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
pub mod statistics_catalog;

pub mod adf_kpss_composite;
pub mod adf_proxy;
pub mod arch_lm_proxy;
pub mod arch_lm_pvalue_proxy;
pub mod bai_perron_cusum;
pub mod cointegration_proxy;
pub mod cusum_break_detector;
pub mod engle_granger_adf_proxy;
pub mod engle_granger_proxy;
pub mod engle_granger_trend_proxy;
pub mod half_life_mr;
pub mod kpss_proxy;
pub mod kpss_trend_proxy;
pub mod kpss_z_proxy;
pub mod ljung_box;
pub mod pacf;
pub mod phillips_perron_proxy;
pub mod price_volume_coherence_proxy;
pub mod price_zscore;
pub mod r_squared;
pub mod residual_stationarity;
pub mod variance_ratio;
pub mod variance_ratio_aggregate;
pub mod variance_ratio_z_aggregate;
pub mod zivot_andrews_proxy;

pub use adf_kpss_composite::*;
pub use adf_proxy::*;
pub use arch_lm_proxy::*;
pub use arch_lm_pvalue_proxy::*;
pub use bai_perron_cusum::*;
pub use cointegration_proxy::*;
pub use cusum_break_detector::*;
pub use engle_granger_adf_proxy::*;
pub use engle_granger_proxy::*;
pub use engle_granger_trend_proxy::*;
pub use half_life_mr::*;
pub use kpss_proxy::*;
pub use kpss_trend_proxy::*;
pub use kpss_z_proxy::*;
pub use ljung_box::*;
pub use pacf::*;
pub use phillips_perron_proxy::*;
pub use price_volume_coherence_proxy::*;
pub use price_zscore::*;
pub use r_squared::*;
pub use residual_stationarity::*;
pub use variance_ratio::*;
pub use variance_ratio_aggregate::*;
pub use variance_ratio_z_aggregate::*;
pub use zivot_andrews_proxy::*;