use std::fmt;
use crate::errors::{Result, TaError};
use crate::traits::{Close, Next, Period, Reset};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[doc(alias = "ROC")]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct RateOfChange {
period: usize,
index: usize,
count: usize,
deque: Box<[f64]>,
}
impl RateOfChange {
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 RateOfChange {
fn period(&self) -> usize {
self.period
}
}
impl Next<f64> for RateOfChange {
type Output = f64;
fn next(&mut self, input: f64) -> f64 {
let previous = if self.count > self.period {
self.deque[self.index]
} else {
self.count += 1;
if self.count == 1 {
input
} else {
self.deque[0]
}
};
self.deque[self.index] = input;
self.index = if self.index + 1 < self.period {
self.index + 1
} else {
0
};
(input - previous) / previous * 100.0
}
}
impl<T: Close> Next<&T> for RateOfChange {
type Output = f64;
fn next(&mut self, input: &T) -> f64 {
self.next(input.close())
}
}
impl Default for RateOfChange {
fn default() -> Self {
Self::new(9).unwrap()
}
}
impl fmt::Display for RateOfChange {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "ROC({})", self.period)
}
}
impl Reset for RateOfChange {
fn reset(&mut self) {
self.index = 0;
self.count = 0;
for i in 0..self.period {
self.deque[i] = 0.0;
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
test_indicator!(RateOfChange);
#[test]
fn test_new() {
assert!(RateOfChange::new(0).is_err());
assert!(RateOfChange::new(1).is_ok());
assert!(RateOfChange::new(100_000).is_ok());
}
#[test]
fn test_next_f64() {
let mut roc = RateOfChange::new(3).unwrap();
assert_eq!(round(roc.next(10.0)), 0.0);
assert_eq!(round(roc.next(10.4)), 4.0);
assert_eq!(round(roc.next(10.57)), 5.7);
assert_eq!(round(roc.next(10.8)), 8.0);
assert_eq!(round(roc.next(10.9)), 4.808);
assert_eq!(round(roc.next(10.0)), -5.393);
}
#[test]
fn test_next_bar() {
fn bar(close: f64) -> Bar {
Bar::new().close(close)
}
let mut roc = RateOfChange::new(3).unwrap();
assert_eq!(round(roc.next(&bar(10.0))), 0.0);
assert_eq!(round(roc.next(&bar(10.4))), 4.0);
assert_eq!(round(roc.next(&bar(10.57))), 5.7);
}
#[test]
fn test_reset() {
let mut roc = RateOfChange::new(3).unwrap();
roc.next(12.3);
roc.next(15.0);
roc.reset();
assert_eq!(round(roc.next(10.0)), 0.0);
assert_eq!(round(roc.next(10.4)), 4.0);
assert_eq!(round(roc.next(10.57)), 5.7);
}
}