wickra-core 0.1.2

Core streaming-first technical indicators engine for the Wickra library
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//! Triple Exponential Moving Average (TEMA).

use crate::error::Result;
use crate::indicators::ema::Ema;
use crate::traits::Indicator;

/// Triple Exponential Moving Average: `3 * EMA1 - 3 * EMA2 + EMA3`,
/// where `EMA2 = EMA(EMA1)` and `EMA3 = EMA(EMA2)`.
///
/// Reduces lag further than DEMA at the cost of more responsiveness to noise.
#[derive(Debug, Clone)]
pub struct Tema {
    ema1: Ema,
    ema2: Ema,
    ema3: Ema,
    period: usize,
}

impl Tema {
    /// # Errors
    /// Returns [`crate::Error::PeriodZero`] if `period == 0`.
    pub fn new(period: usize) -> Result<Self> {
        Ok(Self {
            ema1: Ema::new(period)?,
            ema2: Ema::new(period)?,
            ema3: Ema::new(period)?,
            period,
        })
    }

    /// Configured period.
    pub const fn period(&self) -> usize {
        self.period
    }
}

impl Indicator for Tema {
    type Input = f64;
    type Output = f64;

    fn update(&mut self, input: f64) -> Option<f64> {
        let e1 = self.ema1.update(input)?;
        let e2 = self.ema2.update(e1)?;
        let e3 = self.ema3.update(e2)?;
        Some(3.0 * e1 - 3.0 * e2 + e3)
    }

    fn reset(&mut self) {
        self.ema1.reset();
        self.ema2.reset();
        self.ema3.reset();
    }

    fn warmup_period(&self) -> usize {
        3 * self.period - 2
    }

    fn is_ready(&self) -> bool {
        self.ema3.is_ready()
    }

    fn name(&self) -> &'static str {
        "TEMA"
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::traits::BatchExt;
    use approx::assert_relative_eq;

    #[test]
    fn constant_series_yields_constant_tema() {
        let mut tema = Tema::new(5).unwrap();
        let out = tema.batch(&[42.0_f64; 80]);
        let last = out.iter().rev().flatten().next().unwrap();
        assert_relative_eq!(*last, 42.0, epsilon = 1e-9);
    }

    #[test]
    fn batch_equals_streaming() {
        let prices: Vec<f64> = (1..=80)
            .map(|i| (f64::from(i) * 0.3).sin() * 10.0)
            .collect();
        let mut a = Tema::new(5).unwrap();
        let mut b = Tema::new(5).unwrap();
        assert_eq!(
            a.batch(&prices),
            prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
        );
    }

    #[test]
    fn reset_clears_state() {
        let mut tema = Tema::new(5).unwrap();
        tema.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
        assert!(tema.is_ready());
        tema.reset();
        assert!(!tema.is_ready());
    }

    #[test]
    fn rejects_zero_period() {
        assert!(Tema::new(0).is_err());
    }
}