ema-rs

Crates.ioema-rs
lib.rsema-rs
version0.1.0
sourcesrc
created_at2020-11-18 06:28:39.725415
updated_at2020-11-18 06:28:39.725415
descriptionExponential Moving Average (EMA) Implementation In Rust
homepagehttps://github.com/immortalinfidel/ema-rs
repositoryhttps://github.com/immortalinfidel/ema-rs
max_upload_size
id313587
size3,921
sabin chitrakar (sabinchitrakar)

documentation

README

Exponential Moving Average (EMA)

 use ta_common::traits::Indicator;
 use ema_rs::EMA;
 let mut ema = EMA::new(5);
 assert_eq!(ema.next(81.59), 81.59);
 assert_eq!(ema.next(81.06), 81.41333333333334);
 assert_eq!(ema.next(82.87), 81.8988888888889);
 assert_eq!(ema.next(83.00), 82.26592592592594);
 assert_eq!(ema.next(83.61), 82.71395061728396);
 assert_eq!(ema.next(83.15), 82.85930041152264);
 assert_eq!(ema.next(82.84), 82.8528669410151);
 assert_eq!(ema.next(83.99), 83.23191129401008);
 assert_eq!(ema.next(84.55), 83.67127419600672);
 assert_eq!(ema.next(84.36), 83.9008494640045);
 assert_eq!(ema.next(85.53), 84.44389964266966);
 assert_eq!(ema.next(86.54), 85.14259976177978);
 assert_eq!(ema.next(86.89), 85.7250665078532);

Calculation

ema= (1-k) emaprev. + k * input;
k=2/(N+1);
N=period;

Commit count: 3

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