ta_lib_in_rust::indicators::volume

Function calculate_cmf

Source 
pub fn calculate_cmf(df: &DataFrame, window: usize) -> PolarsResult<Series>
Expand description

Calculates the Chaikin Money Flow (CMF) indicator

The Chaikin Money Flow measures the amount of Money Flow Volume over a specific period. It’s particularly useful for intraday trading as it helps identify buying and selling pressure.

§Arguments

  • df - DataFrame containing OHLCV data with “high”, “low”, “close”, and “volume” columns
  • window - Lookback period for calculating the CMF (typically 20 or 21)

§Returns

  • PolarsResult<Series> - Series containing CMF values named “cmf_{window}”

§Formula

  1. Calculate Money Flow Multiplier: ((close - low) - (high - close)) / (high - low)
  2. Calculate Money Flow Volume: Money Flow Multiplier * volume
  3. Sum Money Flow Volume over the period and divide by sum of Volume over the period

§Example

use polars::prelude::*;
use ta_lib_in_rust::indicators::volume::calculate_cmf;

// Create or load a DataFrame with OHLCV data
let df = DataFrame::default(); // Replace with actual data

// Calculate CMF with period 20
let cmf = calculate_cmf(&df, 20).unwrap();