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quantwave_core/
lib.rs

1//! # quantwave-core
2//!
3//! Core technical-analysis engine for [QuantWave](https://lavs9.github.io/quantwave/):
4//! **221** native indicators, Ehlers DSP, price-action detectors, regime features,
5//! and the [`Next<Input>`](traits::Next) streaming trait that powers batch/streaming parity.
6//!
7//! ## Quick start (streaming)
8//!
9//! ```rust
10//! use quantwave_core::indicators::RSI;
11//! use quantwave_core::traits::Next;
12//!
13//! let mut rsi = RSI::new(14);
14//! let value = rsi.next(44.5);
15//! ```
16//!
17//! ## Architecture
18//!
19//! - **Indicators** — `indicators` module; each implements `Next` for scalar streaming
20//! - **Batch** — consumed by `quantwave-polars` / `quantwave-plugins` expression plugins
21//! - **Features / regimes** — ML-oriented transforms in `features` and `regimes`
22//!
23//! User guides: <https://lavs9.github.io/quantwave/guides/rust/>
24//! Full API: <https://docs.rs/quantwave-core>
25
26pub mod features;
27pub mod indicators;
28pub mod options_india;
29pub mod regimes;
30pub mod streaming;
31pub mod traits;
32pub mod utils;
33
34pub use regimes::analytics::*;
35
36#[cfg(any(test, feature = "test_utils"))]
37pub mod test_utils;
38
39pub use indicators::adaptive_ema::AdaptiveEMA;
40pub use indicators::alma::ALMA;
41pub use indicators::atr_ts::ATRTrailingStop;
42pub use indicators::autotune::AutoTuneFilter;
43pub use indicators::cycle::*;
44pub use indicators::donchian::DonchianChannels;
45pub use indicators::exp_dev_bands::ExpDevBands;
46pub use indicators::frac_diff::FracDiff;
47pub use indicators::fractals::BillWilliamsFractals;
48pub use indicators::gap_momentum::GapMomentum;
49pub use indicators::geometric_patterns::{FlagPattern, GeometricPatternScanner, HsPattern};
50pub use indicators::harrington_adx::HarringtonADXOscillator;
51pub use indicators::heikin_ashi::HeikinAshi;
52pub use indicators::hma::HMA;
53pub use indicators::ichimoku::IchimokuCloud;
54pub use indicators::keltner::KeltnerChannels;
55pub use indicators::market_structure::{
56    Bias, FlipEvent, MarketStructure, MarketStructureState, PAEvent, PAEventKind, SwingPoint,
57    extract_all_pa_events, extract_pa_events,
58};
59pub use indicators::math::*;
60pub use indicators::momentum::*;
61pub use indicators::obvm::Obvm;
62pub use indicators::overlap::*;
63pub use indicators::pa_confluence::{
64    ConfluenceContext, enrich_pa_event, filter_confluent_events, passes_confluence_filter,
65    regime_to_label, score_pa_event,
66};
67pub use indicators::pattern::*;
68pub use indicators::pivot_points::PivotPoints;
69pub use indicators::price_transform::*;
70pub use indicators::reverse_ema::ReverseEMA;
71pub use indicators::rodc::RODC;
72pub use indicators::rsmk::RSMK;
73pub use indicators::sdo::SDO;
74pub use indicators::smoothing::{EMA, SMA, WMA};
75pub use indicators::sr_monitor::{
76    LevelSource, SR_INTERACTION_MONITOR_METADATA, SRInteraction, SRInteractionMonitor,
77    SRInteractionType, SRMonitorOutput,
78};
79pub use indicators::statistics::{
80    LinearRegression, StandardDeviation, TaBETA, TaCORREL, TaLINEARREG, TaLINEARREG_ANGLE,
81    TaLINEARREG_INTERCEPT, TaLINEARREG_SLOPE, TaSTDDEV, TaTSF, TaVAR,
82};
83pub use indicators::supertrend::SuperTrend;
84pub use indicators::sve_volatility_bands::SVEVolatilityBands;
85pub use indicators::tema::{TEMA, ZLEMA};
86pub use indicators::tradj_ema::TRAdjEMA;
87pub use indicators::ttm_squeeze::TTMSqueeze;
88pub use indicators::vfi::Vfi;
89pub use indicators::volatility::{ATR, TaATR, TaNATR, TaTRANGE, TrueRange};
90pub use indicators::volume::*;
91pub use indicators::vortex::VortexIndicator;
92pub use indicators::vpn::VPNIndicator;
93pub use indicators::vwap::AnchoredVWAP;
94pub use indicators::wavetrend::WaveTrend;
95pub use streaming::{StreamingReadiness, TrackedNext, track, warmup_from_params};
96pub use traits::{IndicatorConfig, Next, SmoothingAlgorithm};
97
98/// Re-export talib-rs for convenience
99pub use talib_rs as talib;