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Technical analysis library for Rust.

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

Add to youCargo.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)letmut 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 exampleshere.Check also thedocumentation.

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 usingDataItem 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 value
• Reset - to reset an indicator
• Debug
• 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)
  • 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)

• serde - allows to serialize and deserialize indicators. NOTE: the backward compatibility of serializeddata with the future versions of ta is not guaranteed because internal implementation of the indicators is a subject to change.

cargo bench

You can support the project by donatingNEAR tokens.

Our NEAR wallet address ista-rs.near

MIT ©Sergey Potapov

• greyblake Potapov Sergey - creator, maintainer.
• Bartoshko - BollingerBands
• shreyasdeotare Shreyas Deotare - MoneyFlowIndex, OnBalanceVolume
• edwardycl - StandardDeviation Implementation & More Efficient BollingerBands
• rideron89 Ron Rider - Keltner Channel
• tirz - CCI, CE, MAD, PPO, refactorings
• Devin Gunay - serde support
• Youngchan Lee - bugfix
• tommady - get rid of error-chain dependency