tesser-indicators

tesser-indicators is the high-precision analytics engine that powers the Tesser strategy stack. Every indicator runs on rust_decimal::Decimal to eliminate floating-point drift, updates in O(1) time, and can be chained together through a lightweight pipe() API.

Highlights

• Decimal-first arithmetic – all math is performed with Decimal, keeping indicator output stable even across millions of updates.
• Generic inputs – anything that implements the Input trait (f64, Decimal, tesser_core::Candle, etc.) can be fed into an indicator.
• Composable by design – the Indicator trait exposes a pipe() helper that connects two indicators without runtime allocation.
• Battle-tested cores – SMA, EMA, RSI, and Bollinger Bands ship with exhaustive unit tests covering warm-ups, resets, and steady-state calculations.

Quick Start

use rust_decimal::Decimal;
use tesser_indicators::indicators::{Rsi, Sma};
use tesser_indicators::Indicator;

// Smoothing a momentum signal with a moving average
let mut rsi = Rsi::new(14).unwrap();
let mut smoothed = rsi.pipe(Sma::new(5).unwrap());

for price in [101.5, 102.0, 101.2, 103.3, 104.8] {
    if let Some(value) = smoothed.next(price) {
        println!("Smoothed RSI = {value}");
    }
}

Available Indicators

• Sma – Simple moving average backed by a rolling accumulator.
• Ema – Wilder-style exponential moving average with constant-time updates.
• Rsi – Relative Strength Index that mirrors the default TradingView behaviour.
• BollingerBands – SMA + population standard deviation with configurable multipliers.

New indicators should live in the src/indicators module directory, implement the shared Indicator trait, and include exhaustive tests.

Contributing

• Keep indicator updates strictly O(1) by using incremental statistics instead of rescanning history.
• Always prefer Decimal internals. Convert from f64 only at the ingestion boundary using the provided Input trait.
• Add regression tests that cover warm-up behaviour, steady-state accuracy, and reset() semantics.