kestrel_chartkit/indicator/
tema.rs

1use super::smoothing::Ema;
2use super::{Indicator, IndicatorAlert, IndicatorOutput};
3use crate::model::Bar;
4
5/// Triple Exponential Moving Average (TEMA) Engine.
6/// TEMA = 3 * EMA1 - 3 * EMA2 + EMA3
7#[derive(Debug, Clone)]
8pub struct TemaEngine {
9    period: usize,
10    ema1: Ema,
11    ema2: Ema,
12    ema3: Ema,
13    count: usize,
14}
15
16impl TemaEngine {
17    pub fn new(period: usize) -> Self {
18        Self {
19            period: period.max(1),
20            ema1: Ema::new(period),
21            ema2: Ema::new(period),
22            ema3: Ema::new(period),
23            count: 0,
24        }
25    }
26}
27
28impl Indicator for TemaEngine {
29    fn name(&self) -> &str {
30        "tema"
31    }
32
33    fn warmup_period(&self) -> usize {
34        self.period * 3
35    }
36
37    fn reset(&mut self) {
38        self.ema1.reset();
39        self.ema2.reset();
40        self.ema3.reset();
41        self.count = 0;
42    }
43
44    fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput> {
45        self.count += 1;
46        let e1 = self.ema1.update(bar.close);
47        let e2 = self.ema2.update(e1);
48        let e3 = self.ema3.update(e2);
49
50        if self.count < self.period {
51            return None;
52        }
53
54        let tema_val = 3.0 * e1 - 3.0 * e2 + e3;
55        Some(IndicatorOutput::new(tema_val))
56    }
57
58    fn alerts(&self) -> Vec<IndicatorAlert> {
59        Vec::new()
60    }
61}
62
63#[cfg(test)]
64mod tests {
65    use super::*;
66
67    #[test]
68    fn test_tema_basic() {
69        let mut tema = TemaEngine::new(5);
70        let mut out = None;
71        for i in 0..20 {
72            let b = Bar::new(i, 100.0, 105.0, 95.0, 100.0 + i as f64, 1000.0);
73            out = tema.on_bar(&b);
74        }
75        assert!(out.is_some());
76    }
77}
kestrel_chartkit/indicator/tema.rs

kestrel_chartkit/indicator/
tema.rs
