Module zigzag 

Streaming ZigZag indicator for swing structure detection on open deviation bars.

Identifies swing highs and swing lows — the foundation for trend classification, pattern recognition, and regime labeling in algorithmic trading.

Key Properties

• No repainting: Once confirmed, pivots never change price or index.
• Streaming: Processes one bar at a time with O(1) state.
• Range-bar native: Threshold τ = N × δ scales naturally with bar width.
• Classification: Automatic EL/HL/LL base class assignment per segment.

Quick Start

use qta::zigzag::{ZigZagConfig, ZigZagState, BarInput};

let config = ZigZagConfig::new(3.0, 1.0, 250).unwrap();
let mut state = ZigZagState::new(config);

let bar = BarInput {
    index: 0, timestamp_us: 1_000_000,
    high: 5_012_500_000_000, low: 5_000_000_000_000,
    close: 5_006_000_000_000, duration_us: Some(60_000_000),
};
let output = state.process_bar(&bar);

if let Some(pivot) = output.newly_confirmed {
    println!("Confirmed {} at price {}", pivot.kind, pivot.price);
}
if let Some(segment) = &output.completed_segment {
    println!("Segment: {} (z={:.3})", segment.base_class, segment.z);
}

Re-exports

pub use config::ThresholdMode;

pub use config::ZigZagConfig;

pub use ctrends::CTrendsConfig;

pub use ctrends::filter_ctrends;

pub use ctrends::is_noise_counter_move;

pub use segment::SegmentStats;

pub use state::ZigZagState;

pub use types::BarInput;

pub use types::BaseClass;

pub use types::ConfirmationStatus;

pub use types::Pivot;

pub use types::PivotKind;

pub use types::Segment;

pub use types::ZigZagOutput;

Modules

base_class

Base class classification for L₀-H₁-L₂ segments.

config

ZigZag configuration and threshold computation.

ctrends

CTrends noise filter — merges short counter-trend moves.

segment

Segment statistics for tracking swing structure over time.

state

ZigZag state machine — the core streaming pivot detection engine.

types

Core types for the ZigZag indicator.

Enums

ZigZagError

Errors from the ZigZag indicator.