Indicators

cpz_quant.indicators provides vectorised technical indicators over NumPy arrays and Polars series, organised by family. An optional Rust extension accelerates hot paths; without it, identical pure-Python/NumPy implementations run automatically.

Families

Module	Indicators
trend	SMA, EMA, WMA, DEMA, TEMA, KAMA, Supertrend
momentum	RSI, MACD, Stochastic, Williams %R, CCI, ROC, ADX, MFI
volatility	True Range, ATR, NATR, Bollinger Bands, Keltner Channels, Donchian Channels, realized volatility, Garman-Klass
volume	VWAP, OBV, Chaikin Money Flow, volume z-score
statistical	rolling z-score, rolling correlation, rolling beta, Hurst exponent, linear regression

Usage

import numpy as np
import cpz_quant.indicators.trend as trend
import cpz_quant.indicators.momentum as momentum

close = np.asarray(prices)
sma20 = trend.sma_series(close, 20)
rsi14 = momentum.rsi_series(close, 14)

Series functions return arrays aligned to the input (leading NaN warm-up), so they drop straight into Polars or NumPy pipelines.

The package root also exposes convenience wrappers; note that the momentum function shadows the momentum module at the package root, so import submodules directly as above when you want the full family.