From 9171bd95d200f9cae98a02b587666bd975b8654c Mon Sep 17 00:00:00 2001
From: m5l14i11 <siarhei.melnik@proton.me>
Date: Thu, 13 Jul 2023 20:57:05 +0300
Subject: [PATCH] refactor

---
 ta_lib/core/src/ops.rs          | 143 +++++++++++++++++++++++++++++---
 ta_lib/momentum/src/aosc.rs     |   6 +-
 ta_lib/momentum/src/macd.rs     |   6 +-
 ta_lib/momentum/src/rsi.rs      |   4 +-
 ta_lib/price/src/average.rs     |  16 ++--
 ta_lib/price/src/median.rs      |   9 +-
 ta_lib/price/src/typical.rs     |  14 ++--
 ta_lib/price/src/wcl.rs         |  14 ++--
 ta_lib/trend/src/zlema.rs       |   2 +-
 ta_lib/utils/src/stoch.rs       |   8 +-
 ta_lib/volatility/src/bbands.rs |   6 +-
 ta_lib/volume/src/lib.rs        |   2 +-
 ta_lib/volume/src/mfi.rs        |  10 +--
 ta_lib/volume/src/vo.rs         |   6 +-
 ta_lib/volume/src/vwap.rs       |   8 +-
 15 files changed, 197 insertions(+), 57 deletions(-)

diff --git a/ta_lib/core/src/ops.rs b/ta_lib/core/src/ops.rs
index ef6e5ba8..19e32f9a 100644
--- a/ta_lib/core/src/ops.rs
+++ b/ta_lib/core/src/ops.rs
@@ -2,21 +2,21 @@ use crate::series::Series;
 use std::ops::{Add, Div, Mul, Neg, Sub};
 
 impl Series<f64> {
-    pub fn add(&self, rhs: &Series<f64>) -> Series<f64> {
+    pub fn add_series(&self, rhs: &Series<f64>) -> Series<f64> {
         self.clone().zip_with(rhs, |a, b| match (a, b) {
             (Some(a_val), Some(b_val)) => Some(a_val + b_val),
             _ => None,
         })
     }
 
-    pub fn mul(&self, rhs: &Series<f64>) -> Series<f64> {
+    pub fn mul_series(&self, rhs: &Series<f64>) -> Series<f64> {
         self.clone().zip_with(rhs, |a, b| match (a, b) {
             (Some(a_val), Some(b_val)) => Some(a_val * b_val),
             _ => None,
         })
     }
 
-    pub fn div(&self, rhs: &Series<f64>) -> Series<f64> {
+    pub fn div_series(&self, rhs: &Series<f64>) -> Series<f64> {
         self.clone().zip_with(rhs, |a, b| match (a, b) {
             (Some(a_val), Some(b_val)) => {
                 if b_val == 0.0 {
@@ -35,7 +35,7 @@ impl Series<f64> {
         })
     }
 
-    pub fn sub(&self, rhs: &Series<f64>) -> Series<f64> {
+    pub fn sub_series(&self, rhs: &Series<f64>) -> Series<f64> {
         self.clone().zip_with(rhs, |a, b| match (a, b) {
             (Some(a_val), Some(b_val)) => Some(a_val - b_val),
             _ => None,
@@ -78,7 +78,7 @@ impl Series<f64> {
 }
 
 impl Series<bool> {
-    pub fn mul(&self, rhs: &Series<f64>) -> Series<f64> {
+    pub fn mul_series(&self, rhs: &Series<f64>) -> Series<f64> {
         self.clone().zip_with(rhs, |b, val| match (b, val) {
             (Some(b_val), Some(val_val)) => {
                 if b_val {
@@ -92,11 +92,43 @@ impl Series<bool> {
     }
 }
 
