Added Rate of Change indicators.

Added smaller test set from TA-Lib (20 data points.)
Updated all tests to use smaller amount of data.
README updates.

Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "tatk"
 license = "MIT"
-version = "0.2.2"
+version = "0.2.3"
 edition = "2021"
 description = "Technical Analysis Toolkit"
 readme = "README.md"
@@ -61,6 +61,11 @@ name = "obv"
 path = "examples/obv.rs"
 required-features = ["test-data"]
 
+[[example]]
+name = "roc"
+path = "examples/roc.rs"
+required-features = ["test-data"]
+
 [[example]]
 name = "traits"
 path = "examples/user_traits.rs"

README.md

@@ -29,12 +29,13 @@ tatk = { git = "https://github.com/ohkthx/tatk-rs" }
 ```
 
 ## Features
-- **Moving Averages**
+- **Momentum / Moving Averages**
   - Simple Moving Average (SMA)
   - Exponential Moving Average (EMA)
   - Double Exponential Moving Average (DEMA)
   - McGinley Dynamic Indicator (MD)
   - On-Balance Volume (OBV)
+  - Rate of Change (ROC)
 - **Oscillators**
   - Relative Strength Index (RSI)
   - Moving Average Convergence and Divergence (MACD)
@@ -84,6 +85,7 @@ Following examples can be ran with:  `cargo run --example short_id`
 - **Average True Range (ATR)**: [atr.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/atr.rs)
 - **McGinley Dynamic Indicator (MD)**: [md.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/md.rs)
 - **On-Balance Volume (OBV)**: [obv.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/obv.rs)
+- **Rate of Change (ROC)**: [roc.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/roc.rs)
 - **Traits (Traits)**: [user_traits.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/user_traits.rs)
 
 ## Tips Appreciated!

examples/atr.rs

@@ -4,14 +4,14 @@ use tatk::test_data::TestData;
 use tatk::traits::{Next, Value};
 
 fn main() {
-    let period: usize = 14;
+    let period: usize = 10;
     let candles = TestData::candles();
 
     println!("Data (total): {:?}", candles.len());
     println!("Period: {}", period);
 
     // Create the ATR.
-    let mut atr = match ATR::new(period, &candles[..candles.len() - 2]) {
+    let mut atr = match ATR::new(period, &candles[..candles.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };

examples/bbands.rs

@@ -4,14 +4,14 @@ use tatk::test_data::TestData;
 use tatk::traits::{Next, Value};
 
 fn main() {
-    let period: usize = 20;
-    const DATA: &[f64] = TestData::talib();
+    let period: usize = 10;
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    // Use EMA as the line instead of the default SMA.
-    let ema = match EMA::new(period, DATA) {
+    // Use EMA as the line instead of the default EMA.
+    let ema = match EMA::new(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
@@ -21,16 +21,19 @@ fn main() {
         Err(error) => panic!("{}", error),
     };
 
+    // Extract last data point.
+    let last_data = data[data.len() - 1];
+
     println!(
         "\nBollinger Band (BBands): {}, lower: {}, upper: {}",
         bbands.value(),
         bbands.lower(),
         bbands.upper()
     );
 
-    let next = bbands.next(107.0);
+    let next = bbands.next(last_data);
     println!(
-        "Adding 107.00. New BBands: {}, lower: {}, upper: {}",
-        next.1, next.0, next.2
+        "Adding {}. New BBands: {}, lower: {}, upper: {}",
+        last_data, next.1, next.0, next.2
     );
 }

examples/dema.rs

@@ -5,16 +5,20 @@ use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
-    const DATA: &[f64] = TestData::talib();
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    let mut dema = match DEMA::new(period, DATA) {
+    // Create the DEMA.
+    let mut dema = match DEMA::new(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 107.00. New DEMA: {}", dema.next(107.0));
+    println!("Adding {}. New DEMA: {}", last_data, dema.next(last_data));
 }

examples/ema.rs

@@ -5,16 +5,20 @@ use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
-    const DATA: &[f64] = TestData::talib();
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    let mut ema = match EMA::new(period, DATA) {
+    // Create the EMA.
+    let mut ema = match EMA::new(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 107.00. New EMA: {}", ema.next(107.0));
+    println!("Adding {}. New EMA: {}", last_data, ema.next(last_data));
 }

examples/macd.rs

@@ -4,17 +4,24 @@ use tatk::test_data::TestData;
 use tatk::traits::{Next, Value};
 
