m4rs - Rust移动平均

• 交易指标库
• 小巧简单实现
• 无额外依赖
• 支持以下指标
  • ATR
  • Awesome Oscillator
  • 布林带
  • CCI
  • DEMA
  • DMI/ADX
  • EMA
  • envelopes
  • Heikin Ashi
  • HMA
  • Ichimoku Kinko Hyo
  • MACD
  • Momentum
  • Parabolic SAR
  • RCI
  • RMA
  • RSI
  • SMA
  • 标准差
  • Stochastics (Fast, Slow)
  • TEMA
  • VWMA
  • Williams %R
  • WMA
• 称为“Mars”

安装

cargo add m4rs

示例

// Prepare candlesticks in some way such as by retrieving them from the exchange's API
// And make them into m4rs::Candlestick objects
let entries: Vec<m4rs::Candlestick> = vec![
    (1719400001, 100.0, 130.0, 90.0, 110.0, 1000.0),
    (1719400002, 110.0, 140.0, 100.0, 130.0, 1000.0),
    (1719400003, 130.0, 135.0, 120.0, 120.0, 1000.0),
    (1719400004, 120.0, 130.0, 80.0, 90.0, 1000.0),
    (1719400005, 90.0, 100.0, 70.0, 80.0, 1000.0),
    (1719400006, 80.0, 180.0, 60.0, 120.0, 1000.0),
    (1719400007, 120.0, 210.0, 110.0, 180.0, 1000.0),
    (1719400008, 180.0, 185.0, 170.0, 180.0, 1000.0),
    (1719400009, 180.0, 220.0, 140.0, 200.0, 1000.0),
]
.iter()
.map(|(at, o, h, l, c, v)| m4rs::Candlestick::new(*at, *o, *h, *l, *c, *v))
.collect();

// Get 3SMA calculation result
let result = m4rs::sma(&entries, 3).unwrap();

for x in &result {
    println!("{}: {:.1}", x.at, x.value);
}
// 1719400003: 120.0
// 1719400004: 113.3
// 1719400005: 96.7
// 1719400006: 96.7
// 1719400007: 126.7
// 1719400008: 160.0
// 1719400009: 186.7

API参考

• https://docs.rs/m4rs/latest/m4rs/