Crate kestrel_chartkit 

Streaming technical-analysis primitives, regime classification, composite scoring, and SVG chart exports.

Most consumers should start with the root re-exports. Concrete indicator and engine modules remain public for advanced composition; the crate is pre-1.0 and does not yet promise API stability for those lower-level modules.

Re-exports

pub use adapters::DataFeedAdapter;

pub use adapters::InMemoryDataFeed;

pub use adapters::LoggingNotificationSink;

pub use adapters::NotificationEvent;

pub use adapters::NotificationSeverity;

pub use adapters::NotificationSink;

pub use adapters::WebhookNotificationSink;

pub use applicability::check_applicability;

pub use applicability::data_requirements;

pub use applicability::rule_catalog;

pub use applicability::Applicability;

pub use applicability::ApplicabilityNote;

pub use applicability::ApplicabilityReason;

pub use applicability::ApplicabilityTier;

pub use applicability::DataRequirements;

pub use applicability::RuleDescription;

pub use artifact::Artifact;

pub use artifact::PivotArtifact;

pub use artifact::ProfileArtifact;

pub use artifact::ProfileBin;

pub use artifact::ScenarioArtifact;

pub use artifact::ZoneArtifact;

pub use calendar::ExchangeCalendar;

pub use calendar::SessionSegment;

pub use checkpoint::Checkpoint;

pub use checkpoint::CheckpointStore;

pub use clustering::kmeans_1d;

pub use clustering::KMeansResult;

pub use clustering::RobustBand;

pub use clustering::RollingRobustThreshold;

pub use contract::contract_pnl;

pub use contract::contract_tick_value;

pub use contract::notional_value;

pub use contract::stop_risk_amount;

pub use contract::ContractSpec;

pub use contract::ContractSpecError;

pub use contract::Currency;

pub use contract::FxConversionError;

pub use contract::FxRate;

pub use contract::InstrumentType;

pub use contract::ValuationError;

pub use event::AlertDeduplicator;

pub use event::AlertEvent;

pub use event::EventPhase;

pub use execution::submit_bracket;

pub use execution::ExecutionCosts;

pub use execution::Fill;

pub use execution::FillSimulator;

pub use execution::FillSimulatorConfig;

pub use execution::Order;

pub use execution::OrderKind;

pub use execution::OrderSide;

pub use execution::OrderStatus;

pub use execution::Position;

pub use finance::discount_factor;

pub use finance::price_bond;

pub use finance::year_fraction;

pub use finance::yield_to_maturity;

pub use finance::BondPricingResult;

pub use finance::BondSpec;

pub use finance::BusinessCalendar;

pub use finance::BusinessDayConvention;

pub use finance::Cashflow;

pub use finance::Compounding;

pub use finance::CouponSchedule;

pub use finance::Date;

pub use finance::DayCountConvention;

pub use finance::FinanceError;

pub use finance::FixedRateBond;

pub use finance::ScheduleStub;

pub use finance::Weekday;

pub use graph::ComposedNode;

pub use graph::CompositionGraph;

pub use graph::GraphError;

pub use graph::GraphIndicator;

pub use graph::Leaf;

pub use indicator::cvd_intrabar::DeltaAnchor;

pub use indicator::cvd_intrabar::DeltaProvenance;

pub use indicator::cvd_intrabar::IntrabarCvd;

pub use indicator::cvd_intrabar::IntrabarDelta;

pub use indicator::cvd_intrabar::UnchangedIntrabarPolicy;

pub use indicator::registry::build;

pub use indicator::registry::build_checked;

pub use indicator::registry::build_typed;

pub use indicator::registry::catalog;

pub use indicator::registry::ParamValue;

pub use indicator::registry::RegistryError;

pub use indicator::registry::TypedParams;

pub use indicator::Indicator;

pub use indicator::IndicatorAlert;

pub use indicator::IndicatorOutput;

pub use intrabar::IntrabarGroup;

pub use intrabar::IntrabarGrouper;

pub use lifecycle::BarLifecycle;

pub use lifecycle::LifecycleError;

pub use lifecycle::LifecycleRunner;

pub use model::Bar;

pub use model::BarQuality;

pub use model::BarValidationError;

pub use model::ContinuityKind;

pub use model::InstrumentMeta;

pub use model::InstrumentMetaError;

pub use model::LiquidityTier;

pub use model::MarketRegime;

pub use model::PriceAdjustment;

pub use model::Provenance;

pub use model::QualifiedBar;

pub use model::Resolution;

pub use model::RiskPlan;

pub use model::SeriesCapabilities;

pub use model::SeriesIdentity;

