use crate::atr::AvgTrueRange;
use ta_common::traits::Indicator;
#[doc(include = "../docs/natr.md")]
pub struct NormAvgTrueRange{
period:u32,
avg_tr:AvgTrueRange,
}
impl NormAvgTrueRange{
pub fn new(period:u32) -> NormAvgTrueRange {
Self{
period,
avg_tr:AvgTrueRange::new(period)
}
}
}
impl Indicator<[f64;3],Option<f64>> for NormAvgTrueRange{
fn next(&mut self, input: [f64;3])->Option<f64> {
let atr=self.avg_tr.next(input);
let close=input[2];
let res= atr.map(|v| (v*100_f64)/close);
res
}
fn reset(&mut self) {
self.avg_tr.reset();
}
}
#[cfg(test)]
mod tests {
use ta_common::traits::Indicator;
use crate::natr::NormAvgTrueRange;
#[test]
fn navg_true_range_works() {
let mut natr = NormAvgTrueRange::new(5);
assert_eq!(natr.next([82.15, 81.29, 81.59,]),None);
assert_eq!(natr.next([81.89, 80.64, 81.06,]),None);
assert_eq!(natr.next([83.03, 81.31, 82.87,]),None);
assert_eq!(natr.next([83.30, 82.65, 83.00,]),None);
assert_eq!(natr.next([83.85, 83.07, 83.61,]),Some(1.2711398158115013));
assert_eq!(natr.next([83.90, 83.11, 83.15,]),Some(1.2125556223692102));
assert_eq!(natr.next([83.33, 82.49, 82.84,]),Some(1.1764751327860927));
assert_eq!(natr.next([84.30, 82.30, 83.99,]),Some(1.40454054054054));
assert_eq!(natr.next([84.84, 84.15, 84.55,]),Some(1.3172547368421068));
assert_eq!(natr.next([85.00, 84.11, 84.36,]),Some(1.2671776955903284));
assert_eq!(natr.next([85.90, 84.03, 85.53,]),Some(1.4371482324330667));
assert_eq!(natr.next([86.58, 85.39, 86.54,]),Some(1.411317664155305));
assert_eq!(natr.next([86.98, 85.76, 86.89,]),Some(1.4053210326251588));
assert_eq!(natr.next([88.00, 87.17, 87.77,]),Some(1.3659186011147322));
assert_eq!(natr.next([87.87, 87.01, 87.29,]),Some(1.295788068459984));
}
}