Rusty-talib

Rusty-talib is a technical analysis library written in pure Rust, providing various methods for calculating technical indicators.

Features

• Provides various technical analysis tools including overlap studies, momentum indicators, volume indicators, and more.
• Allows enabling or disabling specific feature modules as needed.

Usage

To use Rusty-talib, you can add it as a dependency and select specific feature modules to enable as needed. For example:

[dependencies]
rusty-talib = { version = "0.1.0", features = ["overlap_studies"] }

Feature Modules

Rusty-talib includes the following feature modules:

• Overlap Studies
• Momentum Indicators
• Volume Indicators
• Volatility Indicators
• Price Transform
• Cycle Indicators
• Pattern Recognition
• Statistical Functions
• Math Transform
• Math Operators

Overlap Studies

Function	Description	Status
BBANDS	Bollinger Bands	Done
DEMA	Double Exponential Moving Average	Done
EMA	Exponential Moving Average	Done
HT_TRENDLINE	Hilbert Transform - Instantaneous Trendline	Done
KAMA	Kaufman Adaptive Moving Average	Done
MA	Moving Average	Done
MAMA	MESA Adaptive Moving Average	Done
MAVP	Moving average with variable period	Pending
MIDPOINT	MidPoint over period	Pending
MIDPRICE	Midpoint Price over period	Pending
SAR	Parabolic SAR	Pending
SAREXT	Parabolic SAR - Extended	Pending
SMA	Simple Moving Average	Done
T3	Triple Exponential Moving Average (T3)	Pending
TEMA	Triple Exponential Moving	Pending

Momentum Indicators

Function	Description	Status
ADX	Average Directional Movement Index	Pending
ADXR	Average Directional Movement Index Rating	Pending
APO	Absolute Price Oscillator	Pending
AROON	Aroon	Pending
AROONOSC	Aroon Oscillator	Pending
BOP	Balance Of Power	Pending
CCI	Commodity Channel Index	Pending
CMO	Chande Momentum Oscillator	Pending
DX	Directional Movement Index	Pending
MACD	Moving Average Convergence/Divergence	Pending
MACDEXT	MACD with controllable MA type	Pending
MACDFIX	Moving Average Convergence/Divergence Fix 12/26	Pending
MFI	Money Flow Index	Pending
MINUS_DI	Minus Directional Indicator	Pending
MINUS_DM	Minus Directional Movement	Pending
MOM	Momentum	Pending
PLUS_DI	Plus Directional Indicator	Pending
PLUS_DM	Plus Directional Movement	Pending
PPO	Percentage Price Oscillator	Pending
ROC	Rate of change : ((price/prevPrice)-1)*100	Pending
ROCP	Rate of change Percentage: (price-prevPrice)/prevPrice	Pending
ROCR	Rate of change ratio: (price/prevPrice)	Pending
ROCR100	Rate of change ratio 100 scale: (price/prevPrice)*100	Pending
RSI	Relative Strength Index	Pending
STOCH	Stochastic	Pending
STOCHF	Stochastic Fast	Pending
STOCHRSI	Stochastic Relative Strength Index	Pending
TRIX	1-day Rate-Of-Change (ROC) of a Triple Smooth EMA	Pending
ULTOSC	Ultimate Oscillator	Pending
WILLR	Williams' %R	Pending

Volume Indicators

Function	Description	Status
AD	Chaikin A/D Line	Pending
ADOSC	Chaikin A/D Oscillator	Pending
OBV	On Balance Volume	Pending

Volatility Indicators

Function	Description	Status
ATR	Average True Range	Pending
NATR	Normalized Average True Range	Pending
TRANGE	True Range	Pending

Price Transform

Function	Description	Status
AVGPRICE	Average Price	Pending
MEDPRICE	Median Price	Pending
TYPPRICE	Typical Price	Pending
WCLPRICE	Weighted Close Price	Pending

Cycle Indicators

Function	Description	Status
HT_DCPERIOD	Hilbert Transform - Dominant Cycle Period	Pending
HT_DCPHASE	Hilbert Transform - Dominant Cycle Phase	Pending
HT_PHASOR	Hilbert Transform - Phasor Components	Pending
HT_SINE	Hilbert Transform - SineWave	Pending
HT_TRENDMODE	Hilbert Transform - Trend vs Cycle Mode	Pending

