quant-indicators

Pure-math technical indicators for Rust. Decimal-backed, zero I/O, zero async, WASM-compatible.

Indicator outputs match TradingView / Bloomberg / MetaTrader where conventions exist (e.g. RSI uses Wilder's smoothing, Bollinger uses population stddev, ATR uses Wilder's method with H-L first TR).

Install

[dependencies]
quant-indicators = "0.4"
quant-primitives = "0.4"  # for Candle, Interval

Indicators

Category	Indicators
Moving averages	`Sma`, `Ema`, `Wma`, `HullMa`, `Ma` (enum dispatch)
Momentum	`Rsi` (Wilder), `Macd`, `Momentum`, `EfficiencyRatio` (Kaufman)
Volatility	`BollingerBands`, `Atr` (Wilder), `StdDev`, `VarianceRatio` (Lo-MacKinlay)
Trend	`Supertrend` (ATR-based, TF-agnostic), `DetrendedOscillator`
Volume	`VolumeSignalIndicator`
Portfolio	`Hrp` (de Prado, recursive bisection with inverse-variance)
Combinators	`Diff`, `Ratio`, `Lag`, `Scale`, `Close`
Synthesis	`synthesize_ratio_candles` (OHLC from two series)

All indicators implement the Indicator trait (streaming push-based update).

Example

use quant_indicators::{Indicator, Rsi};
use rust_decimal_macros::dec;

let mut rsi = Rsi::new(14);
for close in [dec!(100), dec!(102), dec!(101), dec!(103) /* ... */] {
    rsi.update(close);
}
let value = rsi.value();

Audit

See AUDIT-VERDICT.md at the workspace root for formula correctness, numerical stability, and convention notes (reviewed by Claude Opus agent personas — not a human-conducted audit).

License