median, avg prices

ta_lib/price/src/avg.rs

@@ -0,0 +1,32 @@
+pub fn average_price(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<Option<f64>> {
+    let len = high.len();
+
+    if len != low.len() || len != open.len() || len != close.len() {
+        return vec![None; len];
+    }
+
+    high.iter()
+        .zip(low)
+        .zip(open)
+        .zip(close)
+        .map(|(((&h, &l), &o), &c)| Some((h + l + o + c) / 4.0))
+        .collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_average_price() {
+        let open = vec![1.5, 3.0, 4.5];
+        let high = vec![2.0, 4.0, 6.0];
+        let low = vec![1.0, 2.0, 3.0];
+        let close = vec![1.75, 3.5, 5.25];
+
+        let expected = vec![Some(1.5625), Some(3.125), Some(4.6875)];
+        let result = average_price(&open, &high, &low, &close);
+
+        assert_eq!(result, expected);
+    }
+}

ta_lib/price/src/lib.rs

@@ -1 +1,3 @@
+pub mod avg;
+pub mod median;
 pub mod typical;

ta_lib/price/src/median.rs

@@ -0,0 +1,28 @@
+pub fn median_price(high: &[f64], low: &[f64]) -> Vec<Option<f64>> {
+    let len = high.len();
+
+    if len != low.len() {
+        return vec![None; len];
+    }
+
+    high.iter()
+        .zip(low)
+        .map(|(&h, &l)| Some((h + l) / 2.0))
+        .collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_median_price() {
+        let high = vec![1.0, 2.0, 3.0];
+        let low = vec![0.5, 1.0, 2.0];
+
+        let expected = vec![Some(0.75), Some(1.5), Some(2.5)];
+        let result = median_price(&high, &low);
+
+        assert_eq!(result, expected);
+    }
+}