rustalib 0.3.4

Python wrapper for rustalib-core, a high-performance technical analysis library written in Rust.

rustalib

📈 High-performance technical indicators for trading, written in Rust and exposed to Python.
Designed for time series analysis, backtesting, and real-time execution.

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🚀 Installation

🔧 For Python users (from PyPI)

If you just want to use the library in your Python projects:

pip install rustalib

This will install the precompiled Rust extension (wheels) published on PyPI.
Requires Python ≥ 3.8.

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🛠️ For contributors or internal development

⚠️ The Rust core of this project is private.
You will not be able to build this project from source unless you have access to the Rust codebase.

If you are part of the internal team or have access to the Rust core, you can:

1. Make sure Rust and maturin are installed.
2. Clone the repo and install in development mode:

pip install maturin
maturin develop

To build a distributable wheel:

maturin build
pip install target/wheels/rustalib-*.whl

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📋 Requirements

To run the example scripts, you need to install the Python dependencies listed in:

examples/requirements.txt

You can install them with:

pip install -r examples/requirements.txt

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📁 Data source

All examples use SPY historical data downloaded via Yahoo Finance, saved to:

examples/data/SPY_1D.csv
examples/data/SPY_1D_2000_2024.csv

You can regenerate the CSV by running:

python examples/data/download_data.py

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🧪 Example: Simple Moving Average (SMA)

Example file: examples/sma_example.py
Uses real SPY data from 2020 to 2024.

import pandas as pd
import numpy as np

import rustalib as rl

df = pd.read_csv("examples/data/SPY_1D.csv")
close = df["Close"].to_numpy(dtype=np.float64)

PERIOD = 20
df["SMA20"] =  rl.SMA(PERIOD, close)
print(df.tail())

💡 This is just one of the available indicators. For more examples, check the examples folder in the repository.

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📦 Available indicators

Indicator	Description
EMA	Exponential Moving Average
MACD	Moving Average Convergence Divergence
SMA	Simple Moving Average

Upcoming indicators: RSI, ATR, SuperTrend...

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💡 Suggest new indicators

The Rust core is private and not open to external contributions.

If you’d like a new indicator to be included, open an issue in the rustalib repo with a clear description. Requests are welcome!

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🧰 Features

• Backtest-friendly
• Ultra-fast thanks to Rust core
• Simple and consistent Python API

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🪪 License

MIT © Cuantilab