Expand description
Streaming technical analysis indicators for quantitative trading.
Currently published: ZigZag swing detector (no-repaint, O(1) state).
PROVENANCE — load-bearing decisions captured elsewhere:
- Published on crates.io: see root
CLAUDE.mdfor release workflow. - Consumed via path dependency by flowsurface (fork-tools sibling).
- ZigZag algorithm and no-repaint guarantee:
crates/qta/src/zigzag/mod.rsand the proptest suite incrates/qta/tests/invariants.rs. - Range-bar-native threshold formula (τ = N × δ) and fixed-point
FixedPoint i64×1e8 pricing convention:
crates/qta/CLAUDE.md.
Re-exports§
pub use zigzag::BarInput;pub use zigzag::BaseClass;pub use zigzag::ConfirmationStatus;pub use zigzag::Formation;pub use zigzag::HighClass;pub use zigzag::Pivot;pub use zigzag::PivotKind;pub use zigzag::Segment;pub use zigzag::ZigZagConfig;pub use zigzag::ZigZagOutput;pub use zigzag::ZigZagState;pub use zigzag::classify_high_class;pub use zigzag::compute_z_high;
Modules§
- zigzag
- Streaming ZigZag indicator for swing structure detection on open deviation bars.