#[path = "common/mod.rs"]
mod common;
use adaq_talib::pattern::*;
use adaq_talib::utils::approx_eq_slice;
fn check_cdl(
name: &str,
f: fn(&[f64], &[f64], &[f64], &[f64]) -> Result<Vec<f64>, adaq_talib::error::TaError>,
) {
let fixture = format!("cdl_{name}.json");
let json = common::load_json(&fixture).expect("load fixture");
let open = common::load_f64_array(&json, "open").expect("open");
let high = common::load_f64_array(&json, "high").expect("high");
let low = common::load_f64_array(&json, "low").expect("low");
let close = common::load_f64_array(&json, "close").expect("close");
let expected = common::load_f64_array(&json, "expected").expect("expected");
let out = f(&open, &high, &low, &close).expect("pattern fn");
assert_eq!(out.len(), expected.len(), "length mismatch for cdl_{name}");
assert!(
approx_eq_slice(&out, &expected),
"cdl_{name} output deviates from golden vector beyond ADR 0005 tolerance"
);
}
fn base(n: usize) -> (Vec<f64>, Vec<f64>, Vec<f64>, Vec<f64>) {
let mut o = vec![];
let mut h = vec![];
let mut l = vec![];
let mut c = vec![];
for _ in 0..n {
o.push(10.0);
h.push(12.0);
l.push(8.0);
c.push(10.3);
}
(o, h, l, c)
}
#[test]
fn cdl_longleggeddoji_matches_golden_vector() {
check_cdl("longleggeddoji", cdl_longleggeddoji);
}
#[test]
fn cdl_longleggeddoji_trigger() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(30.0);
l.push(5.0);
c.push(10.02);
let out = cdl_longleggeddoji(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_longleggeddoji_reject() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(10.04);
l.push(9.98);
c.push(10.02);
let out = cdl_longleggeddoji(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_longline_matches_golden_vector() {
check_cdl("longline", cdl_longline);
}
#[test]
fn cdl_longline_trigger() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(21.0);
l.push(9.0);
c.push(20.0);
let out = cdl_longline(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_longline_reject() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(25.0);
l.push(9.5);
c.push(20.0);
let out = cdl_longline(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_matchinglow_matches_golden_vector() {
check_cdl("matchinglow", cdl_matchinglow);
}
#[test]
fn cdl_matchinglow_trigger() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(11.0);
l.push(8.0);
c.push(9.0);
o.push(10.0);
h.push(11.0);
l.push(8.0);
c.push(9.0);
let out = cdl_matchinglow(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_matchinglow_reject() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0);
h.push(11.0);
l.push(8.0);
c.push(9.0);
o.push(10.0);
h.push(11.0);
l.push(8.0);
c.push(8.0);
let out = cdl_matchinglow(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_mathold_matches_golden_vector() {
check_cdl("mathold", cdl_mathold);
}
#[test]
fn cdl_mathold_trigger() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0); h.push(21.0); l.push(9.0); c.push(20.0);
o.push(20.5); h.push(21.0); l.push(20.0); c.push(20.3);
o.push(20.2); h.push(20.3); l.push(19.8); c.push(19.95);
o.push(20.0); h.push(20.1); l.push(19.7); c.push(19.8);
o.push(20.0); h.push(22.0); l.push(19.9); c.push(22.0);
let out = cdl_mathold(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_mathold_reject() {
let (mut o, mut h, mut l, mut c) = base(14);
o.push(10.0); h.push(21.0); l.push(9.0); c.push(20.0);
o.push(19.9); h.push(20.1); l.push(19.8); c.push(20.3); o.push(20.2); h.push(20.3); l.push(19.8); c.push(19.95);
o.push(20.0); h.push(20.1); l.push(19.7); c.push(19.8);
o.push(20.0); h.push(22.0); l.push(19.9); c.push(22.0);
let out = cdl_mathold(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_morningdojistar_matches_golden_vector() {
check_cdl("morningdojistar", cdl_morningdojistar);
}
#[test]
fn cdl_morningdojistar_trigger() {
let (mut o, mut h, mut l, mut c) = base(12);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(4.0);
o.push(3.5); h.push(3.6); l.push(3.3); c.push(3.4);
o.push(4.0); h.push(7.0); l.push(3.0); c.push(6.0);
let out = cdl_morningdojistar(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_morningdojistar_reject() {
let (mut o, mut h, mut l, mut c) = base(12);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(4.0);
o.push(3.5); h.push(3.6); l.push(3.3); c.push(3.4);
o.push(4.0); h.push(5.2); l.push(3.0); c.push(5.0); let out = cdl_morningdojistar(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_morningstar_matches_golden_vector() {
check_cdl("morningstar", cdl_morningstar);
}
#[test]
fn cdl_morningstar_trigger() {
let (mut o, mut h, mut l, mut c) = base(12);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(4.0);
o.push(3.5); h.push(3.6); l.push(3.2); c.push(3.3);
o.push(4.0); h.push(7.0); l.push(3.0); c.push(6.0);
let out = cdl_morningstar(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(100.0));
}
#[test]
fn cdl_morningstar_reject() {
let (mut o, mut h, mut l, mut c) = base(12);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(4.0);
o.push(3.5); h.push(3.6); l.push(3.2); c.push(3.3);
o.push(4.0); h.push(5.2); l.push(3.0); c.push(5.0); let out = cdl_morningstar(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}
#[test]
fn cdl_onneck_matches_golden_vector() {
check_cdl("onneck", cdl_onneck);
}
#[test]
fn cdl_onneck_trigger() {
let (mut o, mut h, mut l, mut c) = base(11);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(5.0);
o.push(3.0); h.push(4.5); l.push(2.8); c.push(4.0);
let out = cdl_onneck(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(-100.0));
}
#[test]
fn cdl_onneck_reject() {
let (mut o, mut h, mut l, mut c) = base(11);
o.push(10.0); h.push(11.0); l.push(4.0); c.push(5.0);
o.push(5.0); h.push(5.5); l.push(4.8); c.push(5.0);
let out = cdl_onneck(&o, &h, &l, &c).unwrap();
assert_eq!(out.last().copied(), Some(0.0));
}