Pratik Bhadane
436954138f
Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
109 lines
3.7 KiB
ReStructuredText
109 lines
3.7 KiB
ReStructuredText
ferro-ta Documentation
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======================
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.. toctree::
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:maxdepth: 2
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:caption: Core Library
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quickstart
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migration_talib
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support_matrix
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pandas_api
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error_handling
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api/index
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streaming
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batch
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extended
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.. toctree::
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:maxdepth: 2
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:caption: Evidence and Releases
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benchmarks
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changelog
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.. toctree::
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:maxdepth: 2
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:caption: Adjacent and Experimental
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derivatives
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adjacent_tooling
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plugins
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contributing
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Overview
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--------
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**ferro-ta** is a Rust-powered Python technical analysis library focused on a
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TA-Lib-compatible API for NumPy-centered workloads.
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.. important::
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Performance varies by indicator, array layout, warmup, build flags, and
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machine. ferro-ta is often faster on selected indicators, not universally
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faster. See :doc:`benchmarks` for the reproducible workflow, methodology
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notes, and the indicators where TA-Lib still wins or ties in the current
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checked-in artifact.
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Core library:
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- 160+ indicators covering all TA-Lib categories
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- TA-Lib-style imports such as ``ferro_ta.SMA(close, timeperiod=20)``
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- Pre-built wheels for the supported Python/OS matrix
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- Pure Rust core library (``crates/ferro_ta_core``) — no PyO3 / numpy dependency
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- Batch execution API — run indicators on 2-D arrays of multiple series
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- Streaming / bar-by-bar API for live trading
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- Transparent pandas.Series support
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- Type stubs (.pyi) for IDE auto-completion
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- 10 extended indicators not in TA-Lib (VWAP, Supertrend, Ichimoku Cloud, ...)
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Adjacent and experimental tooling:
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- **Backtesting engine** — OHLCV fill, 23 metrics, Monte Carlo, walk-forward, multi-asset — see :doc:`adjacent_tooling`
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- Derivatives analytics — see :doc:`derivatives`
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- Agentic workflow and LangChain tool wrappers — see `Agentic guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/agentic.md>`_
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- MCP server for MCP-compatible clients — see `MCP guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/mcp.md>`_
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- WASM, plugins, and other optional surfaces — see :doc:`adjacent_tooling`
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Installation
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~~~~~~~~~~~~
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.. code-block:: bash
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pip install ferro-ta
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Quick Start
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~~~~~~~~~~~
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.. code-block:: python
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import numpy as np
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from ferro_ta import SMA, EMA, RSI, MACD, BBANDS
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close = np.array([10.0, 11.0, 12.0, 13.0, 14.0, 13.5, 12.5])
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print(SMA(close, timeperiod=3))
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# Batch: run SMA on 5 symbols at once
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from ferro_ta.batch import batch_sma
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data = np.random.rand(100, 5)
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result = batch_sma(data, timeperiod=10)
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Further Reading
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~~~~~~~~~~~~~~~
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- `Architecture <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/architecture.md>`_ — Rust/Python layout, two-crate design, binding flow.
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- `Performance Guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/performance.md>`_ — when to use raw numpy vs pandas/polars, batch notes, tips.
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- `API Stability <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/stability.md>`_ — stability tiers, versioning, and deprecation policy.
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- :doc:`support_matrix` — parity status, tested wheel targets, supported Python versions, and experimental modules.
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- `Rust-First Policy <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/rust_first.md>`_ — all compute logic belongs in Rust; how to add new indicators.
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- `Out-of-Core Execution <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/out-of-core.md>`_ — chunked processing and Dask integration.
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- :doc:`derivatives` — IV helpers, options pricing/Greeks/IV, futures analytics, strategy schemas, and payoff helpers.
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- :doc:`adjacent_tooling` — optional surfaces such as derivatives, MCP, WASM, GPU, plugins, and agent-oriented integrations.
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Indices and tables
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==================
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* :ref:`genindex`
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* :ref:`modindex`
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* :ref:`search`
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