use crate::model::Bar;
use crate::studies::{Indicator, IndicatorValue};
use crate::tokens::DESIGN_TOKENS;
use egui::Color32;
#[derive(Clone)]
pub struct AccumulationSwingIndex {
limit_move: f64,
values: Vec<IndicatorValue>,
color: Color32,
visible: bool,
}
impl AccumulationSwingIndex {
pub fn new(limit_move: f64) -> Self {
Self {
limit_move,
values: Vec::new(),
color: DESIGN_TOKENS.semantic.extended.bullish, visible: true,
}
}
pub fn with_color(mut self, color: Color32) -> Self {
self.color = color;
self
}
fn calculate_swing_idx(current: &Bar, prev: &Bar, limit: f64) -> f64 {
let c = current.close;
let cy = prev.close;
let h = current.high;
let l = current.low;
let o = current.open;
let oy = prev.open;
let k = (h - cy).abs().max((l - cy).abs());
let r;
let h_cy = (h - cy).abs();
let l_cy = (l - cy).abs();
let h_l = h - l;
let cy_oy = (cy - oy).abs();
if h_cy >= l_cy && h_cy >= h_l {
r = h_cy - 0.5 * l_cy + 0.25 * cy_oy;
} else if l_cy >= h_cy && l_cy >= h_l {
r = l_cy - 0.5 * h_cy + 0.25 * cy_oy;
} else {
r = h_l + 0.25 * cy_oy;
}
if r == 0.0 {
return 0.0;
}
50.0 * ((c - cy) + 0.5 * (c - o) + 0.25 * (cy - oy)) / r * (k / limit)
}
}
impl Default for AccumulationSwingIndex {
fn default() -> Self {
Self::new(1000.0)
}
}
impl Indicator for AccumulationSwingIndex {
fn name(&self) -> &str {
"ASI"
}
fn desc(&self) -> &str {
"Accumulation Swing Index - Cumulative swing index"
}
fn calculate(&mut self, data: &[Bar]) {
self.values.clear();
if data.len() < 2 {
for _ in 0..data.len() {
self.values.push(IndicatorValue::None);
}
return;
}
let mut cumulative = 0.0;
self.values.push(IndicatorValue::Single(0.0));
for i in 1..data.len() {
let si = Self::calculate_swing_idx(&data[i], &data[i - 1], self.limit_move);
cumulative += si;
self.values.push(IndicatorValue::Single(cumulative));
}
}
fn values(&self) -> &[IndicatorValue] {
&self.values
}
fn colors(&self) -> Vec<Color32> {
vec![self.color]
}
fn set_colors(&mut self, colors: Vec<Color32>) {
if !colors.is_empty() {
self.color = colors[0];
}
}
fn is_overlay(&self) -> bool {
false
}
fn is_visible(&self) -> bool {
self.visible
}
fn set_visible(&mut self, visible: bool) {
self.visible = visible;
}
fn clone_box(&self) -> Box<dyn Indicator> {
Box::new(self.clone())
}
fn line_names(&self) -> Vec<String> {
vec!["ASI".to_string()]
}
}
#[cfg(test)]
mod tests {
use super::*;
use chrono::Utc;
fn make_bar(open: f64, high: f64, low: f64, close: f64) -> Bar {
Bar {
time: Utc::now(),
open,
high,
low,
close,
volume: 1000.0,
}
}
#[test]
fn test_asi_calculation() {
let mut asi = AccumulationSwingIndex::new(100.0);
let data = vec![
make_bar(100.0, 102.0, 98.0, 101.0),
make_bar(101.0, 104.0, 100.0, 103.0),
make_bar(103.0, 106.0, 102.0, 105.0),
];
asi.calculate(&data);
assert_eq!(asi.values.len(), 3);
if let (IndicatorValue::Single(v1), IndicatorValue::Single(v2)) =
(&asi.values[1], &asi.values[2])
{
assert!(v2 > v1, "ASI should increase in uptrend");
}
}
}