🆕 Rebranded from RustTI to Centaur Technical Indicators!

Same functionality, new name and branding. Update references to RustTI in your projects to Centaur Technical Indicators. This change aligns with the Centaur Capital ecosystem. Where you'll find explanations, tutorials, and more.

Centaur Technical Indicators

A highly configurable and high-performance technical indicators library written in pure Rust.

Designed for flexibility, speed, and advanced use cases in quantitative and algorithmic trading.

Part of the Centaur Labs ecosystem — visit https://centaurlabs.pages.dev/ for more.

Looking for the Python bindings? See: CentaurTechnicalIndicators-Python

Looking for the WASM bindings? See: CentaurTechnicalIndicators-JS

🚀 Getting Started (Tutorial)

The fastest way to get up and running with Centaur Technical Indicators.

1. Add Centaur Technical Indicators to your project:

cargo add centaur_technical_indicators

Or, manually in your Cargo.toml:

centaur_technical_indicators = "1.0.0"

2. Calculate your first indicator:

use centaur_technical_indicators;

let prices = vec![100.2, 100.46, 100.53, 100.38, 100.19];

let ma = centaur_technical_indicators::moving_average::single::moving_average(
    &prices,
    centaur_technical_indicators::MovingAverageType::Simple
);
println!("Simple Moving Average: {}", ma);

Expected output:

Simple Moving Average: 100.352

3. Explore more tutorials

• Getting started tutorial
• Choosing the right model
• Building your first strategy
• Backtesting tutorial
• Visualization tutorial

🛠️ How-To Guides

Task-oriented guides for common problems and advanced scenarios.

• Load CSV Price Data: Parse OHLC prices from a file and calculate RSI

• When to use a bulk vs single module: Understand when to use bulk functions or single functions

• Choosing the right constant model type: Programatically determine the best ConstantModelType

• Choosing the right deviation model: Programatically determine the best deviation model

• Choosing the right period: Programatically determine the best period

• How to use the Personalised Moving Average: Programatically determine the alpha of the moving average

• How to use the McGinley dynamic variation of functions: Quick guide on how to use the McGinley Dynamic functions

(Contributions welcome! Submit your favorite how-to guide as a PR.)

📚 Reference

For complete API details, see docs.rs/centaur_technical_indicators.

Example

A reference of how to call each function can be found

• Reference Example

Clone and run:

cargo build
cargo run --example reference

Library Structure

• Modules based on their analysis areas (moving_average, momentum_indicators, strength_indicators...)
• bulk & single submodules
  • bulk: Compute indicator over rolling periods, returns a vector.
  • single: Compute indicator for the entire vector, returns a single value.
• Types used to personalise the technical indicators (MovingAverageType, DeviationModel, Position...)

🧠 Explanation & Design

Why Centaur Technical Indicators?

• Performance: Pure Rust implementation for maximal speed, safety, and zero dependencies.
• Configurability: Most indicators are highly customizable—tweak calculation methods, periods, or even use medians instead of means.
• Breadth: Covers a wide range of technical indicators out of the box.
• Advanced Use: Designed for users who understand technical analysis and want deep control.

Note: Some features may require background in technical analysis. See Investopedia: Technical Analysis for a primer.

📈 Available Indicators

All indicators are grouped and split into modules based on their analysis area.
Each module has bulk (vector output) and single (scalar output) submodules.

Standard Indicators

• Simple, Smoothed, Exponential Moving Average, Bollinger Bands, MACD, RSI

Basic Indicators

• Absolute Deviation, Log, Mean, Median, Mode, Std. Deviation, Variance, Max/Min

Candle Indicators

• Ichimoku Cloud, Moving Constant Bands/Envelopes, Donchian Channels, Keltner, Supertrend

Chart Trends

• Trend break down, overall trends, peak/valley trends

Correlation Indicators

• Correlate asset prices

Momentum Indicators

• Chaikin Oscillator, CCI, MACD, Money Flow Index, On Balance Volume, ROC, RSI, Williams %R

Moving Averages

• McGinley Dynamic, Moving Average

Other Indicators

• ROI, True Range, ATR, Internal Bar Strength

Strength Indicators

• Accumulation/Distribution, PVI, NVI, RVI

Trend Indicators

• Aroon (Up/Down/Oscillator), Parabolic, DM, Volume-Price Trend, TSI

Volatility Indicators

• Ulcer Index, Volatility System

📊 Performance Benchmarks

Want to know how fast Centaur Technical Indicators runs in real-world scenarios?
We provide detailed, reproducible benchmarks using realistic OHLCV data and a variety of indicators.

Momentum Indicators

Candle Indicators

Trend Indicators

Strength Indicators

Other Indicators

Basic Indicators

Chart Trends

Correlation Indicators

Moving Average

Volatility Indicators

These results are from a Raspberry Pi 5 8GB, your machine will likely be faster!

👉 See all benchmarks and how to run your own

🤝 Contributing

Contributions, bug reports, and feature requests are welcome!

• Open an issue
• Submit a pull request
• See CONTRIBUTING.md for guidelines

💬 Community & Support

• Start a discussion
• File issues
• Add your project to the Showcase

📰 Release Notes

Latest (v1.0.0):

• Rebranded from RustTI to Centaur Technical Indicators
• Part of the Centaur Labs ecosystem
• All functionality remains the same

Human friendly changelog →

Full changelog →

📄 License

MIT License. See LICENSE.