//! `Abs` — one-input f64 absolute value. Turns a signed delta (e.g. the //! negative-side split of a price change) into a positive magnitude, e.g. //! RSI-class signals' `loss = Abs(Min(delta, 0))`. Emits `None` until its //! input has a value. use aura_core::{Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, PortSpec, PrimitiveBuilder, ScalarKind}; /// One-input f64 absolute value, `value.abs()`. Emits `None` until its input /// has a value (warm-up filter, C8). pub struct Abs { out: [Cell; 1], } impl Abs { pub fn new() -> Self { Self { out: [Cell::from_f64(0.0)] } } pub fn builder() -> PrimitiveBuilder { PrimitiveBuilder::new( "Abs", NodeSchema { inputs: vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "value".into() }], output: vec![FieldSpec { name: "value".into(), kind: ScalarKind::F64 }], params: vec![], doc: "absolute value of the input series", }, |_| Box::new(Abs::new()), ) } } impl Default for Abs { fn default() -> Self { Self::new() } } impl Node for Abs { fn lookbacks(&self) -> Vec { vec![1] } fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> { let w = ctx.f64_in(0); if w.is_empty() { return None; } self.out[0] = Cell::from_f64(w[0].abs()); Some(&self.out) } fn label(&self) -> String { "Abs".to_string() } } #[cfg(test)] mod tests { use super::*; use aura_core::{AnyColumn, Scalar, Timestamp}; #[test] fn abs_of_negative_and_positive_is_the_magnitude() { let mut a = Abs::new(); let mut inputs = vec![AnyColumn::with_capacity(ScalarKind::F64, 1)]; inputs[0].push(Scalar::f64(-3.0)).unwrap(); assert_eq!(a.eval(Ctx::new(&inputs, Timestamp(0))), Some([Cell::from_f64(3.0)].as_slice())); inputs[0].push(Scalar::f64(3.0)).unwrap(); assert_eq!(a.eval(Ctx::new(&inputs, Timestamp(0))), Some([Cell::from_f64(3.0)].as_slice())); } #[test] fn abs_is_none_until_input_present() { let mut a = Abs::new(); let inputs = vec![AnyColumn::with_capacity(ScalarKind::F64, 1)]; assert_eq!(a.eval(Ctx::new(&inputs, Timestamp(0))), None); } }