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//! McGinley Dynamic indicator.
use super::{IndicatorError, Result};
/// Calculate McGinley Dynamic.
///
/// Adaptive moving average that automatically adjusts for market speed.
///
/// ```text
/// MD[i] = MD[i-1] + (Price - MD[i-1]) / (N * (Price/MD[i-1])^4)
/// ```
///
/// # Arguments
///
/// * `data` - Price data (typically close prices)
/// * `period` - Number of periods
///
/// # Example
///
/// ```
/// use finance_query::indicators::mcginley_dynamic;
///
/// let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
/// let result = mcginley_dynamic(&prices, 3).unwrap();
/// ```
pub fn mcginley_dynamic(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 mut result = vec![None; data.len()];
// Initialize with SMA
let initial_sum: f64 = data[..period].iter().sum();
let mut md = initial_sum / period as f64;
// The first value is at index period-1
result[period - 1] = Some(md);
for i in period..data.len() {
let price = data[i];
if md != 0.0 {
let ratio = price / md;
let factor = period as f64 * ratio.powi(4);
if factor != 0.0 {
md = md + (price - md) / factor;
}
}
result[i] = Some(md);
}
Ok(result)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_mcginley_dynamic() {
let prices = vec![10.0, 11.0, 12.0, 13.0, 14.0];
let result = mcginley_dynamic(&prices, 3).unwrap();
assert_eq!(result.len(), 5);
assert!(result[0].is_none());
assert!(result[1].is_none());
assert!(result[2].is_some());
assert!(result[3].is_some());
}
}