#rate #change #roc

nightly roc-rs

Rate Of Change (ROC) Implementation In Rust

1 unstable release

0.1.0 Nov 16, 2020

#3 in #roc

MIT license

5KB
87 lines

roc-rs

Rate Of Change (ROC) implementation in rust

use roc_rs::ROC;
use ta_common::traits::Indicator;

let mut roc = ROC::new(1, None);
let res = roc.next(100 as f64);
assert_eq!(None, res);
let res = roc.next(50 as f64);
assert_eq!(Some(-50_f32), res);

Calculation

ROCR=(Current Price/Price Prev n Ago);
ROCP=ROCR-1;
ROC100=(ROCR)*100;
ROC=(ROCR-1)*100; //DEFAULT

Dependencies

~10KB