+impl Add<Series<f64>> for &Series<f64> {
+    type Output = Series<f64>;
+
+    fn add(self, rhs: Series<f64>) -> Series<f64> {
+        self.add_series(&rhs)
+    }
+}
+
+impl Add<&Series<f64>> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn add(self, rhs: &Series<f64>) -> Series<f64> {
+        self.add_series(rhs)
+    }
+}
+
 impl Add<&Series<f64>> for &Series<f64> {
     type Output = Series<f64>;
 
     fn add(self, rhs: &Series<f64>) -> Series<f64> {
-        self.add(rhs)
+        self.add_series(rhs)
+    }
+}
+
+impl Mul<Series<f64>> for &Series<f64> {
+    type Output = Series<f64>;
+
+    fn mul(self, rhs: Series<f64>) -> Series<f64> {
+        self.mul_series(&rhs)
+    }
+}
+
+impl Mul<&Series<f64>> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn mul(self, rhs: &Series<f64>) -> Series<f64> {
+        self.mul_series(rhs)
     }
 }
 
@@ -104,7 +136,7 @@ impl Mul<&Series<f64>> for &Series<f64> {
     type Output = Series<f64>;
 
     fn mul(self, rhs: &Series<f64>) -> Series<f64> {
-        self.mul(rhs)
+        self.mul_series(rhs)
     }
 }
 
@@ -112,7 +144,39 @@ impl Div<&Series<f64>> for &Series<f64> {
     type Output = Series<f64>;
 
     fn div(self, rhs: &Series<f64>) -> Series<f64> {
-        self.div(rhs)
+        self.div_series(rhs)
+    }
+}
+
+impl Div<&Series<f64>> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn div(self, rhs: &Series<f64>) -> Series<f64> {
+        self.div_series(rhs)
+    }
+}
+
+impl Div<Series<f64>> for &Series<f64> {
+    type Output = Series<f64>;
+
+    fn div(self, rhs: Series<f64>) -> Series<f64> {
+        self.div_series(&rhs)
+    }
+}
+
+impl Sub<&Series<f64>> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn sub(self, rhs: &Series<f64>) -> Series<f64> {
+        self.sub_series(rhs)
+    }
+}
+
+impl Sub<Series<f64>> for &Series<f64> {
+    type Output = Series<f64>;
+
+    fn sub(self, rhs: Series<f64>) -> Series<f64> {
+        self.sub_series(&rhs)
     }
 }
 
@@ -120,7 +184,7 @@ impl Sub<&Series<f64>> for &Series<f64> {
     type Output = Series<f64>;
 
     fn sub(self, rhs: &Series<f64>) -> Series<f64> {
-        self.sub(rhs)
+        self.sub_series(rhs)
     }
 }
 
@@ -140,6 +204,14 @@ impl Mul<f64> for &Series<f64> {
     }
 }
 
+impl Mul<f64> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn mul(self, scalar: f64) -> Series<f64> {
+        self.mul_scalar(scalar)
+    }
+}
+
 impl Div<f64> for &Series<f64> {
     type Output = Series<f64>;
 
@@ -148,6 +220,14 @@ impl Div<f64> for &Series<f64> {
     }
 }
 
+impl Div<f64> for Series<f64> {
+    type Output = Series<f64>;
+
+    fn div(self, scalar: f64) -> Series<f64> {
+        self.div_scalar(scalar)
+    }
+}
+
 impl Sub<f64> for &Series<f64> {
     type Output = Series<f64>;
 
@@ -164,6 +244,14 @@ impl Add<&Series<f64>> for f64 {
     }
 }
 
+impl Add<Series<f64>> for f64 {
+    type Output = Series<f64>;
+
+    fn add(self, rhs: Series<f64>) -> Series<f64> {
+        rhs.add_scalar(self)
+    }
+}
+
 impl Mul<&Series<f64>> for f64 {
     type Output = Series<f64>;
 
@@ -172,12 +260,29 @@ impl Mul<&Series<f64>> for f64 {
     }
 }
 
+impl Mul<Series<f64>> for f64 {
+    type Output = Series<f64>;
+
+    fn mul(self, rhs: Series<f64>) -> Series<f64> {
+        rhs.mul_scalar(self)
+    }
+}
+
 impl Div<&Series<f64>> for f64 {
     type Output = Series<f64>;
 
     fn div(self, rhs: &Series<f64>) -> Series<f64> {
         let scalars = vec![self; rhs.len()];
-        Series::from(&scalars).div(&rhs)
+        Series::from(&scalars).div_series(&rhs)
+    }
+}
+
+impl Div<Series<f64>> for f64 {
+    type Output = Series<f64>;
+
+    fn div(self, rhs: Series<f64>) -> Series<f64> {
+        let scalars = vec![self; rhs.len()];
+        Series::from(&scalars).div_series(&rhs)
     }
 }
 
