use crate::common::validate_inputs;
pub use crate::indicator_types::TIndicatorState;
use crate::indicators::sma::{
calc as sma_calc, multiplier as sma_multiplier, output_length as sma_output_length,
};
use crate::types::{DisplayType, IndicatorError, IndicatorType, Info};
use serde::{Deserialize, Serialize};
pub const INPUTS_WIDTH: usize = 1;
pub use crate::indicators::ao::OPTIONS_WIDTH;
const SHORT_PERIOD: usize = 5;
const LONG_PERIOD: usize = 34;
pub fn info() -> Info<'static> {
Info {
name: "ao",
full_name: "Awesome Oscillator",
indicator_type: IndicatorType::Momentum,
display_type: DisplayType::Indicator,
inputs: &["medprice"],
options: &[],
outputs: &["ao"],
optional_outputs: &["short_sma", "long_sma"],
}
}
#[derive(Serialize, Deserialize)]
pub struct State {
pub short_sum: f64,
pub long_sum: f64,
}
#[derive(Serialize, Deserialize)]
pub struct IndicatorState {
medprice: Vec<f64>,
multipliers: (f64, f64),
state: State,
}
impl TIndicatorState<1> for IndicatorState {
fn batch_indicator(
&mut self,
inputs: &[&[f64]; INPUTS_WIDTH],
optional_outputs: Option<&[bool]>,
) -> Result<Vec<Vec<f64>>, IndicatorError> {
validate_inputs(inputs, 1)?;
self.medprice.extend_from_slice(inputs[0]);
let capacity = inputs[0].len();
let mut ao_line = crate::uninit_vec!(f64, capacity);
let (mut short_sma_line, mut long_sma_line) = crate::init_optional_outputs_eff!(
optional_outputs, &optional_outputs.unwrap_or(&[false, false]),
short_sma_line: capacity,
long_sma_line: capacity
);
cycle_ao(
&self.medprice,
self.multipliers,
&mut self.state,
&mut ao_line,
(&mut short_sma_line, &mut long_sma_line),
);
self.medprice.drain(..self.medprice.len() - LONG_PERIOD);
Ok(vec![ao_line, short_sma_line, long_sma_line])
}
}
impl State {
pub fn new(short_sum: f64, long_sum: f64) -> Self {
State {
short_sum,
long_sum,
}
}
pub fn init_state(medprice: &[f64], short_sma_line: &mut [f64]) -> Self {
let mut state = Self::new(0.0, 0.0);
let (multiplier, _) = multiplier((SHORT_PERIOD, LONG_PERIOD));
for (i, &med_price) in medprice.iter().take(LONG_PERIOD).enumerate() {
state.long_sum += med_price;
let mut sma = 0.0;
if i >= SHORT_PERIOD {
sma = sma_calc(
&mut state.short_sum,
&med_price,
&medprice[i - SHORT_PERIOD],
&multiplier,
);
} else {
state.short_sum += med_price;
}
crate::init_store_optional_outputs!(i, medprice.len(),
short_sma_line => sma
);
}
state
}
}
pub fn min_data_accuracy(options: &[f64], _decimals: usize) -> usize {
min_data(options)
}
pub fn min_data(_options: &[f64]) -> usize {
35 }
pub fn output_length(data_len: usize, options: &[f64]) -> usize {
data_len - min_data(options) + 1
}
pub fn indicator(
inputs: &[&[f64]; INPUTS_WIDTH],
_options: &[f64; OPTIONS_WIDTH],
optional_outputs: Option<&[bool]>,
) -> Result<(Vec<Vec<f64>>, IndicatorState), IndicatorError> {
validate_inputs(inputs, min_data(_options))?;
let medprice = inputs[0];
let (mut ao_line, (mut short_sma_line, mut long_sma_line)) = {
let capacity = output_length(medprice.len(), _options);
let short_capacity = sma_output_length(medprice.len(), &[SHORT_PERIOD as f64]);
(
crate::uninit_vec!(f64, capacity),
crate::init_optional_outputs_eff!(
optional_outputs, &optional_outputs.unwrap_or(&[false, false]),
short_sma_line: short_capacity,
long_sma_line: capacity
),
)
};
let multipliers = multiplier((SHORT_PERIOD, LONG_PERIOD));
let mut state = State::init_state(medprice, &mut short_sma_line);
let offset = crate::slice_outputs_start!(ao_line.len(), short_sma_line);
cycle_ao(
medprice,
multipliers,
&mut state,
&mut ao_line,
(&mut short_sma_line[offset..], &mut long_sma_line),
);
Ok((
vec![ao_line, short_sma_line, long_sma_line],
IndicatorState {
state,
multipliers,
medprice: medprice[medprice.len() - LONG_PERIOD..].to_vec(),
},
))
}
#[inline(always)]
fn cycle_ao(
medprice: &[f64],
multipliers: (f64, f64),
state: &mut State,
ao_line: &mut [f64],
out_vecs: (&mut [f64], &mut [f64]),
) {
let (short_sma_line, long_sma_line) = out_vecs;
let (has_optional, want_short, want_long) =
crate::calc_want_flags!(short_sma_line, long_sma_line);
for (j, i) in (LONG_PERIOD..medprice.len()).enumerate() {
let (values, prev_values) = unsafe {
(
*medprice.get_unchecked(i),
(
*medprice.get_unchecked(i - LONG_PERIOD),
*medprice.get_unchecked(i - SHORT_PERIOD),
),
)
};
let (ao, short_sma, long_sma) = calc(state, values, prev_values, multipliers);
unsafe { *ao_line.get_unchecked_mut(j) = ao };
if has_optional {
crate::store_optional_outputs!(j,
want_short, short_sma_line => short_sma,
want_long, long_sma_line => long_sma
);
}
}
}
#[inline(always)]
pub fn calc(
state: &mut State,
medprice: f64,
prev_values: (f64, f64),
multipliers: (f64, f64),
) -> (f64, f64, f64) {
let (short_multiplier, long_multiplier) = multipliers;
let (long_medprice, short_medprice) = prev_values;
let short_sma = sma_calc(
&mut state.short_sum,
&medprice,
&short_medprice,
&short_multiplier,
);
let long_sma = sma_calc(
&mut state.long_sum,
&medprice,
&long_medprice,
&long_multiplier,
);
(short_sma - long_sma, short_sma, long_sma)
}
#[inline(always)]
pub fn multiplier(periods: (usize, usize)) -> (f64, f64) {
(sma_multiplier(periods.0), sma_multiplier(periods.1))
}