mylittleindicators 0.1.2

Multi-stream financial indicators library — 559 bar indicators + 21 event primitives across 35 categories. Consumes OHLCV bars, ticks, orderbook (snapshot/delta), funding, mark price, open interest, liquidations, ticker, agg trades, and 12+ extended stream types from digdigdig3 exchange connectors.
Documentation
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pub mod basic_kalman_filter;
pub mod extended_kalman_filter;
pub mod unscented_kalman_filter;
pub mod particle_filter;
pub mod alpha_beta_gamma_filter;
pub mod kalman_regime_composite;
pub mod kalman_regime_score;
pub mod kalman_slope_zscore;
pub mod kalman_trend_regime;
pub mod kalman_trend_slope;
pub mod rts_smoother;
pub mod kalman_catalog;

pub use basic_kalman_filter::BasicKalmanFilter;
pub use extended_kalman_filter::ExtendedKalmanFilter;
pub use unscented_kalman_filter::UnscentedKalmanFilter;
pub use particle_filter::ParticleFilter;