use super::*;
use crate::error::TaError;
use crate::indicator::indicator;
indicator! {
fn cdl_longleggeddoji(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_longleggeddoji_with_output init zero;
}
pub fn cdl_longleggeddoji_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_longleggeddoji_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_longleggeddoji")?;
let n = open.len();
let lookback = BODY_DOJI.avg_period.max(SHADOW_LONG.avg_period); if n <= lookback {
return Ok(());
}
let mut sum_avg_body = {
let mut s = lookback - 0 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += high_low_range(high[s], low[s]);
s += 1;
}
acc
};
let mut trail_avg_body = lookback - 0 - 10;
let mut sum_avg_shadow = {
let mut s = lookback - 0 - 0;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_shadow = lookback - 0 - 0;
let mut i = lookback;
while i < n {
let cur_avg_body = high_low_range(high[i], low[i]);
let val_avg_body = sum_avg_body / 10 as f64 * 0.1;
let cur_avg_shadow = real_body(open[i], close[i]);
let val_avg_shadow = cur_avg_shadow * 1.0;
out[i] = if cur_avg_shadow <= val_avg_body
&& (lower_shadow(open[i], low[i], close[i]) > val_avg_shadow
|| upper_shadow(open[i], high[i], close[i]) > val_avg_shadow)
{
100.0
} else {
0.0
};
sum_avg_body += cur_avg_body - high_low_range(high[trail_avg_body], low[trail_avg_body]);
trail_avg_body += 1;
sum_avg_shadow +=
cur_avg_shadow - real_body(open[trail_avg_shadow], close[trail_avg_shadow]);
trail_avg_shadow += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_longline(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_longline_with_output init zero;
}
pub fn cdl_longline_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_longline_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_longline")?;
let n = open.len();
let lookback = BODY_LONG.avg_period.max(SHADOW_SHORT.avg_period); if n <= lookback {
return Ok(());
}
let mut sum_avg_body = {
let mut s = lookback - 0 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body = lookback - 0 - 10;
let mut sum_avg_shadow = {
let mut s = lookback - 0 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += upper_shadow(open[s], high[s], close[s])
+ lower_shadow(open[s], low[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_shadow = lookback - 0 - 10;
let mut i = lookback;
while i < n {
let cur_avg_body = real_body(open[i], close[i]);
let val_avg_body = sum_avg_body / 10 as f64 * 1.0;
let cur_upper = upper_shadow(open[i], high[i], close[i]);
let cur_lower = lower_shadow(open[i], low[i], close[i]);
let cur_avg_shadow = cur_upper + cur_lower;
let val_avg_shadow = sum_avg_shadow / 10 as f64 * 1.0 / 2.0;
out[i] = if cur_avg_body > val_avg_body
&& cur_upper < val_avg_shadow
&& cur_lower < val_avg_shadow
{
candle_color(open[i], close[i]) * 100.0
} else {
0.0
};
sum_avg_body += cur_avg_body - real_body(open[trail_avg_body], close[trail_avg_body]);
trail_avg_body += 1;
sum_avg_shadow += cur_avg_shadow
- (upper_shadow(
open[trail_avg_shadow],
high[trail_avg_shadow],
close[trail_avg_shadow],
) + lower_shadow(
open[trail_avg_shadow],
low[trail_avg_shadow],
close[trail_avg_shadow],
));
trail_avg_shadow += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_matchinglow(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_matchinglow_with_output init zero;
}
pub fn cdl_matchinglow_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_matchinglow_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_matchinglow")?;
let n = open.len();
let lookback = EQUAL.avg_period + 1; if n <= lookback {
return Ok(());
}
let mut sum_avg_eq = {
let mut s = lookback - 1 - 5;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += high_low_range(high[s], low[s]);
s += 1;
}
acc
};
let mut trail_avg_eq = lookback - 1 - 5;
let mut i = lookback;
while i < n {
let cur_avg_eq = high_low_range(high[i - 1], low[i - 1]);
let val_avg_eq = sum_avg_eq / 5 as f64 * 0.05;
out[i] = if candle_color(open[i - 1], close[i - 1]) == -1.0 && candle_color(open[i], close[i]) == -1.0 && close[i] <= close[i - 1] + val_avg_eq
&& close[i] >= close[i - 1] - val_avg_eq
{
100.0
} else {
0.0
};
sum_avg_eq += cur_avg_eq - high_low_range(high[trail_avg_eq], low[trail_avg_eq]);
trail_avg_eq += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_mathold(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_mathold_with_output init zero;
}
pub fn cdl_mathold_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_mathold_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_mathold")?;
let n = open.len();
let lookback = BODY_SHORT.avg_period.max(BODY_LONG.avg_period) + 4; if n <= lookback {
