyVol3M.gt(200_000.0))
.add_condition(EquityField::IntradayMarketCap.gt(10_000_000_000.0));
let result = finance::custom_screener(query).await?;
println!("Found {} stocks", result.quotes.len());
# Ok(())
# }
```
### `pub async fn earnings_calendar() -> Result<Vec<EarningsCalendarEntry>>`
Fetch the upcoming earnings calendar (market-wide, not symbol-filtered).
### `pub async fn earnings_transcript( symbol: &str, quarter: Option<&str>, year: Option<i32>, ) -> Result<Transcript>`
Get earnings transcript for a symbol
Fetches the earnings call transcript, handling all the complexity internally:
1. Gets the company ID (quartrId) from the quote_type endpoint
2. Scrapes available earnings calls
3. Fetches the requested transcript
#### Arguments
* `symbol` - Stock symbol (e.g., "AAPL", "MSFT")
* `quarter` - Optional fiscal quarter (Q1, Q2, Q3, Q4). If None, gets latest.
* `year` - Optional fiscal year. If None, gets latest.
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Get the latest transcript
let latest = finance::earnings_transcript("AAPL", None, None).await?;
println!("Quarter: {} {}", latest.quarter(), latest.year());
// Get a specific quarter
let q4_2024 = finance::earnings_transcript("AAPL", Some("Q4"), Some(2024)).await?;
# Ok(())
# }
```
### `pub async fn earnings_transcripts( symbol: &str, limit: Option<usize>, ) -> Result<Vec<TranscriptWithMeta>>`
Get all earnings transcripts for a symbol
Fetches transcripts for all available earnings calls.
#### Arguments
* `symbol` - Stock symbol (e.g., "AAPL", "MSFT")
* `limit` - Optional maximum number of transcripts. If None, fetches all.
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Get all transcripts
let all = finance::earnings_transcripts("AAPL", None).await?;
// Get only the 5 most recent
let recent = finance::earnings_transcripts("AAPL", Some(5)).await?;
for t in &recent {
println!("{}: {} {}", t.title, t.transcript.quarter(), t.transcript.year());
}
# Ok(())
# }
```
### `pub async fn exchanges() -> Result<Vec<crate::models::market::exchanges::Exchange>>`
Get list of supported exchanges
Scrapes the Yahoo Finance help page for a list of supported exchanges
with their symbol suffixes and data delay information.
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let exchanges = finance::exchanges().await?;
for exchange in &exchanges {
println!("{} - {} ({})", exchange.country, exchange.market, exchange.suffix);
}
# Ok(())
# }
```
### `pub async fn fear_and_greed() -> Result<crate::models::sentiment::FearAndGreed>`
Fetch the current CNN Fear & Greed Index from Alternative.me.
Returns a 0–100 sentiment score and its classification. No API key required.
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let fg = finance::fear_and_greed().await?;
println!("Fear & Greed: {} ({})", fg.value, fg.classification.as_str());
# Ok(())
# }
```
### `pub async fn fear_and_greed_crypto( limit: u32, ) -> Result<Vec<crate::models::sentiment::FearAndGreed>>`
Fetch the crypto Fear & Greed Index from Alternative.me — current value
plus up to `limit - 1` historical readings (newest first).
Alternative.me's index specifically tracks crypto (Bitcoin) market
sentiment from volatility, momentum, social media, dominance, and
Google Trends signals. No API key required.
#### Arguments
* `limit` - Number of readings to return, newest first (`1` for just the
current value; e.g. `30` for the trailing month).
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let history = finance::fear_and_greed_crypto(7).await?;
let latest = &history[0];
println!("Crypto Fear & Greed: {} ({})", latest.value, latest.classification.as_str());
# Ok(())
# }
```
### `pub async fn hours(region: Option<Region>) -> Result<crate::models::market::hours::MarketHours>`
Get market hours/status
Returns the current status for various markets.
#### Arguments
* `region` - Optional region override. If None, uses default (US).
#### Examples
```no_run
use finance_query::{finance, Region};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Get US market hours (default)
let hours = finance::hours(None).await?;
// Get Japan market hours
let jp_hours = finance::hours(Some(Region::Japan)).await?;
# Ok(())
# }
```
### `pub async fn indices( region: Option<crate::constants::indices::Region>, ) -> Result<crate::tickers::BatchQuotesResponse>`
Get world market indices quotes
Returns quotes for major world indices, optionally filtered by region.
#### Arguments
* `region` - Optional region filter. If None, returns all world indices.
#### Examples
```no_run
use finance_query::{finance, IndicesRegion};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Get all world indices
let all = finance::indices(None).await?;
println!("Fetched {} indices", all.success_count());
// Get only Americas indices
let americas = finance::indices(Some(IndicesRegion::Americas)).await?;
# Ok(())
# }
```
### `pub async fn industry(industry_key: impl AsRef<str>) -> Result<IndustryData>`
Fetch detailed industry data from Yahoo Finance
Returns comprehensive industry information including overview, performance,
top companies, top performing companies, top growth companies, and research reports.
#### Arguments
* `industry_key` - The industry key/slug (e.g., "semiconductors", "software-infrastructure")
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let industry = finance::industry("semiconductors").await?;
println!("Industry: {} ({} companies)", industry.name,
industry.overview.as_ref().map(|o| o.companies_count.unwrap_or(0)).unwrap_or(0));
for company in industry.top_companies.iter().take(5) {
println!(" {} - {:?}", company.symbol, company.name);
}
# Ok(())
# }
```
### `pub async fn insider_trading(symbol: &str, limit: u32) -> Result<Vec<InsiderTransaction>>`
Fetch insider trading transactions for a symbol.
### `pub async fn ipo_calendar() -> Result<Vec<IpoCalendarEntry>>`
Fetch the upcoming IPO calendar (market-wide, not symbol-filtered).
### `pub async fn lookup( query: &str, options: &LookupOptions, ) -> Result<crate::models::discovery::lookup::LookupResults>`
Look up symbols by type (equity, ETF, mutual fund, index, future, currency, cryptocurrency)
Unlike search, lookup specializes in discovering tickers filtered by asset type.
Optionally fetches logo URLs via an additional API call.
#### Arguments
* `query` - Search term (company name, symbol, etc.)
* `options` - Lookup configuration options
#### Examples
```no_run
use finance_query::{finance, LookupOptions, LookupType, Region};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Simple lookup with defaults
let results = finance::lookup("Apple", &LookupOptions::default()).await?;
println!("Found {} results", results.result_count());
// Lookup equities with logos
let options = LookupOptions::new()
.lookup_type(LookupType::Equity)
.count(10)
.include_logo(true);
let results = finance::lookup("NVDA", &options).await?;
for quote in &results.quotes {
println!("{}: {:?}", quote.symbol, quote.logo_url);
}
# Ok(())
# }
```
### `pub async fn market_summary( region: Option<Region>, ) -> Result<Vec<crate::models::market::market_summary::MarketSummaryQuote>>`
Get market summary
Returns market summary with major indices, currencies, and commodities.
#### Arguments
* `region` - Optional region for localization. If None, uses default (US).
#### Examples
```no_run
use finance_query::{finance, Region};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Use default (US)
let summary = finance::market_summary(None).await?;
// Or specify a region
let summary = finance::market_summary(Some(Region::Canada)).await?;
# Ok(())
# }
```
### `pub async fn news() -> Result<Vec<crate::models::corporate::news::News>>`
Get general market news
#### Examples
```no_run
use finance_query::finance;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let news = finance::news().await?;
for article in news {
println!("{}: {}", article.source, article.title);
}
# Ok(())
# }
```
### `pub async fn screener(screener_type: Screener, count: u32) -> Result<ScreenerResults>`
Fetch data from a predefined Yahoo Finance screener
Returns stocks/funds matching the criteria of the specified screener type.
#### Arguments
* `screener_type` - The predefined screener to use
* `count` - Number of results to return (max 250)
#### Examples
```no_run
use finance_query::{finance, Screener};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Get top gainers
let gainers = finance::screener(Screener::DayGainers, 25).await?;
println!("Top gainers: {:#?}", gainers);
// Get most shorted stocks
let shorted = finance::screener(Screener::MostShortedStocks, 25).await?;
// Get growth technology stocks
let tech = finance::screener(Screener::GrowthTechnologyStocks, 25).await?;
# Ok(())
# }
```
### `pub async fn search(query: &str, options: &SearchOptions) -> Result<SearchResults>`
Search for stock symbols and companies
#### Arguments
* `query` - Search term (company name, symbol, etc.)
* `options` - Search configuration options
#### Examples
```no_run
use finance_query::{finance, SearchOptions, Region};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Simple search with defaults
let results = finance::search("Apple", &SearchOptions::default()).await?;
println!("Found {} results", results.result_count());
// Search with custom options
let options = SearchOptions::new()
.quotes_count(10)
.news_count(5)
.enable_research_reports(true)
.region(Region::Canada);
let results = finance::search("NVDA", &options).await?;
println!("Found {} quotes", results.quotes.len());
# Ok(())
# }
```
### `pub async fn sector(sector_type: Sector) -> Result<SectorData>`
Fetch detailed sector data from Yahoo Finance
Returns comprehensive sector information including overview, performance,
top companies, ETFs, mutual funds, industries, and research reports.
#### Arguments
* `sector_type` - The sector to fetch data for
#### Examples
```no_run
use finance_query::{finance, Sector};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let sector = finance::sector(Sector::Technology).await?;
println!("Sector: {} ({} companies)", sector.name,
sector.overview.as_ref().map(|o| o.companies_count.unwrap_or(0)).unwrap_or(0));
for company in sector.top_companies.iter().take(5) {
println!(" {} - {:?}", company.symbol, company.name);
}
# Ok(())
# }
```
### `pub async fn symbol_sentiment(symbol: &str) -> Result<crate::models::sentiment::SymbolSentiment>`
Fetch sentiment analysis for a symbol based on recent Polygon.io news.
### `pub async fn trending( region: Option<Region>, ) -> Result<Vec<crate::models::discovery::trending::TrendingQuote>>`
Get trending tickers for a region
Returns trending stocks for a specific region.
#### Arguments
* `region` - Optional region for localization. If None, uses default (US).
#### Examples
```no_run
use finance_query::{finance, Region};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Use default (US)
let trending = finance::trending(None).await?;
// Or specify a region
let trending = finance::trending(Some(Region::Canada)).await?;
# Ok(())
# }
```
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
### `pub struct Both`
### `pub struct Pretty`
### `pub struct Raw`
### `pub struct MacroObservation { pub date: String, pub value: Option<f64> }`
### `pub struct MacroSeries { pub id: String, pub observations: Vec<MacroObservation> }`
**Measured:** 1039714 instructions/iter, 103823ns median, 873 allocs/iter
### `pub struct ReleaseDate { pub release_id: u64, pub release_name: String, pub date: String }`
### `pub struct TreasuryYield { pub date: String, pub y1m: Option<f64>, pub y2m: Option<f64>, pub y3m: Option<f64>, pub y4m: Option<f64>, pub y6m: Option<f64>, pub y1: Option<f64>, pub y2: Option<f64>, pub y3: Option<f64>, pub y5: Option<f64>, pub y7: Option<f64>, pub y10: Option<f64>, pub y20: Option<f64>, pub y30: Option<f64> }`
**Measured:** 765954 instructions/iter, 76255ns median, 119 allocs/iter
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
### `pub async fn release_dates() -> Result<Vec<ReleaseDate>>`
### `pub async fn series(series_id: &str) -> Result<MacroSeries>`
### `pub async fn treasury_yields(year: u32) -> Result<Vec<TreasuryYield>>`
### `pub struct News { pub title: String, pub link: String, pub source: String, pub img: String, pub time: String, pub provider_id: Option<crate::providers::Provider>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
### `pub async fn fetch_news_response(symbol: &str) -> Result<Vec<News>>`
### `pub struct AroonData { pub aroon_up: Option<f64>, pub aroon_down: Option<f64> }`
### `pub struct AroonResult { pub aroon_up: Vec<Option<f64>>, pub aroon_down: Vec<Option<f64>> }`
### `pub struct BollingerBands { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
### `pub struct BollingerBandsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct BullBearPowerData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
### `pub struct BullBearPowerResult { pub bull_power: Vec<Option<f64>>, pub bear_power: Vec<Option<f64>> }`
### `pub enum CandlePattern { MorningStar, EveningStar, ThreeWhiteSoldiers, ThreeBlackCrows, BullishEngulfing, BearishEngulfing, BullishHarami, BearishHarami, PiercingLine, DarkCloudCover, TweezerTop, TweezerBottom, Doji, SpinningTop, BullishMarubozu, BearishMarubozu, Hammer, InvertedHammer, HangingMan, ShootingStar }`
### `pub struct DonchianChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct DonchianChannelsResult { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
### `pub struct ElderRayData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
### `pub struct BullBearPowerResult { pub bull_power: Vec<Option<f64>>, pub bear_power: Vec<Option<f64>> }`
### `pub struct FibonacciLevels { pub swing_high: f64, pub swing_low: f64, pub level_23_6: f64, pub level_38_2: f64, pub level_50: f64, pub level_61_8: f64, pub level_78_6: f64 }`
### `pub struct IchimokuData { pub conversion_line: Option<f64>, pub base_line: Option<f64>, pub leading_span_a: Option<f64>, pub leading_span_b: Option<f64>, pub lagging_span: Option<f64> }`
### `pub struct IchimokuResult { pub conversion_line: Vec<Option<f64>>, pub base_line: Vec<Option<f64>>, pub leading_span_a: Vec<Option<f64>>, pub leading_span_b: Vec<Option<f64>>, pub lagging_span: Vec<Option<f64>> }`
### `pub enum Indicator { Sma(usize), Ema(usize), Rsi(usize), Macd { fast: usize, slow: usize, signal: usize, }, Bollinger { period: usize, std_dev: f64, }, Atr(usize), Obv, Vwap, Wma(usize), Dema(usize), Tema(usize), Hma(usize), Vwma(usize), Alma { period: usize, offset: f64, sigma: f64, }, McginleyDynamic(usize), Stochastic { k_period: usize, k_slow: usize, d_period: usize, }, StochasticRsi { rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, }, Cci(usize), WilliamsR(usize), Roc(usize), Momentum(usize), Cmo(usize), AwesomeOscillator { fast: usize, slow: usize, }, CoppockCurve { wma_period: usize, long_roc: usize, short_roc: usize, }, Adx(usize), Aroon(usize), Supertrend { period: usize, multiplier: f64, }, Ichimoku { conversion: usize, base: usize, lagging: usize, displacement: usize, }, ParabolicSar { step: f64, max: f64, }, BullBearPower(usize), ElderRay(usize), KeltnerChannels { period: usize, multiplier: f64, atr_period: usize, }, DonchianChannels(usize), TrueRange, ChoppinessIndex(usize), Mfi(usize), Cmf(usize), ChaikinOscillator, AccumulationDistribution, BalanceOfPower(Option<usize>), PivotPointsStandard, PivotPointsFibonacci, HeikinAshi, ZigZag(f64), FibonacciRetracement(usize) }`
Enum representing all available technical indicators.
This enum is used with `Ticker::indicator()` to calculate specific indicators
over a given interval and time range.
### `pub fn warmup_bars(&self) -> usize`
Minimum number of data bars required before this indicator produces
meaningful output.
Used by the backtesting engine's `CustomStrategy` to automatically
compute the warmup period instead of parsing key-name suffixes.
#### Examples
```
use finance_query::indicators::Indicator;
assert_eq!(Indicator::Sma(20).warmup_bars(), 20);
assert_eq!(Indicator::Macd { fast: 12, slow: 26, signal: 9 }.warmup_bars(), 35);
assert_eq!(Indicator::Bollinger { period: 20, std_dev: 2.0 }.warmup_bars(), 20);
```
### `pub enum IndicatorError { InsufficientData { need: usize, got: usize, }, InvalidPeriod(String) }`
Error type for indicator calculations
### `pub enum IndicatorResult { Series(Vec<Option<f64>>), Macd(MacdResult), Bollinger(BollingerBands), Stochastic(StochasticResult), Aroon(AroonResult), SuperTrend(SuperTrendResult), Ichimoku(IchimokuResult), BullBearPower(BullBearPowerResult), ElderRay(ElderRayResult), Keltner(KeltnerChannelsResult), Donchian(DonchianChannelsResult), PivotPoints(Vec<Option<PivotPoints>>), HeikinAshi(Vec<crate::Candle>), ZigZag(Vec<ZigZagPoint>), FibonacciRetracement(Vec<Option<FibonacciLevels>>) }`
Result of an indicator calculation
Different indicators return different types of data:
- Simple indicators (SMA, EMA, RSI, ATR) return a time series of values
- Complex indicators (MACD, Bollinger Bands) return multiple series
### `pub enum Indicator { Sma(usize), Ema(usize), Rsi(usize), Macd { fast: usize, slow: usize, signal: usize, }, Bollinger { period: usize, std_dev: f64, }, Atr(usize), Obv, Vwap, Wma(usize), Dema(usize), Tema(usize), Hma(usize), Vwma(usize), Alma { period: usize, offset: f64, sigma: f64, }, McginleyDynamic(usize), Stochastic { k_period: usize, k_slow: usize, d_period: usize, }, StochasticRsi { rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, }, Cci(usize), WilliamsR(usize), Roc(usize), Momentum(usize), Cmo(usize), AwesomeOscillator { fast: usize, slow: usize, }, CoppockCurve { wma_period: usize, long_roc: usize, short_roc: usize, }, Adx(usize), Aroon(usize), Supertrend { period: usize, multiplier: f64, }, Ichimoku { conversion: usize, base: usize, lagging: usize, displacement: usize, }, ParabolicSar { step: f64, max: f64, }, BullBearPower(usize), ElderRay(usize), KeltnerChannels { period: usize, multiplier: f64, atr_period: usize, }, DonchianChannels(usize), TrueRange, ChoppinessIndex(usize), Mfi(usize), Cmf(usize), ChaikinOscillator, AccumulationDistribution, BalanceOfPower(Option<usize>), PivotPointsStandard, PivotPointsFibonacci, HeikinAshi, ZigZag(f64), FibonacciRetracement(usize) }`
### `pub struct IndicatorsSummary { pub sma_10: Option<f64>, pub sma_20: Option<f64>, pub sma_50: Option<f64>, pub sma_100: Option<f64>, pub sma_200: Option<f64>, pub ema_10: Option<f64>, pub ema_20: Option<f64>, pub ema_50: Option<f64>, pub ema_100: Option<f64>, pub ema_200: Option<f64>, pub wma_10: Option<f64>, pub wma_20: Option<f64>, pub wma_50: Option<f64>, pub wma_100: Option<f64>, pub wma_200: Option<f64>, pub dema_20: Option<f64>, pub tema_20: Option<f64>, pub hma_20: Option<f64>, pub vwma_20: Option<f64>, pub alma_9: Option<f64>, pub mcginley_dynamic_20: Option<f64>, pub rsi_14: Option<f64>, pub stochastic: Option<StochasticData>, pub cci_20: Option<f64>, pub williams_r_14: Option<f64>, pub stochastic_rsi: Option<StochasticData>, pub roc_12: Option<f64>, pub momentum_10: Option<f64>, pub cmo_14: Option<f64>, pub awesome_oscillator: Option<f64>, pub coppock_curve: Option<f64>, pub macd: Option<MacdData>, pub adx_14: Option<f64>, pub aroon: Option<AroonData>, pub supertrend: Option<SuperTrendData>, pub ichimoku: Option<IchimokuData>, pub parabolic_sar: Option<f64>, pub bull_bear_power: Option<BullBearPowerData>, pub elder_ray_index: Option<ElderRayData>, pub bollinger_bands: Option<BollingerBandsData>, pub atr_14: Option<f64>, pub keltner_channels: Option<KeltnerChannelsData>, pub donchian_channels: Option<DonchianChannelsData>, pub true_range: Option<f64>, pub choppiness_index_14: Option<f64>, pub obv: Option<f64>, pub mfi_14: Option<f64>, pub cmf_20: Option<f64>, pub chaikin_oscillator: Option<f64>, pub accumulation_distribution: Option<f64>, pub vwap: Option<f64>, pub balance_of_power: Option<f64>, pub pivot_points: Option<PivotPoints>, pub fibonacci_pivot_points: Option<PivotPoints>, pub heikin_ashi: Option<Candle>, pub zigzag_last_pivot: Option<ZigZagPoint>, pub fibonacci_retracement_50: Option<FibonacciLevels> }`
### `pub struct KeltnerChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
### `pub struct KeltnerChannelsResult { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
### `pub struct MacdData { pub macd: Option<f64>, pub signal: Option<f64>, pub histogram: Option<f64> }`
### `pub struct MacdResult { pub macd_line: Vec<Option<f64>>, pub signal_line: Vec<Option<f64>>, pub histogram: Vec<Option<f64>> }`
### `pub enum PatternSentiment { Bullish, Bearish, Neutral }`
### `pub struct PivotPoints { pub pivot: f64, pub r1: f64, pub r2: f64, pub r3: f64, pub s1: f64, pub s2: f64, pub s3: f64 }`
### `pub type Result<T> = std::result::Result<T, IndicatorError>`
Result type for indicator calculations
### `pub struct StochasticData { pub k: Option<f64>, pub d: Option<f64> }`
### `pub struct StochasticResult { pub k: Vec<Option<f64>>, pub d: Vec<Option<f64>> }`
### `pub struct SuperTrendData { pub value: Option<f64>, pub trend: Option<String> }`
### `pub struct SuperTrendResult { pub value: Vec<Option<f64>>, pub is_uptrend: Vec<Option<bool>> }`
### `pub struct ZigZagPoint { pub index: usize, pub price: f64, pub is_high: bool }`
### `pub fn accumulation_distribution( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
**Measured:** 27672 instructions/iter, 3886ns median, 1 allocs/iter
### `pub fn accumulation_distribution( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
Calculate Accumulation/Distribution (A/D).
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `volumes` - Volume data
#### Example
```
use finance_query::indicators::accumulation_distribution;
let highs = vec![10.0; 10];
let lows = vec![8.0; 10];
let closes = vec![9.0; 10];
let volumes = vec![100.0; 10];
let result = accumulation_distribution(&highs, &lows, &closes, &volumes).unwrap();
```
### `pub fn adx(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 1034742 instructions/iter, 94335ns median, 48 allocs/iter
### `pub fn adx(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Average Directional Index (ADX).
Measures trend strength (not direction).
Returns value between 0-100.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::adx;
let highs = vec![10.0; 30];
let lows = vec![8.0; 30];
let closes = vec![9.0; 30];
let result = adx(&highs, &lows, &closes, 14).unwrap();
```
### `pub fn alma(data: &[f64], period: usize, offset: f64, sigma: f64) -> Result<Vec<Option<f64>>>`
**Measured:** 107851 instructions/iter, 6432ns median, 2 allocs/iter
### `pub fn alma(data: &[f64], period: usize, offset: f64, sigma: f64) -> Result<Vec<Option<f64>>>`
Calculate Arnaud Legoux Moving Average (ALMA).
Gaussian-weighted moving average with configurable offset and sigma.
Standard parameters: offset=0.85, sigma=6.0
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
* `offset` - Offset parameter (0.0 to 1.0)
* `sigma` - Sigma parameter
#### Example
```
use finance_query::indicators::alma;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let result = alma(&prices, 3, 0.85, 6.0).unwrap();
```
### `pub fn aroon(highs: &[f64], lows: &[f64], period: usize) -> Result<AroonResult>`
**Measured:** 185942 instructions/iter, 12584ns median, 9 allocs/iter
### `pub struct AroonResult { pub aroon_up: Vec<Option<f64>>, pub aroon_down: Vec<Option<f64>> }`
Result of Aroon calculation
### `pub fn aroon(highs: &[f64], lows: &[f64], period: usize) -> Result<AroonResult>`
Calculate Aroon Indicator.
Aroon Up = ((period - periods since highest high) / period) * 100
Aroon Down = ((period - periods since lowest low) / period) * 100
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::aroon;
let highs = vec![10.0, 11.0, 12.0, 11.0, 10.0];
let lows = vec![8.0, 9.0, 10.0, 9.0, 8.0];
let result = aroon(&highs, &lows, 3).unwrap();
```
### `pub fn atr(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 56478 instructions/iter, 9843ns median, 2 allocs/iter
### `pub fn atr(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Average True Range (ATR).
ATR measures market volatility by calculating the average of true ranges over a period.
True range is the greatest of:
- Current high - Current low
- |Current high - Previous close|
- |Current low - Previous close|
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Number of periods (typically 14)
#### Returns
Vector of ATR values. First `period` values will be None.
#### Example
```
use finance_query::indicators::atr;
let highs = vec![50.0, 51.0, 52.0, 51.5, 53.0, 54.0, 53.5, 55.0];
let lows = vec![48.0, 49.0, 50.0, 49.5, 51.0, 52.0, 51.5, 53.0];
let closes = vec![49.0, 50.5, 51.0, 50.0, 52.0, 53.0, 52.5, 54.0];
let result = atr(&highs, &lows, &closes, 3).unwrap();
assert_eq!(result.len(), 8);
assert!(result[2].is_some()); // ATR available after period
```
### `pub fn awesome_oscillator( highs: &[f64], lows: &[f64], fast: usize, slow: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 52501 instructions/iter, 8522ns median, 4 allocs/iter
### `pub fn awesome_oscillator( highs: &[f64], lows: &[f64], fast: usize, slow: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Awesome Oscillator (AO).
AO = SMA(median price, fast) - SMA(median price, slow)
Median price = (High + Low) / 2
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `fast` - Fast SMA period (default: 5)
* `slow` - Slow SMA period (default: 34)
#### Example
```
use finance_query::indicators::awesome_oscillator;
let highs = vec![10.0; 35];
let lows = vec![8.0; 35];
let result = awesome_oscillator(&highs, &lows, 5, 34).unwrap();
```
### `pub fn balance_of_power( opens: &[f64], highs: &[f64], lows: &[f64], closes: &[f64], period: Option<usize>, ) -> Result<Vec<Option<f64>>>`
**Measured:** 27342 instructions/iter, 2268ns median, 2 allocs/iter
### `pub fn balance_of_power( opens: &[f64], highs: &[f64], lows: &[f64], closes: &[f64], period: Option<usize>, ) -> Result<Vec<Option<f64>>>`
Calculate Balance of Power (BOP).
(Close - Open) / (High - Low)
#### Arguments
* `opens` - Open prices
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Smoothing period (optional, default 14)
#### Example
```
use finance_query::indicators::balance_of_power;
let opens = vec![9.0; 10];
let highs = vec![10.0; 10];
let lows = vec![8.0; 10];
let closes = vec![9.5; 10];
let result = balance_of_power(&opens, &highs, &lows, &closes, Some(3)).unwrap();
```
### `pub struct BollingerBands { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
Bollinger Bands result containing upper, middle, and lower bands.
### `pub fn bollinger_bands( data: &[f64], period: usize, std_dev_multiplier: f64, ) -> Result<BollingerBands>`
Calculate Bollinger Bands.
Bollinger Bands consist of a middle band (SMA) and upper/lower bands that are
standard deviations away from the middle band. They help identify volatility and
potential overbought/oversold conditions.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods for the SMA (typically 20)
* `std_dev_multiplier` - Number of standard deviations (typically 2.0)
#### Formula
- Middle Band = SMA(period)
- Upper Band = Middle Band + (std_dev_multiplier × standard deviation)
- Lower Band = Middle Band - (std_dev_multiplier × standard deviation)
#### Example
```
use finance_query::indicators::bollinger_bands;
let prices: Vec<f64> = (1..=30).map(|x| x as f64 + (x % 3) as f64).collect();
let result = bollinger_bands(&prices, 20, 2.0).unwrap();
assert_eq!(result.upper.len(), prices.len());
assert_eq!(result.middle.len(), prices.len());
assert_eq!(result.lower.len(), prices.len());
```
### `pub fn bollinger_bands( data: &[f64], period: usize, std_dev_multiplier: f64, ) -> Result<BollingerBands>`
**Measured:** 673318 instructions/iter, 67867ns median, 28 allocs/iter
### `pub fn bull_bear_power( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<BullBearPowerResult>`
**Measured:** 29581 instructions/iter, 6971ns median, 3 allocs/iter
### `pub struct BullBearPowerResult { pub bull_power: Vec<Option<f64>>, pub bear_power: Vec<Option<f64>> }`
Result of Bull Bear Power calculation
### `pub fn bull_bear_power( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<BullBearPowerResult>`
Calculate Bull Bear Power.
Bull Power = High - EMA(period)
Bear Power = Low - EMA(period)
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - EMA period (default: 13)
#### Example
```
use finance_query::indicators::bull_bear_power;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let result = bull_bear_power(&highs, &lows, &closes, 13).unwrap();
```
### `pub fn cci(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 149203 instructions/iter, 17302ns median, 2 allocs/iter
### `pub fn cci(highs: &[f64], lows: &[f64], closes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Commodity Channel Index (CCI).
CCI measures the variation of a security's price from its statistical mean.
Formula: CCI = (Typical Price - SMA of Typical Price) / (0.015 * Mean Deviation)
Typical Price = (High + Low + Close) / 3
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::cci;
let highs = vec![10.0, 11.0, 12.0, 13.0];
let lows = vec![8.0, 9.0, 10.0, 11.0];
let closes = vec![9.0, 10.0, 11.0, 12.0];
let result = cci(&highs, &lows, &closes, 3).unwrap();
```
### `pub fn chaikin_oscillator( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
**Measured:** 66908 instructions/iter, 15922ns median, 4 allocs/iter
### `pub fn chaikin_oscillator( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
Calculate Chaikin Oscillator.
Difference between 3-day EMA and 10-day EMA of A/D line.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `volumes` - Volume data
#### Example
```
use finance_query::indicators::chaikin_oscillator;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let volumes = vec![100.0; 20];
let result = chaikin_oscillator(&highs, &lows, &closes, &volumes).unwrap();
```
### `pub fn choppiness_index( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 280369 instructions/iter, 22339ns median, 8 allocs/iter
### `pub fn choppiness_index( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Choppiness Index.
Measures market choppiness (consolidation vs trending).
Returns value between 0-100.
Above 61.8 = choppy/consolidating
Below 38.2 = trending
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::choppiness_index;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let result = choppiness_index(&highs, &lows, &closes, 14).unwrap();
```
### `pub fn cmf( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 49414 instructions/iter, 3984ns median, 2 allocs/iter
### `pub fn cmf( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Chaikin Money Flow (CMF).
Measures buying/selling pressure over a period.
Returns value between -1 and 1.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `volumes` - Volume data
* `period` - Number of periods
#### Example
```
use finance_query::indicators::cmf;
let highs = vec![10.0, 11.0, 12.0, 11.0, 10.0];
let lows = vec![8.0, 9.0, 10.0, 9.0, 8.0];
let closes = vec![9.0, 10.0, 11.0, 10.0, 9.0];
let volumes = vec![100.0, 200.0, 150.0, 100.0, 50.0];
let result = cmf(&highs, &lows, &closes, &volumes, 3).unwrap();
```
### `pub fn cmo(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 61742 instructions/iter, 5143ns median, 2 allocs/iter
### `pub fn cmo(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Chande Momentum Oscillator (CMO).
Similar to RSI but uses sum of gains - sum of losses.
Returns value between -100 and 100.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Example
```
use finance_query::indicators::cmo;
let prices = vec![10.0, 11.0, 12.0, 11.0, 10.0];
let result = cmo(&prices, 3).unwrap();
```
### `pub fn coppock_curve( data: &[f64], long_roc: usize, short_roc: usize, wma_period: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 72734 instructions/iter, 7656ns median, 3 allocs/iter
### `pub fn coppock_curve( data: &[f64], long_roc: usize, short_roc: usize, wma_period: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Coppock Curve.
Combines two Rate-of-Change values with WMA smoothing:
`Coppock = WMA(ROC(long_roc) + ROC(short_roc), wma_period)`
#### Arguments
* `data` - Price data (typically close prices)
* `long_roc` - Long ROC period (default: 14)
* `short_roc` - Short ROC period (default: 11)
* `wma_period` - WMA smoothing period (default: 10)
#### Example
```
use finance_query::indicators::coppock_curve;
let prices = vec![10.0; 30];
let result = coppock_curve(&prices, 14, 11, 10).unwrap();
```
### `pub fn dema(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 40936 instructions/iter, 11739ns median, 3 allocs/iter
### `pub fn dema(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Double Exponential Moving Average (DEMA).
DEMA = 2 * EMA - EMA(EMA)
Reduces lag compared to simple EMA.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Formula
DEMA = 2 * EMA - EMA(EMA)
#### Example
```
use finance_query::indicators::dema;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0];
let result = dema(&prices, 3).unwrap();
```
### `pub fn donchian_channels( highs: &[f64], lows: &[f64], period: usize, ) -> Result<DonchianChannelsResult>`
**Measured:** 181283 instructions/iter, 11929ns median, 9 allocs/iter
### `pub struct DonchianChannelsResult { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
Result of Donchian Channels calculation
### `pub fn donchian_channels( highs: &[f64], lows: &[f64], period: usize, ) -> Result<DonchianChannelsResult>`
Calculate Donchian Channels.
