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

adx

Average Directional Index (ADX) / +DI / −DI / DX

atr

Average True Range (ATR)

bollinger

Bollinger Bands

cci

Commodity Channel Index (CCI)

donchian

Donchian channels

keltner

Keltner Channels

linear_regression

Rolling least-squares linear regression

macd

MACD (Moving Average Convergence Divergence)

mfi

Money Flow Index (MFI)

obv

On-Balance Volume (OBV)

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, Calmar, Ulcer index, correlation, information ratio, and trade-PnL helpers.

rsi

Relative Strength Index (RSI)

rvol

Relative volume (RVOL)

sar

Parabolic SAR (Stop and Reverse)

supertrend

Supertrend

ta

Technical analysis indicators on price / volume series.

vwap

VWAP (volume-weighted average price)

willr

Williams %R

Structs

AdxBarOutput

One-bar ADX pack (any field may still be warming up).

AdxParams

ADX / DI Wilder period.

AdxSeries

AdxSolution

AdxState

Incremental ADX / DI / DX.

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.

CciParams

CCI lookback (on typical price).

CciSeries

CciSolution

CciState

Incremental CCI. After warm-up each push is O(period) (mean absolute deviation).

DemaState

Double exponential moving average: 2·EMA − EMA(EMA).

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.

KamaParams

Kaufman Adaptive Moving Average parameters.

KamaState

Incremental KAMA.

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).

MfiParams

MfiSeries

MfiSolution

MfiState

Incremental MFI.

MomBarOutput

One-bar momentum pack.

MomParams

Lookback for MOM / ROC / ROCP.

MomSeries

MomSolution

MomState

Incremental MOM/ROC/ROCP (shared ring of last period closes + current).

NatrSeries

Normalized ATR series.

NatrState

Incremental NATR (wraps AtrState).

ObvParams

OBV has no lookback; pack is a unit for API consistency.

ObvSeries

ObvSolution

ObvState

Incremental OBV. Each push is O(1).

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.

RmaState

Incremental Wilder RMA (also called SMMA). α = 1/period.

RocSeries

RocpSeries

RsiParams

RSI lookback pack (Wilder).

RsiSeries

RsiSolution

RsiState

Incremental Wilder RSI.

RvolParams

RVOL lookback pack.

RvolSeries

RvolSolution

RvolState

Incremental relative volume.

SarBarOutput

SarParams

Parabolic SAR acceleration parameters.

SarSeries

SarSolution

SarState

Incremental Parabolic SAR.

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.

SupertrendBar

SupertrendParams

Supertrend pack: Wilder ATR period + band multiplier.

SupertrendSeries

SupertrendSolution

SupertrendState

Incremental Supertrend.

TemaState

Triple exponential moving average: 3·e1 − 3·e2 + e3.

ValidatedAdx

ValidatedAtr

Validated ATR config.

ValidatedBollinger

Validated Bollinger config.

ValidatedCci

ValidatedDonchian

ValidatedKama

ValidatedKeltner

Validated Keltner config.

ValidatedLinReg

Validated pack.

ValidatedMacd

Validated MACD config for reuse across many close series.

ValidatedMfi

ValidatedMom

ValidatedObv

Validated pack (always succeeds).

ValidatedRsi

Validated RSI config.

ValidatedRvol

Validated RVOL config.

ValidatedSar

ValidatedStochastic

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

ValidatedSupertrend

ValidatedVwap

Validated VWAP config.

ValidatedWillr

Validated pack.

VwapParams

VWAP parameter pack.

VwapSeries

VwapSolution

VwapState

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

WillrParams

Williams %R lookback.

WillrSeries

WillrSolution

WillrState

Incremental Williams %R.

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

adx

adx_solution

Examples

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.

cagr_from_prices

CAGR from a positive price path over years years: (end/start)^(1/years) − 1.

cagr_from_prices_periods

CAGR using (prices.len()−1) / periods_per_year as the year fraction.

calmar_ratio

Calmar ratio: CAGR / |max drawdown| on a positive price series.

calmar_ratio_periods

Calmar with year fraction from sample length and periods_per_year.

cci

cci_solution

Examples

correlation

Pearson correlation of two equal-length series.

dema

DEMA of period closes.

dema_last

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).

expectancy

Expectancy: mean trade P&L (including zeros).

hma

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

hma_last

information_ratio

Information ratio: mean(active) / stdev(active) where active[i] = asset[i] − benchmark[i].

kama

Kaufman adaptive moving average.

kama_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.

mfi

mfi_solution

Examples

mom

mom_solution

Examples

natr

Normalized ATR: 100 * ATR / close when both defined and close ≠ 0.

obv

obv_solution

Examples

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.

profit_factor

Profit factor: sum(positive pnl) / |sum(negative pnl)|.

rma

Wilder RMA / SMMA of period closes.

rma_last

roc

rocp

rolling_max_drawdown

Running maximum drawdown magnitude observed up to each price index.

rsi

rsi_solution

Examples

rvol

rvol_solution

Examples

sar

sar_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.

supertrend

supertrend_solution

Examples

tema

TEMA of period closes.

tema_last

total_return

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

true_range_series

Per-bar true range series (same length as inputs). Bar 0 uses H−L only.

ulcer_index

Ulcer index: sqrt(mean of squared percentage drawdowns) (Martin).

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

willr

willr_solution

Examples

win_rate

Win rate over a trade P&L series: count(pnl > 0) / n (zeros count as non-wins).

wma

Weighted moving average (newest weight = period).

wma_last