use crate::{CandleComponent, CandleComponentUpdate, TakerTrade};
#[derive(Debug, Default, Clone)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub struct WeightedPrice {
total_weights: f64,
weighted_sum: f64,
}
impl CandleComponent<f64> for WeightedPrice {
#[inline(always)]
fn value(&self) -> f64 {
self.weighted_sum / self.total_weights
}
#[inline(always)]
fn reset(&mut self) {
self.total_weights = 0.0;
self.weighted_sum = 0.0;
}
}
impl<T: TakerTrade> CandleComponentUpdate<T> for WeightedPrice {
#[inline(always)]
fn update(&mut self, trade: &T) {
self.total_weights += trade.size().abs();
self.weighted_sum += trade.price() * trade.size().abs();
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn weighted_price() {
let mut m = WeightedPrice::default();
for t in &crate::candle_components::tests::TRADES {
m.update(t);
}
assert_eq!(m.value(), 102.0);
}
}