@@ -189,11 +294,27 @@ impl Sub<&Series<f64>> for f64 {
     }
 }
 
+impl Sub<Series<f64>> for f64 {
+    type Output = Series<f64>;
+
+    fn sub(self, rhs: Series<f64>) -> Series<f64> {
+        rhs.neg().sub_scalar(-self)
+    }
+}
+
 impl Mul<&Series<f64>> for &Series<bool> {
     type Output = Series<f64>;
 
     fn mul(self, rhs: &Series<f64>) -> Series<f64> {
-        self.mul(rhs)
+        self.mul_series(rhs)
+    }
+}
+
+impl Mul<&Series<f64>> for Series<bool> {
+    type Output = Series<f64>;
+
+    fn mul(self, rhs: &Series<f64>) -> Series<f64> {
+        self.mul_series(rhs)
     }
 }
 
diff --git a/ta_lib/momentum/src/aosc.rs b/ta_lib/momentum/src/aosc.rs
index daa2baf8..a840008f 100644
--- a/ta_lib/momentum/src/aosc.rs
+++ b/ta_lib/momentum/src/aosc.rs
@@ -3,10 +3,10 @@ use core::series::Series;
 pub fn aosc(hl2: &[f64], short_period: usize, long_period: usize) -> Series<f64> {
     let hl2 = Series::from(hl2);
 
-    let ao_short = &hl2.mean(short_period);
-    let ao_long = &hl2.mean(long_period);
+    let ao_short = hl2.mean(short_period);
+    let ao_long = hl2.mean(long_period);
 
-    let aosc = ao_short - ao_long;
+    let aosc = ao_short - &ao_long;
 
     aosc
 }
diff --git a/ta_lib/momentum/src/macd.rs b/ta_lib/momentum/src/macd.rs
index a70c1d2a..90448308 100644
--- a/ta_lib/momentum/src/macd.rs
+++ b/ta_lib/momentum/src/macd.rs
@@ -7,10 +7,10 @@ pub fn macd(
     slow_period: usize,
     signal_period: usize,
 ) -> (Series<f64>, Series<f64>, Series<f64>) {
-    let ema_fast = &ema(source, fast_period);
-    let ema_slow = &ema(source, slow_period);
+    let ema_fast = ema(source, fast_period);
+    let ema_slow = ema(source, slow_period);
 
-    let macd_line = ema_fast - ema_slow;
+    let macd_line = ema_fast - &ema_slow;
     let macd_line_vec: Vec<f64> = macd_line.clone().into();
 
     let signal_line = ema(&macd_line_vec, signal_period);
diff --git a/ta_lib/momentum/src/rsi.rs b/ta_lib/momentum/src/rsi.rs
index eb729289..a5db8a10 100644
--- a/ta_lib/momentum/src/rsi.rs
+++ b/ta_lib/momentum/src/rsi.rs
@@ -11,9 +11,9 @@ pub fn rsi(source: &[f64], period: usize) -> Series<f64> {
     let up = smma(&gains, period);
     let down = smma(&losses, period);
 
-    let rs = &up / &down;
+    let rs = up / &down;
 
-    let rsi = 100.0 - &(100.0 / &(1.0 + &rs));
+    let rsi = 100.0 - 100.0 / (1.0 + rs);
 
     rsi.nz(Some(100.0))
 }
diff --git a/ta_lib/price/src/average.rs b/ta_lib/price/src/average.rs
index 044a9e93..c8e0f8ce 100644
--- a/ta_lib/price/src/average.rs
+++ b/ta_lib/price/src/average.rs
@@ -1,10 +1,14 @@
+use core::series::Series;
+
 pub fn average_price(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> {
-    high.iter()
-        .zip(low)
-        .zip(open)
-        .zip(close)
-        .map(|(((&h, &l), &o), &c)| (h + l + o + c) / 4.0)
-        .collect()
+    let open = Series::from(open);
+    let high = Series::from(high);
+    let low = Series::from(low);
+    let close = Series::from(close);
+
+    let average_price = (open + &high + &low + &close) / 4.0;
+
+    average_price.into()
 }
 
