Merge pull request #2 from Ohkthx/develop

Version 0.3.0
Fixes #1

.gitignore

@@ -1,3 +1,3 @@
-/target
-/Cargo.lock
+*target/
+*Cargo.lock
 commit_msg

Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "tatk"
 license = "MIT"
-version = "0.2.4"
+version = "0.3.0"
 edition = "2021"
 description = "Technical Analysis Toolkit"
 readme = "README.md"
@@ -74,3 +74,6 @@ required-features = ["test-data"]
 [[example]]
 name = "traits"
 path = "examples/user_traits.rs"
+
+[dependencies]
+tatk_derive = { path = "./tatk_derive" }

README.md

@@ -47,6 +47,10 @@ tatk = { git = "https://github.com/ohkthx/tatk-rs" }
   - Variance (Var(X))
   - Standard Deviation (SD/STDEV)
   - Cross (Cross), checks two lines for Golden or Death cross.
+- **Macros, Traits, and Derives**
+  - [macros.rs](https://github.com/Ohkthx/tatk-rs/tree/main/src/macros.rs)
+  - [traits.rs](https://github.com/Ohkthx/tatk-rs/tree/main/src/traits.rs)
+  - [tatk_derive/lib.rs](https://github.com/Ohkthx/tatk-rs/tree/main/tatk_derive/src/lib.rs)
 
 ## Documentation
 
@@ -59,7 +63,6 @@ The following traits are either used by the crate on indicators or to be defined
 - **Indicator**
   - Stats - Basic statistics for the indicator such as: sum, mean, variance, and standard deviation.
   - Period - Period of window of the data for the indicator.
-  - Value - Current value held by the indicator.
   - Next - Add a new data point to the indicator to recalculate value.
 - **User Defined**
   - AsValue - Alternative value that can be passed to an Indicators `Next`.
@@ -69,9 +72,9 @@ The following traits are either used by the crate on indicators or to be defined
   - High - Highest value for the data type.
   - Volume - Total volume for the data type.
 - **Others**
-  - HL2 - Average of the Highest and Lowest values, requires `High` and `Low` to be defined.
-  - HLC3 - Average of the Highest, Lowest, and Close values, requires `High`, `Low`, and `Close` to be defined.
-  - OHLC4 - Average of the Open, Highest, Lowest, and Close values, requires `Open`, `High`, `Low`, and `Close` to be defined.
+  - Hl2 - Average of the Highest and Lowest values, requires `High` and `Low` to be defined.
+  - Hlc3 - Average of the Highest, Lowest, and Close values, requires `High`, `Low`, and `Close` to be defined.
+  - Ohlc4 - Average of the Open, Highest, Lowest, and Close values, requires `Open`, `High`, `Low`, and `Close` to be defined.
 
 ## Examples
 

examples/atr.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use an ATR.
-use tatk::indicators::ATR;
+//! Demonstrates how to initialize and use an Average True Range.
+use tatk::atr;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,18 @@ fn main() {
     println!("Data (total): {:?}", candles.len());
     println!("Period: {}", period);
 
-    // Create the ATR.
-    let mut atr = match ATR::new(period, &candles[..candles.len() - 1]) {
+    // Create the Average True Range.
+    let mut indicator = match atr!(period, &candles[..candles.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last candle.
     let last_candle = candles[candles.len() - 1];
 
-    println!("\nATR: {}", atr.value());
-    println!("Adding last candle. New ATR: {}", atr.next(last_candle));
+    println!("\nAverage True Range: {}", indicator.value());
+    println!(
+        "Adding last candle. New ATR: {}",
+        indicator.next(last_candle)
+    );
 }

examples/bbands.rs

@@ -1,7 +1,8 @@
 //! Demonstrates how to initialize and use Bollinger Bands (BB).
-use tatk::indicators::{BBands, EMA};
+use tatk::ema;
+use tatk::indicators::BollingerBands;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,13 +11,13 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Use EMA as the line instead of the default EMA.
-    let ema = match EMA::new(period, &data[..data.len() - 1]) {
+    // Use EMA as the line instead of the default SMA.
+    let ema_indicator = match ema!(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
-    let mut bbands = match BBands::with_line(ema, 2.0) {
+    let mut indicator = match BollingerBands::with_line(ema_indicator, 2.0) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
@@ -25,15 +26,15 @@ fn main() {
     let last_data = data[data.len() - 1];
 
     println!(
-        "\nBollinger Band (BBands): {}, lower: {}, upper: {}",
-        bbands.value(),
-        bbands.lower(),
-        bbands.upper()
+        "\nBollinger Band (BB): {}, lower: {}, upper: {}",
+        indicator.value(),
+        indicator.lower(),
+        indicator.upper()
     );
 
-    let next = bbands.next(last_data);
+    let next = indicator.next(last_data);
     println!(
-        "Adding {}. New BBands: {}, lower: {}, upper: {}",
+        "Adding {}. New BBands value: {}, lower: {}, upper: {}",
         last_data, next.1, next.0, next.2
     );
 }

examples/dema.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a DEMA.
-use tatk::indicators::DEMA;
+//! Demonstrates how to initialize and use a Double Exponential Moving Average.
+use tatk::dema;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,19 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Create the DEMA.
-    let mut dema = match DEMA::new(period, &data[..data.len() - 1]) {
+    // Create the Double Exponential Moving Average.
+    let mut indicator = match dema!(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last data point.
     let last_data = data[data.len() - 1];
 
