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https://github.com/CLevasseur/ta-lib-rust

TA-lib bindings for Rust
https://github.com/CLevasseur/ta-lib-rust

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TA-lib bindings for Rust

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# ta-lib-rust

[![Build Status](https://travis-ci.org/CLevasseur/ta-lib-rust.svg?branch=master)](https://travis-ci.org/CLevasseur/ta-lib-rust)  



TA-lib bindings for Rust



TA-lib is a multi-platform library for market analysis. It includes 200 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, as well as Candlestick pattern recognition.

    

https://www.ta-lib.org/



## Installation



Add the following dependency in your `Cargo.toml` file:



```toml

[dependencies]

ta-lib-wrapper = "0.2.0"

```



And this to your crate root



```rust

extern crate ta_lib_wrapper;

```



## Dependencies



This wrapper requires that you have installed the TA-lib C library.  

You can download it at https://www.ta-lib.org/hdr_dw.html.  

The instructions to install the library can be found at https://www.ta-lib.org/d_api/d_api.html and are summarized below.



##### Linux



```bash

wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz

tar xvzf ta-lib-0.4.0-src.tar.gz

rm ta-lib-0.4.0-src.tar.gz

cd ta-lib

./configure

make

sudo make install

```



##### macOS



```bash

brew install ta-lib

```



##### Windows



Download [ta-lib-0.4.0-msvc.zip](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip)

and unzip to ``C:\ta-lib``



> This is a 32-bit release.  If you want to use 64-bit Python, you will need

> to build a 64-bit version of the library.

> Some unofficial (and unsupported) instructions for building on 64-bit Windows 10, here for reference:

> 1. Download and Unzip ``ta-lib-0.4.0-msvc.zip``

> 2. Move the Unzipped Folder ``ta-lib`` to ``C:\``

> 3. Download and Install Visual Studio Community 2015

> * Remember to Select ``[Visual C++]`` Feature

> 4. Build TA-Lib Library

> * From Windows Start Menu, Start ``[VS2015 x64 Native Tools Command Prompt]``

> * Move to ``C:\ta-lib\c\make\cdr\win32\msvc``

> * Build the Library ``nmake``



## Documentation



The `examples` folder shows how to compute some common indicators using this library.  

The full list of functions provided by these bindings can be obtained by building your project and open the file `target/*/build/ta-lib-wrapper-*/out/bindings.rs`



