feat: Support for Decimal within ta-rs.

.travis.yml

@@ -10,4 +10,5 @@ script:
   # - cargo clippy -- -D warnings
   - cargo test
   - cargo test --features serde
+  - cargo test --features decimal --tests
   - cargo package

Cargo.toml

@@ -22,14 +22,18 @@ travis-ci = { repository = "greyblake/ta-rs", branch = "master" }
 
 [dependencies]
 serde = { version = "1.0", features = ["derive"], optional = true }
+rust_decimal = { version = "^1.25.0", optional = true, features = ["maths", "rand"] }
 
 [dev-dependencies]
 assert_approx_eq = "1.0.0"
 csv = "1.1.0"
 bencher = "0.1.5"
-rand = "0.6.5"
+rand = "0.8"
 bincode = "1.3.1"
 
+[features]
+decimal = ["dep:rust_decimal"]
+
 [profile.release]
 lto = true
 

README.md

@@ -9,17 +9,18 @@
 
 Technical analysis library for Rust.
 
-* [Getting started](#getting-started)
-* [Basic ideas](#basic-ideas)
-* [List of indicators](#list-of-indicators)
-* [Running benchmarks](#running-benchmarks)
-* [Donations](#donations)
-* [License](#license)
-* [Contributors](#contributors)
+- [Getting started](#getting-started)
+- [Basic ideas](#basic-ideas)
+- [List of indicators](#list-of-indicators)
+- [Running benchmarks](#running-benchmarks)
+- [Donations](#donations)
+- [License](#license)
+- [Contributors](#contributors)
 
