upd

ta_lib/indicators/momentum/src/sso.rs

@@ -2,18 +2,18 @@ use crate::stoch;
 use core::prelude::*;
 
 pub fn sso(
+    source: &Series<f32>,
     high: &Series<f32>,
     low: &Series<f32>,
-    close: &Series<f32>,
     smooth_type: Smooth,
     k_period: usize,
     d_period: usize,
 ) -> (Series<f32>, Series<f32>) {
     let high_smooth = high.smooth(smooth_type, k_period);
     let low_smooth = low.smooth(smooth_type, k_period);
-    let close_smooth = close.smooth(smooth_type, k_period);
+    let source = source.smooth(smooth_type, k_period);
 
-    let k = stoch(&close_smooth, &high_smooth, &low_smooth, k_period);
+    let k = stoch(&source, &high_smooth, &low_smooth, k_period);
     let d = k.smooth(smooth_type, d_period);
 
     (k, d)
@@ -34,7 +34,7 @@ mod tests {
         let expected_k = vec![0.0, 0.0, 58.333336, 41.666668, 41.666668];
         let expected_d = vec![0.0, 0.0, 0.0, 0.0, 44.444447];
 
-        let (k, d) = sso(&high, &low, &close, Smooth::WMA, k_period, d_period);
+        let (k, d) = sso(&close, &high, &low, Smooth::WMA, k_period, d_period);
 
         let result_k: Vec<f32> = k.into();
         let result_d: Vec<f32> = d.into();

ta_lib/strategies/base/src/price.rs

@@ -13,26 +13,32 @@ pub trait Price {
 }
 
 impl Price for OHLCVSeries {
+    #[inline]
     fn hl2(&self) -> Series<f32> {
         median_price(&self.high, &self.low)
     }
 
+    #[inline]
     fn hlc3(&self) -> Series<f32> {
         typical_price(&self.high, &self.low, &self.close)
     }
 
+    #[inline]
     fn hlcc4(&self) -> Series<f32> {
         wcl(&self.high, &self.low, &self.close)
     }
 
+    #[inline]
     fn ohlc4(&self) -> Series<f32> {
         average_price(&self.open, &self.high, &self.low, &self.close)
     }
 
+    #[inline]
     fn atr(&self, period: usize, smooth_type: Smooth) -> Series<f32> {
         atr(&self.high, &self.low, &self.close, smooth_type, period)
     }
 
+    #[inline]
     fn tr(&self) -> Series<f32> {
         tr(&self.high, &self.low, &self.close)
     }