wickra_core/indicators/
tema.rs

1//! Triple Exponential Moving Average (TEMA).
2
3use crate::error::Result;
4use crate::indicators::ema::Ema;
5use crate::traits::Indicator;
6
7/// Triple Exponential Moving Average: `3 * EMA1 - 3 * EMA2 + EMA3`,
8/// where `EMA2 = EMA(EMA1)` and `EMA3 = EMA(EMA2)`.
9///
10/// Reduces lag further than DEMA at the cost of more responsiveness to noise.
11///
12/// # Example
13///
14/// ```
15/// use wickra_core::{Indicator, Tema};
16///
17/// let mut indicator = Tema::new(3).unwrap();
18/// let mut last = None;
19/// for i in 0..80 {
20///     last = indicator.update(100.0 + f64::from(i));
21/// }
22/// assert!(last.is_some());
23/// ```
24#[derive(Debug, Clone)]
25pub struct Tema {
26    ema1: Ema,
27    ema2: Ema,
28    ema3: Ema,
29    period: usize,
30}
31
32impl Tema {
33    /// # Errors
34    /// Returns [`crate::Error::PeriodZero`] if `period == 0`.
35    pub fn new(period: usize) -> Result<Self> {
36        Ok(Self {
37            ema1: Ema::new(period)?,
38            ema2: Ema::new(period)?,
39            ema3: Ema::new(period)?,
40            period,
41        })
42    }
43
44    /// Configured period.
45    pub const fn period(&self) -> usize {
46        self.period
47    }
48}
49
50impl Indicator for Tema {
51    type Input = f64;
52    type Output = f64;
53
54    fn update(&mut self, input: f64) -> Option<f64> {
55        let e1 = self.ema1.update(input)?;
56        let e2 = self.ema2.update(e1)?;
57        let e3 = self.ema3.update(e2)?;
58        Some(3.0 * e1 - 3.0 * e2 + e3)
59    }
60
61    fn reset(&mut self) {
62        self.ema1.reset();
63        self.ema2.reset();
64        self.ema3.reset();
65    }
66
67    fn warmup_period(&self) -> usize {
68        3 * self.period - 2
69    }
70
71    fn is_ready(&self) -> bool {
72        self.ema3.is_ready()
73    }
74
75    fn name(&self) -> &'static str {
76        "TEMA"
77    }
78}
79
80#[cfg(test)]
81mod tests {
82    use super::*;
83    use crate::traits::BatchExt;
84    use approx::assert_relative_eq;
85
86    #[test]
87    fn constant_series_yields_constant_tema() {
88        let mut tema = Tema::new(5).unwrap();
89        let out = tema.batch(&[42.0_f64; 80]);
90        let last = out.iter().rev().flatten().next().unwrap();
91        assert_relative_eq!(*last, 42.0, epsilon = 1e-9);
92    }
93
94    #[test]
95    fn batch_equals_streaming() {
96        let prices: Vec<f64> = (1..=80)
97            .map(|i| (f64::from(i) * 0.3).sin() * 10.0)
98            .collect();
99        let mut a = Tema::new(5).unwrap();
100        let mut b = Tema::new(5).unwrap();
101        assert_eq!(
102            a.batch(&prices),
103            prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
104        );
105    }
106
107    #[test]
108    fn reset_clears_state() {
109        let mut tema = Tema::new(5).unwrap();
110        tema.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
111        assert!(tema.is_ready());
112        tema.reset();
113        assert!(!tema.is_ready());
114    }
115
116    #[test]
117    fn rejects_zero_period() {
118        assert!(Tema::new(0).is_err());
119    }
120
121    /// Cover the const accessor `period` (45-47) and the Indicator-impl
122    /// `warmup_period` (67-69) + `name` (75-77). Existing tests inspect
123    /// TEMA output but never query the metadata.
124    #[test]
125    fn accessors_and_metadata() {
126        let tema = Tema::new(5).unwrap();
127        assert_eq!(tema.period(), 5);
128        // EMA1 seeds at period (5), each cascade stage needs another (period-1) inputs.
129        assert_eq!(tema.warmup_period(), 3 * 5 - 2);
130        assert_eq!(tema.name(), "TEMA");
131    }
132}
wickra_core/indicators/tema.rs

wickra_core/indicators/
tema.rs
