From ed08bd275d1607e6d8a4f6e327f98cf08c7a8ab5 Mon Sep 17 00:00:00 2001
From: "Luke I. Wilson" <thelukaswils@gmail.com>
Date: Sat, 20 May 2023 13:01:12 -0500
Subject: [PATCH] Use type safety for RSI indicator

---
 indicators.go      | 24 ++++++++++++------------
 indicators_test.go | 12 ++++++------
 2 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/indicators.go b/indicators.go
index a535311..32d11af 100644
--- a/indicators.go
+++ b/indicators.go
@@ -7,28 +7,28 @@ import "math"
 // Traditionally, an RSI reading of 70 or above indicates an overbought condition, and a reading of 30 or below indicates an oversold condition.
 //
 // Typically, the RSI is calculated with a period of 14 days.
-func RSI(series *Series, periods int) *Series {
+func RSI(series *FloatSeries, periods int) *FloatSeries {
 	// Calculate the difference between each day's close and the previous day's close.
-	delta := series.Copy().Map(func(i int, v interface{}) interface{} {
+	delta := series.Copy().MapReverse(func(i int, v float64) float64 {
 		if i == 0 {
-			return float64(0)
+			return 0
 		}
-		return v.(float64) - series.Value(i-1).(float64)
+		return v - series.Value(i-1)
 	})
 	// Calculate the average gain and average loss.
-	avgGain := delta.Copy().
-		Map(func(i int, val interface{}) interface{} { return math.Max(val.(float64), 0) }).
-		Rolling(periods).Average()
-	avgLoss := delta.Copy().
-		Map(func(i int, val interface{}) interface{} { return math.Abs(math.Min(val.(float64), 0)) }).
-		Rolling(periods).Average()
+	avgGain := &FloatSeries{delta.Copy().
+		Map(func(i int, val float64) float64 { return math.Max(val, 0) }).
+		Rolling(periods).Average()}
+	avgLoss := &FloatSeries{delta.Copy().
+		Map(func(i int, val float64) float64 { return math.Abs(math.Min(val, 0)) }).
+		Rolling(periods).Average()}
 	// Calculate the RSI.
-	return avgGain.Map(func(i int, val interface{}) interface{} {
+	return avgGain.Map(func(i int, val float64) float64 {
 		loss := avgLoss.Float(i)
 		if loss == 0 {
 			return float64(100)
 		}
-		return float64(100. - 100./(1.+val.(float64)/loss))
+		return float64(100. - 100./(1.+val/loss))
 	})
 }
 
diff --git a/indicators_test.go b/indicators_test.go
index a53b2d7..deead57 100644
--- a/indicators_test.go
+++ b/indicators_test.go
@@ -5,16 +5,16 @@ import (
 )
 
 func TestRSI(t *testing.T) {
-	prices := NewSeries("Prices", 1., 0., 2., 1., 3., 2., 4., 3., 5., 4., 6., 5., 7., 6.)
+	prices := NewFloatSeries("Prices", 1, 0, 2, 1, 3, 2, 4, 3, 5, 4, 6, 5, 7, 6)
 	rsi := RSI(prices, 14)
 	if rsi.Len() != 14 {
 		t.Errorf("RSI length is %d, expected 14", rsi.Len())
 	}
-	if !EqualApprox(rsi.Float(0), 100) {
-		t.Errorf("RSI[0] is %f, expected 0", rsi.Float(0))
+	if !EqualApprox(rsi.Value(0), 100) {
+		t.Errorf("RSI[0] is %f, expected 100", rsi.Value(0))
 	}
 	// TODO: check the expected RSI
-	// if !EqualApprox(rsi.Float(-1), 61.02423) {
-	// 	t.Errorf("RSI[-1] is %f, expected 100", rsi.Float(-1))
-	// }
+	if !EqualApprox(rsi.Value(-1), 63.157895) {
+		t.Errorf("RSI[-1] is %f, expected 63.157895", rsi.Value(-1))
+	}
 }