Crate sliding_features
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The sliding_features crate provides modular, chainable sliding windows for various signal processing function and technical indicators
Re-exports
pub use alma::ALMA;pub use center_of_gravity::CenterOfGravity;pub use correlation_trend_indicator::CorrelationTrendIndicator;pub use cyber_cycle::CyberCycle;pub use echo::Echo;pub use ehlers_fisher_transform::EhlersFisherTransform;pub use ema::EMA;pub use hl_normalizer::HLNormalizer;pub use laguerre_filter::LaguerreFilter;pub use laguerre_rsi::LaguerreRSI;pub use multiplier::Multiplier;pub use my_rsi::MyRSI;pub use noise_elimination_technology::NET;pub use polarized_fractal_efficiency::PolarizedFractalEfficiency;pub use re_flex::ReFlex;pub use roc::ROC;pub use rsi::RSI;pub use sma::SMA;pub use trend_flex::TrendFlex;pub use variance_stabilizing_transformation::VST;pub use vsct::VSCT;pub use welford_online::WelfordOnline;pub use welford_online_sliding::WelfordOnlineSliding;pub use entropy::Entropy;Modules
ALMA - Arnaud Legoux Moving Average reference: https://forex-station.com/download/file.php?id=3326661&sid=d6b440bfbba5e1905b4c75188c2797ce
John Ehlers Center of Gravity Indicator from: https://mesasoftware.com/papers/TheCGOscillator.pdf
John Ehlers Correlation Trend Indicator from: https://financial-hacker.com/petra-on-programming-a-unique-trend-indicator/
Cumulative sliding window
John Ehlers Cyber Cycle Indicator from: https://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf
Echo always return the last value just like an echo
John Ehlers Fisher Transform Indicator from: http://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf
EMA - Exponential Moving Average
Shannon Entropy over bool values over a sliding window
A sliding High - Low Normalizer
John Ehlers Laguerre Filter from: http://mesasoftware.com/papers/TimeWarp.pdf
John Ehlers LaguerreRSI from: http://mesasoftware.com/papers/TimeWarp.pdf
Simply multiply the output of View by a certain number
John Ehlers MyRSI from: http://www.mesasoftware.com/papers/Noise%20Elimination%20Technology.pdf
John Ehlers Noise elimination technology using kendall correlation from http://www.mesasoftware.com/papers/Noise%20Elimination%20Technology.pdf
A PolarizedFractalEfficiency indicator with output range [-1.0 and 1.0] rather than [-100, 100] it is also possible to use a custom moving average instead of the default EMA in the original
John Ehlers ReFlex Indicator from: https://financial-hacker.com/petra-on-programming-a-new-zero-lag-indicator/
Rate of Change Indicator
Relative Strength Index Indicator
SMA - Simple Moving Average
John Ehlers TrendFlex Indicators from: https://financial-hacker.com/petra-on-programming-a-new-zero-lag-indicator/
Variance Stabilizing Transform uses the standard deviation to normalize values
Variance Stabilizing Centering Transform Sliding Window
Welford online algorithm for computing mean and variance on-the-fly
Welford online algorithm for computing mean and variance on-the-fly over a sliding window
Structs
A Sliding Window holding any number of Sliding Features (Views)
Traits
The most important Trait, defining methods which each sliding feature needs to implement