udp

core/models/smooth.py

@@ -10,6 +10,7 @@ class Smooth(Enum):
     WMA = 6
     ZLEMA = 7
     LSMA = 8
+    TEMA = 9
 
     def __str__(self):
         return self.name.upper()

ta_lib/core/src/smoothing.rs

@@ -13,6 +13,7 @@ pub enum Smooth {
     WMA,
     ZLEMA,
     LSMA,
+    TEMA,
 }
 
 impl Series<f32> {
@@ -63,6 +64,14 @@ impl Series<f32> {
         self.ew(&alpha, &seed)
     }
 
+    fn tema(&self, period: usize) -> Self {
+        let ema1 = self.ema(period);
+        let ema2 = ema1.ema(period);
+        let ema3 = ema2.ema(period);
+
+        3. * (ema1 - ema2) + ema3
+    }
+
     fn wma(&self, period: usize) -> Self {
         let weights = (0..period).map(|i| (period - i) as f32).collect::<Vec<_>>();
 
@@ -130,6 +139,7 @@ impl Series<f32> {
             Smooth::WMA => self.wma(period),
             Smooth::ZLEMA => self.zlema(period),
             Smooth::LSMA => self.linreg(period),
+            Smooth::TEMA => self.tema(period),
         }
     }
 }

ta_lib/indicators/trend/src/tema.rs

@@ -1,11 +1,7 @@
 use core::prelude::*;
 
 pub fn tema(source: &Series<f32>, period: usize) -> Series<f32> {
-    let ema1 = source.smooth(Smooth::EMA, period);
-    let ema2 = ema1.smooth(Smooth::EMA, period);
-    let ema3 = ema2.smooth(Smooth::EMA, period);
-
-    3. * (ema1 - ema2) + ema3
+    source.smooth(Smooth::TEMA, period)
 }
 
 #[cfg(test)]

ta_lib/indicators/trend/src/zlhma.rs

@@ -1,9 +1,9 @@
 use core::prelude::*;
 
 pub fn zlhma(source: &Series<f32>, period: usize, smooth_period: usize) -> Series<f32> {
-    let hma = source.smooth(Smooth::HMA, period);
-
-    hma.smooth(Smooth::HMA, smooth_period)
+    source
+        .smooth(Smooth::HMA, period)
+        .smooth(Smooth::HMA, smooth_period)
 }
 
 #[cfg(test)]

ta_lib/indicators/trend/src/zltema.rs

@@ -1,17 +1,9 @@
 use core::prelude::*;
 
 pub fn zltema(source: &Series<f32>, period: usize) -> Series<f32> {
-    let ema1 = source.smooth(Smooth::EMA, period);
-    let ema2 = ema1.smooth(Smooth::EMA, period);
-    let ema3 = ema2.smooth(Smooth::EMA, period);
-
-    let tema = 3. * (ema1 - ema2) + ema3;
-
-    let tema1 = tema.smooth(Smooth::EMA, period);
-    let tema2 = tema1.smooth(Smooth::EMA, period);
-    let tema3 = tema2.smooth(Smooth::EMA, period);
-
-    3. * (tema1 - tema2) + tema3
+    source
+        .smooth(Smooth::TEMA, period)
+        .smooth(Smooth::TEMA, period)
 }
 
 #[cfg(test)]

ta_lib/strategies/trend_follow/src/deserialize/smooth_deserialize.rs

@@ -11,6 +11,7 @@ pub fn smooth_deserialize(smooth: usize) -> Smooth {
         6 => Smooth::WMA,
         7 => Smooth::ZLEMA,
         8 => Smooth::LSMA,
+        9 => Smooth::TEMA,
         _ => Smooth::EMA,
     }
 }