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Crate quantwave_core

Crate quantwave_core 

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§quantwave-core

Core technical-analysis engine for QuantWave: 221 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::RSI;
use quantwave_core::traits::Next;

let mut rsi = RSI::new(14);
let value = rsi.next(44.5);

§Architecture

  • Indicatorsindicators module; each implements Next for scalar streaming
  • Batch — consumed by quantwave-polars / quantwave-plugins expression plugins
  • Features / regimes — ML-oriented transforms in features and regimes

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::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::harrington_adx::HarringtonADXOscillator;
pub use indicators::heikin_ashi::HeikinAshi;
pub use indicators::hma::HMA;
pub use indicators::ichimoku::IchimokuCloud;
pub use indicators::keltner::KeltnerChannels;
pub use indicators::market_structure::Bias;
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::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::reverse_ema::ReverseEMA;
pub use indicators::rodc::RODC;
pub use indicators::rsmk::RSMK;
pub use indicators::sdo::SDO;
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::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 talib_rs as talib;
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
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_cdl
O(1) CDL streaming: bounded OHLC window + single talib batch per bar.
native_pointwise_1
O(1) unary pointwise transform — no history buffer.
talib_1_in_1_out
talib_1_in_1_out_i32
talib_1_in_1_out_no_result
talib_1_in_2_out
talib_1_in_3_out
talib_2_in_1_out
talib_2_in_2_out
talib_3_in_1_out
talib_3_in_2_out
talib_4_in_1_out
talib_cdl