Expand description
Technical analysis indicators for PoseiTrader.
The indicators crate provides a comprehensive collection of technical analysis indicators for quantitative trading and market research. This includes a wide variety of indicators organized by category, with a unified trait-based architecture for consistent usage:
- Moving averages: SMA, EMA, DEMA, HMA, WMA, VWAP, adaptive averages, and linear regression.
- Momentum indicators: RSI, MACD, Aroon, Bollinger Bands, CCI, Stochastics, and rate of change.
- Volatility indicators: ATR, Donchian Channels, Keltner Channels, and volatility ratios.
- Ratio analysis: Efficiency ratios and spread analysis for relative performance.
- Order book indicators: Book imbalance ratio for analyzing market microstructure.
- Common indicator trait: Unified interface supporting bars, quotes, trades, and order book data.
All indicators are designed for high-performance real-time processing with bounded memory usage and efficient circular buffer implementations. The crate supports both Rust-native usage and Python integration for strategy development and backtesting.
§Platform
PoseiTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.
PoseiTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.
§Feature flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the posei_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.