Expand description
Synchronous configured strategy compilation and evaluation.
The crate accepts strict, bounded, unversioned configuration and compiles it into a deterministic material graph and finite state machine. Callers own input adaptation, material libraries, command execution, and persistence.
Structs§
- Assignment
Config - Completed
Bar - Completed
BarRequirement - Completed
BarUpdate - Configured
Command - Configured
Strategy - Configured
Strategy Requirements - Decision
- Decision
Template - Entry
Requirement - One trade slot an Entry action reserves and the class it carries, where
Noneis an unclassified entry. - Material
Args - Strict named arguments accepted by a material factory.
- Material
Build - Result of constructing one material evaluator.
- Material
Config - Material
Eval Context - Material
Library - Named
Expr - Named
Input Requirement - Named
Output - Named
Value - Note
- Note
Template - Numeric
Descriptor - A working factory’s effective numeric contract, inspected before state allocation.
- Param
Spec - Parameter
Binding - Parameter
Config - Related
Trade - Source
Id - Bounded logical completed-bar source identity.
- State
Config - Strategy
Config - Strict configured strategy document.
- Strategy
Input - Strategy
Output - Strategy
Template - A configured strategy document that may still contain declared parameter references.
- Trade
Slot Facts - Transition
Config - Value
Type - A scalar expression type with explicit optionality.
- Variable
Config
Enums§
- Action
Template - BarField
- BarShape
Calculation - BarStructure
Calculation - Command
Fact - Command
Feedback - Command
Terminal Status - Compile
Error - A terminal configuration compilation failure.
- Configured
Action Kind - Decision
Kind - Evaluation
Error - A terminal strategy evaluation failure.
- Expr
- Feedback
Field - Literal
- A strict configured literal, including an explicitly typed missing value.
- MaDerivative
Calculation - Material
Arg - One typed material argument or a reference substituted while binding a template.
- Material
Lookback - Material
Params - Compatibility builder for Rust callers migrating from the original closed parameter enum.
- Material
Update Trigger - Momentum
Calculation - Moving
Average Calculation - Normalized
Calculation - Note
Kind - Numeric
Calculation - The complete effective calculation, including bounded lengths and recursive weights.
- Numeric
Inputs - Declared input shape. Factories validate only the inputs needed by their calculation.
- Numeric
Missing Policy - Behavior on an observed Missing input, distinct from an idle source clock.
- Numeric
Range - Numeric
Unit - Semantic unit carried by a named numeric or predicate output.
- Output
Scalar - Param
Kind - Parameter
Kind - Parameter
Value - Position
Field - Price
Change Calculation - Price
Input Calculation - Recursive
Calculation - Scalar
Type - A scalar type understood by configured expressions.
- Statistical
Calculation - Trade
Slot State - Value
- A typed runtime value. Missing always retains its scalar type.
Constants§
- MATERIAL_
ADX - MATERIAL_
AROON_ DOWN - MATERIAL_
AROON_ UP - MATERIAL_
ATR - MATERIAL_
ATR_ CHANGE - MATERIAL_
ATR_ PERCENT - MATERIAL_
ATR_ RATIO - MATERIAL_
BARS_ SINCE_ OPEN - MATERIAL_
BARS_ SINCE_ TRUE - MATERIAL_
BAR_ FIELD - MATERIAL_
BAR_ OVERLAP - MATERIAL_
BB_ KC_ SQUEEZE - MATERIAL_
BODY_ ABS_ ATR - MATERIAL_
BODY_ ABS_ CURRENT_ ATR - MATERIAL_
BODY_ DIRECTION_ FRACTION - MATERIAL_
BODY_ ENGULFING - MATERIAL_
BODY_ FRACTION - MATERIAL_
BODY_ SIGNED_ ATR - MATERIAL_
BODY_ SIGNED_ CURRENT_ ATR - MATERIAL_
BOLLINGER_ LOWER - MATERIAL_
BOLLINGER_ PERCENT_ B - MATERIAL_
