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use crate::atr::AvgTrueRange; use ta_common::traits::Indicator; #[doc(include = "../docs/natr.md")] pub struct NormAvgTrueRange{ period:u32, avg_tr:AvgTrueRange, } impl NormAvgTrueRange{ pub fn new(period:u32) -> NormAvgTrueRange { Self{ period, avg_tr:AvgTrueRange::new(period) } } } impl Indicator<[f64;3],Option<f64>> for NormAvgTrueRange{ fn next(&mut self, input: [f64;3])->Option<f64> { let atr=self.avg_tr.next(input); let close=input[2]; let res= atr.map(|v| (v*100_f64)/close); res } fn reset(&mut self) { self.avg_tr.reset(); } } #[cfg(test)] mod tests { use ta_common::traits::Indicator; use crate::natr::NormAvgTrueRange; #[test] fn navg_true_range_works() { let mut natr = NormAvgTrueRange::new(5); assert_eq!(natr.next([82.15, 81.29, 81.59,]),None); assert_eq!(natr.next([81.89, 80.64, 81.06,]),None); assert_eq!(natr.next([83.03, 81.31, 82.87,]),None); assert_eq!(natr.next([83.30, 82.65, 83.00,]),None); assert_eq!(natr.next([83.85, 83.07, 83.61,]),Some(1.2711398158115013)); assert_eq!(natr.next([83.90, 83.11, 83.15,]),Some(1.2125556223692102)); assert_eq!(natr.next([83.33, 82.49, 82.84,]),Some(1.1764751327860927)); assert_eq!(natr.next([84.30, 82.30, 83.99,]),Some(1.40454054054054)); assert_eq!(natr.next([84.84, 84.15, 84.55,]),Some(1.3172547368421068)); assert_eq!(natr.next([85.00, 84.11, 84.36,]),Some(1.2671776955903284)); assert_eq!(natr.next([85.90, 84.03, 85.53,]),Some(1.4371482324330667)); assert_eq!(natr.next([86.58, 85.39, 86.54,]),Some(1.411317664155305)); assert_eq!(natr.next([86.98, 85.76, 86.89,]),Some(1.4053210326251588)); assert_eq!(natr.next([88.00, 87.17, 87.77,]),Some(1.3659186011147322)); assert_eq!(natr.next([87.87, 87.01, 87.29,]),Some(1.295788068459984)); } }