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use ta_common::fixed_queue::FixedQueue; use ta_common::traits::Indicator; use crate::DX; #[doc(include = "../docs/adx.md")] pub struct ADX { dmi_history: FixedQueue<f64>, period: u32, sum_dmi: f64, dmi: DX, adx: Option<f64>, } impl ADX { pub fn new(period: u32) -> ADX { Self { dmi_history: FixedQueue::new(period), sum_dmi: 0.0, period, dmi: DX::new(period), adx: None, } } } impl Indicator<[f64; 3], Option<f64>> for ADX { fn next(&mut self, input: [f64; 3]) -> Option<f64> { let dmi = self.dmi.next(input); match dmi { None => (), Some(val) => { self.sum_dmi = self.sum_dmi + val; self.dmi_history.add(val); } } if self.dmi_history.is_full() { let period = self.period as f64; self.adx = match self.adx { None => Some(self.sum_dmi / period), Some(adx) => Some((adx * (period - 1_f64) + dmi.unwrap()) / period) } } self.adx } fn reset(&mut self) { self.dmi_history.clear(); self.dmi.reset(); } } #[cfg(test)] mod tests { use ta_common::traits::Indicator; use crate::adx::ADX; #[test] fn it_works() { let mut adx = ADX::new(5); assert_eq!(adx.next([82.15, 81.29, 81.59, ]), None); assert_eq!(adx.next([81.89, 80.64, 81.06, ]), None); assert_eq!(adx.next([83.03, 81.31, 82.87, ]), None); assert_eq!(adx.next([83.30, 82.65, 83.00, ]), None); assert_eq!(adx.next([83.85, 83.07, 83.61, ]), None); assert_eq!(adx.next([83.90, 83.11, 83.15, ]), None); assert_eq!(adx.next([83.33, 82.49, 82.84, ]), None); assert_eq!(adx.next([84.30, 82.30, 83.99, ]), None); assert_eq!(adx.next([84.84, 84.15, 84.55, ]), Some(42.02843532361666)); assert_eq!(adx.next([85.00, 84.11, 84.36, ]), Some(45.030197751280795)); assert_eq!(adx.next([85.90, 84.03, 85.53, ]), Some(50.278112805162785)); assert_eq!(adx.next([86.58, 85.39, 86.54, ]), Some(55.845790397341815)); assert_eq!(adx.next([86.98, 85.76, 86.89, ]), Some(60.952506055817096)); assert_eq!(adx.next([88.00, 87.17, 87.77, ]), Some(66.23762155833865)); assert_eq!(adx.next([87.87, 87.01, 87.29, ]), Some(68.23912145931837)); } }