Rolling Moving Average (RMA).

README.md

@@ -42,7 +42,7 @@ The following list of indicators are currently supported by this package:
 - [Moving Sum](trend/README.md#type-movingsum)
 - Parabolic SAR
 - [Random Index (KDJ)](trend/README.md#type-kdj)
-- Rolling Moving Average (RMA)
+- [Rolling Moving Average (RMA)](trend/README.md#type-rma)
 - [Simple Moving Average (SMA)](trend/README.md#type-sma)
 - [Since Change](helper/README.md#func-since)
 - [Triple Exponential Moving Average (TEMA)](trend/README.md#type-tema)

trend/README.md

@@ -62,6 +62,9 @@ The information provided on this project is strictly for informational purposes
 - [type MovingSum](<#MovingSum>)
   - [func NewMovingSum\[T helper.Number\]\(\) \*MovingSum\[T\]](<#NewMovingSum>)
   - [func \(m \*MovingSum\[T\]\) Compute\(c \<\-chan T\) \<\-chan T](<#MovingSum[T].Compute>)
+- [type Rma](<#Rma>)
+  - [func NewRma\[T helper.Number\]\(\) \*Rma\[T\]](<#NewRma>)
+  - [func \(rma \*Rma\[T\]\) Compute\(c \<\-chan T\) \<\-chan T](<#Rma[T].Compute>)
 - [type Sma](<#Sma>)
   - [func NewSma\[T helper.Number\]\(\) \*Sma\[T\]](<#NewSma>)
   - [func \(s \*Sma\[T\]\) Compute\(c \<\-chan T\) \<\-chan T](<#Sma[T].Compute>)
@@ -169,6 +172,15 @@ const (
 )
 ```
 
+<a name="DefaultRmaPeriod"></a>
+
+```go
+const (
+    // DefaultRmaPeriod is the default RMA period.
+    DefaultRmaPeriod = 20
+)
+```
+
 <a name="DefaultSmaPeriod"></a>
 
 ```go
@@ -685,6 +697,50 @@ func (m *MovingSum[T]) Compute(c <-chan T) <-chan T
 
 Compute function takes a channel of numbers and computes the Moving Sum over the specified period.
 
+<a name="Rma"></a>
+## type [Rma](<https://github.com/cinar/indicator/blob/v2/trend/rma.go#L25-L28>)
+
+Rma represents the parameters for calculating Rolling Moving Average \(RMA\).
+
+```
+R[0] to R[p-1] is SMA(values)
+R[p] and after is R[i] = ((R[i-1]*(p-1)) + v[i]) / p
+```
+
+Example:
+
+```
+rma := trend.NewRma[float64]()
+rma.Period = 10
+
+result := rma.Compute(c)
+```
+
+```go
+type Rma[T helper.Number] struct {
+    // Time period.
+    Period int
+}
+```
+
+<a name="NewRma"></a>
+### func [NewRma](<https://github.com/cinar/indicator/blob/v2/trend/rma.go#L31>)
+
+```go
+func NewRma[T helper.Number]() *Rma[T]
+```
+
+NewRma function initializes a new RMA instance with the default parameters.
+
+<a name="Rma[T].Compute"></a>
+### func \(\*Rma\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/v2/trend/rma.go#L38>)
+
+```go
+func (rma *Rma[T]) Compute(c <-chan T) <-chan T
+```
+
+Compute function takes a channel of numbers and computes the RMA over the specified period.
+
 <a name="Sma"></a>
 ## type [Sma](<https://github.com/cinar/indicator/blob/v2/trend/sma.go#L23-L26>)
 

trend/rma.go

@@ -0,0 +1,58 @@
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package trend
+
+import "github.com/cinar/indicator/helper"
+
+const (
+	// DefaultRmaPeriod is the default RMA period.
+	DefaultRmaPeriod = 20
+)
+
+// Rma represents the parameters for calculating Rolling Moving Average (RMA).
+//
+//	R[0] to R[p-1] is SMA(values)
+//	R[p] and after is R[i] = ((R[i-1]*(p-1)) + v[i]) / p
+//
+// Example:
+//
+//	rma := trend.NewRma[float64]()
+//	rma.Period = 10
+//
+//	result := rma.Compute(c)
+type Rma[T helper.Number] struct {
+	// Time period.
+	Period int
+}
+
+// NewRma function initializes a new RMA instance with the default parameters.
+func NewRma[T helper.Number]() *Rma[T] {
+	return &Rma[T]{
+		Period: DefaultRmaPeriod,
+	}
+}
+
+// Compute function takes a channel of numbers and computes the RMA over the specified period.
+func (rma *Rma[T]) Compute(c <-chan T) <-chan T {
+	result := make(chan T, cap(c))
+
+	go func() {
+		defer close(result)
+
+		// Initial RMA value is the SMA.
+		sma := NewSma[T]()
+		sma.Period = rma.Period
+
+		before := <-sma.Compute(helper.Head(c, rma.Period))
+		result <- before
+
+		for n := range c {
+			before = ((before * T(rma.Period-1)) + n) / T(rma.Period)
+			result <- before
+		}
+	}()
+
+	return result
+}

trend/rma_test.go

@@ -0,0 +1,41 @@
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package trend_test
+
+import (
+	"testing"
+
+	"github.com/cinar/indicator/helper"
+	"github.com/cinar/indicator/trend"
+)
+
+func TestRma(t *testing.T) {
+	type Data struct {
+		Close float64
+		Rma   float64
+	}
+
+	input, err := helper.ReadFromCsvFile[Data]("testdata/rma.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	inputs := helper.Duplicate(input, 2)
+	closing := helper.Map(inputs[0], func(d *Data) float64 { return d.Close })
+	expected := helper.Map(inputs[1], func(d *Data) float64 { return d.Rma })
+
+	rma := trend.NewRma[float64]()
+	rma.Period = 15
+
+	actual := rma.Compute(closing)
+	actual = helper.RoundDigits(actual, 2)
+
+	expected = helper.Skip(expected, rma.Period-1)
+
+	err = helper.CheckEquals(actual, expected)
+	if err != nil {
+		t.Fatal(err)
+	}
+}