quantaxis_rs/indicators/
llv.rs

1use std::f64::INFINITY;
2use std::fmt;
3
4use crate::{Low, Next, Reset, Update};
5use crate::errors::*;
6
7/// Returns the lowest 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::LLV;
17/// use quantaxis_rs::Next;
18///
19/// let mut min = LLV::new(3).unwrap();
20/// assert_eq!(min.next(10.0), 10.0);
21/// assert_eq!(min.next(11.0), 10.0);
22/// assert_eq!(min.next(12.0), 10.0);
23/// assert_eq!(min.next(13.0), 11.0);
24/// ```
25
26#[derive(Debug, Clone)]
27pub struct LLV {
28    n: usize,
29    vec: Vec<f64>,
30    min_index: usize,
31    cur_index: usize,
32    pub cached: Vec<f64>
33}
34
35impl LLV {
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            min_index: 0,
47            cur_index: 0,
48            cached: vec![INFINITY; n],
49        };
50
51        Ok(indicator)
52    }
53    pub fn new_init(n: u32, vec: Vec<f64>) -> Result<Self> {
54        let n = n as usize;
55
56        if n <= 0 {
57            return Err(Error::from_kind(ErrorKind::InvalidParameter));
58        }
59
60        let mut indicator = Self {
61            n: n,
62            vec: vec![INFINITY; n],
63            min_index: 0,
64            cur_index: 0,
65            cached:  vec![INFINITY; n],
66        };
67        for data in vec{
68            indicator.next(data as f64);
69        }
70        Ok(indicator)
71    }
72
73    fn find_min_index(&self) -> usize {
74        let mut min = ::std::f64::INFINITY;
75        let mut index: usize = 0;
76
77        for (i, &val) in self.vec.iter().enumerate() {
78            if val < min {
79                min = val;
80                index = i;
81            }
82        }
83
84        index
85    }
86}
87
88impl Next<f64> for LLV {
89    type Output = f64;
90
91    fn next(&mut self, input: f64) -> Self::Output {
92        self.cur_index = (self.cur_index + 1) % (self.n as usize);
93        self.vec[self.cur_index] = input;
94
95        if input < self.vec[self.min_index] {
96            self.min_index = self.cur_index;
97        } else if self.min_index == self.cur_index {
98            self.min_index = self.find_min_index();
99        }
100        self.cached.push(self.vec[self.min_index]);
101        self.cached.remove(0);
102        self.vec[self.min_index]
103    }
104}
105
106
107impl Update<f64> for LLV {
108    type Output = f64;
109
110    fn update(&mut self, input: f64) -> Self::Output {
111        self.vec[self.cur_index] = input;
112
113        if input < self.vec[self.min_index] {
114            self.min_index = self.cur_index;
115        } else if self.min_index == self.cur_index {
116            self.min_index = self.find_min_index();
117        }
118        self.cached.remove(self.n - 1);
119        self.cached.push(self.vec[self.min_index]);
120
121        self.vec[self.min_index]
122    }
123}
124
125impl<'a, T: Low> Next<&'a T> for LLV {
126    type Output = f64;
127
128    fn next(&mut self, input: &'a T) -> Self::Output {
129        self.next(input.low())
130    }
131}
132
133impl Reset for LLV {
134    fn reset(&mut self) {
135        for i in 0..self.n {
136            self.vec[i] = INFINITY;
137        }
138    }
139}
140
141impl Default for LLV {
142    fn default() -> Self {
143        Self::new(14).unwrap()
144    }
145}
146
147impl fmt::Display for LLV {
148    fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
149        write!(f, "MIN({})", self.n)
150    }
151}
152
153#[cfg(test)]
154mod tests {
155    use crate::test_helper::*;
156
157    use super::*;
158
159    macro_rules! test_indicator {
160        ($i:tt) => {
161            #[test]
162            fn test_indicator() {
163                let bar = Bar::new();
164
165                // ensure Default trait is implemented
166                let mut indicator = $i::default();
