use crate::model::Bar;
use crate::studies::{Indicator, IndicatorValue};
use crate::tokens::DESIGN_TOKENS;
use egui::Color32;
#[derive(Clone)]
pub struct PrettyGoodOscillator {
period: usize,
values: Vec<IndicatorValue>,
color: Color32,
visible: bool,
}
impl PrettyGoodOscillator {
pub fn new(period: usize) -> Self {
Self {
period,
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 PrettyGoodOscillator {
fn default() -> Self {
Self::new(14)
}
}
impl Indicator for PrettyGoodOscillator {
fn name(&self) -> &str {
"PGO"
}
fn desc(&self) -> &str {
"Pretty Good Oscillator - Price distance in ATR units"
}
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 mut tr = Vec::with_capacity(data.len());
tr.push(data[0].high - data[0].low);
for i in 1..data.len() {
let high_low = data[i].high - data[i].low;
let high_close = (data[i].high - data[i - 1].close).abs();
let low_close = (data[i].low - data[i - 1].close).abs();
tr.push(high_low.max(high_close).max(low_close));
}
for i in 0..data.len() {
if i < self.period - 1 {
self.values.push(IndicatorValue::None);
} else {
let sma: f64 = data[i + 1 - self.period..=i]
.iter()
.map(|b| b.close)
.sum::<f64>()
/ self.period as f64;
let atr: f64 = tr[i + 1 - self.period..=i].iter().sum::<f64>() / self.period as f64;
if atr == 0.0 {
self.values.push(IndicatorValue::None);
} else {
let pgo = (data[i].close - sma) / atr;
self.values.push(IndicatorValue::Single(pgo));
}
}
}
}
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!("PGO({})", self.period)]
}
}
#[cfg(test)]
mod tests {
use super::*;
use chrono::Utc;
fn make_bar(high: f64, low: f64, close: f64) -> Bar {
Bar {
time: Utc::now(),
open: (high + low) / 2.0,
high,
low,
close,
volume: 1000.0,
}
}
#[test]
fn test_pgo_calculation() {
let mut pgo = PrettyGoodOscillator::new(5);
let data = vec![
make_bar(102.0, 98.0, 100.0),
make_bar(103.0, 99.0, 101.0),
make_bar(104.0, 100.0, 102.0),
make_bar(105.0, 101.0, 103.0),
make_bar(106.0, 102.0, 104.0),
make_bar(110.0, 105.0, 109.0), ];
pgo.calculate(&data);
assert_eq!(pgo.values.len(), 6);
if let IndicatorValue::Single(v) = pgo.values.last().unwrap() {
assert!(*v > 0.0, "PGO should be positive after upward move");
}
}
}