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# QuanTAlib - Quantitative Technical Indicators Without Compromises

TA libraries face a fundamental choice: accept approximations for simplicity OR enforce math rigor. We chose rigor.

**Quan**titative **TA** **lib**rary (QuanTAlib) is a C# library built on the premise that you shouldn't have to choose. Modern CPUs process 4-8 FLOPS per cycle via SIMD. Modern .NET exposes memory layouts making hardware acceleration trivial. QuanTAlib exploits both. **Result:** mathematically rigorous indicators at speeds making real-time multi-symbol analysis practical on ordinary hardware.

## Key Features

- **Zero Allocation**: Hot paths are allocation-free. No GC pauses during trading.
- **SIMD Accelerated**: Uses AVX2/AVX-512 for 8x throughput on modern CPUs.
- **O(1) Streaming**: Constant time updates regardless of lookback period.
- **Platform Agnostic**: Runs on .NET 8/9/10, compatible with Quantower, NinjaTrader, QuantConnect.
- **Mathematically Rigorous**: Validated against original research papers and established libraries.

## Quick Start

Install from NuGet:

```bash
dotnet add package QuanTAlib
```

Calculate an SMA in real-time:

```csharp
using QuanTAlib;

var sma = new Sma(period: 14);
double price = 100.0;

// Update with new price
var result = sma.Update(new TValue(DateTime.UtcNow, price));

if (result.IsHot)
{
    Console.WriteLine($"SMA: {result.Value}");
}
```

## Performance Snapshot

QuanTAlib is designed for speed. Here is how it compares calculating a 500,000 bar SMA against other libraries:

| Library | Mean Time | Allocations | Relative Speed |
|---------|-----------|-------------|----------------|
| **QuanTAlib (Span)** | **318.3 μs** | **0 B** | **1.00x (baseline)** |
| TA-Lib | 356.4 μs | 34 B | 1.12x slower |
| Tulip | 359.3 μs | 0 B | 1.13x slower |
| Skender | 71,277 μs | 50.8 MB | 224x slower |

*See [Benchmarks](docs/BENCHMARKS.md) for full details and methodology.*

## Documentation

- [**Architecture**](docs/ARCHITECTURE.md): Learn about SoA layout, SIMD, and design philosophy.
- [**Indicators**](docs/INDICATORS.md): Full catalog of available indicators and their mathematical families.
- [**Usage Guides**](docs/USAGE.md): Detailed patterns for Span, Streaming, Batch, and Eventing modes.
- [**Integration**](docs/INTEGRATION.md): Setup guides for Quantower, NinjaTrader, and QuantConnect.
- [**Benchmarks**](docs/BENCHMARKS.md): Detailed performance evidence and test methodology.