polars-ta: Technical Analysis Library in Pure Rust

中文文档 | API Docs | Wiki

A complete Rust implementation of all 158 ta-lib technical indicators, with:

• 🦀 Pure Rust — no C dependencies, safe code
• ⚡ High Performance — competitive with or faster than ta-lib on most indicators
• 🐼 Polars Integration — first-class Series/DataFrame API
• 🤖 AI-Friendly — comprehensive documentation for LLM-assisted development
• ✅ Golden Tests — 684/688 test cases pass vs ta-lib reference implementation

Quick Start

Install

[dependencies]
polars-ta-core = "0.1"

Basic Usage

use polars_ta_core::trend::sma;
use polars_ta_core::oscillator::rsi;

let prices: Vec<f64> = vec![...];
let sma_values = sma(&prices, 20);
let rsi_values = rsi(&prices, 14);

With Polars

use polars::prelude::*;
use polars_ta::trend::sma_series;

let series = Series::new("close".into(), &prices);
let result = sma_series(&series, 20)?;

Run Comparison Benchmarks

git clone https://github.com/map-A/ta-lib-rs.git
cd ta-lib-rs
./scripts/run_golden.sh          # run golden tests vs ta-lib
./scripts/bench_all.sh           # run full performance comparison

Performance Comparison

All benchmarks run on n=10,000 data points (µs = microseconds, median latency).
Ratio = polars-ta / ta-lib (lower is better; N/A means ta-lib doesn't expose a Python benchmark for this indicator).

Documentation

• Indicator Reference (EN)
• Indicator Reference (ZH)
• AI Usage Guide (EN)
• Custom Indicator Guide (EN)
• GitHub Wiki

Project Structure

ta-lib-rs/
├── crates/
│   ├── polars-ta-core/     # Core Rust implementation (no Polars dependency)
│   ├── polars-ta/          # Polars Series/DataFrame wrappers
│   ├── polars-ta-plugin/   # PyO3/Polars Python plugin
│   └── polars-ta-verify/   # Golden tests and benchmarks
├── scripts/                # Utility scripts
├── docs/                   # Documentation
└── golden/                 # Golden test cases (JSON)

Contributing

See docs/CUSTOM_INDICATOR.md for how to add new indicators.