Pattern Recognition

Function	Description	Status
CDL2CROWS	Two Crows	Pending
CDL3BLACKCROWS	Three Black Crows	Pending
CDL3INSIDE	Three Inside Up/Down	Pending
CDL3LINESTRIKE	Three-Line Strike	Pending
CDL3OUTSIDE	Three Outside Up/Down	Pending
CDL3STARSINSOUTH	Three Stars In The South	Pending
CDL3WHITESOLDIERS	Three Advancing White Soldiers	Pending
CDLABANDONEDBABY	Abandoned Baby	Pending
CDLADVANCEBLOCK	Advance Block	Pending
CDLBELTHOLD	Belt-hold	Pending
CDLBREAKAWAY	Breakaway	Pending
CDLCLOSINGMARUBOZU	Closing Marubozu	Pending
CDLCONCEALBABYSWALL	Concealing Baby Swallow	Pending
CDLCOUNTERATTACK	Counterattack	Pending
CDLDARKCLOUDCOVER	Dark Cloud Cover	Pending
CDLDOJI	Doji	Pending
CDLDOJISTAR	Doji Star	Pending
CDLDRAGONFLYDOJI	Dragonfly Doji	Pending
CDLENGULFING	Engulfing Pattern	Pending
CDLEVENINGDOJISTAR	Evening Doji Star	Pending
CDLEVENINGSTAR	Evening Star	Pending
CDLGAPSIDESIDEWHITE	Up/Down-gap side-by-side white lines	Pending
CDLGRAVESTONEDOJI	Gravestone Doji	Pending
CDLHAMMER	Hammer	Pending
CDLHANGINGMAN	Hanging Man	Pending
CDLHARAMI	Harami Pattern	Pending
CDLHARAMICROSS	Harami Cross Pattern	Pending
CDLHIGHWAVE	High-Wave Candle	Pending
CDLHIKKAKE	Hikkake Pattern	Pending
CDLHIKKAKEMOD	Modified Hikkake Pattern	Pending
CDLHOMINGPIGEON	Homing Pigeon	Pending
CDLIDENTICAL3CROWS	Identical Three Crows	Pending
CDLINNECK	In-Neck Pattern	Pending
CDLINVERTEDHAMMER	Inverted Hammer	Pending
CDLKICKING	Kicking	Pending
CDLKICKINGBYLENGTH	Kicking - bull/bear determined by the longer marubozu	Pending
CDLLADDERBOTTOM	Ladder Bottom	Pending
CDLLONGLEGGEDDOJI	Long Legged Doji	Pending
CDLLONGLINE	Long Line Candle	Pending
CDLMARUBOZU	Marubozu	Pending
CDLMATCHINGLOW	Matching Low	Pending
CDLMATHOLD	Mat Hold	Pending
CDLMORNINGDOJISTAR	Morning Doji Star	Pending
CDLMORNINGSTAR	Morning Star	Pending
CDLONNECK	On-Neck Pattern	Pending
CDLPIERCING	Piercing Pattern	Pending
CDLRICKSHAWMAN	Rickshaw Man	Pending
CDLRISEFALL3METHODS	Rising/Falling Three Methods	Pending
CDLSEPARATINGLINES	Separating Lines	Pending
CDLSHOOTINGSTAR	Shooting Star	Pending
CDLSHORTLINE	Short Line Candle	Pending
CDLSPINNINGTOP	Spinning Top	Pending
CDLSTALLEDPATTERN	Stalled Pattern	Pending
CDLSTICKSANDWICH	Stick Sandwich	Pending
CDLTAKURI	Takuri (Dragonfly Doji with very long lower shadow)	Pending
CDLTASUKIGAP	Tasuki Gap	Pending
CDLTHRUSTING	Thrusting Pattern	Pending
CDLTRISTAR	Tristar Pattern	Pending
CDLUNIQUE3RIVER	Unique 3 River	Pending
CDLUPSIDEGAP2CROWS	Upside Gap Two Crows	Pending
CDLXSIDEGAP3METHODS	Upside/Downside Gap Three Methods	Pending

