Crate rust_ti

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 analysis
• correlation_indicators - Asset correlation metrics
• momentum_indicators - Momentum and oscillator indicators
• moving_average - Moving averages: simple, smoothed, exponential, McGinley, etc.
• other_indicators - ROI, true range, internal bar strength, etc.
• strength_indicators - Volume and vigor metrics
• trend_indicators - Trend direction and strength
• volatility_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.

More docs

This repository is part of a structured documentation suite:

• Tutorials: See here
• How-To Guides: See here
• Benchmarks: See here
• Explanations: Coming soon
• Reference: You’re here!

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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.