Indicator Math

A comprehensive Rust library for technical analysis indicators and automated market analysis. Perfect for trading systems, backtesting frameworks, and financial analysis applications.

Features

• Moving Averages: SMA, EMA, WMA, HMA (Hull), EHMA (Exponential Hull)
• Momentum Indicators: RSI (Relative Strength Index)
• Volatility Indicators: ATR (Average True Range), Bollinger Bands
• Trend Indicators: ADX (Average Directional Index), Choppiness Index
• Full Analysis Generator: Complete market analysis with SeriesCode lookup

Installation

Add this to your Cargo.toml:

[dependencies]

indicator_math = "0.8.0"

Quick Start

Basic Indicators

use indicator_math::{Candle, ema, rsi, atr, bollinger_bands, choppiness_index, adx};

// Create candle data
let candles = vec![
    Candle { time: 1, open: 100.0, high: 105.0, low: 99.0, close: 104.0 },
    Candle { time: 2, open: 104.0, high: 108.0, low: 103.0, close: 107.0 },
    // ... more candles
];

// Calculate indicators
let ema_values = ema(&candles, 20);
let rsi_values = rsi(&candles, 14);
let atr_values = atr(&candles, 14);
let bb = bollinger_bands(&candles, 20);
let ci = choppiness_index(&candles, 14);
let adx_result = adx(&candles, 14);

// Access values
println!("EMA: {}", ema_values.last().unwrap().value);
println!("RSI: {}", rsi_values.last().unwrap().value);
println!("BB Upper: {}", bb.upper.last().unwrap().value);

Full Analysis Generator (AnalysisGenerator)

The AnalysisGenerator provides comprehensive market analysis similar to the JavaScript clsAnalysisGenerator.js:

use indicator_math::{
    Candle, AnalysisGenerator, AnalysisOptions, MaType, lookup_series_code
};

// Create candles
let candles = vec![/* ... candle data ... */];

// Configure options
let options = AnalysisOptions {
    ema1_period: 20,
    ema1_type: MaType::EMA,
    ema2_period: 50,
    ema2_type: MaType::EMA,
    ema3_period: 200,
    ema3_type: MaType::EMA,
    atr_period: 14,
    atr_multiplier: 2.0,
    bb_period: 20,
    ci_period: 14,
    adx_period: 14,
    rsi_period: 14,
    flat_threshold: 0.2,
    macd_narrow: 0.15,
};

// Create generator and analyze
let mut generator = AnalysisGenerator::new(candles, options);
let analysis = generator.generate();

// Access analysis results
for item in analysis {
    println!("Time: {}", item.candle_time);
    println!("Color: {}", item.color);
    println!("StatusDesc: {}", item.status_desc);
    println!("SeriesCode: {:?}", item.series_code);
    println!("RSI: {:?}", item.rsi_value);
    println!("CI: {:?}", item.choppy_indicator);
    println!("ADX: {:?}", item.adx_value);
}

// Get summary statistics
if let Some(summary) = generator.get_summary() {
    println!("Total Candles: {}", summary.total_candles);
    println!("Green: {}, Red: {}", summary.green_count, summary.red_count);
    println!("Abnormal Candles: {}", summary.abnormal_count);
}

SeriesCode Lookup

The library includes a built-in lookup table for StatusDesc to SeriesCode mapping:

use indicator_math::lookup_series_code;

// Lookup SeriesCode from StatusDesc
let code = lookup_series_code("L-DD-G-C");
assert_eq!(code, Some(2));

let code = lookup_series_code("M-UU-G-N");
assert_eq!(code, Some(81));

Legacy Analysis (EmaAnalysis)

For simpler EMA-based analysis:

use indicator_math::{Candle, generate_analysis_data, MaType, get_action_by_simple, CutStrategy, get_action_by_cut_type};

let candles = vec![/* ... */];

// Generate analysis
let analysis = generate_analysis_data(
    &candles, 
    10, 20, 50,  // short, medium, long periods
    MaType::EMA, MaType::EMA, MaType::EMA
);

// Get trading signals
let last_idx = analysis.len() - 1;
let simple_action = get_action_by_simple(&analysis, last_idx);
let cut_action = get_action_by_cut_type(&analysis, last_idx, CutStrategy::ShortCut);

println!("Simple Action: {}", simple_action);  // "call", "put", or "hold"
println!("Cut Action: {}", cut_action);

Available Indicators

Moving Averages

Momentum & Volatility

Trend Indicators

FullAnalysis Fields

The FullAnalysis struct provides comprehensive market data:

StatusDesc Format

The status_desc field follows this format: {EmaLongAbove}-{MediumDir}{LongDir}-{Color}-{ConvergenceType}

Examples:

• L-DD-G-C = LongAbove, Down-Down directions, Green candle, Convergence
• M-UU-R-D = MediumAbove, Up-Up directions, Red candle, Divergence

License

MIT License - see LICENSE for details.