Expand description
§polars-ta
Native Polars Series interface for technical analysis indicators. Numerically identical to ta-lib’s C implementation.
§Quick Start
use polars::prelude::*;
use polars_ta::trend::sma_series;
let close = Series::new("close".into(), &[1.0f64, 2.0, 3.0, 4.0, 5.0]);
let result = sma_series(&close, 3).unwrap();
// result: Series of length 3 = [2.0, 3.0, 4.0]§Output Convention
Output Series are shorter than input Series by lookback elements,
matching ta-lib’s C API. The caller is responsible for index alignment.
§Modules
trend— Moving averages and trend indicatorsoscillator— Momentum oscillatorsvolume— Volume-based indicatorsvolatility— Volatility measures
Modules§
- math_
ops - Math operator indicators: arithmetic operations and rolling window statistics
(wraps
polars_ta_core::math_ops). - math_
transform - Element-wise mathematical transformations (wraps
polars_ta_core::math_transform). All functions have lookback = 0, so output length equals input length. - oscillator
- Oscillator indicators: Polars Series wrappers.
- price_
transform - Price transform indicators (wraps
polars_ta_core::price_transform). All functions have lookback = 0, so output length equals input length. - trend
- Trend indicators: Polars Series wrappers.
- volatility
- Volatility indicators: Polars Series wrappers.
- volume
- Volume indicators: Polars Series wrappers.