use crate::model::Bar;
use crate::studies::{Indicator, IndicatorValue};
use crate::tokens::DESIGN_TOKENS;
use egui::Color32;
#[derive(Clone)]
pub struct CenterOfGravity {
period: usize,
values: Vec<IndicatorValue>,
colors: Vec<Color32>,
visible: bool,
}
impl CenterOfGravity {
pub fn new(period: usize) -> Self {
Self {
period,
values: Vec::new(),
colors: vec![
DESIGN_TOKENS.semantic.extended.bullish, DESIGN_TOKENS.semantic.extended.deep_orange, ],
visible: true,
}
}
pub fn with_colors(mut self, colors: Vec<Color32>) -> Self {
self.colors = colors;
self
}
}
impl Default for CenterOfGravity {
fn default() -> Self {
Self::new(10)
}
}
impl Indicator for CenterOfGravity {
fn name(&self) -> &str {
"COG"
}
fn desc(&self) -> &str {
"Center of Gravity - Identifies price reversal points"
}
fn calculate(&mut self, data: &[Bar]) {
self.values.clear();
if data.len() < self.period {
for _ in 0..data.len() {
self.values.push(IndicatorValue::None);
}
return;
}
let closes: Vec<f64> = data.iter().map(|b| b.close).collect();
let mut cog_values = Vec::with_capacity(data.len());
let mut prev_cog = 0.0;
for i in 0..data.len() {
if i < self.period - 1 {
cog_values.push((f64::NAN, f64::NAN));
continue;
}
let window = &closes[i + 1 - self.period..=i];
let mut num = 0.0;
let mut den = 0.0;
for (j, &price) in window.iter().enumerate() {
let weight = (self.period - j) as f64;
num += weight * price;
den += price;
}
let cog = if den != 0.0 { -num / den } else { 0.0 };
let signal = prev_cog;
prev_cog = cog;
cog_values.push((cog, signal));
}
for (i, (cog, signal)) in cog_values.iter().enumerate() {
if cog.is_nan() {
self.values.push(IndicatorValue::None);
} else if i < self.period || signal.is_nan() || *signal == 0.0 {
self.values.push(IndicatorValue::Single(*cog));
} else {
self.values
.push(IndicatorValue::Multiple(vec![*cog, *signal]));
}
}
}
fn values(&self) -> &[IndicatorValue] {
&self.values
}
fn colors(&self) -> Vec<Color32> {
self.colors.clone()
}
fn set_colors(&mut self, colors: Vec<Color32>) {
if colors.len() >= 2 {
self.colors = colors;
}
}
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![format!("COG({})", self.period), "Signal".to_string()]
}
}
#[cfg(test)]
mod tests {
use super::*;
use chrono::Utc;
fn make_bar(close: f64) -> Bar {
Bar {
time: Utc::now(),
open: close,
high: close,
low: close,
close,
volume: 1000.0,
}
}
#[test]
fn test_cog_calculation() {
let mut cog = CenterOfGravity::new(5);
let data = vec![
make_bar(100.0),
make_bar(102.0),
make_bar(104.0),
make_bar(103.0),
make_bar(105.0),
make_bar(107.0),
make_bar(106.0),
];
cog.calculate(&data);
assert_eq!(cog.values.len(), 7);
let valid_cnt = cog
.values
.iter()
.filter(|v| !matches!(v, IndicatorValue::None))
.count();
assert!(valid_cnt > 0);
}
}