1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
//! Momentum indicator.
use super::{IndicatorError, Result};
/// Calculate Momentum.
///
/// Simple difference between current price and price n periods ago.
///
/// # Arguments
///
/// * `data` - Price data (typically close prices)
/// * `period` - Number of periods
///
/// # Example
///
/// ```
/// use finance_query::indicators::momentum;
///
/// let prices = vec![10.0, 11.0, 12.0, 13.0];
/// let result = momentum(&prices, 2).unwrap();
/// ```
pub fn momentum(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 + 1,
got: data.len(),
});
}
let mut result = vec![None; data.len()];
for i in period..data.len() {
let current = data[i];
let past = data[i - period];
result[i] = Some(current - past);
}
Ok(result)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_momentum() {
let prices = vec![10.0, 11.0, 12.0, 13.0];
let result = momentum(&prices, 2).unwrap();
assert_eq!(result.len(), 4);
assert!(result[0].is_none());
assert!(result[1].is_none());
// i=2: 12-10 = 2
assert_eq!(result[2], Some(2.0));
// i=3: 13-11 = 2
assert_eq!(result[3], Some(2.0));
}
}