Expand description
§RustTI
RustTI is an comprehensive, highly configurable Technical Indicators library for Rust. It empowers you to design, compute, and experiment with a wide variety of technical indicators for financial data analysis.
§Why RustTI?
- Configurable: Nearly every parameter (from periods to models) is customizable.
- Modern: Suitable for stocks, crypto, and any asset with arbitrary trading calendars.
- Powerful: Use industry standards or create your own quant-style indicators.
- Powered by Rust: Written in pure Rust through and through
§Philosophy
Prefer customizing your indicators to fit your market and strategy, just like the best quants do. RustTI gives you the flexibility to do just that.
§Library Structure
- Indicators are grouped into modules by type (e.g.,
momentum_indicators
,trend_indicators
). - Each module is split into:
- single: Calculate the indicator for a single period or the whole slice.
- bulk: Compute the indicator value over a rolling window or for each element in a series.
§Quick Start
use rust_ti::standard_indicators::bulk::rsi;
let prices = vec![100.0, 102.0, 103.0, 102.5, 102.8, 103.1, 103.8, 103.9, 104.4, 103.6, 103.1,
102.9, 103.3, 103.7];
let my_rsi = rsi(&prices);
println!("Your RSI: {:?}", my_rsi);
§Modules
standard_indicators
- Industry-standard indicators (RSI, MACD, Bollinger, etc.)basic_indicators
- Fundamental stats (mean, median, std, etc.)candle_indicators
- Candle chart tools (Ichimoku, bands, envelopes, etc.)chart_trends
- Trend and peak/valley analysiscorrelation_indicators
- Asset correlation metricsmomentum_indicators
- Momentum and oscillator indicatorsmoving_average
- Moving averages: simple, smoothed, exponential, McGinley, etc.other_indicators
- ROI, true range, internal bar strength, etc.strength_indicators
- Volume and vigor metricstrend_indicators
- Trend direction and strengthvolatility_indicators
- Volatility measures
§API Reference
See each module for detailed function docs and examples.
§Types
All shared enums and types are re-exported at the crate root for convenience.
Modules§
- basic_
indicators - Basic Indicators
- candle_
indicators - Candle Indicators
- chart_
trends - Chart Trends
- correlation_
indicators - Correlation Indicators
- momentum_
indicators - Momentum Indicators
- moving_
average - Moving Average Indicators
- other_
indicators - Other Indicators
- standard_
indicators - Standard Indicators
- strength_
indicators - Strength Indicators
- trend_
indicators - Trend Indicators
- volatility_
indicators - Volatility Indicators
Enums§
- Central
Point - What central value to use for calculations.
- Constant
Model Type - Determines which constant model to use for a center point.
- Deviation
Model - How to measure deviation from a center point.
- Moving
Average Type - Type of moving average.
- Position
- Trade position.