finance-core 0.1.2

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Finance core

Financial indicators implemented in Rust with a Python interface.

Install

pip install finance_core

Example usage

from finance_core import Maximum, Minimum, SimpleMovingAverage


three_day_max = Maximum(3)

print(three_day_max.next(1)) # >> 1
print(three_day_max.next(4)) # >> 4
print(three_day_max.next(2)) # >> 4
print(three_day_max.next(5)) # >> 5


three_day_min = Minimum(3)

print(three_day_min.next(1)) # >> 1
print(three_day_min.next(4)) # >> 1
print(three_day_min.next(2)) # >> 1
print(three_day_min.next(5)) # >> 2


sma_three_day = SimpleMovingAverage(3)

print(sma_three_day.next(1)) # >> 1
print(sma_three_day.next(4)) # >> 2.5
print(sma_three_day.next(2)) # >> 2.33
print(sma_three_day.next(5)) # >> 3.66

Contribute

Install Docker and open this repo in DevContainer.

# create virtual environment
python -m venv .venv

# activate virtual environment
source .venv/bin/activate

# install dependencies
pip install -r requirements.txt

Useful commands:

• make build-dev to build the package during development
• make build-prod to perform an optimised build for benchmarking