baconfy/indicators

Technical analysis indicators over exact decimal math. Framework-free, deterministic, no I/O.

v0.4.0 2026-08-02 15:03 UTC

Requires

• php: ^8.4
• brick/math: ^0.18

Requires (Dev)

• illuminate/container: ^12.0
• illuminate/support: ^12.0
• pestphp/pest: ^5.0

Suggests

• illuminate/support: To use the Laravel bridge (IndicatorsServiceProvider)

MIT

• Renato Dehnhardt

• decimal
• bigdecimal
• trading
• indicators
• technical-analysis

Published on Packagist.org on 2026-08-02 15:03 UTC

README

Technical analysis indicators over exact decimal math. Framework-free, deterministic, no I/O.

Candles in, an index-aligned series out. No exchange knowledge, no HTTP client, no framework — the core runs in a plain PHP script with new.

Requirements

• PHP ^8.4
• brick/math ^0.18

Installation

composer require baconfy/indicators

Quick start

use Baconfy\Indicators\Data\Candle;
use Baconfy\Indicators\Indicators\Rsi;
use Brick\Math\BigDecimal;

$candles = [
    new Candle(
        openTime: new DateTimeImmutable('2026-01-01 00:00:00'),
        open: BigDecimal::of('42000.00'),
        high: BigDecimal::of('42500.00'),
        low: BigDecimal::of('41800.00'),
        close: BigDecimal::of('42300.00'),
        volume: BigDecimal::of('1250.5'),
    ),
    // ... ordered oldest to newest
];

$rsi = (new Rsi(period: 14))->compute($candles);

// $rsi[0] === null   — warm-up
// $rsi[14] instanceof BigDecimal

Or resolve by name, the way a bot resolves what its config persists:

use Baconfy\Indicators\IndicatorManager;

$manager = new IndicatorManager;

$manager->make('rsi', ['period' => 14])->compute($candles);
$manager->make('macd')->compute($candles);   // full defaults
$manager->available();                       // list<string> of built-in names

The two contracts

Single-series indicators implement Contracts\Indicator:

/** @return list<BigDecimal|null> */
public function compute(array $candles): array;

Multi-series indicators implement Contracts\MultiIndicator — a sibling, not a subtype, so the simple case never pays for the rich one:

/** @return array<string, list<BigDecimal|null>> */
public function compute(array $candles): array;

make() returns Indicator|MultiIndicator; branch on instanceof (or on array_is_list() of the result).

Built-in indicators

Name	Class	Parameters (defaults)	Output
sma	Sma	period: 9	series
ema	Ema	period: 9	series
rsi	Rsi	period: 14	series
atr	Atr	period: 14	series
rma	Rma	period: 14	series
obv	Obv	none	series
vwma	Vwma	period: 20	series
macd	Macd	fast: 12, slow: 26, signal: 9	macd, signal, histogram
bollinger-bands	BollingerBands	period: 20, multiplier: '2.0'	basis, upper, lower
stochastic	Stochastic	kPeriod: 14, kSmooth: 3, dSmooth: 3	k, d
adx	Adx	period: 14	adx, plus_di, minus_di

Both the names and the series keys are public API, governed by semver — consumers persist them in their config.

multiplier accepts BigDecimal|int|float|string; prefer a string to keep the decimal exact.

Alignment and null

• Output length always equals input length: $out[$i] belongs to $candles[$i]. Every series of a multi indicator too.
• null means "the indicator does not exist here" — during warm-up (an SMA(20) has no value before index 19), or where it is mathematically undefined mid-series (a VWMA window of zero total volume, a Stochastic window with no high–low range).
• Fewer candles than the warm-up requires returns all nulls. Never an exception — "not enough data yet" is a normal state of a running bot, not a failure.
• Empty input returns empty output.
• OBV is the mirror case: defined from bar 0, no leading nulls at all.

Precision

Every division in every indicator goes through one package-wide policy: scale 12, HALF_UP. Additions and multiplications stay exact — BigDecimal grows the scale as needed — so only divisions round, and two indicators computing the same value can never diverge in the 10th digit. Square roots (Bollinger's standard deviation) go through the same policy.

Each indicator computes its full series in a single O(n) pass — rolling sums, recurrences and monotonic deques, never re-scanning the window per index.

Parameters are identity

An Ema(9) and an Ema(21) are different indicators, not different calls — the parameters live in the constructor, promoted and readonly, validated eagerly:

new Ema(period: 0);
// InvalidParameterException: Baconfy\Indicators\Indicators\Ema requires a period >= 1, 0 given.

Every indicator is final readonly, and compute() is pure: same candles + same parameters → same output. No clock reads, no randomness, no state between calls.

Exceptions

All of them implement the Exceptions\IndicatorException marker, so a consumer can catch the whole package in one clause. No raw \Exception, \Error or \TypeError escapes.

Exception	Raised when
InvalidParameterException	a bad constructor parameter (period < 1), or an unknown parameter name handed to make()
UnknownIndicatorException	the manager does not know the requested name
InvalidIndicatorException	a registered class implements neither contract

Registering your own

$manager->register('my-indicator', MyIndicator::class);

// or through the constructor, merged over the built-in defaults
$manager = new IndicatorManager(['my-indicator' => MyIndicator::class]);

Both paths guard the class against the two contracts and name the offender when it fails.

Laravel

The bridge is a single optional ServiceProvider, auto-discovered, registering IndicatorManager as a container singleton:

public function __construct(private readonly IndicatorManager $indicators) {}

It does not bind Indicator::class — indicators are values created per config at runtime, not container services. illuminate/support is a suggest, never a require; delete the bridge and the core is intact.

Testing

composer test

Every indicator is validated against golden fixtures — real candles with expected values taken from external references — never formula against formula. The computed BigDecimal is rounded to the reference's precision and compared as strings.

License

MIT. See LICENSE.