Struct quantaxis_rs::indicators::MovingAverage

pub struct MovingAverage {
    pub cached: Vec<f64>,
    // some fields omitted
}

moving average (ma).

Formula

Where:

• MA_t - value of moving average at a point of time t
• n - number of periods (length)
• p_t - input value at a point of time t

Parameters

• n - number of periods (integer greater than 0)

Example

use quantaxis_rs::indicators::MovingAverage;
use quantaxis_rs::Next;

let mut ma = MovingAverage::new(3).unwrap();
assert_eq!(ma.next(10.0), 0.0);
assert_eq!(ma.next(11.0), 0.0);
assert_eq!(ma.next(12.0), 11.0);
assert_eq!(ma.next(13.0), 12.0);

Fields

cached: Vec<f64>

Implementations

impl MovingAverage

pub fn new(n: u32) -> Result<Self>

pub fn is_real(&self) -> bool

Trait Implementations

impl Clone for MovingAverage

pub fn clone(&self) -> MovingAverage

Returns a copy of the value.

pub fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MovingAverage

pub fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for MovingAverage

pub fn default() -> Self

Returns the "default value" for a type.

impl Display for MovingAverage

pub fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'a, T: Close> Next<&'a T> for MovingAverage

type Output = f64

pub fn next(&mut self, input: &'a T) -> Self::Output

impl Next<f64> for MovingAverage

type Output = f64

pub fn next(&mut self, input: f64) -> Self::Output

impl Reset for MovingAverage

pub fn reset(&mut self)

impl<'a, T: Close> Update<&'a T> for MovingAverage

type Output = f64

pub fn update(&mut self, input: &'a T) -> Self::Output

impl Update<f64> for MovingAverage

type Output = f64

pub fn update(&mut self, input: f64) -> Self::Output