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|
// -*- coding: utf-8 -*-
//
// Copyright 2021 Michael Büsch <m@bues.ch>
//
// Licensed under the Apache License version 2.0
// or the MIT license, at your option.
// SPDX-License-Identifier: Apache-2.0 OR MIT
//
use num_traits::{
Num,
NumCast,
};
/// Initialize the accumulator from scratch by summing up all items from the window buffer.
#[inline]
fn initialize_accu<T, A>(window_buffer: &[T]) -> Result<A, &'static str>
where T: Num + NumCast + Copy,
A: Num + NumCast + Copy,
{
window_buffer.iter().fold(
Ok(A::zero()),
|acc, x| {
match acc {
Ok(acc) => Ok(acc + A::from(*x).ok_or("Failed to cast value to accumulator type.")?),
Err(e) => Err(e),
}
}
)
}
/// Internal accumulator calculation trait for integers and floats.
///
/// This usually does *not* have to be implemented by the library user.
/// The `movavg` crate implements this trait for all core integers and floats.
///
/// `Self` is the accumulator type `A`.
///
/// `T` is the SMA input value type.
pub trait MovAvgAccu<T>: Copy {
fn recalc_accu(self,
first_value: Self,
input_value: Self,
window_buffer: &[T]) -> Result<Self, &'static str>;
}
macro_rules! impl_int_accu {
($($t:ty),*) => {
$(
impl<T> MovAvgAccu<T> for $t {
#[inline]
fn recalc_accu(self,
first_value: Self,
input_value: Self,
_window_buffer: &[T]) -> Result<Self, &'static str> {
// Subtract the to be removed value from the sum and add the new value.
(self - first_value).checked_add(input_value)
.ok_or("Accumulator type add overflow.")
}
}
)*
}
}
macro_rules! impl_float_accu {
($($t:ty),*) => {
$(
impl<T: Num + NumCast + Copy> MovAvgAccu<T> for $t {
#[inline]
fn recalc_accu(self,
_first_value: Self,
_input_value: Self,
window_buffer: &[T]) -> Result<Self, &'static str> {
// Recalculate the accumulator from scratch.
initialize_accu(window_buffer)
}
}
)*
}
}
impl_int_accu!(i8, i16, i32, i64, isize,
u8, u16, u32, u64, usize);
#[cfg(has_i128)]
impl_int_accu!(i128, u128);
impl_float_accu!(f32, f64);
/// Simple Moving Average (SMA)
///
/// # Examples
///
/// ```
/// use movavg::MovAvg;
///
/// let mut avg: MovAvg<i32, i32, 3> = MovAvg::new(); // window size = 3
/// assert_eq!(avg.feed(10), 10);
/// assert_eq!(avg.feed(20), 15);
/// assert_eq!(avg.feed(30), 20);
/// assert_eq!(avg.feed(40), 30);
/// assert_eq!(avg.get(), 30);
/// ```
///
/// # Type Generics
///
/// `struct MovAvg<T, A, WINDOW_SIZE>`
///
/// * `T` - The type of the `feed()` input value.
/// * `A` - The type of the internal accumulator.
/// This type must be bigger then or equal to `T`.
/// * `WINDOW_SIZE` - The size of the sliding window.
/// In number of fed elements.
pub struct MovAvg<T, A, const WINDOW_SIZE: usize> {
buffer: [T; WINDOW_SIZE],
accu: A,
nr_items: usize,
index: usize,
}
impl<T: Num + NumCast + Copy,
A: Num + NumCast + Copy + MovAvgAccu<T>,
const WINDOW_SIZE: usize>
MovAvg<T, A, WINDOW_SIZE> {
/// Construct a new Simple Moving Average.
///
/// The internal accumulator defaults to zero.
///
/// # Examples
///
/// ```
/// use movavg::MovAvg;
///
/// let mut avg: MovAvg<i32, i32, 3> = MovAvg::new(); // window size = 3
/// assert_eq!(avg.feed(10), 10);
/// ```
pub fn new() -> MovAvg<T, A, WINDOW_SIZE> {
assert!(WINDOW_SIZE > 0);
Self::new_init([T::one(); WINDOW_SIZE], 0)
}
/// Construct a new Simple Moving Average from a pre-allocated buffer
/// and initialize its internal state.
///
/// * `buffer` - (Partially) pre-populated window buffer. Contains the window values.
/// The length of this buffer defines the Moving Average window size.
/// * `nr_populated` - The number of pre-populated Moving Average window elements in `buffer`.
/// `nr_populated` must be less than or equal to `buffer.len()`.
/// The populated values in `buffer` must begin at index 0.
/// The values of unpopulated elements in `buffer` does not matter.
