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use crate::{Echo, View};
use std::collections::VecDeque;
#[derive(Clone)]
pub struct MyRSI<V> {
view: V,
window_len: usize,
cu: f64,
cd: f64,
out: f64,
q_vals: VecDeque<f64>,
last_val: f64,
oldest_val: f64,
}
impl<V> std::fmt::Debug for MyRSI<V>
where
V: View,
{
fn fmt(&self, fmt: &mut std::fmt::Formatter<'_>) -> Result<(), std::fmt::Error> {
write!(fmt, "MyRSI(window_len: {}, cu: {}, cd: {}, out: {}, q_vals: {:?}, last_val: {}, oldest_val: {})",
self.window_len, self.cu, self.cd, self.out, self.q_vals, self.last_val, self.oldest_val)
}
}
#[inline(always)]
pub fn new_final(window_len: usize) -> MyRSI<Echo> {
MyRSI::new(Echo::new(), window_len)
}
impl<V> MyRSI<V>
where
V: View,
{
#[inline]
pub fn new(view: V, window_len: usize) -> Self {
MyRSI {
view,
window_len,
cu: 0.0,
cd: 0.0,
out: 0.0,
q_vals: VecDeque::new(),
last_val: 0.0,
oldest_val: 0.0,
}
}
}
impl<V> View for MyRSI<V>
where
V: View,
{
fn update(&mut self, val: f64) {
self.view.update(val);
let val: f64 = self.view.last();
if self.q_vals.len() == 0 {
self.oldest_val = val;
self.last_val = val;
}
if self.q_vals.len() >= self.window_len {
let old_val: f64 = self.q_vals.pop_front().unwrap();
if old_val > self.oldest_val {
self.cu -= old_val - self.oldest_val;
} else {
self.cd -= self.oldest_val - old_val;
}
self.oldest_val = old_val;
}
self.q_vals.push_back(val);
if val > self.last_val {
self.cu += val - self.last_val;
} else {
self.cd += self.last_val - val;
}
self.last_val = val;
if self.cu + self.cd != 0.0 {
self.out = (self.cu - self.cd) / (self.cu + self.cd);
}
}
#[inline(always)]
fn last(&self) -> f64 {
self.out
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::plot::plot_values;
use crate::test_data::TEST_DATA;
#[test]
fn my_rsi() {
let mut my_rsi = new_final(16);
for v in &TEST_DATA {
my_rsi.update(*v);
assert!(my_rsi.last() <= 1.0);
assert!(my_rsi.last() >= -1.0);
}
}
#[test]
fn my_rsi_plot() {
let mut my_rsi = new_final(16);
let mut out: Vec<f64> = Vec::new();
for v in &TEST_DATA {
my_rsi.update(*v);
out.push(my_rsi.last());
}
println!("out: {:?}", out);
let filename = "img/my_rsi.png";
plot_values(out, filename).unwrap();
}
}