ferro-ta/crates/ferro_ta_core

ferro_ta_core

ferro_ta_core is the pure Rust indicator engine behind ferro-ta.

It provides allocation-friendly indicator functions over &[f64] slices without any PyO3, NumPy, or Python runtime dependency, which makes it a good fit for:

• Rust-native technical analysis workloads
• custom services and backtesting engines
• non-Python bindings (WASM, FFI)

Installation

[dependencies]
ferro_ta_core = "1.1.4"

Design

• Pure functions over Rust slices
• No Python or NumPy dependency
• Shared core for the Python package and WASM bindings
• Output shape matches TA-Lib-style full-length series with NaN warm-up values where applicable

Modules

Module	Functions	Highlights
overlap	20	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, T3, BBANDS, MACD, MACDFIX, MACDEXT, SAR, SAREXT, MAMA, MIDPOINT, MIDPRICE, MA, MAVP, Hull MA
momentum	26	RSI, MOM, STOCH, STOCHF, ADX, ADXR, DX, +DI, -DI, +DM, -DM, ROC, WILLR, AROON, CCI, BOP, STOCHRSI, APO, PPO, CMO, TRIX, ULTOSC
volatility	3	ATR, NATR, TRANGE
volume	4	OBV, MFI, AD, ADOSC
pattern	61	All TA-Lib candlestick patterns (CDL2CROWS through CDLXSIDEGAP3METHODS)
statistic	9	STDDEV, VAR, LINEARREG, LINEARREG_SLOPE/INTERCEPT/ANGLE, TSF, BETA, CORREL
math	24	Rolling SUM/MAX/MIN/MAXINDEX/MININDEX, element-wise ADD/SUB/MULT/DIV, 15 transforms (trig, exp, log, sqrt, ceil, floor)
price_transform	4	AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE
cycle	7	Hilbert Transform: TRENDLINE, DCPERIOD, DCPHASE, PHASOR, SINE, TRENDMODE
extended	10	VWAP, VWMA, Supertrend, Donchian, Keltner, Ichimoku, Pivot Points, Hull MA, Chandelier Exit, Choppiness Index
streaming	9	Stateful bar-by-bar: SMA, EMA, RSI, ATR, BBands, MACD, Stoch, VWAP, Supertrend
batch	8	Vectorized multi-column: batch_sma/ema/rsi/atr/stoch/adx, run_close/hlc_indicators
backtest	19	Signal generators, close-only and OHLCV engines, walk-forward, Monte Carlo, performance metrics
options	18	Black-Scholes/Black-76 pricing, Greeks, implied volatility, IV rank/percentile/zscore, smile metrics, chain analytics
futures	14	Basis, annualized basis, carry, roll (weighted/back-adjusted/ratio), curve analysis, synthetic forward/spot
portfolio	10	Beta, correlation matrix, drawdown, relative strength, spread, ratio, z-score, portfolio volatility
signals	4	Rank values, compose rank, top/bottom N indices
alerts	3	Threshold crossings, cross detection, alert bar collection
regime	4	ADX regime, combined regime, CUSUM breaks, variance breaks
aggregation	3	Tick bars, volume bars, time bars from trade data
resampling	2	Volume bars, OHLCV aggregation by label
chunked	4	Trim overlap, stitch chunks, make chunk ranges, forward fill NaN
crypto	3	Funding cumulative PnL, continuous bar labels, session boundaries

Example

use ferro_ta_core::overlap;

fn main() {
    let close = vec![1.0, 2.0, 3.0, 4.0, 5.0];
    let sma = overlap::sma(&close, 3);

    assert!(sma[0].is_nan());
    assert!(sma[1].is_nan());
    assert!((sma[2] - 2.0).abs() < 1e-10);
}

Relationship To ferro-ta

The published Python package (ferro-ta on PyPI) wraps this crate with PyO3 bindings and adds NumPy conversion, pandas/polars wrappers, and higher-level Python tooling. The WASM package (ferro-ta-wasm on npm) also wraps this crate with full feature parity.

If you only need Rust indicator functions, use ferro_ta_core directly.

Development

From the repository root:

cargo build -p ferro_ta_core
cargo test -p ferro_ta_core
cargo bench -p ferro_ta_core --no-run

License

MIT