return Ok(());
}
let penetration = 0.5; let mut sum_avg_body_long = {
let mut s = lookback - 4 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 4) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_long = lookback - 4 - 10;
let mut sum_avg_body_short3 = {
let mut s = lookback - 3 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 3) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short3 = lookback - 3 - 10;
let mut sum_avg_body_short2 = {
let mut s = lookback - 2 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 2) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short2 = lookback - 2 - 10;
let mut sum_avg_body_short1 = {
let mut s = lookback - 1 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short1 = lookback - 1 - 10;
let mut i = lookback;
while i < n {
let cur_avg_body_long = real_body(open[i - 4], close[i - 4]);
let val_avg_body_long = sum_avg_body_long / 10 as f64 * 1.0;
let cur_avg_body_short3 = real_body(open[i - 3], close[i - 3]);
let val_avg_body_short3 = sum_avg_body_short3 / 10 as f64 * 1.0;
let cur_avg_body_short2 = real_body(open[i - 2], close[i - 2]);
let val_avg_body_short2 = sum_avg_body_short2 / 10 as f64 * 1.0;
let cur_avg_body_short1 = real_body(open[i - 1], close[i - 1]);
let val_avg_body_short1 = sum_avg_body_short1 / 10 as f64 * 1.0;
out[i] = if real_body(open[i - 4], close[i - 4]) > val_avg_body_long
&& real_body(open[i - 3], close[i - 3]) < val_avg_body_short3
&& real_body(open[i - 2], close[i - 2]) < val_avg_body_short2
&& real_body(open[i - 1], close[i - 1]) < val_avg_body_short1
&& candle_color(open[i - 4], close[i - 4]) == 1.0
&& candle_color(open[i - 3], close[i - 3]) == -1.0
&& candle_color(open[i], close[i]) == 1.0
&& real_body_gap_up(open[i - 3], close[i - 3], open[i - 4], close[i - 4])
&& body_low(open[i - 2], close[i - 2]) < close[i - 4]
&& body_low(open[i - 1], close[i - 1]) < close[i - 4]
&& body_low(open[i - 2], close[i - 2])
> close[i - 4] - real_body(open[i - 4], close[i - 4]) * penetration
&& body_low(open[i - 1], close[i - 1])
> close[i - 4] - real_body(open[i - 4], close[i - 4]) * penetration
&& body_high(open[i - 2], close[i - 2]) < open[i - 3]
&& body_high(open[i - 1], close[i - 1]) < body_high(open[i - 2], close[i - 2])
&& open[i] > close[i - 1]
&& close[i] > high[i - 3].max(high[i - 2]).max(high[i - 1])
{
100.0
} else {
0.0
};
sum_avg_body_long +=
cur_avg_body_long - real_body(open[trail_avg_body_long], close[trail_avg_body_long]);
trail_avg_body_long += 1;
sum_avg_body_short3 += cur_avg_body_short3
- real_body(open[trail_avg_body_short3], close[trail_avg_body_short3]);
trail_avg_body_short3 += 1;
sum_avg_body_short2 += cur_avg_body_short2
- real_body(open[trail_avg_body_short2], close[trail_avg_body_short2]);
trail_avg_body_short2 += 1;
sum_avg_body_short1 += cur_avg_body_short1
- real_body(open[trail_avg_body_short1], close[trail_avg_body_short1]);
trail_avg_body_short1 += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_morningstar(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_morningstar_with_output init zero;
}
pub fn cdl_morningstar_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_morningstar_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_morningstar")?;
let n = open.len();
let lookback = BODY_SHORT.avg_period.max(BODY_LONG.avg_period) + 2; if n <= lookback {
return Ok(());
}
let penetration = 0.3; let mut sum_avg_body_long = {
let mut s = lookback - 2 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 2) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_long = lookback - 2 - 10;
let mut sum_avg_body_short = {
let mut s = lookback - 1 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short = lookback - 1 - 10;
let mut sum_avg_body_short2 = {
let mut s = lookback - 0 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short2 = lookback - 0 - 10;
let mut i = lookback;
while i < n {
let cur_avg_body_long = real_body(open[i - 2], close[i - 2]);
let val_avg_body_long = sum_avg_body_long / 10 as f64 * 1.0;
let cur_avg_body_short = real_body(open[i - 1], close[i - 1]);
let val_avg_body_short = sum_avg_body_short / 10 as f64 * 1.0;
let cur_avg_body_short2 = real_body(open[i], close[i]);
let val_avg_body_short2 = sum_avg_body_short2 / 10 as f64 * 1.0;
out[i] = if real_body(open[i - 2], close[i - 2]) > val_avg_body_long
&& candle_color(open[i - 2], close[i - 2]) == -1.0
&& real_body(open[i - 1], close[i - 1]) <= val_avg_body_short
&& real_body_gap_down(open[i - 1], close[i - 1], open[i - 2], close[i - 2])
&& cur_avg_body_short2 > val_avg_body_short2
&& candle_color(open[i], close[i]) == 1.0
