rustalib::indicators::oscillators::macd

Function calculate_macd

Source 
pub fn calculate_macd(
    df: &DataFrame,
    fast_period: usize,
    slow_period: usize,
    signal_period: usize,
    column: &str,
) -> PolarsResult<(Series, Series)>
Expand description

Calculates Moving Average Convergence Divergence (MACD)

§Arguments

  • df - DataFrame containing the price data
  • fast_period - Fast EMA period (typically 12)
  • slow_period - Slow EMA period (typically 26)
  • signal_period - Signal line period (typically 9)
  • column - Column name to use for calculations (default “close”)

§Returns

Returns a PolarsResult containing tuple of (MACD, Signal) Series