Move several hot Python analysis paths to Rust-backed helpers. This adds Rust implementations for backtest strategy signal generation and the core portfolio loop, options and futures payoff aggregation, Greeks aggregation, ratio calculation, trade extraction, chunked close-only indicator runs, and forward-fill helpers. Wire the Python analysis and data modules to prefer these paths, and add coverage for the new batch fast path. Expand the WASM package to export WMA, ADX, and MFI from ferro_ta_core, refresh the Node examples, benchmarks, and README, and add a Node-vs-Python conformance test so the browser and node surface stays aligned with the main Python package. Introduce a generated cross-surface API manifest in docs/, along with scripts to rebuild and verify it from source exports. Enforce manifest freshness in the Python and WASM CI workflows so release candidates catch surface drift before push.
⚡ ferro-ta
Rust-powered Python technical analysis with a TA-Lib-compatible API
Focused on one primary job: fast, reproducible technical analysis for Python users who want TA-Lib-style ergonomics without native build friction.
ferro-tais a Rust-backed Python technical analysis library for NumPy-first workloads. It keeps TA-Lib-style ergonomics, ships pre-built wheels on supported targets, and publishes reproducible benchmark artifacts instead of blanket speed claims.
🚀 What ferro-ta is
| TA-Lib | ferro-ta | |
|---|---|---|
| Primary product | C-backed Python TA library | Rust-backed Python TA library |
| API shape | talib.SMA(close, 20) |
ferro_ta.SMA(close, 20) |
| Installation | Often requires native/system setup | Pre-built wheels on supported targets |
| Scope | Technical indicators | Technical indicators first; other tooling is optional and secondary |
⚡ Benchmark evidence
The latest checked-in TA-Lib comparison artifact uses contiguous float64
arrays at 10k and 100k bars on an Apple M3 Max, CPython 3.13.5, and Rust 1.91.1.
ferro-tais ahead outside the tie band on 6 of 12 indicators at both 10k and 100k bars.- Strong public wins in the latest 100k-bar artifact include
SMA(2.28x),BBANDS(2.34x),MFI(3.04x), andWMA(2.39x). - TA-Lib still wins or ties on parts of the suite, including
STOCH,ADX, and some currentEMA/RSI/ATRruns.
See the benchmark methodology and artifacts:
🎯 Core capabilities
- 160+ indicators with a TA-Lib-style public API.
- Batch and streaming APIs for multi-series and bar-by-bar workloads.
- NumPy-first execution with pandas and polars adapters.
- Pre-built wheels on the supported Python and OS matrix.
- Type stubs, error codes, examples, and reproducible benchmarks.
Adjacent and experimental surfaces such as derivatives analytics, MCP, GPU, plugins, and WASM remain opt-in and secondary to the core TA library story.
📦 Installation
pip install ferro-ta
Optional extras:
pip install "ferro-ta[pandas]" # pandas.Series support
pip install "ferro-ta[polars]" # polars.Series support
pip install "ferro-ta[gpu]" # PyTorch-backed GPU helpers
pip install "ferro-ta[options]" # derivatives analytics helpers
pip install "ferro-ta[mcp]" # MCP server for agent/tool clients
pip install "ferro-ta[all]" # most optional extras (excluding gpu)
⚡ Quick start
import numpy as np
from ferro_ta import SMA, EMA, RSI, MACD, BBANDS
close = np.array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.15,
43.61, 44.33, 44.83, 45.10, 45.15, 43.61, 44.33])
sma = SMA(close, timeperiod=5)
ema = EMA(close, timeperiod=5)
rsi = RSI(close, timeperiod=14)
macd_line, signal, histogram = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
upper, middle, lower = BBANDS(close, timeperiod=5, nbdevup=2.0, nbdevdn=2.0)
📊 TA-Lib compatibility
ferro-taimplements 100% of TA-Lib's function set (162+indicators).- Most functions are marked
ExactorClose; the remaining notable non-exact categories are the Hilbert cycle indicators plusMAMA,SAR, andSAREXT. - The full parity matrix and coverage summary now live in TA_LIB_COMPATIBILITY.md.
Migration and compatibility references:
🗺️ Docs map
Core guides:
Evidence and APIs:
Optional and experimental surfaces:
Project and release docs:
🛠️ Development
uv sync --extra dev
uv run pytest tests/unit tests/integration
uv run maturin build --release --out dist
More setup details live in CONTRIBUTING.md.