use crate::core::{Error, PeriodType, ValueType};
use crate::core::{Method, MovingAverage};
use crate::helpers::Peekable;
use crate::methods::EMA;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
#[derive(Debug, Clone, Copy)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct WSMA(EMA);
const MAX_PERIOD: PeriodType = PeriodType::MAX / 2;
impl Method for WSMA {
type Params = PeriodType;
type Input = ValueType;
type Output = Self::Input;
fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error> {
if length > MAX_PERIOD {
return Err(Error::WrongMethodParameters);
}
Ok(Self(EMA::new(length * 2 - 1, value)?))
}
#[inline]
fn next(&mut self, value: &Self::Input) -> Self::Output {
self.0.next(value)
}
}
impl MovingAverage for WSMA {}
impl Peekable<<Self as Method>::Output> for WSMA {
fn peek(&self) -> <Self as Method>::Output {
self.0.peek()
}
}
#[cfg(test)]
mod tests {
use crate::core::Method;
use crate::core::ValueType;
use crate::helpers::{assert_eq_float, RandomCandles};
use crate::methods::tests::test_const_float;
use super::WSMA as TestingMethod;
#[test]
fn test_wsma_const() {
for i in 1..=(255 / 2) {
let input = (i as ValueType + 56.0) / 16.3251;
let mut method = TestingMethod::new(i, &input).unwrap();
let output = method.next(&input);
test_const_float(&mut method, &input, output);
}
}
#[test]
fn test_wsma1() {
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_wsma() {
let candles = RandomCandles::default();
let src: Vec<ValueType> = candles.take(300).map(|x| x.close).collect();
(1..=(255 / 2)).for_each(|length| {
let mut ma = TestingMethod::new(length, &src[0]).unwrap();
let mut prev_value = src[0];
for &x in &src {
let value = ma.next(&x);
let value2 = prev_value + (x - prev_value) / length as ValueType;
prev_value = value2;
assert_eq_float(value2, value);
}
});
}
}