ux-indicators

Actively WIP

pub struct FlowMeta<'a> {
    pub name: &'a str,
    pub tag: u8,
    pub visible: bool
}

pub struct DataFrame<M, D>
where
    M: fmt::Display,
{
    // metric contain something like a timestamp, or month names
    pub metric: M,
    // data key is tag for stream meta (a.k.a column tag)
    // D is
    pub data: HashMap<u8, D>,
}

lib.rs:

ta is a Rust library for technical analysis. It provides number of technical indicators that can be used to build trading strategies for stock markets, futures, forex, cryptocurrencies, etc.

Every indicator is implemented as a data structure with fields, that define parameters and state.

Every indicator implements Next and Reset traits, which are the core concept of the library.

Since Next<T> is a generic trait, most of the indicators can work with both input types: f64 and more complex structures like DataItem.

Example

use core::indicators::ExponentialMovingAverage;
use core::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);

List of indicators

• Trend
  • Exponential Moving Average (EMA)
  • Simple Moving Average (SMA)
• Oscillators
  • Relative Strength Index (RSI)
  • Fast Stochastic
  • Slow Stochastic
  • Moving Average Convergence Divergence (MACD)
  • Money Flow Index (MFI)
• Other
  • Standard Deviation (SD)
  • Bollinger Bands (BB)
  • Maximum
  • Minimum
  • True Range
  • Average True Range (ATR)
  • Efficiency Ratio (ER)
  • Rate of Change (ROC)
  • On Balance Volume (OBV)