finlib 0.0.10

Quant finance functions implemented in Rust
Documentation 
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#[cfg(feature = "py")]
use pyo3::prelude::*;

#[cfg_attr(feature = "py", pyfunction)]
pub fn relative_strength_indicator(time_period: f64, average_gain: f64, average_loss: f64) -> f64 {
    100. - (100. / (1. + ((average_gain / time_period) / (average_loss / time_period))))
}

#[cfg_attr(feature = "py", pyfunction)]
pub fn relative_strength_indicator_smoothed(
    time_period: f64,
    previous_average_gain: f64,
    current_gain: f64,
    previous_average_loss: f64,
    current_loss: f64,
) -> f64 {
    100. - (100.
        / (1.
            + (((previous_average_gain * time_period) + current_gain)
                / ((previous_average_loss * time_period) + current_loss))))
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn relative_strength_indicator_test() {
        let result = relative_strength_indicator(14., 1., 0.8);
        assert_eq!(f64::floor(result * 100.) / 100., 55.55);
    }
}