use crate::{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 sum(
input_prices: &[TAFloat],
param_period: usize,
output_sum: &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_sum.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);
}
}
}
let mut sum_val = 0.0;
for price in input_prices.iter().take(param_period) {
sum_val += *price;
}
output_sum[lookback] = sum_val;
for i in param_period..len {
sum_val = sum_val + input_prices[i] - input_prices[i - param_period];
output_sum[i] = sum_val;
}
for value in output_sum.iter_mut().take(lookback) {
*value = TAFloat::NAN;
}
Ok(())
}
pub fn sum_inc(
input_new_price: TAFloat,
input_old_price: TAFloat,
prev_sum: TAFloat,
) -> Result<TAFloat, KandError> {
#[cfg(feature = "deep-check")]
{
if input_new_price.is_nan() || input_old_price.is_nan() || prev_sum.is_nan() {
return Err(KandError::NaNDetected);
}
}
Ok(prev_sum + input_new_price - input_old_price)
}
#[cfg(test)]
mod tests {
use approx::assert_relative_eq;
use super::*;
#[test]
fn test_sum_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,
];
let param_period = 14;
let mut output_sum = vec![0.0; input_close.len()];
sum(&input_close, param_period, &mut output_sum).unwrap();
for value in output_sum.iter().take(13) {
assert!(value.is_nan());
}
let expected_values = [
492_849.500_000_000_06,
492_723.700_000_000_07,
492_543.500_000_000_06,
492_352.100_000_000_03,
492_195.500_000_000_06,
492_083.000_000_000_06,
491_853.000_000_000_06,
];
for (i, expected) in expected_values.iter().enumerate() {
assert_relative_eq!(output_sum[i + 13], *expected, epsilon = 0.0001);
}
let mut prev_sum = output_sum[13];
for i in 14..19 {
let result = sum_inc(input_close[i], input_close[i - param_period], prev_sum).unwrap();
assert_relative_eq!(result, output_sum[i], epsilon = 0.0001);
prev_sum = result;
}
}
}