kestrel-chartkit

High-performance Rust technical analysis library for streaming indicator math, market regime classification, composite signal scoring, trade evaluation, and static SVG visualization.

The crate is currently an 0.1 alpha. Root-level re-exports are the preferred consumer API; lower-level modules remain public for advanced composition but may change before 1.0.

Features

• 35+ Streaming Technical Indicators: RSI, MACD, ATR, ADX, Bollinger Bands, Volume Profile, VWAP, Ichimoku, Supertrend, Stochastic RSI, Order Block detection, Liquidity FVG, Pivots Structure, and more.
• Dynamic Catalog Registry: Parameter validation and dynamic instantiation via catalog() and build_checked(name, params).
• Market Regime Alignment: Automatic regime classification (BullishExpansion, BearishExpansion, Consolidation, Transition) with permission grading (ClearToTrade, Caution, Veto).
• Composite Signal Scoring: Weighted multi-indicator scoring, risk management parameter generation (entry, stop-loss, take-profit targets), and semantic neutral signal cleanup.
• Trade Statistics & Evaluation: Comprehensive backtest evaluation ($R$-multiples, winrate, profit factor, max drawdown, EV).
• SVG Chart Renderer: Export clean SVG preview charts with candlestick series, indicator polylines, market structure zones, and timestamped signal markers.

Quickstart

use kestrel_chartkit::{build_checked, Bar, Indicator};
use std::collections::HashMap;

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut params = HashMap::new();
    params.insert("rsi_len".to_string(), 14.0);

    let mut rsi = build_checked("rsi", &params)?;
    let bar = Bar::try_new(1700000000, 100.0, 105.0, 95.0, 104.0, 1000.0)?;

    if let Some(output) = rsi.on_bar(&bar) {
        println!("RSI Value: {:.2}", output.value);
    }

    Ok(())
}

See examples/basic_indicator.rs (cargo run --example basic_indicator) for a runnable version that streams a full bar series through warmup.

Input and configuration contract

• Use Bar::try_new or Bar::validate at ingestion boundaries. OHLC prices must be finite and positive, volume must be finite and non-negative, and the high/low range must contain open and close. Bar::new is intentionally unchecked for trusted feeds and compatibility.
• Use Indicator::on_checked_bar when a consumer cannot guarantee validated input.
• Prefer build_checked for configuration-driven construction. Periods are whole numbers in the supported range; invalid thresholds and parameter orderings return RegistryError.
• Composite scoring discards non-finite subscores, bounds weights, validates trade-geometry bars, and falls back to one percent of price when ATR is not finite and positive.

Cargo features

The default serde feature derives Serialize and Deserialize for public DTOs. Disable it for a smaller dependency graph:

kestrel-chartkit = { version = "0.1", default-features = false }

The optional calendar feature adds src/calendar.rs (ExchangeCalendar): IANA-timezone/DST-aware trading sessions, holidays, and early closes, via chrono/chrono-tz. Off by default so the core crate carries no timezone-database dependency:

kestrel-chartkit = { version = "0.1", features = ["calendar"] }

Testing & Quality

Run the test suite:

cargo test
for f in tests/golden_reference_*.rs tests/scenario_reference_structure.rs; do
  cargo test --test "$(basename "$f" .rs)"
done
cargo check --no-default-features
cargo fmt --all -- --check
cargo clippy --all-targets --all-features -- -D warnings

License

Licensed under the Business Source License 1.1 (BUSL-1.1), see LICENSE. Free for non-commercial use (including production use in private, academic, non-profit, and open-source projects not offered as part of a commercial product or service); commercial use requires a license from the Licensor. Converts to Apache-2.0 four years after publication.