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roc

finance_query::indicators

Function roc 

Source 
pub fn roc(data: &[f64], period: usize) -> Result<Vec<Option<f64>>>
Expand description

Calculate Rate of Change (ROC).

Percentage change over period. ROC = ((Price - Price[n periods ago]) / Price[n periods ago]) * 100

§Arguments

  • data - Price data (typically close prices)
  • period - Number of periods

§Example

use finance_query::indicators::roc;

let prices = vec![10.0, 11.0, 12.0, 13.0];
let result = roc(&prices, 2).unwrap();