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use crate::tr::TrueRange; use wilders_rs::Wilders; use ta_common::traits::Indicator; #[doc(include = "../docs/atr.md")] pub struct AvgTrueRange { period: u32, tr: TrueRange, wilders: Wilders, } impl AvgTrueRange { pub fn new(period: u32) -> AvgTrueRange { Self { period, tr: TrueRange::new(), wilders: Wilders::new(period), } } } impl Indicator<[f64; 3], Option<f64>> for AvgTrueRange { fn next(&mut self, input: [f64; 3]) -> Option<f64> { let tr = self.tr.next(input); println!("{}",tr); let wl = self.wilders.next(tr); wl } fn reset(&mut self) { self.tr.reset(); self.wilders.reset(); } } #[cfg(test)] mod tests { use ta_common::traits::Indicator; use crate::atr::AvgTrueRange; #[test] fn avg_true_range_works() { let mut atr = AvgTrueRange::new(5); assert_eq!(atr.next([82.15, 81.29, 81.59, ]), None); assert_eq!(atr.next([81.89, 80.64, 81.06, ]), None); assert_eq!(atr.next([83.03, 81.31, 82.87, ]), None); assert_eq!(atr.next([83.30, 82.65, 83.00, ]), None); assert_eq!(atr.next([83.85, 83.07, 83.61, ]), Some(1.0627999999999962)); assert_eq!(atr.next([83.90, 83.11, 83.15, ]), Some(1.0082399999999982)); assert_eq!(atr.next([83.33, 82.49, 82.84, ]), Some(0.9745919999999992)); assert_eq!(atr.next([84.30, 82.30, 83.99, ]), Some(1.1796735999999994)); assert_eq!(atr.next([84.84, 84.15, 84.55, ]), Some(1.1137388800000012)); assert_eq!(atr.next([85.00, 84.11, 84.36, ]), Some(1.068991104000001)); assert_eq!(atr.next([85.90, 84.03, 85.53, ]), Some(1.2291928832000019)); assert_eq!(atr.next([86.58, 85.39, 86.54, ]), Some(1.221354306560001)); assert_eq!(atr.next([86.98, 85.76, 86.89, ]), Some(1.2210834452480006)); assert_eq!(atr.next([88.00, 87.17, 87.77, ]), Some(1.1988667561984003)); assert_eq!(atr.next([87.87, 87.01, 87.29, ]), Some(1.1310934049587202)); } }