 #[cfg(test)]
diff --git a/ta_lib/price/src/median.rs b/ta_lib/price/src/median.rs
index 3f915611..fd1a88be 100644
--- a/ta_lib/price/src/median.rs
+++ b/ta_lib/price/src/median.rs
@@ -1,5 +1,12 @@
+use core::series::Series;
+
 pub fn median_price(high: &[f64], low: &[f64]) -> Vec<f64> {
-    high.iter().zip(low).map(|(&h, &l)| (h + l) / 2.0).collect()
+    let high = Series::from(high);
+    let low = Series::from(low);
+
+    let median_price = (high + &low) / 2.0;
+
+    median_price.into()
 }
 
 #[cfg(test)]
diff --git a/ta_lib/price/src/typical.rs b/ta_lib/price/src/typical.rs
index 67b5315b..7d5149c2 100644
--- a/ta_lib/price/src/typical.rs
+++ b/ta_lib/price/src/typical.rs
@@ -1,9 +1,13 @@
+use core::series::Series;
+
 pub fn typical_price(high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> {
-    high.iter()
-        .zip(low)
-        .zip(close)
-        .map(|((&h, &l), &c)| (h + l + c) / 3.0)
-        .collect()
+    let high = Series::from(high);
+    let low = Series::from(low);
+    let close = Series::from(close);
+
+    let typical_price = (high + &low + &close) / 3.0;
+
+    typical_price.into()
 }
 
 #[cfg(test)]
diff --git a/ta_lib/price/src/wcl.rs b/ta_lib/price/src/wcl.rs
index a2e6d64f..1a30eef9 100644
--- a/ta_lib/price/src/wcl.rs
+++ b/ta_lib/price/src/wcl.rs
@@ -1,9 +1,13 @@
+use core::series::Series;
+
 pub fn wcl(high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> {
-    high.iter()
-        .zip(low)
-        .zip(close)
-        .map(|((&h, &l), &c)| (h + l + (c * 2.0)) / 4.0)
-        .collect()
+    let high = Series::from(high);
+    let low = Series::from(low);
+    let close = Series::from(close);
+
+    let wcl = (high + &low + &(close * 2.0)) / 4.0;
+
+    wcl.into()
 }
 
 #[cfg(test)]
diff --git a/ta_lib/trend/src/zlema.rs b/ta_lib/trend/src/zlema.rs
index 2ef1ac83..44b61051 100644
--- a/ta_lib/trend/src/zlema.rs
+++ b/ta_lib/trend/src/zlema.rs
@@ -9,7 +9,7 @@ pub fn zlema(source: &[f64], period: usize) -> Series<f64> {
 
     let diff = &ema_first - &ema_second;
 
-    let zlema = &ema_first + &diff;
+    let zlema = ema_first + &diff;
 
     zlema
 }
diff --git a/ta_lib/utils/src/stoch.rs b/ta_lib/utils/src/stoch.rs
index eb9b2129..8268dd3b 100644
--- a/ta_lib/utils/src/stoch.rs
+++ b/ta_lib/utils/src/stoch.rs
@@ -3,12 +3,12 @@ use core::series::Series;
 pub fn stoch(high: &[f64], low: &[f64], close: &[f64], period: usize) -> Series<f64> {
     let high = Series::from(high);
     let low = Series::from(low);
+    let close = Series::from(close);
 
-    let hh = &high.highest(period);
-    let ll = &low.lowest(period);
-    let close = &Series::from(close);
+    let hh = high.highest(period);
+    let ll = low.lowest(period);
 
