Crate traquer

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§traquer

A simple, dataframe-agnostic, technical analysis library that gives you false hope that you can beat the market.

§types of indicators

130+ indicators available across multiple categories. Even across categories, indicators often behave quite similarly depending on window size. The classfication/api may change (if egregiously wrong).

§momentum

Provides technical indicators that measures the rate of change or speed of price movement of a security. In the context of this library, these indicators are typically range bound and/or centred around zero. These often implicitly show trend.

§trend

Indicators where the direction may signify opportunities. The slope and trajectory of the indicator are more important than the value alone.

§volatility

Indicators that measure the price movement, regardless of direction. In essence, it is signaling whether there is a trend or not, generally based on the delta between the highest and lowest prices in period. It may also be represented as channels for which it expects prices to fall within.

§volume

Indicators that factor in how much an asset has been traded in a period of time. Depending on the indicator, it may be a momentum indicator or trend indicator.

§smooth

Provides moving average functions. Often used to track trend, levels of support, breakouts, etc… The results are in the same scale as input data and are often used as a signal line for input data.

§correlation

Signals that compare two or more variables and their relationship to one another.

§statistic

A set of common statistical functions that can describe features of a dataset or infer conclusions such as prediction accuracy or patterns.

§installation

  1. (optional) https://rustup.rs/
  2. (optional) cargo new
  3. cargo add traquer

§quick start

use traquer::smooth;

smooth::ewma(&vec![1.0,2.0,3.0,4.0,5.0], 3).collect::<Vec<f64>>();

§contributing

encouraged.

  • git clone git@github.com:chungg/traquer.git
  • https://rustup.rs/
  • cargo test
  • cargo bench
  • cargo run –example file_json

§todo

  • handle div by zero scenarios
  • allow other numeric types rather than just f64

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