bartons

Financial and technical-analysis expressions for polars, implemented in Rust as a native plugin (PyO3 + maturin).

Each indicator is a factory returning a pl.Expr, so it composes with the rest of polars — inside select, with_columns, over, lazy frames, and so on.

Install

Requires Python 3.11+ and polars>=1.28,<1.44. Wheels are cp311-abi3, so one wheel per platform covers every Python from 3.11 up.

pip install bartons

Usage

import polars as pl
from bartons.indicators import ATR, CCI, EMA, MACD, MAD, RSI
from bartons.samples import sample_prices

prices = sample_prices("daily")

prices.select("date", "close", ema=EMA(20), rsi=RSI(14), atr=ATR(14)).tail(3)

┌────────────┬────────────┬────────────┬───────────┬──────────┐
│ date       ┆ close      ┆ ema        ┆ rsi       ┆ atr      │
╞════════════╪════════════╪════════════╪═══════════╪══════════╡
│ 2024-08-07 ┆ 209.820007 ┆ 217.642081 ┆ 40.192313 ┆ 6.920431 │
│ 2024-08-08 ┆ 213.309998 ┆ 217.229501 ┆ 45.237928 ┆ 6.809686 │
│ 2024-08-09 ┆ 216.240005 ┆ 217.135264 ┆ 49.118920 ┆ 6.666851 │
└────────────┴────────────┴────────────┴───────────┴──────────┘

Single-source indicators default to pl.col("close") and also accept an explicit source, which makes them chain with pipe:

EMA(20)                          # close by default
EMA(pl.col("open"), 20)          # explicit source
pl.col("close").pipe(EMA, 5).pipe(RSI, 14)

TRANGE and ATR read high, low and close, each overridable by keyword.

Indicators

Multi-output native indicators return an ExprBundle, which Polars accepts as one argument and expands into ordinary columns:

prices.with_columns(MACD())
prices.with_columns(*MACD(), SMA(20))  # splat when mixing with other expressions

Eager API

The compiled kernels are also callable directly on a pl.Series, bypassing the expression layer:

from bartons import kernels

kernels.ema(prices["close"], period=20)

Parameters are keyword-only here. This path needs polars>=1.28; the expression API alone works further back.

Related Projects

• Polars — the DataFrame library. Since every indicator here is a plain pl.Expr, its expression docs cover most of what you can do with them: windows, groups, lazy frames, and the rest.
• PyO3 — Rust bindings for Python, and the polars plugin interface these kernels are written against. Worth reading if you want to write indicators of your own.
• Maturin — builds and publishes Rust extensions as Python wheels. The tool to reach for if you take that route.