ROC — Rate of Change — roc¶
The percentage change between the current price and the price period bars ago.
Inputs: [real] | Options: [period] | Outputs: [roc]
Basic¶
use tulip_rs::indicators::roc::{Roc, Indicator, TIndicatorState};
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let (outputs, mut state) = Roc::indicator(&[close.as_slice()], &[10.0], None).unwrap();
println!("{:?}", outputs[0]);
// State continuation — feed new bars without reprocessing history
let partial = close[..8].to_vec();
let (outputs2, mut state) = Roc::indicator(&[partial.as_slice()], &[10.0], None).unwrap();
println!("{:?}", outputs2[0]);
let new_close = vec![85.53_f64];
let continued = state.batch_indicator(&[new_close.as_slice()], &[10.0], None).unwrap();
println!("{:?}", continued[0]);
#include "tulip_rs_ffi.h"
double close[] = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
double options[ROC_OPTIONS] = {10.0}; // period
const double *inputs[ROC_INPUTS] = {close};
/* Full computation (check r.error == C_INDICATOR_ERROR_OK in real code) */
CIndicatorResult r = roc_indicator(inputs, 10, options, NULL, 0);
tulip_ffi_result_free(r);
roc_state_free(r.state);
/* Partial computation + state continuation */
CIndicatorResult p = roc_indicator(inputs, 8, options, NULL, 0);
double new_close[] = {85.53};
const double *new_inputs[ROC_INPUTS] = {new_close};
CBatchResult b = roc_batch(p.state, new_inputs, 1, NULL, 0);
tulip_ffi_batch_result_free(b);
tulip_ffi_result_free(p);
roc_state_free(p.state);
import "github.com/me60732/tulip_rs_go/indicators"
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
options := []float64{10.0}
// Full computation — Rows are zero-copy views, valid until Close.
res, st, _ := indicators.Roc.Indicator(close, options, nil)
fmt.Println(res.Rows[0]) // ROC(10) values
res.Close()
st.Close()
// Partial computation + state continuation.
res2, st2, _ := indicators.Roc.Indicator(close[:8], options, nil)
res2.Close() // outputs consumed or closed; state stays live
batch, _ := st2.Batch(close[8:], nil);
fmt.Println(batch.Rows[0]) // continued ROC values
batch.Close()
st2.Close();
import org.tuliprs.*;
import org.tuliprs.indicators.Roc;
double[] close = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
double[] options = {10.0};
// Full computation — output rows are zero-copy views, valid until close().
Outcome oc = Roc.indicator(new double[][] {close}, options);
try (Result res = oc.result(); State st = oc.state()) {
System.out.println(java.util.Arrays.toString(res.toDoubleArray(0))); // ROC(10) values
}
// Partial computation + state continuation.
int n = 8;
Outcome p = Roc.indicator(
new double[][] {java.util.Arrays.copyOfRange(close, 0, n)}, options);
try (Result pr = p.result(); State st = p.state()) {
Result br = st.batch(
new double[][] {java.util.Arrays.copyOfRange(close, n, 10)});
try (br) {
System.out.println(java.util.Arrays.toString(br.toDoubleArray(0))); // continued ROC values
}
}
import * as ti from 'tulip-rs-node';
const close = Float64Array.from([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29]);
const [outputs, state] = ti.roc.indicator([close], [10]);
console.log('ROC(10):', outputs[0]);
// State continuation
const [, state2] = ti.roc.indicator([close.slice(0, -5)], [10]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued ROC:', continued[0]);
import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';
await init(); // bundler resolves the WASM asset automatically
const close = [81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29];
const [outputs, state] = ti.roc.indicator([close], [10]);
console.log('ROC(10):', outputs[0]);
// State continuation
const [, state2] = ti.roc.indicator([close.slice(0, -5)], [10]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued ROC:', continued[0]);
Optional Outputs¶
roc exposes 1 optional output: mom. Pass a boolean mask as the third argument — one bool per optional output, in order.
use tulip_rs::indicators::roc::{Roc, Indicator, TIndicatorState};
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let mask = [true]; // one per optional output
let (outputs, _state) = Roc::indicator(&[close.as_slice()], &[10.0], Some(&mask)).unwrap();
let roc = &outputs[0]; // roc (primary)
let mom = &outputs[1]; // mom (optional — requested)
#include "tulip_rs_ffi.h"
/* roc exposes 1 optional output: mom */
const double *inputs[ROC_INPUTS] = {close};
double options[ROC_OPTIONS] = {10.0};
bool optional_outputs[1] = {true}; /* request mom */
CIndicatorResult r = roc_indicator(inputs, 10, options, optional_outputs, 1);
/* r.outputs[0] -> roc, r.outputs[1] -> mom */
tulip_ffi_result_free(r);
roc_state_free(r.state);
// roc exposes 1 optional output: mom — pass one bool per optional.
