use std::fmt;
use crate::errors::{Result, TaError};
use crate::{Close, Next, Period, Reset};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[doc(alias = "SMA")]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct SimpleMovingAverage {
period: usize,
index: usize,
count: usize,
sum: f64,
deque: Box<[f64]>,
}
impl SimpleMovingAverage {
pub fn new(period: usize) -> Result<Self> {
match period {
0 => Err(TaError::InvalidParameter),
_ => Ok(Self {
period,
index: 0,
count: 0,
sum: 0.0,
deque: vec![0.0; period].into_boxed_slice(),
}),
}
}
}
impl Period for SimpleMovingAverage {
fn period(&self) -> usize {
self.period
}
}
impl Next<f64> for SimpleMovingAverage {
type Output = f64;
fn next(&mut self, input: f64) -> Self::Output {
let old_val = self.deque[self.index];
self.deque[self.index] = input;
self.index = if self.index + 1 < self.period {
self.index + 1
} else {
0
};
if self.count < self.period {
self.count += 1;
}
self.sum = self.sum - old_val + input;
self.sum / (self.count as f64)
}
}
impl<T: Close> Next<&T> for SimpleMovingAverage {
type Output = f64;
fn next(&mut self, input: &T) -> Self::Output {
self.next(input.close())
}
}
impl Reset for SimpleMovingAverage {
fn reset(&mut self) {
self.index = 0;
self.count = 0;
self.sum = 0.0;
for i in 0..self.period {
self.deque[i] = 0.0;
}
}
}
impl Default for SimpleMovingAverage {
fn default() -> Self {
Self::new(9).unwrap()
}
}
impl fmt::Display for SimpleMovingAverage {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "SMA({})", self.period)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
test_indicator!(SimpleMovingAverage);
#[test]
fn test_new() {
assert!(SimpleMovingAverage::new(0).is_err());
assert!(SimpleMovingAverage::new(1).is_ok());
}
#[test]
fn test_next() {
let mut sma = SimpleMovingAverage::new(4).unwrap();
assert_eq!(sma.next(4.0), 4.0);
assert_eq!(sma.next(5.0), 4.5);
assert_eq!(sma.next(6.0), 5.0);
assert_eq!(sma.next(6.0), 5.25);
assert_eq!(sma.next(6.0), 5.75);
assert_eq!(sma.next(6.0), 6.0);
assert_eq!(sma.next(2.0), 5.0);
}
#[test]
fn test_next_with_bars() {
fn bar(close: f64) -> Bar {
Bar::new().close(close)
}
let mut sma = SimpleMovingAverage::new(3).unwrap();
assert_eq!(sma.next(&bar(4.0)), 4.0);
assert_eq!(sma.next(&bar(4.0)), 4.0);
assert_eq!(sma.next(&bar(7.0)), 5.0);
assert_eq!(sma.next(&bar(1.0)), 4.0);
}
#[test]
fn test_reset() {
let mut sma = SimpleMovingAverage::new(4).unwrap();
assert_eq!(sma.next(4.0), 4.0);
assert_eq!(sma.next(5.0), 4.5);
assert_eq!(sma.next(6.0), 5.0);
sma.reset();
assert_eq!(sma.next(99.0), 99.0);
}
#[test]
fn test_default() {
SimpleMovingAverage::default();
}
#[test]
fn test_display() {
let sma = SimpleMovingAverage::new(5).unwrap();
assert_eq!(format!("{}", sma), "SMA(5)");
}
}