Expand description
Streaming technical analysis indicators for Rust.
Indicators accept any type implementing Ohlcv and return
typed results. Values are None until enough data has been
received for convergence.
Each indicator type (Sma, Ema, Bb), its config, and
its builder expose trait methods as inherent methods — no trait
import needed. Import Indicator, IndicatorConfig, or
IndicatorConfigBuilder only for generic code.
Structs§
- Adx
- Average Directional Index (ADX).
- AdxConfig
- Configuration for the Average Directional Index (
Adx) indicator. - AdxConfig
Builder - Builder for
AdxConfig. - AdxValue
- Average Directional Index output: ADX, +DI, and −DI.
- Atr
- Average True Range (ATR).
- AtrConfig
- Configuration for the Average True Range (
Atr) indicator. - AtrConfig
Builder - Builder for
AtrConfig. - Bb
- Bollinger Bands (BB).
- BbConfig
- Configuration for the Bollinger Bands (
Bb) indicator. - BbConfig
Builder - Builder for
BbConfig. - BbValue
- Bollinger Bands output: upper, middle, and lower bands.
- Cci
- Commodity Channel Index (CCI).
- CciConfig
- Configuration for the Commodity Channel Index (
Cci) indicator. - CciConfig
Builder - Builder for
CciConfig. - Chop
- Choppiness Index (CHOP).
- Chop
Config - Configuration for the Choppiness Index (
Chop) indicator. - Chop
Config Builder - Builder for
ChopConfig. - Dc
- Donchian Channel (DC).
- DcConfig
- Configuration for the Donchian Channel (
Dc) indicator. - DcConfig
Builder - Builder for
DcConfig. - DcValue
- Donchian Channel output: upper, middle, and lower bands.
- Ema
- Exponential Moving Average (EMA).
- EmaConfig
- Configuration for the Exponential Moving Average (
Ema) indicator. - EmaConfig
Builder - Builder for
EmaConfig. - Ichimoku
- Ichimoku Cloud (Ichimoku Kinko Hyo).
- Ichimoku
Builder - Builder for
IchimokuConfig. - Ichimoku
Config - Configuration for the Ichimoku Cloud (
Ichimoku) indicator. - Ichimoku
Value - Output of the Ichimoku Cloud indicator.
- Kc
- Keltner Channel (KC).
- KcConfig
- Configuration for the Keltner Channel (
Kc) indicator. - KcConfig
Builder - Builder for
KcConfig. - KcValue
- Keltner Channel output: upper band, middle line, and lower band.
- Macd
- Moving Average Convergence Divergence (MACD).
- Macd
Config - Configuration for the Moving Average Convergence Divergence (
Macd) indicator. - Macd
Config Builder - Builder for
MacdConfig. - Macd
Value - MACD indicator output: line, signal, and histogram.
- Multiplier
- Wraps a positive, non-NaN
f64. - Obv
- On-Balance Volume (OBV).
- ObvConfig
- Configuration for the On-Balance Volume (
Obv) indicator. - ObvConfig
Builder - Parabolic
Sar - Parabolic SAR (Stop and Reverse) indicator.
- Parabolic
SarConfig - Configuration for the Parabolic SAR (
ParabolicSar) indicator. - Parabolic
SarConfig Builder - Builder for
ParabolicSarConfig. - Parabolic
SarValue - Parabolic SAR output: SAR price level and trend direction.
- Rsi
- Relative Strength Index (RSI) with Wilder’s smoothing.
- RsiConfig
- Configuration for the Relative Strength Index (
Rsi) indicator. - RsiConfig
Builder - Builder for
RsiConfig. - Sma
- Simple Moving Average (SMA).
- SmaConfig
- Configuration for the Simple Moving Average (
Sma) indicator. - SmaConfig
Builder - Builder for
SmaConfig. - Stoch
- Stochastic Oscillator (Stoch).
- Stoch
Config - Configuration for the Stochastic Oscillator (
Stoch) indicator. - Stoch
Config Builder - Builder for
StochConfig. - Stoch
Rsi - Stochastic RSI (
StochRSI). - Stoch
RsiConfig - Configuration for the Stochastic RSI (
StochRsi) indicator. - Stoch
RsiConfig Builder - Builder for
StochRsiConfig. - Stoch
RsiValue - Stochastic RSI output: %K and %D lines.
- Stoch
Value - Stochastic Oscillator output: %K and %D lines.
- Supertrend
- Supertrend trend-following indicator.
- Supertrend
Config - Configuration for the Supertrend (
Supertrend) indicator. - Supertrend
Config Builder - Builder for
SupertrendConfig. - Supertrend
Value - Supertrend output: trend line value and direction.
- Vwap
- Volume Weighted Average Price (VWAP).
- Vwap
Band - A single standard-deviation band around the VWAP line.
- Vwap
Config - Configuration for the Volume Weighted Average Price (
Vwap) indicator. - Vwap
Config Builder - Builder for
VwapConfig. - Vwap
Value - Output of
Vwap::compute: the VWAP line and optional bands. - WillR
- Williams %R (%R).
- WillR
Config - Configuration for the Williams %R (
WillR) indicator. - WillR
Config Builder - Builder for
WillRConfig.
Enums§
- Price
Source - Price source extracted from an
Ohlcvbar before feeding into an indicator. - Vwap
Anchor - Anchor period for VWAP session resets.
Traits§
- Indicator
- A streaming technical indicator.
- Indicator
Config - Configuration for a technical
Indicator. - Indicator
Config Builder - Builder for an
IndicatorConfig. - Ohlcv
- OHLCV bar data used as input to all indicators.