nyxs_owl 0.4.0

A comprehensive Rust library for trading, forecasting, and financial analysis
Documentation 
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//! # Trading Strategies
//!
//! This module provides various trading strategies based on technical indicators.

use polars::prelude::*;
use serde::{Deserialize, Serialize};
use thiserror::Error;

pub mod mean_reversion;
pub mod momentum;
pub mod multi_indicator;
pub mod trend_following;
pub mod volatility;
pub mod volume;

/// Errors that can occur during strategy execution
#[derive(Error, Debug)]
pub enum StrategyError {
    #[error("Missing required data: {0}")]
    MissingData(String),

    #[error("Invalid parameter: {0}")]
    InvalidParameter(String),

    #[error("Polars error: {0}")]
    PolarsError(#[from] PolarsError),

    #[error("Indicator error: {0}")]
    IndicatorError(String),
}

/// Strategy signals representing trade actions
#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
pub enum Signal {
    Buy,
    Sell,
    Hold,
}

/// Configuration for strategy parameters
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct StrategyConfig {
    pub parameters: Series,
}

/// Trait defining the interface for all trading strategies
pub trait Strategy {
    /// Initialize the strategy with given configuration
    fn new(config: StrategyConfig) -> Self
    where
        Self: Sized;

    /// Generate trading signals based on the provided data
    fn generate_signals(&self, data: &DataFrame) -> Result<Series, StrategyError>;

    /// Name of the strategy
    fn name(&self) -> &str;

    /// Description of the strategy
    fn description(&self) -> &str;

    /// Required data columns for this strategy
    fn required_columns(&self) -> Vec<&str>;
}