Upper Channel = Highest high over period
Lower Channel = Lowest low over period
Middle Channel = (Upper + Lower) / 2
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::donchian_channels;
let highs = vec![10.0, 11.0, 12.0, 11.0, 10.0];
let lows = vec![8.0, 9.0, 10.0, 9.0, 8.0];
let result = donchian_channels(&highs, &lows, 3).unwrap();
```
### `pub fn elder_ray( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<ElderRayResult>`
**Measured:** 29582 instructions/iter, 6974ns median, 3 allocs/iter
### `pub fn elder_ray( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<ElderRayResult>`
Calculate Elder Ray Index.
Similar to Bull Bear Power; uses EMA of the given period.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - EMA period (default: 13)
#### Example
```
use finance_query::indicators::elder_ray;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let result = elder_ray(&highs, &lows, &closes, 13).unwrap();
```
### `pub fn ema(data: &[f64], period: usize) -> Vec<Option<f64>>`
**Measured:** 479263 instructions/iter, 86074ns median, 27 allocs/iter
### `pub fn ema(data: &[f64], period: usize) -> Vec<Option<f64>>`
Calculate Exponential Moving Average (EMA).
EMA gives more weight to recent prices, making it more responsive than SMA.
The first value is calculated as an SMA, then subsequent values use the EMA formula.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods for the moving average
#### Formula
- First EMA = SMA(period)
- Multiplier = 2 / (period + 1)
- EMA = (Close - Previous EMA) × Multiplier + Previous EMA
#### Example
```
use finance_query::indicators::ema;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let result = ema(&prices, 3);
// First 2 values are None (insufficient data)
assert!(result[0].is_none());
assert!(result[1].is_none());
// Subsequent values are calculated using EMA formula
assert!(result[2].is_some());
```
### `pub fn fibonacci_pivot_points( highs: &[f64], lows: &[f64], closes: &[f64], ) -> Result<Vec<Option<PivotPoints>>>`
**Measured:** 24555 instructions/iter, 2426ns median, 1 allocs/iter
### `pub fn fibonacci_retracement( highs: &[f64], lows: &[f64], period: usize, ) -> Result<Vec<Option<FibonacciLevels>>>`
**Measured:** 184909 instructions/iter, 11218ns median, 9 allocs/iter
### `pub struct FibonacciLevels { pub swing_high: f64, pub swing_low: f64, pub level_23_6: f64, pub level_38_2: f64, pub level_50: f64, pub level_61_8: f64, pub level_78_6: f64 }`
Fibonacci retracement levels between a swing high and swing low.
### `pub fn fibonacci_retracement( highs: &[f64], lows: &[f64], period: usize, ) -> Result<Vec<Option<FibonacciLevels>>>`
Calculate rolling Fibonacci retracement levels.
For each bar, the swing high/low are the highest high and lowest low over
the trailing `period` bars (inclusive), and the standard retracement
levels are interpolated between them (0% = swing high, 100% = swing low —
the conventional orientation for retracing a preceding up-move).
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `period` - Lookback window size (typically 50–100)
#### Example
```
use finance_query::indicators::fibonacci_retracement;
let highs = vec![10.0, 12.0, 11.0, 9.0, 13.0];
let lows = vec![8.0, 9.0, 8.5, 7.0, 10.0];
let result = fibonacci_retracement(&highs, &lows, 3).unwrap();
assert!(result[0].is_none());
assert!(result[2].is_some());
```
### `pub fn heikin_ashi(candles: &[Candle]) -> Result<Vec<Candle>>`
**Measured:** 129763 instructions/iter, 16477ns median, 9 allocs/iter
### `pub fn heikin_ashi(candles: &[Candle]) -> Result<Vec<Candle>>`
Transform standard OHLC candles into Heikin-Ashi candles.
Volume, timestamp, adjusted close, and provider id pass through
unchanged — only open/high/low/close are recomputed.
#### Example
```no_run
use finance_query::{Ticker, Interval, TimeRange};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let ticker = Ticker::new("AAPL").await?;
let chart = ticker.chart(Interval::OneDay, TimeRange::ThreeMonths).await?;
let ha_candles = chart.heikin_ashi()?;
# Ok(())
# }
```
### `pub fn hma(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 100281 instructions/iter, 13179ns median, 5 allocs/iter
### `pub fn hma(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Hull Moving Average (HMA).
HMA = WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
Responsive moving average with reduced lag.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Formula
HMA = WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
#### Example
```
use finance_query::indicators::hma;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0];
let result = hma(&prices, 4).unwrap();
```
### `pub fn ichimoku( highs: &[f64], lows: &[f64], closes: &[f64], conversion: usize, base: usize, lagging: usize, displacement: usize, ) -> Result<IchimokuResult>`
**Measured:** 535351 instructions/iter, 36058ns median, 27 allocs/iter
### `pub struct IchimokuResult { pub conversion_line: Vec<Option<f64>>, pub base_line: Vec<Option<f64>>, pub leading_span_a: Vec<Option<f64>>, pub leading_span_b: Vec<Option<f64>>, pub lagging_span: Vec<Option<f64>> }`
Result of Ichimoku Cloud calculation
### `pub fn ichimoku( highs: &[f64], lows: &[f64], closes: &[f64], conversion: usize, base: usize, lagging: usize, displacement: usize, ) -> Result<IchimokuResult>`
Calculate Ichimoku Cloud.
Returns all five Ichimoku lines. Leading Span B uses `2 * base` bars.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `conversion` - Conversion line (Tenkan-sen) period (default: 9)
* `base` - Base line (Kijun-sen) period; also controls cloud displacement (default: 26)
* `lagging` - Lagging span (Chikou Span) back-displacement in bars (default: 26)
* `displacement` - Cloud forward displacement in bars (default: 26)
#### Example
```
use finance_query::indicators::ichimoku;
let highs = vec![10.0; 100];
let lows = vec![8.0; 100];
let closes = vec![9.0; 100];
let result = ichimoku(&highs, &lows, &closes, 9, 26, 26, 26).unwrap();
```
### `pub fn keltner_channels( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, atr_period: usize, multiplier: f64, ) -> Result<KeltnerChannelsResult>`
**Measured:** 97515 instructions/iter, 17200ns median, 5 allocs/iter
### `pub struct KeltnerChannelsResult { pub upper: Vec<Option<f64>>, pub middle: Vec<Option<f64>>, pub lower: Vec<Option<f64>> }`
Result of Keltner Channels calculation
### `pub fn keltner_channels( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, atr_period: usize, multiplier: f64, ) -> Result<KeltnerChannelsResult>`
Calculate Keltner Channels.
Middle Line = EMA(period)
Upper Channel = EMA + (multiplier * ATR)
Lower Channel = EMA - (multiplier * ATR)
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - EMA period
* `atr_period` - ATR period
* `multiplier` - ATR multiplier
#### Example
```
use finance_query::indicators::keltner_channels;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let result = keltner_channels(&highs, &lows, &closes, 10, 10, 2.0).unwrap();
```
### `pub fn last_value(values: &[Option<f64>]) -> Option<f64>`
Helper function to extract the last non-None value from a vector.
Useful for converting historical indicator values to latest value only.
#### Example
```
use finance_query::indicators::last_value;
let values = vec![None, None, Some(10.0), Some(20.0)];
assert_eq!(last_value(&values), Some(20.0));
```
**Measured:** 20 instructions/iter, 2ns median, 0 allocs/iter
### `pub fn macd( data: &[f64], fast_period: usize, slow_period: usize, signal_period: usize, ) -> Result<MacdResult>`
**Measured:** 82597 instructions/iter, 19689ns median, 7 allocs/iter
### `pub struct MacdResult { pub macd_line: Vec<Option<f64>>, pub signal_line: Vec<Option<f64>>, pub histogram: Vec<Option<f64>> }`
MACD calculation result containing the MACD line, signal line, and histogram.
### `pub fn macd( data: &[f64], fast_period: usize, slow_period: usize, signal_period: usize, ) -> Result<MacdResult>`
Calculate Moving Average Convergence Divergence (MACD).
MACD shows the relationship between two moving averages and helps identify trend changes.
Standard parameters are (12, 26, 9).
#### Arguments
* `data` - Price data (typically close prices)
* `fast_period` - Fast EMA period (typically 12)
* `slow_period` - Slow EMA period (typically 26)
* `signal_period` - Signal line EMA period (typically 9)
#### Formula
- MACD Line = 12-period EMA - 26-period EMA
- Signal Line = 9-period EMA of MACD Line
- Histogram = MACD Line - Signal Line
#### Example
```
use finance_query::indicators::macd;
let prices: Vec<f64> = (1..=50).map(|x| x as f64).collect();
let result = macd(&prices, 12, 26, 9).unwrap();
assert_eq!(result.macd_line.len(), prices.len());
assert_eq!(result.signal_line.len(), prices.len());
assert_eq!(result.histogram.len(), prices.len());
```
### `pub fn mcginley_dynamic(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 21714 instructions/iter, 12038ns median, 1 allocs/iter
### `pub fn mcginley_dynamic(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate McGinley Dynamic.
Adaptive moving average that automatically adjusts for market speed.
```text
MD[i] = MD[i-1] + (Price - MD[i-1]) / (N * (Price/MD[i-1])^4)
```
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Example
```
use finance_query::indicators::mcginley_dynamic;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let result = mcginley_dynamic(&prices, 3).unwrap();
```
### `pub fn mfi( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 94229 instructions/iter, 7583ns median, 3 allocs/iter
### `pub fn mfi( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Money Flow Index (MFI).
Volume-weighted RSI. Returns value between 0-100.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `volumes` - Volume data
* `period` - Number of periods
#### Example
```
use finance_query::indicators::mfi;
let highs = vec![10.0, 11.0, 12.0, 11.0, 10.0];
let lows = vec![8.0, 9.0, 10.0, 9.0, 8.0];
let closes = vec![9.0, 10.0, 11.0, 10.0, 9.0];
let volumes = vec![100.0, 200.0, 150.0, 100.0, 50.0];
let result = mfi(&highs, &lows, &closes, &volumes, 3).unwrap();
```
### `pub fn momentum(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 8020 instructions/iter, 533ns median, 1 allocs/iter
### `pub fn momentum(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Momentum.
Simple difference between current price and price n periods ago.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Example
```
use finance_query::indicators::momentum;
let prices = vec![10.0, 11.0, 12.0, 13.0];
let result = momentum(&prices, 2).unwrap();
```
### `pub fn obv(closes: &[f64], volumes: &[f64]) -> Result<Vec<Option<f64>>>`
**Measured:** 316423 instructions/iter, 41489ns median, 14 allocs/iter
### `pub fn obv(closes: &[f64], volumes: &[f64]) -> Result<Vec<Option<f64>>>`
Calculate On-Balance Volume (OBV).
OBV is a cumulative indicator that adds volume on up days and subtracts volume on down days.
It measures buying and selling pressure.
#### Arguments
* `closes` - Close prices
* `volumes` - Trading volumes
#### Returns
Vector of cumulative OBV values.
#### Example
```
use finance_query::indicators::obv;
let closes = vec![100.0, 102.0, 101.0, 103.0, 105.0];
let volumes = vec![1000.0, 1200.0, 900.0, 1500.0, 2000.0];
let result = obv(&closes, &volumes).unwrap();
assert_eq!(result.len(), 5);
```
### `pub fn parabolic_sar( highs: &[f64], lows: &[f64], closes: &[f64], acceleration: f64, maximum: f64, ) -> Result<Vec<Option<f64>>>`
**Measured:** 25132 instructions/iter, 2223ns median, 1 allocs/iter
### `pub fn parabolic_sar( highs: &[f64], lows: &[f64], closes: &[f64], acceleration: f64, maximum: f64, ) -> Result<Vec<Option<f64>>>`
Calculate Parabolic SAR.
Stop and Reverse indicator for trend-following.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `acceleration` - Acceleration factor (e.g., 0.02)
* `maximum` - Maximum acceleration (e.g., 0.2)
#### Example
```
use finance_query::indicators::parabolic_sar;
let highs = vec![10.0, 11.0, 12.0, 13.0];
let lows = vec![8.0, 9.0, 10.0, 11.0];
let closes = vec![9.0, 10.0, 11.0, 12.0];
let result = parabolic_sar(&highs, &lows, &closes, 0.02, 0.2).unwrap();
```
### `pub fn patterns(candles: &[Candle]) -> Vec<Option<CandlePattern>>`
**Measured:** 1184450 instructions/iter, 98301ns median, 1 allocs/iter
### `pub enum CandlePattern { MorningStar, EveningStar, ThreeWhiteSoldiers, ThreeBlackCrows, BullishEngulfing, BearishEngulfing, BullishHarami, BearishHarami, PiercingLine, DarkCloudCover, TweezerTop, TweezerBottom, Doji, SpinningTop, BullishMarubozu, BearishMarubozu, Hammer, InvertedHammer, HangingMan, ShootingStar }`
A detected candlestick pattern.
Returned per-bar by [`patterns`]. Each bar carries at most one pattern;
three-bar patterns take precedence over two-bar, which take precedence over
one-bar.
### `pub enum PatternSentiment { Bullish, Bearish, Neutral }`
Directional bias of a candlestick pattern.
### `pub fn patterns(candles: &[Candle]) -> Vec<Option<CandlePattern>>`
Detect candlestick patterns for each bar in `candles`.
Returns a `Vec<Option<CandlePattern>>` of the same length as the input.
`Some(pattern)` means a pattern was detected on that bar; `None` means no
pattern matched. Input must be in chronological order (oldest candle first).
When multiple patterns are technically valid for the same bar, the most
specific (widest lookback) pattern wins: three-bar patterns take precedence
over two-bar, which take precedence over one-bar.
#### Example
```no_run
use finance_query::{Ticker, Interval, TimeRange};
use finance_query::indicators::{patterns, CandlePattern, PatternSentiment};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let ticker = Ticker::new("AAPL").await?;
let chart = ticker.chart(Interval::OneDay, TimeRange::SixMonths).await?;
let signals = patterns(&chart.candles);
let bullish: Vec<_> = signals
.iter()
.enumerate()
.filter(|(_, s)| s.map(|p| p.sentiment() == PatternSentiment::Bullish).unwrap_or(false))
.collect();
println!("{} bullish patterns detected", bullish.len());
# Ok(())
# }
```
### `pub fn pivot_points( highs: &[f64], lows: &[f64], closes: &[f64], ) -> Result<Vec<Option<PivotPoints>>>`
**Measured:** 26050 instructions/iter, 2867ns median, 1 allocs/iter
### `pub struct PivotPoints { pub pivot: f64, pub r1: f64, pub r2: f64, pub r3: f64, pub s1: f64, pub s2: f64, pub s3: f64 }`
Pivot point support/resistance levels for a single bar.
### `pub fn fibonacci_pivot_points( highs: &[f64], lows: &[f64], closes: &[f64], ) -> Result<Vec<Option<PivotPoints>>>`
Calculate Fibonacci pivot points.
Uses the same central pivot as the standard variant, but Fibonacci
retracement ratios (38.2%, 61.8%, 100%) of the previous bar's range for
the support/resistance levels instead of the classic multiples.
#### Formula
- Pivot = (High + Low + Close) / 3
- R1/S1 = Pivot ± 0.382×Range, R2/S2 = Pivot ± 0.618×Range, R3/S3 = Pivot ± 1.000×Range
#### Example
```
use finance_query::indicators::fibonacci_pivot_points;
let highs = vec![10.0, 12.0, 11.0];
let lows = vec![8.0, 9.0, 8.5];
let closes = vec![9.0, 11.0, 10.0];
let result = fibonacci_pivot_points(&highs, &lows, &closes).unwrap();
assert!(result[0].is_none());
assert!(result[1].is_some());
```
### `pub fn pivot_points( highs: &[f64], lows: &[f64], closes: &[f64], ) -> Result<Vec<Option<PivotPoints>>>`
Calculate classic (standard) pivot points.
Each bar's levels are derived from the **previous** bar's high/low/close;
the first bar has no prior bar and is therefore `None`.
#### Formula
- Pivot = (High + Low + Close) / 3
- R1 = 2×Pivot − Low, S1 = 2×Pivot − High
- R2 = Pivot + (High − Low), S2 = Pivot − (High − Low)
- R3 = High + 2×(Pivot − Low), S3 = Low − 2×(High − Pivot)
#### Example
```
use finance_query::indicators::pivot_points;
let highs = vec![10.0, 12.0, 11.0];
let lows = vec![8.0, 9.0, 8.5];
let closes = vec![9.0, 11.0, 10.0];
let result = pivot_points(&highs, &lows, &closes).unwrap();
assert!(result[0].is_none());
assert!(result[1].is_some());
```
### `pub fn roc(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 16876 instructions/iter, 1633ns median, 1 allocs/iter
### `pub fn roc(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Rate of Change (ROC).
Percentage change over period.
ROC = ((Price - Price[n periods ago]) / Price[n periods ago]) * 100
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Example
```
use finance_query::indicators::roc;
let prices = vec![10.0, 11.0, 12.0, 13.0];
let result = roc(&prices, 2).unwrap();
```
### `pub fn rsi(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 1186788 instructions/iter, 124109ns median, 52 allocs/iter
### `pub fn rsi(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Relative Strength Index (RSI).
RSI measures the magnitude of recent price changes to evaluate overbought or oversold conditions.
Values range from 0 to 100, with readings above 70 indicating overbought and below 30 indicating oversold.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods (typically 14)
#### Formula
1. Calculate price changes (current - previous)
2. Separate into gains (positive changes) and losses (negative changes, absolute value)
3. Calculate average gain and average loss using EMA
4. RS = Average Gain / Average Loss
5. RSI = 100 - (100 / (1 + RS))
#### Example
```
use finance_query::indicators::rsi;
let prices = vec![44.0, 44.34, 44.09, 43.61, 44.33, 44.83, 45.10, 45.42,
45.84, 46.08, 45.89, 46.03, 45.61, 46.28, 46.28];
let result = rsi(&prices, 14).unwrap();
// First 14 values will be None (need period + 1 for calculation)
assert!(result[13].is_none());
// RSI values start from index 14
assert!(result[14].is_some());
```
### `pub fn sma(data: &[f64], period: usize) -> Vec<Option<f64>>`
**Measured:** 2200136 instructions/iter, 376811ns median, 1 allocs/iter
### `pub fn sma(data: &[f64], period: usize) -> Vec<Option<f64>>`
Calculate Simple Moving Average (SMA).
Returns a vector where each element is the average of the previous `period` values.
The first `period - 1` elements will be `None` since there's insufficient data.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods for the moving average
#### Formula
SMA = (P1 + P2 + ... + Pn) / n
Where:
- P = Price at each period
- n = Number of periods
#### Example
```
use finance_query::indicators::sma;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let result = sma(&prices, 3);
// First 2 values are None (insufficient data)
assert!(result[0].is_none());
assert!(result[1].is_none());
// Third value: (10 + 11 + 12) / 3 = 11.0
assert_eq!(result[2], Some(11.0));
```
### `pub fn stochastic( highs: &[f64], lows: &[f64], closes: &[f64], k_period: usize, k_slow: usize, d_period: usize, ) -> Result<StochasticResult>`
**Measured:** 225850 instructions/iter, 16287ns median, 11 allocs/iter
### `pub struct StochasticResult { pub k: Vec<Option<f64>>, pub d: Vec<Option<f64>> }`
Result of Stochastic Oscillator calculation
### `pub fn stochastic( highs: &[f64], lows: &[f64], closes: &[f64], k_period: usize, k_slow: usize, d_period: usize, ) -> Result<StochasticResult>`
Calculate Stochastic Oscillator.
Returns (%K, %D) where:
- Raw %K = (Close − Lowest Low) / (Highest High − Lowest Low) × 100
- Slow %K = SMA(Raw %K, k_slow) — set `k_slow = 1` for no smoothing
- %D = SMA(Slow %K, d_period)
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `k_period` - Lookback period for raw %K (number of bars)
* `k_slow` - Smoothing period applied to raw %K before computing %D; `1` = no smoothing
* `d_period` - Period for %D signal line (SMA of slow %K)
#### Example
```
use finance_query::indicators::stochastic;
let highs = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let lows = vec![8.0, 9.0, 10.0, 11.0, 12.0];
let closes = vec![9.0, 10.0, 11.0, 12.0, 13.0];
let result = stochastic(&highs, &lows, &closes, 3, 1, 2).unwrap();
```
### `pub fn stochastic_rsi( data: &[f64], rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, ) -> Result<StochasticResult>`
**Measured:** 287826 instructions/iter, 26759ns median, 12 allocs/iter
### `pub fn stochastic_rsi( data: &[f64], rsi_period: usize, stoch_period: usize, k_period: usize, d_period: usize, ) -> Result<StochasticResult>`
Calculate Stochastic RSI.
Applies the Stochastic formula to RSI values, then optionally smooths the
result into %K and %D lines — matching the TradingView "Stoch RSI" indicator.
Steps:
1. Compute RSI with `rsi_period`.
2. Apply Stochastic formula over `stoch_period` bars of the RSI series → raw StochRSI.
3. Smooth raw StochRSI with SMA(`k_period`) → %K. Use `k_period = 1` to skip smoothing.
4. Smooth %K with SMA(`d_period`) → %D. Use `d_period = 1` to skip.
#### Arguments
* `data` - Price data (typically close prices)
* `rsi_period` - Period for RSI calculation (e.g. 14)
* `stoch_period` - Lookback period for Stochastic formula on RSI (e.g. 14)
* `k_period` - SMA smoothing period for %K (e.g. 3; use 1 for no smoothing)
* `d_period` - SMA smoothing period for %D (e.g. 3; use 1 for no smoothing)
#### Example
```
use finance_query::indicators::stochastic_rsi;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0];
let result = stochastic_rsi(&prices, 3, 3, 3, 3).unwrap();
```
### `pub struct AroonData { pub aroon_up: Option<f64>, pub aroon_down: Option<f64> }`
Aroon indicator data
### `pub struct BollingerBandsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
Bollinger Bands data
### `pub struct BullBearPowerData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
Bull Bear Power indicator data
### `pub struct DonchianChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
Donchian Channels data
### `pub struct ElderRayData { pub bull_power: Option<f64>, pub bear_power: Option<f64> }`
Elder Ray Index data
### `pub struct IchimokuData { pub conversion_line: Option<f64>, pub base_line: Option<f64>, pub leading_span_a: Option<f64>, pub leading_span_b: Option<f64>, pub lagging_span: Option<f64> }`
Ichimoku Cloud data
### `pub struct IndicatorsSummary { pub sma_10: Option<f64>, pub sma_20: Option<f64>, pub sma_50: Option<f64>, pub sma_100: Option<f64>, pub sma_200: Option<f64>, pub ema_10: Option<f64>, pub ema_20: Option<f64>, pub ema_50: Option<f64>, pub ema_100: Option<f64>, pub ema_200: Option<f64>, pub wma_10: Option<f64>, pub wma_20: Option<f64>, pub wma_50: Option<f64>, pub wma_100: Option<f64>, pub wma_200: Option<f64>, pub dema_20: Option<f64>, pub tema_20: Option<f64>, pub hma_20: Option<f64>, pub vwma_20: Option<f64>, pub alma_9: Option<f64>, pub mcginley_dynamic_20: Option<f64>, pub rsi_14: Option<f64>, pub stochastic: Option<StochasticData>, pub cci_20: Option<f64>, pub williams_r_14: Option<f64>, pub stochastic_rsi: Option<StochasticData>, pub roc_12: Option<f64>, pub momentum_10: Option<f64>, pub cmo_14: Option<f64>, pub awesome_oscillator: Option<f64>, pub coppock_curve: Option<f64>, pub macd: Option<MacdData>, pub adx_14: Option<f64>, pub aroon: Option<AroonData>, pub supertrend: Option<SuperTrendData>, pub ichimoku: Option<IchimokuData>, pub parabolic_sar: Option<f64>, pub bull_bear_power: Option<BullBearPowerData>, pub elder_ray_index: Option<ElderRayData>, pub bollinger_bands: Option<BollingerBandsData>, pub atr_14: Option<f64>, pub keltner_channels: Option<KeltnerChannelsData>, pub donchian_channels: Option<DonchianChannelsData>, pub true_range: Option<f64>, pub choppiness_index_14: Option<f64>, pub obv: Option<f64>, pub mfi_14: Option<f64>, pub cmf_20: Option<f64>, pub chaikin_oscillator: Option<f64>, pub accumulation_distribution: Option<f64>, pub vwap: Option<f64>, pub balance_of_power: Option<f64>, pub pivot_points: Option<PivotPoints>, pub fibonacci_pivot_points: Option<PivotPoints>, pub heikin_ashi: Option<Candle>, pub zigzag_last_pivot: Option<ZigZagPoint>, pub fibonacci_retracement_50: Option<FibonacciLevels> }`
Summary of all calculated technical indicators
### `pub struct KeltnerChannelsData { pub upper: Option<f64>, pub middle: Option<f64>, pub lower: Option<f64> }`
Keltner Channels data
### `pub struct MacdData { pub macd: Option<f64>, pub signal: Option<f64>, pub histogram: Option<f64> }`
MACD indicator data
### `pub struct StochasticData { pub k: Option<f64>, pub d: Option<f64> }`
Stochastic Oscillator data
### `pub struct SuperTrendData { pub value: Option<f64>, pub trend: Option<String> }`
SuperTrend indicator data
### `pub fn supertrend( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, multiplier: f64, ) -> Result<SuperTrendResult>`
**Measured:** 117931 instructions/iter, 13681ns median, 4 allocs/iter
### `pub struct SuperTrendResult { pub value: Vec<Option<f64>>, pub is_uptrend: Vec<Option<bool>> }`
Result of SuperTrend calculation
### `pub fn supertrend( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, multiplier: f64, ) -> Result<SuperTrendResult>`
Calculate SuperTrend.
Trend-following indicator based on ATR.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - ATR period
* `multiplier` - ATR multiplier
#### Example
```
use finance_query::indicators::supertrend;
let highs = vec![10.0; 20];
let lows = vec![8.0; 20];
let closes = vec![9.0; 20];
let result = supertrend(&highs, &lows, &closes, 10, 3.0).unwrap();
```
### `pub fn tema(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 58081 instructions/iter, 17421ns median, 4 allocs/iter
### `pub fn tema(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Triple Exponential Moving Average (TEMA).
TEMA = 3 * EMA - 3 * EMA(EMA) + EMA(EMA(EMA))
Further reduces lag compared to DEMA.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods
#### Formula
TEMA = 3 * EMA - 3 * EMA(EMA) + EMA(EMA(EMA))
#### Example
```
use finance_query::indicators::tema;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0];
let result = tema(&prices, 3).unwrap();
```
### `pub fn true_range(highs: &[f64], lows: &[f64], closes: &[f64]) -> Result<Vec<Option<f64>>>`
**Measured:** 17091 instructions/iter, 1186ns median, 1 allocs/iter
### `pub fn true_range(highs: &[f64], lows: &[f64], closes: &[f64]) -> Result<Vec<Option<f64>>>`
Calculate True Range.
TR = max(high - low, |high - prev_close|, |low - prev_close|)
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
#### Example
```
use finance_query::indicators::true_range;
let highs = vec![10.0, 11.0, 12.0];
let lows = vec![8.0, 9.0, 10.0];
let closes = vec![9.0, 10.0, 11.0];
let result = true_range(&highs, &lows, &closes).unwrap();
```
### `pub fn vwap( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
**Measured:** 31671 instructions/iter, 3914ns median, 1 allocs/iter
### `pub fn vwap( highs: &[f64], lows: &[f64], closes: &[f64], volumes: &[f64], ) -> Result<Vec<Option<f64>>>`
Calculate Volume Weighted Average Price (VWAP).
VWAP is the average price weighted by volume. It's commonly used as a trading benchmark.
Formula: VWAP = Σ(Typical Price × Volume) / Σ(Volume)
where Typical Price = (High + Low + Close) / 3
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `volumes` - Trading volumes
#### Returns
Vector of cumulative VWAP values.
#### Example
```
use finance_query::indicators::vwap;
let highs = vec![102.0, 104.0, 103.0, 105.0];
let lows = vec![100.0, 101.0, 100.5, 102.0];
let closes = vec![101.0, 103.0, 102.0, 104.0];
let volumes = vec![1000.0, 1200.0, 900.0, 1500.0];
let result = vwap(&highs, &lows, &closes, &volumes).unwrap();
assert_eq!(result.len(), 4);
```
### `pub fn vwma(data: &[f64], volumes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 43618 instructions/iter, 2987ns median, 1 allocs/iter
### `pub fn vwma(data: &[f64], volumes: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Volume Weighted Moving Average (VWMA).
Prices weighted by volume over the given period.
#### Arguments
* `data` - Price data (typically close prices)
* `volumes` - Volume data
* `period` - Number of periods
#### Formula
VWMA = Sum(Price * Volume) / Sum(Volume)
#### Example
```
use finance_query::indicators::vwma;
let prices = vec![10.0, 10.0, 10.0];
let volumes = vec![100.0, 100.0, 100.0];
let result = vwma(&prices, &volumes, 2).unwrap();
```
### `pub fn williams_r( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
**Measured:** 180153 instructions/iter, 10869ns median, 7 allocs/iter
### `pub fn williams_r( highs: &[f64], lows: &[f64], closes: &[f64], period: usize, ) -> Result<Vec<Option<f64>>>`
Calculate Williams %R.
Similar to Stochastic but inverted scale.
%R = (Highest High - Close) / (Highest High - Lowest Low) * -100
Returns value between -100 and 0.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `closes` - Close prices
* `period` - Number of periods
#### Example
```
use finance_query::indicators::williams_r;
let highs = vec![10.0, 11.0, 12.0, 13.0];
let lows = vec![8.0, 9.0, 10.0, 11.0];
let closes = vec![9.0, 10.0, 11.0, 12.0];
let result = williams_r(&highs, &lows, &closes, 3).unwrap();
```
### `pub fn wma(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
**Measured:** 31019 instructions/iter, 4465ns median, 7 allocs/iter
### `pub fn wma(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>`
Calculate Weighted Moving Average (WMA).
WMA gives more weight to recent prices in the calculation.
More recent prices have linearly increasing weights.
#### Arguments
* `data` - Price data (typically close prices)
* `period` - Number of periods for the WMA
#### Returns
Vector of WMA values. Early values (before `period` data points) are None.
#### Example
```
use finance_query::indicators::wma;
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0];
let result = wma(&prices, 3).unwrap();
// First 2 values are None (need 3 periods)
assert_eq!(result[0], None);
assert_eq!(result[1], None);
// Third value: (10*1 + 11*2 + 12*3) / (1+2+3) = 58/6 = 11.333...
assert!(result[2].is_some());
```
### `pub fn zigzag(highs: &[f64], lows: &[f64], deviation_pct: f64) -> Result<Vec<ZigZagPoint>>`
**Measured:** 18257 instructions/iter, 1535ns median, 4 allocs/iter
### `pub struct ZigZagPoint { pub index: usize, pub price: f64, pub is_high: bool }`
A single confirmed ZigZag swing point.
### `pub fn zigzag(highs: &[f64], lows: &[f64], deviation_pct: f64) -> Result<Vec<ZigZagPoint>>`
Calculate ZigZag swing points from high/low series using a percentage
reversal threshold.
Starting from the first bar, price must move by at least `deviation_pct`
(e.g. `5.0` for 5%) away from the running extreme before a reversal is
confirmed and a pivot recorded. Consecutive pivots always alternate
between highs and lows. The final unconfirmed extreme (the most recent
swing-in-progress) is included as the last point.
#### Arguments
* `highs` - High prices
* `lows` - Low prices
* `deviation_pct` - Minimum reversal size as a percentage (e.g. `5.0` = 5%)
#### Example
```
use finance_query::indicators::zigzag;
let highs = vec![100.0, 110.0, 90.0, 120.0, 80.0];
let lows = vec![100.0, 110.0, 90.0, 120.0, 80.0];
let pivots = zigzag(&highs, &lows, 5.0).unwrap();
assert_eq!(pivots.len(), 4);
assert!(pivots[0].is_high);
assert!(!pivots[1].is_high);
```
### `pub async fn insider_trading(symbol: &str, limit: u32) -> Result<Vec<InsiderTransaction>>`
### `pub async fn ipo_calendar() -> Result<Vec<IpoCalendarEntry>>`
### `pub struct CalendarEvent { pub timestamp: i64, pub date: String, pub symbol: Option<String>, pub event: EventKind }`
A single upcoming financial event.
### `pub enum EventKind { Earnings { eps_estimate_low: Option<f64>, eps_estimate_avg: Option<f64>, eps_estimate_high: Option<f64>, revenue_estimate_avg: Option<i64>, is_estimate: bool, }, ExDividend { amount: Option<f64>, }, DividendPayment { amount: Option<f64>, }, OptionsExpiration { contract_count: Option<usize>, }, EconomicRelease { name: String, series_id: String, } }`
The kind of financial event, with its event-specific payload.
### `pub enum CalendarDetail { Earnings { eps: Option<f64>, eps_estimated: Option<f64>, revenue: Option<f64>, revenue_estimated: Option<f64>, fiscal_date_ending: Option<String>, time: Option<String>, company: Option<String>, estimate_count: Option<u32>, surprise_percent: Option<f64>, previous_eps: Option<f64>, previous_report_date: Option<String>, market_cap: Option<f64>, }, Ipo { company: Option<String>, exchange: Option<String>, actions: Option<String>, shares: Option<f64>, price_range: Option<String>, market_cap: Option<f64>, }, Dividend { dividend: Option<f64>, adj_dividend: Option<f64>, record_date: Option<String>, payment_date: Option<String>, declaration_date: Option<String>, }, Split { numerator: Option<f64>, denominator: Option<f64>, }, MarketHoliday { name: Option<String>, exchange: Option<String>, status: Option<String>, open: Option<String>, close: Option<String>, }, Economic { event: Option<String>, country: Option<String>, actual: Option<f64>, previous: Option<f64>, estimate: Option<f64>, change: Option<f64>, change_percentage: Option<f64>, impact: Option<String>, } }`
The event-specific payload of a [`MarketCalendarEntry`].
