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use std::fmt;
use crate::errors::*;
use crate::indicators::ExponentialMovingAverage as Ema;
use crate::{Close, Next, Reset};
#[derive(Debug, Clone)]
pub struct RelativeStrengthIndex {
n: u32,
up_ema_indicator: Ema,
down_ema_indicator: Ema,
prev_val: f64,
is_new: bool,
}
impl RelativeStrengthIndex {
pub fn new(n: u32) -> Result<Self> {
let rsi = Self {
n: n,
up_ema_indicator: Ema::new(n)?,
down_ema_indicator: Ema::new(n)?,
prev_val: 0.0,
is_new: true,
};
Ok(rsi)
}
}
impl Next<f64> for RelativeStrengthIndex {
type Output = f64;
fn next(&mut self, input: f64) -> Self::Output {
let mut up = 0.0;
let mut down = 0.0;
if self.is_new {
self.is_new = false;
up = 0.1;
down = 0.1;
} else {
if input > self.prev_val {
up = input - self.prev_val;
} else {
down = self.prev_val - input;
}
}
self.prev_val = input;
let up_ema = self.up_ema_indicator.next(up);
let down_ema = self.down_ema_indicator.next(down);
100.0 * up_ema / (up_ema + down_ema)
}
}
impl<'a, T: Close> Next<&'a T> for RelativeStrengthIndex {
type Output = f64;
fn next(&mut self, input: &'a T) -> Self::Output {
self.next(input.close())
}
}
impl Reset for RelativeStrengthIndex {
fn reset(&mut self) {
self.is_new = true;
self.prev_val = 0.0;
self.up_ema_indicator.reset();
self.down_ema_indicator.reset();
}
}
impl Default for RelativeStrengthIndex {
fn default() -> Self {
Self::new(14).unwrap()
}
}
impl fmt::Display for RelativeStrengthIndex {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "RSI({})", self.n)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
macro_rules! test_indicator {
($i:tt) => {
#[test]
fn test_indicator() {
let bar = Bar::new();
let mut indicator = $i::default();
let first_output = indicator.next(12.3);
indicator.next(&bar);
indicator.reset();
assert_eq!(indicator.next(12.3), first_output);
format!("{}", indicator);
}
};
}
test_indicator!(RelativeStrengthIndex);
#[test]
fn test_new() {
assert!(RelativeStrengthIndex::new(0).is_err());
assert!(RelativeStrengthIndex::new(1).is_ok());
}
#[test]
fn test_next() {
let mut rsi = RelativeStrengthIndex::new(3).unwrap();
assert_eq!(rsi.next(10.0), 50.0);
assert_eq!(rsi.next(10.5).round(), 86.0);
assert_eq!(rsi.next(10.0).round(), 35.0);
assert_eq!(rsi.next(9.5).round(), 16.0);
}
#[test]
fn test_reset() {
let mut rsi = RelativeStrengthIndex::new(3).unwrap();
assert_eq!(rsi.next(10.0), 50.0);
assert_eq!(rsi.next(10.5).round(), 86.0);
rsi.reset();
assert_eq!(rsi.next(10.0).round(), 50.0);
assert_eq!(rsi.next(10.5).round(), 86.0);
}
#[test]
fn test_default() {
RelativeStrengthIndex::default();
}
#[test]
fn test_display() {
let rsi = RelativeStrengthIndex::new(16).unwrap();
assert_eq!(format!("{}", rsi), "RSI(16)");
}
}