1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
use std::f64::consts::PI;
use crate::View;
#[derive(Debug, Clone)]
pub struct SuperSmoother<V> {
view: V,
window_length: usize,
i: usize,
c1: f64,
c2: f64,
c3: f64,
filt: f64,
filt_1: f64,
filt_2: f64,
last_val: f64,
}
impl<V> SuperSmoother<V>
where
V: View,
{
#[inline(always)]
pub fn new(view: V, window_length: usize) -> Self {
let a1 = (-1.414 * PI / window_length as f64).exp();
let b1 = 2.0 * a1 * (4.4422 / window_length as f64).cos();
let c2 = b1;
let c3 = -a1 * a1;
Self {
view,
window_length,
i: 0,
c1: 1.0 - c2 - c3,
c2,
c3,
filt: 0.0,
filt_1: 0.0,
filt_2: 0.0,
last_val: 0.0,
}
}
}
impl<V> View for SuperSmoother<V>
where
V: View,
{
fn update(&mut self, val: f64) {
self.view.update(val);
let val = self.view.last();
self.filt = self.c1 * (val + self.last_val) / 2.0
+ (self.c2 * self.filt_1)
+ (self.c3 * self.filt_2);
self.filt_2 = self.filt_1;
self.filt_1 = self.filt;
self.last_val = val;
self.i += 1;
}
#[inline(always)]
fn last(&self) -> f64 {
if self.i < self.window_length {
self.last_val
} else {
self.filt
}
}
}
#[cfg(test)]
mod tests {
use crate::{plot::plot_values, test_data::TEST_DATA, Echo};
use super::*;
#[test]
fn super_smoother_plot() {
let mut ss = SuperSmoother::new(Echo::new(), 20);
let mut out: Vec<f64> = Vec::with_capacity(TEST_DATA.len());
for v in &TEST_DATA {
ss.update(*v);
out.push(ss.last());
}
let filename = "img/super_smoother.png";
plot_values(out, filename).unwrap();
}
}