volas

A Rust-backed, OHLCV-shaped DataFrame for candlestick / market time-series, with a technical-indicator directive engine.

volas is intentionally narrow — not a general-purpose DataFrame. It targets live OHLCV pipelines: append a new bar, keep indicator columns cached, and recompute only the stale tail (O(lookback + new rows), not O(n)).

This crate is the umbrella that re-exports the volas workspace (volas-core, volas-compute, volas-directive, volas-time, volas-io) behind one dependency.

[dependencies]
volas = "1"

use volas::{Column, DataFrame};
use volas::directive::{execute, parse};

let df = DataFrame::new(
    vec!["close".to_string()],
    vec![Column::f64(vec![1.0, 2.0, 3.0, 4.0])],
    None,
)?;

// `ma:2` is a 2-period simple moving average over `close`.
let directive = parse("ma:2")?;
let ma = execute(&df, &directive)?;
assert_eq!(ma.to_f64_vec()[3], 3.5); // (3.0 + 4.0) / 2
# Ok::<(), volas::VolasError>(())

Layout

• top level — the data model (DataFrame, Series, Column, Index, DType, Scalar, Tz, Result, VolasError), plus read_csv and TimeFrame;
• volas::directive — parse a directive string, then execute it;
• volas::compute — numeric kernels and technical indicators (pure functions);
• volas::time — time-frame cumulation (OHLCV resampling);
• volas::core — the full volas-core surface.

There is also a Python package named volas (Rust kernels via PyO3) on PyPI; it is a separate distribution from this crate.

License

MIT