Crate nautilus_indicators

Source
Expand description

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

§Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the main nautilus_trader Python package, or as part of a Rust only build.

  • python: Enables Python bindings from pyo3.

Modules§

average
Moving average type indicators.
book
Order book specific indicators.
indicator
A common Indicator trait.
momentum
Momentum type indicators.
python
Python bindings from pyo3.
ratio
Ratio type indicators.
testing
Common test related helper functions.
volatility
Volatility type indicators.