#polars-ta-classic

A pure-Rust reimplementation of pandas-ta-classic built on Polars 0.46.

212 total indicators and patterns:

• 150 technical-analysis indicators across 9 categories
• 62 TA-Lib candlestick patterns

No Python. No C ta-lib shared-library dependency. No GIL. Just Rust.

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#Installation

[dependencies]
polars-ta-classic = "0.1"
polars = "0.46"

Or with Cargo:

cargo add polars-ta-classic

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#Quick Start

#RSI

use polars::prelude::*;
use polars_ta_classic::momentum::rsi::rsi;

let close = Series::new("close".into(), vec![
    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, 44.83,
]);

let rsi_14 = rsi(&close, 14)?;
// Returns a Series named "RSI_14" with leading nulls for the warm-up period.

#MACD

use polars_ta_classic::momentum::macd::macd;

let result = macd(&close, 12, 26, 9)?;
// result.macd      -> Series "MACD_12_26_9"
// result.signal    -> Series "MACDs_12_26_9"
// result.histogram -> Series "MACDh_12_26_9"

#Bollinger Bands

use polars_ta_classic::volatility::bbands::{bbands, BbandsConfig};

let cfg = BbandsConfig { length: 20, std_dev: 2.0 };
let bb = bbands(&close, &cfg)?;
// bb.lower, bb.mid, bb.upper  (Series)
// bb.bandwidth, bb.percent    (Series)

#SuperTrend

use polars_ta_classic::overlap::supertrend::supertrend;

let result = supertrend(&high, &low, &close, 7, 3.0)?;
// result.trend     -> trend line (lower band in uptrend, upper band in downtrend)
// result.direction -> +1 uptrend, -1 downtrend
// result.long      -> trend value when in uptrend, else NaN
// result.short     -> trend value when in downtrend, else NaN

#Ichimoku

use polars_ta_classic::overlap::ichimoku::ichimoku;

let result = ichimoku(&high, &low, &close, 9, 26, 52)?;
// result.tenkan_sen    -> conversion line
// result.kijun_sen     -> base line
// result.senkou_span_a -> leading span A
// result.senkou_span_b -> leading span B
// result.chikou_span   -> lagging span

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#API Design Philosophy

• Series in, Series out. Single-output indicators accept &Series and return TaResult<Series>.
• Named result structs for multi-output indicators. MacdResult, BbandsResult, SupertrendResult, IchimokuResult, etc. expose each output series as a named field — no positional guessing.
• Null-safe leading nulls instead of panics. The warm-up period is represented as None values rather than filling with zeros or panicking on insufficient data.
• No allocating intermediate DataFrames. Indicator functions work directly on Series slices and Vec<Option<f64>> — no hidden DataFrame allocation.
• Idiomatic Rust error handling. All functions return TaResult<T> (Result<T, TaError>). TaError has variants for Polars errors, insufficient data, and invalid parameters.

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#Comparison with pandas-ta-classic

The formulas and default parameters are a 1-to-1 match with pandas-ta-classic. Results match to floating-point precision for the same input series.

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#Indicator Reference

#Overlap (Moving Averages & Price Transforms) — 37 indicators

#Momentum — 45 indicators

#Trend — 18 indicators

#Volatility — 14 indicators

#Volume — 17 indicators

#Statistics — 10 indicators

#Candles — 5 indicators + 62 patterns

All pattern functions return Series of i32: 100 = bullish, -100 = bearish, 0 = no pattern.

#TA-Lib Candlestick Patterns (62)

#Performance — 4 indicators

#Cycles — 3 indicators

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#Error Handling

use polars_ta_classic::{TaError, TaResult};

match rsi(&close, 14) {
    Ok(series) => println!("RSI: {:?}", series),
    Err(TaError::InsufficientData { need, got }) => {
        eprintln!("Need {need} rows, got {got}");
    }
    Err(TaError::InvalidParameter(msg)) => {
        eprintln!("Bad parameter: {msg}");
    }
    Err(TaError::Polars(e)) => eprintln!("Polars error: {e}"),
}

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#Contributing

Pull requests are welcome. When contributing a new indicator or fixing a formula:

1. Match the formula and default parameters from pandas-ta-classic exactly.
2. Add at least one test that checks the output name and at least one value against a known reference.
3. Add a module-level doc comment (//!) with the indicator name, formula, and defaults.
4. All 325 existing tests must continue to pass (cargo test).

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#License

MIT — see LICENSE.