Expand description
§quantwave-core
Core technical-analysis engine for QuantWave:
230 native indicators, Ehlers DSP, price-action detectors, regime features,
and the Next<Input> streaming trait that powers batch/streaming parity.
§Quick start (streaming)
use quantwave_core::indicators::incremental::rsi::RSI;
use quantwave_core::traits::Next;
let mut rsi = RSI::new(14);
let value = rsi.next(44.5);§Architecture
- Indicators —
indicatorsmodule; each implementsNextfor scalar streaming - Batch — consumed by
quantwave-polars/quantwave-pluginsexpression plugins - Features / regimes — ML-oriented transforms in
featuresandregimes
User guides: https://lavs9.github.io/quantwave/guides/rust/ Full API: https://docs.rs/quantwave-core
Re-exports§
pub use indicators::adaptive_ema::AdaptiveEMA;pub use indicators::alma::ALMA;pub use indicators::atr_ts::ATRTrailingStop;pub use indicators::autotune::AutoTuneFilter;pub use indicators::donchian::DonchianChannels;pub use indicators::exp_dev_bands::ExpDevBands;pub use indicators::exp_dev_bands::ExpDevBaseline;pub use indicators::frac_diff::FracDiff;pub use indicators::fractals::BillWilliamsFractals;pub use indicators::gap_momentum::GapMomentum;pub use indicators::geometric_patterns::FlagPattern;pub use indicators::geometric_patterns::GeometricPatternScanner;pub use indicators::geometric_patterns::HsPattern;pub use indicators::harmonic::HarmonicConfig;pub use indicators::harmonic::HarmonicKind;pub use indicators::harmonic::HarmonicPattern;pub use indicators::harmonic::HarmonicPatternScanner;pub use indicators::harmonic::harmonic_patterns_batch;pub use indicators::harrington_adx::HarringtonADXOscillator;pub use indicators::heikin_ashi::HeikinAshi;pub use indicators::hma::HMA;pub use indicators::ichimoku::IchimokuCloud;pub use indicators::kagi::KagiBuilder;pub use indicators::kagi::KagiLine;pub use indicators::kagi::kagi_atr_batch;pub use indicators::kagi::kagi_batch;pub use indicators::keltner::KeltnerChannels;pub use indicators::ma_type::InvalidMaType;pub use indicators::ma_type::MaType;pub use indicators::market_structure::Bias;pub use indicators::market_structure::ExtremeReclaim;pub use indicators::market_structure::ExtremeReclaimState;pub use indicators::market_structure::FlipEvent;pub use indicators::market_structure::MarketStructure;pub use indicators::market_structure::MarketStructureState;pub use indicators::market_structure::PAEvent;pub use indicators::market_structure::PAEventKind;pub use indicators::market_structure::PriceImbalance;pub use indicators::market_structure::PriceImbalanceState;pub use indicators::market_structure::SwingPoint;pub use indicators::market_structure::extract_all_pa_events;pub use indicators::market_structure::extract_pa_events;pub use indicators::obvm::Obvm;pub use indicators::pa_confluence::ConfluenceContext;pub use indicators::pa_confluence::enrich_pa_event;pub use indicators::pa_confluence::filter_confluent_events;pub use indicators::pa_confluence::passes_confluence_filter;pub use indicators::pa_confluence::regime_to_label;pub use indicators::pa_confluence::score_pa_event;pub use indicators::pivot_points::PivotPoints;pub use indicators::point_figure::PointFigureBuilder;pub use indicators::point_figure::PointFigureColumn;pub use indicators::point_figure::point_figure_atr_batch;pub use indicators::point_figure::point_figure_batch;pub use indicators::range_bars::RangeBar;pub use indicators::range_bars::RangeBarBuilder;pub use indicators::range_bars::range_bars_atr_batch;pub use indicators::range_bars::range_bars_batch;pub use indicators::renko::RenkoBrick;pub use indicators::renko::RenkoBuilder;pub use indicators::renko::renko_atr_batch;pub use indicators::renko::renko_batch;pub use indicators::reverse_ema::ReverseEMA;pub use indicators::rodc::RODC;pub use indicators::rsmk::RSMK;pub use indicators::sdo::SDO;pub use indicators::series_norm::PercentRank;pub use indicators::series_norm::Zscore;pub use indicators::session_levels::OpeningRangeBreakout;pub use indicators::session_levels::OrbBreakout;pub