Module primitives 

Primitives: the small measuring tools

Everything here is a plain rolling calculation over a price series. Each function returns one value per input bar, and every value at bar t uses only bars <= t (no peeking). Warm-up bars are NaN.

If you have never met these before, the one-line versions are:

Tool	One line
ATR	“How far does price usually travel in one bar?”
Standard deviation	“How spread out have closes been?”
Linear regression slope	“If I drew the best straight line through the last N closes, how steep is it?”
RSI	“Of the last N bars’ movement, how much was up?” (0-100)
MACD histogram	“Is the fast trend pulling away from the slow trend, and is that speeding up?”

Re-exports

pub use crate::indicators::ema;

pub use crate::indicators::rolling_std;

pub use crate::indicators::sma;

pub use crate::indicators::OHLCV;

Functions

atr

Average true range as a simple average (matches ThinkScript’s Keltner channel with averageType = SIMPLE).

diff

x[t] - x[t-k], NaN for the first k bars.

highest

Rolling maximum / minimum over length bars.

linreg_value

Slope-adjusted endpoint of a least-squares line through the last length values (ThinkScript Inertia, a.k.a. LinearRegCurve).

lowest

macd_hist

MACD histogram (12, 26, 9).

ratio

Divide element-wise, NaN where the denominator is not positive.

rsi

Wilder RSI.

squash

A gentle squashing function: tanh(x / scale), so a feature measured in any units ends up in (-1, 1) and one wild bar cannot dominate a blend.

true_range

True range: the biggest of (high-low), |high-prev close|, |low-prev close|.