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//! Hull Moving Average (HMA) indicator.
use super::{IndicatorError, Result, wma::wma_raw};
/// Calculate Hull Moving Average (HMA).
///
/// HMA = WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
/// Responsive moving average with reduced lag.
///
/// # Arguments
///
/// * `data` - Price data (typically close prices)
/// * `period` - Number of periods
///
/// # Formula
///
/// HMA = WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
///
/// # Example
///
/// ```
/// use finance_query::indicators::hma;
///
/// let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0];
/// let result = hma(&prices, 4).unwrap();
/// ```
pub fn hma(data: &[f64], period: usize) -> Result<Vec<Option<f64>>> {
if period == 0 {
return Err(IndicatorError::InvalidPeriod(
"Period must be greater than 0".to_string(),
));
}
if data.len() < period {
return Err(IndicatorError::InsufficientData {
need: period,
got: data.len(),
});
}
let half_period = period / 2;
let sqrt_period = (period as f64).sqrt() as usize;
if sqrt_period == 0 {
return Err(IndicatorError::InvalidPeriod(
"Sqrt period is 0".to_string(),
));
}
// wma_raw eliminates 2 × Vec<Option<f64>>(N) and the Option-check collection loop
let half_raw = wma_raw(data, half_period); // len = N - (half_period - 1)
let full_raw = wma_raw(data, period); // len = N - (period - 1)
// Align: full_raw[k] → orig k + period-1; half_raw[k + shift] → same orig index
let shift = period - half_period;
let diff: Vec<f64> = full_raw
.iter()
.enumerate()
.map(|(k, &fv)| 2.0 * half_raw[k + shift] - fv)
.collect();
if diff.len() < sqrt_period {
return Err(IndicatorError::InsufficientData {
need: period + sqrt_period,
got: data.len(),
});
}
let hma_raw = wma_raw(&diff, sqrt_period);
// hma_raw[k] → diff[k + sqrt_period - 1] → orig k + period - 1 + sqrt_period - 1
let mut result = vec![None; data.len()];
let base = period + sqrt_period - 2;
for (k, &v) in hma_raw.iter().enumerate() {
let orig = k + base;
if orig < data.len() {
result[orig] = Some(v);
}
}
Ok(result)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_hma() {
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0, 18.0];
let result = hma(&prices, 4).unwrap();
assert_eq!(result.len(), prices.len());
// period=4, half=2, sqrt=2
// wma_half valid from index 1
// wma_full valid from index 3
// diff valid from index 3
// hma (wma of diff, period 2) valid from index 3 + (2-1) = 4
assert!(result[0].is_none());
assert!(result[3].is_none());
assert!(result[4].is_some());
}
}