pub use model::SessionKind;

pub use model::Source;

pub use model::SupportResistanceZone;

pub use model::VolumeKind;

pub use model::ZoneKind;

pub use option::black_76;

pub use option::black_scholes_merton;

pub use option::implied_volatility;

pub use option::normal_cdf;

pub use option::normal_pdf;

pub use option::verify_put_call_parity;

pub use option::BlackScholesInputs;

pub use option::OptionError;

pub use option::OptionGreeks;

pub use option::OptionPricingResult;

pub use option::OptionStyle;

pub use option::OptionType;

pub use parity::ParityFixture;

pub use parity::ParityFixtureError;

pub use parity::ParityFixtureRow;

pub use parity::ParityOutcome;

pub use parity::ParityReport;

pub use portfolio::calculate_return_metrics;

pub use portfolio::cashflow_adjusted_return;

pub use portfolio::compute_drawdown;

pub use portfolio::evaluate_portfolio;

pub use portfolio::historical_var_and_es;

pub use portfolio::volatility_targeting_scale;

pub use portfolio::CashLedger;

pub use portfolio::DrawdownStats;

pub use portfolio::HistoricalRiskStats;

pub use portfolio::PortfolioError;

pub use portfolio::PortfolioSnapshot;

pub use portfolio::PositionEvaluation;

pub use portfolio::PositionSide;

pub use portfolio::PositionSnapshot;

pub use portfolio::ReturnMetrics;

pub use regime::classify_regime;

pub use regime_advanced::AdaptiveCycleOutput;

pub use regime_advanced::AdaptiveCycleTracker;

pub use regime_advanced::HysteresisBand;

pub use regime_advanced::HysteresisLevel;

pub use regime_advanced::PredictabilityTracker;

pub use regime_advanced::RegimeMarkovModel;

pub use regime_advanced::RegimePersistenceOutput;

pub use regime_advanced::RegimePersistenceTracker;

pub use risk::position_size;

pub use risk::position_size_contract;

pub use risk::AccountRisk;

pub use risk::PositionSizeResult;

pub use risk::ScaleInStep;

pub use risk::ScaleOutStep;

pub use risk::ScalePlan;

pub use risk::StopDecision;

pub use risk::StopManager;

pub use runner::run_batch;

pub use runner::run_batch_checked;

pub use runner::run_batch_with_applicability;

pub use runner::BatchResult;

pub use runner::TimestampedOutput;

pub use scenario::ScenarioStateMachine;

pub use scenario::ScenarioStatus;

pub use scenario::StageConfig;

pub use scoring::aggregate_subscores;

pub use scoring::aggregate_subscores_with_instrument;

pub use scoring::score_indicator;

pub use scoring::WeightPreset;

pub use series::CumulativeSum;

pub use series::Series;

pub use series::SeriesEvents;

pub use session::SessionConfig;

pub use session::SessionConfigError;

pub use session::SessionTracker;

pub use signal::CompositeSignal;

pub use signal::PermissionGrade;

pub use signal::SignalDirection;

pub use signal::SubScore;

pub use stats::correlation;

pub use stats::linear_regression;

pub use stats::longest_run;

pub use stats::wilson_interval;

pub use stats::ProportionInterval;

pub use stress::apply_portfolio_stress;

pub use stress::multi_asset_block_bootstrap;

pub use stress::simulate_equity_paths;

pub use stress::simulate_stop_gap_execution;

pub use stress::PathSimulationSummary;

pub use stress::StressError;

pub use stress::StressScenario;

pub use stress::StressedPortfolioResult;

pub use structure::find_sr_zones;

pub use structure::ManagedZone;

pub use structure::ZoneRegistry;

pub use structure::ZoneState;

pub use synthetic::bos_choch_swing_bars;

pub use synthetic::random_walk_bars;

pub use synthetic::trending_bars;

pub use synthetic::wyckoff_schematic_bars;

pub use synthetic::SimpleRng;

pub use synthetic::SwingDirection;

pub use synthetic::WyckoffGeneratorConfig;

pub use timeframe::BarResampler;

pub use timeframe::ConfirmedResampler;

pub use timeframe::Timeframe;

pub use timeframe::TimeframeError;

pub use valuation::bootstrap::CalibrationInstrument;

pub use valuation::portfolio::MarketScenario;

pub use valuation::portfolio::PortfolioReport;

pub use valuation::portfolio::PortfolioScenarioResult;

pub use valuation::portfolio::PortfolioSensitivities;

pub use valuation::portfolio::PortfolioValuation;

pub use valuation::portfolio::PositionValuation;

pub use valuation::portfolio::SensitivityKind;