BOLLINGER_ UPPER - MATERIAL_
BOLLINGER_ WIDTH - MATERIAL_
CANCELLATION_ APPLIED - MATERIAL_
CANCELLATION_ REJECTED - MATERIAL_
CCI - MATERIAL_
CHANNEL_ MID_ DISTANCE - MATERIAL_
CHANNEL_ WIDTH - MATERIAL_
CHOPPINESS - MATERIAL_
CLOSE_ LOCATION_ VALUE - MATERIAL_
CLOSE_ POSITION - MATERIAL_
CLOSE_ PRICE - MATERIAL_
CONFIRMED_ LEVEL - MATERIAL_
CONFIRMED_ LINE_ VALUE - MATERIAL_
COUNT_ TRUE - MATERIAL_
CROSS_ ABOVE - MATERIAL_
CROSS_ BELOW - MATERIAL_
DELTA - MATERIAL_
DIVERGENCE - MATERIAL_
DI_ DIFFERENCE - MATERIAL_
DONCHIAN_ LOWER - MATERIAL_
DONCHIAN_ LOWER_ DISTANCE_ ATR - MATERIAL_
DONCHIAN_ LOWER_ DISTANCE_ CURRENT_ ATR - MATERIAL_
DONCHIAN_ UPPER - MATERIAL_
DONCHIAN_ UPPER_ DISTANCE_ ATR - MATERIAL_
DONCHIAN_ UPPER_ DISTANCE_ CURRENT_ ATR - MATERIAL_
DX - MATERIAL_
EFFICIENCY_ RATIO - MATERIAL_
EMA - MATERIAL_
ENGULF_ SIZE_ RATIO - MATERIAL_
ENTRY_ FILLED - MATERIAL_
ENTRY_ REJECTED - MATERIAL_
EWMA_ VOLATILITY - MATERIAL_
FALL - MATERIAL_
GAP_ ATR - MATERIAL_
GAP_ CURRENT_ ATR - MATERIAL_
HEIKIN_ ASHI_ CLOSE - MATERIAL_
HEIKIN_ ASHI_ HIGH - MATERIAL_
HEIKIN_ ASHI_ LOW - MATERIAL_
HEIKIN_ ASHI_ OPEN - MATERIAL_
HIGH_ CHANGE_ ATR - MATERIAL_
HIGH_ CHANGE_ CURRENT_ ATR - MATERIAL_
HISTORICAL_ PERCENTILE - MATERIAL_
HL2 - MATERIAL_
HLC3 - MATERIAL_
HMA - MATERIAL_
HOLD_ ALL - MATERIAL_
INPUT_ TIME - MATERIAL_
INSIDE_ BAR - MATERIAL_
KAMA - MATERIAL_
KAMA_ SMOOTHING_ CONSTANT - MATERIAL_
KELTNER_ LOWER - MATERIAL_
KELTNER_ MIDDLE - MATERIAL_
KELTNER_ UPPER - MATERIAL_
LAG - MATERIAL_
LEG_ AMPLITUDE - MATERIAL_
LEG_ DURATION - MATERIAL_
LEVEL_ AGE - MATERIAL_
LEVEL_ DISTANCE - MATERIAL_
LOWER_ WICK_ FRACTION - MATERIAL_
LOW_ CHANGE_ ATR - MATERIAL_
LOW_ CHANGE_ CURRENT_ ATR - MATERIAL_
MACD - MATERIAL_
MACD_ ATR - MATERIAL_
MACD_ HISTOGRAM - MATERIAL_
MACD_ HISTOGRAM_ ATR - MATERIAL_
MACD_ SIGNAL - MATERIAL_
MACD_ SIGNAL_ ATR - MATERIAL_
MA_ ACCELERATION - MATERIAL_
MA_ ACCELERATION_ ATR - MATERIAL_
MA_ ALIGNMENT - MATERIAL_
MA_ DISTANCE - MATERIAL_
MA_ DISTANCE_ ATR - MATERIAL_
MA_ GAP - MATERIAL_
MA_ GAP_ ATR - MATERIAL_
MA_ SLOPE - MATERIAL_
MA_ SLOPE_ ATR - MATERIAL_
MEDIAN_ DEVIATION - MATERIAL_
MINUS_ DI - MATERIAL_
MOVE_ ATR - MATERIAL_
MOVE_ CURRENT_ ATR - MATERIAL_
NARROW_ RANGE - MATERIAL_
NEGATIVE_ SEMIVARIANCE - MATERIAL_
OHLC4 - MATERIAL_
OUTSIDE_ BAR - MATERIAL_
PLUS_ DI - MATERIAL_
POSITION_ ADVERSE_ EXCURSION - MATERIAL_
POSITION_ CLOSED - MATERIAL_
POSITION_ ENTRY_ PRICE - MATERIAL_
POSITION_ EXISTS - MATERIAL_
POSITION_ FAVORABLE_ EXCURSION - MATERIAL_
POSITION_ INITIAL_ RISK - MATERIAL_
POSITION_ OPEN - MATERIAL_
POSITION_ OPENED_ AT - MATERIAL_
POSITION_ PENDING - MATERIAL_
POSITION_ REMAINING_ SIZE - MATERIAL_
POSITION_ SIDE - MATERIAL_
POSITION_ STOPLOSS - MATERIAL_
POSITIVE_ SEMIVARIANCE - MATERIAL_
PREVIOUS_ RANGE_ POSITION - MATERIAL_
RANGE_ ATR - MATERIAL_
RANGE_ CURRENT_ ATR - MATERIAL_
RANGE_ EXPANSION - MATERIAL_
RANGE_ POSITION - MATERIAL_
READINESS - MATERIAL_
REALIZED_ VARIANCE - MATERIAL_
REALIZED_ VOLATILITY - MATERIAL_
REGRESSION_ DEVIATION - MATERIAL_
REGRESSION_ R2 - MATERIAL_
REGRESSION_ RESIDUAL_ RMS - MATERIAL_
REGRESSION_ SLOPE - MATERIAL_
RELATIVE_ RANGE - MATERIAL_
RETRACEMENT - MATERIAL_
RETURN_ AUTOCORRELATION - MATERIAL_
RETURN_ LOG - MATERIAL_
RETURN_ RMS - MATERIAL_
RETURN_ STDDEV - MATERIAL_
RISE - MATERIAL_
ROC - MATERIAL_
ROLLING_ HIGH_ AGE - MATERIAL_
ROLLING_ LOW_ AGE - MATERIAL_
ROLLING_ MAX - MATERIAL_
ROLLING_ MEDIAN - MATERIAL_
ROLLING_ MIN - MATERIAL_
RSI - MATERIAL_
RSI_ CHANGE - MATERIAL_
SECONDS_ OF_ DAY - Seconds elapsed since midnight of the authoritative input time, 0 through 86399.
