kestrel-chartkit 0.11.3

High-performance Rust technical analysis library for indicator math, market regime classification, composite scoring, and SVG visualization.
Documentation 
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# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2021"
rust-version = "1.87"
name = "kestrel-chartkit"
version = "0.11.3"
build = false
exclude = [
    "reference/",
    "site/",
    "docs/",
    "examples/site/",
    ".judge/",
    "judge.md",
    "CLAUDE.md",
    ".github/",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "High-performance Rust technical analysis library for indicator math, market regime classification, composite scoring, and SVG visualization."
homepage = "https://casoon.github.io/kestrel-chartkit/"
documentation = "https://docs.rs/kestrel-chartkit"
readme = "README.md"
keywords = [
    "trading",
    "technical-analysis",
    "indicators",
    "charting",
    "signals",
]
categories = [
    "finance",
    "visualization",
]
license = "BUSL-1.1"
repository = "https://github.com/casoon/kestrel-chartkit"

[package.metadata.docs.rs]
all-features = true

[features]
calendar = [
    "dep:chrono",
    "dep:chrono-tz",
]
default = ["serde"]
serde = ["dep:serde"]

[lib]
name = "kestrel_chartkit"
path = "src/lib.rs"

[[example]]
name = "basic_indicator"
path = "examples/basic_indicator.rs"

[[example]]
name = "bond_contract"
path = "examples/bond_contract.rs"

[[example]]
name = "export_applicability"
path = "examples/export_applicability.rs"

[[example]]
name = "site_showcase"
path = "examples/site_showcase.rs"

[[example]]
name = "synthetic_patterns"
path = "examples/synthetic_patterns.rs"

[[test]]
name = "adx_invariants"
path = "tests/adx_invariants.rs"

[[test]]
name = "atr_invariants"
path = "tests/atr_invariants.rs"

[[test]]
name = "automated_all_indicators_math_suite"
path = "tests/automated_all_indicators_math_suite.rs"

[[test]]
name = "automated_strategies_and_viz_suite"
path = "tests/automated_strategies_and_viz_suite.rs"

[[test]]
name = "bollinger_invariants"
path = "tests/bollinger_invariants.rs"

[[test]]
name = "composite_scoring_trigger"
path = "tests/composite_scoring_trigger.rs"

[[test]]
name = "composite_signal"
path = "tests/composite_signal.rs"

[[test]]
name = "engine_pipeline"
path = "tests/engine_pipeline.rs"

[[test]]
name = "execution_synthetic_invariants"
path = "tests/execution_synthetic_invariants.rs"

[[test]]
name = "fisher_transform_invariants"
path = "tests/fisher_transform_invariants.rs"

[[test]]
name = "golden_reference_analytics_components"
path = "tests/golden_reference_analytics_components.rs"

[[test]]
name = "golden_reference_analytics_composites"
path = "tests/golden_reference_analytics_composites.rs"

[[test]]
name = "golden_reference_bond_diff"
path = "tests/golden_reference_bond_diff.rs"

[[test]]
name = "golden_reference_business_days"
path = "tests/golden_reference_business_days.rs"

[[test]]
name = "golden_reference_composite"
path = "tests/golden_reference_composite.rs"

[[test]]
name = "golden_reference_contract_risk"
path = "tests/golden_reference_contract_risk.rs"

[[test]]
name = "golden_reference_cross_asset_breadth"
path = "tests/golden_reference_cross_asset_breadth.rs"

[[test]]
name = "golden_reference_curve_diff"
path = "tests/golden_reference_curve_diff.rs"

[[test]]
name = "golden_reference_family_math"
path = "tests/golden_reference_family_math.rs"

[[test]]
name = "golden_reference_finance_cashflows"
path = "tests/golden_reference_finance_cashflows.rs"

[[test]]
name = "golden_reference_moving_averages"
path = "tests/golden_reference_moving_averages.rs"

