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#![feature(external_doc)] use ta_common::fixed_queue::FixedQueue; use ta_common::traits::Indicator; use ema_rs::EMA; #[doc(include = "../README.md")] pub struct CVI { period: u32, ema: EMA, history: FixedQueue<f64>, } impl CVI { pub fn new(period: u32) -> CVI { Self { period, history: FixedQueue::new(period + 1), ema: EMA::new(period), } } } impl Indicator<[f64; 2], Option<f64>> for CVI { fn next(&mut self, input: [f64; 2]) -> Option<f64> { let [high, low] = input; let hema = self.ema.next(high - low); self.history.add(hema); if self.history.is_full() { let prev = self.history.at(0).unwrap(); let cvi = 100.0 * ((hema - prev) / prev); return Some(cvi); } None } fn reset(&mut self) { self.history.clear(); self.ema.reset(); } } #[cfg(test)] mod tests { use crate::CVI; use ta_common::traits::Indicator; #[test] fn it_works() { let mut cvi = CVI::new(5); assert_eq!(cvi.next([82.15, 81.29]), None); assert_eq!(cvi.next([81.89, 80.64]), None); assert_eq!(cvi.next([83.03, 81.31]), None); assert_eq!(cvi.next([83.30, 82.65]), None); assert_eq!(cvi.next([83.85, 83.07]), None); assert_eq!(cvi.next([83.90, 83.11]), Some(4.464542061441478)); assert_eq!(cvi.next([83.33, 82.49]), Some(-11.219187762397418)); assert_eq!(cvi.next([84.30, 82.30]), Some(1.5637860082306099)); assert_eq!(cvi.next([84.84, 84.15]), Some(2.5210712792415677)); assert_eq!(cvi.next([85.00, 84.11]), Some(5.682116365544989)); assert_eq!(cvi.next([85.90, 84.03]), Some(44.08805917058712)); assert_eq!(cvi.next([86.58, 85.39]), Some(43.3166782081056)); assert_eq!(cvi.next([86.98, 85.76]), Some(-0.4937226078952195)); assert_eq!(cvi.next([88.00, 87.17]), Some(3.994412353229816)); assert_eq!(cvi.next([87.87, 87.01]), Some(1.8239886289963296)); } }