///
/// # Panics
///
/// Panics, if:
/// * `nr_populated` is bigger than `buffer.len()`.
/// * The initial accumulator calculation fails. (e.g. due to overflow).
///
/// # Examples
///
/// ```
/// use movavg::MovAvg;
///
/// let mut buf = [10, 20, 30, // populated
/// 0, 0]; // unpopulated
///
/// let mut avg: MovAvg<i32, i32, 5> =
/// MovAvg::new_init(buf, // Pass reference to preallocated buffer.
/// 3); // The first three elements of buf are pre-populated.
///
/// assert_eq!(avg.get(), 20);
/// assert_eq!(avg.feed(60), 30);
/// assert_eq!(avg.feed(30), 30);
/// assert_eq!(avg.feed(60), 40);
/// ```
pub fn new_init(buffer: [T; WINDOW_SIZE],
nr_populated: usize) -> MovAvg<T, A, WINDOW_SIZE> {
let size = buffer.len();
assert!(WINDOW_SIZE > 0);
assert!(size == WINDOW_SIZE);
let nr_items = nr_populated;
assert!(nr_items <= size);
let index = nr_items % size;
let accu = initialize_accu(&buffer[0..nr_items])
.expect("Failed to initialize the accumulator.");
MovAvg {
buffer,
accu,
nr_items,
index,
}
}
/// Try to feed a new value into the Moving Average and return the new average.
///
/// * `value` - The new value to feed into the Moving Average.
///
/// On success, returns `Ok(T)` with the new Moving Average result.
///
/// Returns `Err`, if the internal accumulator overflows, or if any value conversion fails.
/// Value conversion does not fail, if the types are big enough to hold the values.
pub fn try_feed(&mut self, value: T) -> Result<T, &str> {
let size = self.buffer.len();
debug_assert!(self.nr_items <= size);
// Get the first element from the moving window state.
let first_value = if self.nr_items >= size {
A::from(self.buffer[self.index])
.ok_or("Failed to cast first value to accumulator type.")?
} else {
A::zero()
};
let a_value = A::from(value)
.ok_or("Failed to cast value to accumulator type.")?;
// Calculate the new moving window state fill state.
let new_nr_items = if self.nr_items >= size {
self.nr_items // Already fully populated.
} else {
self.nr_items + 1
};
let a_nr_items = A::from(new_nr_items)
.ok_or("Failed to cast number-of-items to accumulator type.")?;
// Insert the new value into the moving window state.
// If en error happens later, orig_item has to be restored.
let orig_item = self.buffer[self.index];
self.buffer[self.index] = value;
// Recalculate the accumulator.
match self.accu.recalc_accu(first_value,
a_value,
&self.buffer[0..new_nr_items]) {
Ok(new_accu) => {
// Calculate the new average.
match T::from(new_accu / a_nr_items) {
Some(avg) => {
// Update the state.
self.nr_items = new_nr_items;
self.index = (self.index + 1) % size;
self.accu = new_accu;
// Return the end result.
Ok(avg)
},
None => {
// Restore the original moving window state.
self.buffer[self.index] = orig_item;
Err("Failed to cast result to item type.")
},
}
},
Err(e) => {
// Restore the original moving window state.
self.buffer[self.index] = orig_item;
Err(e)
}
}
}
/// Feed a new value into the Moving Average and return the new average.
///
/// * `value` - The new value to feed into the Moving Average.
///
/// Returns the new Moving Average result.
///
/// # Panics
///
/// Panics, if the internal accumulator overflows, or if any value conversion fails.
/// Value conversion does not fail, if the types are big enough to hold the values.
pub fn feed(&mut self, value: T) -> T {
self.try_feed(value).expect("MovAvg calculation failed.")
}
/// Try to get the current Moving Average value.
/// This method does not modify the internal state.
///
/// Returns `Err`, if the internal state is empty.
/// That is if no values have been fed into MovAvg.
///
/// Returns `Err`, if any value conversion fails.
/// Value conversion does not fail, if the types are big enough to hold the values.
pub fn try_get(&self) -> Result<T, &str> {
if let Some(nr_items) = A::from(self.nr_items) {
if nr_items == A::zero() {
Err("The MovAvg state is empty.")
} else {
T::from(self.accu / nr_items)
.ok_or("Failed to cast result to item type.")
}
} else {
Err("Failed to cast number-of-items to accumulator type.")
}
}
/// Get the current Moving Average value.
/// This method does not modify the internal state.
///
/// # Panics
///
/// Panics, if the internal state is empty.
/// That is if no values have been fed into MovAvg.
///
/// Panics, if any value conversion fails.
/// Value conversion does not fail, if the types are big enough to hold the values.
pub fn get(&self) -> T {
self.try_get().expect("MovAvg calculation failed.")
