Module stocks 

Ordered price-path analytics (equities or any positive price series).

Layers

Layer	API	Purpose
Scalars	simple_return, volatility, beta, …	One-off metrics
Solution	price_path_solution	Summary stats + formulas for a full path
Series	PricePathSolution::series	Period detail (return, wealth, drawdown)
Tables	PricePathSeries::print_table	Terminal / copy-paste output
TA	ta — SMA/EMA/WMA/HMA/Stoch/MACD/BB/KC/Donchian/VWAP/RVOL/RSI/ATR/LinReg + *State	Batch series + incremental push

Error handling (v0.1+)

Public scalars and price_path_solution return crate::FinanceResult. Empty series, non-positive prices, length mismatches, and zero volatility cases are structured crate::FinanceError values — not panics. Prefer composing with ? when prices come from users or external data.

Modules

atr

Average True Range (ATR)

bollinger

Bollinger Bands

donchian

Donchian channels

keltner

Keltner Channels

linear_regression

Rolling least-squares linear regression

macd

MACD (Moving Average Convergence Divergence)

path

Price-path analysis: solution struct, period series, and pretty tables.

returns

Simple and logarithmic returns from prices.

risk

Risk metrics: volatility, Sharpe, Sortino, max drawdown, beta, rolling drawdown.

rsi

Relative Strength Index (RSI)

rvol

Relative volume (RVOL)

ta

Technical analysis indicators on price / volume series.

vwap

VWAP (volume-weighted average price)

Structs

AtrParams

ATR lookback pack (Wilder).

AtrSeries

AtrSolution

AtrState

Incremental Wilder ATR.

BollingerBarOutput

One-bar Bollinger output.

BollingerParams

Bollinger parameter pack.

BollingerSeries

Middle / upper / lower / %B series.

BollingerSolution

Teaching solution + table.

BollingerState

Incremental Bollinger Bands (sample stdev on the window).

DonchianBarOutput

DonchianParams

Donchian lookback.

DonchianSeries

DonchianSolution

DonchianState

Incremental Donchian.

EmaState

Incremental EMA (α = 2/(period+1), seed = SMA of first period closes).

HmaState

Hull moving average state.

KeltnerBarOutput

KeltnerParams

Keltner parameter pack (Wilder ATR).

KeltnerSeries

KeltnerSolution

KeltnerState

Incremental Keltner (EMA mid + Wilder ATR).

LinRegBar

One fitted window.

LinRegParams

Rolling regression window length.

LinRegSolution

LinRegState

Incremental rolling regression on a caller-chosen series.

MacdParams

MACD parameter pack: fast < slow, all periods ≥ 1.

MacdSeries

Aligned MACD / signal / histogram series.

MacdSolution

Teaching wrapper with formula strings and a printable table.

MacdState

Incremental MACD (fast/slow/signal EMAs).

PricePathOptions

Options for price_path_solution.

PricePathPeriod

One step between consecutive prices.

PricePathSeries

Period series for a price path. Derefs to [PricePathPeriod].

PricePathSolution

Full analysis of an ordered price path.

RsiParams

RSI lookback pack (Wilder).

RsiSeries

RsiSolution

RsiState

Incremental Wilder RSI.

RvolParams

RVOL lookback pack.

RvolSeries

RvolSolution

RvolState

Incremental relative volume.

SmaState

Incremental SMA. After warm-up, each SmaState::push is O(1).

StochBarOutput

One-bar stochastic output (warm-up allowed as None).

StochState

Incremental stochastic (fast/full via StochasticParams).

StochasticParams

Unvalidated (but Copy) stochastic parameter pack.

StochasticSeries

Aligned %K / %D output.

StochasticSolution

Teaching wrapper around StochasticSeries.

ValidatedAtr

Validated ATR config.

ValidatedBollinger

Validated Bollinger config.

ValidatedDonchian

ValidatedKeltner

Validated Keltner config.

ValidatedLinReg

Validated pack.

ValidatedMacd

Validated MACD config for reuse across many close series.

ValidatedRsi

Validated RSI config.

ValidatedRvol

Validated RVOL config.

ValidatedStochastic

Params that passed period validation — safe to use in a tight loop.

ValidatedVwap

Validated VWAP config.

VwapParams

VWAP parameter pack.

VwapSeries

VwapSolution

VwapState

Incremental VWAP (cumulative or rolling). Call VwapState::reset at session open if desired.

WmaState

Incremental WMA: newest sample weight = period, oldest weight = 1.

Enums

ReturnKind

Kind of return used for mean / vol / Sharpe on the path.

StdevKind

Which denominator to use for window standard deviation (Bollinger, etc.).

VwapMode

Cumulative session vs rolling window.

VwapPriceSource

Price input for VWAP numerator.

Functions

atr

atr_solution

Examples

beta

OLS beta of asset returns vs market returns (same length series).

bollinger

bollinger_solution

Teaching solution with formulas + table.

cagr

Compound annual growth rate: (end / start)^(1/years) - 1.

donchian

donchian_solution

drawdown_series

Running drawdown series (one value per price, starting at 0).

ema

EMA with span period (α = 2 / (period + 1)). Seed = SMA of the first period closes.

ema_last

Last defined EMA value, if any (via EmaState).

hma

Hull moving average of period (must be ≥ 2).

hma_last

keltner

keltner_solution

Examples

linear_regression

Batch rolling OLS. series is your choice of bar field (close, high, …).

linear_regression_solution

log_return

Logarithmic return: ln(p1 / p0). Requires strictly positive prices.

log_returns

Log returns for consecutive prices: length prices.len() - 1.

macd

Free function: validate params then compute.

macd_solution

Solution with formulas + table for teaching / audit.

max_drawdown

Maximum peak-to-trough drawdown over a positive price series (most negative fraction).

mean_return

Arithmetic mean of a return series.

price_path_solution

Build a PricePathSolution summarizing returns, risk, and period detail for a price path.

price_volatility

Volatility of simple returns computed from consecutive prices.

rolling_max_drawdown

Running maximum drawdown magnitude observed up to each price index.

rsi

rsi_solution

Examples

rvol

rvol_solution

Examples

sharpe_ratio

Sharpe ratio: (mean - risk_free) / volatility over the return series.

simple_return

Simple return between two prices: (p1 - p0) / p0.

simple_returns

Simple returns for consecutive prices: length prices.len() - 1.

sma

SMA of period closes. Leading period - 1 values are None.

sma_last

Last defined SMA value, if any.

sortino_ratio

Sortino ratio: (mean - target) / downside_deviation, using returns below target only.

stochastics

Stochastic series with raw (possibly unvalidated) params — validates then computes.

stochastics_solution

Teaching solution: formulas + printable %K/%D table.

total_return

Total simple return from first to last price: (end - start) / start.

volatility

Sample standard deviation of a return series (population divisor n - 1).

volatility_annualized

Annualized volatility: volatility(returns) * sqrt(periods_per_year).

vwap

vwap_solution

Examples

wma

Weighted moving average (newest weight = period).

wma_last