pub use valuation::portfolio::ValuationModel;

pub use valuation::portfolio::ValuationPosition;

pub use valuation::portfolio::ValuedInstrument;

pub use valuation::volatility::SurfaceValidity;

pub use valuation::volatility::VolatilitySurface;

pub use valuation::BondCurveValuation;

pub use valuation::DiscountCurve;

pub use valuation::ForwardCurve;

pub use valuation::ValuationContext;

pub use valuation::ValuationContextError;

pub use valuation::ValuationStamp;

pub use valuation::Valued;

pub use valuation::YieldCurve;

pub use cross_asset::compute_market_breadth;

pub use cross_asset::compute_pair_spread;

pub use cross_asset::compute_rolling_beta;

pub use cross_asset::compute_signal_correlation_matrix;

pub use cross_asset::correlation_matrix;

pub use cross_asset::relative_strength as relative_strength_ranking;

pub use cross_asset::CloseSample;

pub use cross_asset::MarketBreadthSnapshot;

pub use cross_asset::PairSpreadResult;

pub use cross_asset::RollingBetaResult;

pub use cross_asset::SignalCorrelationCell;

pub use cross_asset::UniverseMemberObservation;

pub use scoring::agreement::aggregate_agreement;

pub use scoring::agreement::Agreement;

pub use scoring::agreement::AgreementStrategy;

pub use scoring::agreement::DirectionalStatement;

pub use evaluation::price::ForwardPriceOutcome;

pub use evaluation::price::PriceDirection;

pub use evaluation::price::PriceObservation;

pub use evaluation::price::PriceOutcomeSample;

pub use evaluation::price::PriceOutcomeStats;

pub use evaluation::price::PriceStats;

pub use evaluation::probability::block_bootstrap_brier;

pub use evaluation::probability::compute_calibration_metrics;

pub use evaluation::probability::CalibratedProbability;

pub use evaluation::probability::CalibrationMetrics;

pub use evaluation::probability::IsotonicCalibrator;

pub use evaluation::probability::ValidationExperimentManifest;

pub use evaluation::split::split_trades_purged;

pub use evaluation::split::PurgedSplitConfig;

pub use evaluation::split::PurgedTrainTestSplit;

pub use evaluation::split::SplitError;

pub use evaluation::split::TradeSpan;

Modules

adapters

Provider-neutral data-feed and notification integration contracts (traits), plus dependency-free reference implementations. Provider-neutral integration contracts: a data-feed trait and a notification-sink trait, plus dependency-free reference implementations (an in-memory feed, a logging sink, and a transport-agnostic webhook-shaped sink). Tools embedding kestrel-chartkit implement these traits with their own broker/exchange/webhook specifics; this crate never depends on a specific provider, and ships no HTTP client — WebhookNotificationSink takes the actual transport as an injected closure instead.

analytics

Pure on-demand market-state and price-level snapshots. On-demand analytical snapshots over chronological OHLCV bars. These are pure computations: no provider, persistence, strategy scheduling or UI dependencies. Callers provide finite input bars and applicable volume data. Timestamp values are not inspected. Output enums/fields preserve the existing consumer wire representation with the serde feature.

applicability

Plausibility check between an indicator’s data requirements and a series’ capabilities. Plausibility check between what an indicator’s calculation needs from a bar series (crate::applicability::DataRequirements) and what a series actually provides (crate::model::SeriesCapabilities).

artifact

Shared, typed result/artifact models (pivots, zones, profiles, scenarios). Shared, typed result/artifact models for indicator outputs.

calendar

IANA-timezone, DST-aware exchange calendars. Requires the calendar feature. IANA-timezone, DST-aware exchange calendars.

checkpoint

Versioned state snapshots for long-running engines. Versioned state snapshots for long-running engines.

clustering

Deterministic clustering and robust adaptive-threshold primitives. Deterministic clustering and robust adaptive-threshold primitives for regime/tradability engines, so each one stops hand-rolling its own bucketing/outlier-sensitive threshold logic.

contract

Contract specifications, currencies, and linear contract valuation models. Provider-neutral instrument contract specifications, currency definitions, and valuation models.

cross_asset

Cross-instrument return analysis over aligned close samples. Pairwise return correlation and relative-strength ranking over close samples. Inputs must be finite, chronological, and use a common timestamp convention.

engine

Market-context and execution-support calculations. Composite “engine” layer (plan kestrel-chartkit-design-plan.md, Anhang E–G): structures that combine several indicator::* outputs into a higher-level context/state/permission reading, sitting above the per-bar Indicator trait and below scoring::CompositeSignal.

evaluation

Evaluation records and aggregate trade statistics.