## Supported Indicators



All indicators provided by TA-lib are available:



```

AD                  Chaikin A/D Line

ADOSC               Chaikin A/D Oscillator

ADX                 Average Directional Movement Index

ADXR                Average Directional Movement Index Rating

APO                 Absolute Price Oscillator

AROON               Aroon

AROONOSC            Aroon Oscillator

ATR                 Average True Range

AVGPRICE            Average Price

BBANDS              Bollinger Bands

BETA                Beta

BOP                 Balance Of Power

CCI                 Commodity Channel Index

CDL2CROWS           Two Crows

CDL3BLACKCROWS      Three Black Crows

CDL3INSIDE          Three Inside Up/Down

CDL3LINESTRIKE      Three-Line Strike 

CDL3OUTSIDE         Three Outside Up/Down

CDL3STARSINSOUTH    Three Stars In The South

CDL3WHITESOLDIERS   Three Advancing White Soldiers

CDLABANDONEDBABY    Abandoned Baby

CDLADVANCEBLOCK     Advance Block

CDLBELTHOLD         Belt-hold

CDLBREAKAWAY        Breakaway

CDLCLOSINGMARUBOZU  Closing Marubozu

CDLCONCEALBABYSWALL Concealing Baby Swallow

CDLCOUNTERATTACK    Counterattack

CDLDARKCLOUDCOVER   Dark Cloud Cover

CDLDOJI             Doji

CDLDOJISTAR         Doji Star

CDLDRAGONFLYDOJI    Dragonfly Doji

CDLENGULFING        Engulfing Pattern

CDLEVENINGDOJISTAR  Evening Doji Star

CDLEVENINGSTAR      Evening Star

CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines

CDLGRAVESTONEDOJI   Gravestone Doji

CDLHAMMER           Hammer

CDLHANGINGMAN       Hanging Man

CDLHARAMI           Harami Pattern

CDLHARAMICROSS      Harami Cross Pattern

CDLHIGHWAVE         High-Wave Candle

CDLHIKKAKE          Hikkake Pattern

CDLHIKKAKEMOD       Modified Hikkake Pattern

CDLHOMINGPIGEON     Homing Pigeon

CDLIDENTICAL3CROWS  Identical Three Crows

CDLINNECK           In-Neck Pattern

CDLINVERTEDHAMMER   Inverted Hammer

CDLKICKING          Kicking

CDLKICKINGBYLENGTH  Kicking - bull/bear determined by the longer marubozu

CDLLADDERBOTTOM     Ladder Bottom

CDLLONGLEGGEDDOJI   Long Legged Doji

CDLLONGLINE         Long Line Candle

CDLMARUBOZU         Marubozu

CDLMATCHINGLOW      Matching Low

CDLMATHOLD          Mat Hold

CDLMORNINGDOJISTAR  Morning Doji Star

CDLMORNINGSTAR      Morning Star

CDLONNECK           On-Neck Pattern

CDLPIERCING         Piercing Pattern

CDLRICKSHAWMAN      Rickshaw Man

CDLRISEFALL3METHODS Rising/Falling Three Methods

CDLSEPARATINGLINES  Separating Lines

CDLSHOOTINGSTAR     Shooting Star

CDLSHORTLINE        Short Line Candle

CDLSPINNINGTOP      Spinning Top

CDLSTALLEDPATTERN   Stalled Pattern

CDLSTICKSANDWICH    Stick Sandwich

CDLTAKURI           Takuri (Dragonfly Doji with very long lower shadow)

CDLTASUKIGAP        Tasuki Gap

CDLTHRUSTING        Thrusting Pattern

CDLTRISTAR          Tristar Pattern

CDLUNIQUE3RIVER     Unique 3 River

CDLUPSIDEGAP2CROWS  Upside Gap Two Crows

CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods

CMO                 Chande Momentum Oscillator

CORREL              Pearson's Correlation Coefficient (r)

DEMA                Double Exponential Moving Average

DX                  Directional Movement Index

EMA                 Exponential Moving Average

HT_DCPERIOD         Hilbert Transform - Dominant Cycle Period

HT_DCPHASE          Hilbert Transform - Dominant Cycle Phase

HT_PHASOR           Hilbert Transform - Phasor Components

HT_SINE             Hilbert Transform - SineWave

HT_TRENDLINE        Hilbert Transform - Instantaneous Trendline

HT_TRENDMODE        Hilbert Transform - Trend vs Cycle Mode

KAMA                Kaufman Adaptive Moving Average

LINEARREG           Linear Regression

LINEARREG_ANGLE     Linear Regression Angle

LINEARREG_INTERCEPT Linear Regression Intercept

LINEARREG_SLOPE     Linear Regression Slope

MA                  All Moving Average

MACD                Moving Average Convergence/Divergence

MACDEXT             MACD with controllable MA type

MACDFIX             Moving Average Convergence/Divergence Fix 12/26

MAMA                MESA Adaptive Moving Average

MAX                 Highest value over a specified period

MAXINDEX            Index of highest value over a specified period

MEDPRICE            Median Price

MFI                 Money Flow Index

MIDPOINT            MidPoint over period

MIDPRICE            Midpoint Price over period

MIN                 Lowest value over a specified period

MININDEX            Index of lowest value over a specified period

MINMAX              Lowest and highest values over a specified period

MINMAXINDEX         Indexes of lowest and highest values over a specified period

MINUS_DI            Minus Directional Indicator

MINUS_DM            Minus Directional Movement

MOM                 Momentum

NATR                Normalized Average True Range

OBV                 On Balance Volume

PLUS_DI             Plus Directional Indicator

PLUS_DM             Plus Directional Movement

PPO                 Percentage Price Oscillator

ROC                 Rate of change : ((price/prevPrice)-1)*100

ROCP                Rate of change Percentage: (price-prevPrice)/prevPrice

ROCR                Rate of change ratio: (price/prevPrice)

ROCR100             Rate of change ratio 100 scale: (price/prevPrice)*100

RSI                 Relative Strength Index

SAR                 Parabolic SAR

SAREXT              Parabolic SAR - Extended

SMA                 Simple Moving Average

STDDEV              Standard Deviation

STOCH               Stochastic

STOCHF              Stochastic Fast

STOCHRSI            Stochastic Relative Strength Index

SUM                 Summation

T3                  Triple Exponential Moving Average (T3)

TEMA                Triple Exponential Moving Average

TRANGE              True Range

TRIMA               Triangular Moving Average

TRIX                1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

TSF                 Time Series Forecast

TYPPRICE            Typical Price

ULTOSC              Ultimate Oscillator

VAR                 Variance

WCLPRICE            Weighted Close Price

WILLR               Williams' %R

WMA                 Weighted Moving Average

```