-    println!("\nDEMA: {}", dema.value());
-    println!("Adding {}. New DEMA: {}", last_data, dema.next(last_data));
+    println!("\nDouble Exponential Moving Average: {}", indicator.value());
+    println!(
+        "Adding {}. New DEMA: {}",
+        last_data,
+        indicator.next(last_data)
+    );
 }

examples/ema.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a EMA.
-use tatk::indicators::EMA;
+//! Demonstrates how to initialize and use a Exponential Moving Average.
+use tatk::ema;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,19 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Create the EMA.
-    let mut ema = match EMA::new(period, &data[..data.len() - 1]) {
+    // Create the Exponential Moving Average.
+    let mut indicator = match ema!(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last data point.
     let last_data = data[data.len() - 1];
 
-    println!("\nEMA: {}", ema.value());
-    println!("Adding {}. New EMA: {}", last_data, ema.next(last_data));
+    println!("\nExponential Moving Average: {}", indicator.value());
+    println!(
+        "Adding {}. New EMA: {}",
+        last_data,
+        indicator.next(last_data)
+    );
 }

examples/linereg.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a LineReg.
-use tatk::indicators::LineReg;
+//! Demonstrates how to initialize and use a Linear Regression.
+use tatk::lr;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,22 +10,22 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Create the LineReg.
-    let mut linereg = match LineReg::new(period, &data[..data.len() - 1]) {
+    // Create the Linear Regression indicator.
+    let mut indicator = match lr!(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last data point.
     let last_data = data[data.len() - 1];
 
-    println!("\nbest fit: {}", linereg.value());
+    println!("\nbest fit: {}", indicator.value());
     println!(
         "Adding {}. New best fit: {}, r_squared: {:.4}",
         last_data,
-        linereg.next(last_data),
-        linereg.r_sq()
+        indicator.next(last_data),
+        indicator.r_sq()
     );
 
-    println!("Forecasted next: {}", linereg.forecast(1));
+    println!("Forecasted next: {}", indicator.forecast(1));
 }

examples/macd.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a MACD.
-use tatk::indicators::MACD;
+//! Demonstrates how to initialize and use a Moving Average Convergence and Divergence.
+use tatk::macd;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let short: usize = 8;
@@ -13,15 +13,23 @@ fn main() {
     println!("Periods:");
     println!("short: {}, long: {}, signal: {}", short, long, signal);
 
-    // Create the MACD.
-    let mut macd = match MACD::new(short, long, signal, &data[..data.len() - 1]) {
+    // Create the Moving Average Convergence and Divergence.
+    let mut indicator = match macd!(short, long, signal, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last data point.
     let last_data = data[data.len() - 1];
 
-    println!("\nMACD: {}, signal: {}", macd.value(), macd.signal_value());
-    println!("Adding {}. New MACD: {}", last_data, macd.next(last_data).0);
+    println!(
+        "\nMoving Average Convergence and Divergence: {}, signal: {}",
+        indicator.value(),
+        indicator.signal_value()
+    );
+    println!(
+        "Adding {}. New MACD: {}",
+        last_data,
+        indicator.next(last_data).0
+    );
 }

examples/md.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a MD.
-use tatk::indicators::MD;
+//! Demonstrates how to initialize and use a McGinley Dynamic Indicator.
+use tatk::mdi;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,19 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Create the MD.
-    let mut md = match MD::new(period, &data[..data.len() - 1], 0.6) {
+    // Create the McGinley Dynamic Indicator.
+    let mut indicator = match mdi!(period, &data[..data.len() - 1], 0.6) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last data point.
     let last_data = data[data.len() - 1];
 
-    println!("\nMD: {}", md.value());
-    println!("Adding {}. New MD: {}", last_data, md.next(last_data));
+    println!("\nMcGinley Dynamic Indicator: {}", indicator.value());
+    println!(
+        "Adding {}. New MDI: {}",
+        last_data,
+        indicator.next(last_data)
+    );
 }

examples/obv.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use an OBV.
-use tatk::indicators::OBV;
+//! Demonstrates how to initialize and use an On-Balance Volume.
+use tatk::obv;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,18 @@ fn main() {
     println!("Data (total): {:?}", candles.len());
     println!("Period: {}", period);
 
-    // Create the OBV.
-    let mut atr = match OBV::new(period, &candles[..candles.len() - 1]) {
+    // Create the On-Balance Volume.
+    let mut indicator = match obv!(period, &candles[..candles.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last candle.
     let last_candle = candles[candles.len() - 1];
 
-    println!("\nOBV: {}", atr.value());
-    println!("Adding last candle. New OBV: {}", atr.next(last_candle));
+    println!("\nOn-Balance Volume: {}", indicator.value());
+    println!(
+        "Adding last candle. New OBV: {}",
+        indicator.next(last_candle)
+    );
 }

examples/roc.rs

@@ -1,7 +1,7 @@
-//! Demonstrates how to initialize and use a ROC.
-use tatk::indicators::ROC;
+//! Demonstrates how to initialize and use a Rate of Change.
+use tatk::roc;
 use tatk::test_data::TestData;
-use tatk::traits::{Next, Value};
+use tatk::traits::Next;
 
 fn main() {
     let period: usize = 10;
@@ -10,15 +10,18 @@ fn main() {
     println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Create the ROC.
-    let mut roc = match ROC::new(period, &data[..data.len() - 1]) {
+    // Create the Rate of Change.
+    let mut indicator = match roc!(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     // Extract last candle.
     let last_candle = data[data.len() - 1];
 
-    println!("\nROC: {}", roc.value());
-    println!("Adding last candle. New ROC: {}", roc.next(last_candle));
+    println!("\nRate of Change: {}", indicator.value());
+    println!(
+        "Adding last candle. New ROC: {}",
+        indicator.next(last_candle)
+    );
 }