Crate ta

ta is a Rust library for technical analysis. It provides number of technical indicators that can be used to build trading strategies for stock markets, futures, forex, cryptocurrencies, etc.

Every indicator is implemented as a data structure with fields, that define parameters and state.

Every indicator implements Next and Reset traits, which are the core concept of the library.

Since Next<T> is a generic trait, most of the indicators can work with both input types: f64 and more complex structures like DataItem.

Example

use ta::indicators::ExponentialMovingAverage;
use ta::Next;

// it can return an error, when an invalid period is passed (e.g. 0)
let mut ema = ExponentialMovingAverage::new(3).unwrap();

assert_eq!(ema.next(2.0), 2.0);
assert_eq!(ema.next(5.0), 3.5);
assert_eq!(ema.next(1.0), 2.25);
assert_eq!(ema.next(6.25), 4.25);

List of indicators

• Trend
  • Exponential Moving Average (EMA)
  • Simple Moving Average (SMA)
• Oscillators
  • Relative Strength Index (RSI)
  • Fast Stochastic
  • Slow Stochastic
  • Moving Average Convergence Divergence (MACD)
  • Percentage Price Oscillator (PPO)
  • Commodity Channel Index (CCI)
  • Money Flow Index (MFI)
• Other
  • Standard Deviation (SD)
  • Mean Absolute Deviation (MAD)
  • Bollinger Bands (BB)
  • Chandelier Exit (CE)
  • Keltner Channel (KC)
  • Maximum
  • Minimum
  • True Range
  • Average True Range (ATR)
  • Efficiency Ratio (ER)
  • Rate of Change (ROC)
  • On Balance Volume (OBV)

Modules

• errors
• indicators

Structs

• DataItem
  Data item is used as an input for indicators.

Traits

• Close
  Close price of a particular period.
• High
  Highest price of a particular period.
• Low
  Lowest price of a particular period.
• Next
  Consumes a data item of type T and returns Output.
• Open
  Open price of a particular period.
• Period
  Return the period used by the indicator.
• Reset
  Resets an indicator to the initial state.
• Volume
  Trading volume of a particular trading period.