Crate nautilus_indicators

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.