### `pub enum CalendarKind { Earnings, Ipo, Dividend, Split, Economic, MarketHoliday, MarketStatus }`
Which market-wide calendar to fetch.
### `pub struct MarketCalendarEntry { pub symbol: Option<String>, pub date: Option<String>, pub detail: CalendarDetail }`
One market-wide calendar entry.
The `kind`-specific payload lives in [`MarketCalendarEntry::detail`].
### `pub struct Candle { pub timestamp: i64, pub open: f64, pub high: f64, pub low: f64, pub close: f64, pub volume: i64, pub adj_close: Option<f64>, pub provider_id: Option<Provider> }`
A single OHLCV candle/bar
Note: This struct cannot be manually constructed - obtain via `Ticker::chart()`.
### `pub struct Chart { pub symbol: String, pub meta: ChartMeta, pub candles: Vec<Candle>, pub interval: Option<Interval>, pub range: Option<TimeRange>, pub provider_id: Option<Provider> }`
Fully typed chart data
Aggregates chart metadata and candles into a single convenient structure.
This is the recommended type for serialization and API responses.
Used for both single symbol and batch historical data requests.
Note: This struct cannot be manually constructed - use `Ticker::chart()` to obtain chart data.
### `pub fn pivot_points( &self, ) -> crate::indicators::Result<Vec<Option<crate::indicators::PivotPoints>>>`
Calculate classic (standard) Pivot Points.
Each bar's levels are derived from the **previous** bar's
high/low/close; the first bar is `None`.
### `pub struct DividendAnalytics { pub total_paid: f64, pub payment_count: usize, pub average_payment: f64, pub cagr: Option<f64>, pub last_payment: Option<Dividend>, pub first_payment: Option<Dividend> }`
Computed analytics derived from a symbol's dividend history.
Obtain via [`Ticker::dividend_analytics`](crate::Ticker::dividend_analytics).
### `pub struct CapitalGain { pub timestamp: i64, pub amount: f64, pub provider_id: Option<Provider> }`
Public capital gain data
Note: This struct cannot be manually constructed - obtain via `Ticker::capital_gains()`.
### `pub struct ChartEvents { }`
Chart events containing dividends, splits, and capital gains
Events are deserialized from HashMaps, then lazily converted to sorted vectors
on first access and cached for subsequent calls.
### `pub struct Dividend { pub timestamp: i64, pub amount: f64, pub provider_id: Option<Provider> }`
Public dividend data
Note: This struct cannot be manually constructed - obtain via `Ticker::dividends()`.
### `pub struct Split { pub timestamp: i64, pub numerator: f64, pub denominator: f64, pub ratio: String, pub provider_id: Option<Provider> }`
Public stock split data
Note: This struct cannot be manually constructed - obtain via `Ticker::splits()`.
### `pub struct ChartMeta { pub symbol: String, pub currency: Option<String>, pub exchange_name: Option<String>, pub full_exchange_name: Option<String>, pub instrument_type: Option<String>, pub first_trade_date: Option<i64>, pub regular_market_time: Option<i64>, pub has_pre_post_market_data: Option<bool>, pub gmt_offset: Option<i64>, pub timezone: Option<String>, pub exchange_timezone_name: Option<String>, pub regular_market_price: Option<f64>, pub fifty_two_week_high: Option<f64>, pub fifty_two_week_low: Option<f64>, pub regular_market_day_high: Option<f64>, pub regular_market_day_low: Option<f64>, pub regular_market_volume: Option<i64>, pub chart_previous_close: Option<f64>, pub previous_close: Option<f64>, pub price_hint: Option<i32>, pub data_granularity: Option<String>, pub range: Option<String>, pub provider_id: Option<Provider> }`
Metadata for chart data
Note: This struct cannot be manually constructed - obtain via `Ticker::chart()`.
### `pub struct Spark { pub symbol: String, pub meta: ChartMeta, pub timestamps: Vec<i64>, pub closes: Vec<f64>, pub interval: Option<String>, pub range: Option<String> }`
Sparkline data for a single symbol.
Contains lightweight chart data optimized for sparkline rendering,
with only timestamps and close prices.
Note: This struct cannot be manually constructed - obtain via `Tickers::spark()`.
### `pub enum PriceAdjustment { Unadjusted, SplitAdjusted }`
Price adjustment policy. There is no implicit provider default.
### `pub struct StockBar { pub timestamp_ms: i64, pub open: f64, pub high: f64, pub low: f64, pub close: f64, pub volume: f64, pub transactions: Option<u64>, pub vwap: Option<f64> }`
A provider price bar with exact timestamp units and fractional volume.
### `pub struct StockBarsRequest { }`
A bounded minute or daily bar request.
### `pub fn with_sort(mut self, order: SortType) -> Self`
Select oldest-first ([`SortType::Asc`]) or newest-first order.
### `pub struct CommodityQuote { pub symbol: String, pub name: Option<String>, pub unit: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
A commodity price quote (e.g., gold, silver, crude oil).
Obtain via [`Providers::commodity`](crate::Providers::commodity)`(symbol).quote()`.
### `pub struct AssetProfile { pub address1: Option<String>, pub address2: Option<String>, pub address3: Option<String>, pub city: Option<String>, pub state: Option<String>, pub zip: Option<String>, pub country: Option<String>, pub phone: Option<String>, pub fax: Option<String>, pub website: Option<String>, pub industry: Option<String>, pub industry_key: Option<String>, pub industry_disp: Option<String>, pub sector: Option<String>, pub sector_key: Option<String>, pub sector_disp: Option<String>, pub long_business_summary: Option<String>, pub full_time_employees: Option<i64>, pub company_officers: Vec<CompanyOfficer>, pub audit_risk: Option<i32>, pub board_risk: Option<i32>, pub compensation_risk: Option<i32>, pub shareholder_rights_risk: Option<i32>, pub overall_risk: Option<i32>, pub governance_epoch_date: Option<i64>, pub compensation_as_of_epoch_date: Option<i64>, pub max_age: Option<i64> }`
Company asset profile and information
### `pub struct CompanyOfficer { pub max_age: Option<i64>, pub name: Option<String>, pub age: Option<i32>, pub title: Option<String>, pub year_born: Option<i32>, pub fiscal_year: Option<i32>, pub total_pay: Option<crate::models::quote::FormattedValue<i64>>, pub exercised_value: Option<crate::models::quote::FormattedValue<i64>>, pub unexercised_value: Option<crate::models::quote::FormattedValue<i64>> }`
Company officer information
### `pub struct CalendarEvents { pub max_age: Option<i64>, pub earnings: Option<EarningsCalendar>, pub ex_dividend_date: Option<FormattedValue<i64>>, pub dividend_date: Option<FormattedValue<i64>> }`
Calendar events including earnings and dividend dates
### `pub struct EarningsCalendar { pub earnings_date: Option<Vec<FormattedValue<i64>>>, pub earnings_average: Option<FormattedValue<f64>>, pub earnings_low: Option<FormattedValue<f64>>, pub earnings_high: Option<FormattedValue<f64>>, pub revenue_average: Option<FormattedValue<i64>>, pub revenue_low: Option<FormattedValue<i64>>, pub revenue_high: Option<FormattedValue<i64>> }`
Earnings calendar information
### `pub struct Earnings { pub default_methodology: Option<String>, pub earnings_chart: Option<EarningsChart>, pub financials_chart: Option<FinancialsChart> }`
Earnings data including charts and forecasts
### `pub struct EarningsChart { pub quarterly: Vec<QuarterlyEarnings>, pub current_quarter_estimate: Option<crate::models::quote::FormattedValue<f64>>, pub current_quarter_estimate_date: Option<String>, pub current_quarter_estimate_year: Option<i32>, pub current_fiscal_quarter: Option<String>, pub current_calendar_quarter: Option<String>, pub earnings_date: Vec<crate::models::quote::FormattedValue<i64>>, pub is_earnings_date_estimate: Option<bool> }`
Earnings chart showing quarterly data
### `pub struct FinancialsChart { pub yearly: Vec<YearlyFinancials>, pub quarterly: Vec<QuarterlyFinancials> }`
Financial chart showing revenue and earnings over time
### `pub struct QuarterlyEarnings { pub date: Option<String>, pub actual: Option<crate::models::quote::FormattedValue<f64>>, pub estimate: Option<crate::models::quote::FormattedValue<f64>>, pub difference: Option<String>, pub surprise_pct: Option<String>, pub calendar_quarter: Option<String>, pub fiscal_quarter: Option<String> }`
Quarterly earnings entry
### `pub struct QuarterlyFinancials { pub date: Option<String>, pub revenue: Option<crate::models::quote::FormattedValue<i64>>, pub earnings: Option<crate::models::quote::FormattedValue<i64>> }`
Quarterly financial data entry
### `pub struct YearlyFinancials { pub date: Option<i64>, pub revenue: Option<crate::models::quote::FormattedValue<i64>>, pub earnings: Option<crate::models::quote::FormattedValue<i64>> }`
Yearly financial data entry
### `pub struct EarningsHistory { pub default_methodology: Option<String>, pub history: Vec<EarningsHistoryEntry> }`
Historical earnings data
### `pub struct EarningsHistoryEntry { pub max_age: Option<i64>, pub quarter: Option<crate::models::quote::FormattedValue<i64>>, pub period: Option<String>, pub currency: Option<String>, pub eps_actual: Option<crate::models::quote::FormattedValue<f64>>, pub eps_estimate: Option<crate::models::quote::FormattedValue<f64>>, pub eps_difference: Option<crate::models::quote::FormattedValue<f64>>, pub surprise_percent: Option<crate::models::quote::FormattedValue<f64>> }`
Single historical earnings entry
### `pub struct EarningsTranscript { pub symbol: Option<String>, pub quarter: Option<String>, pub year: Option<i32>, pub date: Option<String>, pub text: String }`
One earnings call transcript.
### `pub struct EarningsEstimate { pub avg: Option<crate::models::quote::FormattedValue<f64>>, pub low: Option<crate::models::quote::FormattedValue<f64>>, pub high: Option<crate::models::quote::FormattedValue<f64>>, pub year_ago_eps: Option<crate::models::quote::FormattedValue<f64>>, pub number_of_analysts: Option<crate::models::quote::FormattedValue<i64>>, pub growth: Option<crate::models::quote::FormattedValue<f64>>, pub earnings_currency: Option<String> }`
Earnings estimate data
### `pub struct EarningsTrend { pub default_methodology: Option<String>, pub max_age: Option<i64>, pub trend: Vec<EarningsTrendPeriod> }`
Earnings trend and estimates
### `pub struct EarningsTrendPeriod { pub end_date: Option<String>, pub earnings_estimate: Option<EarningsEstimate>, pub revenue_estimate: Option<RevenueEstimate>, pub eps_trend: Option<EpsTrend>, pub eps_revisions: Option<EpsRevisions> }`
Earnings trend for a specific period
### `pub struct EpsRevisions { pub up_last7days: Option<crate::models::quote::FormattedValue<i64>>, pub up_last30days: Option<crate::models::quote::FormattedValue<i64>>, pub down_last7_days: Option<crate::models::quote::FormattedValue<i64>>, pub down_last30days: Option<crate::models::quote::FormattedValue<i64>>, pub down_last90days: Option<crate::models::quote::FormattedValue<i64>>, pub eps_revisions_currency: Option<String> }`
EPS revision data
### `pub struct EpsTrend { pub current: Option<crate::models::quote::FormattedValue<f64>>, pub seven_days_ago: Option<crate::models::quote::FormattedValue<f64>>, pub thirty_days_ago: Option<crate::models::quote::FormattedValue<f64>>, pub sixty_days_ago: Option<crate::models::quote::FormattedValue<f64>>, pub ninety_days_ago: Option<crate::models::quote::FormattedValue<f64>> }`
EPS trend over time
### `pub struct RevenueEstimate { pub avg: Option<crate::models::quote::FormattedValue<i64>>, pub low: Option<crate::models::quote::FormattedValue<i64>>, pub high: Option<crate::models::quote::FormattedValue<i64>>, pub number_of_analysts: Option<crate::models::quote::FormattedValue<i64>>, pub year_ago_revenue: Option<crate::models::quote::FormattedValue<i64>>, pub growth: Option<crate::models::quote::FormattedValue<f64>> }`
Revenue estimate data
### `pub struct Benchmark { pub symbol: Option<String>, pub short_name: Option<String> }`
Benchmark information
### `pub struct EquityPerformance { pub max_age: Option<i64>, pub benchmark: Option<Benchmark>, pub performance_overview: Option<PerformanceOverview>, pub performance_overview_benchmark: Option<PerformanceOverview> }`
Equity performance data comparing stock returns to benchmark
### `pub struct PerformanceOverview { pub as_of_date: Option<crate::models::quote::FormattedValue<i64>>, pub five_days_return: Option<crate::models::quote::FormattedValue<f64>>, pub one_month_return: Option<crate::models::quote::FormattedValue<f64>>, pub three_month_return: Option<crate::models::quote::FormattedValue<f64>>, pub six_month_return: Option<crate::models::quote::FormattedValue<f64>>, pub ytd_return_pct: Option<crate::models::quote::FormattedValue<f64>>, pub one_year_total_return: Option<crate::models::quote::FormattedValue<f64>>, pub two_year_total_return: Option<crate::models::quote::FormattedValue<f64>>, pub three_year_total_return: Option<crate::models::quote::FormattedValue<f64>>, pub five_year_total_return: Option<crate::models::quote::FormattedValue<f64>>, pub ten_year_total_return: Option<crate::models::quote::FormattedValue<f64>>, pub max_return: Option<crate::models::quote::FormattedValue<f64>> }`
Performance metrics across multiple time periods
### `pub struct FundOwner { pub max_age: Option<i64>, pub organization: Option<String>, pub pct_held: Option<crate::models::quote::FormattedValue<f64>>, pub position: Option<crate::models::quote::FormattedValue<i64>>, pub value: Option<crate::models::quote::FormattedValue<i64>>, pub pct_change: Option<crate::models::quote::FormattedValue<f64>>, pub report_date: Option<crate::models::quote::FormattedValue<i64>> }`
Individual fund owner
### `pub struct FundOwnership { pub max_age: Option<i64>, pub ownership_list: Vec<FundOwner> }`
Fund ownership data
### `pub struct AnnualReturn { pub year: Option<String>, pub annual_value: Option<FormattedValue<f64>> }`
Single year's return data
### `pub struct AnnualTotalReturns { pub returns: Option<Vec<AnnualReturn>>, pub returns_cat: Option<Vec<AnnualReturn>> }`
Annual total returns by year
### `pub struct FundPerformance { pub max_age: Option<i64>, pub fund_category_name: Option<String>, pub performance_overview: Option<PerformanceOverview>, pub performance_overview_cat: Option<PerformanceOverviewCat>, pub trailing_returns: Option<TrailingReturns>, pub trailing_returns_nav: Option<TrailingReturnsNav>, pub trailing_returns_cat: Option<TrailingReturnsCat>, pub annual_total_returns: Option<AnnualTotalReturns>, pub past_quarterly_returns: Option<PastQuarterlyReturns>, pub risk_overview_statistics: Option<RiskOverviewStatistics>, pub risk_overview_statistics_cat: Option<RiskOverviewStatisticsCat> }`
Fund performance data including returns, risk metrics, and historical performance
### `pub struct PastQuarterlyReturns { pub returns: Option<Vec<serde_json::Value>> }`
Past quarterly returns
### `pub struct PerformanceOverview { pub as_of_date: Option<FormattedValue<i64>>, pub ytd_return_pct: Option<FormattedValue<f64>>, pub five_yr_avg_return_pct: Option<FormattedValue<f64>>, pub one_year_total_return: Option<FormattedValue<f64>>, pub three_year_total_return: Option<FormattedValue<f64>> }`
Performance overview with key return metrics
### `pub struct PerformanceOverviewCat { pub ytd_return_pct: Option<FormattedValue<f64>>, pub five_yr_avg_return_pct: Option<FormattedValue<f64>>, pub one_year_total_return: Option<FormattedValue<f64>>, pub three_year_total_return: Option<FormattedValue<f64>> }`
Category average performance overview
### `pub struct RiskOverviewStatistics { pub risk_statistics: Option<Vec<RiskStatistic>> }`
Risk overview statistics
### `pub struct RiskOverviewStatisticsCat { pub risk_statistics_cat: Option<Vec<RiskStatistic>> }`
Category average risk overview statistics
### `pub struct RiskStatistic { pub year: Option<String>, pub alpha: Option<FormattedValue<f64>>, pub beta: Option<FormattedValue<f64>>, pub mean_annual_return: Option<FormattedValue<f64>>, pub r_squared: Option<FormattedValue<f64>>, pub std_dev: Option<FormattedValue<f64>>, pub sharpe_ratio: Option<FormattedValue<f64>>, pub treynor_ratio: Option<FormattedValue<f64>> }`
Risk statistics for a specific time period
### `pub struct TrailingReturns { pub as_of_date: Option<FormattedValue<i64>>, pub ytd: Option<FormattedValue<f64>>, pub one_month: Option<FormattedValue<f64>>, pub three_month: Option<FormattedValue<f64>>, pub one_year: Option<FormattedValue<f64>>, pub three_year: Option<FormattedValue<f64>>, pub five_year: Option<FormattedValue<f64>>, pub ten_year: Option<FormattedValue<f64>>, pub last_bull_mkt: Option<FormattedValue<f64>>, pub last_bear_mkt: Option<FormattedValue<f64>> }`
Trailing returns at market price
### `pub struct TrailingReturnsCat { pub ytd: Option<FormattedValue<f64>>, pub one_month: Option<FormattedValue<f64>>, pub three_month: Option<FormattedValue<f64>>, pub one_year: Option<FormattedValue<f64>>, pub three_year: Option<FormattedValue<f64>>, pub five_year: Option<FormattedValue<f64>>, pub ten_year: Option<FormattedValue<f64>>, pub last_bull_mkt: Option<FormattedValue<f64>>, pub last_bear_mkt: Option<FormattedValue<f64>> }`
Category average trailing returns
### `pub struct TrailingReturnsNav { pub ytd: Option<FormattedValue<f64>>, pub one_month: Option<FormattedValue<f64>>, pub three_month: Option<FormattedValue<f64>>, pub one_year: Option<FormattedValue<f64>>, pub three_year: Option<FormattedValue<f64>>, pub five_year: Option<FormattedValue<f64>>, pub ten_year: Option<FormattedValue<f64>> }`
Trailing returns at NAV (Net Asset Value)
### `pub struct FeesExpenses { pub annual_report_expense_ratio: Option<FormattedValue<f64>>, pub annual_holdings_turnover: Option<FormattedValue<f64>>, pub total_net_assets: Option<FormattedValue<f64>>, pub projection_values: Option<serde_json::Value> }`
Fees and expenses for a fund
### `pub struct FeesExpensesCat { pub annual_report_expense_ratio: Option<FormattedValue<f64>>, pub annual_holdings_turnover: Option<FormattedValue<f64>>, pub total_net_assets: Option<FormattedValue<f64>>, pub projection_values_cat: Option<serde_json::Value> }`
Average fees and expenses for funds in the same category
### `pub struct FundProfile { pub max_age: Option<i64>, pub style_box_url: Option<String>, pub family: Option<String>, pub category_name: Option<String>, pub legal_type: Option<String>, pub management_info: Option<ManagementInfo>, pub fees_expenses_investment: Option<FeesExpenses>, pub fees_expenses_investment_cat: Option<FeesExpensesCat>, pub brokerages: Option<Vec<String>> }`
Fund profile information including management, fees, and expenses
### `pub struct ManagementInfo { pub manager_name: Option<String>, pub manager_bio: Option<String> }`
Fund management information
### `pub struct EmployeeCount { pub symbol: Option<String>, pub cik: Option<String>, pub company_name: Option<String>, pub employee_count: Option<i64>, pub period_of_report: Option<String>, pub form_type: Option<String>, pub filing_date: Option<String>, pub source: Option<String> }`
Employee headcount as reported on one filing.
### `pub struct ExecutiveCompensation { pub symbol: Option<String>, pub cik: Option<String>, pub company_name: Option<String>, pub name_and_position: Option<String>, pub year: Option<i32>, pub salary: Option<f64>, pub bonus: Option<f64>, pub stock_award: Option<f64>, pub option_award: Option<f64>, pub incentive_plan_compensation: Option<f64>, pub other_compensation: Option<f64>, pub total: Option<f64>, pub filing_date: Option<String>, pub url: Option<String> }`
One executive's reported compensation for one fiscal year.
### `pub struct InsiderHolder { pub max_age: Option<i64>, pub name: Option<String>, pub relation: Option<String>, pub url: Option<String>, pub transaction_description: Option<String>, pub latest_trans_date: Option<crate::models::quote::FormattedValue<i64>>, pub position_direct: Option<crate::models::quote::FormattedValue<i64>>, pub position_direct_date: Option<crate::models::quote::FormattedValue<i64>>, pub position_indirect: Option<crate::models::quote::FormattedValue<i64>>, pub position_indirect_date: Option<crate::models::quote::FormattedValue<i64>> }`
Individual insider holder information
### `pub struct InsiderHolders { pub holders: Vec<InsiderHolder> }`
Insider holders data
### `pub struct InsiderTransaction { pub max_age: Option<i64>, pub shares: Option<crate::models::quote::FormattedValue<i64>>, pub value: Option<crate::models::quote::FormattedValue<i64>>, pub filer_name: Option<String>, pub filer_relation: Option<String>, pub filer_url: Option<String>, pub money_text: Option<String>, pub start_date: Option<crate::models::quote::FormattedValue<i64>>, pub ownership: Option<String>, pub transaction_text: Option<String> }`
Individual insider transaction
### `pub struct InsiderTransactions { pub max_age: Option<i64>, pub transactions: Vec<InsiderTransaction> }`
Insider transaction history
### `pub struct InstitutionOwner { pub max_age: Option<i64>, pub organization: Option<String>, pub pct_held: Option<crate::models::quote::FormattedValue<f64>>, pub position: Option<crate::models::quote::FormattedValue<i64>>, pub value: Option<crate::models::quote::FormattedValue<i64>>, pub pct_change: Option<crate::models::quote::FormattedValue<f64>>, pub report_date: Option<crate::models::quote::FormattedValue<i64>> }`
Individual institutional owner
### `pub struct InstitutionOwnership { pub max_age: Option<i64>, pub ownership_list: Vec<InstitutionOwner> }`
Institutional ownership data
### `pub struct MajorHoldersBreakdown { pub insiders_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub institutions_count: Option<crate::models::quote::FormattedValue<i64>>, pub institutions_float_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub institutions_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub max_age: Option<i64> }`
Breakdown of ownership by different types of holders
### `pub struct NetSharePurchaseActivity { pub period: Option<String>, pub buy_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub buy_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub buy_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub sell_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub sell_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub sell_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub net_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub net_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub net_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub total_insider_shares: Option<crate::models::quote::FormattedValue<i64>>, pub max_age: Option<i64> }`
Net share purchase activity by insiders
### `pub struct News { pub title: String, pub link: String, pub source: String, pub img: String, pub time: String, pub provider_id: Option<crate::providers::Provider>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
A news article
### `pub struct PressRelease { pub symbol: Option<String>, pub date: Option<String>, pub title: Option<String>, pub text: Option<String> }`
A company press release.
### `pub struct Recommendation { pub symbol: String, pub recommendations: Vec<SimilarSymbol>, pub provider_id: Option<crate::providers::Provider> }`
Fully typed recommendation data
Aggregates the queried symbol and its recommendations into a single
convenient structure. This is the recommended type for serialization
and API responses.
Note: This struct cannot be manually constructed - use `Ticker::recommendations()` to obtain recommendations.
### `pub struct SimilarSymbol { pub symbol: String, pub score: f64 }`
A similar/recommended symbol with score
Note: This struct cannot be manually constructed - obtain via `Ticker::recommendations()`.
### `pub struct RecommendationPeriod { pub period: Option<String>, pub strong_buy: Option<i32>, pub buy: Option<i32>, pub hold: Option<i32>, pub sell: Option<i32>, pub strong_sell: Option<i32> }`
Recommendations for a specific time period
### `pub struct RecommendationTrend { pub trend: Vec<RecommendationPeriod>, pub max_age: Option<i64> }`
Analyst recommendation trends
### `pub struct SecExhibit { pub exhibit_type: Option<String>, pub url: Option<String> }`
SEC filing exhibit
### `pub struct SecFiling { pub max_age: Option<i64>, pub date: Option<String>, pub epoch_date: Option<i64>, pub filing_type: Option<String>, pub title: Option<String>, pub edgar_url: Option<String>, pub exhibits: Vec<SecExhibit> }`
Individual SEC filing
### `pub struct SecFilings { pub max_age: Option<i64>, pub filings: Vec<SecFiling> }`
SEC filings data
### `pub struct SummaryProfile { pub address1: Option<String>, pub city: Option<String>, pub company_officers: Option<Vec<Value>>, pub country: Option<String>, pub executive_team: Option<Vec<Value>>, pub full_time_employees: Option<i64>, pub industry: Option<String>, pub industry_disp: Option<String>, pub industry_key: Option<String>, pub ir_website: Option<String>, pub long_business_summary: Option<String>, pub max_age: Option<i64>, pub phone: Option<String>, pub sector: Option<String>, pub sector_disp: Option<String>, pub sector_key: Option<String>, pub state: Option<String>, pub website: Option<String>, pub zip: Option<String> }`
Company profile information
Contains address, contact information, sector, industry, and business description.
### `pub struct BondRating { pub us_government: Option<FormattedValue<f64>>, pub aaa: Option<FormattedValue<f64>>, pub aa: Option<FormattedValue<f64>>, pub a: Option<FormattedValue<f64>>, pub bbb: Option<FormattedValue<f64>>, pub bb: Option<FormattedValue<f64>>, pub b: Option<FormattedValue<f64>>, pub below_b: Option<FormattedValue<f64>>, pub not_rated: Option<FormattedValue<f64>>, pub other: Option<FormattedValue<f64>> }`
Bond rating distribution
### `pub struct EquityHoldings { pub price_to_earnings: Option<FormattedValue<f64>>, pub price_to_book: Option<FormattedValue<f64>>, pub price_to_sales: Option<FormattedValue<f64>>, pub price_to_cashflow: Option<FormattedValue<f64>> }`
Equity holdings valuation metrics
### `pub struct Holding { pub symbol: Option<String>, pub holding_name: Option<String>, pub holding_percent: Option<FormattedValue<f64>> }`
Individual holding in the fund
### `pub struct SectorWeighting { pub realestate: Option<FormattedValue<f64>>, pub consumer_cyclical: Option<FormattedValue<f64>>, pub basic_materials: Option<FormattedValue<f64>>, pub consumer_defensive: Option<FormattedValue<f64>>, pub technology: Option<FormattedValue<f64>>, pub communication_services: Option<FormattedValue<f64>>, pub financial_services: Option<FormattedValue<f64>>, pub utilities: Option<FormattedValue<f64>>, pub industrials: Option<FormattedValue<f64>>, pub energy: Option<FormattedValue<f64>>, pub healthcare: Option<FormattedValue<f64>> }`
Sector weighting distribution (single sector from Yahoo's array format)
### `pub struct TopHoldings { pub max_age: Option<i64>, pub cash_position: Option<FormattedValue<f64>>, pub stock_position: Option<FormattedValue<f64>>, pub bond_position: Option<FormattedValue<f64>>, pub other_position: Option<FormattedValue<f64>>, pub preferred_position: Option<FormattedValue<f64>>, pub convertible_position: Option<FormattedValue<f64>>, pub holdings: Option<Vec<Holding>>, pub equity_holdings: Option<EquityHoldings>, pub bond_holdings: Option<serde_json::Value>, pub bond_ratings: Option<Vec<BondRating>>, pub sector_weightings: Option<SectorWeighting> }`
Fund holdings including asset allocation, top holdings, and sector weightings
### `pub struct Paragraph { pub speaker: i32, pub start: f64, pub end: f64, pub text: String, pub sentences: Vec<Sentence>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
A paragraph (section spoken by one speaker).
### `pub struct Sentence { pub start: f64, pub end: f64, pub text: String, pub words: Vec<Word> }`
A sentence within a paragraph.
### `pub struct SpeakerData { pub company: Option<String>, pub name: String, pub role: Option<String> }`
Information about a speaker.
### `pub struct SpeakerMapping { pub speaker: i32, pub speaker_data: SpeakerData }`
Mapping of a speaker ID to speaker information.
### `pub struct Transcript { pub transcript_content: TranscriptContent, pub transcript_metadata: TranscriptMetadata }`
Full transcript response from Yahoo Finance.
### `pub struct TranscriptContent { pub company_id: i64, pub event_id: i64, pub version: Option<String>, pub speaker_mapping: Vec<SpeakerMapping>, pub transcript: Option<TranscriptData> }`
Transcript content including speakers and full transcript.
### `pub struct TranscriptData { pub number_of_speakers: i32, pub text: String, pub paragraphs: Vec<Paragraph> }`
Full transcript data with paragraphs.
### `pub struct TranscriptMetadata { pub date: i64, pub event_id: i64, pub event_type: String, pub fiscal_period: String, pub fiscal_year: i32, pub is_latest: bool, pub s3_url: String, pub title: String, pub transcript_id: i64, pub transcript_type: String, pub updated: i64 }`
Metadata about the transcript.
### `pub struct TranscriptWithMeta { pub event_id: String, pub quarter: Option<String>, pub year: Option<i32>, pub title: String, pub url: String, pub transcript: Transcript }`
Transcript with metadata from the earnings call list.
Used when fetching multiple transcripts.
### `pub struct Word { pub word: String, pub punctuated_word: String, pub start: f64, pub end: f64, pub confidence: f64 }`
A word with timing and confidence information.
### `pub struct GradeChange { pub epoch_grade_date: Option<i64>, pub firm: Option<String>, pub from_grade: Option<String>, pub to_grade: Option<String>, pub action: Option<String>, pub prior_price_target: Option<f64>, pub current_price_target: Option<f64>, pub price_target_action: Option<String> }`
Individual analyst rating change
### `pub struct UpgradeDowngradeHistory { pub history: Vec<GradeChange>, pub max_age: Option<i64> }`
Analyst upgrade/downgrade history
### `pub struct CoinQuote { pub id: String, pub symbol: String, pub name: String, pub current_price: Option<f64>, pub market_cap: Option<f64>, pub price_change_percentage_24h: Option<f64>, pub total_volume: Option<f64>, pub circulating_supply: Option<f64>, pub image: Option<String>, pub market_cap_rank: Option<u32> }`
A cryptocurrency quote from CoinGecko.
Obtain via [`crypto::coins`](crate::crypto::coins) or [`crypto::coin`](crate::crypto::coin).
### `pub struct CryptoQuote { pub id: String, pub symbol: String, pub name: String, pub price: Option<f64>, pub market_cap: Option<f64>, pub volume_24h: Option<f64>, pub change_24h: Option<f64>, pub change_percent_24h: Option<f64>, pub high_24h: Option<f64>, pub low_24h: Option<f64>, pub circulating_supply: Option<f64> }`
A provider-agnostic cryptocurrency quote.
Obtain via [`Providers::crypto`](crate::Providers::crypto) then
[`.quote()`](crate::domains::CryptoCoin::quote). Supported providers:
Alpha Vantage, CoinGecko, FMP, Polygon.
### `pub struct GlobalCryptoStats { pub active_cryptocurrencies: Option<u32>, pub markets: Option<u32>, pub total_market_cap_usd: Option<f64>, pub total_volume_usd: Option<f64>, pub btc_dominance: Option<f64>, pub eth_dominance: Option<f64>, pub market_cap_change_percentage_24h_usd: Option<f64> }`
Aggregate global cryptocurrency market statistics, from CoinGecko's `/global`.
Obtain via [`Market::crypto_global`](crate::domains::Market::crypto_global).
### `pub struct TrendingCoin { pub id: Option<String>, pub symbol: Option<String>, pub name: Option<String>, pub market_cap_rank: Option<u32>, pub price_btc: Option<f64>, pub score: Option<u32> }`
A coin trending in the last 24h, from CoinGecko's `/search/trending`.
Obtain via [`Market::crypto_trending`](crate::domains::Market::crypto_trending).
### `pub struct ChainAllocation { pub chain: String, pub tvl: f64 }`
One chain's share of a protocol's TVL.
### `pub struct ChainTvl { pub name: String, pub token_symbol: Option<String>, pub gecko_id: Option<String>, pub chain_id: Option<i64>, pub tvl: Option<f64> }`
Aggregate value locked on one blockchain.
Obtain via [`defi::chains`](crate::defi::chains).
### `pub struct ProtocolTvl { pub slug: String, pub name: Option<String>, pub symbol: Option<String>, pub url: Option<String>, pub chains: Vec<String>, pub tvl: Option<f64>, pub tvl_by_chain: Vec<ChainAllocation>, pub change_1d_percent: Option<f64>, pub change_7d_percent: Option<f64>, pub market_cap: Option<f64> }`
Total value locked in a DeFi protocol, with the metadata needed to
identify it.
