traquer

A simple, dataframe-agnostic, technical analysis library that offers over 140 functions for time-series analysis and gives you false hope that you can beat the market.

types of indicators

correlation

Signals that compare two or more variables and their relationship to one another.

momentum

Provides technical indicators that measures the rate of change or speed of price movement of a security. In the context of this library, these indicators are typically range bound and/or centred around zero. These often implicitly show trend.

smooth

Provides moving average functions. Often used to track trend, levels of support, breakouts, etc... The results are in the same scale as input data and are often used as a signal line for input data.

statistic

A set of common statistical functions that can describe features of a dataset or infer conclusions such as prediction accuracy or patterns.

trend

Indicators where the direction may signify opportunities. The slope and trajectory of the indicator are more important than the value alone.

volatility

Indicators that measure the price movement, regardless of direction. In essence, it is signaling whether there is a trend or not, generally based on the delta between the highest and lowest prices in period. It may also be represented as channels for which it expects prices to fall within.

volume

Indicators that factor in how much an asset has been traded in a period of time. Depending on the indicator, it may be a momentum indicator or trend indicator.

installation

1. (optional) https://rustup.rs/
2. (optional) cargo new
3. cargo add traquer

quick start

use traquer::smooth;

smooth::ewma(&[1.0,2.0,3.0,4.0,5.0], 3).collect::<Vec<f64>>();

contributing

encouraged.

• git clone git@github.com:chungg/traquer.git
• https://rustup.rs/
• cargo test
• cargo bench
• cargo run --example file_json