zlema

ta_lib/overlap/src/lib.rs

@@ -2,3 +2,4 @@ pub mod ema;
 pub mod sma;
 pub mod smma;
 pub mod vwap;
+pub mod zlema;

ta_lib/overlap/src/zlema.rs

@@ -0,0 +1,42 @@
+use crate::ema::ema;
+
+pub fn zlema(close: &[f64], period: usize) -> Vec<Option<f64>> {
+    let len = close.len();
+
+    let lag = (period - 1) / 2;
+
+    let mut ema_data = vec![0.0; len];
+    let mut zlema = vec![None; len];
+
+    for i in 0..len {
+        if i >= lag {
+            let price = close[i];
+            let prev_price = close[i - lag];
+            ema_data[i] = price + (price - prev_price);
+        }
+    }
+
+    let ema_result = ema(&ema_data, period);
+
+    for i in 0..len {
+        if i >= lag {
+            zlema[i] = ema_result[i];
+        }
+    }
+
+    zlema
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_zlema() {
+        let close = vec![100.0, 105.0, 110.0, 115.0, 120.0];
+        let period = 3;
+        let expected = vec![None, None, Some(85.0), Some(102.5), Some(113.75)];
+        let result = zlema(&close, period);
+        assert_eq!(result, expected);
+    }
+}