167
168                // ensure Next<f64> is implemented
169                let first_output = indicator.next(12.3);
170
171                // ensure next accepts &DataItem as well
172                indicator.next(&bar);
173
174                // ensure Reset is implemented and works correctly
175                indicator.reset();
176                assert_eq!(indicator.next(12.3), first_output);
177
178                // ensure Display is implemented
179                format!("{}", indicator);
180            }
181        };
182    }
183    test_indicator!(LLV);
184
185    #[test]
186    fn test_new() {
187        assert!(LLV::new(0).is_err());
188        assert!(LLV::new(1).is_ok());
189    }
190
191    #[test]
192    fn test_next() {
193        let mut min = LLV::new(3).unwrap();
194
195        assert_eq!(min.next(4.0), 4.0);
196        assert_eq!(min.next(1.2), 1.2);
197        assert_eq!(min.next(5.0), 1.2);
198        assert_eq!(min.next(3.0), 1.2);
199        assert_eq!(min.next(4.0), 3.0);
200        assert_eq!(min.next(6.0), 3.0);
201        assert_eq!(min.next(7.0), 4.0);
202        assert_eq!(min.next(8.0), 6.0);
203        assert_eq!(min.next(-9.0), -9.0);
204        assert_eq!(min.next(0.0), -9.0);
205    }
206
207    #[test]
208    fn test_update() {
209        let mut min = LLV::new(3).unwrap();
210
211        assert_eq!(min.next(4.0), 4.0);
212        assert_eq!(min.next(1.2), 1.2);
213        assert_eq!(min.next(5.0), 1.2);
214        assert_eq!(min.next(3.0), 1.2);
215        assert_eq!(min.next(2.0), 2.0);
216        assert_eq!(min.update(2.5), 2.5);
217        assert_eq!(min.next(2.2), 2.2);
218    }
219
220
221    #[test]
222    fn test_next_with_bars() {
223        fn bar(low: f64) -> Bar {
224            Bar::new().low(low)
225        }
226
227        let mut LLV_Indicator = LLV::new(3).unwrap();
228        println!("{:#?}", LLV_Indicator);
229        assert_eq!(LLV_Indicator.next(&bar(4.0)), 4.0);
230        assert_eq!(LLV_Indicator.next(&bar(4.0)), 4.0);
231        println!("{:#?}", LLV_Indicator);
232        assert_eq!(LLV_Indicator.next(&bar(1.2)), 1.2);
233        assert_eq!(LLV_Indicator.next(&bar(5.0)), 1.2);
234        println!("{:#?}", LLV_Indicator);
235    }
236
237    #[test]
238    fn test_reset() {
239        let mut min = LLV::new(10).unwrap();
240
241        assert_eq!(min.next(5.0), 5.0);
242        assert_eq!(min.next(7.0), 5.0);
243
244        min.reset();
245        assert_eq!(min.next(8.0), 8.0);
246    }
247
248    #[test]
249    fn test_newx() {
250        let mut LLV_Indicator = LLV::new_init(2, vec![3.0,4.0,3.0]).unwrap();
251        println!("{:#?}", LLV_Indicator);
252        assert_eq!(LLV_Indicator.next(5.0), 3.0);
253        println!("{:#?}", LLV_Indicator);
254        assert_eq!(LLV_Indicator.next(7.0), 5.0);
255        println!("{:#?}", LLV_Indicator);
256        LLV_Indicator.reset();
257        assert_eq!(LLV_Indicator.next(8.0), 8.0);
258    }
259
260    #[test]
261    fn test_new_notenough() {
262        let mut LLV_Indicator = LLV::new_init(4, vec![4.0,6.0,3.0]).unwrap();
263        println!("{:#?}", LLV_Indicator);
264        assert_eq!(LLV_Indicator.next(5.0), 3.0);
265        println!("{:#?}", LLV_Indicator);
266        assert_eq!(LLV_Indicator.next(2.0), 2.0);
267        println!("{:#?}", LLV_Indicator);
268        LLV_Indicator.reset();
269        assert_eq!(LLV_Indicator.next(8.0), 8.0);
270    }
271    #[test]
272    fn test_default() {
273        LLV::default();
274    }
275
276    #[test]
277    fn test_display() {
278        let indicator = LLV::new(10).unwrap();
279        println!("{}", indicator);
280        assert_eq!(format!("{}", indicator), "MIN(10)");
281    }
282}
quantaxis_rs/indicators/llv.rs

quantaxis_rs/indicators/
llv.rs
