Crate ta_indicators 

Warmup-exact batch port of TA-Lib technical indicators for Rust.

See crate README for module layout (lib.rs vs candles.rs) and parity policy.

Example

use ta_indicators::{bollinger_bands, macd, rsi};

let closes = [100.0, 101.0, 102.0, 101.5, 103.0, 104.0, 103.5, 105.0];
let rsi_3 = rsi(&closes, 3);
let macd_out = macd(&closes, 3, 6, 3);
let bands = bollinger_bands(&closes, 3, 2.0);

assert_eq!(rsi_3.len(), closes.len());
assert_eq!(macd_out.macd.len(), closes.len());
assert_eq!(bands.middle.len(), closes.len());

Outputs use Option<f64> for numeric indicators. Warmup bars are None; emitted bars are matched against committed TA-Lib reference fixtures.

Structs

AdxFamily

Aroon

BollingerBands

DirectionalMovement

LinearRegression

Macd

PriceContext

PriceTransforms

StochRsi

Functions

ad

adosc

adx_family

apo

aroon

beta

Rolling BETA of real0 against real1 (TA-Lib BETA). Uses period trailing simple returns; beta = (n·Σxy − Σx·Σy) / (n·Σxx − (Σx)²) where x are real0 returns and y are real1 returns. First value at index period.

bollinger_bands

bop

cdl_2crows

Two crows: long white, then a black gapping up, then a black opening within the second body and closing within the first body. Always bearish.

cdl_3blackcrows

Three black crows: three long black candles with very short lower shadows, each opening within the prior body and closing progressively lower.

cdl_3inside

Three inside up/down: a long candle, a harami body engulfed by it, then a confirming candle of the opposite color to the first.

cdl_3linestrike

Three-line strike: three candles of one color, then a fourth of the opposite color that engulfs the prior run.

cdl_3outside

Three outside up/down: an engulfing pair confirmed by a third candle that continues in the engulfing direction.

cdl_3starsinsouth

Three stars in the south: a faltering downtrend of three black candles.

cdl_3whitesoldiers

Three white soldiers: three rising white candles with very short upper shadows and only modest body shrinkage.

cdl_abandonedbaby

Abandoned baby: a doji isolated by gaps from a long candle and a confirming candle of the opposite color.

cdl_advanceblock

Advance block: three rising white candles whose advance falters via shrinking bodies and lengthening upper shadows.

cdl_belthold

Belt hold: a long candle that opens at its extreme (no shadow on the open end).

cdl_breakaway

Breakaway: a five-candle gap-and-run that closes back through the gap.

cdl_closing_marubozu

Closing marubozu: long body with no shadow on the closing end.

cdl_concealbabyswall

Concealing baby swallow: four black candles where the third’s upper shadow pierces the second body and the fourth engulfs the third.

cdl_counterattack

Counterattack: two long opposite-colored candles that close at the same level.

cdl_darkcloudcover

Dark cloud cover: a black candle opening above a prior long white candle and closing well into its body.

cdl_doji

Doji: real body no larger than the doji-body average.

cdl_dojistar

Doji star: a long candle followed by a gapping doji.

cdl_dragonfly_doji

Dragonfly doji: doji body with a negligible upper shadow and a long lower shadow.

cdl_engulfing

Engulfing: a candle whose real body fully engulfs the prior opposite-colored body (±80 when one end exactly matches).

cdl_eveningdojistar

Evening doji star: long white, gapping doji, then a black candle closing well into the first body.

cdl_eveningstar

Evening star: long white, a short-bodied star gapping up, then a black candle closing well into the first body.

cdl_gapsidesidewhite

Up/down-gap side-by-side white lines: a gap followed by two similar white candles.

cdl_gravestone_doji

Gravestone doji: doji body with a negligible lower shadow and a long upper shadow.

cdl_hammer

Hammer: a small-bodied candle with a long lower shadow near the prior lows.

cdl_hangingman

Hanging man: a small-bodied candle with a long lower shadow near the prior highs.

cdl_harami

Harami: a small real body engulfed by the prior long body (±80 when one end matches).

cdl_haramicross

Harami cross: a harami whose inside candle is a doji.

cdl_high_wave

High-wave: small body with very long shadows on both sides.

cdl_hikkake

Hikkake: an inside bar followed by a false breakout, optionally confirmed within three bars (±200 on confirmation). Stateful across bars.

cdl_hikkakemod

Modified hikkake: a three-bar inside formation with a close near the second candle’s extreme, optionally confirmed within three bars. Stateful.

cdl_homingpigeon

Homing pigeon: a small black body engulfed by a prior long black body.

cdl_identical3crows

Identical three crows: three black candles whose opens match the prior closes.

