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https://github.com/greyblake/ta-rs
Technical analysis library for Rust language
https://github.com/greyblake/ta-rs
finance finances financial financial-analysis indicator indicators library market-data math moving-average rust rust-lang rust-library stock-market stocks technical-analysis trading trading-algorithms trading-strategies trading-systems
Last synced: 26 days ago
JSON representation
Technical analysis library for Rust language
- Host: GitHub
- URL: https://github.com/greyblake/ta-rs
- Owner: greyblake
- License: mit
- Created: 2017-09-29T21:53:18.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2023-06-30T07:53:14.000Z (12 months ago)
- Last Synced: 2024-05-16T05:30:09.804Z (about 1 month ago)
- Topics: finance, finances, financial, financial-analysis, indicator, indicators, library, market-data, math, moving-average, rust, rust-lang, rust-library, stock-market, stocks, technical-analysis, trading, trading-algorithms, trading-strategies, trading-systems
- Language: Rust
- Size: 205 KB
- Stars: 624
- Watchers: 23
- Forks: 113
- Open Issues: 14
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE
Lists
- awesome-crypto-trading-bots - ta-rs - Technical analysis library for Rust language. (Technical analysis libraries)
- my-awesome-stars - ta-rs
- awesome-systematic-trading - ta-rust - rs) |  | (Analytics / Indicators)
- awesome-systematic-trading - ta-rust - Technical analysis library for Rust language (Analytic tools / Indicators)
- awesome-crypto-trading-bots - ta-rs - Technical analysis library for Rust language. (Technical analysis libraries)
- awesome-stars - greyblake/ta-rs - Technical analysis library for Rust language (Rust)
- awesome-stars - greyblake/ta-rs - Technical analysis library for Rust language (Rust)
- awesome-systematic-trading - ta-rust - rs) |  | (Analytics / Indicators)
- awesome-stars - greyblake/ta-rs - Technical analysis library for Rust language (trading-strategies)
README
# Technical Analysis for Rust (ta)
[](https://travis-ci.org/greyblake/ta-rs)
[](https://crates.io/crates/ta)
[](https://docs.rs/ta)
[](https://raw.githubusercontent.com/greyblake/ta-rs/master/LICENSE)
[](https://stand-with-ukraine.pp.ua/)
Technical analysis library for Rust.
* [Getting started](#getting-started)
* [Basic ideas](#basic-ideas)
* [List of indicators](#list-of-indicators)
* [Running benchmarks](#running-benchmarks)
* [Donations](#donations)
* [License](#license)
* [Contributors](#contributors)
## Getting started
Add to you `Cargo.toml`:
```
[dependencies]
ta = "0.4.0"
```
Example:
```rust
use ta::indicators::ExponentialMovingAverage;
use ta::Next;
// it can return an error, when an invalid length 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);
```
See more in the examples [here](https://github.com/greyblake/ta-rs/tree/master/examples).
Check also the [documentation](https://docs.rs/ta).
## Basic ideas
A data item which represent a stock quote may implement the following traits:
* `Open`
* `High`
* `Low`
* `Close`
* `Volume`
It's not necessary to implement all of them, but it must be enough to fulfill requirements for a particular indicator.
You probably should prefer using `DataItem` unless you have reasons to implement your own structure.
Indicators typically implement the following traits:
* `Next` (often `Next` and `Next<&DataItem>`) - to feed and get the next value
* `Reset` - to reset an indicator
* `Debug`
* `Display`
* `Default`
* `Clone`
## List of indicators
So far there are the following indicators available.
* 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
* Minimum
* Maximum
* True Range
* Standard Deviation (SD)
* Mean Absolute Deviation (MAD)
* Average True Range (AR)
* Efficiency Ratio (ER)
* Bollinger Bands (BB)
* Chandelier Exit (CE)
* Keltner Channel (KC)
* Rate of Change (ROC)
* On Balance Volume (OBV)
## Features
* `serde` - allows to serialize and deserialize indicators. NOTE: the backward compatibility of serialized
data with the future versions of ta is not guaranteed because internal implementation of the indicators is a subject to change.
## Running benchmarks
```
cargo bench
```
## Donations
You can support the project by donating [NEAR tokens](https://near.org).
Our NEAR wallet address is `ta-rs.near`
## License
[MIT](https://github.com/greyblake/ta-rs/blob/master/LICENSE) © [Sergey Potapov](http://greyblake.com/)
## Contributors
- [greyblake](https://github.com/greyblake) Potapov Sergey - creator, maintainer.
- [Bartoshko](https://github.com/Bartoshko) - BollingerBands
- [shreyasdeotare](https://github.com/shreyasdeotare) Shreyas Deotare - MoneyFlowIndex, OnBalanceVolume
- [edwardycl](https://github.com/edwardycl) - StandardDeviation Implementation & More Efficient BollingerBands
- [rideron89](https://github.com/rideron89) Ron Rider - Keltner Channel
- [tirz](https://github.com/tirz) - CCI, CE, MAD, PPO, refactorings
- [Devin Gunay](https://github.com/dgunay) - serde support
- [Youngchan Lee](https://github.com/edwardycl) - bugfix
- [tommady](https://github.com/tommady) - get rid of error-chain dependency