Expand description
§Technical Indicators
A comprehensive Rust library for calculating financial technical indicators using the Polars DataFrame library.
This crate provides functions to calculate various technical indicators from OHLCV (Open, High, Low, Close, Volume) data stored in Polars DataFrames.
§Categories
The indicators are organized into the following categories:
- Moving Averages: Trend-following indicators that smooth price data
- Oscillators: Indicators that fluctuate within a bounded range
- Volatility: Indicators that measure the rate of price movement
- Volume: Indicators based on trading volume
- Trend: Indicators designed to identify market direction
- Momentum: Indicators that measure the rate of price change
§Usage Example
use polars::prelude::*;
use technical_indicators::indicators::moving_averages::sma::calculate_sma;
fn main() -> PolarsResult<()> {
let close_prices = Series::new(
"close".into(),
&[
100.0, 101.0, 102.0, 103.0, 105.0, 104.0, 106.0, 107.0, 109.0, 108.0,
107.0, 109.0, 111.0, 114.0, 113.0, 116.0, 119.0, 120.0, 119.0, 117.0,
118.0, 120.0, 123.0, 122.0, 120.0, 118.0, 119.0, 121.0, 124.0, 125.0,
],
);
// Create a sample DataFrame with price data
let mut df = DataFrame::new(vec![close_prices.clone().into()])?;
// Calculate a Simple Moving Average
let sma_10 = calculate_sma(&df, "close", 10)?;
df.with_column(sma_10)?;
println!("{}", df);
Ok(())
}See the documentation for each module for more detailed information and examples.
Re-exports§
pub use indicators::*;