remove previous_values and now use ema 2.0

README.md

@@ -16,26 +16,16 @@ or add `romulodl/macd` to your `composer.json`. Please check the latest version
 
 ```php
 $macd = new Romulodl\Macd();
-$macd->calculate(array $values, array $previous_values = [], int $short_period = 12, int $long_period = 26);
+$macd->calculate(array $values, int $short_period = 12, int $long_period = 26);
 //returns a float value
 ```
 
 For example:
 ```php
 $macd = new Romulodl\Macd();
-$macd->calculate([10, 12, 14, 20, 14, 10, 11]);
+$macd->calculate([1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26]);
 ```
 
-#### What is `$previous_values` for?
-
-The EMA calculation (used by the MACD) is based on the previous round of calculation. So the n round depends on n - 1 results.
-Then what is n - 1 for the first calculation? If `$previous_values` is not available, it uses a simple moving average
-for it. With `$previous_values` set, it will start the calculation of the EMA before and the result will be more
-accurate (at least closest to what Trading view shows.)
-
-It is recommended that you use the same ammount of `$values` and `$previous_values` for more accurate results. FOr example, send the previous 26 values when calculating a default MACD(12, 26). 
-
-
 ## Why did you do this?
 
 The PECL Trading extension is crap and not everyone wants to install it.

composer.json

@@ -12,7 +12,7 @@
     }
   ],
   "require": {
-    "romulodl/ema": "^1.3"
+    "romulodl/ema": "^2.0"
   },
   "autoload": {
     "psr-4": {

src/Macd.php

@@ -14,33 +14,13 @@ public function __construct($ema = null) {
 	 * Calculate the MACD based on this formula
 	 * macd: (EMA($short_period) - EMA($long_period))
 	 */
-	public function calculate(
-		array $values,
-		array $previous_values = [],
-		int $short_period = 12,
-		int $long_period = 26
-	) : float
+	public function calculate(array $values, int $short_period = 12, int $long_period = 26) : float
 	{
-		if (empty($values)) {
-			throw new \Exception('[' . __METHOD__ . '] $values parameters is empty');
+		if (empty($values) || count($values) < $long_period) {
+			throw new \Exception('[' . __METHOD__ . '] $values parameters is invalid');
 		}
 
-		if (count($values) !== $long_period) {
-			throw new \Exception(
-				'[' . __METHOD__ . '] $values parameter has to contain ' . $long_period . ' prices'
-			);
-		}
-
-		$total_values = array_merge($previous_values, $values);
-		$short_prev_values = [];
-		if (!empty($previous_values) && $total_values >= $short_period * 2) {
-			$short_prev_values = array_slice($total_values, (-1 * $short_period) * 2, $short_period);
-		}
-
-		return round(
-			$this->ema->calculate(array_slice($values, (-1 * $short_period)), $short_prev_values) -
-			$this->ema->calculate($values, $previous_values),
-			2
-		);
+		return $this->ema->calculate($values, $short_period) -
+			$this->ema->calculate($values, $long_period);
 	}
 }

tests/testMacd.php

@@ -27,7 +27,6 @@ public function testCalculateMacdWithInvalidValues(): void
 		$values = [
 			9310.73
 		];
-		//15/05/2020
 
 		$this->expectException(Exception::class);
 
@@ -37,102 +36,26 @@ public function testCalculateMacdWithInvalidValues(): void
 
 	public function testCalculateMacdWithDefaultValues(): void
 	{
-		$values = [
-			6825.29,
-			6838,
-			7120.06,
-			7483.35,
-			7504.11,
-			7534.01,
-			7694.17,
-			7774,
-			7735.75,
-			8784.20,
-			8624.76,
-			8830.52,
-			8975.18,
-			8900,
-			8873.98,
-			9022.78,
-			9148.27,
-			9995,
-			9807.49,
-			9550.67,
-			8719.53,
-			8561.09,
-			8808.71,
-			9305.91,
-			9786.80,
-			9310.73
-		];
-		//15/05/2020
+		$val = require(__DIR__ . '/values.php');
+		$values = [];
+		foreach ($val as $v) {
+			$values[] = $v[2];
+		}
+		$values = array_slice($values, -26);
 
 		$macd = new Macd();
-		$this->assertSame(393.77, $macd->calculate($values));
+		$this->assertSame(-83.84, round($macd->calculate($values), 2));
 	}
 
 	public function testCalculateMacdWithAllValues(): void
 	{
-		$previous_values = [
-			6673.41,
-			6733.76,
-			6353.64,
-			6230.95,
-			5876.27,
-			6391.08,
-			6407.10,
-			6641.51,
-			6791.63,
-			6729.80,
-			6851.10,
-			6768.90,
-			7325.73,
-			7192.90,
-			7357.66,
-			7278.65,
-			6857.82,
-			6874.18,
-			6900.52,
-			6834,
-			6864.11,
-			6616.89,
-			7098.15,
-			7022.44,
-			7242.42,
-			7118.03
-		];
-
-		$values = [
-			6825.29,
-			6838,
-			7120.06,
-			7483.35,
-			7504.11,
-			7534.01,
-			7694.17,
-			7774,
-			7735.75,
-			8784.20,
-			8624.76,
-			8830.52,
-			8975.18,
-			8900,
-			8873.98,
-			9022.78,
-			9148.27,
-			9995,
-			9807.49,
-			9550.67,
-			8719.53,
-			8561.09,
-			8808.71,
-			9305.91,
-			9786.80,
-			9310.73
-		];
-		//15/05/2020
+		$val = require(__DIR__ . '/values.php');
+		$values = [];
+		foreach ($val as $v) {
+			$values[] = $v[2];
+		}
 
 		$macd = new Macd();
-		$this->assertSame(494.57, $macd->calculate($values, $previous_values, 12, 26));
+		$this->assertSame(152.24, round($macd->calculate($values), 2));
 	}
 }