cdl_inneck

In-neck: a black candle followed by a white one closing just into the prior body.

cdl_invertedhammer

Inverted hammer: a small-bodied candle with a long upper shadow gapping down.

cdl_kicking

Kicking: two opposite marubozu separated by a gap.

cdl_kickingbylength

Kicking by length: like kicking, but the result follows the longer marubozu.

cdl_ladderbottom

Ladder bottom: three declining black candles, a black candle with an upper shadow, then a white candle breaking out.

cdl_long_legged_doji

Long-legged doji: doji body with at least one long shadow.

cdl_long_line

Long white/black line: long body with short shadows.

cdl_marubozu

Marubozu: long body with negligible shadows on both ends.

cdl_matchinglow

Matching low: two black candles closing at the same level.

cdl_mathold

Mat hold: a long white candle, an upside gap, three holding candles, then a white candle breaking out.

cdl_morningdojistar

Morning doji star: long black, gapping doji, then a white candle closing well into the first body.

cdl_morningstar

Morning star: long black, a short-bodied star gapping down, then a white candle closing well into the first body.

cdl_onneck

On-neck: a black candle followed by a white one closing at the prior low.

cdl_piercing

Piercing: a black candle followed by a white candle opening below the prior low and closing above the prior midpoint.

cdl_rickshawman

Rickshaw man: a long-legged doji whose body sits near the high-low midpoint.

cdl_risefall3methods

Rising/falling three methods: a long candle, three small counter-trend candles held within its range, then a long continuation candle.

cdl_separatinglines

Separating lines: a candle that opens at the prior open but reverses into a long belt-hold of the opposite color.

cdl_shootingstar

Shooting star: a small-bodied candle with a long upper shadow gapping up.

cdl_short_line

Short line: short body with short shadows.

cdl_spinning_top

Spinning top: small body with both shadows longer than the body.

cdl_stalledpattern

Stalled pattern: two long white candles then a small white candle riding the second’s shoulder.

cdl_sticksandwich

Stick sandwich: a black candle, a white candle trading above it, then a black candle closing at the first close.

cdl_takuri

Takuri: a doji-bodied candle with a very long lower shadow and negligible upper shadow.

cdl_tasukigap

Tasuki gap: a gap followed by an opposite-colored candle of similar size that fails to close the gap.

cdl_thrusting

Thrusting: a black candle followed by a white candle closing into, but under the midpoint of, the prior body.

cdl_tristar

Tristar: three doji where the middle one gaps away from the others.

cdl_unique3river

Unique three river bottom: a long black candle, a black harami making a new low, then a small white candle.

cdl_upsidegap2crows

Upside gap two crows: a long white candle, a short black gapping up, then a black candle engulfing it but still closing above the first.

cdl_xsidegap3methods

Up/down-gap three methods: a gap between two same-colored candles filled by a third opposite candle.

cmo

correl

Rolling Pearson correlation of real0 and real1 (TA-Lib CORREL) over a trailing window of raw values. First value at index period - 1; when the variance product is non-positive TA-Lib emits 0.0.

dema

directional_movement

ema

ht_dcperiod

HT_DCPERIOD — dominant cycle period.

ht_dcphase

HT_DCPHASE — dominant cycle phase.

ht_phasor

HT_PHASOR — (in-phase, quadrature) components.

ht_sine

HT_SINE — (sine, lead sine) wave.

ht_trendline

HT_TRENDLINE — instantaneous trendline.

ht_trendmode

HT_TRENDMODE — trend vs cycle mode (1 = trend, 0 = cycle; warmup zero-filled).

kama

linear_regression

macd

macdext_sma

MACDEXT with all three moving averages set to SMA (TA-Lib matype = 0). fast SMA − slow SMA forms the MACD line; an SMA over the MACD line forms the signal. Matches talib.MACDEXT(.., fastmatype=0, slowmatype=0, signalmatype=0).

macdfix

mama

MAMA — (MAMA, FAMA) adaptive moving averages.

mavp

Variable-period simple moving average (TA-Lib MAVP, matype = 0). Each bar uses periods[idx] truncated to an integer and clamped to [min_period, max_period]; the global warmup is max_period - 1 so every emitted bar has a full window.

ppo

price_context

price_transforms

rolling_sum

rsi

sar

sarext

Parabolic SAR Extended (TA-Lib SAREXT). Mirrors the proven sar core but adds: explicit start value / initial direction, per-side acceleration (init/step/max for long and short), an offset-on-reverse, and TA-Lib’s sign convention where short bars are emitted as the negated SAR. First value at index 1.

stochrsi

t3

tema

trix

ultosc