Operations & Indicators

//! Full runnable example: tflo-examples/examples/docs-indicators
// use tflo_core::prelude::*; use tflo_ops::prelude::*;
let sma = value.sma(20_u64.secs());     // 20-second SMA (time-based)
let sma = value.sma(20usize);           // 20-tick SMA (count-based)

//! Full runnable example: tflo-examples/examples/docs-indicators
// use tflo_core::prelude::*; use tflo_ops::prelude::*;
let rsi = value.rsi(14usize);               // 14-period RSI (count-based)
let rsi = value.rsi(14_u64.secs());         // 14-second RSI (time-based)

// MACD lives in the tflo-fintech plugin.
use tflo_fintech::prelude::*;

let (macd_line, signal_line, histogram) = price.macd_n(
    12,   // fast period
    26,   // slow period
    9,    // signal period
);

//! Full runnable example: tflo-examples/examples/docs-indicators
// use tflo_core::prelude::*; use tflo_ops::prelude::*;
// deviation_band is provided by the Composites trait from tflo-ops.
let (middle, upper, lower) = value.deviation_band(
    20usize,  // window (also accepts Duration via .secs())
    2.0,      // multiplier (k)
);

// tflo-fintech's FintechAliases trait also exposes the finance name:
// use tflo_fintech::prelude::*;
// let (middle, upper, lower) = price.bollinger_bands(20usize, 2.0);

//! Full runnable example: tflo-examples/examples/docs-indicators
use tflo_core::prelude::*;
use tflo_ops::prelude::*;

let results = events.into_iter()
    .tflo(|t| {
        t.timestamp(|x| x.ts);
        let value = t.prop(|x| x.value);
        let weight = t.prop(|x| x.weight);

        // Bundle everything into a tuple
        let sma = value.sma(20_u64.secs());
        let ema = value.ema(20_u64.secs());
        let rsi = value.rsi(14usize);
        let weight_sma = weight.sma(100usize);
        (sma, ema, rsi, weight_sma)
    })
    .collect();

// Catalog ops come from tflo-ops (WindowOps, StatefulOps, CrossOps, etc.)