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use ta_common::fixed_queue::FixedQueue; use ta_common::traits::Indicator; #[doc(include = "../docs/aroon.md")] pub struct AROON { high_history: FixedQueue<f64>, low_history: FixedQueue<f64>, period: u32, index: u32, } impl AROON { pub fn new(period: u32) -> AROON { Self { high_history: FixedQueue::new(period), low_history: FixedQueue::new(period), period, index: 0, } } fn get_min_ago(&self) -> i32 { let mut min_index = 0; let mut min = self.low_history.at(min_index).unwrap(); for i in 1..self.low_history.size() as i32 { let curr = self.low_history.at(i).unwrap(); if curr <= min { min = curr; min_index = i; } } return self.period as i32 - (min_index) - 1; } fn get_max_ago(&self) -> i32 { let mut max_index = 0; let mut max = self.high_history.at(max_index).unwrap(); for i in 1..self.high_history.size() as i32 { let curr = self.high_history.at(i).unwrap(); if curr >= max { max = curr; max_index = i; } } return self.period as i32 - (max_index) - 1; } } impl Indicator<[f64; 2], Option<[f64; 2]>> for AROON { fn next(&mut self, input: [f64; 2]) -> Option<[f64; 2]> { let high = input[0]; let low = input[1]; self.low_history.add(low); self.high_history.add(high); self.index = self.index + 1; return if self.index > self.period { let period = self.period as f64; let lago = self.get_min_ago() as f64; let down = 100_f64 * (period - lago) / period; let hago = self.get_max_ago() as f64; let up = 100_f64 * (period - hago) / period; Some([down, up]) } else { None }; } fn reset(&mut self) { self.high_history.clear(); self.low_history.clear(); self.index = 0; } } #[cfg(test)] mod tests { use ta_common::traits::Indicator; use crate::aroon::AROON; #[test] fn aaron_works() { let mut aroon = AROON::new(5); assert_eq!(aroon.next([82.15, 81.29]), None); assert_eq!(aroon.next([81.89, 80.64]), None); assert_eq!(aroon.next([83.03, 81.31]), None); assert_eq!(aroon.next([83.30, 82.65]), None); assert_eq!(aroon.next([83.85, 83.07]), None); assert_eq!(aroon.next([83.90, 83.11]), Some([20.00, 100.00])); assert_eq!(aroon.next([83.33, 82.49]), Some([20.00, 80.00])); assert_eq!(aroon.next([84.30, 82.30]), Some([100.00, 100.00])); assert_eq!(aroon.next([84.84, 84.15]), Some([80.00, 100.00])); assert_eq!(aroon.next([85.00, 84.11]), Some([60.00, 100.00])); assert_eq!(aroon.next([85.90, 84.03]), Some([40.00, 100.00])); assert_eq!(aroon.next([86.58, 85.39]), Some([20.00, 100.00])); assert_eq!(aroon.next([86.98, 85.76]), Some([60.00, 100.00])); assert_eq!(aroon.next([88.00, 87.17]), Some([40.00, 100.00])); assert_eq!(aroon.next([87.87, 87.01]), Some([20.00, 80.00])); } }