Statistic Functions

Function	Description	Status
BETA	Beta	Pending
CORREL	Pearson's Correlation Coefficient (r)	Pending
LINEARREG	Linear Regression	Pending
LINEARREG_ANGLE	Linear Regression Angle	Pending
LINEARREG_INTERCEPT	Linear Regression Intercept	Pending
LINEARREG_SLOPE	Linear Regression Slope	Pending
STDDEV	Standard Deviation	Pending
TSF	Time Series Forecast	Pending
VAR	Variance	Pending

Math Transform Functions

Function	Description	Status
ACOS	Vector Trigonometric ACos	Pending
ASIN	Vector Trigonometric ASin	Pending
ATAN	Vector Trigonometric ATan	Pending
CEIL	Vector Ceil	Pending
COS	Vector Trigonometric Cos	Pending
COSH	Vector Trigonometric Cosh	Pending
EXP	Vector Arithmetic Exp	Pending
FLOOR	Vector Floor	Pending
LN	Vector Log Natural	Pending
LOG10	Vector Log10	Pending
SIN	Vector Trigonometric Sin	Pending
SINH	Vector Trigonometric Sinh	Pending
SQRT	Vector Square Root	Pending
TAN	Vector Trigonometric Tan	Pending
TANH	Vector Trigonometric Tanh	Pending

Math Operator Functions

Function	Description	Status
ADD	Vector Arithmetic Add	Pending
DIV	Vector Arithmetic Div	Pending
MAX	Highest value over a specified period	Pending
MAXINDEX	Index of the highest value over a specified period	Pending
MIN	Lowest value over a specified period	Pending
MININDEX	Index of the lowest value over a specified period	Pending
MINMAX	Lowest and highest values over a specified period	Pending
MINMAXINDEX	Indexes of the lowest and highest values over a specified period	Pending
MULT	Vector Arithmetic Mult	Pending
SUB	Vector Arithmetic Subtraction	Pending
SUM	Summation	Pending

Example

use rusty_talib::{self,ErrorMsg};
use polars::prelude::*;

fn main(){
    let random_data: [i32; 7] = [23, 25, 12, 28, 33, 31, 35];
    let close = Series::new("data",random_data);
    let ma = rusty_talib::moving_average(&close,Some(3));
    match res {
        Ok(ma) => {
            assert_eq!(ma.len(),close.len());
            eprintln!("{:?}",ma);
        },
        Err(e) => {
            if let Some(my_error) = e.downcast_ref::<ErrorMsg>() {
                eprintln!("{}", my_error.0);
            } else {
                eprintln!("An error occurred");
            }
        }
    }
    

}

// import polars lib 
use polars::prelude::*;
// Import the rusty-talib library in your Rust project
use rusty_talib;

let random_data: [i32; 7] = [23, 25, 12, 28, 33, 31, 35];
let close = Series::new("data",random_data);
// Use a specific function from the overlap studies feature module
let result = rusty_talib::moving_average(close,2);
// Series type 
eprintln!("{:?}",result);

Casting Series to Vec< f64>

// import Float64Array
use polars::export::arrow::array::{Float64Array};

let array = result.to_arrow(0);

let vec_values = match array.as_any().downcast_ref::<Float64Array>() {
    Some(float_array) => {
        let values: &[f64] = float_array.values();
        let vec_values: Vec<f64> = values.to_vec();
        vec_values
    }
    None => return Err("Failed to downcast to Float64Array".into()),
};
eprintln!("{:?}",vec_values);

Casting Series to single data

// pull single data from Series type result
for i in 0..result.len() {
    let elem :f64= src.get(i)?.try_extract::<f64>()?;
    eprintln!("{:?}",elem);
}

Change value in Series

let close = vec![
    1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 1.0, 0.0, 11.0, 12.0, 13.0,
];
let mut prices = Series::new("data", close);
let prices = prices.f64().unwrap().set_at_idx(vec![0, 1], Some(10.10)).unwrap().into_series();
eprintln!("{}",prices);

License

This project is licensed under the MIT License.

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