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_u8() {
let mut a: MovAvg<u8, u8, 3> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (20 + 2 + 100) / 3);
assert_eq!(a.feed(111), (2 + 100 + 111) / 3);
}
#[test]
fn test_i8() {
let mut a: MovAvg<i8, i8, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(-4), (10 + 20 + 2 - 4) / 4);
assert_eq!(a.feed(-19), (10 + 20 + 2 - 4 - 19) / 5);
assert_eq!(a.feed(-20), (20 + 2 - 4 - 19 - 20) / 5);
}
#[test]
fn test_u16() {
let mut a: MovAvg<u16, u16, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(10_000), (100 + 111 + 200 + 250 + 10_000) / 5);
}
#[test]
fn test_i16() {
let mut a: MovAvg<i16, i16, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(-25), (100 + 111 + 200 + 250 - 25) / 5);
assert_eq!(a.feed(-10_000), (111 + 200 + 250 - 25 - 10_000) / 5);
}
#[test]
fn test_u32() {
let mut a: MovAvg<u32, u32, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(100_000), (100 + 111 + 200 + 250 + 100_000) / 5);
}
#[test]
fn test_i32() {
let mut a: MovAvg<i32, i32, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(-25), (100 + 111 + 200 + 250 - 25) / 5);
assert_eq!(a.feed(-100_000), (111 + 200 + 250 - 25 - 100_000) / 5);
}
#[test]
fn test_u64() {
let mut a: MovAvg<u64, u64, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(10_000_000_000), (100 + 111 + 200 + 250 + 10_000_000_000) / 5);
}
#[test]
fn test_i64() {
let mut a: MovAvg<i64, i64, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(-25), (100 + 111 + 200 + 250 - 25) / 5);
assert_eq!(a.feed(-10_000_000_000), (111 + 200 + 250 - 25 - 10_000_000_000) / 5);
}
#[cfg(has_i128)]
#[test]
fn test_u128() {
let mut a: MovAvg<u128, u128, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(10_000_000_000_000_000_000_000), (100 + 111 + 200 + 250 + 10_000_000_000_000_000_000_000) / 5);
}
#[cfg(has_i128)]
#[test]
fn test_i128() {
let mut a: MovAvg<i128, i128, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(-25), (100 + 111 + 200 + 250 - 25) / 5);
assert_eq!(a.feed(-10_000_000_000_000_000_000_000), (111 + 200 + 250 - 25 - 10_000_000_000_000_000_000_000) / 5);
}
#[test]
fn test_usize() {
let mut a: MovAvg<usize, usize, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(100_000), (100 + 111 + 200 + 250 + 100_000) / 5);
}
#[test]
fn test_isize() {
let mut a: MovAvg<isize, isize, 5> = MovAvg::new();
assert_eq!(a.feed(10), 10 / 1);
assert_eq!(a.feed(20), (10 + 20) / 2);
assert_eq!(a.feed(2), (10 + 20 + 2) / 3);
assert_eq!(a.feed(100), (10 + 20 + 2 + 100) / 4);
assert_eq!(a.feed(111), (10 + 20 + 2 + 100 + 111) / 5);
assert_eq!(a.feed(200), (20 + 2 + 100 + 111 + 200) / 5);
assert_eq!(a.feed(250), (2 + 100 + 111 + 200 + 250) / 5);
assert_eq!(a.feed(-25), (100 + 111 + 200 + 250 - 25) / 5);
assert_eq!(a.feed(-100_000), (111 + 200 + 250 - 25 - 100_000) / 5);
}
#[test]
fn test_f32() {
let mut a: MovAvg<f32, f32, 5> = MovAvg::new();
let e = 0.001;
assert!((a.feed(10.0) - (10.0 / 1.0)).abs() < e);
assert!((a.feed(20.0) - ((10.0 + 20.0) / 2.0)).abs() < e);
assert!((a.feed(2.0) - ((10.0 + 20.0 + 2.0) / 3.0)).abs() < e);
assert!((a.feed(100.0) - ((10.0 + 20.0 + 2.0 + 100.0) / 4.0)).abs() < e);
assert!((a.feed(111.0) - ((10.0 + 20.0 + 2.0 + 100.0 + 111.0) / 5.0)).abs() < e);
assert!((a.feed(200.0) - ((20.0 + 2.0 + 100.0 + 111.0 + 200.0) / 5.0)).abs() < e);
