Struct ExponentialMovingAverage

pub struct ExponentialMovingAverage {
    pub alpha: f64,
    pub current_ema: Option<f64>,
}

An Exponential Moving Average (EMA) indicator.

Fields

alpha: f64

The smoothing factor (alpha).

current_ema: Option<f64>

The current EMA value.

Implementations

impl ExponentialMovingAverage

pub fn new(period: usize) -> Self

Creates a new ExponentialMovingAverage indicator with the specified period.

Arguments

• period - The number of periods for the EMA calculation.

Examples

use indexes_rs::v1::ema::main::ExponentialMovingAverage;

let ema = ExponentialMovingAverage::new(10);

pub fn add_value(&mut self, price: f64) -> Option<f64>

Adds a new price value to update the EMA.

If no previous EMA exists, the current price is used as the initial EMA. Otherwise, the EMA is updated using:

[\text{EMA}{\text{new}} = \text{price} \times \alpha + \text{EMA}{\text{prev}} \times (1 - \alpha)]

Arguments

• price - The latest price.

Returns

• Some(f64) containing the updated EMA value.

Examples

use indexes_rs::v1::ema::main::ExponentialMovingAverage;

let mut ema = ExponentialMovingAverage::new(10);
let first = ema.add_value(100.0).unwrap();
// first EMA is equal to 100.0
assert_eq!(first, 100.0);
let second = ema.add_value(105.0).unwrap();
println!("Updated EMA: {:.2}", second);

pub fn get_current_value(&self) -> Option<f64>

Returns the current EMA value.

Returns

• Some(f64) if the EMA has been computed.
• None if no values have been added yet.

Examples

use indexes_rs::v1::ema::main::ExponentialMovingAverage;

let mut ema = ExponentialMovingAverage::new(10);
ema.add_value(100.0);
assert_eq!(ema.get_current_value().unwrap(), 100.0);