Obtain via [`CryptoCoin::tvl`](crate::CryptoCoin::tvl).
### `pub struct StablecoinSupply { pub name: String, pub symbol: Option<String>, pub gecko_id: Option<String>, pub peg_type: Option<String>, pub peg_mechanism: Option<String>, pub circulating: Option<f64>, pub circulating_prev_day: Option<f64>, pub circulating_prev_week: Option<f64>, pub circulating_prev_month: Option<f64> }`
Circulating supply of one stablecoin.
Obtain via [`defi::stablecoins`](crate::defi::stablecoins).
### `pub struct TvlPoint { pub timestamp: i64, pub tvl: f64 }`
One point of a protocol's TVL history.
Obtain via [`CryptoCoin::tvl_history`](crate::CryptoCoin::tvl_history).
### `pub struct MappingFilter { pub exchange_code: Option<String>, pub include_unlisted: bool }`
Narrows which instruments a mapping returns.
The default matches every venue and only currently listed equities.
### `pub enum SecurityIdKind { Cusip, Isin, Sedol, Figi, Ticker }`
The kind of identifier being resolved.
Maps onto OpenFIGI's `idType` values.
### `pub struct SecurityMapping { pub figi: String, pub ticker: Option<String>, pub name: Option<String>, pub exchange_code: Option<String>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub security_type: Option<String>, pub market_sector: Option<String> }`
One instrument matching a security identifier.
A single CUSIP or ISIN maps to **many** instruments — one per venue the
security trades on — which is why resolution returns a list. Entries that
share a `composite_figi` are the same security on different venues; the
`share_class_figi` groups share classes across countries.
Obtain via [`openfigi::resolve_cusip`](crate::openfigi::resolve_cusip) and
friends.
### `pub struct StockListing { pub symbol: String, pub name: Option<String>, pub exchange: Option<String>, pub stock_type: Option<String>, pub locale: Option<String>, pub active: Option<bool>, pub cik: Option<String>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub list_date: Option<String>, pub delisted_utc: Option<String> }`
Provider-reported stock identity and listing lifecycle.
### `pub struct StockListingRequest { }`
A stock directory snapshot; independent of free-text search.
### `pub struct StockType { pub code: String, pub description: Option<String>, pub asset_class: Option<String>, pub locale: Option<String> }`
An open-ended provider stock-type code.
### `pub struct TickerChange { pub date: String, pub ticker: String }`
A ticker a security started trading under on a date.
### `pub struct LookupQuote { pub symbol: String, pub short_name: Option<String>, pub long_name: Option<String>, pub quote_type: Option<String>, pub exchange: Option<String>, pub exch_disp: Option<String>, pub type_disp: Option<String>, pub industry: Option<String>, pub sector: Option<String>, pub regular_market_price: Option<f64>, pub regular_market_change: Option<f64>, pub regular_market_change_percent: Option<f64>, pub regular_market_previous_close: Option<f64>, pub logo_url: Option<String>, pub company_logo_url: Option<String> }`
A quote/document result from symbol lookup
### `pub struct LookupResults { pub quotes: Vec<LookupQuote>, pub start: Option<i32>, pub count: Option<i32> }`
Response wrapper for lookup endpoint
### `pub struct ExchangeInfo { pub id: Option<i64>, pub name: Option<String>, pub mic: Option<String>, pub operating_mic: Option<String>, pub asset_class: Option<String>, pub locale: Option<String>, pub exchange_type: Option<String>, pub url: Option<String> }`
A tradable exchange.
### `pub struct ScreenerFilters { pub market_cap_min: Option<f64>, pub market_cap_max: Option<f64>, pub price_min: Option<f64>, pub price_max: Option<f64>, pub volume_min: Option<f64>, pub beta_min: Option<f64>, pub beta_max: Option<f64>, pub sector: Option<String>, pub industry: Option<String>, pub exchange: Option<String>, pub country: Option<String>, pub actively_trading: Option<bool>, pub limit: Option<u32>, pub is_etf: Option<bool>, pub is_fund: Option<bool> }`
Filters for a provider-routed screener query.
All fields are optional; unset filters are omitted from the request. Build
with [`ScreenerFilters::new`] and the chainable setters.
### `pub fn new() -> Self`
An empty filter set — matches the provider's default universe.
### `pub struct ScreenerMatch { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub market_cap: Option<f64>, pub sector: Option<String>, pub industry: Option<String>, pub beta: Option<f64>, pub volume: Option<f64>, pub exchange: Option<String>, pub country: Option<String>, pub is_etf: Option<bool>, pub is_actively_trading: Option<bool>, pub is_fund: Option<bool> }`
A symbol matched by a screener query.
### `pub struct SymbolDetails { pub symbol: String, pub name: Option<String>, pub description: Option<String>, pub exchange: Option<String>, pub asset_type: Option<String>, pub cik: Option<String>, pub sic_code: Option<String>, pub sic_description: Option<String>, pub homepage_url: Option<String>, pub employees: Option<u64>, pub market_cap: Option<f64>, pub list_date: Option<String>, pub shares_outstanding: Option<f64>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub active: Option<bool>, pub delisted_utc: Option<String>, pub provider_id: Option<crate::Provider> }`
Detailed reference data for a single symbol.
### `pub struct SymbolMatch { pub symbol: String, pub id: Option<String>, pub name: Option<String>, pub exchange: Option<String>, pub asset_type: Option<String>, pub currency: Option<String>, pub active: Option<bool>, pub market_cap_rank: Option<u32>, pub thumbnail: Option<String>, pub image: Option<String>, pub ipo_date: Option<String>, pub delisted_date: Option<String> }`
A symbol matched by a search or listing query.
### `pub enum ConditionValue { Number(f64), Between(f64, f64), StringEq(String) }`
The value portion of a typed screener condition.
This cleanly separates the filter value from the field name, replacing the
old `Vec<QueryValue>` approach where the field string was mixed into the same
array as the comparison values.
### `pub enum LogicalOperator { And, Or }`
Logical operator for combining multiple screener conditions.
### `pub enum Operator { Eq, Gt, Gte, Lt, Lte, Between }`
Comparison operator for screener query conditions.
### `pub struct QueryCondition<F: ScreenerField> { pub field: F, pub operator: Operator, pub value: ConditionValue }`
A typed filter condition for a screener query.
Created via [`ScreenerFieldExt`] methods on a field enum variant. The custom
[`Serialize`] impl produces the exact format Yahoo Finance expects:
`{"operator": "gt", "operands": ["fieldname", value]}`.
#### Example
```
use finance_query::{EquityField, ScreenerFieldExt};
let volume_filter = EquityField::AvgDailyVol3M.gt(200_000.0);
let region_filter = EquityField::Region.eq_str("us");
let pe_filter = EquityField::PeRatio.between(10.0, 25.0);
```
### `pub struct QueryGroup<F: ScreenerField> { pub operator: LogicalOperator, pub operands: Vec<QueryOperand<F>> }`
A group of query operands combined with a logical operator.
Groups can be nested to form complex AND/OR trees.
### `pub enum QueryOperand<F: ScreenerField> { Condition(QueryCondition<F>), Group(QueryGroup<F>) }`
An operand within a query group — either a leaf condition or a nested group.
### `pub trait ScreenerField: Clone + Serialize + 'static`
A typed screener field usable in custom query conditions, sorting, and
response field selection.
Both [`EquityField`](super::fields::EquityField) and
[`FundField`](super::fields::FundField) implement this trait.
The `Serialize` bound ensures field values can be included in the JSON body
sent to Yahoo Finance (e.g., in `sortField` and `includeFields`). The
serialization always produces the raw Yahoo API field name string.
### `pub trait ScreenerFieldExt: ScreenerField + Sized`
Fluent condition-building methods on any [`ScreenerField`] type.
This blanket trait is automatically implemented for all types that implement
[`ScreenerField`], including [`EquityField`](super::fields::EquityField) and
[`FundField`](super::fields::FundField).
#### Example
```
use finance_query::{EquityField, ScreenerFieldExt};
// Numeric comparisons
let cond = EquityField::PeRatio.between(10.0, 25.0);
let cond = EquityField::AvgDailyVol3M.gt(500_000.0);
let cond = EquityField::EsgScore.gte(50.0);
// String equality
let cond = EquityField::Region.eq_str("us");
let cond = EquityField::Exchange.eq_str("NMS");
```
### `pub enum EquityField { Ticker, CompanyShortName, EodPrice, IntradayPrice, IntradayPriceChange, PercentChange, Lastclose52WkHigh, FiftyTwoWkPctChange, Lastclose52WkLow, IntradayMarketCap, LastcloseMarketCap, Region, Sector, PeerGroup, Industry, Exchange, Beta, AvgDailyVol3M, PctHeldInsider, PctHeldInst, DayVolume, EodVolume, ShortPctSharesOut, ShortInterest, ShortPctFloat, DaysToCover, ShortInterestPctChange, BookValueShare, MarketCapToRevenue, TevToRevenue, PriceBookRatio, PeRatio, PriceTangibleBook, PriceEarnings, PegRatio5Y, ConsecutiveDivYears, Roa, Roe, ForwardDivPerShare, ForwardDivYield, ReturnOnCapital, TevEbit, NetDebtEbitda, TotalDebtEquity, LtDebtEquity, EbitInterestExp, EbitdaInterestExp, TevEbitda, TotalDebtEbitda, QuickRatio, AltmanZScore, CurrentRatio, OcfToCurrentLiab, TotalRevenues, NetIncomeMargin, GrossProfit, Ebitda1YrGrowth, DilutedEpsContOps, QuarterlyRevGrowth, EpsGrowth, NetIncome, Ebitda, DilutedEps1YrGrowth, Revenue1YrGrowth, OperatingIncome, NetIncome1YrGrowth, GrossProfitMargin, EbitdaMargin, Ebit, BasicEpsContOps, NetEpsBasic, NetEpsDiluted, TotalAssets, CommonSharesOut, TotalDebt, TotalEquity, TotalCurrentAssets, CashAndStInvestments, TotalCommonEquity, TotalCurrentLiab, TotalSharesOut, LeveredFcf, Capex, CashFromOps, LeveredFcf1YrGrowth, UnleveredFcf, CashFromOps1YrGrowth, EsgScore, EnvironmentalScore, GovernanceScore, SocialScore, HighestControversy }`
Typed field names for equity custom screener queries.
Variants marked as *display-only* (`Ticker`, `CompanyShortName`) are used
in `include_fields` to request those columns in the response. They do not
support meaningful numeric or string filters via Yahoo's API.
All other variants support filtering via [`ScreenerFieldExt`](super::condition::ScreenerFieldExt)
methods. Categorical fields (`Region`, `Sector`, `Industry`, `Exchange`, `PeerGroup`) use
[`eq_str`](super::condition::ScreenerFieldExt::eq_str); all others use numeric operators.
#### Example
```
use finance_query::{EquityField, EquityScreenerQuery, ScreenerFieldExt};
let query = EquityScreenerQuery::new()
.sort_by(EquityField::IntradayMarketCap, false)
.add_condition(EquityField::Region.eq_str("us"))
.add_condition(EquityField::PeRatio.between(10.0, 25.0))
.add_condition(EquityField::AvgDailyVol3M.gt(200_000.0))
.include_fields(vec![
EquityField::Ticker,
EquityField::CompanyShortName,
EquityField::IntradayPrice,
EquityField::PeRatio,
]);
```
### `pub enum FundField { Ticker, CompanyShortName, EodPrice, IntradayPriceChange, IntradayPrice, CategoryName, PerformanceRating, InitialInvestment, AnnualReturnRank, RiskRating, Exchange }`
Typed field names for mutual fund custom screener queries.
Use with [`FundScreenerQuery`](super::query::FundScreenerQuery) and
[`ScreenerFieldExt`](super::condition::ScreenerFieldExt).
#### Example
```
use finance_query::{FundField, FundScreenerQuery, ScreenerFieldExt};
let query = FundScreenerQuery::new()
.sort_by(FundField::PerformanceRating, false)
.add_condition(FundField::RiskRating.lte(3.0))
.include_fields(vec![
FundField::Ticker,
FundField::CompanyShortName,
FundField::IntradayPrice,
FundField::PerformanceRating,
]);
```
### `pub type EquityScreenerQuery = ScreenerQuery<EquityField>`
Type alias for equity (stock) screener queries.
Use [`EquityField`] variants to build conditions.
### `pub type FundScreenerQuery = ScreenerQuery<FundField>`
Type alias for mutual fund screener queries.
Use [`FundField`] variants to build conditions.
### `pub enum QuoteType { Equity, MutualFund }`
Quote type for custom screener queries.
Yahoo Finance only supports `EQUITY` and `MUTUALFUND` for custom screener queries.
The `alias`es mirror the spellings [`FromStr`](std::str::FromStr) accepts, so
deserializing a request body takes the same spellings parsing does.
### `pub struct ScreenerQuery<F: ScreenerField = EquityField> { pub size: u32, pub offset: u32, pub sort_type: SortType, pub sort_field: F, pub include_fields: Vec<F>, pub top_operator: LogicalOperator, pub query: QueryGroup<F>, pub quote_type: QuoteType }`
A typed custom screener query for Yahoo Finance.
The type parameter `F` determines which field set is valid for this query.
Use the type aliases for the common cases:
- [`EquityScreenerQuery`] — for stock screeners
- [`FundScreenerQuery`] — for mutual fund screeners
#### Example
```
use finance_query::{EquityField, EquityScreenerQuery, ScreenerFieldExt};
// Find US large-cap value stocks
let query = EquityScreenerQuery::new()
.size(25)
.sort_by(EquityField::IntradayMarketCap, false)
.add_condition(EquityField::Region.eq_str("us"))
.add_condition(EquityField::AvgDailyVol3M.gt(200_000.0))
.add_condition(EquityField::PeRatio.between(10.0, 25.0))
.add_condition(EquityField::IntradayMarketCap.gt(10_000_000_000.0))
.include_fields(vec![
EquityField::Ticker,
EquityField::CompanyShortName,
EquityField::IntradayPrice,
EquityField::PeRatio,
EquityField::IntradayMarketCap,
]);
```
### `pub fn add_or_conditions(mut self, conditions: Vec<QueryCondition<F>>) -> Self`
Add multiple conditions that are OR'd together.
#### Example
```
use finance_query::{EquityField, EquityScreenerQuery, ScreenerFieldExt};
// Accept US or GB region
let query = EquityScreenerQuery::new()
.add_or_conditions(vec![
EquityField::Region.eq_str("us"),
EquityField::Region.eq_str("gb"),
]);
```
### `pub enum SortType { Asc, Desc }`
Sort direction for screener results.
The `alias`es mirror the spellings [`FromStr`](std::str::FromStr) accepts, so
deserializing a request body takes the same spellings parsing does.
### `pub struct ScreenerQuote { pub symbol: String, pub short_name: String, pub long_name: Option<String>, pub display_name: Option<String>, pub quote_type: String, pub exchange: String, pub regular_market_price: FormattedValue<f64>, pub regular_market_change: FormattedValue<f64>, pub regular_market_change_percent: FormattedValue<f64>, pub regular_market_open: Option<FormattedValue<f64>>, pub regular_market_day_high: Option<FormattedValue<f64>>, pub regular_market_day_low: Option<FormattedValue<f64>>, pub regular_market_previous_close: Option<FormattedValue<f64>>, pub regular_market_time: Option<FormattedValue<i64>>, pub regular_market_volume: Option<FormattedValue<i64>>, pub average_daily_volume3_month: Option<FormattedValue<i64>>, pub average_daily_volume10_day: Option<FormattedValue<i64>>, pub market_cap: Option<FormattedValue<i64>>, pub shares_outstanding: Option<FormattedValue<i64>>, pub fifty_two_week_high: Option<FormattedValue<f64>>, pub fifty_two_week_low: Option<FormattedValue<f64>>, pub fifty_two_week_change: Option<FormattedValue<f64>>, pub fifty_two_week_change_percent: Option<FormattedValue<f64>>, pub fifty_day_average: Option<FormattedValue<f64>>, pub fifty_day_average_change: Option<FormattedValue<f64>>, pub fifty_day_average_change_percent: Option<FormattedValue<f64>>, pub two_hundred_day_average: Option<FormattedValue<f64>>, pub two_hundred_day_average_change: Option<FormattedValue<f64>>, pub two_hundred_day_average_change_percent: Option<FormattedValue<f64>>, pub average_analyst_rating: Option<String>, pub trailing_pe: Option<FormattedValue<f64>>, pub forward_pe: Option<FormattedValue<f64>>, pub price_to_book: Option<FormattedValue<f64>>, pub book_value: Option<FormattedValue<f64>>, pub eps_trailing_twelve_months: Option<FormattedValue<f64>>, pub eps_forward: Option<FormattedValue<f64>>, pub eps_current_year: Option<FormattedValue<f64>>, pub price_eps_current_year: Option<FormattedValue<f64>>, pub dividend_yield: Option<FormattedValue<f64>>, pub dividend_rate: Option<FormattedValue<f64>>, pub dividend_date: Option<FormattedValue<i64>>, pub trailing_annual_dividend_rate: Option<FormattedValue<f64>>, pub trailing_annual_dividend_yield: Option<FormattedValue<f64>>, pub bid: Option<FormattedValue<f64>>, pub bid_size: Option<FormattedValue<i64>>, pub ask: Option<FormattedValue<f64>>, pub ask_size: Option<FormattedValue<i64>>, pub post_market_price: Option<FormattedValue<f64>>, pub post_market_change: Option<FormattedValue<f64>>, pub post_market_change_percent: Option<FormattedValue<f64>>, pub post_market_time: Option<FormattedValue<i64>>, pub pre_market_price: Option<FormattedValue<f64>>, pub pre_market_change: Option<FormattedValue<f64>>, pub pre_market_change_percent: Option<FormattedValue<f64>>, pub pre_market_time: Option<FormattedValue<i64>>, pub earnings_timestamp: Option<FormattedValue<i64>>, pub earnings_timestamp_start: Option<FormattedValue<i64>>, pub earnings_timestamp_end: Option<FormattedValue<i64>>, pub currency: Option<String> }`
Quote data from a Yahoo Finance screener
This struct contains the fields returned by Yahoo Finance's predefined
screener endpoint. It includes comprehensive quote data for filtering
and displaying screened stocks/funds.
### `pub struct ScreenerResults { pub quotes: Vec<ScreenerQuote>, pub screener_type: String, pub description: Option<String>, pub last_updated: Option<i64>, pub total: Option<i64> }`
Flattened, user-friendly response for screener results
Returned by the screeners API with a clean structure:
```json
{
"quotes": [...],
"type": "most_actives",
"description": "Stocks ordered in descending order by intraday trade volume",
"lastUpdated": 1234567890,
"total": 100
}
```
This removes Yahoo Finance's nested wrapper structure and internal metadata.
### `pub enum ScreenerFundCategory { UsLargeBlend, UsLargeGrowth, UsLargeValue, UsMidCapBlend, UsMidCapGrowth, UsMidCapValue, UsSmallBlend, UsSmallGrowth, UsSmallValue, UsDiversifiedEmergingMarkets, UsForeignLargeBlend, UsForeignLargeGrowth, UsForeignLargeValue, UsForeignSmallMidBlend, UsForeignSmallMidGrowth, UsForeignSmallMidValue, UsWorldLargeStockBlend, UsWorldLargeStockGrowth, UsWorldSmallMidStock, UsIntermediateCoreBond, UsIntermediateCorePlusBond, UsShortTermBond, UsLongTermBond, UsCorporateBond, UsHighYieldBond, UsUltrashortBond, UsInflationProtectedBond, UsMultisectorBond, UsShortGovernment, UsIntermediateGovernment, UsLongGovernment, UsMuniNationalInterm, UsMuniNationalShort, UsMuniNationalLong, UsMoneyMarketTaxable, UsMoneyMarketTaxFree, UsBankLoan, UsEmergingMarketsBond, UsAllocation15To30Equity, UsAllocation30To50Equity, UsAllocation50To70Equity, UsAllocation70To85Equity, UsAllocation85PlusEquity, UsRealEstate, UsHealth, UsTechnology, UsNaturalResources, UsUtilities, UsCommunications, UsIndustrials, UsFinancial, UsConsumerDefensive, UsConsumerCyclical, UsEnergyLimitedPartnership, UsMiscellaneousSector, UsInfrastructure, UsTargetDate2025, UsTargetDate2030, UsTargetDate2035, UsTargetDate2040, UsTargetDate2045, UsTargetDate2050, UsTargetDate2055, UsTargetDate2060, UsTargetDate2065Plus, UsTargetDateRetirement, UsConvertibles, UsPreferredStock, UsMultialternative, UsOptionsBased, EaaEuropeLargeCapBlendEquity, EaaEuropeLargeCapGrowthEquity, EaaEuropeLargeCapValueEquity, EaaGlobalLargeCapBlendEquity, EaaGlobalLargeCapGrowthEquity, EaaEurDiversifiedBond, EaaEurCorporateBond, EaaUsdCorporateBond, EaaUsdHighYieldBond, EaaGlobalBond, EaaUsdMoneyMarket, EaaEurMoneyMarket }`
Morningstar fund category for mutual fund screener queries.
Use with [`FundField::CategoryName`](super::fields::FundField::CategoryName) and
[`ScreenerFieldExt::eq_str`](super::condition::ScreenerFieldExt::eq_str).
#### Example
```
use finance_query::{FundField, FundScreenerQuery, ScreenerFieldExt, ScreenerFundCategory};
let query = FundScreenerQuery::new()
.add_condition(FundField::CategoryName.eq_str(ScreenerFundCategory::UsLargeGrowth));
```
### `pub enum ScreenerPeerGroup { Semiconductors, SemiconductorEquipment, SoftwareAndServices, TechnologyHardwareAndEquipment, InternetCompanies, ElectronicEquipment, Banks, DiversifiedBanks, RegionalBanks, CapitalMarkets, Insurance, LifeAndHealthInsurance, PropertyAndCasualtyInsurance, AssetManagement, ConsumerFinance, MortgageFinance, SpecialtyFinance, DiversifiedFinancialServices, InvestmentBankingAndBrokerage, Pharmaceuticals, Biotechnology, HealthCareEquipment, HealthCareServices, HealthCareFacilities, ManagedHealthcare, Automobiles, AutoComponents, FoodProducts, PackagedFoodsAndMeats, Beverages, HouseholdProducts, HouseholdDurables, PersonalProducts, ApparelAndLuxuryGoods, Retailers, FoodAndDrugRetailing, GeneralMerchandiseStores, SpecialtyRetail, LeisureProducts, Hotels, Restaurants, Media, DrugRetail, IntegratedOilAndGas, OilAndGasExplorationAndProduction, OilAndGasRefiningAndMarketing, OilAndGasStorageAndTransportation, EnergyEquipmentAndServices, AerospaceAndDefense, Airlines, IndustrialMachinery, IndustrialConglomerates, IndustrialGases, BuildingProducts, Chemicals, SpecialtyChemicals, MetalsAndMining, PaperAndForestProducts, ContainersAndPackaging, CommercialServicesAndSupplies, Railroads, Trucking, ResearchAndConsultingServices, HumanResourceAndEmploymentServices, DataProcessingAndOutsourcedServices, ItConsultingAndOtherServices, RealEstate, RetailReits, ElectricUtilities, GasUtilities, WaterUtilities, MultiUtilities, RenewableElectricity, TelecomServices, WirelessTelecommunicationServices, Steel, Gold, OilAndGas, WasteManagement, Tobacco, OfficeElectronics, CommunicationsEquipment, HomeBuilding, HomeFurnishings, HouseholdAppliances, Publishing }`
Equity peer group for screener queries.
Use with [`EquityField::PeerGroup`](super::fields::EquityField::PeerGroup) and
[`ScreenerFieldExt::eq_str`](super::condition::ScreenerFieldExt::eq_str).
These are Yahoo Finance's proprietary peer group classifications used to group
stocks for comparison purposes. Values are broader than [`Industry`](crate::Industry)
names.
#### Example
```
use finance_query::{EquityField, EquityScreenerQuery, ScreenerFieldExt, ScreenerPeerGroup};
let query = EquityScreenerQuery::new()
.add_condition(EquityField::PeerGroup.eq_str(ScreenerPeerGroup::Semiconductors));
```
### `pub struct SearchNews { pub uuid: Option<String>, pub title: Option<String>, pub publisher: Option<String>, pub link: Option<String>, pub provider_publish_time: Option<i64>, pub news_type: Option<String>, pub thumbnail: Option<NewsThumbnail>, pub related_tickers: Option<Vec<String>>, pub sentiment: Option<crate::models::sentiment::Sentiment> }`
A news result from search
When the `dataframe` feature is enabled, scalar fields can be converted
to a DataFrame. Complex fields (thumbnail, related_tickers) are automatically skipped.
### `pub struct SearchNewsList(pub Vec<SearchNews>)`
A collection of search news with DataFrame support.
This wrapper allows `search_results.news.to_dataframe()` syntax while still
acting like a `Vec<SearchNews>` for iteration, indexing, etc.
### `pub struct SearchQuote { pub symbol: String, pub short_name: Option<String>, pub long_name: Option<String>, pub quote_type: Option<String>, pub exchange: Option<String>, pub exch_disp: Option<String>, pub type_disp: Option<String>, pub industry: Option<String>, pub industry_disp: Option<String>, pub sector: Option<String>, pub sector_disp: Option<String>, pub is_yahoo_finance: Option<bool>, pub disp_sec_ind_flag: Option<bool>, pub logo_url: Option<String>, pub score: Option<f64>, pub index: Option<String>, pub prev_name: Option<String>, pub name_change_date: Option<String> }`
A quote result from symbol search
### `pub struct SearchQuotes(pub Vec<SearchQuote>)`
A collection of search quotes with DataFrame support.
This wrapper allows `search_results.quotes.to_dataframe()` syntax while still
acting like a `Vec<SearchQuote>` for iteration, indexing, etc.
### `pub struct ResearchReport { pub report_headline: Option<String>, pub author: Option<String>, pub report_date: Option<i64>, pub id: Option<String>, pub provider: Option<String> }`
A research report result from search
### `pub struct ResearchReports(pub Vec<ResearchReport>)`
A collection of research reports with DataFrame support.
This wrapper allows `search_results.research_reports.to_dataframe()` syntax while still
acting like a `Vec<ResearchReport>` for iteration, indexing, etc.
### `pub struct SearchResults { pub count: Option<i32>, pub quotes: SearchQuotes, pub news: SearchNewsList, pub research_reports: ResearchReports, pub total_time: Option<i64> }`
Response wrapper for search endpoint
### `pub struct NewsThumbnail { pub resolutions: Option<Vec<ThumbnailResolution>> }`
Thumbnail image with multiple resolutions
### `pub struct ThumbnailResolution { pub url: Option<String>, pub width: Option<i32>, pub height: Option<i32>, pub tag: Option<String> }`
Individual thumbnail resolution
### `pub struct TrendingQuote { pub symbol: String }`
A trending stock/symbol quote
### `pub struct EconomicSeries { pub series_id: String, pub title: Option<String>, pub units: Option<String>, pub frequency: Option<String>, pub observations: Vec<MacroObservation> }`
A provider-agnostic economic data series with metadata.
Obtain via [`Providers::economic`](crate::Providers::economic) then
[`.series()`](crate::domains::EconomicIndicator::series). Supported providers:
Alpha Vantage, Polygon, FRED.
### `pub struct MacroObservation { pub date: String, pub value: Option<f64> }`
A single observation in a FRED data series.
### `pub struct MacroSeries { pub id: String, pub observations: Vec<MacroObservation> }`
A FRED macro-economic time series with all its observations.
Obtain via [`fred::series`](crate::fred::series).
### `pub struct TreasuryYield { pub date: String, pub y1m: Option<f64>, pub y2m: Option<f64>, pub y3m: Option<f64>, pub y4m: Option<f64>, pub y6m: Option<f64>, pub y1: Option<f64>, pub y2: Option<f64>, pub y3: Option<f64>, pub y5: Option<f64>, pub y7: Option<f64>, pub y10: Option<f64>, pub y20: Option<f64>, pub y30: Option<f64> }`
One day of US Treasury yield curve rates.
Maturities with no published rate on a given date are `None`.
Obtain via [`fred::treasury_yields`](crate::fred::treasury_yields).
### `pub struct TreasuryAuction { pub record_date: String, pub cusip: String, pub security_type: String, pub security_term: String, pub auction_date: String, pub issue_date: String, pub maturity_date: String, pub reopening: Option<bool>, pub auction_format: Option<String>, pub int_rate: Option<f64>, pub offering_amt: Option<f64>, pub total_tendered: Option<f64>, pub total_accepted: Option<f64>, pub bid_to_cover_ratio: Option<f64>, pub high_yield: Option<f64>, pub high_discnt_rate: Option<f64>, pub high_investment_rate: Option<f64>, pub high_price: Option<f64>, pub primary_dealer_accepted: Option<f64>, pub direct_bidder_accepted: Option<f64>, pub indirect_bidder_accepted: Option<f64>, pub comp_accepted: Option<f64>, pub noncomp_accepted: Option<f64>, pub soma_accepted: Option<f64> }`
One US Treasury securities auction.
Rows exist from announcement onwards, so an auction whose date has not
passed carries its terms (offering amount, maturity) with every result
field still `None`.
Bills and coupon securities report their price differently: a bill prices
off [`high_discnt_rate`](Self::high_discnt_rate) and
[`high_investment_rate`](Self::high_investment_rate) and leaves
[`high_yield`](Self::high_yield) unset, while notes and bonds do the
reverse.
### `pub struct TreasuryAuctionQuery { pub security_type: Option<String>, pub security_term: Option<String>, pub from: Option<String>, pub to: Option<String>, pub limit: Option<u32> }`
Which auctions [`EconomicCatalog::treasury_auctions`](crate::domains::EconomicCatalog::treasury_auctions) should return.
Every field is optional; the default asks for the most recent auctions of
every type. Build one with [`TreasuryAuctionQuery::new`] and the chainable
setters.
### `pub fn new() -> Self`
An unrestricted query — the most recent auctions of every type.
### `pub struct UpcomingAuction { pub record_date: String, pub security_type: String, pub security_term: String, pub cusip: String, pub reopening: Option<bool>, pub offering_amt: Option<f64>, pub announcement_date: String, pub auction_date: String, pub issue_date: String }`
A US Treasury auction that has been scheduled but not yet held.
Treasury announces terms in stages, so [`offering_amt`](Self::offering_amt)
is unset until the formal announcement lands.
### `pub struct EconomicCategory { pub id: i64, pub name: Option<String>, pub parent_id: Option<i64> }`
A node in the provider's series category tree.
### `pub struct EconomicRelease { pub id: i64, pub name: Option<String>, pub press_release: Option<bool>, pub link: Option<String> }`
A publication that releases economic series on a schedule.
### `pub struct EconomicSeriesMatch { pub id: String, pub title: Option<String>, pub frequency: Option<String>, pub units: Option<String>, pub seasonal_adjustment: Option<String>, pub observation_start: Option<String>, pub observation_end: Option<String>, pub popularity: Option<i64>, pub notes: Option<String> }`
A series matching a catalog search.
### `pub struct CikEntry { pub cik: u64, pub ticker: String, pub title: String }`
An entry from the SEC ticker-to-CIK mapping.
Maps a stock ticker symbol to its SEC CIK number and company name.
### `pub struct CompanyFacts { pub cik: Option<u64>, pub entity_name: Option<String>, pub facts: HashMap<String, FactsByTaxonomy> }`
Complete company facts response containing all XBRL financial data.
Facts are organized by taxonomy (e.g., `us-gaap`, `ifrs-full`, `dei`).
Use the convenience methods to access common taxonomies.
#### Example
```no_run
# use finance_query::CompanyFacts;
# fn example(facts: CompanyFacts) {
// Get US-GAAP revenue data
if let Some(revenue) = facts.get_us_gaap_fact("Revenue") {
for (unit, values) in &revenue.units {
println!("Unit: {}, data points: {}", unit, values.len());
}
}
# }
```
### `pub struct FactConcept { pub label: Option<String>, pub description: Option<String>, pub units: HashMap<String, Vec<FactUnit>> }`
A single XBRL concept (e.g., "Revenue") with all reported values.
Values are organized by unit of measure (e.g., "USD", "shares", "pure").
### `pub struct FactUnit { pub start: Option<String>, pub end: Option<String>, pub val: Option<f64>, pub accn: Option<String>, pub fy: Option<i32>, pub fp: Option<String>, pub form: Option<String>, pub filed: Option<String>, pub frame: Option<String> }`
A single data point for an XBRL fact.
Represents one reported value from a specific filing and period.
### `pub struct FactsByTaxonomy(pub HashMap<String, FactConcept>)`
Facts within a single taxonomy (e.g., "us-gaap").
Maps concept names (e.g., "Revenue", "Assets") to their [`FactConcept`].
### `pub struct EdgarFilingIndex { pub directory: EdgarFilingIndexDirectory }`
Filing index response for a specific EDGAR accession.
### `pub struct EdgarFilingIndexDirectory { pub item: Vec<EdgarFilingIndexItem> }`
Directory metadata for an EDGAR filing.
### `pub struct EdgarFilingIndexItem { pub name: String, pub item_type: String, pub size: Option<u64> }`
Single file entry within an EDGAR filing index.
### `pub struct FilingSearchFilters { pub forms: Option<Vec<String>>, pub start_date: Option<String>, pub end_date: Option<String>, pub cik: Option<String>, pub limit: Option<u32> }`
Which parts of a full-text search to constrain.
