Crate rusty_strategy

Rusty Strategy

This crate contains the core trading strategy logic for the Rusty Trading System. It is responsible for analyzing market data, generating trading signals, and managing the overall trading strategy.

Re-exports

pub use microstructure::MicrostructureCalculator;

pub use microstructure::TradeFeatures;

pub use vectorized_features::PriceFeatures;

pub use vectorized_features::VectorizedFeatures;

pub use vectorized_features::VolumeFeatures;

pub use vectorized_features::WeightedFeatures;

Modules

dual_mode_features

Dual-mode feature calculation for both scalar and vectorized operations. Dual-mode feature calculation framework

engine

The main trading strategy engine.

microstructure

Calculates microstructure features from market data.

signals

Generates trading signals based on market data and strategy logic.

strategy

Defines the core trading strategy trait and implementations.

utils

Utility functions for the strategy crate.

vectorized_features

Vectorized feature calculation for high-performance analysis.