I enjoy Rust 🦀 and NixOS

• 💰TradeAggregation: A high performance, modular and flexible trade aggregation crate.
• 💱LFEST Perpetual futures exchange for simulated trading
• ⛓️ Chainable Tree-likeSliding Features.
• 💹EhlersIndicators: John Ehlers technical analysis indicators / Filters
• 🐸 Evolutionary Neural Network implementation calledCoSyNE.
• 💪gym-rs a pure Rust implementation of OpenAi's Gym environments.
• 📈TimeSeriesGenerator for synthetic data generation.
• 🚰reservoir_computer Reservoir computers on the CPU
• 📉whittaker_smoother A perfect smoother

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1. trade_aggregation-rstrade_aggregation-rsPublic

   Aggregate trade data into user-defined candles using information driven rules

   Rust 86 24

2. sliding_features-rssliding_features-rsPublic

   Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

   Rust 52 10

3. lfest-rslfest-rsPublic

   Leveraged Futures Exchange for Simulated Trading

   Rust 68 14

4. gym-rsgym-rsPublic

   OpenAI's Gym written in pure Rust for blazingly fast performance

   Rust 94 15

5. go_ehlers_indicatorsgo_ehlers_indicatorsPublic

   A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers

   Go 55 18

6. whittaker_smootherwhittaker_smootherPublic

   A perfect smoother; A discrete time version of spline smoothing for equally spaced data

   Rust 12 1