Added McGinley Dynamic, Average True Range, True Range, and On-Balanc…

…e Volume.

Changed TEST_DATA into TestData struct.
Added 365 candles test data.
Split up `Line` trait into individual `Period, Value, and Next` traits.
New trait, `AsValue` used to allow for specialized values to be passed to `Next`
Varied Output from `Next` added.
README updates.

Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "tatk"
 license = "MIT"
-version = "0.2.1"
+version = "0.2.2"
 edition = "2021"
 description = "Technical Analysis Toolkit"
 readme = "README.md"
@@ -45,3 +45,22 @@ required-features = ["test-data"]
 name = "bbands"
 path = "examples/bbands.rs"
 required-features = ["test-data"]
+
+[[example]]
+name = "atr"
+path = "examples/atr.rs"
+required-features = ["test-data"]
+
+[[example]]
+name = "md"
+path = "examples/md.rs"
+required-features = ["test-data"]
+
+[[example]]
+name = "obv"
+path = "examples/obv.rs"
+required-features = ["test-data"]
+
+[[example]]
+name = "traits"
+path = "examples/user_traits.rs"

README.md

@@ -33,37 +33,58 @@ tatk = { git = "https://github.com/ohkthx/tatk-rs" }
   - Simple Moving Average (SMA)
   - Exponential Moving Average (EMA)
   - Double Exponential Moving Average (DEMA)
+  - McGinley Dynamic Indicator (MD)
+  - On-Balance Volume (OBV)
 - **Oscillators**
   - Relative Strength Index (RSI)
-  - Bollinger Bands (BBands)
   - Moving Average Convergence and Divergence (MACD)
+  - Bollinger Bands (BBands)
+  - True Range (TR)
+  - Average True Range (ATR)
 - **Others**
   - Variance (Var(X))
   - Standard Deviation (SD/STDEV)
-  - Cross, checks two lines for Golden or Death cross.
+  - Cross (Cross), checks two lines for Golden or Death cross.
 
 ## Documentation
 
 Most of the documentation can be accessed by clicking the following link: [docs.rs](https://docs.rs/tatk/latest/tatk/). That documentation is automatically generated and also accessible from [crates.io](https://crates.io/crates/tatk).
 
-### TODO
+### Traits
 
-- Add additional indicators and test.
+The following traits are either used by the crate on indicators or to be defined by the user for additional functionality.
+
+- **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`.
+  - Open - Opening value for the data type.
+  - Close - Closing value for the data type.
+  - Low - Lowest value for the data type.
+  - 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.
 
 ## Examples
 
+Following examples can be ran with:  `cargo run --example short_id`
+
 - **Simple Moving Average (SMA)**: [sma.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/sma.rs)
-  - `cargo run --example sma --all-features`
 - **Exponential Moving Average (EMA)**: [ema.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/ema.rs)
-  - `cargo run --example ema --all-features`
 - **Double Exponential Moving Average (DEMA)**: [dema.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/dema.rs)
-  - `cargo run --example dema --all-features`
 - **Moving Average Convergence Divergence (MACD)**: [macd.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/macd.rs)
-  - `cargo run --example macd --all-features`
 - **Relative Strength Indicator (RSI)**: [rsi.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/rsi.rs)
-  - `cargo run --example rsi --all-features`
 - **Bollinger Bands (BBands)**: [bbands.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/bbands.rs)
-  - `cargo run --example bbands --all-features`
+- **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)
+- **Traits (Traits)**: [user_traits.rs](https://github.com/Ohkthx/tatk-rs/tree/main/examples/user_traits.rs)
 
 ## Tips Appreciated!
 

examples/atr.rs

@@ -0,0 +1,24 @@
+//! Demonstrates how to initialize and use an ATR.
+use tatk::indicators::ATR;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
+
+fn main() {
+    let period: usize = 14;
+    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]) {
+        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));
+}

examples/bbands.rs

@@ -1,16 +1,17 @@
 //! Demonstrates how to initialize and use Bollinger Bands (BB).
 use tatk::indicators::{BBands, EMA};
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 20;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
     // Use EMA as the line instead of the default SMA.
-    let ema = match EMA::new(period, TEST_DATA) {
+    let ema = match EMA::new(period, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
@@ -26,10 +27,10 @@ fn main() {
         bbands.lower(),
         bbands.upper()
     );
+
+    let next = bbands.next(107.0);
     println!(
         "Adding 107.00. New BBands: {}, lower: {}, upper: {}",
-        bbands.next(107.000000),
-        bbands.lower(),
-        bbands.upper()
+        next.1, next.0, next.2
     );
 }

