yata 0.6.1

Yet another Technical Analysis library. For rust now.
Documentation
use crate::core::Method;
use crate::core::{Error, PeriodType, ValueType, Window};

#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};

/// [Derivative](https://en.wikipedia.org/wiki/Derivative) of specified window `length` for timeseries of [`ValueType`]
///
/// # Parameters
///
/// Has a single parameter `length`: [`PeriodType`]
///
/// `length` should be > `0`
///
/// Default is `1`
///
/// # Input type
///
/// Input type is [`ValueType`]
///
/// # Output type
///
/// Output type is [`ValueType`]
///
/// # Examples
///
/// ```
/// use yata::prelude::*;
/// use yata::methods::Derivative;
///
/// let s = vec![0.0, 1.0, 3.0, 0.5, 2.0, -10.0];
/// let r = vec![0.0, 1.0, 2.0,-2.5, 1.5, -12.0];
///
/// let mut derivative = Derivative::new(1, &s[0]).unwrap();
///
/// (0..s.len()).for_each(|i| {
///     let der = derivative.next(&s[i]);
///     assert_eq!(der, r[i]);
/// });
/// ```
///
/// # Performance
///
/// O(1)
///
/// # See also
///
/// [`Integral`](crate::methods::Integral), [`Rate of Change`](crate::methods::RateOfChange), [`Momentum`](crate::methods::Momentum)
///
/// [`ValueType`]: crate::core::ValueType
/// [`PeriodType`]: crate::core::PeriodType
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct Derivative {
	divider: ValueType,
	window: Window<ValueType>,
}

/// Just an alias for Derivative
pub type Differential = Derivative;

impl Method for Derivative {
	type Params = PeriodType;
	type Input = ValueType;
	type Output = Self::Input;

	fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error> {
		match length {
			0 => Err(Error::WrongMethodParameters),
			length => Ok(Self {
				divider: (length as ValueType).recip(),
				window: Window::new(length, *value),
			}),
		}
	}

	#[inline]
	fn next(&mut self, value: &Self::Input) -> Self::Output {
		let prev_value = self.window.push(*value);
		(value - prev_value) * self.divider
	}
}

#[cfg(test)]
mod tests {
	use super::{Derivative as TestingMethod, Method};
	use crate::core::ValueType;
	use crate::helpers::{assert_eq_float, RandomCandles};
	use crate::methods::tests::test_const;

	#[test]
	fn test_derivative_const() {
		for i in 1..255 {
			let input = (i as ValueType + 56.0) / 16.3251;
			let mut method = TestingMethod::new(i, &input).unwrap();

			test_const(&mut method, &input, &0.0);
		}
	}

	#[test]
	fn test_derivative1() {
		let mut candles = RandomCandles::default();

		let mut ma = TestingMethod::new(1, &candles.first().close).unwrap();
		let mut prev = None;

		candles.take(100).map(|x| x.close).for_each(|x| {
			assert_eq_float(x - prev.unwrap_or(x), ma.next(&x));
			prev = Some(x);
		});
	}

	#[test]
	fn test_derivative() {
		let candles = RandomCandles::default();

		let src: Vec<ValueType> = candles.take(300).map(|x| x.close).collect();

		(1..255).for_each(|length| {
			let mut ma = TestingMethod::new(length, &src[0]).unwrap();

			let mut value2 = src[0];
			src.iter().enumerate().for_each(|(i, x)| {
				let value = ma.next(x);

				value2 = (*x - src[i.saturating_sub(length as usize)]) / (length as ValueType);

				assert_eq_float(value2, value);
			});
		});
	}
}