Crate polars_ta_core 

polars-ta-core

Pure algorithm layer for polars-ta. All functions operate on &[f64] slices and have zero external dependencies, making this crate suitable for embedded systems, WASM, and no_std environments.

Output Convention

Output arrays are shorter than input arrays by lookback elements, matching ta-lib’s C API behavior exactly:

Input:  [v0, v1, v2, v3, v4, v5, v6, v7, v8, v9]  len=10
SMA(3): lookback=2
Output:       [v2', v3', v4', v5', v6', v7', v8', v9']  len=8

The caller is responsible for aligning output indices with the original input.

Error Handling

• Input length < lookback + 1: returns an empty Vec (never panics)
• NaN inputs: once a NaN enters the sliding sum, all subsequent outputs are NaN (IEEE 754 arithmetic, identical to ta-lib C behavior)
• All-NaN inputs: returns all-NaN output of correct length

Modules

• trend — SMA, EMA, WMA, DEMA, TEMA, MACD, BBands, SAR, ADX
• oscillator — RSI, Stoch, StochRSI, CCI, Williams %R, ULTOSC, Aroon, MFI
• volume — OBV, AD, ADOSC
• volatility — ATR, NATR, TRange
• price_transform — AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE
• math_transform — ACOS, ASIN, ATAN, CEIL, COS, COSH, EXP, FLOOR, LN, LOG10, SIN, SINH, SQRT, TAN, TANH
• math_ops — ADD, DIV, MULT, SUB, MAX, MIN, SUM, MAXINDEX, MININDEX, MINMAX, MINMAXINDEX

Modules

hilbert

Hilbert Transform indicators — 6 functions matching ta-lib exactly.

math_ops

Math Operator indicators: arithmetic operations and rolling window statistics.

math_transform

Math Transform — Element-wise Mathematical Functions

oscillator

Oscillator indicators: momentum and mean-reversion oscillators.

pattern

Candlestick pattern recognition — 61 patterns matching ta-lib.

price_transform

statistic

Statistical indicators: regression, correlation, variance, and forecast functions.

trend

Trend indicators: moving averages and trend-following oscillators.

volatility

Volatility indicators: average true range and related measures.

volume

Volume indicators: accumulation/distribution and volume flow.