indexes_rs/
lib.rs

1/*!
2# indexes_rs Library
3
4Welcome to the `indexes_rs` library! This library provides a suite of technical indicators for financial market analysis. All indicators and related types are grouped under the `v1` and `v2` modules.
5
6## Version 1 (v1)
7The original collection of fundamental technical indicators including RSI, MACD, Bollinger Bands, and other essential indicators for technical analysis.
8
9## Version 2 (v2)
10An advanced collection of technical indicators specifically designed for cryptocurrency trading algorithms and sophisticated signal aggregation systems. This version focuses on volume-based indicators, trend strength measurement, and momentum analysis optimized for crypto market volatility.
11
12The v2 indicators implemented in this library include:
13
14- **OBV (On Balance Volume):** Volume-based momentum indicator that tracks cumulative volume flow.
15- **MFI (Money Flow Index):** Volume-weighted RSI that combines price and volume for overbought/oversold analysis.
16- **Parabolic SAR:** Trend-following indicator providing dynamic stop-loss levels and reversal signals.
17- **ADX (Average Directional Index):** Measures trend strength regardless of direction, essential for trend filtering.
18- **CCI (Commodity Channel Index):** Momentum oscillator for identifying cyclical trends and extreme conditions.
19- **Williams %R:** Momentum indicator for detecting extreme overbought/oversold conditions.
20- **Standard Deviation:** Mathematical foundation for volatility measurement and statistical analysis.
21
22Each module contains its own implementation (typically in a `main.rs` file) and associated tests (in a `__tests__.rs` or `_tests__` directory). For more details on each indicator, please refer to the documentation within the corresponding module.
23
24*/
25
26pub mod v1 {
27    //! # Version 1
28    //!
29    //! This module groups all the technical indicators and shared types under version 1 of the
30    //! `indexes_rs` library. The structure is as follows:
31    //!
32    //! - **atr:** Implements the Average True Range (ATR) indicator.
33    //! - **bollinger:** Implements Bollinger Bands.
34    //! - **ema:** Implements the Exponential Moving Average (EMA) indicator.
35    //! - **ma:** Provides a unified interface for multiple moving averages (SMA, EMA, MACD).
36    //! - **macd:** Implements the MACD (Moving Average Convergence Divergence) indicator.
37    //! - **rsi:** Implements the Relative Strength Index (RSI) indicator.
38    //! - **sma:** Implements the Simple Moving Average (SMA) indicator.
39    //! - **roc:** Implements the Rate of Change (ROC) indicator.
40    //! - **momentum:** Implements the Momentum indicator.
41    //! - **stochastic:** Implements the Stochastic Oscillator indicator.
42    //! - **support_resistance:** Implements Support & Resistance indicators.
43    //! - **types:** Contains shared types (structs, enums) used throughout the library.
44
45    pub mod atr {
46        //! **ATR Module**
47        //!
48        //! Provides an implementation of the Average True Range (ATR) indicator.
49        mod __tests__;
50        pub mod main;
51    }
52    pub mod bollinger {
53        //! **Bollinger Bands Module**
54        //!
55        //! Implements Bollinger Bands using a simple moving average (SMA) and standard deviation.
56        mod __tests__;
57        pub mod main;
58        pub mod types;
59    }
60    pub mod ema {
61        //! **EMA Module**
62        //!
63        //! Implements the Exponential Moving Average (EMA) indicator.
64        mod __tests__;
65        pub mod main;
66    }
67    pub mod ma {
68        //! **Moving Averages Module**
69        //!
70        //! Provides a unified interface for multiple moving averages, including SMA, EMA, and MACD.
71        mod __tests__;
72        pub mod main;
73    }
74    pub mod macd {
75        //! **MACD Module**
76        //!
77        //! Implements the Moving Average Convergence Divergence (MACD) indicator.
78        mod __tests__;
79        pub mod main;
80        pub mod types;
81    }
82    pub mod rsi {
83        //! **RSI Module**
84        //!
85        //! Implements the Relative Strength Index (RSI) indicator.
86        mod __tests__;
87        pub mod main;
88        pub mod types;
89    }
90    pub mod sma {
91        //! **SMA Module**
92        //!
93        //! Implements the Simple Moving Average (SMA) indicator.
94        mod __tests__;
95        pub mod main;
96        pub mod types;
97    }
98    pub mod roc {
99        //! **ROC Module**
100        //!
101        //! Implements the Rate of Change (ROC) indicator.
102        mod __tests__;
103        pub mod main;
104        pub mod types;
105    }
106    pub mod momentum {
107        //! **Momentum Module**
108        //!
109        //! Implements the Momentum indicator.
110        mod __tests__;
111        pub mod main;
112        pub mod types;
113    }
114    pub mod stochastic {
115        //! **Stochastic Oscillator Module**
116        //!
117        //! Implements the Stochastic Oscillator indicator.
