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//! Rate of Change (ROC) indicator.
use super::{IndicatorError, Result};
/// Calculate Rate of Change (ROC).
///
/// Percentage change over period.
/// ROC = ((Price - Price[n periods ago]) / Price[n periods ago]) * 100
///
/// # Arguments
///
/// * `data` - Price data (typically close prices)
/// * `period` - Number of periods
///
/// # Example
///
/// ```
/// use finance_query::indicators::roc;
///
/// let prices = vec![10.0, 11.0, 12.0, 13.0];
/// let result = roc(&prices, 2).unwrap();
/// ```
pub fn roc(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];
if past != 0.0 {
let roc_val = ((current - past) / past) * 100.0;
result[i] = Some(roc_val);
} else {
result[i] = None;
}
}
Ok(result)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_roc() {
let prices = vec![10.0, 11.0, 12.0, 13.0];
let result = roc(&prices, 2).unwrap();
assert_eq!(result.len(), 4);
assert!(result[0].is_none());
assert!(result[1].is_none());
// i=2: (12-10)/10 * 100 = 20
assert_eq!(result[2], Some(20.0));
// i=3: (13-11)/11 * 100 = 18.18...
assert!(result[3].is_some());
}
}