Using the Simple Moving Average (SMA) In Rust?

11 minutes read

In Rust, the Simple Moving Average (SMA) can be used to calculate the average value of a dataset over a specified period of time. This can be done by taking the sum of the closing prices of the dataset over the specified period and dividing it by the number of data points in that period. This calculation can be done using a loop that iterates over the dataset and updates the moving average at each step. The SMA is a commonly used technical analysis tool in finance and trading to identify trends and make informed decisions based on historical price data. By implementing the SMA in Rust, you can analyze and visualize trends in data sets, enabling you to make better-informed decisions in various domains.

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How to plot the SMA on a chart in Rust?

To plot the Simple Moving Average (SMA) on a chart in Rust, you can use a library like plotters. Here is an example code snippet to demonstrate how to plot the SMA on a chart in Rust using plotters:

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use plotters::prelude::*;
use ta::indicators::Mean;

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Create a dataset with some dummy data
    let data = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];

    // Calculate the Simple Moving Average (SMA) with a window size of 3
    let mut sma = Mean::new(3);
    let sma_values: Vec<f64> = data.iter().map(|&x| sma.next(x)).collect();

    // Create a drawing area
    let root = BitMapBackend::new("chart.png", (800, 600)).into_drawing_area();
    root.fill(&WHITE)?;

    // Create a chart context
    let mut chart = ChartBuilder::on(&root)
        .caption("Simple Moving Average (SMA)", ("sans-serif", 30))
        .build_cartesian_2d(0f64..data.len() as f64, 0f64..10f64)?;

    // Plot the original data points
    chart
        .draw_series(LineSeries::new(
            data.iter().enumerate().map(|(x, y)| (x as f64, *y)),
            &RED,
        ))?
        .label("Data")
        .legend(|(x, y)| PathElement::new(vec![(x, y), (x + 20, y)], &RED));

    // Plot the SMA values
    chart
        .draw_series(LineSeries::new(
            sma_values.iter().enumerate().map(|(x, y)| (x as f64, *y)),
            &BLUE,
        ))?
        .label("SMA")
        .legend(|(x, y)| PathElement::new(vec![(x, y), (x + 20, y)], &BLUE));

    // Add a legend
    chart.configure_series_labels()
        .border_style(&BLACK)
        .position(SeriesLabelPosition::UpperRight)
        .draw()?;

    Ok(())
}


In this code snippet, we first calculate the SMA values using the Mean struct from the ta crate. We then create a drawing area and a chart context using plotters, plot the original data points in red, and plot the SMA values in blue. Finally, we add a legend to the chart and save it as a PNG file named chart.png. You can modify the code to customize the chart further according to your requirements.


How to adjust the period of the SMA in Rust?

In Rust, you can adjust the period of the simple moving average (SMA) by changing the number of periods over which the SMA is calculated. The period of the SMA is typically defined as the number of time periods (e.g., days, hours, etc.) over which the average is calculated.


To adjust the period of the SMA in Rust, you can use a custom function that calculates the SMA over a specified period of time. Here is an example of how you can adjust the period of the SMA in Rust:

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fn calculate_sma(data: Vec<f64>, period: usize) -> Vec<f64> {
    let mut sma_values = vec![];
    
    for i in 0..data.len() {
        let start_index = if i >= period - 1 { i - (period - 1) } else { 0 };
        
        let sum: f64 = data[start_index..=i].iter().sum();
        let sma = sum / period as f64;
        
        sma_values.push(sma);
    }
    
    sma_values
}

fn main() {
    let data = vec![10.0, 12.0, 15.0, 18.0, 20.0, 22.0, 25.0, 30.0];
    let period = 3;
    
    let sma_values = calculate_sma(data, period);
    
    println!("Simple Moving Average values for period {}: {:?}", period, sma_values);
}


In this example, the calculate_sma function takes a vector of data points and a period as input arguments. It calculates the SMA over the specified period for each data point in the input vector and returns a vector of SMA values.


You can adjust the period variable in the main function to change the period over which the SMA is calculated. By modifying the period variable, you can easily adjust the period of the SMA in Rust.


How to calculate the SMA for multiple time frames in Rust?

To calculate the Simple Moving Average (SMA) for multiple time frames in Rust, you can create a function that takes a vector of prices as input and returns a vector of SMAs for each time frame. Here's an example implementation:

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fn calculate_sma(prices: &Vec<f64>, time_frames: &Vec<usize>) -> Vec<Vec<f64>> {
    let mut smas: Vec<Vec<f64>> = Vec::new();
    
    for tf in time_frames {
        let mut sma_values: Vec<f64> = Vec::new();
        
        for i in 0..prices.len() {
            if i >= *tf {
                let sum: f64 = prices[i - *tf..=i].iter().sum();
                let sma = sum / (*tf as f64);
                sma_values.push(sma);
            } else {
                sma_values.push(0.0); // placeholder for values with insufficient data
            }
        }
        
        smas.push(sma_values);
    }
    
    return smas;
}

fn main() {
    let prices: Vec<f64> = vec![10.0, 12.0, 15.0, 14.0, 18.0, 20.0];
    let time_frames: Vec<usize> = vec![2, 3, 5];
    
    let smas = calculate_sma(&prices, &time_frames);
    
    for (i, tf) in time_frames.iter().enumerate() {
        println!("SMA for {} time frame: {:?}", tf, smas[i]);
    }
}


In this code snippet, the calculate_sma function takes a vector of prices and a vector of time frames as input. It then calculates the SMA values for each time frame and stores them in a vector of vectors (Vec<Vec<f64>>). Finally, the main function demonstrates how to use the calculate_sma function and print the SMA values for each time frame.


How to smooth out price fluctuations using the SMA in Rust?

To smooth out price fluctuations using the Simple Moving Average (SMA) in Rust, you can calculate the SMA of the prices over a certain period of time. Here is an example of how you can implement this in Rust:

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fn calculate_sma(prices: &Vec<f64>, period: usize) -> Vec<f64> {
    let mut sma_values = Vec::new();

    for i in period..prices.len() {
        let sum: f64 = prices[i - period..i].iter().sum();
        let sma = sum / period as f64;
        sma_values.push(sma);
    }

    sma_values
}

fn main() {
    let prices = vec![10.0, 12.0, 15.0, 14.0, 16.0, 18.0, 20.0, 22.0, 25.0, 27.0];
    let period = 3;

    let sma_values = calculate_sma(&prices, period);

    println!("SMA values: {:?}", sma_values);
}


In this code snippet, the calculate_sma function takes a vector of prices and a period as input and returns a vector of SMA values calculated over that period. The main function demonstrates how to use this function with a sample list of prices and a period of 3.


By calculating the SMA values over a specific period, you can smooth out price fluctuations and get a clearer view of the underlying trend in the price data.

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