rustalib::indicators::momentum

Function calculate_roc

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

Calculates Rate of Change (ROC) Formula: ((price / prevPrice) - 1) * 100

§Arguments

  • df - DataFrame containing the price data
  • window - Window size for ROC (typically 10)
  • column - Column name to use for calculations (default “close”)

§Returns

Returns a PolarsResult containing the ROC Series