finlib 0.0.10

Quant finance functions implemented in Rust
Documentation 
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use log::error;
use num::traits::real::Real;

pub fn dot_product(a: &[f64], b: &[f64]) -> f64 {
    if a.len() != b.len() {
        error!(
            "Can't dot product two vectors of different lengths, a = {}, b = {}",
            a.len(),
            b.len()
        );
    }
    assert_eq!(a.len(), b.len());

    a.iter().zip(b.iter()).map(|(x, y)| x * y).sum()
}

pub fn mag(a: &[f64]) -> f64 {
    f64::sqrt(a.iter().map(|x| f64::powi(*x, 2)).sum())
}