Crate rust_ti

Source
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§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

§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§

CentralPoint
What central value to use for calculations.
ConstantModelType
Determines which constant model to use for a center point.
DeviationModel
How to measure deviation from a center point.
MovingAverageType
Type of moving average.
Position
Trade position.