1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66

use ta_common::traits::Indicator;
use float_ord::FloatOrd;

#[doc(include = "../docs/tr.md")]
pub struct TrueRange {
    prev: Option<[f64; 3]>,

}

impl TrueRange {
    pub fn new() -> TrueRange {
        Self {
            prev: None
        }
    }
}

impl Indicator<[f64; 3], f64> for TrueRange {
    fn next(&mut self, input: [f64; 3]) -> f64 {
        let [high, low, _close] = input;

        let res = match self.prev {
            None => high - low,
            Some(prev) => {
                let  p_close = prev[2];
                let max= [(high - low), (high - p_close), (low - p_close)]
                    .map(|v| FloatOrd(v)).iter().max().unwrap().0;
                max
            }
        };
        self.prev = Some(input);
        println!("{}",&res);
        return res;
    }

    fn reset(&mut self) {
        self.prev = None
    }
}

#[cfg(test)]
mod tests {

    use ta_common::traits::Indicator;
    use crate::tr::TrueRange;

    #[test]
    fn true_range_works() {
        let mut tr = TrueRange::new();
        assert_eq!(tr.next([82.15, 81.29, 81.59]), 0.8599999999999994);
        assert_eq!(tr.next([81.89, 80.64, 81.06]), 1.25);
        assert_eq!(tr.next([83.03, 81.31, 82.87]), 1.9699999999999989);
        assert_eq!(tr.next([83.30, 82.65, 83.00]), 0.6499999999999915);
        assert_eq!(tr.next([83.85, 83.07, 83.61]), 0.8499999999999943);
        assert_eq!(tr.next([83.90, 83.11, 83.15]), 0.7900000000000063);
        assert_eq!(tr.next([83.33, 82.49, 82.84]), 0.8400000000000034);
        assert_eq!(tr.next([84.30, 82.30, 83.99]), 2.00);
        assert_eq!(tr.next([84.84, 84.15, 84.55]), 0.8500000000000085);
        assert_eq!(tr.next([85.00, 84.11, 84.36]), 0.8900000000000006);
        assert_eq!(tr.next([85.90, 84.03, 85.53]), 1.8700000000000045);
        assert_eq!(tr.next([86.58, 85.39, 86.54]), 1.1899999999999977);
        assert_eq!(tr.next([86.98, 85.76, 86.89]), 1.2199999999999989);
        assert_eq!(tr.next([88.00, 87.17, 87.77]), 1.1099999999999994);
        assert_eq!(tr.next([87.87, 87.01, 87.29]), 0.8599999999999994);
    }
}