mylittleindicators 0.1.8

Multi-stream financial indicators library — 556 bar indicators + 21 event primitives across 35 categories. Consumes 27 stream kinds from digdigdig3 exchange connectors: OHLCV bars, ticks, orderbook (snapshot/delta/L3), funding/predicted funding/funding settlement, mark price, index price, open interest, liquidations, ticker, agg trades, long/short ratio, option greeks, volatility index, historical volatility, basis (derived), composite index, settlement events, block trades, insurance fund, risk limit, market warning, and three kline-family variants. Live-verified on 12 exchanges (89% pass-rate on a 150s BTC slice).
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

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;