Pratik Bhadane 71b6343e92 feat: refresh benchmark coverage and harden CI tooling
Refresh the benchmark and performance surface across the repo. This updates the benchmark wrappers and helper scripts, regenerates the checked-in benchmark and perf-contract artifacts, and folds in the related roadmap, compatibility, and example notebook changes that belong with this performance-focused pass.

Harden the Python CI and local pre-push flow so the same checks pass reliably in both places. The workflow and pre-push script now use module-safe uv typecheck invocations, the Python test environment installs the optional MCP dependency needed by the MCP server tests, and one-off root benchmark outputs are ignored to keep the repo clean.

Align local tooling with the current project configuration by updating the Ruff pre-commit hook, tightening the API typing and MCP server helpers, and refreshing the lockfile to pick up the audited PyJWT fix while preserving the rest of the staged source changes.
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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.

Binder Open in Colab Documentation


ferro-ta is 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-ta is 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), and WMA (2.39x).
  • TA-Lib still wins or ties on parts of the suite, including STOCH, ADX, and some current EMA / RSI / ATR runs.

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-ta implements 100% of TA-Lib's function set (162+ indicators).
  • Most functions are marked Exact or Close; the remaining notable non-exact categories are the Hilbert cycle indicators plus MAMA, SAR, and SAREXT.
  • 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.

S
Description
Rust-powered Python technical analysis.
Readme MIT 2 MiB
Languages
Python 62.7%
Rust 36.7%
Shell 0.3%
JavaScript 0.1%