# QuantWave 🌊
[](https://deepwiki.com/lavs9/quantwave)
[](https://www.rust-lang.org)
[](LICENSE)
[](https://lavs9.github.io/quantwave/)
**High-performance, Polars-native Technical Analysis for Rust.**
QuantWave is a modern technical analysis library built from the ground up for the [Polars](https://github.com/pola-rs/polars) ecosystem. It bridges the gap between **high-speed batch backtesting** and **real-time streaming execution** by ensuring bit-identical results across both modes.
Whether you are performing quantitative research over terabytes of historical data or deploying a live trading system on a tick-by-tick stream, QuantWave delivers industry-standard accuracy and extreme performance.
---
## 🚀 Why QuantWave?
- **Polars Native:** Built specifically for Polars `LazyFrame` and `Series` with zero-copy expression plugins. Say goodbye to converting to/from `Vec<f64>` or `ndarray` to calculate your indicators.
- **Streaming-Batch Parity:** Every indicator implements the "Universal Indicator" pattern, guaranteeing mathematically identical results for batch (backtesting) and streaming (live trading).
- **Comprehensive Suite:** Featuring 150+ standard indicators (via robust TA-Lib wrapping) alongside modern DSP suites (Ehlers), ML feature engineering tools, and market structure algorithms.
- **Bit-Identical Validation:** Sleep well at night. All indicators are rigorously verified against an extensive "Gold Standard" test suite using `proptest` and industry reference vectors.
---
## 📚 Documentation & Resources
For detailed indicator formulas, parameter definitions, and architectural deep-dives, please refer to our official documentation sites:
- 📖 **[QuantWave Indicator Bible (mdBook)](https://lavs9.github.io/quantwave/)**: Comprehensive reference for all native and TA-Lib indicators, complete with LaTeX math formulas.
- 🧠 **[DeepWiki Integration](https://deepwiki.com/lavs9/quantwave)**: Explore our system architecture, decision logs, and agentic workflows.
---
## 🛠 Installation
Add QuantWave to your `Cargo.toml`:
```toml
[dependencies]
quantwave = "0.1"
```
---
## 📖 Quick Start
QuantWave is designed to be completely intuitive whether you are processing historical dataframes or processing live WebSocket streams.
### 1. Batch Processing (Backtesting / Research)
Extend Polars with the `.ta()` namespace to rapidly compute indicators across your entire dataset.
```rust
use polars::prelude::*;
use quantwave::prelude::*;
let df = df.lazy()
// Calculate SuperTrend with Period=10, Multiplier=3.0
.ta()
.supertrend("high", "low", "close", 10, 3.0)
.collect()?;
```
### 2. Streaming Processing (Live Trading)
Use the core structs directly to process incoming ticks one by one without reallocating arrays or maintaining complex state buffers.
```rust
use quantwave::prelude::*;
// Initialize state machine once
let mut st = SuperTrend::new(10, 3.0);
// Feed it tick by tick in your live event loop
for tick in live_price_stream {
// SuperTrend takes (high, low, close)
let signal = st.next((tick.high, tick.low, tick.close));
println!("Latest SuperTrend Value: {:?}", signal);
}
```
---
## 🧪 Rigorous Validation
QuantWave is built for institutional-grade reliability. We validate our calculations through a rigorous three-tier pipeline:
1. **Unit Tests:** Ensuring edge cases and bounds are handled safely.
2. **Gold Standard Verification:** Comparing outputs against JSON-encoded reference vectors sourced from TradingView, MetaTrader, and established platforms.
3. **Parity Tests:** Proptest suites that continuously enforce `Batch(data) == Streaming.collect(data)`.
---
## 🤝 Contributing & Issue Tracking
QuantWave uses **Beads** (`bd`) for deterministic, graph-aware issue tracking to ensure high-velocity agentic and human collaboration.
- Check for ready work: `bd ready`
- Claim a task: `bd update <id> --claim`
---
## 📄 License
Licensed under the MIT license ([LICENSE](LICENSE) or http://opensource.org/licenses/MIT).