Financial Indicators

A Rust library providing various financial algorithms, including but not limited to KDJ and MACD indicators, for technical analysis.

Features

• Easy integration with existing projects
• Well-documented and tested

Indicators:

1. Trend Indicators

• MA (Moving Average)
• EMA (Exponential Moving Average)
• MACD (Moving Average Convergence Divergence)
• DMI/ADX (Directional Movement Index / Average Directional Index)
• TRIX (Triple Exponential Average)

2. Momentum Indicators

• RSI (Relative Strength Index)
• ROC (Rate of Change)
• CCI (Commodity Channel Index)
• Stochastic Oscillator (KDJ)
• MOM (Momentum)

3. Volatility Indicators

• ATR (Average True Range)
• Bollinger Bands
• STD (Standard Deviation)

4. Volume Indicators

• OBV (On-Balance Volume)
• VOL (Volume)
• MFI (Money Flow Index)
• VWAP (Volume Weighted Average Price)

5. Other Common Indicators

• SAR (Parabolic SAR)
• PSY (Psychological Line)
• Williams %R
• CR (Cumulative Resistance)

Installation

Add financial_indicators to your Cargo.toml:

cargo add financial_indicators

Or manual add to cargo.toml

[dependencies]
financial_indicators = "0.1.0"

Usage

Here's an example of how to use the library to calculate KDJ indicators:

use financial_indicators::kdj::{calculate_kdj, OHLC};

fn main() {
    let prices = vec![
        OHLC {
            close: 10.0,
            high: 12.0,
            low: 8.0,
        },
        OHLC {
            close: 11.0,
            high: 13.0,
            low: 9.0,
        },
        OHLC {
            close: 12.0,
            high: 14.0,
            low: 10.0,
        },
        OHLC {
            close: 11.5,
            high: 13.5,
            low: 10.5,
        },
        OHLC {
            close: 13.0,
            high: 15.0,
            low: 11.0,
        },
    ];

    let (k_values, d_values, j_values) = calculate_kdj(&prices, 3);
    println!("K values: {:?}", k_values);
    println!("D values: {:?}", d_values);
    println!("J values: {:?}", j_values);
}

Examples

examples

Indicators Docs

indicator anatomy

Contributing

We welcome contributions!👏

License

This project is licensed under the MIT License - see the LICENSE file for details.