assert!((a.feed(250.0) - ((2.0 + 100.0 + 111.0 + 200.0 + 250.0) / 5.0)).abs() < e);
assert!((a.feed(-25.0) - ((100.0 + 111.0 + 200.0 + 250.0 - 25.0) / 5.0)).abs() < e);
assert!((a.feed(-100000.0) - ((111.0 + 200.0 + 250.0 - 25.0 - 100000.0) / 5.0)).abs() < e);
}
#[test]
fn test_f64() {
let mut a: MovAvg<f64, f64, 5> = MovAvg::new();
let e = 0.000001;
assert!((a.feed(10.0) - (10.0 / 1.0)).abs() < e);
assert!((a.feed(20.0) - ((10.0 + 20.0) / 2.0)).abs() < e);
assert!((a.feed(2.0) - ((10.0 + 20.0 + 2.0) / 3.0)).abs() < e);
assert!((a.feed(100.0) - ((10.0 + 20.0 + 2.0 + 100.0) / 4.0)).abs() < e);
assert!((a.feed(111.0) - ((10.0 + 20.0 + 2.0 + 100.0 + 111.0) / 5.0)).abs() < e);
assert!((a.feed(200.0) - ((20.0 + 2.0 + 100.0 + 111.0 + 200.0) / 5.0)).abs() < e);
assert!((a.feed(250.0) - ((2.0 + 100.0 + 111.0 + 200.0 + 250.0) / 5.0)).abs() < e);
assert!((a.feed(-25.0) - ((100.0 + 111.0 + 200.0 + 250.0 - 25.0) / 5.0)).abs() < e);
assert!((a.feed(-100000.0) - ((111.0 + 200.0 + 250.0 - 25.0 - 100000.0) / 5.0)).abs() < e);
}
#[test]
fn test_single() {
let mut a: MovAvg<i32, i32, 1> = MovAvg::new();
assert_eq!(a.feed(10), 10);
assert_eq!(a.feed(20), 20);
assert_eq!(a.feed(2), 2);
}
#[test]
fn test_accu_overflow() {
let mut a: MovAvg<u8, u8, 3> = MovAvg::new();
a.feed(200);
assert!(a.try_feed(200).is_err());
}
#[test]
#[should_panic(expected="Accumulator type add overflow")]
fn test_accu_overflow_panic() {
let mut a: MovAvg<u8, u8, 3> = MovAvg::new();
a.feed(200);
a.feed(200); // this panics
}
#[test]
fn test_accu_underflow() {
let mut a: MovAvg<i8, i8, 3> = MovAvg::new();
a.feed(-100);
assert!(a.try_feed(-100).is_err());
}
#[test]
#[should_panic(expected="Accumulator type add overflow")]
fn test_accu_underflow_panic() {
let mut a: MovAvg<i8, i8, 3> = MovAvg::new();
a.feed(-100);
a.feed(-100); // this panics
}
#[test]
fn test_init() {
let mut a: MovAvg<i32, i32, 3> = MovAvg::new_init([10, 99, 99], 1);
assert_eq!(a.feed(20), 15);
assert_eq!(a.feed(102), 44);
assert_eq!(a.feed(178), 100);
let mut a: MovAvg<i32, i32, 3> = MovAvg::new_init([10, 20, 0], 2);
assert_eq!(a.feed(102), 44);
assert_eq!(a.feed(178), 100);
let mut a: MovAvg<u16, u16, 3> = MovAvg::new_init([10, 20, 30], 0);
assert!(a.try_get().is_err());
assert_eq!(a.feed(50), 50 / 1);
assert_eq!(a.feed(60), (50 + 60) / 2);
assert_eq!(a.feed(70), (50 + 60 + 70) / 3);
assert_eq!(a.feed(80), (60 + 70 + 80) / 3);
let mut a: MovAvg<u16, u16, 3> = MovAvg::new_init([10, 20, 30], 2);
assert_eq!(a.get(), 15);
assert_eq!(a.feed(50), (10 + 20 + 50) / 3);
assert_eq!(a.feed(60), (20 + 50 + 60) / 3);
}
#[test]
fn test_get() {
let mut a: MovAvg<i32, i32, 3> = MovAvg::new_init([10, 20, 0], 2);
assert_eq!(a.get(), 15);
assert_eq!(a.feed(102), 44);
assert_eq!(a.get(), 44);
assert_eq!(a.feed(178), 100);
assert_eq!(a.get(), 100);
}
#[test]
fn test_get_empty() {
let a: MovAvg<i32, i32, 3> = MovAvg::new();
assert!(a.try_get().is_err());
}
#[test]
#[should_panic(expected="The MovAvg state is empty")]
fn test_get_empty_panic() {
let a: MovAvg<i32, i32, 3> = MovAvg::new();
assert_eq!(a.get(), 42); // this panics
}
#[test]
fn test_initialize_accu() {
let a: u16 = initialize_accu(&[1_u32, 10_u32, 100_u32, 0_u32, 1000_u32]).unwrap();
assert_eq!(a, 1111);
}
}
// vim: ts=4 sw=4 expandtab
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