Expand description
Technical analysis indicators for NautilusTrader.
The nautilus-indicators crate provides a collection of technical analysis indicators
for quantitative trading and market research. This includes a wide variety of indicators
organized by category, with a unified trait-based architecture for consistent usage:
- Moving averages: SMA, EMA, DEMA, HMA, WMA, VWAP, adaptive averages, and linear regression.
- Momentum indicators: RSI, MACD, Aroon, Bollinger Bands, CCI, Stochastics, and rate of change.
- Volatility indicators: ATR, Donchian Channels, Keltner Channels, and volatility ratios.
- Ratio analysis: Efficiency ratios and spread analysis for relative performance.
- Order book indicators: Book imbalance ratio for analyzing market microstructure.
- Common indicator trait: Unified interface supporting bars, quotes, trades, and order book data.
All indicators are designed for high-performance real-time processing with bounded memory usage and efficient circular buffer implementations. The crate supports both Rust-native usage and Python integration for strategy development and backtesting.
§NautilusTrader
NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.
The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.
§Feature Flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.extension-module: Builds the crate as a Python extension module.