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.

Incremental warm-up contract

Every Incremental* struct has the same update shape: it returns Option<T>, where None means “no value is defined yet”. Structs whose maths seeds from the first tick (EMA, ATR, MACD) return Some from the first call; the others return None until their warm-up completes:

Struct	update returns	First Some
IncrementalEma	Option<f64>	first tick (seeds from it)
IncrementalAtr	Option<f64>	first tick (TR = high − low)
IncrementalRsi	Option<f64>	second tick (needs a prior price)
IncrementalMacd	Option<(f64, f64, f64)>	first tick (all EMAs seed from it)
IncrementalBollinger	Option<BollingerBandsValue>	after period ticks
EMA / ATR	() — read via value() / is_ready()	after period ticks (SMA seed)

Early EMA/MACD values are mathematically defined but still converging toward the batch equivalents (which warm up with an SMA seed or leading NaN); gate on your own bar count if you need fully-converged values.

None of these structs validate their inputs: feeding NaN poisons the internal state (NaN propagates through every subsequent value) without panicking. Filter non-finite ticks upstream.

Structs

ATR

Incremental Wilder ATR.

BollingerBandsValue

Per-tick Bollinger Bands output (see IncrementalBollinger).

EMA

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

IncrementalAtr

Incremental ATR — O(1) per-tick true-range EMA.

IncrementalBollinger

Incremental Bollinger Bands — per-tick bands over a rolling window.

IncrementalEma

Incremental EMA — O(1) update per tick that returns the new value each call.

IncrementalMacd

Incremental MACD — O(1) per-tick MACD line, signal, and histogram.

IncrementalRsi

Incremental RSI — O(1) per-tick, EMA-smoothed gains/losses.

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.

ema_nan_aware

EMA that handles leading NaN values, matching Python’s ewm(adjust=False) behaviour.

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|).