use indicators::session_levels::OrbInput;pub use indicators::session_levels::OrbPhase;pub use indicators::session_levels::OrbState;pub use indicators::session_levels::SessionVwap;pub use indicators::session_levels::SessionVwapBand;pub use indicators::session_levels::SessionVwapInput;pub use indicators::session_levels::SessionVwapState;pub use indicators::smc::Choch;pub use indicators::smc::ChochState;pub use indicators::smc::FairValueGap;pub use indicators::smc::FairValueGapZone;pub use indicators::smc::FvgDirection;pub use indicators::smc::FvgState;pub use indicators::smc::MitigationStatus;pub use indicators::smc::OrderBlock;pub use indicators::smc::OrderBlockConfig;pub use indicators::smc::OrderBlockState;pub use indicators::smc::OrderBlockType;pub use indicators::smc::OrderBlockZone;pub use indicators::smc::OrderBlockZoneMode;pub use indicators::smc::StructureBreakDirection;pub use indicators::smc::StructureBreakEvent;pub use indicators::smc::StructureBreakType;pub use indicators::smc::StructureTrend;pub use indicators::smc::SwingType;pub use indicators::smc::choch_batch;pub use indicators::smc::fair_value_gap_batch;pub use indicators::smc::order_block_batch;pub use indicators::smoothing::EMA;pub use indicators::smoothing::SMA;pub use indicators::smoothing::WMA;pub use indicators::sr_monitor::LevelSource;pub use indicators::sr_monitor::SR_INTERACTION_MONITOR_METADATA;pub use indicators::sr_monitor::SRInteraction;pub use indicators::sr_monitor::SRInteractionMonitor;pub use indicators::sr_monitor::SRInteractionType;pub use indicators::sr_monitor::SRMonitorOutput;pub use indicators::statistics::LinearRegression;pub use indicators::statistics::StandardDeviation;pub use indicators::statistics::TaBETA;pub use indicators::statistics::TaCORREL;pub use indicators::statistics::TaLINEARREG;pub use indicators::statistics::TaLINEARREG_ANGLE;pub use indicators::statistics::TaLINEARREG_INTERCEPT;pub use indicators::statistics::TaLINEARREG_SLOPE;pub use indicators::statistics::TaSTDDEV;pub use indicators::statistics::TaTSF;pub use indicators::statistics::TaVAR;pub use indicators::supertrend::SuperTrend;pub use indicators::sve_volatility_bands::SVEVolatilityBands;pub use indicators::tema::TEMA;pub use indicators::tema::ZLEMA;pub use indicators::tradj_ema::TRAdjEMA;pub use indicators::ttm_squeeze::TTMSqueeze;pub use indicators::vfi::Vfi;pub use indicators::volatility::ATR;pub use indicators::volatility::TaATR;pub use indicators::volatility::TaNATR;pub use indicators::volatility::TaTRANGE;pub use indicators::volatility::TrueRange;pub use indicators::volume_profile::BarData;pub use indicators::volume_profile::PriceBin;pub use indicators::volume_profile::ValueAreaMethod;pub use indicators::volume_profile::VolumeAllocationMethod;pub use indicators::volume_profile::VolumeProfile;pub use indicators::volume_profile::VolumeProfileState;pub use indicators::vortex::VortexIndicator;pub use indicators::vpn::VPNIndicator;pub use indicators::vwap::AnchoredVWAP;pub use indicators::wavetrend::WaveTrend;pub use streaming::StreamingReadiness;pub use streaming::TrackedNext;pub use streaming::track;pub use streaming::warmup_from_params;pub use traits::IndicatorConfig;pub use traits::Next;pub use traits::SmoothingAlgorithm;pub use options_india::OptionType;pub use regimes::analytics::*;pub use indicators::cycle::*;pub use indicators::math::*;pub use indicators::momentum::*;pub use indicators::overlap::*;pub use indicators::pattern::*;pub use indicators::price_transform::*;pub use indicators::volume::*;
Modules§
- features
- ML Feature Engineering Toolkit (ta.features.*)
- indicators
- options_
india - portfolio
- Portfolio optimization engine (Rust/nalgebra port, quantwave-a465).
- regimes
- Regime Detection and Market State Tools
- streaming
- Streaming readiness tracking for any
Next<T>indicator. - traits
- utils
Macros§
- native_
binary_ 2 - O(1) binary element-wise operator.
- native_
pointwise_ 1 - O(1) unary pointwise transform — no history buffer.