Technical Analysis for Rust (ta)

Technical analysis library for Rust.

Getting started
Basic ideas
List of indicators
License
Contributors

Getting started

Add to you Cargo.toml:

[dependencies]

ta = "0.1.0"

Example:

use ta::indicators::ExponentialMovingAverage;
use ta::Next;

// it can return an error, when an invalid length is passed (e.g. 0)
let mut ema = ExponentialMovingAverage::new(3).unwrap();

assert_eq!(ema.next(2.0), 2.0);
assert_eq!(ema.next(5.0), 3.5);
assert_eq!(ema.next(1.0), 2.25);
assert_eq!(ema.next(6.25), 4.25);

See more in the examples here. Check also the documentation.

Basic ideas

A data item which represent a stock quote may implement the following traits:

Open
High
Low
Close
Volume

It's not necessary to implement all of them, but it must be enough to fulfill requirements for a particular indicator. You probably should prefer using DataItem unless you have reasons to implement your own structure.

Indicators typically implement the following traits:

Next<T> (often Next<f64> and Next<&DataItem>) - to feed and get the next value
Reset - to reset an indicator
Debug
Display
Default
Clone

List of indicators

So far there are the following indicators available.

Trend
- Exponential Moving Average (EMA)
- Simple Moving Average (SMA)
Oscillators
- Relative Strength Index (RSI)
- Fast Stochastic
- Slow Stochastic
- Moving Average Convergence Divergence (MACD)
Other
- Minimum
- Maximum
- True Range
- Average True Range (AR)
- Rate of Change (ROC)
- Efficiency Ratio (ER)

License

Contributors