扩展指标

2026-07-09 05:08:16 +08:00
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+ferro-ta Documentation
+======================
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Core Library
+
+   quickstart
+   migration_talib
+   support_matrix
+   pandas_api
+   error_handling
+   api/index
+   streaming
+   batch
+   extended
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Evidence and Releases
+
+   benchmarks
+   changelog
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Adjacent and Experimental
+
+   derivatives
+   adjacent_tooling
+   plugins
+   contributing
+
+Overview
+--------
+
+**ferro-ta** is a Rust-powered Python technical analysis library focused on a
+TA-Lib-compatible API for NumPy-centered workloads.
+
+.. important::
+
+   Performance varies by indicator, array layout, warmup, build flags, and
+   machine. ferro-ta is often faster on selected indicators, not universally
+   faster. See :doc:`benchmarks` for the reproducible workflow, methodology
+   notes, and the indicators where TA-Lib still wins or ties in the current
+   checked-in artifact.
+
+Core library:
+
+- 160+ indicators covering all TA-Lib categories
+- TA-Lib-style imports such as ``ferro_ta.SMA(close, timeperiod=20)``
+- Pre-built wheels for the supported Python/OS matrix
+- Pure Rust core library (``crates/ferro_ta_core``) — no PyO3 / numpy dependency
+- Batch execution API — run indicators on 2-D arrays of multiple series
+- Streaming / bar-by-bar API for live trading
+- Transparent pandas.Series support
+- Type stubs (.pyi) for IDE auto-completion
+- 10 extended indicators not in TA-Lib (VWAP, Supertrend, Ichimoku Cloud, ...)
+
+Adjacent and experimental tooling:
+
+- **Backtesting engine** — OHLCV fill, 23 metrics, Monte Carlo, walk-forward, multi-asset — see :doc:`adjacent_tooling`
+- Derivatives analytics — see :doc:`derivatives`
+- Agentic workflow and LangChain tool wrappers — see `Agentic guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/agentic.md>`_
+- MCP server for MCP-compatible clients — see `MCP guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/mcp.md>`_
+- WASM, plugins, and other optional surfaces — see :doc:`adjacent_tooling`
+
+Installation
+~~~~~~~~~~~~
+
+.. code-block:: bash
+
+   pip install ferro-ta
+
+Quick Start
+~~~~~~~~~~~
+
+.. code-block:: python
+
+   import numpy as np
+   from ferro_ta import SMA, EMA, RSI, MACD, BBANDS
+
+   close = np.array([10.0, 11.0, 12.0, 13.0, 14.0, 13.5, 12.5])
+   print(SMA(close, timeperiod=3))
+
+   # Batch: run SMA on 5 symbols at once
+   from ferro_ta.batch import batch_sma
+   data = np.random.rand(100, 5)
+   result = batch_sma(data, timeperiod=10)
+
+Further Reading
+~~~~~~~~~~~~~~~
+
+- `Architecture <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/architecture.md>`_ — Rust/Python layout, two-crate design, binding flow.
+- `Performance Guide <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/performance.md>`_ — when to use raw numpy vs pandas/polars, batch notes, tips.
+- `API Stability <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/stability.md>`_ — stability tiers, versioning, and deprecation policy.
+- :doc:`support_matrix` — parity status, tested wheel targets, supported Python versions, and experimental modules.
+- `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.
+- `Out-of-Core Execution <https://github.com/pratikbhadane24/ferro-ta/blob/main/docs/out-of-core.md>`_ — chunked processing and Dask integration.
+- :doc:`derivatives` — IV helpers, options pricing/Greeks/IV, futures analytics, strategy schemas, and payoff helpers.
+- :doc:`adjacent_tooling` — optional surfaces such as derivatives, MCP, WASM, GPU, plugins, and agent-oriented integrations.
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`