 ## Getting started
 
 Add to you `Cargo.toml`:
+
 ```
 [dependencies]
 ta = "0.4.0"
@@ -47,58 +48,60 @@ Check also the [documentation](https://docs.rs/ta).
 
 A data item which represent a stock quote may implement the following traits:
 
-* `Open`
-* `High`
-* `Low`
-* `Close`
-* `Volume`
+- `Open`
+- `High`
+- `Low`
+- `Close`
+- `Volume`
 
 It's not necessary to implement all of them, but it must be enough to fulfill requirements for a particular indicator.
 You probably should prefer using `DataItem` unless you have reasons to implement your own structure.
 
 Indicators typically implement the following traits:
 
-* `Next<T>` (often `Next<f64>` and `Next<&DataItem>`) - to feed and get the next value
-* `Reset` - to reset an indicator
-* `Debug`
-* `Display`
-* `Default`
-* `Clone`
+- `Next<T>` (often `Next<f64>` and `Next<&DataItem>`) - to feed and get the next value
+- `Reset` - to reset an indicator
+- `Debug`
+- `Display`
+- `Default`
+- `Clone`
 
 ## List of indicators
 
 So far there are the following indicators available.
 
-* Trend
-  * Exponential Moving Average (EMA)
-  * Simple Moving Average (SMA)
-* Oscillators
-  * Relative Strength Index (RSI)
-  * Fast Stochastic
-  * Slow Stochastic
-  * Moving Average Convergence Divergence (MACD)
-  * Percentage Price Oscillator (PPO)
-  * Commodity Channel Index (CCI)
-  * Money Flow Index (MFI)
-* Other
-  * Minimum
-  * Maximum
-  * True Range
-  * Standard Deviation (SD)
-  * Mean Absolute Deviation (MAD)
-  * Average True Range (AR)
-  * Efficiency Ratio (ER)
-  * Bollinger Bands (BB)
-  * Chandelier Exit (CE)
-  * Keltner Channel (KC)
-  * Rate of Change (ROC)
-  * On Balance Volume (OBV)
-
+- Trend
+  - Exponential Moving Average (EMA)
+  - Simple Moving Average (SMA)
+- Oscillators
+  - Relative Strength Index (RSI)
+  - Fast Stochastic
+  - Slow Stochastic
+  - Moving Average Convergence Divergence (MACD)
+  - Percentage Price Oscillator (PPO)
+  - Commodity Channel Index (CCI)
+  - Money Flow Index (MFI)
+- Other
+  - Minimum
+  - Maximum
+  - True Range
+  - Standard Deviation (SD)
+  - Mean Absolute Deviation (MAD)
+  - Average True Range (AR)
+  - Efficiency Ratio (ER)
+  - Bollinger Bands (BB)
+  - Chandelier Exit (CE)
+  - Keltner Channel (KC)
+  - Rate of Change (ROC)
+  - On Balance Volume (OBV)
 
 ## Features
 
-* `serde` - allows to serialize and deserialize indicators. NOTE: the backward compatibility of serialized
-data with the future versions of ta is not guaranteed because internal implementation of the indicators is a subject to change.
+- `decimal` - when enabled, uses `Decimal` objects from the [`rust_decimal`] crate instead of `f64`.
+- `serde` - allows to serialize and deserialize indicators. NOTE: the backward compatibility of serialized
+  data with the future versions of ta is not guaranteed because internal implementation of the indicators is a subject to change.
+
+[`rust_decimal`]: https://docs.rs/rust_decimal
 
 ## Running benchmarks
 
@@ -112,12 +115,10 @@ You can support the project by donating [NEAR tokens](https://near.org).
 
 Our NEAR wallet address is `ta-rs.near`
 
-
 ## License
 
 [MIT](https://github.com/greyblake/ta-rs/blob/master/LICENSE) © [Sergey Potapov](http://greyblake.com/)
 
-
 ## Contributors
 
 - [greyblake](https://github.com/greyblake) Potapov Sergey - creator, maintainer.
@@ -129,3 +130,4 @@ Our NEAR wallet address is `ta-rs.near`
 - [Devin Gunay](https://github.com/dgunay) - serde support
 - [Youngchan Lee](https://github.com/edwardycl) - bugfix
 - [tommady](https://github.com/tommady) - get rid of error-chain dependency
+- [Luke Sneeringer](https://github.com/lukesneeringer) - Decimal implementation

benches/indicators.rs

@@ -7,18 +7,18 @@ use ta::indicators::{
     PercentagePriceOscillator, RateOfChange, RelativeStrengthIndex, SimpleMovingAverage,
     SlowStochastic, StandardDeviation, TrueRange, WeightedMovingAverage,
 };
-use ta::{DataItem, Next};
+use ta::{lit, DataItem, Next};
 
 const ITEMS_COUNT: usize = 5_000;
 
 fn rand_data_item() -> DataItem {
     let mut rng = rand::thread_rng();
 
-    let low = rng.gen_range(0.0, 500.0);
-    let high = rng.gen_range(500.0, 1000.0);
-    let open = rng.gen_range(low, high);
-    let close = rng.gen_range(low, high);
-    let volume = rng.gen_range(0.0, 10_000.0);
+    let low = rng.gen_range(lit!(0.0)..=lit!(500.0));
+    let high = rng.gen_range(lit!(500.0)..=lit!(1000.0));
+    let open = rng.gen_range(low..=high);
+    let close = rng.gen_range(low..=high);
+    let volume = rng.gen_range(lit!(0.0)..=lit!(10_000.0));
 
     DataItem::builder()
         .open(open)

examples/custom_data_item.rs

@@ -1,30 +1,35 @@
 use ta::indicators::TrueRange;
 use ta::{Close, High, Low, Next};
 
+#[cfg(feature = "decimal")]
+type Num = rust_decimal::Decimal;
+#[cfg(not(feature = "decimal"))]
+type Num = f64;
+
 // You can create your own data items.
 // You may want it for different purposes, e.g.:
 // - you data source don't have volume or other fields.
 // - you want to skip validation to avoid performance penalty.
 struct Item {
-    high: f64,
-    low: f64,
-    close: f64,
+    high: Num,
+    low: Num,
+    close: Num,
 }
 
 impl Low for Item {
-    fn low(&self) -> f64 {
+    fn low(&self) -> Num {
         self.low
     }
 }
 
 impl High for Item {
-    fn high(&self) -> f64 {
+    fn high(&self) -> Num {
         self.high
     }
 }
 
 impl Close for Item {
-    fn close(&self) -> f64 {
+    fn close(&self) -> Num {
         self.close
     }
 }
@@ -34,7 +39,7 @@ fn main() {
     let mut reader = csv::Reader::from_path("./examples/data/AMZN.csv").unwrap();
 
     for record in reader.deserialize() {
-        let (date, _open, high, low, close, _volume): (String, f64, f64, f64, f64, f64) =
+        let (date, _open, high, low, close, _volume): (String, Num, Num, Num, Num, Num) =
             record.unwrap();
         let item = Item { high, low, close };
         let val = tr.next(&item);

examples/ema.rs

@@ -2,12 +2,17 @@ use ta::indicators::ExponentialMovingAverage as Ema;
 use ta::DataItem;
 use ta::Next;
 
+#[cfg(feature = "decimal")]
+type Num = rust_decimal::Decimal;
+#[cfg(not(feature = "decimal"))]
+type Num = f64;
+
 fn main() {
     let mut ema = Ema::new(9).unwrap();
     let mut reader = csv::Reader::from_path("./examples/data/AMZN.csv").unwrap();
 
     for record in reader.deserialize() {
-        let (date, open, high, low, close, volume): (String, f64, f64, f64, f64, f64) =
+        let (date, open, high, low, close, volume): (String, Num, Num, Num, Num, Num) =
             record.unwrap();
         let dt = DataItem::builder()
             .open(open)