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use std::fmt;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::errors::{Result, TaError};
use crate::{Close, Next, Period, Reset};
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct MeanAbsoluteDeviation {
period: usize,
index: usize,
count: usize,
sum: f64,
deque: Box<[f64]>,
}
impl MeanAbsoluteDeviation {
pub fn new(period: usize) -> Result<Self> {
match period {
0 => Err(TaError::InvalidParameter),
_ => Ok(Self {
period,
index: 0,
count: 0,
sum: 0.0,
deque: vec![0.0; period].into_boxed_slice(),
}),
}
}
}
impl Period for MeanAbsoluteDeviation {
fn period(&self) -> usize {
self.period
}
}
impl Next<f64> for MeanAbsoluteDeviation {
type Output = f64;
fn next(&mut self, input: f64) -> Self::Output {
self.sum = if self.count < self.period {
self.count = self.count + 1;
self.sum + input
} else {
self.sum + input - self.deque[self.index]
};
self.deque[self.index] = input;
self.index = if self.index + 1 < self.period {
self.index + 1
} else {
0
};
let mean = self.sum / self.count as f64;
let mut mad = 0.0;
for value in &self.deque[..self.count] {
mad += (value - mean).abs();
}
mad / self.count as f64
}
}
impl<T: Close> Next<&T> for MeanAbsoluteDeviation {
type Output = f64;
fn next(&mut self, input: &T) -> Self::Output {
self.next(input.close())
}
}
impl Reset for MeanAbsoluteDeviation {
fn reset(&mut self) {
self.index = 0;
self.count = 0;
self.sum = 0.0;
for i in 0..self.period {
self.deque[i] = 0.0;
}
}
}
impl Default for MeanAbsoluteDeviation {
fn default() -> Self {
Self::new(9).unwrap()
}
}
impl fmt::Display for MeanAbsoluteDeviation {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "MAD({})", self.period)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
test_indicator!(MeanAbsoluteDeviation);
#[test]
fn test_new() {
assert!(MeanAbsoluteDeviation::new(0).is_err());
assert!(MeanAbsoluteDeviation::new(1).is_ok());
}
#[test]
fn test_next() {
let mut mad = MeanAbsoluteDeviation::new(5).unwrap();
assert_eq!(round(mad.next(1.5)), 0.0);
assert_eq!(round(mad.next(4.0)), 1.25);
assert_eq!(round(mad.next(8.0)), 2.333);
assert_eq!(round(mad.next(4.0)), 1.813);
assert_eq!(round(mad.next(4.0)), 1.48);
assert_eq!(round(mad.next(1.5)), 1.48);
}
#[test]
fn test_reset() {
let mut mad = MeanAbsoluteDeviation::new(5).unwrap();
assert_eq!(round(mad.next(1.5)), 0.0);
assert_eq!(round(mad.next(4.0)), 1.25);
mad.reset();
assert_eq!(round(mad.next(1.5)), 0.0);
assert_eq!(round(mad.next(4.0)), 1.25);
}
#[test]
fn test_default() {
MeanAbsoluteDeviation::default();
}
#[test]
fn test_display() {
let indicator = MeanAbsoluteDeviation::new(10).unwrap();
assert_eq!(format!("{}", indicator), "MAD(10)");
}
}