Open hardvain opened 3 years ago
Hello @hardvain ! Thank you for you message.
For now I don't have any strict roadmap for this library. All I know is that next features will be Heikin Ashi candles conversion and time-frame conversion (it's already in the repo, but not published at crates.io
yet).
I don't have any feedback from the community right now, so I can't plan any features, because I just don't know this features yet. I am not a professional trader or something like this. I just like programming, math and Rust. :)
This library has two goals:
indicator
s, which have a description from authoritative source. If you know some useful indicators and you can implement it (or just give some information about) - you are welcome.method
s) to build your own indicators. If you know some useful function for operating on time-series - you are welcome.To be clear: you are not forced to implement something by yourself. You can simply create an issue and provide information about methods, indicators or something else you think might be interesting to see in YaTA
. It will helps a lot.
Backtesting is another big question. I don't think it is good idea to add backtesting right inside YaTA
. I think it will be better if it will be a separate crate, f.e. something like yata-backtest
or even yata-bt
, or something else. For now I don't have any deep knowledge about backtesting, so I can't create it by myself right now.
Another great thing is visualization. I think it is very important when we talk about time-series to visualize it. The simplest idea is to create an interface to draw time-series into a simple .png
or .jpg
. The best way is use something like GTK
and make an interactive shell for visualizing (f.e. like matplotlib
in Python). But it is a way more complicated.
Thanks @amv-dev for the explanation. I myself am not a full time trader but have been trading for sometime. I was using trading view but was frustrated with the limitations of pinescript and hence started building my own library. I am barely breaking even at this moment when it comes to trading so I am not a successful one yet. However, the ability to use math and programming to find patterns is very addictive for me.
As for the features, I am currently trying to build a system that helps me answers the questions I have and help me in trading. In no proper order of priority, here is what I am trying to target:
As you may have understood, my main motive for building a library was to serve me personally for trading. In that sense, I wanted to build a comprehensive system that helps me as soon as possible. Thats the reason I wanted to build backtesting, alerts etc in a single system. I would really happy to start contributing my ideas in yata. In my view yata already has a very good base for building indicators and methods. The immediate things that are missing for me to use yata in my day to day trading is the ability to create strategies/backtest it and set alerts on it. I can start working on these areas. Whether it is going to be a separate module or not is something we can discuss in depth I believe.
Please let me know your thoughts on the above
@amv-dev I am not sure what you would think about having a separate strategy module. So I made a PR in my fork to give an example. Please have a look at https://github.com/hardvain/yata/pull/1
Hi @amv-dev, I have been creating a technical analysis library in rust for my personal use for sometime now and I stumbled upon yata. Yata is much more comprehensive, performant than what I have managed to create. I wanted to understand what are the features planned for yata so that I can also start contributing. I am a beginner when it comes to rust knowledge but would be happy to contribute in whatever way I can. Please let me know your thoughts on the same.
Apart from the indicators, I also wanted to have a system to do backtest on the data as well. So please let me know if you also plan to include some backtesting module in yata.