### `pub struct FilingSearchHit { pub accession_number: Option<String>, pub form: Option<String>, pub filed_date: Option<String>, pub period_ending: Option<String>, pub company_names: Vec<String>, pub ciks: Vec<String>, pub score: Option<f64>, pub url: Option<String> }`
One filing matching a full-text search.
### `pub struct CongressionalTrade { pub symbol: Option<String>, pub first_name: Option<String>, pub last_name: Option<String>, pub office: Option<String>, pub district: Option<String>, pub trade_type: Option<String>, pub amount: Option<String>, pub asset_description: Option<String>, pub transaction_date: Option<String>, pub disclosure_date: Option<String>, pub link: Option<String> }`
One legislator stock-trade disclosure filed under the STOCK Act.
### `pub struct FailToDeliver { pub symbol: Option<String>, pub date: Option<String>, pub quantity: Option<f64>, pub price: Option<f64>, pub name: Option<String>, pub description: Option<String> }`
One SEC fails-to-deliver record for a settlement date.
### `pub struct InsiderTrade { pub symbol: Option<String>, pub issuer_name: Option<String>, pub insider_name: Option<String>, pub insider_cik: Option<String>, pub is_director: bool, pub is_officer: bool, pub is_ten_percent_owner: bool, pub officer_title: Option<String>, pub form_type: Option<String>, pub accession_number: Option<String>, pub url: Option<String>, pub security_title: Option<String>, pub transaction_date: Option<String>, pub transaction_code: Option<String>, pub acquired_disposed: Option<String>, pub shares: Option<f64>, pub price_per_share: Option<f64>, pub shares_owned_after: Option<f64>, pub is_derivative: bool }`
One transaction line from a Form 3, 4, or 5.
### `pub struct InstitutionalHolding { pub issuer_name: Option<String>, pub title_of_class: Option<String>, pub cusip: Option<String>, pub value: Option<f64>, pub shares: Option<f64>, pub share_type: Option<String>, pub put_call: Option<String>, pub investment_discretion: Option<String>, pub voting_sole: Option<f64>, pub voting_shared: Option<f64>, pub voting_none: Option<f64>, pub accession_number: Option<String>, pub report_date: Option<String> }`
One position from a 13F-HR information table.
### `pub struct ProviderFiling { pub accession_number: Option<String>, pub filing_date: Option<String>, pub filing_type: Option<String>, pub filing_url: Option<String>, pub company_name: Option<String>, pub cik: Option<String> }`
A single SEC filing entry from a provider.
### `pub struct ProviderFilings { pub symbol: String, pub filings: Vec<ProviderFiling> }`
A collection of SEC filings from a provider (e.g., Polygon EDGAR).
Obtain via [`Ticker::filings`](crate::Ticker::filings).
### `pub struct EdgarSearchHit { pub _index: Option<String>, pub _id: Option<String>, pub _score: Option<f64>, pub _source: Option<EdgarSearchSource> }`
A single search result hit from EDGAR full-text search (Elasticsearch format).
### `pub struct EdgarSearchHitsContainer { pub total: Option<EdgarSearchTotal>, pub max_score: Option<f64>, pub hits: Vec<EdgarSearchHit> }`
Container for search hits with metadata.
### `pub struct EdgarSearchResults { pub query: Option<serde_json::Value>, pub hits: Option<EdgarSearchHitsContainer> }`
Full-text search results from SEC EDGAR.
### `pub struct EdgarSearchSource { pub ciks: Vec<String>, pub file_date: Option<String>, pub form: Option<String>, pub adsh: Option<String>, pub display_names: Vec<String>, pub period_ending: Option<String>, pub root_forms: Vec<String>, pub sics: Vec<String> }`
Source data for a search hit containing the actual filing information.
### `pub struct EdgarSearchTotal { pub value: Option<u64>, pub relation: Option<String> }`
Total count information for search results.
### `pub struct FilingSection { pub section: Option<String>, pub content: Option<String> }`
One section of an SEC filing's text.
### `pub enum FilingSectionForm { TenK, EightK }`
Which filing form to fetch sectioned text for.
### `pub struct RiskFactor { pub title: Option<String>, pub text: Option<String>, pub category: Option<String>, pub filing_date: Option<String> }`
A risk factor extracted from SEC filings.
### `pub struct EdgarFiling { pub accession_number: String, pub filing_date: String, pub report_date: String, pub acceptance_date_time: String, pub form: String, pub size: u64, pub is_xbrl: bool, pub is_inline_xbrl: bool, pub primary_document: String, pub primary_doc_description: String }`
A single SEC filing with metadata.
Derived from the parallel arrays in [`EdgarFilingRecent`] via
[`to_filings()`](EdgarFilingRecent::to_filings).
### `pub struct EdgarFilingFile { pub name: Option<String>, pub filing_count: Option<u32>, pub filing_from: Option<String>, pub filing_to: Option<String> }`
Reference to an additional filing history file for older filings.
### `pub struct EdgarFilingRecent { pub accession_number: Vec<String>, pub filing_date: Vec<String>, pub report_date: Vec<String>, pub acceptance_date_time: Vec<String>, pub form: Vec<String>, pub size: Vec<u64>, pub is_xbrl: Vec<u8>, pub is_inline_xbrl: Vec<u8>, pub primary_document: Vec<String>, pub primary_doc_description: Vec<String> }`
Recent filings data stored as parallel arrays.
EDGAR returns filing data as parallel arrays (each field is a `Vec` of the same length).
Use [`to_filings()`](EdgarFilingRecent::to_filings) to convert to a `Vec<EdgarFiling>`.
### `pub fn to_filings(&self) -> Vec<EdgarFiling>`
Convert parallel arrays into a vector of individual filings.
#### Example
```no_run
# use finance_query::EdgarSubmissions;
# fn example(submissions: EdgarSubmissions) {
if let Some(filings) = &submissions.filings {
if let Some(recent) = &filings.recent {
for filing in recent.to_filings() {
println!("{}: {} ({})", filing.filing_date, filing.form, filing.primary_doc_description);
}
}
}
# }
```
### `pub struct EdgarFilings { pub recent: Option<EdgarFilingRecent>, pub files: Vec<EdgarFilingFile> }`
Container for recent filings and links to older filing history files.
### `pub struct EdgarSubmissions { pub cik: Option<String>, pub name: Option<String>, pub entity_type: Option<String>, pub sic: Option<String>, pub sic_description: Option<String>, pub tickers: Vec<String>, pub exchanges: Vec<String>, pub state_of_incorporation: Option<String>, pub fiscal_year_end: Option<String>, pub ein: Option<String>, pub website: Option<String>, pub category: Option<String>, pub insider_transaction_for_owner_exists: Option<u8>, pub insider_transaction_for_issuer_exists: Option<u8>, pub filings: Option<EdgarFilings> }`
Full submissions response for a company from SEC EDGAR.
Contains company metadata and filing history. The `filings` field holds
the most recent ~1000 filings inline, with links to older history files.
### `pub struct ForexQuote { pub symbol: String, pub base_currency: Option<String>, pub quote_currency: Option<String>, pub bid: Option<f64>, pub ask: Option<f64>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
A forex currency pair quote (e.g., EUR/USD).
Obtain via [`Providers::forex`](crate::Providers::forex) then
[`.quote()`](crate::domains::ForexPair::quote).
### `pub struct Both`
Full format — fields hold `FormattedValue<T>` with `raw`, `fmt`, and `long_fmt`.
Obtain via [`Ticker::quote`](crate::Ticker::quote) with the default `Both`
format parameter. This is the form that can be deserialized directly from
Yahoo Finance JSON.
### `pub trait Format: sealed::Sealed + Clone + std::fmt::Debug + PartialEq + 'static`
Marker trait that controls how [`FormattedValue`](crate::FormattedValue) fields are typed.
Sealed — only [`Both`], [`Raw`], and [`Pretty`] implement this trait.
### `pub struct Pretty`
Pretty format — fields hold an `Option<String>` with the human-readable representation.
Obtain via [`Quote::into_pretty`](crate::Quote::into_pretty).
Falls back to `long_fmt` when `fmt` is absent.
### `pub struct Raw`
Raw format — fields hold `T` directly (e.g. `f64`, `i64`). **This is the default.**
Obtain via [`Ticker::quote()`](crate::Ticker::quote) (the default return type),
[`Quote::into_raw`](crate::Quote::into_raw), or
[`Quote::as_raw`](crate::Quote::as_raw). No `Option`-wrapping of the value itself;
the `Option` at the field level reflects missing data from the API.
### `pub trait Sealed`
Blocks external crates from implementing [`Format`](super::Format);
only this module can name `Sealed`, so it can only be satisfied here.
### `pub struct BalanceSheetHistory { pub balance_sheet_statements: Option<Vec<Value>>, pub max_age: Option<i64> }`
Balance sheet history (annual statements)
### `pub struct BalanceSheetHistoryQuarterly { pub balance_sheet_statements: Option<Vec<Value>>, pub max_age: Option<i64> }`
Balance sheet history (quarterly statements)
### `pub struct CashflowStatementHistory { pub cashflow_statements: Option<Vec<Value>>, pub max_age: Option<i64> }`
Cash flow statement history (annual statements)
### `pub struct CashflowStatementHistoryQuarterly { pub cashflow_statements: Option<Vec<Value>>, pub max_age: Option<i64> }`
Cash flow statement history (quarterly statements)
### `pub struct CompanyProfile { pub symbol: Option<String>, pub name: Option<String>, pub description: Option<String>, pub asset_type: Option<String>, pub exchange: Option<String>, pub currency: Option<String>, pub country: Option<String>, pub sector: Option<String>, pub industry: Option<String>, pub market_capitalization: Option<f64>, pub isin: Option<String>, pub cusip: Option<String>, pub active: Option<bool>, pub is_etf: Option<bool>, pub is_adr: Option<bool>, pub is_fund: Option<bool>, pub cik: Option<String>, pub ipo_date: Option<String>, pub provider_id: Option<crate::Provider> }`
A company's identity and classification profile.
### `pub struct PriceTargetConsensus { pub symbol: Option<String>, pub target_high: Option<f64>, pub target_low: Option<f64>, pub target_consensus: Option<f64>, pub target_median: Option<f64> }`
Consensus analyst price target for a symbol.
### `pub struct PriceTargetSummary { pub symbol: Option<String>, pub last_month_count: Option<i64>, pub last_month_avg: Option<f64>, pub last_quarter_count: Option<i64>, pub last_quarter_avg: Option<f64>, pub last_year_count: Option<i64>, pub last_year_avg: Option<f64>, pub all_time_count: Option<i64>, pub all_time_avg: Option<f64> }`
Price-target activity over trailing windows: how many targets were published
and their average, per window.
### `pub struct RatingConsensus { pub symbol: Option<String>, pub strong_buy: Option<i64>, pub buy: Option<i64>, pub hold: Option<i64>, pub sell: Option<i64>, pub strong_sell: Option<i64>, pub consensus: Option<String> }`
Consensus rating rollup — the analyst panel's grade distribution plus the
provider's headline recommendation.
### `pub struct DefaultKeyStatistics<F: Format = Both> { pub week_52_change: Option<F::Value<f64>>, pub sand_p_52_week_change: Option<F::Value<f64>>, pub annual_holdings_turnover: Option<Value>, pub annual_report_expense_ratio: Option<Value>, pub beta: Option<F::Value<f64>>, pub beta3_year: Option<Value>, pub book_value: Option<F::Value<f64>>, pub category: Option<String>, pub date_short_interest: Option<F::Value<i64>>, pub earnings_quarterly_growth: Option<F::Value<f64>>, pub enterprise_to_ebitda: Option<F::Value<f64>>, pub enterprise_to_revenue: Option<F::Value<f64>>, pub enterprise_value: Option<F::Value<i64>>, pub five_year_average_return: Option<Value>, pub float_shares: Option<F::Value<i64>>, pub forward_eps: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub fund_family: Option<String>, pub fund_inception_date: Option<Value>, pub funding_to_date: Option<Value>, pub held_percent_insiders: Option<F::Value<f64>>, pub held_percent_institutions: Option<F::Value<f64>>, pub implied_shares_outstanding: Option<F::Value<i64>>, pub last_cap_gain: Option<Value>, pub last_dividend_date: Option<F::Value<i64>>, pub last_dividend_value: Option<F::Value<f64>>, pub last_fiscal_year_end: Option<F::Value<i64>>, pub last_split_date: Option<F::Value<i64>>, pub last_split_factor: Option<String>, pub latest_amount_raised: Option<Value>, pub latest_funding_date: Option<Value>, pub latest_implied_valuation: Option<Value>, pub latest_share_class: Option<String>, pub lead_investor: Option<String>, pub legal_type: Option<String>, pub max_age: Option<i64>, pub morning_star_overall_rating: Option<Value>, pub morning_star_risk_rating: Option<Value>, pub most_recent_quarter: Option<F::Value<i64>>, pub net_income_to_common: Option<F::Value<i64>>, pub next_fiscal_year_end: Option<F::Value<i64>>, pub peg_ratio: Option<Value>, pub price_hint: Option<F::Value<i64>>, pub price_to_book: Option<F::Value<f64>>, pub price_to_sales_trailing12_months: Option<Value>, pub profit_margins: Option<F::Value<f64>>, pub qtd_return: Option<Value>, pub revenue_quarterly_growth: Option<Value>, pub shares_outstanding: Option<F::Value<i64>>, pub shares_percent_shares_out: Option<F::Value<f64>>, pub shares_short: Option<F::Value<i64>>, pub shares_short_previous_month_date: Option<F::Value<i64>>, pub shares_short_prior_month: Option<F::Value<i64>>, pub short_percent_of_float: Option<F::Value<f64>>, pub short_ratio: Option<F::Value<f64>>, pub three_year_average_return: Option<Value>, pub total_assets: Option<Value>, pub total_funding_rounds: Option<Value>, pub trailing_eps: Option<F::Value<f64>>, pub yield_value: Option<Value>, pub ytd_return: Option<Value> }`
Default key statistics for a symbol
Contains extensive statistical data including valuation metrics, share data, and financial ratios.
The type parameter `F` controls how numeric fields are represented:
- `DefaultKeyStatistics` / `DefaultKeyStatistics<Both>` — **default**; fields hold `FormattedValue<T>`
- `DefaultKeyStatistics<Raw>` — fields hold `T` directly (e.g. `Option<f64>`)
- `DefaultKeyStatistics<Pretty>` — fields hold `Option<String>` (human-readable)
### `pub struct EarningsSurprise { pub symbol: Option<String>, pub date: Option<String>, pub actual_eps: Option<f64>, pub estimated_eps: Option<f64>, pub surprise: Option<f64>, pub surprise_percent: Option<f64> }`
One reported earnings result versus the analyst estimate.
### `pub struct EtfCountryWeighting { pub country: Option<String>, pub weight: Option<f64> }`
One country's weight inside an ETF's portfolio.
### `pub struct EtfHolding { pub symbol: Option<String>, pub description: Option<String>, pub weight: Option<f64> }`
One position inside an ETF's portfolio.
### `pub struct EtfProfile { pub symbol: Option<String>, pub name: Option<String>, pub asset_type: Option<String>, pub net_assets: Option<f64>, pub net_expense_ratio: Option<f64>, pub portfolio_turnover: Option<f64>, pub dividend_yield: Option<f64>, pub inception_date: Option<String>, pub holdings: Vec<EtfHolding>, pub sector_weightings: Vec<EtfSectorWeighting>, pub country_weightings: Vec<EtfCountryWeighting> }`
Profile and composition of an exchange-traded fund.
### `pub struct EtfSectorWeighting { pub sector: Option<String>, pub weight: Option<f64> }`
One sector's weight inside an ETF's portfolio.
### `pub struct FinancialData<F: Format = Both> { pub current_price: Option<F::Value<f64>>, pub current_ratio: Option<F::Value<f64>>, pub debt_to_equity: Option<F::Value<f64>>, pub earnings_growth: Option<F::Value<f64>>, pub ebitda: Option<F::Value<i64>>, pub ebitda_margins: Option<F::Value<f64>>, pub financial_currency: Option<String>, pub free_cashflow: Option<F::Value<i64>>, pub gross_margins: Option<F::Value<f64>>, pub gross_profits: Option<F::Value<i64>>, pub max_age: Option<i64>, pub number_of_analyst_opinions: Option<F::Value<i64>>, pub operating_cashflow: Option<F::Value<i64>>, pub operating_margins: Option<F::Value<f64>>, pub profit_margins: Option<F::Value<f64>>, pub quick_ratio: Option<F::Value<f64>>, pub recommendation_key: Option<String>, pub recommendation_mean: Option<F::Value<f64>>, pub return_on_assets: Option<F::Value<f64>>, pub return_on_equity: Option<F::Value<f64>>, pub revenue_growth: Option<F::Value<f64>>, pub revenue_per_share: Option<F::Value<f64>>, pub target_high_price: Option<F::Value<f64>>, pub target_low_price: Option<F::Value<f64>>, pub target_mean_price: Option<F::Value<f64>>, pub target_median_price: Option<F::Value<f64>>, pub total_cash: Option<F::Value<i64>>, pub total_cash_per_share: Option<F::Value<f64>>, pub total_debt: Option<F::Value<i64>>, pub total_revenue: Option<F::Value<i64>> }`
Financial data and key metrics
Contains financial ratios, margins, cash flow, and analyst recommendations.
The type parameter `F` controls how numeric fields are represented:
- `FinancialData` / `FinancialData<Both>` — **default**; fields hold `FormattedValue<T>`
- `FinancialData<Raw>` — fields hold `T` directly (e.g. `Option<f64>`)
- `FinancialData<Pretty>` — fields hold `Option<String>` (human-readable)
### `pub struct GradingAction { pub symbol: Option<String>, pub date: Option<String>, pub grading_company: Option<String>, pub previous_grade: Option<String>, pub new_grade: Option<String> }`
A single analyst upgrade/downgrade/initiation action.
### `pub struct IncomeStatementHistory { pub income_statement_history: Option<Vec<Value>>, pub max_age: Option<i64> }`
Income statement history (annual statements)
### `pub struct IncomeStatementHistoryQuarterly { pub income_statement_history: Option<Vec<Value>>, pub max_age: Option<i64> }`
Income statement history (quarterly statements)
### `pub struct FinancialStatement { pub symbol: String, pub statement_type: String, pub frequency: String, pub statement: HashMap<String, HashMap<String, f64>>, pub provider_id: Option<crate::providers::Provider> }`
A flattened, user-friendly financial statement
Transforms Yahoo Finance's complex nested response into a simple structure:
```json
{
"symbol": "AAPL",
"statementType": "income",
"frequency": "annual",
"statement": {
"TotalRevenue": { "2024-09-30": 391035000000, "2023-09-30": 383285000000 },
"NetIncome": { "2024-09-30": 100913000000, "2023-09-30": 96995000000 }
}
}
```
This matches the Python finance-query API response format.
### `pub struct ShareFloat { pub symbol: Option<String>, pub float_shares: Option<f64>, pub outstanding_shares: Option<f64>, pub float_percent: Option<f64>, pub date: Option<String> }`
Share float and shares outstanding.
### `pub struct ShortInterest { pub settlement_date: Option<String>, pub short_interest: Option<f64>, pub avg_daily_volume: Option<f64>, pub days_to_cover: Option<f64> }`
A short-interest data point (bi-monthly settlement report).
### `pub struct ShortVolume { pub date: Option<String>, pub short_volume: Option<f64>, pub short_exempt_volume: Option<f64>, pub total_volume: Option<f64> }`
A daily short-volume data point.
### `pub struct SummaryDetail<F: Format = Both> { pub algorithm: Option<Value>, pub all_time_high: Option<F::Value<f64>>, pub all_time_low: Option<F::Value<f64>>, pub ask: Option<F::Value<f64>>, pub ask_size: Option<F::Value<i64>>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_volume: Option<F::Value<i64>>, pub average_volume10days: Option<F::Value<i64>>, pub beta: Option<F::Value<f64>>, pub bid: Option<F::Value<f64>>, pub bid_size: Option<F::Value<i64>>, pub circulating_supply: Option<Value>, pub coin_market_cap_link: Option<Value>, pub currency: Option<String>, pub day_high: Option<F::Value<f64>>, pub day_low: Option<F::Value<f64>>, pub dividend_rate: Option<F::Value<f64>>, pub dividend_yield: Option<F::Value<f64>>, pub ex_dividend_date: Option<F::Value<i64>>, pub expire_date: Option<Value>, pub fifty_day_average: Option<F::Value<f64>>, pub fifty_two_week_high: Option<F::Value<f64>>, pub fifty_two_week_low: Option<F::Value<f64>>, pub five_year_avg_dividend_yield: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub from_currency: Option<String>, pub last_market: Option<String>, pub market_cap: Option<F::Value<i64>>, pub max_age: Option<i64>, pub max_supply: Option<Value>, pub nav_price: Option<F::Value<f64>>, pub open: Option<F::Value<f64>>, pub open_interest: Option<Value>, pub payout_ratio: Option<F::Value<f64>>, pub previous_close: Option<F::Value<f64>>, pub price_hint: Option<F::Value<i64>>, pub price_to_sales_trailing12_months: Option<F::Value<f64>>, pub qtd_return: Option<Value>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_open: Option<F::Value<f64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub start_date: Option<Value>, pub strike_price: Option<Value>, pub to_currency: Option<String>, pub total_assets: Option<F::Value<i64>>, pub tradeable: Option<bool>, pub trailing_annual_dividend_rate: Option<F::Value<f64>>, pub trailing_annual_dividend_yield: Option<F::Value<f64>>, pub trailing_pe: Option<F::Value<f64>>, pub two_hundred_day_average: Option<F::Value<f64>>, pub volume: Option<F::Value<i64>>, pub volume24_hr: Option<Value>, pub volume_all_currencies: Option<Value>, pub yield_value: Option<F::Value<f64>>, pub ytd_return: Option<Value> }`
Summary detail trading and valuation metrics
Contains detailed information about price, volume, market cap, and other trading data.
The type parameter `F` controls how numeric fields are represented:
- `SummaryDetail` / `SummaryDetail<Both>` — **default**; fields hold `FormattedValue<T>`
- `SummaryDetail<Raw>` — fields hold `T` directly (e.g. `Option<f64>`)
- `SummaryDetail<Pretty>` — fields hold `Option<String>` (human-readable)
Obtain converted views via [`Quote::as_raw`](crate::Quote::as_raw) or call
`.as_raw()` / `.into_raw()` on a `SummaryDetail<Both>` directly.
### `pub struct FinancialRatiosTtm { pub symbol: Option<String>, pub gross_profit_margin: Option<f64>, pub ebit_margin: Option<f64>, pub ebitda_margin: Option<f64>, pub operating_profit_margin: Option<f64>, pub pretax_profit_margin: Option<f64>, pub continuous_operations_profit_margin: Option<f64>, pub net_profit_margin: Option<f64>, pub bottom_line_profit_margin: Option<f64>, pub receivables_turnover: Option<f64>, pub payables_turnover: Option<f64>, pub inventory_turnover: Option<f64>, pub fixed_asset_turnover: Option<f64>, pub asset_turnover: Option<f64>, pub current_ratio: Option<f64>, pub quick_ratio: Option<f64>, pub solvency_ratio: Option<f64>, pub cash_ratio: Option<f64>, pub price_earnings_ratio: Option<f64>, pub peg_ratio: Option<f64>, pub forward_peg_ratio: Option<f64>, pub price_to_earnings_diluted_ratio: Option<f64>, pub price_to_earnings_diluted_growth_ratio: Option<f64>, pub price_to_book_ratio: Option<f64>, pub price_to_sales_ratio: Option<f64>, pub price_to_free_cash_flows_ratio: Option<f64>, pub price_to_operating_cash_flow_ratio: Option<f64>, pub debt_ratio: Option<f64>, pub debt_equity_ratio: Option<f64>, pub debt_to_capital_ratio: Option<f64>, pub long_term_debt_to_capital_ratio: Option<f64>, pub financial_leverage_ratio: Option<f64>, pub working_capital_turnover_ratio: Option<f64>, pub operating_cash_flow_ratio: Option<f64>, pub operating_cash_flow_sales_ratio: Option<f64>, pub free_cash_flow_operating_cash_flow_ratio: Option<f64>, pub debt_service_coverage_ratio: Option<f64>, pub interest_coverage: Option<f64>, pub short_term_operating_cash_flow_coverage_ratio: Option<f64>, pub operating_cash_flow_coverage_ratio: Option<f64>, pub capital_expenditure_coverage_ratio: Option<f64>, pub dividend_paid_and_capex_coverage_ratio: Option<f64>, pub payout_ratio: Option<f64>, pub dividend_yield: Option<f64>, pub dividend_per_share: Option<f64>, pub enterprise_value: Option<f64>, pub enterprise_value_multiple: Option<f64>, pub revenue_per_share: Option<f64>, pub net_income_per_share: Option<f64>, pub interest_debt_per_share: Option<f64>, pub cash_per_share: Option<f64>, pub book_value_per_share: Option<f64>, pub tangible_book_value_per_share: Option<f64>, pub shareholders_equity_per_share: Option<f64>, pub operating_cash_flow_per_share: Option<f64>, pub capex_per_share: Option<f64>, pub free_cash_flow_per_share: Option<f64>, pub net_income_per_ebt: Option<f64>, pub ebt_per_ebit: Option<f64>, pub price_to_fair_value: Option<f64>, pub debt_to_market_cap: Option<f64>, pub effective_tax_rate: Option<f64> }`
Margin, turnover, liquidity, coverage, valuation, and per-share ratios over
the trailing twelve months.
### `pub struct KeyMetricsTtm { pub symbol: Option<String>, pub market_cap: Option<f64>, pub enterprise_value: Option<f64>, pub ev_to_sales: Option<f64>, pub ev_to_operating_cash_flow: Option<f64>, pub ev_to_free_cash_flow: Option<f64>, pub ev_to_ebitda: Option<f64>, pub net_debt_to_ebitda: Option<f64>, pub current_ratio: Option<f64>, pub income_quality: Option<f64>, pub graham_number: Option<f64>, pub graham_net_net: Option<f64>, pub tax_burden: Option<f64>, pub interest_burden: Option<f64>, pub working_capital: Option<f64>, pub invested_capital: Option<f64>, pub return_on_assets: Option<f64>, pub operating_return_on_assets: Option<f64>, pub return_on_tangible_assets: Option<f64>, pub return_on_equity: Option<f64>, pub return_on_invested_capital: Option<f64>, pub return_on_capital_employed: Option<f64>, pub earnings_yield: Option<f64>, pub free_cash_flow_yield: Option<f64>, pub capex_to_operating_cash_flow: Option<f64>, pub capex_to_depreciation: Option<f64>, pub capex_to_revenue: Option<f64>, pub sales_general_and_administrative_to_revenue: Option<f64>, pub research_and_development_to_revenue: Option<f64>, pub stock_based_compensation_to_revenue: Option<f64>, pub intangibles_to_total_assets: Option<f64>, pub average_receivables: Option<f64>, pub average_payables: Option<f64>, pub average_inventory: Option<f64>, pub days_of_sales_outstanding: Option<f64>, pub days_of_payables_outstanding: Option<f64>, pub days_of_inventory_outstanding: Option<f64>, pub operating_cycle: Option<f64>, pub cash_conversion_cycle: Option<f64>, pub free_cash_flow_to_equity: Option<f64>, pub free_cash_flow_to_firm: Option<f64>, pub tangible_asset_value: Option<f64>, pub net_current_asset_value: Option<f64> }`
Valuation, capital-efficiency, and working-capital metrics over the
trailing twelve months.
### `pub struct FuturesQuote { pub symbol: String, pub name: Option<String>, pub underlying: Option<String>, pub exchange: Option<String>, pub expiration_date: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub open_interest: Option<u64>, pub volume: Option<u64>, pub timestamp: Option<i64> }`
A futures contract quote.
Obtain via [`Providers::futures`](crate::Providers::futures)`(symbol).quote()`.
### `pub struct CommitmentsOfTraders { pub symbol: String, pub market_and_exchange_name: String, pub cftc_contract_market_code: String, pub observations: Vec<CotObservation> }`
Weekly Commitments of Traders positioning for one futures market.
Obtain via [`FuturesContract::commitments_of_traders`](crate::FuturesContract::commitments_of_traders).
### `pub struct CotObservation { pub report_date: String, pub open_interest: Option<i64>, pub producer_merchant_long: Option<i64>, pub producer_merchant_short: Option<i64>, pub swap_dealer_long: Option<i64>, pub swap_dealer_short: Option<i64>, pub swap_dealer_spread: Option<i64>, pub managed_money_long: Option<i64>, pub managed_money_short: Option<i64>, pub managed_money_spread: Option<i64>, pub other_reportable_long: Option<i64>, pub other_reportable_short: Option<i64>, pub other_reportable_spread: Option<i64>, pub total_reportable_long: Option<i64>, pub total_reportable_short: Option<i64>, pub nonreportable_long: Option<i64>, pub nonreportable_short: Option<i64> }`
One weekly report row, broken down by trader category.
### `pub struct IndexConstituent { pub symbol: String, pub name: Option<String>, pub sector: Option<String>, pub sub_sector: Option<String>, pub headquarters: Option<String>, pub date_first_added: Option<String>, pub cik: Option<String>, pub founded: Option<String> }`
A constituent (member) of a major stock market index.
### `pub struct IndexConstituentChange { pub date: Option<String>, pub symbol: Option<String>, pub added_security: Option<String>, pub removed_ticker: Option<String>, pub removed_security: Option<String>, pub reason: Option<String> }`
A historical change in a major index's constituency.
### `pub struct IndexQuote { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub timestamp: Option<i64> }`
A stock market index quote (e.g., S&P 500, NASDAQ, Dow Jones).
Obtain via [`Providers::index`](crate::Providers::index)`(symbol).quote()`.
### `pub enum MajorIndex { Sp500, Nasdaq100, DowJones }`
A major stock market index whose constituent lists providers can serve.
Passed to [`Index::constituents`](crate::Index::constituents) (derived from
the handle's symbol) and the INDICES provider route.
### `pub struct Currency { pub short_name: Option<String>, pub long_name: Option<String>, pub symbol: Option<String>, pub local_long_name: Option<String> }`
A single currency with its properties
### `pub struct Exchange { pub country: String, pub market: String, pub suffix: String, pub delay: String, pub data_provider: String }`
Information about a supported exchange.
### `pub struct MarketHours { pub markets: Vec<MarketTime> }`
Flattened response for market hours
### `pub struct MarketTime { pub id: String, pub name: String, pub status: String, pub message: Option<String>, pub open: Option<String>, pub close: Option<String>, pub time: Option<String>, pub timezone: Option<String>, pub timezone_short: Option<String>, pub gmt_offset: Option<i32>, pub dst: Option<bool> }`
Market time information for a specific market
### `pub struct IndexTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
Index trend data (growth estimates for the index)
### `pub struct IndustryTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
Industry trend data
### `pub struct SectorTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
Sector trend data
### `pub struct TrendEstimate { pub period: Option<String>, pub growth: Option<FormattedValue<f64>> }`
Growth estimate for a specific period
### `pub struct BenchmarkPerformance { pub name: Option<String>, pub day_change_percent: Option<f64>, pub ytd_change_percent: Option<f64>, pub one_year_change_percent: Option<f64>, pub three_year_change_percent: Option<f64>, pub five_year_change_percent: Option<f64> }`
Benchmark performance for comparison
### `pub struct GrowthCompany { pub symbol: String, pub name: Option<String>, pub last_price: Option<f64>, pub ytd_return: Option<f64>, pub growth_estimate: Option<f64> }`
Top growth company by growth estimate
### `pub struct IndustryCompany { pub symbol: String, pub name: Option<String>, pub last_price: Option<f64>, pub market_cap: Option<f64>, pub market_weight: Option<f64>, pub day_change_percent: Option<f64>, pub ytd_return: Option<f64>, pub rating: Option<String>, pub target_price: Option<f64> }`
Company within an industry
### `pub struct IndustryData { pub name: String, pub key: String, pub symbol: Option<String>, pub sector_name: Option<String>, pub sector_key: Option<String>, pub overview: Option<IndustryOverview>, pub performance: Option<IndustryPerformance>, pub benchmark: Option<BenchmarkPerformance>, pub top_companies: Vec<IndustryCompany>, pub top_performing_companies: Vec<PerformingCompany>, pub top_growth_companies: Vec<GrowthCompany>, pub research_reports: Vec<ResearchReport> }`
Industry data from Yahoo Finance
### `pub struct IndustryOverview { pub description: Option<String>, pub companies_count: Option<i64>, pub market_cap: Option<f64>, pub market_weight: Option<f64>, pub employee_count: Option<i64> }`
Industry overview statistics
### `pub struct IndustryPerformance { pub day_change_percent: Option<f64>, pub ytd_change_percent: Option<f64>, pub one_year_change_percent: Option<f64>, pub three_year_change_percent: Option<f64>, pub five_year_change_percent: Option<f64> }`
Industry performance metrics
### `pub struct PerformingCompany { pub symbol: String, pub name: Option<String>, pub last_price: Option<f64>, pub ytd_return: Option<f64>, pub target_price: Option<f64> }`
Top performing company by YTD return
### `pub struct ResearchReport { pub id: Option<String>, pub title: Option<String>, pub provider: Option<String>, pub report_date: Option<String>, pub report_type: Option<String>, pub investment_rating: Option<String>, pub target_price: Option<f64>, pub target_price_status: Option<String> }`
Research report
### `pub struct MarketSummaryQuote { pub symbol: String, pub full_exchange_name: Option<String>, pub exchange: Option<String>, pub short_name: Option<String>, pub quote_type: Option<String>, pub market_state: Option<String>, pub regular_market_price: Option<FormattedValue<f64>>, pub regular_market_change: Option<FormattedValue<f64>>, pub regular_market_change_percent: Option<FormattedValue<f64>>, pub regular_market_previous_close: Option<FormattedValue<f64>>, pub regular_market_time: Option<FormattedValue<i64>>, pub spark: Option<SparkData> }`
A single market summary quote (index, currency, commodity, etc.)