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
res, st, _ := indicators.Roc.Indicator(close, []float64{10.0}, []bool{true})
defer res.Close()
defer st.Close()
roc := res.Rows[0] // roc (primary)
mom := res.Rows[1] // mom (optional — requested)
fmt.Println(roc, mom)
roc exposes 1 optional output: mom. Pass a boolean mask as the third argument — one boolean per optional output, in order.
import org.tuliprs.*;
import org.tuliprs.indicators.Roc;
// (close series as in the Basic tab)
boolean[] mask = {true}; // mom
Outcome oc = Roc.indicator(new double[][] {close}, new double[] {10.0}, mask);
try (Result res = oc.result()) {
// row 0 = roc (primary), row 1 = mom (optional — requested)
System.out.println(java.util.Arrays.toString(res.toDoubleArray(1))); // mom
}
oc.state().close();
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
outputs, state = tulip_rs.indicators.roc.indicator(
[close], [10.0],
optional_outputs=[True],
)
roc = outputs[0] # roc (primary)
mom = outputs[1] # mom (optional — requested)
roc exposes 1 optional output: mom.
SIMD¶
By assets — same options, N assets in parallel:
use tulip_rs::indicators::roc::{Roc, Indicator};
let inputs: [&[&[f64]; 1]; 4] = [&[a1.as_slice()], &[a2.as_slice()], &[a3.as_slice()], &[a4.as_slice()]];
let results = Roc::indicator_by_assets::<4>(&inputs, &[10.0], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}
By options — same asset, N option sets in parallel:
use tulip_rs::indicators::roc::{Roc, IndicatorByOptions};
let opts: [&[f64; 1]; 4] = [&[5.0], &[10.0], &[20.0], &[50.0]];
let results = Roc::indicator_by_options::<4>(&[close.as_slice()], &opts, None).unwrap();
for (i, out) in results.iter().enumerate() {
println!("Period {}: {:?}", opts[i][0], out[0]);
}
By assets — same option applied to 4 assets in parallel (N must be 2/4/8/16):
#include "tulip_rs_ffi.h"
const double *asset1[ROC_INPUTS] = {a1};
const double *asset2[ROC_INPUTS] = {a2};
const double *asset3[ROC_INPUTS] = {a3};
const double *asset4[ROC_INPUTS] = {a4};
const double *const *const simd_inputs[4] = {asset1, asset2, asset3, asset4};
double options[ROC_OPTIONS] = {10.0};
CSimdResult r = roc_simd_by_assets(simd_inputs, 4, len, options, NULL, 0);
for (uintptr_t i = 0; i < r.num_results; i++) {
/* r.outputs[i][0] -> asset i's ROC series, length r.output_lens[i][0] */
roc_state_free(r.states[i]);
}
tulip_ffi_simd_result_free(r);
By options — same asset, 4 different periods in parallel:
double o5[] = {5.0}, o10[] = {10.0}, o20[] = {20.0}, o50[] = {50.0};
const double *const simd_opts[4] = {o5, o10, o20, o50};
CSimdResult r = roc_simd_by_options(inputs, len, simd_opts, 4, NULL, 0);
/* r.outputs[i] -> ROC for period simd_opts[i] */
for (uintptr_t i = 0; i < r.num_results; i++) roc_state_free(r.states[i]);
tulip_ffi_simd_result_free(r);
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
a1 := []float64{81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36}
// Reuse the same data for assets 2–4 in this example
a2, a3, a4 := a1, a1, a1
assets := [][indicators.RocInputs][]float64{{a1}, {a2}, {a3}, {a4}}
sim, _ := indicators.Roc.SimdByAssets(assets, []float64{10.0}, nil)
for i, lanes := range sim.Results {
fmt.Printf("Asset %d: %v\n", i+1, lanes[0])
}
sim.Close() // frees every lane state, then the SIMD buffers
By options — same asset, 4 different periods in parallel:
By assets — same period applied to 4 assets in parallel (lane counts 2/4/8/16):
import org.tuliprs.*;
import org.tuliprs.indicators.Roc;
double[] a1 = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
// Reuse the same data for assets 2-4 in this example
double[] a2 = a1;
double[] a3 = a1;
double[] a4 = a1;
// One entry per asset; each asset lists its INPUTS series.
double[][][] assets = {{a1}, {a2}, {a3}, {a4}};
try (SimdResult sim = Roc.simdByAssets(assets, new double[] {10.0}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Asset %d: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
}
} // frees every lane state, then the SIMD buffers (contractual order)
By options — same asset, 4 different periods in parallel:
import org.tuliprs.*;
import org.tuliprs.indicators.Roc;
double[] close = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
try (SimdResult sim = Roc.simdByOptions(new double[][] {close},
new double[][] {{5}, {10}, {20}, {50}}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Period set %d: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
}
}
By assets — same options, N assets in parallel (must be 2, 4, 8, or 16):
simd_inputs = [[a1], [a2], [a3], [a4]]
outputs_list, states = tulip_rs.indicators.roc.simd_by_assets(simd_inputs, [10.0])
By options — same asset, N option sets in parallel:
By assets — same period applied to 4 assets in parallel:
const simdInputs = [[close.slice()], [close.map(v => v * 1.1)], [close.map(v => v * 0.9)], [close.map(v => v * 1.02)]];
const [results] = ti.roc.simdByAssets(simdInputs, [10]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));
By options — same asset, 4 different periods in parallel: