1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68
#![feature(external_doc)] use ta_common::fixed_queue::FixedQueue; use ta_common::traits::Indicator; #[doc(include = "../README.md")] pub struct WMA { period: u32, history: FixedQueue<f64>, divisor: f64, } impl WMA { pub fn new(period: u32) -> WMA { Self { period, history: FixedQueue::new(period), divisor: (period * (period + 1) / 2) as f64, } } } impl Indicator<f64, Option<f64>> for WMA { fn next(&mut self, input: f64) -> Option<f64> { self.history.add(input); if self.history.is_full() { let mut wma = 0.0; for i in 0..self.history.size() as i32 { wma += self.history.at(i).map(|v| v * (i + 1) as f64).unwrap(); } return Some(wma / self.divisor); } return None; } fn reset(&mut self) { self.history.reset(); } } #[cfg(test)] mod tests { use crate::WMA; use ta_common::traits::Indicator; #[test] fn it_works() { let mut wma = WMA::new(5); assert_eq!(wma.next(81.59), None); assert_eq!(wma.next(81.06), None); assert_eq!(wma.next(82.87), None); assert_eq!(wma.next(83.00), None); assert_eq!(wma.next(83.61), Some(82.82466666666667)); assert_eq!(wma.next(83.15), Some(83.066)); assert_eq!(wma.next(82.84), Some(83.1)); assert_eq!(wma.next(83.99), Some(83.39866666666667)); assert_eq!(wma.next(84.55), Some(83.80933333333334)); assert_eq!(wma.next(84.36), Some(84.05333333333333)); assert_eq!(wma.next(85.53), Some(84.63733333333333)); assert_eq!(wma.next(86.54), Some(85.39933333333333)); assert_eq!(wma.next(86.89), Some(86.03133333333334)); assert_eq!(wma.next(87.77), Some(86.76333333333332)); assert_eq!(wma.next(87.29), Some(87.12066666666666)); } }