use std::fmt;
use crate::errors::{Result, TaError};
use crate::traits::{Close, Next, Period, Reset};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[doc(alias = "ER")]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct EfficiencyRatio {
period: usize,
index: usize,
count: usize,
deque: Box<[f64]>,
}
impl EfficiencyRatio {
pub fn new(period: usize) -> Result<Self> {
match period {
0 => Err(TaError::InvalidParameter),
_ => Ok(Self {
period,
index: 0,
count: 0,
deque: vec![0.0; period].into_boxed_slice(),
}),
}
}
}
impl Period for EfficiencyRatio {
fn period(&self) -> usize {
self.period
}
}
impl Next<f64> for EfficiencyRatio {
type Output = f64;
fn next(&mut self, input: f64) -> f64 {
let first = if self.count >= self.period {
self.deque[self.index]
} else {
self.count += 1;
self.deque[0]
};
self.deque[self.index] = input;
self.index = if self.index + 1 < self.period {
self.index + 1
} else {
0
};
let mut volatility = 0.0;
let mut previous = first;
for n in &self.deque[self.index..self.count] {
volatility += (previous - n).abs();
previous = *n;
}
for n in &self.deque[0..self.index] {
volatility += (previous - n).abs();
previous = *n;
}
(first - input).abs() / volatility
}
}
impl<T: Close> Next<&T> for EfficiencyRatio {
type Output = f64;
fn next(&mut self, input: &T) -> f64 {
self.next(input.close())
}
}
impl Reset for EfficiencyRatio {
fn reset(&mut self) {
self.index = 0;
self.count = 0;
for i in 0..self.period {
self.deque[i] = 0.0;
}
}
}
impl Default for EfficiencyRatio {
fn default() -> Self {
Self::new(14).unwrap()
}
}
impl fmt::Display for EfficiencyRatio {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "ER({})", self.period)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
test_indicator!(EfficiencyRatio);
#[test]
fn test_new() {
assert!(EfficiencyRatio::new(0).is_err());
assert!(EfficiencyRatio::new(1).is_ok());
}
#[test]
fn test_next() {
let mut er = EfficiencyRatio::new(3).unwrap();
assert_eq!(round(er.next(3.0)), 1.0);
assert_eq!(round(er.next(5.0)), 1.0);
assert_eq!(round(er.next(2.0)), 0.2);
assert_eq!(round(er.next(3.0)), 0.0);
assert_eq!(round(er.next(1.0)), 0.667);
assert_eq!(round(er.next(3.0)), 0.2);
assert_eq!(round(er.next(4.0)), 0.2);
assert_eq!(round(er.next(6.0)), 1.0);
}
#[test]
fn test_reset() {
let mut er = EfficiencyRatio::new(3).unwrap();
er.next(3.0);
er.next(5.0);
er.reset();
assert_eq!(round(er.next(3.0)), 1.0);
assert_eq!(round(er.next(5.0)), 1.0);
assert_eq!(round(er.next(2.0)), 0.2);
assert_eq!(round(er.next(3.0)), 0.0);
}
#[test]
fn test_display() {
let er = EfficiencyRatio::new(17).unwrap();
assert_eq!(format!("{}", er), "ER(17)");
}
}