use crate::model::Bar;
use crate::studies::{Indicator, IndicatorValue};
use crate::tokens::DESIGN_TOKENS;
use egui::Color32;
#[derive(Clone)]
pub struct PercentB {
period: usize,
multiplier: f64,
values: Vec<IndicatorValue>,
color: Color32,
visible: bool,
}
impl PercentB {
pub fn new(period: usize, multiplier: f64) -> Self {
Self {
period,
multiplier,
values: Vec::new(),
color: DESIGN_TOKENS.semantic.extended.cyan, visible: true,
}
}
pub fn with_color(mut self, color: Color32) -> Self {
self.color = color;
self
}
}
impl Default for PercentB {
fn default() -> Self {
Self::new(20, 2.0)
}
}
impl Indicator for PercentB {
fn name(&self) -> &str {
"%B"
}
fn desc(&self) -> &str {
"Percent B - Price position within Bollinger Bands"
}
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;
}
for i in 0..data.len() {
if i < self.period - 1 {
self.values.push(IndicatorValue::None);
} else {
let window = &data[i + 1 - self.period..=i];
let sma: f64 = window.iter().map(|b| b.close).sum::<f64>() / self.period as f64;
let variance: f64 = window.iter().map(|b| (b.close - sma).powi(2)).sum::<f64>()
/ self.period as f64;
let std_dev = variance.sqrt();
let upper = sma + self.multiplier * std_dev;
let lower = sma - self.multiplier * std_dev;
let band_width = upper - lower;
if band_width == 0.0 {
self.values.push(IndicatorValue::Single(0.5));
} else {
let percent_b = (data[i].close - lower) / band_width;
self.values.push(IndicatorValue::Single(percent_b));
}
}
}
}
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![format!("%B({},{})", self.period, self.multiplier)]
}
}
#[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_percent_b() {
let mut pb = PercentB::new(5, 2.0);
let data: Vec<Bar> = (0..10).map(|_| make_bar(100.0)).collect();
pb.calculate(&data);
if let IndicatorValue::Single(v) = pb.values.last().unwrap() {
assert!(v.is_finite());
}
}
}