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//! Momentum indicator.
use quant_primitives::Candle;
use crate::error::IndicatorError;
use crate::indicator::Indicator;
use crate::series::Series;
/// Momentum indicator.
///
/// Measures the rate of change in price over a specified period.
/// Simple but effective for identifying trend strength.
///
/// # Formula
///
/// Momentum = Close - Close[n periods ago]
///
/// # Example
///
/// ```
/// use quant_indicators::{Indicator, Momentum};
/// use quant_primitives::Candle;
/// use chrono::Utc;
/// use rust_decimal_macros::dec;
///
/// let ts = Utc::now();
/// let candles: Vec<Candle> = (0..15).map(|i| {
/// Candle::new(dec!(100), dec!(110), dec!(90), dec!(100) + rust_decimal::Decimal::from(i), dec!(1000), ts).unwrap()
/// }).collect();
/// let mom = Momentum::new(10).unwrap();
/// let series = mom.compute(&candles).unwrap();
/// ```
#[derive(Debug, Clone)]
pub struct Momentum {
period: usize,
name: String,
}
impl Momentum {
/// Create a new Momentum indicator with the specified period.
///
/// # Errors
///
/// Returns `InvalidParameter` if period is 0.
pub fn new(period: usize) -> Result<Self, IndicatorError> {
if period == 0 {
return Err(IndicatorError::InvalidParameter {
message: "Momentum period must be > 0".to_string(),
});
}
Ok(Self {
period,
name: format!("Momentum({})", period),
})
}
}
impl Indicator for Momentum {
fn name(&self) -> &str {
&self.name
}
fn warmup_period(&self) -> usize {
self.period + 1
}
fn compute(&self, candles: &[Candle]) -> Result<Series, IndicatorError> {
let required = self.period + 1;
if candles.len() < required {
return Err(IndicatorError::InsufficientData {
required,
actual: candles.len(),
});
}
let mut values = Vec::with_capacity(candles.len() - self.period);
for i in self.period..candles.len() {
let current = candles[i].close();
let past = candles[i - self.period].close();
let momentum = current - past;
values.push((candles[i].timestamp(), momentum));
}
Ok(Series::new(values))
}
}
#[cfg(test)]
#[path = "momentum_tests.rs"]
mod tests;