&& close[i] > close[i - 2] + real_body(open[i - 2], close[i - 2]) * penetration
{
100.0
} else {
0.0
};
sum_avg_body_long +=
cur_avg_body_long - real_body(open[trail_avg_body_long], close[trail_avg_body_long]);
trail_avg_body_long += 1;
sum_avg_body_short +=
cur_avg_body_short - real_body(open[trail_avg_body_short], close[trail_avg_body_short]);
trail_avg_body_short += 1;
sum_avg_body_short2 += cur_avg_body_short2
- real_body(open[trail_avg_body_short2], close[trail_avg_body_short2]);
trail_avg_body_short2 += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_morningdojistar(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_morningdojistar_with_output init zero;
}
pub fn cdl_morningdojistar_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_morningdojistar_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_morningdojistar")?;
let n = open.len();
let lookback = BODY_DOJI
.avg_period
.max(BODY_LONG.avg_period)
.max(BODY_SHORT.avg_period)
+ 2; if n <= lookback {
return Ok(());
}
let penetration = 0.3; let mut sum_avg_body_long = {
let mut s = lookback - 2 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 2) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_long = lookback - 2 - 10;
let mut sum_avg_body_doji = {
let mut s = lookback - 1 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += high_low_range(high[s], low[s]);
s += 1;
}
acc
};
let mut trail_avg_body_doji = lookback - 1 - 10;
let mut sum_avg_body_short = {
let mut s = lookback - 0 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 0) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body_short = lookback - 0 - 10;
let mut i = lookback;
while i < n {
let cur_avg_body_long = real_body(open[i - 2], close[i - 2]);
let val_avg_body_long = sum_avg_body_long / 10 as f64 * 1.0;
let cur_avg_body_doji = high_low_range(high[i - 1], low[i - 1]);
let val_avg_body_doji = sum_avg_body_doji / 10 as f64 * 0.1;
let cur_avg_body_short = real_body(open[i], close[i]);
let val_avg_body_short = sum_avg_body_short / 10 as f64 * 1.0;
out[i] = if real_body(open[i - 2], close[i - 2]) > val_avg_body_long
&& candle_color(open[i - 2], close[i - 2]) == -1.0
&& real_body(open[i - 1], close[i - 1]) <= val_avg_body_doji
&& real_body_gap_down(open[i - 1], close[i - 1], open[i - 2], close[i - 2])
&& cur_avg_body_short > val_avg_body_short
&& candle_color(open[i], close[i]) == 1.0
&& close[i] > close[i - 2] + real_body(open[i - 2], close[i - 2]) * penetration
{
100.0
} else {
0.0
};
sum_avg_body_long +=
cur_avg_body_long - real_body(open[trail_avg_body_long], close[trail_avg_body_long]);
trail_avg_body_long += 1;
sum_avg_body_doji +=
cur_avg_body_doji - high_low_range(high[trail_avg_body_doji], low[trail_avg_body_doji]);
trail_avg_body_doji += 1;
sum_avg_body_short +=
cur_avg_body_short - real_body(open[trail_avg_body_short], close[trail_avg_body_short]);
trail_avg_body_short += 1;
i += 1;
}
Ok(())
}
indicator! {
fn cdl_onneck(open: &[f64], high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> with cdl_onneck_with_output init zero;
}
pub fn cdl_onneck_with_output(
open: &[f64],
high: &[f64],
low: &[f64],
close: &[f64],
out: &mut [f64],
) -> Result<(), TaError> {
if out.len() != open.len() {
return Err(TaError::BadParam(
"cdl_onneck_with_output: out length must equal input length".into(),
));
}
check_ohlc(open, high, low, close, "cdl_onneck")?;
let n = open.len();
let lookback = EQUAL.avg_period.max(BODY_LONG.avg_period) + 1; if n <= lookback {
return Ok(());
}
let mut sum_avg_eq = {
let mut s = lookback - 1 - 5;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += high_low_range(high[s], low[s]);
s += 1;
}
acc
};
let mut trail_avg_eq = lookback - 1 - 5;
let mut sum_avg_body = {
let mut s = lookback - 1 - 10;
let mut acc = 0.0_f64;
while s < (lookback - 1) {
acc += real_body(open[s], close[s]);
s += 1;
}
acc
};
let mut trail_avg_body = lookback - 1 - 10;
let mut i = lookback;
while i < n {
let cur_avg_eq = high_low_range(high[i - 1], low[i - 1]);
let val_avg_eq = sum_avg_eq / 5 as f64 * 0.05;
let cur_avg_body = real_body(open[i - 1], close[i - 1]);
let val_avg_body = sum_avg_body / 10 as f64 * 1.0;
out[i] = if candle_color(open[i - 1], close[i - 1]) == -1.0 && real_body(open[i - 1], close[i - 1]) > val_avg_body && candle_color(open[i], close[i]) == 1.0 && open[i] < low[i - 1] && close[i] <= low[i - 1] + val_avg_eq
&& close[i] >= low[i - 1] - val_avg_eq
{
-100.0
} else {
0.0
};
sum_avg_eq += cur_avg_eq - high_low_range(high[trail_avg_eq], low[trail_avg_eq]);
trail_avg_eq += 1;
sum_avg_body += cur_avg_body - real_body(open[trail_avg_body], close[trail_avg_body]);
trail_avg_body += 1;
i += 1;
}
Ok(())
}