### `pub struct SparkData { pub close: Option<Vec<Option<f64>>>, pub timestamp: Option<Vec<i64>>, pub symbol: Option<String>, pub previous_close: Option<f64>, pub chart_previous_close: Option<f64> }`
Spark chart mini-data for market summary
### `pub struct IndustryPe { pub industry: String, pub exchange: Option<String>, pub pe: Option<f64>, pub date: Option<String> }`
An industry's aggregate price/earnings ratio.
### `pub enum MoverDirection { Gainers, Losers, MostActive }`
Which set of market movers to fetch.
### `pub struct MoverQuote { pub symbol: String, pub name: Option<String>, pub price: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub exchange: Option<String> }`
A symbol appearing in a market-movers list.
### `pub struct SectorPe { pub sector: String, pub exchange: Option<String>, pub pe: Option<f64>, pub date: Option<String> }`
A sector's aggregate price/earnings ratio.
### `pub struct SectorPerformance { pub sector: String, pub exchange: Option<String>, pub change_percent: Option<f64> }`
A sector's aggregate performance.
### `pub struct SectorPerformanceHistory { pub date: Option<String>, pub sectors: Vec<SectorPerformance> }`
One day of aggregate performance across every sector and exchange.
### `pub struct ResearchReport { pub id: String, pub headline: Option<String>, pub provider: Option<String>, pub report_date: Option<String>, pub report_title: Option<String>, pub report_type: Option<String>, pub target_price: Option<f64>, pub target_price_status: Option<String>, pub investment_rating: Option<String> }`
A research report about the sector
### `pub struct SectorCompany { pub symbol: String, pub name: Option<String>, pub market_cap: Option<FormattedValue<f64>>, pub market_weight: Option<FormattedValue<f64>>, pub last_price: Option<FormattedValue<f64>>, pub target_price: Option<FormattedValue<f64>>, pub day_change_percent: Option<FormattedValue<f64>>, pub ytd_return: Option<FormattedValue<f64>>, pub rating: Option<String> }`
A company in the sector's top companies list
### `pub struct SectorData { pub name: String, pub symbol: Option<String>, pub key: String, pub overview: Option<SectorOverview>, pub performance: Option<SectorPerformance>, pub benchmark: Option<SectorPerformance>, pub benchmark_name: Option<String>, pub top_companies: Vec<SectorCompany>, pub top_etfs: Vec<SectorETF>, pub top_mutual_funds: Vec<SectorMutualFund>, pub industries: Vec<SectorIndustry>, pub research_reports: Vec<ResearchReport> }`
Complete sector data with all available information
### `pub struct SectorETF { pub symbol: String, pub name: Option<String>, pub net_assets: Option<FormattedValue<f64>>, pub expense_ratio: Option<FormattedValue<f64>>, pub last_price: Option<FormattedValue<f64>>, pub ytd_return: Option<FormattedValue<f64>> }`
An ETF tracking the sector
### `pub struct SectorIndustry { pub symbol: Option<String>, pub key: Option<String>, pub name: String, pub market_weight: Option<FormattedValue<f64>>, pub day_change_percent: Option<FormattedValue<f64>>, pub ytd_return: Option<FormattedValue<f64>> }`
An industry within the sector
### `pub struct SectorMutualFund { pub symbol: String, pub name: Option<String>, pub net_assets: Option<FormattedValue<f64>>, pub expense_ratio: Option<FormattedValue<f64>>, pub last_price: Option<FormattedValue<f64>>, pub ytd_return: Option<FormattedValue<f64>> }`
A mutual fund in the sector
### `pub struct SectorOverview { pub companies_count: Option<i64>, pub market_cap: Option<FormattedValue<f64>>, pub description: Option<String>, pub industries_count: Option<i64>, pub market_weight: Option<FormattedValue<f64>>, pub employee_count: Option<FormattedValue<i64>> }`
Sector overview statistics
### `pub struct SectorPerformance { pub ytd_change_percent: Option<FormattedValue<f64>>, pub day_change_percent: Option<FormattedValue<f64>>, pub one_year_change_percent: Option<FormattedValue<f64>>, pub three_year_change_percent: Option<FormattedValue<f64>>, pub five_year_change_percent: Option<FormattedValue<f64>> }`
Sector performance metrics
### `pub struct OptionChain { pub expiration_date: i64, pub has_mini_options: Option<bool>, pub calls: Vec<OptionContract>, pub puts: Vec<OptionContract> }`
Options chain data for a specific expiration
Note: This struct cannot be manually constructed - use `Ticker::options()` to obtain options data.
### `pub struct OptionsQuote { pub symbol: String, pub short_name: Option<String>, pub regular_market_price: Option<f64>, pub regular_market_time: Option<i64> }`
Quote data included with options response
Note: This struct cannot be manually constructed - obtain via `Ticker::options()`.
### `pub struct Contracts(pub Vec<OptionContract>)`
A collection of option contracts with DataFrame support.
This wrapper allows `options.calls.to_dataframe()` syntax while still
acting like a `Vec<OptionContract>` for iteration, indexing, etc.
### `pub struct OptionContract { pub contract_symbol: String, pub strike: f64, pub currency: Option<String>, pub last_price: Option<f64>, pub change: Option<f64>, pub percent_change: Option<f64>, pub volume: Option<i64>, pub open_interest: Option<i64>, pub bid: Option<f64>, pub ask: Option<f64>, pub contract_size: Option<String>, pub expiration: Option<i64>, pub last_trade_date: Option<i64>, pub implied_volatility: Option<f64>, pub in_the_money: Option<bool> }`
An options contract (call or put)
Note: This struct cannot be manually constructed - obtain via `Ticker::options()`.
### `pub struct Options { pub provider_id: Option<Provider> }`
Response wrapper for options endpoint
Note: While this type is public for return values, users should not manually construct it.
Use `Ticker::options()` to obtain options data.
### `pub struct PageCursor { }`
A serializable continuation bound to the original operation and request.
Treat persisted cursors as opaque values. Validation runs again when used.
### `pub fn continuation(provider: Provider, target: String) -> Self`
A continuation for an adapter to return in [`ProviderPage::next`].
`provider` must be the adapter's own id and `target` is whatever state the
adapter needs to fetch the next page. The routing layer binds the cursor to
the operation and request, and checks both before handing it back.
### `pub struct ProviderPage<T> { pub items: Vec<T>, pub next: Option<PageCursor>, pub provider_id: Provider, pub request_id: Option<String>, pub results_count: Option<usize>, pub query_count: Option<usize>, pub reported_symbol: Option<String>, pub adjusted: Option<bool> }`
One provider response, without collecting subsequent pages.
### `pub struct Quote<F: Format = Both> { pub symbol: String, pub logo_url: Option<String>, pub company_logo_url: Option<String>, pub short_name: Option<String>, pub long_name: Option<String>, pub exchange: Option<String>, pub exchange_name: Option<String>, pub quote_type: Option<String>, pub currency: Option<String>, pub currency_symbol: Option<String>, pub underlying_symbol: Option<String>, pub from_currency: Option<String>, pub to_currency: Option<String>, pub regular_market_price: Option<F::Value<f64>>, pub regular_market_change: Option<F::Value<f64>>, pub regular_market_change_percent: Option<F::Value<f64>>, pub regular_market_time: Option<i64>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_open: Option<F::Value<f64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub market_state: Option<String>, pub day_high: Option<F::Value<f64>>, pub day_low: Option<F::Value<f64>>, pub open: Option<F::Value<f64>>, pub previous_close: Option<F::Value<f64>>, pub volume: Option<F::Value<i64>>, pub all_time_high: Option<F::Value<f64>>, pub all_time_low: Option<F::Value<f64>>, pub pre_market_price: Option<F::Value<f64>>, pub pre_market_change: Option<F::Value<f64>>, pub pre_market_change_percent: Option<F::Value<f64>>, pub pre_market_time: Option<i64>, pub post_market_price: Option<F::Value<f64>>, pub post_market_change: Option<F::Value<f64>>, pub post_market_change_percent: Option<F::Value<f64>>, pub post_market_time: Option<i64>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_daily_volume3_month: Option<F::Value<i64>>, pub average_volume: Option<F::Value<i64>>, pub average_volume10days: Option<F::Value<i64>>, pub market_cap: Option<F::Value<i64>>, pub enterprise_value: Option<F::Value<i64>>, pub enterprise_to_revenue: Option<F::Value<f64>>, pub enterprise_to_ebitda: Option<F::Value<f64>>, pub price_to_book: Option<F::Value<f64>>, pub price_to_sales_trailing12_months: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub trailing_pe: Option<F::Value<f64>>, pub beta: Option<F::Value<f64>>, pub fifty_two_week_high: Option<F::Value<f64>>, pub fifty_two_week_low: Option<F::Value<f64>>, pub fifty_day_average: Option<F::Value<f64>>, pub two_hundred_day_average: Option<F::Value<f64>>, pub week_52_change: Option<F::Value<f64>>, pub sand_p_52_week_change: Option<F::Value<f64>>, pub dividend_rate: Option<F::Value<f64>>, pub dividend_yield: Option<F::Value<f64>>, pub trailing_annual_dividend_rate: Option<F::Value<f64>>, pub trailing_annual_dividend_yield: Option<F::Value<f64>>, pub five_year_avg_dividend_yield: Option<F::Value<f64>>, pub ex_dividend_date: Option<F::Value<i64>>, pub payout_ratio: Option<F::Value<f64>>, pub last_dividend_value: Option<F::Value<f64>>, pub last_dividend_date: Option<F::Value<i64>>, pub bid: Option<F::Value<f64>>, pub bid_size: Option<F::Value<i64>>, pub ask: Option<F::Value<f64>>, pub ask_size: Option<F::Value<i64>>, pub shares_outstanding: Option<F::Value<i64>>, pub float_shares: Option<F::Value<i64>>, pub implied_shares_outstanding: Option<F::Value<i64>>, pub held_percent_insiders: Option<F::Value<f64>>, pub held_percent_institutions: Option<F::Value<f64>>, pub shares_short: Option<F::Value<i64>>, pub shares_short_prior_month: Option<F::Value<i64>>, pub short_ratio: Option<F::Value<f64>>, pub short_percent_of_float: Option<F::Value<f64>>, pub shares_percent_shares_out: Option<F::Value<f64>>, pub date_short_interest: Option<F::Value<i64>>, pub current_price: Option<F::Value<f64>>, pub target_high_price: Option<F::Value<f64>>, pub target_low_price: Option<F::Value<f64>>, pub target_mean_price: Option<F::Value<f64>>, pub target_median_price: Option<F::Value<f64>>, pub recommendation_mean: Option<F::Value<f64>>, pub recommendation_key: Option<String>, pub number_of_analyst_opinions: Option<F::Value<i64>>, pub total_cash: Option<F::Value<i64>>, pub total_cash_per_share: Option<F::Value<f64>>, pub ebitda: Option<F::Value<i64>>, pub total_debt: Option<F::Value<i64>>, pub total_revenue: Option<F::Value<i64>>, pub net_income_to_common: Option<F::Value<i64>>, pub debt_to_equity: Option<F::Value<f64>>, pub revenue_per_share: Option<F::Value<f64>>, pub return_on_assets: Option<F::Value<f64>>, pub return_on_equity: Option<F::Value<f64>>, pub free_cashflow: Option<F::Value<i64>>, pub operating_cashflow: Option<F::Value<i64>>, pub profit_margins: Option<F::Value<f64>>, pub gross_margins: Option<F::Value<f64>>, pub ebitda_margins: Option<F::Value<f64>>, pub operating_margins: Option<F::Value<f64>>, pub gross_profits: Option<F::Value<i64>>, pub earnings_growth: Option<F::Value<f64>>, pub revenue_growth: Option<F::Value<f64>>, pub earnings_quarterly_growth: Option<F::Value<f64>>, pub current_ratio: Option<F::Value<f64>>, pub quick_ratio: Option<F::Value<f64>>, pub trailing_eps: Option<F::Value<f64>>, pub forward_eps: Option<F::Value<f64>>, pub book_value: Option<F::Value<f64>>, pub sector: Option<String>, pub sector_key: Option<String>, pub sector_disp: Option<String>, pub industry: Option<String>, pub industry_key: Option<String>, pub industry_disp: Option<String>, pub long_business_summary: Option<String>, pub website: Option<String>, pub ir_website: Option<String>, pub address1: Option<String>, pub city: Option<String>, pub state: Option<String>, pub zip: Option<String>, pub country: Option<String>, pub phone: Option<String>, pub full_time_employees: Option<i64>, pub category: Option<String>, pub fund_family: Option<String>, pub audit_risk: Option<i32>, pub board_risk: Option<i32>, pub compensation_risk: Option<i32>, pub shareholder_rights_risk: Option<i32>, pub overall_risk: Option<i32>, pub time_zone_full_name: Option<String>, pub time_zone_short_name: Option<String>, pub gmt_off_set_milliseconds: Option<i64>, pub first_trade_date_epoch_utc: Option<i64>, pub message_board_id: Option<String>, pub exchange_data_delayed_by: Option<i32>, pub nav_price: Option<F::Value<f64>>, pub total_assets: Option<F::Value<i64>>, pub yield_value: Option<F::Value<f64>>, pub last_split_factor: Option<String>, pub last_split_date: Option<F::Value<i64>>, pub last_fiscal_year_end: Option<F::Value<i64>>, pub next_fiscal_year_end: Option<F::Value<i64>>, pub most_recent_quarter: Option<F::Value<i64>>, pub price_hint: Option<F::Value<i64>>, pub tradeable: Option<bool>, pub financial_currency: Option<String>, pub company_officers: Option<Vec<super::CompanyOfficer>>, pub earnings: Option<Earnings>, pub calendar_events: Option<CalendarEvents>, pub recommendation_trend: Option<RecommendationTrend>, pub upgrade_downgrade_history: Option<UpgradeDowngradeHistory>, pub earnings_history: Option<EarningsHistory>, pub earnings_trend: Option<EarningsTrend>, pub insider_holders: Option<InsiderHolders>, pub insider_transactions: Option<InsiderTransactions>, pub institution_ownership: Option<InstitutionOwnership>, pub fund_ownership: Option<FundOwnership>, pub major_holders_breakdown: Option<MajorHoldersBreakdown>, pub net_share_purchase_activity: Option<NetSharePurchaseActivity>, pub sec_filings: Option<SecFilings>, pub balance_sheet_history: Option<BalanceSheetHistory>, pub balance_sheet_history_quarterly: Option<BalanceSheetHistoryQuarterly>, pub cashflow_statement_history: Option<CashflowStatementHistory>, pub cashflow_statement_history_quarterly: Option<CashflowStatementHistoryQuarterly>, pub income_statement_history: Option<IncomeStatementHistory>, pub income_statement_history_quarterly: Option<IncomeStatementHistoryQuarterly>, pub equity_performance: Option<EquityPerformance>, pub index_trend: Option<IndexTrend>, pub industry_trend: Option<IndustryTrend>, pub sector_trend: Option<SectorTrend>, pub fund_profile: Option<FundProfile>, pub fund_performance: Option<FundPerformance>, pub top_holdings: Option<TopHoldings> }`
Flattened quote data with deduplicated fields
This is the primary data structure for stock quotes. It flattens scalar fields
from multiple Yahoo Finance modules while preserving complex nested objects.
#### Creating Quote Instances
Quote instances can only be obtained through the Ticker API:
```no_run
# use finance_query::Ticker;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let ticker = Ticker::builder("AAPL").logo().build().await?;
let quote: finance_query::Quote = ticker.quote().await?;
println!("Price: {:?}", quote.regular_market_price);
# Ok(())
# }
```
Note: This struct is marked `#[non_exhaustive]` and cannot be constructed manually.
Use `Ticker::quote()` or `AsyncTicker::quote()` instead.
#### Field Precedence
For duplicate fields across Yahoo Finance modules:
- Price → SummaryDetail → DefaultKeyStatistics → FinancialData → AssetProfile
All fields are optional since Yahoo Finance may not return all data for every symbol.
#### DataFrame Conversion
With the `dataframe` feature enabled, call `.to_dataframe()` to convert to a polars DataFrame:
```ignore
let df = quote.to_dataframe()?;
```
### `#[derive(Debug, Clone, Serialize, Deserialize, FormatConvert)]`
Clone and convert into a [`Raw`](crate::format::Raw) view.
### `#[derive(Debug, Clone, Serialize, Deserialize, FormatConvert)]`
Convert into a [`Pretty`](crate::format::Pretty) view, extracting `.fmt` from each `FormattedValue` field.
### `#[derive(Debug, Clone, Serialize, Deserialize, FormatConvert)]`
Convert into a [`Raw`](crate::format::Raw) view, extracting `.raw` from each `FormattedValue` field.
### `pub struct FormattedValue<T> { pub fmt: Option<String>, pub long_fmt: Option<String>, pub raw: Option<T> }`
A generic type representing Yahoo Finance's formatted value pattern
Contains the raw numeric value along with optional formatted representations.
Note: `raw` is optional because Yahoo sometimes returns empty objects `{}` for unavailable data.
### `pub struct Price<F: Format = Both> { pub max_age: Option<i64>, pub pre_market_change_percent: Option<F::Value<f64>>, pub pre_market_change: Option<F::Value<f64>>, pub pre_market_time: Option<i64>, pub pre_market_price: Option<F::Value<f64>>, pub pre_market_source: Option<String>, pub post_market_change_percent: Option<F::Value<f64>>, pub post_market_change: Option<F::Value<f64>>, pub post_market_time: Option<i64>, pub post_market_price: Option<F::Value<f64>>, pub post_market_source: Option<String>, pub regular_market_change_percent: Option<F::Value<f64>>, pub regular_market_change: Option<F::Value<f64>>, pub regular_market_time: Option<i64>, pub price_hint: Option<F::Value<i64>>, pub regular_market_price: Option<F::Value<f64>>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_daily_volume3_month: Option<F::Value<i64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_source: Option<String>, pub regular_market_open: Option<F::Value<f64>>, pub exchange: Option<String>, pub exchange_name: Option<String>, pub exchange_data_delayed_by: Option<i32>, pub market_state: Option<String>, pub quote_type: Option<String>, pub symbol: Option<String>, pub underlying_symbol: Option<String>, pub short_name: Option<String>, pub long_name: Option<String>, pub currency: Option<String>, pub quote_source_name: Option<String>, pub currency_symbol: Option<String>, pub from_currency: Option<String>, pub to_currency: Option<String>, pub last_market: Option<String>, pub market_cap: Option<F::Value<i64>> }`
Detailed pricing data for a stock
Includes current price, pre/post market data, volume, market cap, and exchange information.
The type parameter `F` controls how numeric fields are represented:
- `Price` / `Price<Both>` — **default**; fields hold `FormattedValue<T>`
- `Price<Raw>` — fields hold `T` directly (e.g. `Option<f64>`)
- `Price<Pretty>` — fields hold `Option<String>` (human-readable)
### `pub struct QuoteTypeData { pub exchange: Option<String>, pub first_trade_date_epoch_utc: Option<i64>, pub gmt_off_set_milliseconds: Option<i64>, pub long_name: Option<String>, pub max_age: Option<i64>, pub message_board_id: Option<String>, pub quote_type: Option<String>, pub short_name: Option<String>, pub symbol: Option<String>, pub time_zone_full_name: Option<String>, pub time_zone_short_name: Option<String>, pub underlying_symbol: Option<String>, pub uuid: Option<String> }`
Quote type metadata for a symbol (used in quoteSummary module)
Contains exchange information, company names, timezone data, and other metadata.
### `pub struct QuoteSummaryResponse { pub symbol: String, pub price: Option<Price>, pub summary_detail: Option<SummaryDetail>, pub financial_data: Option<FinancialData>, pub default_key_statistics: Option<DefaultKeyStatistics>, pub asset_profile: Option<AssetProfile>, pub calendar_events: Option<CalendarEvents>, pub earnings: Option<Earnings>, pub earnings_trend: Option<EarningsTrend>, pub earnings_history: Option<EarningsHistory>, pub recommendation_trend: Option<RecommendationTrend>, pub insider_holders: Option<InsiderHolders>, pub insider_transactions: Option<InsiderTransactions>, pub institution_ownership: Option<InstitutionOwnership>, pub fund_ownership: Option<FundOwnership>, pub major_holders_breakdown: Option<MajorHoldersBreakdown>, pub net_share_purchase_activity: Option<NetSharePurchaseActivity>, pub quote_type: Option<QuoteTypeData>, pub summary_profile: Option<SummaryProfile>, pub sec_filings: Option<SecFilings>, pub upgrade_downgrade_history: Option<UpgradeDowngradeHistory>, pub fund_performance: Option<FundPerformance>, pub fund_profile: Option<FundProfile>, pub top_holdings: Option<TopHoldings>, pub index_trend: Option<IndexTrend>, pub industry_trend: Option<IndustryTrend>, pub sector_trend: Option<SectorTrend>, pub equity_performance: Option<EquityPerformance> }`
Response from the quoteSummary endpoint
Deserializes all requested modules once on construction to avoid repeated
JSON parsing on every accessor call. Uses `Option<T>` for each module since
Yahoo Finance may not return all modules for all symbols.
The return type of [`QuoteProvider::fetch_quote`](crate::QuoteProvider),
so an implementor populates the modules it can serve and leaves the rest
`None`. Each field mirrors one Yahoo `quoteSummary` module.
### `pub enum AssetClass { Stocks, Options, Fx, Crypto, Indices }`
Which market a snapshot row belongs to.
### `pub struct MarketSnapshot { pub symbol: Option<String>, pub name: Option<String>, pub asset_class: Option<AssetClass>, pub market_status: Option<String>, pub last_price: Option<f64>, pub bid: Option<f64>, pub ask: Option<f64>, pub open: Option<f64>, pub high: Option<f64>, pub low: Option<f64>, pub close: Option<f64>, pub previous_close: Option<f64>, pub volume: Option<f64>, pub change: Option<f64>, pub change_percent: Option<f64>, pub error: Option<String>, pub message: Option<String> }`
One symbol's current market state, flattened across asset classes.
Providers return a row per requested symbol even when the lookup failed, so
a batch is never silently short: check [`error`](Self::error) before reading
the price fields.
### `pub struct SymbolSentiment { pub score: Option<f64>, pub label: Option<String> }`
Per-symbol sentiment from provider news analysis (Polygon, etc.).
Scores range from -1.0 (very negative) to 1.0 (very positive).
Unlike [`FearAndGreed`] (a market-wide 0—100 gauge from Alternative.me),
this reflects news sentiment for a specific stock.
### `pub struct FearAndGreed { pub value: u8, pub classification: FearGreedLabel, pub timestamp: i64 }`
The current CNN Fear & Greed Index reading from Alternative.me.
Scale: 0 (Extreme Fear) → 100 (Extreme Greed).
### `pub enum FearGreedLabel { ExtremeFear, Fear, Neutral, Greed, ExtremeGreed }`
Classification label for the Fear & Greed Index value.
### `pub struct Sentiment { pub label: SentimentLabel, pub score: f64, pub confidence: f64 }`
Sentiment score for a news article or transcript segment.
Only present when the `sentiment` feature is enabled.
### `pub fn neutral() -> Self`
A neutral, zero-confidence score (used as the empty aggregate).
### `pub enum SentimentLabel { Bullish, Neutral, Bearish }`
Directional sentiment classification for a piece of text.
### `pub fn analyze(text: &str) -> Sentiment`
Score a single piece of text.
Lexicon lookup is O(tokens) — typically well under a millisecond per
headline. Empty/whitespace text scores [`Sentiment::neutral`].
### `pub struct MappingFilter { pub exchange_code: Option<String>, pub include_unlisted: bool }`
### `pub enum SecurityIdKind { Cusip, Isin, Sedol, Figi, Ticker }`
### `pub struct SecurityMapping { pub figi: String, pub ticker: Option<String>, pub name: Option<String>, pub exchange_code: Option<String>, pub composite_figi: Option<String>, pub share_class_figi: Option<String>, pub security_type: Option<String>, pub market_sector: Option<String> }`
### `pub async fn resolve(kind: SecurityIdKind, id: &str) -> Result<Vec<SecurityMapping>>`
Resolve an identifier of any supported [`SecurityIdKind`].
### `pub async fn resolve_cusip(cusip: &str) -> Result<Vec<SecurityMapping>>`
Resolve a CUSIP to every instrument carrying it.
Returns an empty list when the identifier is well-formed but matches
nothing; a malformed identifier is an error.
### `pub async fn resolve_isin(isin: &str) -> Result<Vec<SecurityMapping>>`
Resolve an ISIN to every instrument carrying it.
### `pub async fn resolve_many( kind: SecurityIdKind, ids: &[&str], ) -> Result<Vec<Vec<SecurityMapping>>>`
Resolve many identifiers of the same kind in as few requests as
possible (OpenFIGI accepts 10 per request without a key).
The result is positional: element `i` answers `ids[i]`, with an empty
list where nothing matched.
### `pub async fn resolve_many_with( kind: SecurityIdKind, ids: &[&str], filter: &MappingFilter, ) -> Result<Vec<Vec<SecurityMapping>>>`
[`resolve_many`] narrowed to one exchange code, optionally including
delisted equities. A ticker resolves to its current holder, so check a
returned name before trusting it for a delisted company.
### `pub async fn resolve_sedol(sedol: &str) -> Result<Vec<SecurityMapping>>`
Resolve a SEDOL to every instrument carrying it.
### `pub fn patterns(candles: &[Candle]) -> Vec<Option<CandlePattern>>`
### `pub fn init(api_key: impl Into<String>) -> Result<()>`
### `pub fn init_with_timeout(api_key: impl Into<String>, timeout: Duration) -> Result<()>`
### `pub trait ProviderCore: Send + Sync`
Identity shared by every capability trait: the provider id and the
`NotSupported` error constructor used by default method bodies.
### `pub trait ProviderAdapter: ProviderCore`
A configured provider as seen by [`crate::ProviderSet`] dispatch: lifecycle
plus one `as_*` accessor per capability. Override an accessor to
`Some(self)` for each capability trait the provider implements.
[`capabilities`](Self::capabilities) is derived from which accessors are
overridden, so a provider cannot advertise a capability it does not serve.
### `pub trait ChartProvider: ProviderCore`
[`crate::Capability::CHART`] — historical OHLCV candles and sparklines.
### `pub trait CorporateProvider: ProviderCore`
[`crate::Capability::CORPORATE`] — news, corporate events, similar-symbol
recommendations.
### `pub trait FilingsProvider: ProviderCore`
[`crate::Capability::FILINGS`] — SEC filing data.
### `pub trait FundamentalsProvider: ProviderCore`
[`crate::Capability::FUNDAMENTALS`] — financial statements and share-supply data.
### `pub trait OptionsProvider: ProviderCore`
[`crate::Capability::OPTIONS`] — options chains.
### `pub trait QuoteProvider: ProviderCore`
[`crate::Capability::QUOTE`] — single and batch equity quotes.
### `pub trait CalendarProvider: ProviderCore`
[`crate::Capability::CALENDAR`] — market-wide calendars.
### `pub trait CommoditiesProvider: ProviderCore`
[`crate::Capability::COMMODITIES`] — commodity price quotes.
### `pub trait CryptoProvider: ProviderCore`
[`crate::Capability::CRYPTO`] — cryptocurrency quotes.
### `pub trait DiscoveryProvider: ProviderCore`
[`crate::Capability::DISCOVERY`] — symbol search, reference data, exchanges,
screeners.
### `pub trait EconomicProvider: ProviderCore`
[`crate::Capability::ECONOMIC`] — macro-economic data series.
### `pub trait ForexProvider: ProviderCore`
[`crate::Capability::FOREX`] — currency-pair quotes.
### `pub trait FuturesProvider: ProviderCore`
[`crate::Capability::FUTURES`] — futures contract quotes.
### `pub trait IndicesProvider: ProviderCore`
[`crate::Capability::INDICES`] — stock market index quotes.
### `pub trait MarketProvider: ProviderCore`
[`crate::Capability::MARKET`] — sector/industry performance and movers.
Movers is the required primary (every current implementor serves it);
the sector/industry statistics default to `NotSupported` since coverage
is ragged (FMP serves all of them; Yahoo and Alpha Vantage only movers).
### `pub struct Capability(u32)`
Capability bits that a provider can declare.
Route a capability to specific providers using `.route(Capability::QUOTE, [Provider::Fmp])`.
If no route is configured for a capability, only Yahoo is used, or EDGAR
then Yahoo for [`Capability::FILINGS`].
### `pub fn name(self) -> &'static str`
Returns a short lowercase name for this capability (e.g., `"quote"`, `"chart"`).
Returns `"unknown"` for combined capability flags or unrecognised bits;
[`Display`](std::fmt::Display) spells combined sets out instead (e.g.
`"quote|chart"`).
### `pub struct Providers { }`
Central provider configuration shared across query handles.
Build once with [`Providers::builder`], then create lightweight
[`Ticker`](crate::Ticker) handles that share the same underlying
provider connections and authentication.
#### Example
```no_run
use finance_query::{Providers, Provider, Fetch, Capability};
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder()
.route(Capability::QUOTE, [Provider::Yahoo])
.fetch(Fetch::Sequential)
.build().await?;
// All Ticker handles share the same Arc<ProviderSet>
let aapl = providers.ticker("AAPL").build().await?;
let nvda = providers.ticker("NVDA").logo().build().await?;
# Ok(())
# }
```
### `pub fn builder() -> ProvidersBuilder`
Create a builder for configuring providers.
### `pub fn calendar(&self) -> crate::domains::MarketCalendar`
Create a [`MarketCalendar`](crate::MarketCalendar) handle backed by this provider set.
Routes market-wide earnings/IPO/dividend/split/economic calendars
through [`Capability::CALENDAR`](crate::Capability::CALENDAR).
### `pub fn commodity(&self, symbol: impl Into<String>) -> crate::domains::Commodity`
Create a [`Commodity`](crate::Commodity) handle backed by this provider set.
### `pub fn crypto(&self, id: impl Into<String>) -> crate::domains::CryptoCoin`
Create a [`CryptoCoin`](crate::CryptoCoin) handle backed by this provider set.
Compiled in unconditionally. With no built-in provider for this
capability, register one with [`ProvidersBuilder::with_adapter`] or
enable its feature, or these calls return `NoProviderAvailable`.
### `pub fn discovery(&self) -> crate::domains::Discovery`
Create a [`Discovery`](crate::Discovery) handle backed by this provider set.
Routes symbol search, reference data, and screening through
[`Capability::DISCOVERY`](crate::Capability::DISCOVERY). Distinct from
[`crate::finance::search`], which is a Yahoo-only shortcut.
### `pub fn economic(&self, series_id: impl Into<String>) -> crate::domains::EconomicIndicator`
Create an [`EconomicIndicator`](crate::EconomicIndicator) handle backed by this provider set.
Compiled in unconditionally. With no built-in provider for this
capability, register one with [`ProvidersBuilder::with_adapter`] or
enable its feature, or these calls return `NoProviderAvailable`.
### `pub fn economic_catalog(&self) -> crate::domains::EconomicCatalog`
Create an [`EconomicCatalog`](crate::EconomicCatalog) handle backed by
this provider set.
Routes series search and category/release browsing through
[`Capability::ECONOMIC`](crate::Capability::ECONOMIC). Unlike
[`economic`](Self::economic) it takes no series id — it is how you find
one.
Compiled in unconditionally. With no built-in provider for this
capability, register one with [`ProvidersBuilder::with_adapter`] or
enable its feature, or these calls return `NoProviderAvailable`.
### `pub fn filings(&self, symbol: impl Into<String>) -> crate::domains::Filings`
Create a [`Filings`](crate::Filings) handle backed by this provider set.
Always available — EDGAR is auto-injected when no other FILINGS provider
is configured.
### `pub fn forex( &self, from: impl Into<String>, to: impl Into<String>, ) -> crate::domains::ForexPair`
Create a [`ForexPair`](crate::ForexPair) handle backed by this provider set.
Compiled in unconditionally. With no built-in provider for this
capability, register one with [`ProvidersBuilder::with_adapter`] or
enable its feature, or these calls return `NoProviderAvailable`.
### `pub fn from_set(set: Arc<ProviderSet>) -> Self`
Wrap a [`ProviderSet`] assembled by hand.
The lower-level counterpart to [`builder`](Self::builder), for a caller
that has already built its own adapters and route table. Nothing is
initialised: [`ProviderAdapter::initialize`](crate::ProviderAdapter::initialize)
is the builder's job, so a hand-built set must be ready to use.
### `pub fn futures(&self, symbol: impl Into<String>) -> crate::domains::FuturesContract`
Create a [`FuturesContract`](crate::FuturesContract) handle backed by this provider set.
### `pub fn health(&self) -> Vec<ProviderHealth>`
Snapshot recent health for every configured provider.
