nautilus_indicators/average/
hma.rsuse std::fmt::{Display, Formatter};
use nautilus_model::{
data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
enums::PriceType,
};
use crate::{
average::wma::WeightedMovingAverage,
indicator::{Indicator, MovingAverage},
};
#[repr(C)]
#[derive(Debug)]
#[cfg_attr(
feature = "python",
pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.indicators")
)]
pub struct HullMovingAverage {
pub period: usize,
pub price_type: PriceType,
pub value: f64,
pub count: usize,
pub initialized: bool,
has_inputs: bool,
ma1: WeightedMovingAverage,
ma2: WeightedMovingAverage,
ma3: WeightedMovingAverage,
}
impl Display for HullMovingAverage {
fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
write!(f, "{}({})", self.name(), self.period)
}
}
impl Indicator for HullMovingAverage {
fn name(&self) -> String {
stringify!(HullMovingAverage).to_string()
}
fn has_inputs(&self) -> bool {
self.has_inputs
}
fn initialized(&self) -> bool {
self.initialized
}
fn handle_quote(&mut self, quote: &QuoteTick) {
self.update_raw(quote.extract_price(self.price_type).into());
}
fn handle_trade(&mut self, trade: &TradeTick) {
self.update_raw((&trade.price).into());
}
fn handle_bar(&mut self, bar: &Bar) {
self.update_raw((&bar.close).into());
}
fn reset(&mut self) {
self.value = 0.0;
self.ma1.reset();
self.ma2.reset();
self.ma3.reset();
self.count = 0;
self.has_inputs = false;
self.initialized = false;
}
}
fn _get_weights(size: usize) -> Vec<f64> {
let mut weights: Vec<f64> = (1..=size).map(|x| x as f64).collect();
let divisor: f64 = weights.iter().sum();
weights = weights.iter().map(|x| x / divisor).collect();
weights
}
impl HullMovingAverage {
#[must_use]
pub fn new(period: usize, price_type: Option<PriceType>) -> Self {
let period_halved = period / 2;
let period_sqrt = (period as f64).sqrt() as usize;
let w1 = _get_weights(period_halved);
let w2 = _get_weights(period);
let w3 = _get_weights(period_sqrt);
let ma1 = WeightedMovingAverage::new(period_halved, w1, price_type);
let ma2 = WeightedMovingAverage::new(period, w2, price_type);
let ma3 = WeightedMovingAverage::new(period_sqrt, w3, price_type);
Self {
period,
price_type: price_type.unwrap_or(PriceType::Last),
value: 0.0,
count: 0,
has_inputs: false,
initialized: false,
ma1,
ma2,
ma3,
}
}
}
impl MovingAverage for HullMovingAverage {
fn value(&self) -> f64 {
self.value
}
fn count(&self) -> usize {
self.count
}
fn update_raw(&mut self, value: f64) {
if !self.has_inputs {
self.has_inputs = true;
self.value = value;
}
self.ma1.update_raw(value);
self.ma2.update_raw(value);
self.ma3
.update_raw(2.0f64.mul_add(self.ma1.value, -self.ma2.value));
self.value = self.ma3.value;
self.count += 1;
if !self.initialized && self.count >= self.period {
self.initialized = true;
}
}
}
#[cfg(test)]
mod tests {
use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
use rstest::rstest;
use crate::{
average::hma::HullMovingAverage,
indicator::{Indicator, MovingAverage},
stubs::*,
};
#[rstest]
fn test_hma_initialized(indicator_hma_10: HullMovingAverage) {
let display_str = format!("{indicator_hma_10}");
assert_eq!(display_str, "HullMovingAverage(10)");
assert_eq!(indicator_hma_10.period, 10);
assert!(!indicator_hma_10.initialized);
assert!(!indicator_hma_10.has_inputs);
}
#[rstest]
fn test_initialized_with_required_input(mut indicator_hma_10: HullMovingAverage) {
for i in 1..10 {
indicator_hma_10.update_raw(f64::from(i));
}
assert!(!indicator_hma_10.initialized);
indicator_hma_10.update_raw(10.0);
assert!(indicator_hma_10.initialized);
}
#[rstest]
fn test_value_with_one_input(mut indicator_hma_10: HullMovingAverage) {
indicator_hma_10.update_raw(1.0);
assert_eq!(indicator_hma_10.value, 1.0);
}
#[rstest]
fn test_value_with_three_inputs(mut indicator_hma_10: HullMovingAverage) {
indicator_hma_10.update_raw(1.0);
indicator_hma_10.update_raw(2.0);
indicator_hma_10.update_raw(3.0);
assert_eq!(indicator_hma_10.value, 1.824_561_403_508_772);
}
#[rstest]
fn test_value_with_ten_inputs(mut indicator_hma_10: HullMovingAverage) {
indicator_hma_10.update_raw(1.00000);
indicator_hma_10.update_raw(1.00010);
indicator_hma_10.update_raw(1.00020);
indicator_hma_10.update_raw(1.00030);
indicator_hma_10.update_raw(1.00040);
indicator_hma_10.update_raw(1.00050);
indicator_hma_10.update_raw(1.00040);
indicator_hma_10.update_raw(1.00030);
indicator_hma_10.update_raw(1.00020);
indicator_hma_10.update_raw(1.00010);
indicator_hma_10.update_raw(1.00000);
assert_eq!(indicator_hma_10.value, 1.000_140_392_817_059_8);
}
#[rstest]
fn test_handle_quote_tick(mut indicator_hma_10: HullMovingAverage, stub_quote: QuoteTick) {
indicator_hma_10.handle_quote(&stub_quote);
assert_eq!(indicator_hma_10.value, 1501.0);
}
#[rstest]
fn test_handle_trade_tick(mut indicator_hma_10: HullMovingAverage, stub_trade: TradeTick) {
indicator_hma_10.handle_trade(&stub_trade);
assert_eq!(indicator_hma_10.value, 1500.0);
}
#[rstest]
fn test_handle_bar(
mut indicator_hma_10: HullMovingAverage,
bar_ethusdt_binance_minute_bid: Bar,
) {
indicator_hma_10.handle_bar(&bar_ethusdt_binance_minute_bid);
assert_eq!(indicator_hma_10.value, 1522.0);
assert!(indicator_hma_10.has_inputs);
assert!(!indicator_hma_10.initialized);
}
#[rstest]
fn test_reset(mut indicator_hma_10: HullMovingAverage) {
indicator_hma_10.update_raw(1.0);
assert_eq!(indicator_hma_10.count, 1);
assert_eq!(indicator_hma_10.value, 1.0);
assert_eq!(indicator_hma_10.ma1.value, 1.0);
assert_eq!(indicator_hma_10.ma2.value, 1.0);
assert_eq!(indicator_hma_10.ma3.value, 1.0);
indicator_hma_10.reset();
assert_eq!(indicator_hma_10.value, 0.0);
assert_eq!(indicator_hma_10.count, 0);
assert_eq!(indicator_hma_10.ma1.value, 0.0);
assert_eq!(indicator_hma_10.ma2.value, 0.0);
assert_eq!(indicator_hma_10.ma3.value, 0.0);
assert!(!indicator_hma_10.has_inputs);
assert!(!indicator_hma_10.initialized);
}
}