indica

Fast technical analysis indicators for stock markets. Built in Rust. Built for Indian markets.

Why

JavaScript/Python TA libraries are slow when screening thousands of stocks. indica computes all indicators for 2,000 stocks in 6ms using Rust + Rayon parallelism.

No other TA library has India-specific indicators (delivery volume analysis, circuit limit detection).

Indicators (16)

| Category | Indicators | |----------|-----------| | Trend | SMA, EMA, Supertrend, ADX | | Momentum | RSI, MACD (with crossover), Stochastic (%K/%D) | | Volatility | Bollinger Bands (%B), ATR | | Volume | OBV, VWAP, Volume Trend | | Support/Resistance | Classic Pivot Points (R3-S3) | | India-Specific | Delivery % Analysis, Circuit Limit Proximity |

Installation

# Rust
[dependencies]
indica = "0.1"

Quick Start

use indica::{sma, rsi, macd, supertrend, bollinger_bands, stochastic, vwap, obv};

let closes = vec![44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10,
                  45.42, 45.84, 46.08, 45.89, 46.03, 45.61, 46.28,
                  46.28, 46.00, 46.03, 46.41, 46.22, 46.21];

sma(&closes, 20);                           // Some(45.52)
rsi(&closes, 14);                           // Some(55.37)
macd(&closes, 12, 26, 9);                   // Some(MacdResult { crossover: Bullish, ... })
bollinger_bands(&closes, 20, 2.0);          // Some(BollingerBandsResult { upper, lower, %B })
stochastic(&highs, &lows, &closes, 14, 3); // Some(StochasticResult { k, d })
supertrend(&highs, &lows, &closes, 10, 3.0); // Some(SupertrendResult { direction: Up })
vwap(&highs, &lows, &closes, &volumes);    // Some(245.67)
obv(&closes, &volumes);                     // Some(1234567.0)

Streaming API (real-time)

Feed candles one at a time — O(1) updates, no recomputation:

use indica::{Rsi, Sma, Candle, Indicator};

let mut rsi = Rsi::new(14);
let mut sma = Sma::new(20);

for candle in live_feed {
    if let Some(value) = rsi.update(&candle) {
        println!("RSI: {:.1}", value);
    }
    if let Some(value) = sma.update(&candle) {
        println!("SMA: {:.2}", value);
    }
}

Available streaming indicators: Sma, Ema, Rsi, Supertrend, Adx

India-Specific Indicators

Indicators that only work with Indian market data (NSE/BSE):

use indica::{delivery_pct, delivery_trend, circuit_proximity, CircuitLimit};

// Delivery Volume Analysis (unique to NSE/BSE)
let pct = delivery_pct(500_000.0, 1_000_000.0); // 50.0%

// Delivery trend: high delivery + price up = genuine buying
let trend = delivery_trend(&delivery_pcts, &closes, 3, 10);
// Some(DeliveryTrend::Accumulation)

// Circuit Limit Proximity
let status = circuit_proximity(108.0, 100.0, CircuitLimit::Percent10);
// CircuitStatus { upper_limit: 110.0, near_upper: false, ... }

Architecture

src/
├── core/               ← Candle, Indicator trait, utils
├── indicators/
│   ├── trend/          ← SMA, EMA, Supertrend, ADX
│   ├── momentum/       ← RSI, MACD, Stochastic
│   ├── volatility/     ← Bollinger Bands, ATR
│   ├── volume/         ← OBV, VWAP, Volume Trend
│   ├── support_resistance/ ← Pivot Points
│   └── india/          ← Delivery Analysis, Circuit Limits
├── signals/            ← Signal engine (Buy/Sell with confidence)
└── batch/              ← Parallel batch processing + screening

API Reference

Convenience Functions

| Function | Returns | |----------|---------| | sma(closes, period) | Option<f64> | | ema(closes, period) | Option<f64> | | rsi(closes, period) | Option<f64> | | macd(closes, fast, slow, signal) | Option<MacdResult> | | stochastic(highs, lows, closes, k, d) | Option<StochasticResult> | | bollinger_bands(closes, period, mult) | Option<BollingerBandsResult> | | atr(highs, lows, closes, period) | Option<f64> | | supertrend(highs, lows, closes, period, mult) | Option<SupertrendResult> | | adx(highs, lows, closes, period) | Option<f64> | | obv(closes, volumes) | Option<f64> | | vwap(highs, lows, closes, volumes) | Option<f64> | | volume_trend(volumes) | &str | | pivot_points(high, low, close) | PivotPointsResult | | delivery_pct(delivery_vol, total_vol) | f64 | | delivery_trend(pcts, closes, short, long) | Option<DeliveryTrend> | | circuit_proximity(price, prev_close, limit) | CircuitStatus |

All functions return Option when there isn't enough data. No panics, no NaN.

Building

cargo build --release
cargo test
cargo clippy -- -D warnings

Contributing

PRs welcome. Run cargo test && cargo clippy -- -D warnings && cargo fmt --check before submitting.

License

MIT