[−][src]Module yata::methods

Commonly used methods for manipulating timeseries. Every method implements Method trait.

To create a method instance use Method::new. To get new output value over the input value use Method::next.

// creating Weighted Moving Average of length 5
use yata::prelude::*;
use yata::methods::WMA;

let mut wma = WMA::new(5, 20.0);

let input_value = 34.51;
let output_value = wma.next(input_value);

Examples

use yata::prelude::*;
use yata::methods::SMA;

let mut sma = SMA::new(3, 5.0);
sma.next(5.0);
sma.next(4.0);
assert_eq!(sma.next(6.0), 5.0);
assert_eq!(sma.next(2.0), 4.0);
assert_eq!(sma.next(-2.0), 2.0);

Structs

ADI	Accumulation Distribution Index of specified `length` for timeseries of `OHLCV`
Conv	Convolution Moving Average with specified `weights` for timeseries of `ValueType`.
Cross	Searches for two timeseries lines of type `ValueType` cross each other.
CrossAbove	Searches for `value` timeseries line crosses `base` line upwards
CrossUnder	Searches for `value` timeseries line crosses `base` line downwards
DEMA	Double Exponential Moving Average of specified `length` for timeseries of type `ValueType`
DMA	Simple shortcut for EMA over EMA
Derivative	Derivative of specified window `length` for timeseries of `ValueType`
EMA	Exponential Moving Average of specified `length` for timeseries of type `ValueType`
HMA	Hull Moving Average for last `length` values for timeseries of type `ValueType`
Highest	Returns highest value over the last `length` values for timeseries of type `ValueType`
HighestLowestDelta	Calculates absolute difference between highest and lowest values over the last `length` values for timeseries of type `ValueType`
Integral	Integrates (summarizes) `ValueType` values for the given window size `length`
LinReg	Linear regression moving average for last `length` values of timeseries of type `ValueType`
LinearVolatility	Calculate moving linear volatility for last `length` values of type `ValueType`
Lowest	Returns lowest value over the last `length` values for timeseries of type `ValueType`
Momentum	Momentum calculates difference between current value and n-th value back, where n = `length`
Past	Moves timeseries by `length` items forward
PivotHighSignal	Searches for high Pivot Points over last `left`+`right`+1 values of type `ValueType`
PivotLowSignal	Searches for low Pivot Points over last `left`+`right`+1 values of type `ValueType`
PivotSignal	Searches for Pivot Points over last `left`+`right`+1 values of type `ValueType`
RMA	Running Moving Average of specified `length` for timeseries of type `ValueType`
RateOfChange	Rate of change calculates relative difference between current value and n-th value back, where n = `length`
SMA	Simple Moving Average of specified `length` for timeseries of type `ValueType`
SMM	Simle Moving Median of specified `length` for timeseries of type `ValueType`
SWMA	Symmetrically Weighted Moving Average of specified `length` for timeseries of `ValueType`.
StDev	Moving Standart Deviation over the window of size `length` for timeseries of type `ValueType`
TEMA	Triple Exponential Moving Average of specified `length` for timeseries of type `ValueType`
TMA	Simple shortcut for EMA over EMA over EMA (or EMA over DMA, or DMA over EMA)
TRIMA	Triangular Moving Average of specified `length` for timeseries of type `ValueType`
VWMA	Volume Weighed Moving Average of specified `length` for timeseries of type (`ValueType`, `ValueType`) which represents pair of values (`value`, `weight`)
WMA	Weighed Moving Average of specified `length` for timeseries of type `ValueType`.

Type Definitions

Change	Just an alias for Momentum method
Differential	Just an alias for Derivative
MMA	Just an alias for RMA
MTM	Just an alias for Momentum method
ROC	Just an alias for RateOfChange method
SMMA	Just an alias for RMA
Sum	Just an alias for Integral