Module functions 

Standalone batch indicator functions and incremental structs.

Ported from the original indicators crate lib. These work on slices (batch mode) or as incremental O(1)-per-tick structs.

Structs

ATR

Incremental Wilder ATR.

EMA

Incremental EMA — O(1) update, SMA warm-up.

IndicatorCalculator

Multi-period indicator calculator (batch mode).

StrategyIndicators

Bundle of per-strategy indicator series.

Functions

atr

Average True Range (EMA-smoothed).

ema

Exponential Moving Average over a price slice. Returns a Vec of the same length; leading values are NaN until warm-up.

macd

MACD — returns (macd_line, signal_line, histogram).

rsi

Relative Strength Index.

sma

Simple Moving Average over a price slice.

true_range

True Range = max(H-L, |H-prevC|, |L-prevC|).