Technical analysis library for Rust.
Add to you Cargo.toml
:
[dependencies]
ta = "0.4.0"
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.
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>
(oftenNext<f64>
andNext<&DataItem>
) - to feed and get the next valueReset
- to reset an indicatorDebug
Display
Default
Clone
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)
- Percentage Price Oscillator (PPO)
- Money Flow Index (MFI)
- Other
- Minimum
- Maximum
- True Range
- Standard Deviation (SD)
- Average True Range (AR)
- Efficiency Ratio (ER)
- Bollinger Bands (BB)
- Chandelier Exit (CE)
- Keltner Channel (KC)
- Rate of Change (ROC)
- On Balance Volume (OBV)
serde
- allows to serialize and deserialize indicators. NOTE: the backward compatibility of serialized data with the future versions of ta is not guaranteed because internal implementation of the indicators is a subject to change.
cargo bench
- greyblake Potapov Sergey - creator, maintainer.
- Bartoshko - BollingerBands
- shreyasdeotare Shreyas Deotare - MoneyFlowIndex, OnBalanceVolume
- edwardycl - StandardDeviation Implementation & More Efficient BollingerBands
- rideron89 Ron Rider - Keltner Channel
- tirz - Chandelier Exit, Percentage Price Oscillator, refactorings
- Devin Gunay - serde support
- Youngchan Lee - bugfix
- tommady - get rid of error-chain dependency