Technical Analysis for Rust (ta)

Technical analysis library for Rust.

Getting started
Basic ideas
List of indicators
Running benchmarks
Donations
License
Contributors

Getting started

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.

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) * Percentage Price Oscillator (PPO) * Commodity Channel Index (CCI) * Money Flow Index (MFI)

Other

* Minimum * Maximum * True Range * Standard Deviation (SD) * Mean Absolute Deviation (MAD) * Average True Range (AR) * Efficiency Ratio (ER) * Bollinger Bands (BB) * Chandelier Exit (CE) * Keltner Channel (KC) * Rate of Change (ROC) * On Balance Volume (OBV)