use crate::bar_indicators::average::{MovingAverageProvider, MovingAverageType};
use crate::bar_indicators::indicator_value::IndicatorValue;
#[derive(Debug, Clone)]
pub struct IntradayIntensity {
ii_ma: MovingAverageProvider,
vol_ma: MovingAverageProvider,
value: f64,
}
impl IntradayIntensity {
pub fn new(period: usize) -> Self {
Self {
ii_ma: MovingAverageProvider::new(MovingAverageType::SMA, period.max(1)),
vol_ma: MovingAverageProvider::new(MovingAverageType::SMA, period.max(1)),
value: 0.0,
}
}
pub fn update_bar(&mut self, _o: f64, h: f64, l: f64, c: f64, v: f64) -> f64 {
let hl = (h - l).abs().max(1e-12);
let ii = ((2.0 * c - h - l) / hl) * v;
let num = self.ii_ma.update_bar(0.0, 0.0, 0.0, ii, 0.0);
let den = self.vol_ma.update_bar(0.0, 0.0, 0.0, v, 0.0);
self.value = if den.abs() < 1e-12 {
0.0
} else {
100.0 * num / den
};
self.value
}
pub fn value(&self) -> IndicatorValue {
IndicatorValue::Single(self.value)
}
pub fn is_ready(&self) -> bool {
self.ii_ma.is_ready() && self.vol_ma.is_ready()
}
pub fn reset(&mut self) {
self.ii_ma.reset();
self.vol_ma.reset();
self.value = 0.0;
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_intraday_intensity_creation() {
let ii = IntradayIntensity::new(21);
assert!(!ii.is_ready());
assert_eq!(ii.value().main(), 0.0);
}
#[test]
fn test_intraday_intensity_warmup() {
let mut ii = IntradayIntensity::new(14);
for i in 0..20 {
let price = 100.0 + (i as f64 * 0.1).sin() * 5.0;
ii.update_bar(price, price + 1.0, price - 1.0, price, 1000.0);
}
assert!(ii.is_ready());
}
#[test]
fn test_intraday_intensity_values_finite() {
let mut ii = IntradayIntensity::new(14);
for i in 0..30 {
let price = 100.0 + (i as f64 * 0.2).sin() * 10.0;
let value = ii.update_bar(price, price + 1.0, price - 1.0, price, 1000.0);
assert!(value.is_finite());
}
}
#[test]
fn test_intraday_intensity_reset() {
let mut ii = IntradayIntensity::new(14);
for i in 0..20 {
ii.update_bar(100.0 + i as f64, 105.0, 95.0, 101.0, 1000.0);
}
ii.reset();
assert!(!ii.is_ready());
assert_eq!(ii.value().main(), 0.0);
}
}