-    let stoch = &(100.0 * &(close - ll)) / &(hh - ll);
+    let stoch = 100.0 * (close - &ll) / &(hh - &ll);
 
     stoch
 }
diff --git a/ta_lib/volatility/src/bbands.rs b/ta_lib/volatility/src/bbands.rs
index 172c18c0..92a72f96 100644
--- a/ta_lib/volatility/src/bbands.rs
+++ b/ta_lib/volatility/src/bbands.rs
@@ -8,10 +8,10 @@ pub fn bbands(
     let source = Series::from(source);
 
     let middle_band = source.mean(period);
-    let std = source.std(period);
+    let std_mul = source.std(period) * factor;
 
-    let upper_band = &middle_band + &(factor * &std);
-    let lower_band = &middle_band - &(factor * &std);
+    let upper_band = &middle_band + &std_mul;
+    let lower_band = &middle_band - &std_mul;
 
     (upper_band, middle_band, lower_band)
 }
diff --git a/ta_lib/volume/src/lib.rs b/ta_lib/volume/src/lib.rs
index b106fb3f..1013d658 100644
--- a/ta_lib/volume/src/lib.rs
+++ b/ta_lib/volume/src/lib.rs
@@ -1,3 +1,3 @@
 pub mod mfi;
 pub mod vo;
-pub mod vwap;
+pub mod vwap;
\ No newline at end of file
diff --git a/ta_lib/volume/src/mfi.rs b/ta_lib/volume/src/mfi.rs
index c1c771af..a60dbfab 100644
--- a/ta_lib/volume/src/mfi.rs
+++ b/ta_lib/volume/src/mfi.rs
@@ -6,17 +6,17 @@ pub fn mfi(hlc3: &[f64], volume: &[f64], period: usize) -> Series<f64> {
 
     let changes = hlc3.change(1);
 
-    let volume_hlc3 = &volume * &hlc3;
+    let volume_hlc3 = volume * &hlc3;
 
-    let positive_volume = &changes.gt(0.0) * &volume_hlc3;
-    let negative_volume = &changes.lt(0.0) * &volume_hlc3;
+    let positive_volume = changes.gt(0.0) * &volume_hlc3;
+    let negative_volume = changes.lt(0.0) * &volume_hlc3;
 
     let upper = positive_volume.sum(period);
     let lower = negative_volume.sum(period);
 
-    let money_ratio = &upper / &lower;
+    let money_ratio = upper / &lower;
 
-    let mfi = 100.0 - &(100.0 / &(1.0 + &money_ratio));
+    let mfi = 100.0 - 100.0 / (1.0 + money_ratio);
 
     mfi.nz(Some(50.0))
 }
diff --git a/ta_lib/volume/src/vo.rs b/ta_lib/volume/src/vo.rs
index 1a4a7b33..cdf8c8db 100644
--- a/ta_lib/volume/src/vo.rs
+++ b/ta_lib/volume/src/vo.rs
@@ -2,10 +2,10 @@ use core::series::Series;
 use overlap::ema::ema;
 
 pub fn vo(source: &[f64], short_period: usize, long_period: usize) -> Series<f64> {
-    let vo_short = &ema(source, short_period);
-    let vo_long = &ema(source, long_period);
+    let vo_short = ema(source, short_period);
+    let vo_long = ema(source, long_period);
 
-    let vo = &(100.0 * &(vo_short - vo_long)) / vo_long;
+    let vo = 100.0 * (vo_short - &vo_long) / &vo_long;
 
     vo
 }
diff --git a/ta_lib/volume/src/vwap.rs b/ta_lib/volume/src/vwap.rs
index ee2fe071..534354e4 100644
--- a/ta_lib/volume/src/vwap.rs
+++ b/ta_lib/volume/src/vwap.rs
@@ -1,12 +1,12 @@
 use core::series::Series;
 
 pub fn vwap(hlc3: &[f64], volume: &[f64]) -> Series<f64> {
-    let hlc3 = &Series::from(hlc3);
-    let volume = &Series::from(volume);
+    let hlc3 = Series::from(hlc3);
+    let volume = Series::from(volume);
 
-    let product = hlc3 * volume;
+    let product = hlc3 * &volume;
 
-    let vwap = &product.cumsum() / &volume.cumsum();
+    let vwap = product.cumsum() / &volume.cumsum();
 
     vwap
 }