Jesse Rust

High-performance Rust-based technical indicators for the Jesse trading framework.

Overview

jesse-rust is a Python extension module written in Rust that provides blazing-fast implementations of technical indicators commonly used in algorithmic trading. This package is designed to work seamlessly with the Jesse trading framework, offering significant performance improvements over pure Python implementations.

Features

• High Performance: Written in Rust for maximum speed and efficiency
• Memory Safe: Leverages Rust's memory safety guarantees
• Numpy Integration: Seamless integration with NumPy arrays
• Cross-Platform: Pre-built wheels available for Windows, macOS, and Linux
• Easy Integration: Drop-in replacement for Python-based indicators

Installation

Install from PyPI using pip:

pip install jesse-rust

Requirements

• Python 3.10 or higher
• NumPy 1.26.4 or higher

Usage

The package is typically imported and used within the Jesse framework:

import jesse_rust

# The module provides various technical indicators
# that can be used directly in your trading strategies

Performance

Rust implementations typically show 5-10x performance improvements over equivalent Python code, especially for computationally intensive indicators with large datasets.

Building from Source

If you need to build from source:

Prerequisites

• Rust toolchain (install from rustup.rs)
• Python development headers
• Maturin build tool

Build Steps

# Clone the repository
git clone https://github.com/jesse-ai/jesse-rust.git
cd jesse-rust

# Install maturin
pip install maturin

# Build the package
maturin develop --release

# Or build wheel
maturin build --release

Development

For development builds:

maturin develop --release

Contributing

This package is part of the Jesse trading framework. Please refer to the main Jesse repository for contribution guidelines.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Support

• Documentation: docs.jesse.trade
• Community: Jesse Discord
• Issues: GitHub Issues

Acknowledgments

Built with:

• PyO3 - Rust bindings for Python
• Maturin - Build and publish Rust-based Python extensions
• NumPy - Numerical computing in Python