CHANGELOG.md

Unreleased

• Add Weighted Moving Average (WMA)

v0.5.0 - 2021-06-27

• [breaking] - get rid of error-chain. ta::Error -> ta::TaError
• Implement Mean Absolute Deviation (MAD)
• Implement Commodity Channel Index (CCI)
• More efficient MoneyFlowIndex
• Fix identical TypicalPrice bug in MoneyFlowIndex

v0.4.0 - 2020-11-03

• [breaking] Unify parameters for the indicators
• Implement Chandelier Exit (CE)

v0.3.1 - 2020-10-20

• Fix NaN bug in StandardDeviation

v0.3.0 - 2020-10-06

• Implement Percentage Price Oscillator (PPO)
• More efficient BollingerBands
• More efficient FastStochastic
• More efficient SlowStochastic
• More efficient StandardDeviation
• More efficient Minimum
• More efficient Maximum
• More efficient SimpleMovingAverage
• Serde support

v0.2.0 - 2020-08-31

• Breaking: MovingAverageConvergenceDivergence now returns MovingAverageConvergenceDivergenceOutput instead of tuple
• Implement Keltner Channel (KC)
• Update error-chain dependency: 0.11 -> 0.12

v0.1.5 - 2019-12-16

• StandardDeviation Implementation
• More Efficient BollingerBands

v0.1.4 - 2019-04-09

• Implement On Balance Volume (OBV)

v0.1.3 - 2019-03-28

• Implement Money Flow Index (MFI)
• Add benchmarks

v0.1.2 - 2019-03-17

• Implement Bollinger Bands (BB)

v0.1.1 - 2019-02-26

• Implement Kaufman's Efficiency Ratio (ER)
• Implement Rate of Change (ROC)
• Migrate to Rust 2018 edition

v0.1.0 - 2017-12-05

• Initial release
• Implemented indicators
  • Trend
    • Exponential Moving Average (EMA)
    • Simple Moving Average (SMA)
  • Oscillators
    • Relative Strength Index (RSI)
    • Fast Stochastic
    • Slow Stochastic
    • Moving Average Convergence Divergence (MACD)
  • Other
    • Minimum
    • Maximum
    • True Range
    • Average True Range (AR)
    • Rate of Change (ROC)