 fn main() {
-    let period: usize = 10;
-    const DATA: &[f64] = TestData::talib();
+    let short: usize = 8;
+    let long: usize = 10;
+    let signal: usize = 6;
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
-    println!("Period: {}", period);
+    println!("Data (total): {:?}", data.len());
+    println!("Periods:");
+    println!("short: {}, long: {}, signal: {}", short, long, signal);
 
-    let mut macd = match MACD::new(12, 26, 9, DATA) {
+    // Create the MACD.
+    let mut macd = match MACD::new(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 107.00. New MACD: {}", macd.next(107.0).1);
+    println!("Adding {}. New MACD: {}", last_data, macd.next(last_data).0);
 }

examples/md.rs

@@ -5,17 +5,20 @@ use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
-    let k: f64 = 0.6;
-    const DATA: &[f64] = TestData::talib();
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    let mut md = match MD::new(period, DATA, k) {
+    // Create the MD.
+    let mut md = match MD::new(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 107.00. New MD: {}", md.next(107.0));
+    println!("Adding {}. New MD: {}", last_data, md.next(last_data));
 }

examples/obv.rs

@@ -4,14 +4,14 @@ use tatk::test_data::TestData;
 use tatk::traits::{Next, Value};
 
 fn main() {
-    let period: usize = 14;
+    let period: usize = 10;
     let candles = TestData::candles();
 
     println!("Data (total): {:?}", candles.len());
     println!("Period: {}", period);
 
     // Create the OBV.
-    let mut atr = match OBV::new(period, &candles[..candles.len() - 2]) {
+    let mut atr = match OBV::new(period, &candles[..candles.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };

examples/roc.rs

@@ -0,0 +1,24 @@
+//! Demonstrates how to initialize and use a ROC.
+use tatk::indicators::ROC;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
+
+fn main() {
+    let period: usize = 10;
+    let data = TestData::talib_small();
+
+    println!("Data (total): {:?}", data.len());
+    println!("Period: {}", period);
+
+    // Create the ROC.
+    let mut roc = match ROC::new(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));
+}

examples/rsi.rs

@@ -4,13 +4,14 @@ use tatk::test_data::TestData;
 use tatk::traits::{Next, Value};
 
 fn main() {
-    let period: usize = 14;
-    const DATA: &[f64] = TestData::talib();
+    let period: usize = 10;
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    let mut rsi = match RSI::new(period, DATA) {
+    // Create the RSI.
+    let mut rsi = match RSI::new(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
@@ -19,11 +20,14 @@ fn main() {
     rsi.set_oversold(30.0);
     rsi.set_overbought(70.0);
 
+    // Extract last data point.
+    let last_data = data[data.len() - 1];
+
     println!("\nRSI: {}", rsi.value());
     println!(
         "Oversold?: {}, Overbought: {}",
         rsi.is_oversold(),
         rsi.is_overbought()
     );
-    println!("Adding 107.00. New RSI: {}", rsi.next(107.0));
+    println!("Adding {}. New RSI: {}", last_data, rsi.next(last_data));
 }

examples/sma.rs

@@ -5,16 +5,20 @@ use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
-    const DATA: &[f64] = TestData::talib();
+    let data: &[f64] = TestData::talib_small();
 
-    println!("Data: {:?}", DATA);
+    println!("Data (total): {:?}", data.len());
     println!("Period: {}", period);
 
-    let mut sma = match SMA::new(period, DATA) {
+    // Create the SMA.
+    let mut sma = match SMA::new(period, &data[..data.len() - 1]) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
+    // Extract last data point.
+    let last_data = data[data.len() - 1];
+
     println!("\nSMA: {}", sma.value());
-    println!("Adding 107.00. New SMA: {}", sma.next(107.0));
+    println!("Adding {}. New SMA: {}", last_data, sma.next(last_data));
 }

src/indicators/mod.rs

@@ -7,6 +7,7 @@ mod exponential_moving_average;
 mod mcginley_dynamic;
 mod moving_average_convergence_divergence;
 mod on_balance_volume;
+mod rate_of_change;
 mod relative_strength_index;
 mod simple_moving_average;
 mod standard_deviation;
@@ -21,6 +22,7 @@ pub use exponential_moving_average::EMA;
 pub use mcginley_dynamic::MD;
 pub use moving_average_convergence_divergence::MACD;
 pub use on_balance_volume::OBV;
+pub use rate_of_change::ROC;
 pub use relative_strength_index::RSI;
 pub use simple_moving_average::SMA;
 pub use standard_deviation::STDEV;