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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::incremental::rsi::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 portfolio;
30pub mod regimes;
31pub mod streaming;
32pub mod traits;
33pub mod utils;
34
35pub use regimes::analytics::*;
36
37#[cfg(any(test, feature = "test_utils"))]
38pub mod test_utils;
39
40pub use indicators::adaptive_ema::AdaptiveEMA;
41pub use indicators::alma::ALMA;
42pub use indicators::atr_ts::ATRTrailingStop;
43pub use indicators::autotune::AutoTuneFilter;
44pub use indicators::cycle::*;
45pub use indicators::donchian::DonchianChannels;
46pub use indicators::exp_dev_bands::ExpDevBands;
47pub use indicators::frac_diff::FracDiff;
48pub use indicators::fractals::BillWilliamsFractals;
49pub use indicators::gap_momentum::GapMomentum;
50pub use indicators::geometric_patterns::{FlagPattern, GeometricPatternScanner, HsPattern};
51pub use indicators::harmonic::{
52    HarmonicConfig, HarmonicKind, HarmonicPattern, HarmonicPatternScanner, harmonic_patterns_batch,
53};
54pub use indicators::harrington_adx::HarringtonADXOscillator;
55pub use indicators::heikin_ashi::HeikinAshi;
56pub use indicators::hma::HMA;
57pub use indicators::ichimoku::IchimokuCloud;
58pub use indicators::kagi::{KagiBuilder, KagiLine, kagi_atr_batch, kagi_batch};
59pub use indicators::keltner::KeltnerChannels;
60pub use indicators::ma_type::{InvalidMaType, MaType};
61pub use indicators::market_structure::{
62    Bias, FlipEvent, MarketStructure, MarketStructureState, PAEvent, PAEventKind, SwingPoint,
63    extract_all_pa_events, extract_pa_events,
64};
65pub use indicators::math::*;
66pub use indicators::momentum::*;
67pub use indicators::obvm::Obvm;
68pub use indicators::overlap::*;
69pub use indicators::pa_confluence::{
70    ConfluenceContext, enrich_pa_event, filter_confluent_events, passes_confluence_filter,
71    regime_to_label, score_pa_event,
72};
73pub use indicators::pattern::*;
74pub use indicators::pivot_points::PivotPoints;
75pub use indicators::point_figure::{
76    PointFigureBuilder, PointFigureColumn, point_figure_atr_batch, point_figure_batch,
77};
78pub use indicators::price_transform::*;
79pub use indicators::range_bars::{
80    RangeBar, RangeBarBuilder, range_bars_atr_batch, range_bars_batch,
81};
82pub use indicators::renko::{RenkoBrick, RenkoBuilder, renko_atr_batch, renko_batch};
83pub use indicators::reverse_ema::ReverseEMA;
84pub use indicators::rodc::RODC;
85pub use indicators::rsmk::RSMK;
86pub use indicators::sdo::SDO;
87pub use indicators::smoothing::{EMA, SMA, WMA};
88pub use indicators::sr_monitor::{
89    LevelSource, SR_INTERACTION_MONITOR_METADATA, SRInteraction, SRInteractionMonitor,
90    SRInteractionType, SRMonitorOutput,
91};
92pub use indicators::statistics::{
93    LinearRegression, StandardDeviation, TaBETA, TaCORREL, TaLINEARREG, TaLINEARREG_ANGLE,
94    TaLINEARREG_INTERCEPT, TaLINEARREG_SLOPE, TaSTDDEV, TaTSF, TaVAR,
95};
96pub use indicators::supertrend::SuperTrend;
97pub use indicators::sve_volatility_bands::SVEVolatilityBands;
98pub use indicators::tema::{TEMA, ZLEMA};
99pub use indicators::tradj_ema::TRAdjEMA;
100pub use indicators::ttm_squeeze::TTMSqueeze;
101pub use indicators::vfi::Vfi;
102pub use indicators::volatility::{ATR, TaATR, TaNATR, TaTRANGE, TrueRange};
103pub use indicators::volume::*;
104pub use indicators::vortex::VortexIndicator;
105pub use indicators::vpn::VPNIndicator;
106pub use indicators::vwap::AnchoredVWAP;
107pub use indicators::wavetrend::WaveTrend;
108pub use streaming::{StreamingReadiness, TrackedNext, track, warmup_from_params};
109pub use traits::{IndicatorConfig, Next, SmoothingAlgorithm};
110
111// NOTE: `pub use talib_rs as talib;` was removed — talib-rs is a parity oracle
112// used from `#[cfg(test)]` and `benches/`, never from the shipped library
113// surface. Use `quantwave_core::MaType` instead of `quantwave_core::talib::MaType`.