use std::collections::VecDeque;
use std::fmt;
use std::time::Duration;
use chrono::{DateTime, Utc};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::indicators::AdaptiveTimeDetector;
use crate::{errors::Result, Next, NextBatch, Reset};
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct RollingSum {
duration: Duration,
window: VecDeque<(DateTime<Utc>, f64)>,
sum: f64,
detector: AdaptiveTimeDetector,
}
impl RollingSum {
pub fn new(duration: Duration) -> Result<Self> {
if duration.is_zero() {
return Err(crate::errors::TaError::InvalidParameter);
}
Ok(Self {
duration,
window: VecDeque::new(),
sum: 0.0,
detector: AdaptiveTimeDetector::new(duration),
})
}
pub fn duration(&self) -> Duration {
self.duration
}
fn remove_expired(&mut self, current_time: DateTime<Utc>) {
let duration_nanos = i64::try_from(self.duration.as_nanos()).unwrap_or(i64::MAX);
let cutoff = current_time
.timestamp_nanos_opt()
.unwrap_or(i64::MIN)
.saturating_sub(duration_nanos);
while self.window.front().is_some_and(|(timestamp, _)| {
timestamp.timestamp_nanos_opt().unwrap_or(i64::MIN) <= cutoff
}) {
if let Some((_, value)) = self.window.pop_front() {
self.sum -= value;
}
}
}
}
impl Next<f64> for RollingSum {
type Output = f64;
fn next(&mut self, (timestamp, value): (DateTime<Utc>, f64)) -> Self::Output {
let replace = self.detector.should_replace(timestamp);
self.remove_expired(timestamp);
if replace {
if let Some((_, old_value)) = self.window.pop_back() {
self.sum -= old_value;
}
}
self.window.push_back((timestamp, value));
self.sum += value;
self.sum
}
}
impl NextBatch<f64> for RollingSum {}
impl Reset for RollingSum {
fn reset(&mut self) {
self.window.clear();
self.sum = 0.0;
self.detector.reset();
}
}
impl Default for RollingSum {
fn default() -> Self {
Self::new(Duration::from_secs(14 * 86_400)).unwrap()
}
}
impl fmt::Display for RollingSum {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
write!(f, "RollingSum({}s)", self.duration.as_secs())
}
}
#[cfg(test)]
mod tests {
use super::*;
use chrono::{Duration as ChronoDuration, TimeZone};
fn start() -> DateTime<Utc> {
Utc.with_ymd_and_hms(2026, 1, 1, 0, 0, 0).unwrap()
}
#[test]
fn expires_exact_boundary_and_keeps_equal_values() {
let mut sum = RollingSum::new(Duration::from_secs(3)).unwrap();
let t = start();
assert_eq!(sum.next((t, 2.0)), 2.0);
assert_eq!(sum.next((t + ChronoDuration::seconds(1), 2.0)), 4.0);
assert_eq!(sum.next((t + ChronoDuration::seconds(2), 3.0)), 7.0);
assert_eq!(sum.next((t + ChronoDuration::seconds(3), 4.0)), 9.0);
}
#[test]
fn replaces_current_bucket() {
let mut sum = RollingSum::new(Duration::from_secs(60)).unwrap();
let t = start();
assert_eq!(sum.next((t, 2.0)), 2.0);
assert_eq!(sum.next((t + ChronoDuration::milliseconds(500), 7.0)), 7.0);
}
}