Each [`ProviderHealth`] entry reflects up to the last 20 dispatch
outcomes recorded in-process for that provider (recency window is
internal and unspecified beyond "recent"), plus a best-effort
rate-limit budget estimate where the provider exposes one. Purely
observational — it does not affect routing or retries.
#### Example
```no_run
use finance_query::Providers;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder().build().await?;
for health in providers.health() {
println!("{:?}: healthy={}", health.provider, health.is_healthy);
}
# Ok(())
# }
```
### `pub fn index(&self, symbol: impl Into<String>) -> crate::domains::Index`
Create an [`Index`](crate::Index) handle backed by this provider set.
### `pub fn market(&self) -> crate::domains::Market`
Create a [`Market`](crate::Market) handle backed by this provider set.
Routes sector/industry performance and movers through
[`Capability::MARKET`](crate::Capability::MARKET). Movers work on the
default keyless route (Yahoo screeners); the sector/industry
statistics need a keyed provider (FMP).
### `pub fn snapshot(&self) -> crate::domains::Snapshot`
Create a [`Snapshot`](crate::Snapshot) handle backed by this provider set.
Routes cross-market snapshots through
[`Capability::QUOTE`](crate::Capability::QUOTE). Needs a provider whose
snapshot endpoint spans asset classes, currently Polygon alone.
Compiled in unconditionally. With no built-in provider for this
capability, register one with [`ProvidersBuilder::with_adapter`] or
enable its feature, or these calls return `NoProviderAvailable`.
### `pub fn ticker(&self, symbol: impl Into<String>) -> crate::TickerBuilder`
Create a [`TickerBuilder`](crate::TickerBuilder) pre-wired to this provider set.
The returned builder accepts the same optional configuration as
[`Ticker::builder`](crate::Ticker::builder) (`.cache()`, `.logo()`,
`.format()`) before calling `.build()`.
The language configured via [`ProvidersBuilder::lang`] or
[`ProvidersBuilder::region`] is inherited (override with `.lang()` on
the returned builder). With the `translation` feature, a non-English
language translates text fields automatically.
### `pub fn tickers<S, I>(&self, symbols: I) -> crate::TickersBuilder where S: Into<String>, I: IntoIterator<Item = S>,`
Create a [`TickersBuilder`](crate::TickersBuilder) pre-wired to this provider set.
The returned builder accepts the same optional configuration as
[`Tickers::builder`](crate::Tickers::builder) (`.cache()`,
`.max_concurrency()`, `.logo()`, `.format()`) before calling `.build()`.
The language configured via [`ProvidersBuilder::lang`] or
[`ProvidersBuilder::region`] is inherited (override with `.lang()` on
the returned builder). With the `translation` feature, a non-English
language translates text fields automatically.
### `pub struct ProvidersBuilder { }`
Builder for [`Providers`].
### `pub fn api_key(mut self, provider: Provider, key: impl Into<String>) -> Self`
Set `provider`'s API key for the [`Providers`] this builds, instead of
the process-global key from its `init` function.
Two `Providers` can hold different keys for the same provider, and a
key can be replaced without restarting. Each distinct key gets its own
rate-limit budget. Providers left unset fall back to the process-global
key, then to the environment variable.
### `pub fn endpoint(mut self, provider: Provider, base_url: impl Into<String>) -> Self`
Send this provider's requests to a compatible service or local HTTP fixture.
Only HTTPS and loopback HTTP origins are accepted, and continuations cannot
leave the origin. No global endpoint is modified. Requires an explicit
[`api_key`](Self::api_key) and a provider whose adapter
[accepts an endpoint](crate::ProviderAdapter::accepts_endpoint).
### `pub fn fetch(mut self, mode: Fetch) -> Self`
Configure how providers are queried. Default: `Sequential`.
Use [`Fetch::Sequential`] or [`Fetch::Parallel`].
### `pub fn lang(mut self, lang: impl Into<String>) -> Self`
Set the language code (e.g., "en-US", "ja-JP").
Inherited by every `Ticker`/`Tickers` handle created from the built
[`Providers`]. With the `translation` feature, a non-English language
translates text fields on those handles automatically.
### `pub fn region(mut self, region: crate::constants::Region) -> Self`
Set the region (automatically sets lang and region code).
### `pub fn requests_per_minute(mut self, provider: Provider, limit: u32) -> Self`
Set the request budget for this provider's API key. Zero is rejected by build.
Instances using the same key share one bucket: the most recently built
explicit budget sets its rate, and instances without one never change it.
Requires an explicit [`api_key`](Self::api_key) and a provider whose
adapter [accepts a budget](crate::ProviderAdapter::accepts_request_budget).
### `pub fn retry(mut self, policy: RetryPolicy) -> Self`
Opt into retrying `FinanceError::RateLimited` errors during dispatch
See [`RetryPolicy`] for the exact semantics.
**Default is no retry** — omitting this call preserves the exact
prior behavior: a `RateLimited` error is treated like any other
failure and dispatch moves straight to the next routed provider.
### `pub fn with_adapter(mut self, adapter: Arc<dyn crate::ProviderAdapter>) -> Self`
Register an adapter this crate does not build itself.
Route to it by the id its [`ProviderCore::id`](crate::ProviderCore::id)
returns, usually [`Provider::Custom`]. Registering alone does not route
anything: a capability with no explicit route still falls back to its
default provider.
```no_run
# use std::sync::Arc;
# use finance_query::{Capability, Provider, Providers, ProviderAdapter};
# async fn f(my_adapter: Arc<dyn ProviderAdapter>) -> finance_query::Result<()> {
let providers = Providers::builder()
.with_adapter(my_adapter)
.route(Capability::ECONOMIC, [Provider::custom("my-source")])
.build()
.await?;
# let _ = providers;
# Ok(())
# }
```
### `pub struct ProviderHealth { pub provider: Provider, pub is_healthy: bool, pub recent_successes: u32, pub recent_failures: u32, pub last_error: Option<String>, pub requests_remaining_estimate: Option<f64> }`
Snapshot of one provider's recent health and (where derivable) remaining
rate-limit budget.
Purely observational — computed from the last `WINDOW` dispatch
outcomes recorded in-process by [`super::ProviderSet`]; it is not a
circuit breaker and does not itself change dispatch behavior (routing and
[`RetryPolicy`](super::retry::RetryPolicy) are unaffected by it).
### `pub enum Operation { DelistedStocksPage, DelistedStocksPageAt, StockList, CompanyProfilesBulk, StockListingsPage, SymbolDetailsAt, StockTypes, TickerChanges, StockBarsPage, Quote, Chart, ChartRange, Financials, News, Recommendations, Options, Events, QuotesBatch, Spark, CryptoQuote, CryptoNews, EconomicSeries, ForexQuote, ForexNews, IndicesQuote, FuturesQuote, CommoditiesQuote, Filings, SymbolSearch, SymbolDetails, Exchanges, Screener, EarningsCalendar, IpoCalendar, DividendCalendar, SplitCalendar, EconomicCalendar, SectorPerformance, MarketMovers, SectorPerformanceHistory, HolidayCalendar, MarketStatus, IndexConstituents, IndexConstituentChanges, ShortInterest, ShortVolume, ShareFloat, FilingSections, RiskFactors, PressReleases, EarningsTranscript, ProtocolTvl, ProtocolTvlHistory, CommitmentsOfTraders, PriceTargetConsensus, PriceTargetSummary, RatingConsensus, KeyMetricsTtm, RatiosTtm, ExecutiveCompensation, EmployeeCount, CompanyProfile, UnifiedSnapshot, FilingSearch, InsiderTrades, InstitutionalHoldings, CongressionalTrades, FailsToDeliver, EconomicSeriesAsOf, EconomicSearch, EconomicCategories, EconomicReleases, TreasuryAuctions, UpcomingAuctions, EtfProfile, EarningsSurprises, GradingHistory, ListingStatus, GroupedDaily, CryptoGroupedDaily, ForexGroupedDaily, CryptoTrending, CryptoGlobal }`
A single provider-adapter operation — finer-grained than [`Capability`]
(e.g. `Chart`, `ChartRange`, and `Spark` all fall under `Capability::CHART`).
Used in [`crate::FinanceError::NotSupported`] to say exactly which method a
provider doesn't implement; [`Operation::capability`] recovers the coarser
bit for computing which other providers could satisfy it.
### `pub fn capability(self) -> Capability`
The coarser [`Capability`] bit this operation falls under.
### `pub struct CustomId(u16)`
Index of a custom provider id, obtained from [`Provider::custom`].
Opaque so that only an interned id can be named: the index is meaningless
outside the process that registered it.
### `pub enum Provider { Yahoo, Polygon, Fmp, AlphaVantage, CoinGecko, Fred, WorldBank, FiscalData, Bls, Frankfurter, Binance, Kraken, Finra, DefiLlama, Gdelt, Cftc, Nasdaq, Wikipedia, CongressTrades, Edgar, LocalMarketCalendar, LocalExchange, Custom(CustomId) }`
Typed identifier for a financial data provider.
Variants are feature-gated: unavailable providers are excluded at compile time.
### `pub fn capabilities(self) -> Capability`
Capability bitflags for this provider variant, derived from each
adapter's `as_*` accessor overrides — implementing a capability trait
and declaring it can no longer drift apart. Yahoo is the one exception:
constructing `YahooProvider` needs a live auth handshake, so its set is
a const declared beside its accessor overrides (`yahoo::CAPS`).
[`Provider::Custom`] returns [`Capability::NONE`]. An id carries no
adapter, so a custom provider's real set is
[`ProviderAdapter::capabilities`](crate::ProviderAdapter::capabilities)
on the registered instance.
### `pub fn custom(id: &'static str) -> Self`
A provider this crate does not build, identified by `id`.
Interning is process-wide and append-only, so the same id always maps
to the same value and `Provider::custom("x") == Provider::custom("x")`.
### `pub struct RetryPolicy { pub max_attempts: u32, pub base_delay: Duration, pub multiplier: f64, pub jitter: f64, pub max_delay: Duration, pub max_retry_after: Duration }`
Retry policy for [`super::ProviderSet`] dispatch, opt-in via
[`crate::Providers::builder`]`().`[`retry`](super::config::ProvidersBuilder::retry)`(..)`.
When configured, a candidate provider that returns
[`FinanceError::RateLimited`](crate::error::FinanceError::RateLimited) is
retried in place — honoring the error's `retry_after` hint when present
(capped by `max_retry_after`), or this policy's own
exponential-backoff-plus-jitter delay otherwise — up to `max_attempts`
times before dispatch falls through to the next routed provider (or
fails, if it was the last).
Other error kinds are never retried by this policy: a `RateLimited` is the
one error a policy-level retry can reliably fix by waiting; anything else
(auth failures, 5xx, not-found, ...) is left to the existing
sequential/parallel provider fallback.
**Default is no retry** — a [`Providers`](crate::Providers) built without
calling `.retry(..)` behaves exactly as before this policy existed.
#### Example
```no_run
use finance_query::{Providers, RetryPolicy};
use std::time::Duration;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder()
.retry(RetryPolicy::new(3).base_delay(Duration::from_millis(500)))
.build()
.await?;
# Ok(())
# }
```
### `pub fn base_delay(mut self, delay: Duration) -> Self`
Override the base delay (see [`RetryPolicy::base_delay`] field docs).
### `pub fn jitter(mut self, jitter: f64) -> Self`
Override the jitter fraction (see [`RetryPolicy::jitter`] field docs).
### `pub fn max_delay(mut self, max_delay: Duration) -> Self`
Override the max delay cap (see [`RetryPolicy::max_delay`] field docs).
### `pub fn max_retry_after(mut self, max_retry_after: Duration) -> Self`
Override the cap on an explicit `retry_after` hint
(see [`RetryPolicy::max_retry_after`] field docs).
### `pub fn multiplier(mut self, multiplier: f64) -> Self`
Override the backoff multiplier (see [`RetryPolicy::multiplier`] field docs).
### `pub enum Fetch { Sequential, Parallel }`
How providers are queried.
### `pub struct Routes { }`
Per-capability provider routing table.
Maps each [`Capability`] to an ordered list of [`Provider`]s to try. A
capability with no entry falls back to Yahoo, or to EDGAR then Yahoo for
[`Capability::FILINGS`].
Each route may carry its own [`Fetch`] mode, so a quota-limited capability
can stay sequential while another races its providers. Routes without one
use the table default.
### `pub struct AssetProfile { pub address1: Option<String>, pub address2: Option<String>, pub address3: Option<String>, pub city: Option<String>, pub state: Option<String>, pub zip: Option<String>, pub country: Option<String>, pub phone: Option<String>, pub fax: Option<String>, pub website: Option<String>, pub industry: Option<String>, pub industry_key: Option<String>, pub industry_disp: Option<String>, pub sector: Option<String>, pub sector_key: Option<String>, pub sector_disp: Option<String>, pub long_business_summary: Option<String>, pub full_time_employees: Option<i64>, pub company_officers: Vec<CompanyOfficer>, pub audit_risk: Option<i32>, pub board_risk: Option<i32>, pub compensation_risk: Option<i32>, pub shareholder_rights_risk: Option<i32>, pub overall_risk: Option<i32>, pub governance_epoch_date: Option<i64>, pub compensation_as_of_epoch_date: Option<i64>, pub max_age: Option<i64> }`
### `pub struct CalendarEvents { pub max_age: Option<i64>, pub earnings: Option<EarningsCalendar>, pub ex_dividend_date: Option<FormattedValue<i64>>, pub dividend_date: Option<FormattedValue<i64>> }`
### `pub struct CompanyOfficer { pub max_age: Option<i64>, pub name: Option<String>, pub age: Option<i32>, pub title: Option<String>, pub year_born: Option<i32>, pub fiscal_year: Option<i32>, pub total_pay: Option<crate::models::quote::FormattedValue<i64>>, pub exercised_value: Option<crate::models::quote::FormattedValue<i64>>, pub unexercised_value: Option<crate::models::quote::FormattedValue<i64>> }`
### `pub struct DefaultKeyStatistics<F: Format = Both> { pub week_52_change: Option<F::Value<f64>>, pub sand_p_52_week_change: Option<F::Value<f64>>, pub annual_holdings_turnover: Option<Value>, pub annual_report_expense_ratio: Option<Value>, pub beta: Option<F::Value<f64>>, pub beta3_year: Option<Value>, pub book_value: Option<F::Value<f64>>, pub category: Option<String>, pub date_short_interest: Option<F::Value<i64>>, pub earnings_quarterly_growth: Option<F::Value<f64>>, pub enterprise_to_ebitda: Option<F::Value<f64>>, pub enterprise_to_revenue: Option<F::Value<f64>>, pub enterprise_value: Option<F::Value<i64>>, pub five_year_average_return: Option<Value>, pub float_shares: Option<F::Value<i64>>, pub forward_eps: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub fund_family: Option<String>, pub fund_inception_date: Option<Value>, pub funding_to_date: Option<Value>, pub held_percent_insiders: Option<F::Value<f64>>, pub held_percent_institutions: Option<F::Value<f64>>, pub implied_shares_outstanding: Option<F::Value<i64>>, pub last_cap_gain: Option<Value>, pub last_dividend_date: Option<F::Value<i64>>, pub last_dividend_value: Option<F::Value<f64>>, pub last_fiscal_year_end: Option<F::Value<i64>>, pub last_split_date: Option<F::Value<i64>>, pub last_split_factor: Option<String>, pub latest_amount_raised: Option<Value>, pub latest_funding_date: Option<Value>, pub latest_implied_valuation: Option<Value>, pub latest_share_class: Option<String>, pub lead_investor: Option<String>, pub legal_type: Option<String>, pub max_age: Option<i64>, pub morning_star_overall_rating: Option<Value>, pub morning_star_risk_rating: Option<Value>, pub most_recent_quarter: Option<F::Value<i64>>, pub net_income_to_common: Option<F::Value<i64>>, pub next_fiscal_year_end: Option<F::Value<i64>>, pub peg_ratio: Option<Value>, pub price_hint: Option<F::Value<i64>>, pub price_to_book: Option<F::Value<f64>>, pub price_to_sales_trailing12_months: Option<Value>, pub profit_margins: Option<F::Value<f64>>, pub qtd_return: Option<Value>, pub revenue_quarterly_growth: Option<Value>, pub shares_outstanding: Option<F::Value<i64>>, pub shares_percent_shares_out: Option<F::Value<f64>>, pub shares_short: Option<F::Value<i64>>, pub shares_short_previous_month_date: Option<F::Value<i64>>, pub shares_short_prior_month: Option<F::Value<i64>>, pub short_percent_of_float: Option<F::Value<f64>>, pub short_ratio: Option<F::Value<f64>>, pub three_year_average_return: Option<Value>, pub total_assets: Option<Value>, pub total_funding_rounds: Option<Value>, pub trailing_eps: Option<F::Value<f64>>, pub yield_value: Option<Value>, pub ytd_return: Option<Value> }`
### `pub struct Earnings { pub default_methodology: Option<String>, pub earnings_chart: Option<EarningsChart>, pub financials_chart: Option<FinancialsChart> }`
### `pub struct EarningsHistory { pub default_methodology: Option<String>, pub history: Vec<EarningsHistoryEntry> }`
### `pub struct EarningsTrend { pub default_methodology: Option<String>, pub max_age: Option<i64>, pub trend: Vec<EarningsTrendPeriod> }`
### `pub struct EquityPerformance { pub max_age: Option<i64>, pub benchmark: Option<Benchmark>, pub performance_overview: Option<PerformanceOverview>, pub performance_overview_benchmark: Option<PerformanceOverview> }`
### `pub struct FinancialData<F: Format = Both> { pub current_price: Option<F::Value<f64>>, pub current_ratio: Option<F::Value<f64>>, pub debt_to_equity: Option<F::Value<f64>>, pub earnings_growth: Option<F::Value<f64>>, pub ebitda: Option<F::Value<i64>>, pub ebitda_margins: Option<F::Value<f64>>, pub financial_currency: Option<String>, pub free_cashflow: Option<F::Value<i64>>, pub gross_margins: Option<F::Value<f64>>, pub gross_profits: Option<F::Value<i64>>, pub max_age: Option<i64>, pub number_of_analyst_opinions: Option<F::Value<i64>>, pub operating_cashflow: Option<F::Value<i64>>, pub operating_margins: Option<F::Value<f64>>, pub profit_margins: Option<F::Value<f64>>, pub quick_ratio: Option<F::Value<f64>>, pub recommendation_key: Option<String>, pub recommendation_mean: Option<F::Value<f64>>, pub return_on_assets: Option<F::Value<f64>>, pub return_on_equity: Option<F::Value<f64>>, pub revenue_growth: Option<F::Value<f64>>, pub revenue_per_share: Option<F::Value<f64>>, pub target_high_price: Option<F::Value<f64>>, pub target_low_price: Option<F::Value<f64>>, pub target_mean_price: Option<F::Value<f64>>, pub target_median_price: Option<F::Value<f64>>, pub total_cash: Option<F::Value<i64>>, pub total_cash_per_share: Option<F::Value<f64>>, pub total_debt: Option<F::Value<i64>>, pub total_revenue: Option<F::Value<i64>> }`
### `pub struct FundOwnership { pub max_age: Option<i64>, pub ownership_list: Vec<FundOwner> }`
### `pub struct FundPerformance { pub max_age: Option<i64>, pub fund_category_name: Option<String>, pub performance_overview: Option<PerformanceOverview>, pub performance_overview_cat: Option<PerformanceOverviewCat>, pub trailing_returns: Option<TrailingReturns>, pub trailing_returns_nav: Option<TrailingReturnsNav>, pub trailing_returns_cat: Option<TrailingReturnsCat>, pub annual_total_returns: Option<AnnualTotalReturns>, pub past_quarterly_returns: Option<PastQuarterlyReturns>, pub risk_overview_statistics: Option<RiskOverviewStatistics>, pub risk_overview_statistics_cat: Option<RiskOverviewStatisticsCat> }`
### `pub struct FundProfile { pub max_age: Option<i64>, pub style_box_url: Option<String>, pub family: Option<String>, pub category_name: Option<String>, pub legal_type: Option<String>, pub management_info: Option<ManagementInfo>, pub fees_expenses_investment: Option<FeesExpenses>, pub fees_expenses_investment_cat: Option<FeesExpensesCat>, pub brokerages: Option<Vec<String>> }`
### `pub struct IndexTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
### `pub struct IndustryTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
### `pub struct InsiderHolders { pub holders: Vec<InsiderHolder> }`
### `pub struct InsiderTransactions { pub max_age: Option<i64>, pub transactions: Vec<InsiderTransaction> }`
### `pub struct InstitutionOwnership { pub max_age: Option<i64>, pub ownership_list: Vec<InstitutionOwner> }`
### `pub struct MajorHoldersBreakdown { pub insiders_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub institutions_count: Option<crate::models::quote::FormattedValue<i64>>, pub institutions_float_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub institutions_percent_held: Option<crate::models::quote::FormattedValue<f64>>, pub max_age: Option<i64> }`
### `pub struct NetSharePurchaseActivity { pub period: Option<String>, pub buy_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub buy_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub buy_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub sell_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub sell_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub sell_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub net_info_count: Option<crate::models::quote::FormattedValue<i64>>, pub net_info_shares: Option<crate::models::quote::FormattedValue<i64>>, pub net_percent_insider_shares: Option<crate::models::quote::FormattedValue<f64>>, pub total_insider_shares: Option<crate::models::quote::FormattedValue<i64>>, pub max_age: Option<i64> }`
### `pub struct Price<F: Format = Both> { pub max_age: Option<i64>, pub pre_market_change_percent: Option<F::Value<f64>>, pub pre_market_change: Option<F::Value<f64>>, pub pre_market_time: Option<i64>, pub pre_market_price: Option<F::Value<f64>>, pub pre_market_source: Option<String>, pub post_market_change_percent: Option<F::Value<f64>>, pub post_market_change: Option<F::Value<f64>>, pub post_market_time: Option<i64>, pub post_market_price: Option<F::Value<f64>>, pub post_market_source: Option<String>, pub regular_market_change_percent: Option<F::Value<f64>>, pub regular_market_change: Option<F::Value<f64>>, pub regular_market_time: Option<i64>, pub price_hint: Option<F::Value<i64>>, pub regular_market_price: Option<F::Value<f64>>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_daily_volume3_month: Option<F::Value<i64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_source: Option<String>, pub regular_market_open: Option<F::Value<f64>>, pub exchange: Option<String>, pub exchange_name: Option<String>, pub exchange_data_delayed_by: Option<i32>, pub market_state: Option<String>, pub quote_type: Option<String>, pub symbol: Option<String>, pub underlying_symbol: Option<String>, pub short_name: Option<String>, pub long_name: Option<String>, pub currency: Option<String>, pub quote_source_name: Option<String>, pub currency_symbol: Option<String>, pub from_currency: Option<String>, pub to_currency: Option<String>, pub last_market: Option<String>, pub market_cap: Option<F::Value<i64>> }`
### `pub struct QuoteTypeData { pub exchange: Option<String>, pub first_trade_date_epoch_utc: Option<i64>, pub gmt_off_set_milliseconds: Option<i64>, pub long_name: Option<String>, pub max_age: Option<i64>, pub message_board_id: Option<String>, pub quote_type: Option<String>, pub short_name: Option<String>, pub symbol: Option<String>, pub time_zone_full_name: Option<String>, pub time_zone_short_name: Option<String>, pub underlying_symbol: Option<String>, pub uuid: Option<String> }`
### `pub struct RecommendationTrend { pub trend: Vec<RecommendationPeriod>, pub max_age: Option<i64> }`
### `pub struct SecFilings { pub max_age: Option<i64>, pub filings: Vec<SecFiling> }`
### `pub struct SectorTrend { pub max_age: Option<i64>, pub symbol: Option<String>, pub estimates: Option<Vec<TrendEstimate>>, pub pe_ratio: Option<FormattedValue<f64>>, pub peg_ratio: Option<FormattedValue<f64>> }`
### `pub struct SummaryDetail<F: Format = Both> { pub algorithm: Option<Value>, pub all_time_high: Option<F::Value<f64>>, pub all_time_low: Option<F::Value<f64>>, pub ask: Option<F::Value<f64>>, pub ask_size: Option<F::Value<i64>>, pub average_daily_volume10_day: Option<F::Value<i64>>, pub average_volume: Option<F::Value<i64>>, pub average_volume10days: Option<F::Value<i64>>, pub beta: Option<F::Value<f64>>, pub bid: Option<F::Value<f64>>, pub bid_size: Option<F::Value<i64>>, pub circulating_supply: Option<Value>, pub coin_market_cap_link: Option<Value>, pub currency: Option<String>, pub day_high: Option<F::Value<f64>>, pub day_low: Option<F::Value<f64>>, pub dividend_rate: Option<F::Value<f64>>, pub dividend_yield: Option<F::Value<f64>>, pub ex_dividend_date: Option<F::Value<i64>>, pub expire_date: Option<Value>, pub fifty_day_average: Option<F::Value<f64>>, pub fifty_two_week_high: Option<F::Value<f64>>, pub fifty_two_week_low: Option<F::Value<f64>>, pub five_year_avg_dividend_yield: Option<F::Value<f64>>, pub forward_pe: Option<F::Value<f64>>, pub from_currency: Option<String>, pub last_market: Option<String>, pub market_cap: Option<F::Value<i64>>, pub max_age: Option<i64>, pub max_supply: Option<Value>, pub nav_price: Option<F::Value<f64>>, pub open: Option<F::Value<f64>>, pub open_interest: Option<Value>, pub payout_ratio: Option<F::Value<f64>>, pub previous_close: Option<F::Value<f64>>, pub price_hint: Option<F::Value<i64>>, pub price_to_sales_trailing12_months: Option<F::Value<f64>>, pub qtd_return: Option<Value>, pub regular_market_day_high: Option<F::Value<f64>>, pub regular_market_day_low: Option<F::Value<f64>>, pub regular_market_open: Option<F::Value<f64>>, pub regular_market_previous_close: Option<F::Value<f64>>, pub regular_market_volume: Option<F::Value<i64>>, pub start_date: Option<Value>, pub strike_price: Option<Value>, pub to_currency: Option<String>, pub total_assets: Option<F::Value<i64>>, pub tradeable: Option<bool>, pub trailing_annual_dividend_rate: Option<F::Value<f64>>, pub trailing_annual_dividend_yield: Option<F::Value<f64>>, pub trailing_pe: Option<F::Value<f64>>, pub two_hundred_day_average: Option<F::Value<f64>>, pub volume: Option<F::Value<i64>>, pub volume24_hr: Option<Value>, pub volume_all_currencies: Option<Value>, pub yield_value: Option<F::Value<f64>>, pub ytd_return: Option<Value> }`
### `pub struct SummaryProfile { pub address1: Option<String>, pub city: Option<String>, pub company_officers: Option<Vec<Value>>, pub country: Option<String>, pub executive_team: Option<Vec<Value>>, pub full_time_employees: Option<i64>, pub industry: Option<String>, pub industry_disp: Option<String>, pub industry_key: Option<String>, pub ir_website: Option<String>, pub long_business_summary: Option<String>, pub max_age: Option<i64>, pub phone: Option<String>, pub sector: Option<String>, pub sector_disp: Option<String>, pub sector_key: Option<String>, pub state: Option<String>, pub website: Option<String>, pub zip: Option<String> }`
### `pub struct TopHoldings { pub max_age: Option<i64>, pub cash_position: Option<FormattedValue<f64>>, pub stock_position: Option<FormattedValue<f64>>, pub bond_position: Option<FormattedValue<f64>>, pub other_position: Option<FormattedValue<f64>>, pub preferred_position: Option<FormattedValue<f64>>, pub convertible_position: Option<FormattedValue<f64>>, pub holdings: Option<Vec<Holding>>, pub equity_holdings: Option<EquityHoldings>, pub bond_holdings: Option<serde_json::Value>, pub bond_ratings: Option<Vec<BondRating>>, pub sector_weightings: Option<SectorWeighting> }`
### `pub struct UpgradeDowngradeHistory { pub history: Vec<GradeChange>, pub max_age: Option<i64> }`
### `pub struct RiskSummary { pub var_95: f64, pub var_99: f64, pub parametric_var_95: f64, pub cvar_95: f64, pub cvar_99: f64, pub parametric_cvar_95: f64, pub omega: f64, pub kelly: f64, pub sharpe: Option<f64>, pub sortino: Option<f64>, pub calmar: Option<f64>, pub beta: Option<f64>, pub max_drawdown: f64, pub max_drawdown_recovery_periods: Option<u64>, pub ulcer_index: f64, pub information_ratio: Option<f64>, pub tracking_error: Option<f64> }`
Comprehensive risk summary for a symbol.
Obtain via [`Ticker::risk`](crate::Ticker::risk).
### `pub fn beta(asset_returns: &[f64], benchmark_returns: &[f64]) -> Option<f64>`
**Measured:** 270416 instructions/iter, 61228ns median, 0 allocs/iter
### `pub fn beta(asset_returns: &[f64], benchmark_returns: &[f64]) -> Option<f64>`
Compute the beta of an asset relative to a benchmark.
`β = Cov(asset, benchmark) / Var(benchmark)`
Both slices must have the same length and at least 2 observations.
Returns `None` on insufficient data or zero benchmark variance.
### `pub fn calmar_ratio(total_return: f64, years: f64, max_drawdown: f64) -> Option<f64>`
**Measured:** 156 instructions/iter, 16ns median, 0 allocs/iter
### `pub fn historical_cvar(returns: &[f64], confidence: f64) -> Option<f64>`
Compute historical CVaR (Expected Shortfall) at the given confidence level.
#### Arguments
* `returns` - Daily log-returns or simple returns (as fractions, e.g. 0.02 = 2%)
* `confidence` - Confidence level, e.g. 0.95 for 95% CVaR
Returns `None` when `returns` is empty.
### `pub fn parametric_cvar(returns: &[f64], confidence: f64) -> Option<f64>`
Compute parametric CVaR assuming normally distributed returns.
Uses the closed-form Expected Shortfall for a normal distribution:
`ES = -(mean - std_dev * phi(z) / (1 - confidence))`, where `phi` is the
standard normal density and `z` is the confidence level's quantile.
#### Arguments
* `returns` - Daily returns as fractions
* `confidence` - Confidence level (0.95 or 0.99 are common)
Returns `None` when fewer than 2 observations are provided.
### `pub struct DrawdownResult { pub max_drawdown: f64, pub recovery_periods: Option<u64> }`
Maximum drawdown result.
### `pub fn max_drawdown(returns: &[f64]) -> DrawdownResult`
Compute the maximum drawdown from a return series.
#### Arguments
* `returns` - Per-period returns as fractions (e.g., daily returns)
Returns `DrawdownResult` with `max_drawdown = 0.0` when `returns` is empty.
### `pub fn historical_cvar(returns: &[f64], confidence: f64) -> Option<f64>`
**Measured:** 4313739 instructions/iter, 335372ns median, 2 allocs/iter
### `pub fn historical_var(returns: &[f64], confidence: f64) -> Option<f64>`
**Measured:** 31047001 instructions/iter, 2501552ns median, 2 allocs/iter
### `pub fn information_ratio( asset_returns: &[f64], benchmark_returns: &[f64], periods_per_year: f64, ) -> Option<f64>`
**Measured:** 145879 instructions/iter, 35535ns median, 1 allocs/iter
### `pub fn kelly_criterion(win_rate: f64, avg_win_pct: f64, avg_loss_pct: f64) -> f64`
**Measured:** 30958 instructions/iter, 3783ns median, 16 allocs/iter
### `pub fn max_drawdown(returns: &[f64]) -> DrawdownResult`
**Measured:** 35115 instructions/iter, 8032ns median, 1 allocs/iter
### `pub fn omega_ratio(returns: &[f64]) -> f64`
**Measured:** 143401 instructions/iter, 30575ns median, 0 allocs/iter
### `pub fn parametric_cvar(returns: &[f64], confidence: f64) -> Option<f64>`
**Measured:** 100416 instructions/iter, 30601ns median, 0 allocs/iter
### `pub fn parametric_var(returns: &[f64], confidence: f64) -> Option<f64>`
**Measured:** 100412 instructions/iter, 30606ns median, 0 allocs/iter
### `pub fn calmar_ratio(total_return: f64, years: f64, max_drawdown: f64) -> Option<f64>`
Compute the Calmar Ratio: annualised return divided by maximum drawdown.
#### Arguments
* `total_return` - Cumulative return over the entire period (fraction)
* `years` - Length of the period in years
* `max_drawdown` - Maximum drawdown as a positive fraction (e.g., 0.30 = 30%)
Returns `None` when `max_drawdown` is zero.
### `pub fn information_ratio( asset_returns: &[f64], benchmark_returns: &[f64], periods_per_year: f64, ) -> Option<f64>`
Compute the Information Ratio vs a benchmark: annualised mean excess
return divided by tracking error.
Returns `None` when the series differ in length, fewer than 2 aligned
observations are available, or tracking error is zero.
### `pub fn kelly_criterion(win_rate: f64, avg_win_pct: f64, avg_loss_pct: f64) -> f64`
Compute the Kelly Criterion: optimal fraction of capital to risk, given a
win rate and average win/loss magnitudes (in percent).
`W - (1 - W) / R` where `R = avg_win_pct / abs(avg_loss_pct)`. Returns
`f64::MAX` when there are no losses and wins are positive (unbounded
edge), `0.0` for other degenerate inputs.
