use crate::{CandleComponent, CandleComponentUpdate, TakerTrade};
#[derive(Debug, Default, Clone)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub struct MedianPrice {
prices: Vec<f64>,
}
impl CandleComponent<f64> for MedianPrice {
#[inline(always)]
fn value(&self) -> f64 {
let mut prices = self.prices.clone();
prices.sort_by(|a, b| a.partial_cmp(b).unwrap());
prices[prices.len() / 2]
}
#[inline(always)]
fn reset(&mut self) {
self.prices.clear();
}
}
impl<T: TakerTrade> CandleComponentUpdate<T> for MedianPrice {
#[inline(always)]
fn update(&mut self, trade: &T) {
self.prices.push(trade.price());
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn median_price() {
let mut m = MedianPrice::default();
for t in &crate::candle_components::tests::TRADES {
m.update(t);
}
assert_eq!(m.value(), 102.0);
}
}