examples/dema.rs

@@ -1,19 +1,20 @@
 //! Demonstrates how to initialize and use a DEMA.
 use tatk::indicators::DEMA;
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
-    let mut dema = match DEMA::new(period, TEST_DATA) {
+    let mut dema = match DEMA::new(period, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     println!("\nDEMA: {}", dema.value());
-    println!("Adding 107.00. New DEMA: {}", dema.next(107.000000));
+    println!("Adding 107.00. New DEMA: {}", dema.next(107.0));
 }

examples/ema.rs

@@ -1,19 +1,20 @@
 //! Demonstrates how to initialize and use a EMA.
 use tatk::indicators::EMA;
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
-    let mut ema = match EMA::new(period, TEST_DATA) {
+    let mut ema = match EMA::new(period, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     println!("\nEMA: {}", ema.value());
-    println!("Adding 107.00. New EMA: {}", ema.next(107.000000));
+    println!("Adding 107.00. New EMA: {}", ema.next(107.0));
 }

examples/macd.rs

@@ -1,24 +1,20 @@
 //! Demonstrates how to initialize and use a MACD.
 use tatk::indicators::MACD;
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
-
-// const TEST_DATA: &[f64] = &[
-//     11.13, 11.3, 11.59, 11.71, 11.8, 11.8, 12.07, 12.14, 12.04, 12.02, 12.34, 12.61, 12.59, 12.66,
-//     12.82, 12.93, 12.79, 12.21,
-// ];
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
-    let mut macd = match MACD::new(12, 26, 9, TEST_DATA) {
+    let mut macd = match MACD::new(12, 26, 9, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     println!("\nMACD: {}, signal: {}", macd.value(), macd.signal_value());
-    println!("Adding 107.00. New MACD: {}", macd.next(107.000000));
+    println!("Adding 107.00. New MACD: {}", macd.next(107.0).1);
 }

examples/md.rs

@@ -0,0 +1,21 @@
+//! Demonstrates how to initialize and use a MD.
+use tatk::indicators::MD;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
+
+fn main() {
+    let period: usize = 10;
+    let k: f64 = 0.6;
+    const DATA: &[f64] = TestData::talib();
+
+    println!("Data: {:?}", DATA);
+    println!("Period: {}", period);
+
+    let mut md = match MD::new(period, DATA, k) {
+        Ok(value) => value,
+        Err(error) => panic!("{}", error),
+    };
+
+    println!("\nMD: {}", md.value());
+    println!("Adding 107.00. New MD: {}", md.next(107.0));
+}

examples/obv.rs

@@ -0,0 +1,24 @@
+//! Demonstrates how to initialize and use an OBV.
+use tatk::indicators::OBV;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
+
+fn main() {
+    let period: usize = 14;
+    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]) {
+        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));
+}

examples/rsi.rs

@@ -1,15 +1,16 @@
 //! Demonstrates how to initialize and use a RSI.
 use tatk::indicators::RSI;
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 14;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
-    let mut rsi = match RSI::new(period, TEST_DATA) {
+    let mut rsi = match RSI::new(period, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
@@ -24,5 +25,5 @@ fn main() {
         rsi.is_oversold(),
         rsi.is_overbought()
     );
-    println!("Adding 107.00. New RSI: {}", rsi.next(107.000000));
+    println!("Adding 107.00. New RSI: {}", rsi.next(107.0));
 }

examples/sma.rs

@@ -1,19 +1,20 @@
 //! Demonstrates how to initialize and use a SMA.
 use tatk::indicators::SMA;
-use tatk::test_data::TEST_DATA;
-use tatk::traits::Line;
+use tatk::test_data::TestData;
+use tatk::traits::{Next, Value};
 
 fn main() {
     let period: usize = 10;
+    const DATA: &[f64] = TestData::talib();
 
-    println!("Data: {:?}", TEST_DATA);
+    println!("Data: {:?}", DATA);
     println!("Period: {}", period);
 
-    let mut sma = match SMA::new(period, TEST_DATA) {
+    let mut sma = match SMA::new(period, DATA) {
         Ok(value) => value,
         Err(error) => panic!("{}", error),
     };
 
     println!("\nSMA: {}", sma.value());
-    println!("Adding 107.00. New SMA: {}", sma.next(107.000000));
+    println!("Adding 107.00. New SMA: {}", sma.next(107.0));
 }