Use [`win_loss_stats`] to derive `win_rate`/`avg_win_pct`/`avg_loss_pct`
from a plain return series (treating each positive-return period as a
"win" and each negative-return period as a "loss").
### `pub fn omega_ratio(returns: &[f64]) -> f64`
Compute the Omega Ratio at a `0.0` threshold: probability-weighted ratio
of gains to losses over the full return distribution.
`Σ max(r, 0) / Σ max(-r, 0)`. More general than Sharpe — considers the
full return distribution rather than only mean and standard deviation.
Returns `f64::MAX` when there are no negative returns, `0.0` when there
are also no positive returns.
### `pub fn sharpe_ratio(returns: &[f64], risk_free_rate: f64, periods_per_year: f64) -> Option<f64>`
Compute the annualised Sharpe Ratio.
`Sharpe = (mean_return - risk_free_rate) / std_dev`, annualised by `sqrt(periods_per_year)`.
#### Arguments
* `returns` - Per-period returns as fractions (e.g., daily returns)
* `risk_free_rate` - Risk-free rate **per period** (e.g., 0.0001 for daily ≈ 2.5% annual)
* `periods_per_year` - Trading periods in a year (252 for daily, 52 for weekly)
Returns `None` when fewer than 2 observations or standard deviation is zero.
### `pub fn sortino_ratio(returns: &[f64], risk_free_rate: f64, periods_per_year: f64) -> Option<f64>`
Compute the annualised Sortino Ratio (penalises only downside volatility).
`Sortino = (mean_return - risk_free_rate) / downside_std`, annualised.
Returns `None` when fewer than 2 observations or downside deviation is zero.
### `pub fn tracking_error( asset_returns: &[f64], benchmark_returns: &[f64], periods_per_year: f64, ) -> Option<f64>`
Compute the tracking error vs a benchmark: annualised standard deviation
of (asset − benchmark) periodic returns.
Returns `None` when the series differ in length or fewer than 2 aligned
observations are available.
### `pub fn ulcer_index(returns: &[f64]) -> f64`
Compute the Ulcer Index: root-mean-square of drawdown depth across a
return series, expressed as a percentage (0–100).
Unlike [`max_drawdown`](super::max_drawdown), penalises both depth and
duration of drawdowns — a long shallow drawdown scores higher than a
brief deep one.
### `pub fn win_loss_stats(returns: &[f64]) -> (f64, f64, f64)`
Derive win-rate and average win/loss percentages from a return series,
treating each period as if it were a discrete "trade" (a positive-return
period is a win, a negative-return period is a loss) — the natural
analogue of backtesting trade statistics for a plain returns series with
no explicit trade log. Feeds [`kelly_criterion`].
Returns `(win_rate, avg_win_pct, avg_loss_pct)`, all `0.0` for an empty
series.
### `pub fn sharpe_ratio(returns: &[f64], risk_free_rate: f64, periods_per_year: f64) -> Option<f64>`
**Measured:** 100406 instructions/iter, 30612ns median, 0 allocs/iter
### `pub fn sortino_ratio(returns: &[f64], risk_free_rate: f64, periods_per_year: f64) -> Option<f64>`
**Measured:** 170035 instructions/iter, 30606ns median, 0 allocs/iter
### `pub fn tracking_error( asset_returns: &[f64], benchmark_returns: &[f64], periods_per_year: f64, ) -> Option<f64>`
**Measured:** 145876 instructions/iter, 35680ns median, 1 allocs/iter
### `pub fn ulcer_index(returns: &[f64]) -> f64`
**Measured:** 619414 instructions/iter, 174433ns median, 2 allocs/iter
### `pub fn historical_var(returns: &[f64], confidence: f64) -> Option<f64>`
Compute historical VaR at the given confidence level.
Returns the loss that is exceeded only `(1 - confidence)` fraction of the time,
expressed as a positive number (a loss).
#### Arguments
* `returns` - Daily log-returns or simple returns (as fractions, e.g. 0.02 = 2%)
* `confidence` - Confidence level, e.g. 0.95 for 95% VaR
Returns `None` when `returns` is empty.
### `pub fn parametric_var(returns: &[f64], confidence: f64) -> Option<f64>`
Compute parametric (variance-covariance) VaR assuming normally distributed returns.
Uses the normal distribution's z-score for the confidence level.
#### Arguments
* `returns` - Daily returns as fractions
* `confidence` - Confidence level (0.95 or 0.99 are common)
Returns `None` when fewer than 2 observations are provided.
### `pub fn win_loss_stats(returns: &[f64]) -> (f64, f64, f64)`
**Measured:** 389693 instructions/iter, 171067ns median, 25 allocs/iter
### `pub enum AlertCondition { CrossesAbove(f64), CrossesBelow(f64), PriceAbove(f64), PriceBelow(f64), PercentChangeAbove(f64), PercentChangeBelow(f64), VolumeAbove(i64) }`
### `pub enum AlertConditionKind { CrossesAbove, CrossesBelow, PriceAbove, PriceBelow, PercentChangeAbove, PercentChangeBelow, VolumeAbove }`
### `pub struct AlertEvaluator { }`
### `pub struct AlertEvent { pub symbol: String, pub condition: AlertCondition, pub price: f32, pub previous_price: Option<f32>, pub change_percent: f32, pub time: i64, pub update: PriceUpdate }`
### `pub trait AlertExt: Stream<Item = PriceUpdate> + Sized + Unpin`
### `pub struct AlertRule { pub symbol: String, pub condition: AlertCondition, pub repeat: bool }`
### `pub struct AlertStream<S> { }`
### `pub enum AssetClass { Stocks, Options, Forex, Crypto, Futures, Indices }`
### `pub struct Batched<S> where S: Stream, { }`
### `pub struct BookLevel { pub price: f64, pub size: f64 }`
### `stream_handle! { }`
### `pub struct DepthStreamBuilder { }`
### `stream_handle! { }`
### `pub struct EconomicStreamBuilder { }`
### `pub struct Greeks { pub delta: Option<f64>, pub gamma: Option<f64>, pub theta: Option<f64>, pub vega: Option<f64> }`
### `pub enum MarketHoursType { PreMarket, RegularMarket, PostMarket, ExtendedHoursMarket }`
### `pub struct NewsStream { }`
### `pub struct NewsStreamBuilder { }`
### `pub struct OptionContractUpdate { pub contract_symbol: String, pub underlying: String, pub expiration: Option<i64>, pub strike: Option<f64>, pub option_type: Option<OptionType>, pub bid: Option<f64>, pub bid_size: Option<f64>, pub ask: Option<f64>, pub ask_size: Option<f64>, pub last_price: Option<f64>, pub last_size: Option<f64>, pub volume: Option<i64>, pub open_interest: Option<i64>, pub implied_volatility: Option<f64>, pub greeks: Option<Greeks>, pub time: i64 }`
### `pub enum OptionType { Call, Put }`
### `stream_handle! { }`
### `pub struct OptionsChainStreamBuilder { }`
### `pub struct OrderBookUpdate { pub symbol: String, pub bids: Vec<BookLevel>, pub asks: Vec<BookLevel>, pub exchange: Option<i32>, pub time: i64 }`
### `pub enum PriceSource { Yahoo, Polygon(crate::streaming::AssetClass) }`
### `pub struct PriceStream { }`
### `pub struct PriceStreamBuilder { }`
### `pub struct PriceUpdate { pub id: String, pub price: f32, pub time: i64, pub currency: String, pub exchange: String, pub quote_type: QuoteType, pub market_hours: MarketHoursType, pub change_percent: f32, pub day_volume: i64, pub day_high: f32, pub day_low: f32, pub change: f32, pub short_name: String, pub expire_date: i64, pub open_price: f32, pub previous_close: f32, pub strike_price: f32, pub underlying_symbol: String, pub open_interest: i64, pub options_type: OptionType, pub mini_option: i64, pub last_size: i64, pub bid: f32, pub bid_size: i64, pub ask: f32, pub ask_size: i64, pub price_hint: i64, pub vol_24hr: i64, pub vol_all_currencies: i64, pub from_currency: String, pub last_market: String, pub circulating_supply: f64, pub market_cap: f64 }`
**Measured:** 10463 instructions/iter, 941ns median, 4 allocs/iter
### `pub enum QuoteType { None, AltSymbol, Heartbeat, Equity, Index, MutualFund, MoneyMarket, Option, Currency, Warrant, Bond, Future, Etf, Commodity, EcnQuote, Cryptocurrency, Indicator, Industry }`
### `pub struct SeriesUpdate { pub series_id: String, pub date: String, pub value: Option<f64>, pub previous_value: Option<f64>, pub revision: bool, pub observed_at: i64 }`
### `pub trait StreamBatchExt: Stream + Sized + Unpin`
### `pub enum StreamError { ConnectionFailed(String), WebSocketError(String), DecodeError(String) }`
### `pub type StreamResult<T> = std::result::Result<T, StreamError>`
### `stream_handle! { }`
### `pub struct TradeStreamBuilder { }`
### `pub struct TradeTick { pub symbol: String, pub price: f64, pub size: f64, pub exchange: Option<i32>, pub conditions: Vec<i32>, pub trade_id: Option<String>, pub time: i64 }`
### `pub enum AlertCondition { CrossesAbove(f64), CrossesBelow(f64), PriceAbove(f64), PriceBelow(f64), PercentChangeAbove(f64), PercentChangeBelow(f64), VolumeAbove(i64) }`
A predicate over incoming price ticks.
### `pub enum AlertConditionKind { CrossesAbove, CrossesBelow, PriceAbove, PriceBelow, PercentChangeAbove, PercentChangeBelow, VolumeAbove }`
Which predicate an [`AlertCondition`] applies, without its threshold.
Deliberately **exhaustive** (no `#[non_exhaustive]`): transports that
project a condition onto a flat `kind` + `value` pair must fail to compile
when a predicate is added, rather than silently degrading it.
### `pub struct AlertEvaluator { }`
Evaluates [`AlertRule`]s against a price feed, tracking the per-symbol
history that crossing conditions need.
Exposed so consumers that already own a price stream (the server's shared
hub, for instance) can apply alerts without re-wrapping the stream.
### `pub struct AlertEvent { pub symbol: String, pub condition: AlertCondition, pub price: f32, pub previous_price: Option<f32>, pub change_percent: f32, pub time: i64, pub update: PriceUpdate }`
A fired alert, carrying the tick that triggered it.
### `pub trait AlertExt: Stream<Item = PriceUpdate> + Sized + Unpin`
Adds [`alerts`](AlertExt::alerts) to every price stream.
#### Example
```no_run
use finance_query::streaming::{AlertCondition, AlertExt, AlertRule, PriceStream};
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut alerts = PriceStream::subscribe(["AAPL"])
.await?
.alerts([AlertRule::new("AAPL", AlertCondition::CrossesAbove(200.0))]);
while let Some(alert) = alerts.next().await {
println!("{} crossed at {}", alert.symbol, alert.price);
}
# Ok(())
# }
```
### `pub struct AlertRule { pub symbol: String, pub condition: AlertCondition, pub repeat: bool }`
A symbol paired with the condition that should trigger an alert.
### `pub struct AlertStream<S> { }`
A `Stream<Item = AlertEvent>` over any price stream.
### `pub struct Batched<S> where S: Stream, { }`
A stream that yields `Vec<T>` batches collected over a time window.
A batch is emitted when the window since the batch's first item elapses, or
as soon as `max_items` is reached — whichever comes first. Empty batches are
never emitted, and any partial batch is flushed when the source ends.
Boxed rather than a plain newtype so the handle stays `Unpin` — callers
`.next()` it directly, without pinning it first.
### `pub trait StreamBatchExt: Stream + Sized + Unpin`
Adds [`batched`](StreamBatchExt::batched) to every `Stream`.
#### Example
```no_run
use finance_query::streaming::{PriceStream, StreamBatchExt};
use futures::StreamExt;
use std::time::Duration;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut batches = PriceStream::subscribe(["AAPL", "NVDA", "TSLA"])
.await?
.batched(Duration::from_millis(250));
while let Some(batch) = batches.next().await {
println!("{} updates in this window", batch.len());
}
# Ok(())
# }
```
### `pub struct BookLevel { pub price: f64, pub size: f64 }`
One price level of an order book.
### `stream_handle! { }`
A subscription to level-2 order-book depth.
Backed by Polygon's crypto level-2 feed (`XL2`) — the one cluster that
publishes depth — so pairs are crypto pairs (`"BTC-USD"`). Requires the
`polygon` feature and the `POLYGON_API_KEY` environment variable set.
#### Example
```no_run
use finance_query::streaming::DepthStream;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut books = DepthStream::subscribe(["BTC-USD"]).await?;
while let Some(book) = books.next().await {
println!("{} spread {:?}", book.symbol, book.spread());
}
# Ok(())
# }
```
### `pub struct DepthStreamBuilder { }`
Builder for a [`DepthStream`].
### `stream_builder!( DepthStreamBuilder, pairs = "Add crypto pairs to subscribe to." )`
Cap the number of consecutive reconnect attempts before the
stream gives up and ends (default: unlimited, i.e. retry
forever).
### `pub struct OrderBookUpdate { pub symbol: String, pub bids: Vec<BookLevel>, pub asks: Vec<BookLevel>, pub exchange: Option<i32>, pub time: i64 }`
A depth-of-book update: both sides, best level first.
### `pub enum PriceSource { Yahoo, Polygon(crate::streaming::AssetClass) }`
Which upstream backend a [`PriceStream`] connects to.
Yahoo multiplexes every asset class onto one connection; Polygon runs a
separate cluster per asset class, so its variant carries the class to use.
### `pub struct PriceStream { }`
A streaming price subscription that yields real-time price updates.
This provides a Flow-like API for receiving real-time price data.
Backed by a pluggable source (Yahoo by default).
#### Example
```no_run
use finance_query::streaming::PriceStream;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Subscribe to multiple symbols
let mut stream = PriceStream::subscribe(["AAPL", "NVDA", "TSLA"]).await?;
// Receive price updates
while let Some(price) = stream.next().await {
println!("{}: ${:.2} ({:+.2}%)",
price.id,
price.price,
price.change_percent
);
}
# Ok(())
# }
```
### `pub struct PriceStreamBuilder { }`
Builder for creating price streams with custom configuration
### `pub fn max_reconnect_attempts(mut self, max: u32) -> Self`
Cap the number of consecutive reconnect attempts before the stream
gives up and ends (default: unlimited, i.e. retry forever).
### `pub enum StreamError { ConnectionFailed(String), WebSocketError(String), DecodeError(String) }`
Errors that can occur during streaming
### `pub type StreamResult<T> = std::result::Result<T, StreamError>`
Result type for streaming operations
### `stream_handle! { }`
A continuous subscription to economic-series releases.
Polls each subscribed series on an interval (15 minutes by default) and
yields a [`SeriesUpdate`] only when the latest observation is new or
revised. Requires the `fred` feature and
[`fred::init`](crate::fred::init).
#### Example
```no_run
use finance_query::streaming::EconomicStream;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut stream = EconomicStream::subscribe(["FEDFUNDS", "CPIAUCSL"]).await;
while let Some(release) = stream.next().await {
println!("{} = {:?} ({})", release.series_id, release.value, release.date);
}
# Ok(())
# }
```
### `pub struct EconomicStreamBuilder { }`
Builder for an [`EconomicStream`] with a custom poll interval.
### `pub struct SeriesUpdate { pub series_id: String, pub date: String, pub value: Option<f64>, pub previous_value: Option<f64>, pub revision: bool, pub observed_at: i64 }`
A newly published (or revised) observation for an economic series.
### `pub struct NewsStream { }`
A continuous subscription to one or more RSS/Atom sources.
Polls the configured sources on an interval (5 minutes by default,
configurable via [`NewsStreamBuilder::poll_interval`]) and yields entries
as they're first seen: an initial batch on subscribe, then only new items
on each subsequent poll. Backed by a broadcast channel, so
[`resubscribe`](Self::resubscribe) supports multiple independent
consumers of the same subscription.
#### Example
```no_run
use finance_query::streaming::NewsStream;
use finance_query::feeds::FeedSource;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut stream =
NewsStream::subscribe([FeedSource::Bloomberg, FeedSource::MarketWatch]).await;
while let Some(entry) = stream.next().await {
println!("[{}] {}", entry.source, entry.title);
}
# Ok(())
# }
```
### `pub fn resubscribe(&self) -> Self`
Create a new receiver for this stream.
Useful when you need multiple consumers of the same news subscription.
### `pub struct NewsStreamBuilder { }`
Builder for creating a [`NewsStream`] with custom configuration.
### `pub fn poll_interval(mut self, interval: Duration) -> Self`
Set the interval between polls of all subscribed sources (default: 5 minutes).
### `pub struct Greeks { pub delta: Option<f64>, pub gamma: Option<f64>, pub theta: Option<f64>, pub vega: Option<f64> }`
Option greeks for a contract.
### `pub struct OptionContractUpdate { pub contract_symbol: String, pub underlying: String, pub expiration: Option<i64>, pub strike: Option<f64>, pub option_type: Option<OptionType>, pub bid: Option<f64>, pub bid_size: Option<f64>, pub ask: Option<f64>, pub ask_size: Option<f64>, pub last_price: Option<f64>, pub last_size: Option<f64>, pub volume: Option<i64>, pub open_interest: Option<i64>, pub implied_volatility: Option<f64>, pub greeks: Option<Greeks>, pub time: i64 }`
A live update for one options contract.
Quote and trade fields arrive from the real-time WebSocket; `greeks`,
`implied_volatility` and `open_interest` come from the periodic chain
snapshot (see [`OptionsChainStreamBuilder::greeks_refresh`]) because the
real-time feed does not carry them.
### `stream_handle! { }`
A live subscription to one or more options chains.
Subscribe by underlying (`"AAPL"`) to follow the whole chain, or by full
OCC symbol (`"O:AAPL250117C00150000"`) to follow single contracts.
Requires the `polygon` feature and the `POLYGON_API_KEY` environment
variable set.
#### Example
```no_run
use finance_query::streaming::OptionsChainStream;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut stream = OptionsChainStream::subscribe(["AAPL"]).await?;
while let Some(contract) = stream.next().await {
println!("{} {:?}/{:?}", contract.contract_symbol, contract.bid, contract.ask);
}
# Ok(())
# }
```
### `pub struct OptionsChainStreamBuilder { }`
Builder for an [`OptionsChainStream`].
### `pub fn greeks_refresh(mut self, interval: Option<Duration>) -> Self`
Interval between greeks/open-interest snapshot refreshes.
`None` disables them, leaving only WebSocket bid/ask/last (one REST
call per underlying per interval otherwise). Default: 60s.
### `stream_builder!( OptionsChainStreamBuilder, underlyings = "Add underlyings (or full OCC contract symbols) to follow." )`
Cap the number of consecutive reconnect attempts before the
stream gives up and ends (default: unlimited, i.e. retry
forever).
### `pub enum AssetClass { Stocks, Options, Forex, Crypto, Futures, Indices }`
Asset class of a Polygon real-time cluster.
Each variant is a separate upstream connection with its own channel
vocabulary and symbol format.
### `pub enum MarketHoursType { PreMarket, RegularMarket, PostMarket, ExtendedHoursMarket }`
Market hours type enumeration
### `pub enum MarketHoursTypeProto { PreMarket = 0, RegularMarket = 1, PostMarket = 2, ExtendedHoursMarket = 3 }`
Protobuf enum for market hours type
### `pub enum OptionType { Call, Put }`
Option type enumeration
### `pub struct PriceUpdate { pub id: String, pub price: f32, pub time: i64, pub currency: String, pub exchange: String, pub quote_type: QuoteType, pub market_hours: MarketHoursType, pub change_percent: f32, pub day_volume: i64, pub day_high: f32, pub day_low: f32, pub change: f32, pub short_name: String, pub expire_date: i64, pub open_price: f32, pub previous_close: f32, pub strike_price: f32, pub underlying_symbol: String, pub open_interest: i64, pub options_type: OptionType, pub mini_option: i64, pub last_size: i64, pub bid: f32, pub bid_size: i64, pub ask: f32, pub ask_size: i64, pub price_hint: i64, pub vol_24hr: i64, pub vol_all_currencies: i64, pub from_currency: String, pub last_market: String, pub circulating_supply: f64, pub market_cap: f64 }`
Real-time price update from Yahoo Finance WebSocket.
This is the user-facing struct with properly typed enum fields
that serialize to readable strings like `"EQUITY"` or `"CRYPTOCURRENCY"`.
### `pub enum QuoteType { None, AltSymbol, Heartbeat, Equity, Index, MutualFund, MoneyMarket, Option, Currency, Warrant, Bond, Future, Etf, Commodity, EcnQuote, Cryptocurrency, Indicator, Industry }`
Quote type enumeration
### `pub enum QuoteTypeProto { None = 0, AltSymbol = 5, Heartbeat = 7, Equity = 8, Index = 9, MutualFund = 11, MoneyMarket = 12, Option = 13, Currency = 14, Warrant = 15, Bond = 17, Future = 18, Etf = 20, Commodity = 23, EcnQuote = 28, Cryptocurrency = 41, Indicator = 42, Industry = 1000 }`
Protobuf enum for quote type
### `stream_handle! { }`
A subscription to every trade print for the given symbols.
Requires the `polygon` feature and the `POLYGON_API_KEY` environment
variable set.
This is a companion to [`PriceStream`](super::PriceStream), not a
replacement — most consumers want the coalesced tick.
#### Example
```no_run
use finance_query::streaming::TradeStream;
use futures::StreamExt;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let mut trades = TradeStream::subscribe(["AAPL"]).await?;
while let Some(trade) = trades.next().await {
println!("{} {} @ {}", trade.symbol, trade.size, trade.price);
}
# Ok(())
# }
```
### `pub struct TradeStreamBuilder { }`
Builder for a [`TradeStream`].
### `pub async fn build(self) -> StreamResult<TradeStream>`
Build and start the stream.
#### Errors
Returns [`StreamError::ConnectionFailed`](super::StreamError::ConnectionFailed)
when the chosen asset class has no trade feed.
### `stream_builder!(TradeStreamBuilder, symbols = "Add symbols to subscribe to.")`
Cap the number of consecutive reconnect attempts before the
stream gives up and ends (default: unlimited, i.e. retry
forever).
### `pub struct TradeTick { pub symbol: String, pub price: f64, pub size: f64, pub exchange: Option<i32>, pub conditions: Vec<i32>, pub trade_id: Option<String>, pub time: i64 }`
A single executed trade.
### `pub async fn symbol_sentiment(symbol: &str) -> Result<crate::models::sentiment::SymbolSentiment>`
### `pub struct ClientHandle(pub(crate) Arc<YahooClient>)`
Opaque handle to a shared Yahoo Finance client session.
Allows multiple [`Ticker`] and [`Tickers`](crate::Tickers) instances to share
one authenticated session, avoiding redundant auth handshakes.
Obtain via [`Ticker::client_handle`] or [`Tickers::client_handle`](crate::Tickers::client_handle), then
pass to other builders via `.client(handle)`.
#### Example
```no_run
use finance_query::Ticker;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
let aapl = Ticker::new("AAPL").await?;
let handle = aapl.client_handle();
let msft = Ticker::builder("MSFT").client(handle.clone()).build().await?;
let googl = Ticker::builder("GOOGL").client(handle).build().await?;
# Ok(())
# }
```
### `pub struct Ticker { }`
The primary entry point for querying financial data for a single symbol.
Data is fetched on first access and cached for 60 seconds by default.
Use the builder via [`Ticker::builder`] for custom configuration, including
[`cache`](TickerBuilder::cache) and [`no_cache`](TickerBuilder::no_cache).
### `super::macros::define_quote_accessors!`
### `pub fn builder(symbol: impl Into<String>) -> TickerBuilder`
Creates a new builder for Ticker.
### `pub async fn calendar( &self, range: TimeRange, ) -> Result<Vec<crate::models::calendar::CalendarEvent>>`
Aggregate upcoming financial events for this ticker into a single
time-sorted list.
Combines earnings, ex-dividend and dividend-payment dates with standard
monthly options expirations, plus — when the `fred` feature is enabled —
a curated set of major economic releases (CPI, NFP, GDP, …). Limited to
the forward window `[now, now + range]` and sorted ascending by
timestamp.
Options are best-effort: a symbol with no listed options contributes no
expiration events rather than failing the call.
### `pub fn client_handle(&self) -> ClientHandle`
Returns a handle to the underlying Yahoo Finance session.
Pass to other builders via `.client(handle)` to share the authenticated
session without a new auth handshake.
#### Panics
Panics if this ticker was created via [`Providers`](crate::Providers) with
no Yahoo provider configured. For session sharing across multiple tickers,
prefer [`Providers::ticker`](crate::Providers::ticker) instead.
### `pub async fn dividend_analytics(&self, range: TimeRange) -> Result<DividendAnalytics>`
Compute dividend analytics for the requested time range.
### `pub async fn edgar_company_facts(&self) -> Result<CompanyFacts>`
Get SEC EDGAR company facts (structured XBRL financial data).
Always uses EDGAR directly — XBRL `us-gaap`/`ifrs`/`dei` fact data is unique
to the SEC's EDGAR API. For routable filing data use [`filings`](Self::filings).
### `pub async fn edgar_submissions(&self) -> Result<EdgarSubmissions>`
Get SEC EDGAR filing history for this symbol.
Always uses EDGAR directly — this is an EDGAR-specific API (CIK-based submission
history and XBRL company facts) that no other provider replicates. For routable
provider-agnostic filing data use [`filings`](Self::filings) instead.
### `pub async fn filings(&self) -> Result<ProviderFilings>`
Fetch SEC filings via the configured [`Capability::FILINGS`] provider.
Routes through the provider system; EDGAR is always available as a fallback
(auto-injected when no explicit FILINGS route is set). To prefer Polygon:
`.route(Capability::FILINGS, [Provider::Polygon, Provider::Edgar])`.
For the full EDGAR submissions response or structured XBRL data, use
[`edgar_submissions`](Self::edgar_submissions) / [`edgar_company_facts`](Self::edgar_company_facts).
### `pub async fn financials( &self, stmt_type: StatementType, frequency: Frequency, ) -> Result<FinancialStatement>`
Get financial statements.
### `pub async fn news(&self) -> Result<Vec<News>>`
Get news articles for this symbol.
### `super::macros::define_quote_accessors!`
Regular, pre- and post-market price, plus the day's range and volume.
### `pub async fn quote<F>(&self) -> Result<Quote<F>> where F: Format, Quote<Both>: Into<Quote<F>>,`
Get full quote data, optionally including logo URLs.
### `pub async fn rating_consensus(&self) -> Result<crate::models::fundamentals::RatingConsensus>`
Fetch the aggregated analyst rating consensus (grade distribution plus a
headline label) via the configured [`Capability::FUNDAMENTALS`] provider
(currently FMP only). Distinct from
[`recommendations`](Self::recommendations), which returns similar symbols.
### `pub async fn recommendations(&self, limit: u32) -> Result<Recommendation>`
Get analyst recommendations and similar symbols.
### `pub async fn risk( &self, interval: Interval, range: TimeRange, benchmark: Option<&str>, ) -> Result<risk::RiskSummary>`
Compute a risk summary for this symbol.
### `pub struct TickerBuilder { }`
Builder for constructing a [`Ticker`] with optional configuration.
Construct via [`Ticker::builder`]. All builder methods are optional;
call [`build`](TickerBuilder::build) to finalize.
### `pub async fn build(self) -> Result<Ticker>`
Build the Ticker instance.
### `pub fn cache(mut self, ttl: Duration) -> Self`
Cache responses for `ttl` instead of the default 60 seconds.
### `pub fn no_cache(mut self) -> Self`
Disable caching — every call fetches fresh data.
By default a `Ticker` caches each response for 60 seconds, so
repeated accessor calls within that window reuse one fetch.
### `define_batch_response! { }`
Response containing capital gains for multiple symbols.
### `define_batch_response! { }`
Response containing charts for multiple symbols.
### `define_batch_response! { }`
Response containing dividends for multiple symbols.
### `define_batch_response! { }`
Response containing financial statements for multiple symbols.
### `define_batch_response! { }`
Response containing technical indicators for multiple symbols.
### `define_batch_response! { }`
Response containing news articles for multiple symbols.
### `define_batch_response! { }`
Response containing options chains for multiple symbols.
### `define_batch_response! { }`
Response containing quotes for multiple symbols.
### `define_batch_response! { }`
Response containing recommendations for multiple symbols.
### `define_batch_response! { }`
Response containing spark data for multiple symbols.
Spark data is optimized for sparkline rendering with only close prices.
Unlike charts, spark data is fetched in a single batch request.
### `define_batch_response! { }`
Response containing splits for multiple symbols.
### `pub struct Tickers { }`
Multi-symbol ticker for efficient batch operations.
`Tickers` optimizes data fetching for multiple symbols by:
- Using batch endpoints where available (e.g., /v7/finance/quote)
- Fetching concurrently when batch endpoints don't exist
- Sharing a single authenticated client across all symbols
- Caching results per symbol
#### Example
```no_run
use finance_query::Tickers;
# async fn example() -> Result<(), Box<dyn std::error::Error>> {
// Create tickers for multiple symbols
let tickers = Tickers::new(["AAPL", "MSFT", "GOOGL"]).await?;
// Batch fetch all quotes (single API call)
let quotes = tickers.quotes().await?;
for (symbol, quote) in "es.quotes {
let price = quote.regular_market_price.as_ref().and_then(|v| v.raw).unwrap_or(0.0);
println!("{}: ${:.2}", symbol, price);
}
// Fetch charts concurrently
use finance_query::{Interval, TimeRange};
let charts = tickers.charts(Interval::OneDay, TimeRange::OneMonth).await?;
# Ok(())
# }
```
### `pub fn builder<S, I>(symbols: I) -> TickersBuilder where S: Into<String>, I: IntoIterator<Item = S>,`
Creates a new builder for Tickers
### `pub async fn charts( &self, interval: Interval, range: TimeRange, ) -> Result<BatchChartsResponse>`
Batch fetch charts for all symbols concurrently
Chart data cannot be batched in a single request, so this fetches
all charts concurrently using tokio for maximum performance.
### `pub fn client_handle(&self) -> ClientHandle`
Returns a handle to the underlying Yahoo Finance session.
Pass to [`Ticker::builder`](crate::Ticker::builder) or other
[`Tickers::builder`] calls via `.client(handle)` to share the
authenticated session without a new auth handshake.
#### Panics
Panics if these tickers were created via [`Providers`](crate::Providers) with
no Yahoo provider configured. For session sharing across multiple tickers,
prefer [`Providers::tickers`](crate::Providers::tickers) instead.
### `pub struct TickersBuilder { }`
Builder for Tickers
### `pub fn logo(mut self) -> Self`
Include company logo URLs in quote responses.
When enabled, `quotes()` will fetch logo URLs in parallel with the
quote batch request, adding a small extra request.
### `pub struct Lang { }`
### `pub trait Translatable`
### `pub trait TranslationBackend: Send + Sync`
### `pub trait TranslationBackend: Send + Sync`
A machine-translation backend for free-form text.
Implement this to plug a custom engine (e.g. a hosted translation API)
into the translation pipeline via [`set_backend`](super::set_backend).
The built-in offline backend (feature `translation-offline`) is used by
default when no custom backend is registered.
Inputs are English; implementations must return one translated string per
input, preserving order. Inputs may contain multiple sentences.
### `pub fn set_backend(backend: Arc<dyn TranslationBackend>)`
Register a custom translation backend for the whole process.
Takes precedence over the built-in offline backend. Free-form text fields
are left untranslated when no backend is available (built-in dictionary
terms are still translated).
### `pub struct Lang { }`
A parsed, normalized target language for translation.
Accepts BCP 47 language tags (e.g. `"ja"`, `"de-DE"`, `"zh-Hans"`, `"pt_BR"`).
Underscores are accepted as subtag separators for convenience.
### `pub fn set_backend(backend: Arc<dyn TranslationBackend>)`
**Measured:** 244 instructions/iter, 18ns median, 1 allocs/iter
### `pub trait Translatable`
A response type whose human-readable text fields can be translated.
The default implementation visits nothing, so types without
natural-language content implement this trait as a no-op marker.
`visit_translatable` must visit the same fields in the same order on
every call for an unmodified value: the translation pipeline performs one
pass to collect texts and a second pass to write translations back.
### `pub async fn translate<T: Translatable + ?Sized>(value: &mut T, lang: &str) -> Result<()>`
Translate the human-readable text fields of a value in place.
`lang` is a BCP 47 language tag (e.g. `"ja"`, `"de-DE"`, `"zh-Hant"`).
English targets are a no-op. Returns an error for structurally invalid
tags or when the machine-translation backend fails; fields not covered
by the dictionary are left in English when no backend is available.
**Measured:** 53375 instructions/iter, 3545ns median, 79 allocs/iter
### `pub async fn translate_texts<S, I>(texts: I, lang: &Lang) -> Result<Vec<String>> where S: Into<String>, I: IntoIterator<Item = S>,`
Translate a batch of raw English texts, preserving order.
Applies the dictionary, the process-wide memo cache, and the active
machine-translation backend in that order. Texts without a dictionary
hit are returned unchanged when no backend is available.
**Measured:** 19765 instructions/iter, 1859ns median, 49 allocs/iter
### `pub async fn translate_with<T: Translatable + ?Sized>(value: &mut T, lang: &Lang) -> Result<()>`
Like [`translate`], with an already-parsed [`Lang`].
**Measured:** 52652 instructions/iter, 3430ns median, 77 allocs/iter