use crate::core::Method;
use crate::core::{Error, PeriodType, ValueType, Window};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct Derivative {
divider: ValueType,
window: Window<ValueType>,
}
pub type Differential = Derivative;
impl Method for Derivative {
type Params = PeriodType;
type Input = ValueType;
type Output = Self::Input;
fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error> {
match length {
0 => Err(Error::WrongMethodParameters),
length => Ok(Self {
divider: (length as ValueType).recip(),
window: Window::new(length, *value),
}),
}
}
#[inline]
fn next(&mut self, value: &Self::Input) -> Self::Output {
let prev_value = self.window.push(*value);
(value - prev_value) * self.divider
}
}
#[cfg(test)]
mod tests {
use super::{Derivative as TestingMethod, Method};
use crate::core::ValueType;
use crate::helpers::{assert_eq_float, RandomCandles};
use crate::methods::tests::test_const;
#[test]
fn test_derivative_const() {
for i in 1..255 {
let input = (i as ValueType + 56.0) / 16.3251;
let mut method = TestingMethod::new(i, &input).unwrap();
test_const(&mut method, &input, &0.0);
}
}
#[test]
fn test_derivative1() {
let mut candles = RandomCandles::default();
let mut ma = TestingMethod::new(1, &candles.first().close).unwrap();
let mut prev = None;
candles.take(100).map(|x| x.close).for_each(|x| {
assert_eq_float(x - prev.unwrap_or(x), ma.next(&x));
prev = Some(x);
});
}
#[test]
fn test_derivative() {
let candles = RandomCandles::default();
let src: Vec<ValueType> = candles.take(300).map(|x| x.close).collect();
(1..255).for_each(|length| {
let mut ma = TestingMethod::new(length, &src[0]).unwrap();
let mut value2 = src[0];
src.iter().enumerate().for_each(|(i, x)| {
let value = ma.next(x);
value2 = (*x - src[i.saturating_sub(length as usize)]) / (length as ValueType);
assert_eq_float(value2, value);
});
});
}
}