traquer 0.1.0

statistical functions library
Documentation

traquer

WIP - api is not stable.

Technical analysis library that gives you false hope that you can beat the market.

installation

  1. (optional) https://rustup.rs/
  2. (optional) cargo new
  3. cargo add traquer

quick start

use traquer::smooth;

fn main() {
    dbg!(smooth::ewma(&vec![1.0,2.0,3.0,4.0,5.0], 3).collect::<Vec<f64>>());
}

contributing

encouraged.

types of indicators

  • momentum - indicators where crossing a threshold (zero line) may signify opportunities.
  • trend - indicators where the direction (uptrend/downtrend) may signify opportunities.
  • volume - indicators that factor in how much an asset has been traded in a period of time.
  • smooth - moving average functions. often used to track trend, levels of support, breakouts, etc... Is the same scale as input data.

TODO

  • docs
  • simplify reqs
  • more algos
  • handle div by zero scenarios
  • pad results with nan to match len of inputs
  • allow other numeric types rather than just f64