pond-rs

Time series analytics for Rust.

• Rolling windows over a span of time or a count of rows.
• Buckets of fixed length, or calendar days, weeks, months in any time zone (a daylight-saving day is 23 or 25 hours, as it should be).
• Per entity: run any operation per host, symbol or user, on several cores.
• Joins, alignment, reshaping: line series up on a grid, pivot, dedupe, histograms.
• 109 technical-analysis studies (RSI, MACD, Bollinger, VWAP, Ichimoku, …), each checked against a pandas / TA-Lib oracle, plus trading calendars.
• Live series that take events as they arrive and keep filters, rolling windows, bucket aggregations and partitions up to date.
• Arrow IPC and JSON in and out; columns read from Arrow without copying.

pond-rs is the Rust implementation of pond. It gives the same results as the TypeScript packages, bit for bit: a parity harness checks every operation against output written by pond-ts.

Install

[dependencies]
pond-rs = "0.1"

The library is imported as pond_rs. It needs Rust 1.88 or newer.

Example

use pond_rs::{Agg, Column, Reducer, Sequence, TimeSeries, parse_time_in};

fn main() -> pond_rs::Result<()> {
    // Readings every 6 hours across New York's spring-forward weekend.
    let start = parse_time_in("2026-03-07", "America/New_York")?;
    let times: Vec<i64> = (0..12).map(|i| start + i * 6 * 3_600_000).collect();
    let load = vec![0.4, 0.5, 0.9, 0.7, 0.3, 0.2, 0.8, 0.6, 0.5, 0.4, 0.7, 0.9];
    let cpu = TimeSeries::new("cpu", times, vec![Column::required("load", load)])?;

    // One row per calendar day in New York.
    let daily = cpu.aggregate(
        &Sequence::calendar("day", "America/New_York")?,
        &[Agg::new("peak", "load", Reducer::Max)],
    )?;
    for row in daily.rows() {
        let hours = (row.end() - row.begin()) / 3_600_000;
        println!("{hours}h day, peak {:?}", row.number("peak")?); // 24h, 23h, 24h
    }
    Ok(())
}

More in examples/: quickstart, rsi (finance studies) and live_stream (live series). Run one with cargo run --example rsi.

Cargo features

default-features = false leaves the batch core and the finance studies, on one thread. The crate also builds for wasm32-unknown-unknown (one thread).

Documentation

• API reference: docs.rs/pond-rs
• Guide: pond-ts.org/docs/pond-rs
• Coming from pond-ts, pandas or polars: the guide's comparison pages.

Versions

pond-rs is before 1.0: a minor version (0.1 to 0.2) may change the API. Each release notes the pond-ts version its results are checked against.

License

MIT. See LICENSE.