use crate::{EPSILON, KandError, TAFloat};
pub const fn lookback(param_period: usize) -> Result<usize, KandError> {
#[cfg(feature = "check")]
{
if param_period < 2 {
return Err(KandError::InvalidParameter);
}
}
Ok(param_period - 1)
}
pub fn min(
input_prices: &[TAFloat],
param_period: usize,
output_min: &mut [TAFloat],
) -> Result<(), KandError> {
let len = input_prices.len();
let lookback = lookback(param_period)?;
#[cfg(feature = "check")]
{
if len == 0 {
return Err(KandError::InvalidData);
}
if output_min.len() != len {
return Err(KandError::LengthMismatch);
}
if param_period < 2 {
return Err(KandError::InvalidParameter);
}
if len <= lookback {
return Err(KandError::InsufficientData);
}
}
#[cfg(feature = "deep-check")]
{
for price in input_prices {
if price.is_nan() {
return Err(KandError::NaNDetected);
}
}
}
for i in lookback..len {
let mut min_val = input_prices[i - lookback];
for price in input_prices.iter().take(i + 1).skip(i - lookback + 1) {
if *price < min_val {
min_val = *price;
}
}
output_min[i] = min_val;
}
for value in output_min.iter_mut().take(lookback) {
*value = TAFloat::NAN;
}
Ok(())
}
pub fn min_inc(
input_price: TAFloat,
prev_min: TAFloat,
prev_price: TAFloat,
param_period: usize,
) -> Result<TAFloat, KandError> {
#[cfg(feature = "check")]
{
if param_period < 2 {
return Err(KandError::InvalidParameter);
}
}
#[cfg(feature = "deep-check")]
{
if input_price.is_nan() || prev_min.is_nan() || prev_price.is_nan() {
return Err(KandError::NaNDetected);
}
}
if input_price < prev_min {
return Ok(input_price);
}
if (prev_price - prev_min).abs() < EPSILON {
return Err(KandError::InsufficientData);
}
Ok(prev_min)
}
#[cfg(test)]
mod tests {
use approx::assert_relative_eq;
use super::*;
#[test]
fn test_min_calculation() {
let input_close = vec![
35216.1, 35221.4, 35190.7, 35170.0, 35181.5, 35254.6, 35202.8, 35251.9, 35197.6,
35184.7, 35175.1, 35229.9, 35212.5, 35160.7, 35090.3, 35041.2, 34999.3, 35013.4,
35069.0, 35024.6, 34939.5, 34952.6, 35000.0, 35041.8, 35080.0, 35114.5, 35097.2,
35092.0, 35073.2, 35139.3,
];
let param_period = 14;
let mut output_min = vec![0.0; input_close.len()];
min(&input_close, param_period, &mut output_min).unwrap();
for value in output_min.iter().take(13) {
assert!(value.is_nan());
}
let expected_values = [
35160.7, 35090.3, 35041.2, 34999.3, 34999.3, 34999.3, 34999.3, 34939.5, 34939.5,
34939.5, 34939.5, 34939.5, 34939.5, 34939.5, 34939.5, 34939.5, 34939.5,
];
for (i, expected) in expected_values.iter().enumerate() {
assert_relative_eq!(output_min[i + 13], *expected, epsilon = 0.0001);
}
let mut prev_min = output_min[13];
for i in 14..19 {
let result = min_inc(
input_close[i],
prev_min,
input_close[i - param_period],
param_period,
)
.unwrap();
assert_relative_eq!(result, output_min[i], epsilon = 0.0001);
prev_min = result;
}
}
}