- MATERIAL_
SEQUENCE_ AB - MATERIAL_
SETUP_ LONG_ BOUNDED_ QUEUE - MATERIAL_
SETUP_ LONG_ REPLACE_ LATEST - MATERIAL_
SETUP_ LONG_ SINGLE_ KEEP_ FIRST - MATERIAL_
SETUP_ SHORT_ BOUNDED_ QUEUE - MATERIAL_
SETUP_ SHORT_ REPLACE_ LATEST - MATERIAL_
SETUP_ SHORT_ SINGLE_ KEEP_ FIRST - MATERIAL_
SHARE_ TRUE - MATERIAL_
SMA - MATERIAL_
STDDEV - MATERIAL_
STOCHASTIC_ FAST_ K - MATERIAL_
STOCHASTIC_ SLOW_ D - MATERIAL_
STOCHASTIC_ SLOW_ K - MATERIAL_
STREAK_ TRUE - MATERIAL_
STRICT_ ATR - MATERIAL_
STRICT_ CROSS_ ABOVE - MATERIAL_
STRICT_ CROSS_ BELOW - MATERIAL_
STRICT_ EMA - MATERIAL_
STRICT_ RMA - MATERIAL_
STRICT_ RSI - MATERIAL_
STRICT_ SMA - MATERIAL_
STRICT_ WMA - MATERIAL_
SUPERTREND_ DIRECTION - MATERIAL_
SUPERTREND_ LEVEL - MATERIAL_
SWING_ CHANGE - MATERIAL_
SWING_ HIGHER - MATERIAL_
SWING_ LOWER - MATERIAL_
THREE_ BAR_ GAP_ DOWN - MATERIAL_
THREE_ BAR_ GAP_ UP - MATERIAL_
TRUE_ RANGE - MATERIAL_
UPPER_ WICK_ FRACTION - MATERIAL_
VOLATILITY_ ASYMMETRY - MATERIAL_
WEEKDAY - ISO weekday of the authoritative input time, Monday = 1 through Sunday = 7.
- MATERIAL_
WIDE_ RANGE - MATERIAL_
ZSCORE - MAX_
ACTIONS - MAX_
ASSIGNMENTS - MAX_
COMPLETED_ BARS - MAX_
ENTRY_ TARGETS - MAX_
EXPR_ DEPTH - MAX_
EXPR_ NODES - MAX_
GENERATED_ ID_ BYTES - MAX_
ID_ BYTES - MAX_
LEGS - MAX_
MATERIALS - MAX_
MATERIAL_ ARGS - MAX_
MATERIAL_ INPUTS - MAX_
MATERIAL_ LOOKBACK - MAX_
MATERIAL_ STATE_ BYTES - MAX_
NAMED_ VALUES - MAX_
NOTES - MAX_
OUTPUT_ COMMANDS - MAX_
OUTPUT_ NOTES - MAX_
PARAMETERS - MAX_
PARAMETER_ OPTIONS - MAX_
PENDING_ FEEDBACK - MAX_
SOURCES - MAX_
STATES - MAX_
TEXT_ BYTES - MAX_
TRANSITIONS - MAX_
VARIABLES
Traits§
- Material
Evaluator - Stateful deterministic material evaluator.
- Material
Factory
Functions§
- bind_
expr - evaluate_
parameter_ expression - Evaluate a parameter-and-literal-only expression after substituting a binding.
- parameter_
scalar_ type - parameter_
value_ label - require_
boolean