egui-charts 0.2.0

High-performance financial charting engine for egui — candlesticks, 95 drawing tools, 130+ indicators, and a full design-token theme system
Documentation 
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use crate::model::Bar;
/// McGinley Dynamic
/// Adaptive moving avg designed to track price better than traditional MAs
/// Self-adjusts based on price volatility
use crate::studies::{Indicator, IndicatorValue};
use crate::tokens::DESIGN_TOKENS;
use egui::Color32;

#[derive(Clone)]
pub struct McGinleyDynamic {
    /// Period (typically 10 or 14)
    period: usize,
    values: Vec<IndicatorValue>,
    color: Color32,
    visible: bool,
}

impl McGinleyDynamic {
    pub fn new(period: usize) -> Self {
        Self {
            period,
            values: Vec::new(),
            color: DESIGN_TOKENS.semantic.extended.pink, // Pink
            visible: true,
        }
    }

    pub fn with_color(mut self, color: Color32) -> Self {
        self.color = color;
        self
    }
}

impl Default for McGinleyDynamic {
    fn default() -> Self {
        Self::new(14)
    }
}

impl Indicator for McGinleyDynamic {
    fn name(&self) -> &str {
        "MD"
    }

    fn desc(&self) -> &str {
        "McGinley Dynamic - Self-adjusting moving avg"
    }

    fn calculate(&mut self, data: &[Bar]) {
        self.values.clear();

        if data.is_empty() {
            return;
        }

        // Start with first close
        let mut md = data[0].close;
        self.values.push(IndicatorValue::Single(md));

        let k = 0.6; // Constant factor
        let n = self.period as f64;

        for i in 1..data.len() {
            let close = data[i].close;

            // McGinley Dynamic formula:
            // MD = MD_prev + (Close - MD_prev) / (k * N * (Close / MD_prev)^4)
            if md != 0.0 {
                let ratio = close / md;
                let divisor = k * n * ratio.powi(4);
                if divisor != 0.0 {
                    md = md + (close - md) / divisor;
                }
            }

            self.values.push(IndicatorValue::Single(md));
        }
    }

    fn values(&self) -> &[IndicatorValue] {
        &self.values
    }

    fn colors(&self) -> Vec<Color32> {
        vec![self.color]
    }

    fn set_colors(&mut self, colors: Vec<Color32>) {
        if !colors.is_empty() {
            self.color = colors[0];
        }
    }

    fn is_overlay(&self) -> bool {
        true // Overlay on price chart
    }

    fn is_visible(&self) -> bool {
        self.visible
    }

    fn set_visible(&mut self, visible: bool) {
        self.visible = visible;
    }

    fn clone_box(&self) -> Box<dyn Indicator> {
        Box::new(self.clone())
    }

    fn line_names(&self) -> Vec<String> {
        vec![format!("MD({})", self.period)]
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use chrono::Utc;

    fn make_bar(close: f64) -> Bar {
        Bar {
            time: Utc::now(),
            open: close,
            high: close,
            low: close,
            close,
            volume: 1000.0,
        }
    }

    #[test]
    fn test_mcginley() {
        let mut md = McGinleyDynamic::new(14);

        let data: Vec<Bar> = (0..20).map(|i| make_bar(100.0 + i as f64)).collect();

        md.calculate(&data);

        assert_eq!(md.values.len(), 20);

        // MD should track price but smoother
        if let IndicatorValue::Single(v) = md.values.last().unwrap() {
            assert!(*v > 100.0 && *v < 120.0);
        }
    }
}