market-rs 0.1.2

A library which provides a simple interface for interacting with a market
Documentation 
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pub fn ema(input: Vec<f64>, period: usize) -> Vec<f64> {
    if input.is_empty() || period == 0 {
        return Vec::new();
    }

    let multiplier = 2.0 / (period as f64 + 1.0);
    let mut output = Vec::new();

    // First value is just the input value
    output.push(input[0]);

    // Calculate EMA for remaining values
    for i in 1..input.len() {
        let ema_value = (input[i] * multiplier) + (output[i - 1] * (1.0 - multiplier));
        output.push(ema_value);
    }

    output
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn ema_test() {
        let prices = vec![
            22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29,
        ];
        let ema_result = ema(prices, 10);

        assert_eq!(ema_result.len(), 10);
        assert_eq!(ema_result[0], 22.27); // First value should be exact

        // Check that values are reasonable (within expected range)
        for (i, &value) in ema_result.iter().enumerate() {
            assert!(
                value > 22.0 && value < 22.5,
                "EMA value {} at index {} is out of expected range",
                value,
                i
            );
        }

        // EMA should be smoother than raw prices - later values should be closer to average
        assert!((ema_result[9] - 22.25).abs() < 0.1);
    }
}