Technical Analysis for Rust (ta)

Technical analysis library for Rust.

• Getting started
• Basic ideas
• List of indicators
• Running benchmarks
• 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)
  • Money Flow Index (MFI)
• Other
  • Minimum
  • Maximum
  • True Range
  • Standard Deviation (SD)
  • Average True Range (AR)
  • Efficiency Ratio (ER)
  • Bollinger Bands (BB)
  • Chandelier Exit (CE)
  • Keltner Channel (KC)
  • Rate of Change (ROC)
  • On Balance Volume (OBV)

Features

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

Running benchmarks

cargo bench

License

MIT © Sergey Potapov

Contributors

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