Module yata::methods [−][src]
Expand description
Commonly used methods for manipulating timeseries.
Every method implements Method
trait.
To create a method instance use Method::new
.
To get new output value over the input value use Method::next
.
// creating Weighted Moving Average of length `5` use yata::prelude::*; use yata::methods::WMA; let mut wma = WMA::new(5, 20.0).unwrap(); let input_value = 34.51; let output_value = wma.next(input_value);
Examples
use yata::prelude::*; use yata::methods::SMA; let mut sma = SMA::new(3, 5.0).unwrap(); sma.next(5.0); sma.next(4.0); assert_eq!(sma.next(6.0), 5.0); assert_eq!(sma.next(2.0), 4.0); assert_eq!(sma.next(-2.0), 2.0);
Modules
renko | Renko implementation entities |
Structs
ADI | Accumulation Distribution Index of specified |
CCI | Commodity channel index of specified |
CollapseTimeframe | Converting between different timeframes. |
Conv | Convolution Moving Average with specified |
Cross | Searches for two timeseries lines of type |
CrossAbove | Searches for |
CrossUnder | Searches for |
DEMA | Double Exponential Moving Average of specified |
DMA | |
Derivative | Derivative of specified window |
EMA | Exponential Moving Average of specified |
HMA | Hull Moving Average for last |
HeikinAshi | Converts default |
Highest | Returns highest value over the last |
HighestIndex | Returns highest value index over the last |
HighestLowestDelta | Calculates absolute difference between highest and lowest values over the last |
Integral | Integrates (summarizes) |
LinReg | Linear regression moving average for last |
LinearVolatility | Calculate moving linear volatility for last |
LowerReversalSignal | Searches for lower reversal points over last |
Lowest | Returns lowest value over the last |
LowestIndex | Returns lowest value index over the last |
MeanAbsDev | Mean absolute deviation of specified |
MedianAbsDev | Median absolute deviation of specified |
Momentum | Momentum calculates difference between current
value and n-th value back, where n = |
Past | Moves timeseries by |
RMA | Running Moving Average of specified |
RateOfChange | Rate of change calculates relative difference between current
value and n-th value back, where n = |
Renko | Converts timeseries to Renko timeseries |
ReversalSignal | Searches for reversal points over last |
SMA | Simple Moving Average of specified |
SMM | Simple Moving Median of specified |
SWMA | Symmetrically Weighted Moving Average of specified |
StDev | Moving Standard Deviation over the window of size |
TEMA | Triple Exponential Moving Average of specified |
TMA | Simple shortcut for EMA over EMA over EMA (or EMA over DMA, or DMA over EMA) |
TR | |
TRIMA | Triangular Moving Average of specified |
TSI | True Strength Index of specified |
UpperReversalSignal | Searches for upper reversal points over last |
VWMA | Volume Weighed Moving Average of specified |
Vidya | Variable Index Dynamic Average of specified |
WMA | Weighted Moving Average of specified |
WSMA | Wilder’s Smoothing Average of specified |
Type Definitions
Change | Just an alias for Momentum method |
Differential | Just an alias for Derivative |
LSMA | Just an alias for |
MMA | Just an alias for RMA |
MTM | Just an alias for Momentum method |
ROC | Just an alias for RateOfChange method |
SMMA | Just an alias for RMA |
Sum | Just an alias for Integral |