quantaxis_rs/indicators/
hhv.rs

1use std::f64::INFINITY;
2use std::fmt;
3
4use crate::{High, Next, Reset, Update};
5use crate::errors::*;
6
7/// Returns the highest value in a given time frame.
8///
9/// # Parameters
10///
11/// * _n_ - size of the time frame (integer greater than 0). Default value is 14.
12///
13/// # Example
14///
15/// ```
16/// use quantaxis_rs::indicators::HHV;
17/// use quantaxis_rs::Next;
18///
19/// let mut max = HHV::new(3).unwrap();
20/// assert_eq!(max.next(7.0), 7.0);
21/// assert_eq!(max.next(5.0), 7.0);
22/// assert_eq!(max.next(4.0), 7.0);
23/// assert_eq!(max.next(4.0), 5.0);
24/// assert_eq!(max.next(8.0), 8.0);
25/// ```
26#[derive(Debug, Clone)]
27pub struct HHV {
28    n: usize,
29    vec: Vec<f64>,
30    max_index: usize,
31    cur_index: usize,
32    pub cached: Vec<f64>
33}
34
35impl HHV {
36    pub fn new(n: u32) -> Result<Self> {
37        let n = n as usize;
38
39        if n == 0 {
40            return Err(Error::from_kind(ErrorKind::InvalidParameter));
41        }
42
43        let indicator = Self {
44            n: n,
45            vec: vec![-INFINITY; n],
46            max_index: 0,
47            cur_index: 0,
48            cached: vec![-INFINITY; n]
49        };
50        Ok(indicator)
51    }
52
53    fn find_max_index(&self) -> usize {
54        let mut max = -INFINITY;
55        let mut index: usize = 0;
56
57        for (i, &val) in self.vec.iter().enumerate() {
58            if val > max {
59                max = val;
60                index = i;
61            }
62        }
63
64        index
65    }
66}
67
68impl Next<f64> for HHV {
69    type Output = f64;
70
71    fn next(&mut self, input: f64) -> Self::Output {
72        self.cur_index = (self.cur_index + 1) % (self.n as usize);
73        self.vec[self.cur_index] = input;
74
75        if input > self.vec[self.max_index] {
76            self.max_index = self.cur_index;
77        } else if self.max_index == self.cur_index {
78            self.max_index = self.find_max_index();
79        }
80        self.cached.push(self.vec[self.max_index]);
81        self.cached.remove(0);
82        self.vec[self.max_index]
83    }
84}
85
86impl Update<f64> for HHV {
87    type Output = f64;
88
89    fn update(&mut self, input: f64) -> Self::Output {
90        self.vec[self.cur_index] = input;
91
92        if input > self.vec[self.max_index] {
93            self.max_index = self.cur_index;
94        } else if self.max_index == self.cur_index {
95            self.max_index = self.find_max_index();
96        }
97        self.cached.remove(self.n - 1);
98        self.cached.push(self.vec[self.max_index]);
99
100        self.vec[self.max_index]
101    }
102}
103
104impl<'a, T: High> Next<&'a T> for HHV {
105    type Output = f64;
106
107    fn next(&mut self, input: &'a T) -> Self::Output {
108        self.next(input.high())
109    }
110}
111
112impl Reset for HHV {
113    fn reset(&mut self) {
114        for i in 0..self.n {
115            self.vec[i] = -INFINITY;
116        }
117    }
118}
119
120impl Default for HHV {
121    fn default() -> Self {
122        Self::new(14).unwrap()
123    }
124}
125
126impl fmt::Display for HHV {
127    fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
128        write!(f, "MAX({})", self.n)
129    }
130}
131
132#[cfg(test)]
133mod tests {
134    use crate::test_helper::*;
135
136    use super::*;
137
138    macro_rules! test_indicator {
139        ($i:tt) => {
140            #[test]
141            fn test_indicator() {
142                let bar = Bar::new();
143
144                // ensure Default trait is implemented
145                let mut indicator = $i::default();
146
147                // ensure Next<f64> is implemented
148                let first_output = indicator.next(12.3);
149
150                // ensure next accepts &DataItem as well
151                indicator.next(&bar);
152
153                // ensure Reset is implemented and works correctly
154                indicator.reset();
155                assert_eq!(indicator.next(12.3), first_output);
156
157                // ensure Display is implemented
158                format!("{}", indicator);
159            }
160        };
161    }
162    test_indicator!(HHV);
163
164    #[test]
165    fn test_new() {
166        assert!(HHV::new(0).is_err());
167        assert!(HHV::new(1).is_ok());
168    }
169
170    #[test]
171    fn test_next() {
172        let mut max = HHV::new(3).unwrap();
173
174        assert_eq!(max.next(4.0), 4.0);
175        assert_eq!(max.next(1.2), 4.0);
176        assert_eq!(max.next(5.0), 5.0);
177        assert_eq!(max.next(3.0), 5.0);
178        assert_eq!(max.next(4.0), 5.0);
179        assert_eq!(max.next(0.0), 4.0);
180        assert_eq!(max.next(-1.0), 4.0);
181        assert_eq!(max.next(-2.0), 0.0);
182        assert_eq!(max.next(-1.5), -1.0);
183    }
184
185    #[test]
186    fn test_update() {
187        let mut max = HHV::new(3).unwrap();
188
189        assert_eq!(max.next(4.0), 4.0);
190        assert_eq!(max.next(1.2), 4.0);
191        assert_eq!(max.next(5.0), 5.0);
192        assert_eq!(max.update(3.0), 4.0);
193        assert_eq!(max.next(3.0), 3.0);
194    }
195
196    #[test]
197    fn test_next_with_bars() {
198        fn bar(high: f64) -> Bar {
199            Bar::new().high(high)
200        }
201
202        let mut max = HHV::new(2).unwrap();
203
204        assert_eq!(max.next(&bar(1.1)), 1.1);
205        assert_eq!(max.next(&bar(4.0)), 4.0);
206        assert_eq!(max.next(&bar(3.5)), 4.0);
207        assert_eq!(max.next(&bar(2.0)), 3.5);
208    }
209
210    #[test]
211    fn test_reset() {
212        let mut max = HHV::new(100).unwrap();
213        assert_eq!(max.next(4.0), 4.0);
214        assert_eq!(max.next(10.0), 10.0);
215        assert_eq!(max.next(4.0), 10.0);
216
217        max.reset();
218        assert_eq!(max.next(4.0), 4.0);
219    }
220
221    #[test]
222    fn test_default() {
223        HHV::default();
224    }
225
226    #[test]
227    fn test_display() {
228        let indicator = HHV::new(7).unwrap();
229        assert_eq!(format!("{}", indicator), "MAX(7)");
230    }
231}
quantaxis_rs/indicators/hhv.rs

quantaxis_rs/indicators/
hhv.rs
