roc-rs

基于 Rust 的变化率（ROC）实现

use roc_rs::ROC;
use ta_common::traits::Indicator;

let mut roc = ROC::new(1, None);
let res = roc.next(100 as f64);
assert_eq!(None, res);
let res = roc.next(50 as f64);
assert_eq!(Some(-50_f32), res);

计算

ROCR=(当前价格/前n天的价格);
ROCP=ROCR-1;
ROC100=(ROCR)*100;
ROC=(ROCR-1)*100; //默认