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Module state

finance_solution::ta

Module state 

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Incremental state machines for live / streaming bar updates.

§What this is

Pure math state: push one bar at a time, push_bars for multi-bar payloads, or seed with from_history. Not a market-data engine — your quant system owns the feed, symbols, and calendars.

§Constructor naming: new → FinanceResult (not try_new)

Fallible construction uses new, matching this crate’s Result-only style (Schedule::new_repeating, File::open in the standard library — fallibility lives in the return type, not a try_ prefix). There is no panicking twin.

§What this is not

  • No sockets, no multi-symbol registry, no auto “session open”
  • Day reset of VWAP/RVOL is your call to VwapState::reset / rebuild

§Quant engine sketch — all TA on one symbol, every 5s bar

Desks often want every indicator updated on each bar. That is the intended use of *State: one pipeline struct per symbol, sequential push (microseconds), and HashMap<Symbol, Pipeline> + optional rayon across symbols. The crate does not parallelize indicators for a single bar (shared inputs; overhead dominates).

use finance_solution::stocks::ta::*;

const FAST: StochasticParams = StochasticParams::fast(9, 3);
const MACD: MacdParams = MacdParams::standard();
const BB: BollingerParams = BollingerParams::standard();

/// Caller-owned: pack as many `*State` fields as the strategy needs.
struct SymbolTa {
    sma20: SmaState,
    ema20: EmaState,
    hma16: HmaState,
    stoch: StochState,
    macd: MacdState,
    bb: BollingerState,
    atr: AtrState,
    rsi: RsiState,
    vwap: VwapState,
    donchian: DonchianState,
    // …add LinReg, RVOL, Keltner, WMA, …
}

impl SymbolTa {
    fn new() -> finance_solution::FinanceResult<Self> {
        Ok(Self {
            sma20: SmaState::new(20)?,
            ema20: EmaState::new(20)?,
            hma16: HmaState::new(16)?,
            stoch: StochState::new(FAST)?,
            macd: MacdState::new(MACD)?,
            bb: BollingerState::new(BB)?,
            atr: AtrState::new(AtrParams::period_14())?,
            rsi: RsiState::new(RsiParams::period_14())?,
            vwap: VwapState::new(VwapParams::cumulative_typical())?,
            donchian: DonchianState::new(DonchianParams::period_20())?,
        })
    }

    fn on_5s_bar(
        &mut self,
        high: f64,
        low: f64,
        close: f64,
        volume: f64,
    ) -> finance_solution::FinanceResult<()> {
        let _ = self.sma20.push(close)?;
        let _ = self.ema20.push(close)?;
        let _ = self.hma16.push(close)?;
        let _ = self.stoch.push(high, low, close)?;
        let _ = self.macd.push(close)?;
        let _ = self.bb.push(close)?;
        let _ = self.atr.push(high, low, close)?;
        let _ = self.rsi.push(close)?;
        let _ = self.vwap.push(high, low, close, volume)?;
        let _ = self.donchian.push(high, low)?;
        Ok(())
    }
}

§Parity with batch

Batch free functions and Validated*::compute call the same *State path as live push (parity by construction). Prefer batch for research notebooks; prefer holding state for multi-symbol live updates.

Re-exports§

pub use crate::stocks::ta::moving_average::EmaState;
pub use crate::stocks::ta::moving_average::SmaState;

Structs§

BollingerBarOutput
One-bar Bollinger output.
BollingerState
Incremental Bollinger Bands.
KeltnerBarOutput
KeltnerState
Incremental Keltner (EMA mid + Wilder ATR).
MacdBarOutput
One-bar MACD output (signal/hist may still be warming up).
MacdState
Incremental MACD (fast/slow/signal EMAs).
RvolState
Incremental relative volume.
StochBarOutput
One-bar stochastic output (warm-up allowed as None).
StochState
Incremental stochastic (fast/full via StochasticParams).
VwapState
Incremental VWAP (cumulative or rolling). Call VwapState::reset at session open if desired.