[[test]]
name = "golden_reference_option_diff"
path = "tests/golden_reference_option_diff.rs"

[[test]]
name = "golden_reference_option_pricing"
path = "tests/golden_reference_option_pricing.rs"

[[test]]
name = "golden_reference_oscillators"
path = "tests/golden_reference_oscillators.rs"

[[test]]
name = "golden_reference_portfolio_risk"
path = "tests/golden_reference_portfolio_risk.rs"

[[test]]
name = "golden_reference_portfolio_valuation"
path = "tests/golden_reference_portfolio_valuation.rs"

[[test]]
name = "golden_reference_revaluation_diff"
path = "tests/golden_reference_revaluation_diff.rs"

[[test]]
name = "golden_reference_sample_stats"
path = "tests/golden_reference_sample_stats.rs"

[[test]]
name = "golden_reference_seasonality_twap"
path = "tests/golden_reference_seasonality_twap.rs"

[[test]]
name = "golden_reference_stress_simulation"
path = "tests/golden_reference_stress_simulation.rs"

[[test]]
name = "golden_reference_surface_diff"
path = "tests/golden_reference_surface_diff.rs"

[[test]]
name = "golden_reference_transforms"
path = "tests/golden_reference_transforms.rs"

[[test]]
name = "golden_reference_trend"
path = "tests/golden_reference_trend.rs"

[[test]]
name = "golden_reference_validation_probability"
path = "tests/golden_reference_validation_probability.rs"

[[test]]
name = "golden_reference_valuation_context"
path = "tests/golden_reference_valuation_context.rs"

[[test]]
name = "golden_reference_volatility"
path = "tests/golden_reference_volatility.rs"

[[test]]
name = "golden_reference_volume"
path = "tests/golden_reference_volume.rs"

[[test]]
name = "m5_balance_stats_viz"
path = "tests/m5_balance_stats_viz.rs"

[[test]]
name = "macd_invariants"
path = "tests/macd_invariants.rs"

[[test]]
name = "mfi_invariants"
path = "tests/mfi_invariants.rs"

[[test]]
name = "output_range_invariants"
path = "tests/output_range_invariants.rs"

[[test]]
name = "parity_harness_demo"
path = "tests/parity_harness_demo.rs"

[[test]]
name = "regime_synthetic_invariants"
path = "tests/regime_synthetic_invariants.rs"

[[test]]
name = "risk_synthetic_invariants"
path = "tests/risk_synthetic_invariants.rs"

[[test]]
name = "robustness_fuzzing"
path = "tests/robustness_fuzzing.rs"

[[test]]
name = "rsi_invariants"
path = "tests/rsi_invariants.rs"

[[test]]
name = "scenario_reference_family_contract"
path = "tests/scenario_reference_family_contract.rs"

[[test]]
name = "scenario_reference_intrabar_delta"
path = "tests/scenario_reference_intrabar_delta.rs"

[[test]]
name = "scenario_reference_structure"
path = "tests/scenario_reference_structure.rs"

[[test]]
name = "stoch_rsi_invariants"
path = "tests/stoch_rsi_invariants.rs"

[[test]]
name = "synthetic_pattern_constructors"
path = "tests/synthetic_pattern_constructors.rs"

[[test]]
name = "tsi_invariants"
path = "tests/tsi_invariants.rs"

[[test]]
name = "v2_indicators_invariants"
path = "tests/v2_indicators_invariants.rs"

[[test]]
name = "williams_r_invariants"
path = "tests/williams_r_invariants.rs"

[[bench]]
name = "indicators"
path = "benches/indicators.rs"
harness = false

[dependencies.chrono]
version = "0.4.45"
features = ["std"]
optional = true
default-features = false

[dependencies.chrono-tz]
version = "0.10.4"
optional = true

[dependencies.serde]
version = "1.0"
features = ["derive"]
optional = true

[dev-dependencies.criterion]
version = "0.8.2"
features = ["html_reports"]