11 breaking releases
new 0.12.0 | Aug 31, 2024 |
---|---|
0.10.0 | Aug 17, 2024 |
0.7.0 | Jul 27, 2024 |
#33 in Finance
585 downloads per month
76KB
1.5K
SLoC
m4rs - Moving Average for Rust
- Trading indicator library
- Small and simple implementation
- No extra dependencies
- Supports following indicators
- ATR
- Awesome Oscillator
- Bolinger Band
- CCI
- DEMA
- DMI/ADX
- EMA
- Envelope
- Heikin Ashi
- HMA
- Ichimoku Kinko Hyo
- MACD
- Momentum
- Parabolic SAR
- RCI
- RMA
- RSI
- SMA
- Standard Deviation
- Stochastics (Fast, Slow)
- TEMA
- VWMA
- Williams Fractals
- Williams %R
- WMA
- Call it "Mars"
Installation
cargo add m4rs
Examples
// Prepare candlesticks in some way such as by retrieving them from the exchange's API
// And make them into m4rs::Candlestick objects
let entries: Vec<m4rs::Candlestick> = vec![
(1719400001, 100.0, 130.0, 90.0, 110.0, 1000.0),
(1719400002, 110.0, 140.0, 100.0, 130.0, 1000.0),
(1719400003, 130.0, 135.0, 120.0, 120.0, 1000.0),
(1719400004, 120.0, 130.0, 80.0, 90.0, 1000.0),
(1719400005, 90.0, 100.0, 70.0, 80.0, 1000.0),
(1719400006, 80.0, 180.0, 60.0, 120.0, 1000.0),
(1719400007, 120.0, 210.0, 110.0, 180.0, 1000.0),
(1719400008, 180.0, 185.0, 170.0, 180.0, 1000.0),
(1719400009, 180.0, 220.0, 140.0, 200.0, 1000.0),
]
.iter()
.map(|(at, o, h, l, c, v)| m4rs::Candlestick::new(*at, *o, *h, *l, *c, *v))
.collect();
// Get 3SMA calculation result
let result = m4rs::sma(&entries, 3).unwrap();
for x in &result {
println!("{}: {:.1}", x.at, x.value);
}
// 1719400003: 120.0
// 1719400004: 113.3
// 1719400005: 96.7
// 1719400006: 96.7
// 1719400007: 126.7
// 1719400008: 160.0
// 1719400009: 186.7