use crate::core::{Error, PeriodType, ValueType};
use crate::core::{Method, MovingAverage};
use crate::helpers::{Buffered, Peekable};
use crate::methods::SMA;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct TRIMA {
sma1: SMA,
sma2: SMA,
}
impl Method for TRIMA {
type Params = PeriodType;
type Input = ValueType;
type Output = Self::Input;
fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error> {
Ok(Self {
sma1: SMA::new(length, value)?,
sma2: SMA::new(length, value)?,
})
}
#[inline]
fn next(&mut self, value: &Self::Input) -> Self::Output {
self.sma2.next(&self.sma1.next(value))
}
}
impl MovingAverage for TRIMA {}
impl Peekable<<Self as Method>::Output> for TRIMA {
fn peek(&self) -> <Self as Method>::Output {
self.sma2.peek()
}
}
impl Buffered<<Self as Method>::Output> for TRIMA {
fn get(&self, index: usize) -> Option<<Self as Method>::Output> {
self.sma2.get(index)
}
}
#[cfg(test)]
mod tests {
use super::{Method, TRIMA as TestingMethod};
use crate::core::ValueType;
use crate::helpers::{assert_eq_float, RandomCandles};
use crate::methods::tests::test_const;
#[test]
fn test_trima_const() {
for i in 1..255 {
let input = (i as ValueType + 56.0) / 16.3251;
let mut method = TestingMethod::new(i, &input).unwrap();
let output = method.next(&input);
test_const(&mut method, &input, &output);
}
}
#[test]
fn test_trima1() {
let mut candles = RandomCandles::default();
let mut ma = TestingMethod::new(1, &candles.first().close).unwrap();
candles.take(100).for_each(|x| {
assert_eq_float(x.close, ma.next(&x.close));
});
}
#[test]
fn test_trima() {
let candles = RandomCandles::default();
let src: Vec<ValueType> = candles.take(300).map(|x| x.close).collect();
(1..255).for_each(|sma_length| {
let mut ma = TestingMethod::new(sma_length, &src[0]).unwrap();
let mut level2 = Vec::new();
src.iter().enumerate().for_each(|(i, x)| {
let value = ma.next(x);
let slice_from = i.saturating_sub((sma_length - 1) as usize);
let slice_to = i;
let slice = &src[slice_from..=slice_to];
let mut sum: ValueType = slice.iter().sum();
if slice.len() < sma_length as usize {
sum += (sma_length as usize - slice.len()) as ValueType * src.first().unwrap();
}
level2.push(sum / sma_length as ValueType);
let mut sum: ValueType = level2.iter().rev().take(sma_length as usize).sum();
if level2.len() < sma_length as usize {
sum += (sma_length as usize - level2.len()) as ValueType * src.first().unwrap();
}
assert_eq_float(sum / sma_length as ValueType, value);
});
});
}
}