aosc

ta_lib/momentum/src/aosc.rs

@@ -0,0 +1,47 @@
+use overlap::sma::sma;
+use price::median::median_price;
+
+pub fn aosc(
+    high: &[f64],
+    low: &[f64],
+    short_period: usize,
+    long_period: usize,
+) -> Vec<Option<f64>> {
+    let median_price = median_price(high, low);
+    let median_price_values = median_price
+        .iter()
+        .map(|&x| x.unwrap_or(0.0))
+        .collect::<Vec<_>>();
+
+    let ao_short = sma(&median_price_values, short_period);
+    let ao_long = sma(&median_price_values, long_period);
+
+    ao_short
+        .iter()
+        .zip(&ao_long)
+        .map(|(&short, &long)| match (short, long) {
+            (Some(short), Some(long)) => Some(short - long),
+            _ => None,
+        })
+        .collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_aosc() {
+        let high = &[3.0, 4.0, 5.0, 6.0, 7.0];
+        let low = &[1.0, 2.0, 3.0, 4.0, 5.0];
+
+        let short_period = 2;
+        let long_period = 4;
+
+        let result = aosc(high, low, short_period, long_period);
+
+        let expected_result = vec![None, None, None, Some(1.0), Some(1.0)];
+
+        assert_eq!(result, expected_result);
+    }
+}

ta_lib/momentum/src/lib.rs

@@ -1,2 +1,3 @@
+pub mod aosc;
 pub mod macd;
 pub mod rsi;