upd

ta_lib/strategies/base/src/lib.rs

@@ -3,17 +3,19 @@ extern crate alloc;
 mod constants;
 mod ffi;
 mod model;
-mod price;
+mod source;
 mod strategy;
 mod traits;
+mod volatility;
 
 pub mod prelude {
     pub use crate::constants::*;
     pub use crate::ffi::*;
     pub use crate::model::{OHLCVSeries, OHLCV};
-    pub use crate::price::*;
+    pub use crate::source::*;
     pub use crate::strategy::{BaseStrategy, StopLossLevels, TradeAction};
     pub use crate::traits::*;
+    pub use crate::volatility::*;
 }
 
 pub use prelude::*;

ta_lib/strategies/base/src/price.rs → ta_lib/strategies/base/src/source.rs

@@ -1,18 +1,15 @@
 use crate::OHLCVSeries;
 use core::prelude::*;
 use price::prelude::*;
-use volatility::{atr, tr};
 
-pub trait Price {
+pub trait Source {
     fn hl2(&self) -> Series<f32>;
     fn hlc3(&self) -> Series<f32>;
     fn hlcc4(&self) -> Series<f32>;
     fn ohlc4(&self) -> Series<f32>;
-    fn atr(&self, period: usize, smooth_type: Smooth) -> Series<f32>;
-    fn tr(&self) -> Series<f32>;
 }
 
-impl Price for OHLCVSeries {
+impl Source for OHLCVSeries {
     #[inline]
     fn hl2(&self) -> Series<f32> {
         median_price(&self.high, &self.low)
@@ -32,14 +29,4 @@ impl Price for OHLCVSeries {
     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)
-    }
 }

ta_lib/strategies/base/src/strategy.rs

@@ -1,4 +1,4 @@
-use crate::price::Price;
+use crate::source::Source;
 use crate::{BaseLine, Confirm, Exit, OHLCVSeries, Pulse, Signal, StopLoss, Strategy, OHLCV};
 use core::prelude::*;
 use std::collections::VecDeque;
@@ -170,7 +170,7 @@ impl BaseStrategy {
 
 #[cfg(test)]
 mod tests {
-    use crate::price::Price;
+    use crate::source::Source;
     use crate::{
         BaseLine, BaseStrategy, Confirm, Exit, OHLCVSeries, Pulse, Signal, StopLoss, Strategy,
         TradeAction, OHLCV,

ta_lib/strategies/base/src/volatility.rs

@@ -0,0 +1,20 @@
+use crate::OHLCVSeries;
+use core::prelude::*;
+use volatility::{atr, tr};
+
+pub trait Volatility {
+    fn atr(&self, period: usize, smooth_type: Smooth) -> Series<f32>;
+    fn tr(&self) -> Series<f32>;
+}
+
+impl Volatility for OHLCVSeries {
+    #[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)
+    }
+}