event

Event/alert enrichment: timestamps, instrument/timeframe context, stable IDs, deduplication. Event and alert enrichment model.

execution

Provider-neutral order/fill simulator: orders, partial fills, pyramiding, costs, position state. Provider-neutral order/fill simulator: market/limit/stop/stop-limit/trailing orders, partial fills bounded by a per-bar participation cap, pyramiding (multiple same-direction fills accumulating one position), fees/spread/slippage, and explicit position state.

finance

Financial day-count conventions, cashflow discounting, and bond valuation. Financial day-count conventions, coupon schedules, cashflow discounting, and bond valuation.

graph

Generic composition graph: typed indicator dependencies, shared intermediate outputs, and centralized warmup/execution ordering. Generic composition graph for indicators with typed dependencies.

indicator

Streaming indicators and the validated indicator registry.

intrabar

Lower-timeframe (intrabar) child-bar grouping under a higher-timeframe parent bucket. Lower-timeframe (intrabar) child-bar grouping.

lifecycle

Bar lifecycle events and rollback-safe, idempotent recomputation. Bar lifecycle events and rollback-safe, idempotent recomputation.

model

Shared OHLCV and market-domain types.

option

European vanilla option pricing, analytical Greeks, and implied volatility solver. European vanilla option pricing, analytical Greeks, and implied volatility solver.

parity

Reference-parity fixture harness: standardized reference-value comparison with timestamp alignment, warmup handling, tolerances, MTF boundaries, and explicit missing values. Reference-parity fixture harness: a standardized way to compare a Rust indicator’s output series against confirmed external reference values, with timestamp alignment, automatic warmup handling, per-row or default tolerances, explicit missing-value rows, and an MTF-boundary-aware comparison mode — reusable across the whole porting scope instead of the hand-rolled per-indicator fixture parsing the existing golden tests use.

portfolio

Provider-neutral portfolio exposure, cashflow-adjusted equity returns, and risk analytics. Provider-neutral portfolio exposure, cashflow-adjusted equity returns, and risk analytics.

regime

Market-regime classification.

regime_advanced

Advanced regime-model building blocks: Markov transitions, persistence, predictability, hysteretic transitions, and adaptive cycle-length tracking. Advanced regime-model building blocks layered on top of crate::regime::classify_regime’s single-shot four-class output: empirical Markov transition probabilities, trend persistence (streak length), a streaming predictability index, hysteretic (chatter-free) level transitions, and adaptive swing-length tracking as a dominant-cycle-length proxy.

risk

Provider-neutral risk and position-sizing: account risk, leverage/notional limits, scale-in/out plans, break-even/time-stop rules. Provider-neutral risk and position-sizing: account-risk-based sizing on top of InstrumentMeta (tick size, not a broker-specific contract spec), leverage/position limits, scale-in/out plans, and break-even/time-stop rules.

runner

Batch and replay execution over a full bar history. Batch and replay execution over a full bar history.

scenario

Generic composite scenario state machine: multi-stage progressions with per-stage expiry and explicit invalidation. Generic composite scenario state machine: a reusable multi-stage progression with per-stage expiry (“Ablauf”) and explicit invalidation, generic over any caller-defined stage enum — rather than one hand-rolled state machine per scenario shape. Ships with three concrete presets matching the doc’s named examples: Edge -> Setup -> Watch -> Trigger, Armed Balance -> Breakout -> Aftermath, and Direct/Pullback/Failure.

scoring

Indicator scoring and composite aggregation.

series

Historical series sliding lookback and event helpers.

session

Trading session and Opening Range Breakout (ORB) tracking.

signal

Composite signal data types.

stats

Rolling statistical primitives, linear regression, and sample statistics (Wilson interval, longest run). Rolling statistics primitives for streaming series calculations.

stress

Stress testing, multi-asset block bootstrapping, path simulation, and execution uncertainty. Stress testing, multi-asset block bootstrapping, path simulation, and execution uncertainty.

structure

Support and resistance discovery and zone lifecycle.

synthetic

Deterministic synthetic price series and market pattern generators. Deterministic, dependency-free synthetic price series and market pattern generators.

timeframe

Custom timeframe types and OHLCV bar resampling.

transform

Bar-series transformations that derive alternative candles from observed ones. Bar-series transformations: alternative candles derived from observed ones.

valuation

Shared valuation context: valuation date, market-data stamp, curves and FX. A shared valuation context: when we are valuing, on which market data, and with which curves.

viz

Chart DTOs and static SVG rendering.

Constants

VERSION

Version dieser Rechenbibliothek, zur Laufzeit lesbar.