ta-statistics 0.2.6

Rolling statistics for technical analysis in backtesting and live trading systems.
Documentation 
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[dependencies.ahash]
default-features = false
features = ["runtime-rng"]
version = "0.8"

[dependencies.compensated-summation]
version = "0.3.1"

[dependencies.hashbrown]
default-features = false
version = "0.15.2"

[dependencies.num-traits]
default-features = false
features = ["libm"]
version = "0.2"

[dependencies.ordered-float]
version = "5.0"

[dev-dependencies.assert_approx_eq]
version = "1.1"

[lib]
name = "ta_statistics"
path = "src/lib.rs"

[package]
authors = ["Dhruv Soi<l33t.quant@gmail.com>"]
autobenches = false
autobins = false
autoexamples = false
autolib = false
autotests = false
build = false
categories = ["algorithms", "finance", "mathematics"]
description = "Rolling statistics for technical analysis in backtesting and live trading systems."
documentation = "https://docs.rs/ta-statistics"
edition = "2024"
keywords = ["technical-analysis", "backtesting", "trading", "algotrading", "statistics"]
license = "MIT"
name = "ta-statistics"
readme = "README.md"
repository = "https://github.com/l33tquant/ta-statistics"
version = "0.2.6"