118        mod __tests__;
119        pub mod main;
120        pub mod types;
121    }
122    pub mod support_resistance {
123        //! **Support & Resistance Module**
124        //!
125        //! Implements support and resistance indicators based on swing highs and lows.
126        mod _tests__;
127        pub mod main;
128        pub mod types;
129    }
130
131    pub mod types;
132}
133
134pub mod v2 {
135    //! # Version 2 - Advanced Crypto Trading Indicators
136    //!
137    //! This module contains advanced technical indicators specifically designed for cryptocurrency
138    //! trading algorithms and sophisticated signal aggregation systems. These indicators focus on
139    //! volume analysis, trend strength measurement, and momentum detection optimized for the high
140    //! volatility environment of cryptocurrency markets.
141    //!
142    //! ## Tier 1 Indicators (Essential)
143    //! - **obv:** On Balance Volume - Critical volume-based momentum indicator
144    //! - **mfi:** Money Flow Index - Volume-weighted RSI for comprehensive market analysis
145    //!
146    //! ## Tier 2 Indicators (Highly Recommended)
147    //! - **parabolic_sar:** Parabolic SAR - Dynamic trend-following with 95% confidence level
148    //! - **adx:** Average Directional Index - Superior trend strength filtering
149    //! - **cci:** Commodity Channel Index - Effective momentum measurement for cyclical analysis
150    //!
151    //! ## Tier 3 Indicators (Supplementary)
152    //! - **williams_r:** Williams %R - Extreme condition detection for overbought/oversold analysis
153    //!
154    //! ## Mathematical Foundation
155    //! - **std_dev:** Standard Deviation - Essential statistical foundation for volatility analysis
156    //!
157    //! All indicators are designed to work together in signal aggregation systems and include
158    //! comprehensive error handling, state management, and batch processing capabilities.
159
160    /// **OBV Module**
161    ///
162    /// On Balance Volume (OBV) is a volume-based momentum indicator that tracks cumulative
163    /// volume flow to predict price movements. Essential for crypto signal validation.
164    pub mod obv {
165        mod __tests__;
166        pub mod main;
167        pub mod types;
168    }
169
170    /// **MFI Module**
171    ///
172    /// Money Flow Index (MFI) combines price and volume data to create a volume-weighted
173    /// version of RSI. Critical for identifying overbought/oversold conditions in crypto markets.
174    pub mod mfi {
175        mod __tests__;
176        pub mod main;
177        pub mod types;
178    }
179
180    /// **Parabolic SAR Module**
181    ///
182    /// Parabolic SAR (Stop and Reverse) provides dynamic trend-following signals and stop-loss
183    /// levels. Achieves 95% confidence level in crypto applications according to analysis.
184    pub mod parabolic_sar {
185        mod __tests__;
186        pub mod main;
187        pub mod types;
188    }
189
190    /// **ADX Module**
191    ///
192    /// Average Directional Index measures trend strength regardless of direction.
193    /// Superior trend strength filtering essential for crypto trading algorithms.
194    pub mod adx {
195        mod __tests__;
196        pub mod main;
197        pub mod types;
198    }
199
200    /// **CCI Module**
201    ///
202    /// Commodity Channel Index is a momentum oscillator that identifies cyclical trends
203    /// and extreme market conditions. Effective for crypto's cyclical price patterns.
204    pub mod cci {
205        mod __tests__;
206        pub mod main;
207        pub mod types;
208    }
209
210    /// **Williams %R Module**
211    ///
212    /// Williams %R is a momentum indicator specialized for detecting extreme overbought
213    /// and oversold conditions. Particularly effective in crypto's volatile environment.
214    pub mod williams_r {
215        mod __tests__;
216        pub mod main;
217        pub mod types;
218    }
219
220    /// **Standard Deviation Module**
221    ///
222    /// Standard Deviation provides the mathematical foundation for volatility measurement
223    /// and statistical analysis. Essential for Bollinger Bands and risk assessment.
224    pub mod std_dev {
225        mod __tests__;
226        pub mod main;
227        pub mod types;
228    }
229
230    /// **ATR(v2) Module**
231    ///
232    /// Provides an implementation of the Average True Range (ATR) indicator with OHLC.
233    pub mod atr {
234        mod __tests__;
235        pub mod main;
236        pub mod types;
237    }
238
239    /// **Stochastic(v2) Oscillator Module**
240    ///
241    /// Implements the Stochastic Oscillator indicator with OHLC.
242    pub mod stochastic {
243        mod __tests__;
244        pub mod main;
245        pub mod types;
246    }
247
248    /// **Support Resistance Module**
249    ///
250    /// Implements a fractal-based Support and Resistance level identifier
251    /// using High and Low price data.
252    pub mod support_resistance {
253        mod __tests__;
254        pub mod main;
255        pub mod types;
256    }
257}
indexes_rs/lib.rs

indexes_rs/
lib.rs
