I've been writing software for two decades, and shipping it for nearly that long. My code lives in Gerrit (the review infrastructure behind Android and Chromium), in HabitChallenge (263K+ downloads on Android and iOS), and now in quantedge-ta, a Rust crate for streaming technical analysis. Self-taught since 11. GSoC alumnus, Eclipse Top Contributor 2011.

Currently: quantedge, a Rust workspace for streaming-first systematic trading. The first crate, quantedge-ta, is on crates.io. Engine, sim, and order book are next.

Available for Rust / Flutter contract work. Reach me on LinkedIn.

quantedge is a Cargo workspace for systematic trading in Rust. Streaming-first by design.

The thing most TA libraries get wrong: they treat the current bar as final. In live trading, the bar you care about is the one still forming, ticking second by second. quantedge makes that explicit in the type system. A strategy declares exactly what it reads up front, the engine surfaces only that, and tests panic loudly the moment evaluation drifts from declaration.

use quantedge_strategy::{
    EmaConfig, MarketSide, MarketSignal, MarketSignalConfig,
    MarketSnapshot, SignalGenerator, Timeframe, nz,
};

#[derive(Default)]
struct EmaCross { ema9: EmaConfig, ema21: EmaConfig }

impl SignalGenerator for EmaCross {
    fn id(&self) -> &'static str { "ema_9_21_cross" }
    fn name(&self) -> &'static str { "EMA9/EMA21 cross (H4)" }

    // Declare exactly what evaluate() will read.
    // Anything undeclared panics in tests via FakeEngine.
    fn configure<C: MarketSignalConfig>(&self, c: C) -> C {
        c.require_closed_bars(1)
            .require_timeframes(&[Timeframe::HOUR_4])
            .register(&self.ema9)
            .register(&self.ema21)
    }

    fn evaluate(&self, snap: &impl MarketSnapshot) -> Option<MarketSignal> {
        let h4 = snap.for_timeframe(Timeframe::HOUR_4);
        let prev = h4.closed(0)?;       // last closed bar
        let now  = h4.forming();        // currently-building bar

        let (p9, p21) = (prev.value(&self.ema9)?, prev.value(&self.ema21)?);
        let (n9, n21) = (now.value(&self.ema9)?, now.value(&self.ema21)?);

        (p9 <= p21 && n9 > n21).then(|| {
            MarketSignal::from_forming(self, snap, Timeframe::HOUR_4, "bull_cross")
                .with_side(MarketSide::Long)
                .add_reason("bull_cross", "EMA9 crossed above EMA21")
                .build()
        })
    }
}

• 🦀 Rust today, three languages of trading-bot scar tissue. Built the same trading system across Dart, Elixir, and Rust. The Dart version still runs unattended with 1yr+ uptime. The Rust version became quantedge.
• 📦 Contributed to Gerrit Code Review and JGit, the code-review and Java Git stack used by Android, Chromium, and LibreOffice.
• 🎓 GSoC alumnus. Apache Cocoon, eGit (Eclipse Foundation). Eclipse Top Contributor 2011.
• 📱 Mobile. Flutter, React Native. Conference talks at Flutter London and Confitura Warsaw

I write about software engineering and open source at luksza.org.

London. Building things that compound.