use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
pub struct BodyStreak {
name: String,
streak: i64,
}
impl BodyStreak {
pub fn new(name: impl Into<String>) -> Result<Self, FinError> {
Ok(Self { name: name.into(), streak: 0 })
}
pub fn streak(&self) -> i64 {
self.streak
}
}
impl Signal for BodyStreak {
fn name(&self) -> &str { &self.name }
fn period(&self) -> usize { 1 }
fn is_ready(&self) -> bool { true }
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
let close = bar.close;
let open = bar.open;
self.streak = if close > open {
if self.streak >= 0 { self.streak + 1 } else { 1 }
} else if close < open {
if self.streak <= 0 { self.streak - 1 } else { -1 }
} else {
0
};
Ok(SignalValue::Scalar(Decimal::from(self.streak)))
}
fn reset(&mut self) {
self.streak = 0;
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::ohlcv::OhlcvBar;
use crate::signals::Signal;
use crate::types::{NanoTimestamp, Price, Quantity, Symbol};
use rust_decimal_macros::dec;
fn bar(o: &str, c: &str) -> OhlcvBar {
let op = Price::new(o.parse().unwrap()).unwrap();
let cp = Price::new(c.parse().unwrap()).unwrap();
let hp = Price::new(cp.value().max(op.value()).to_string().parse().unwrap()).unwrap();
let lp = Price::new(cp.value().min(op.value()).to_string().parse().unwrap()).unwrap();
OhlcvBar {
symbol: Symbol::new("X").unwrap(),
open: op, high: hp, low: lp, close: cp,
volume: Quantity::zero(),
ts_open: NanoTimestamp::new(0),
ts_close: NanoTimestamp::new(1),
tick_count: 1,
}
}
#[test]
fn test_body_streak_always_ready() {
let bs = BodyStreak::new("bs").unwrap();
assert!(bs.is_ready());
}
#[test]
fn test_body_streak_bullish_accumulates() {
let mut bs = BodyStreak::new("bs").unwrap();
let mut last = SignalValue::Unavailable;
for _ in 0..4 {
last = bs.update_bar(&bar("100", "105")).unwrap();
}
assert_eq!(last, SignalValue::Scalar(dec!(4)));
}
#[test]
fn test_body_streak_bearish_accumulates() {
let mut bs = BodyStreak::new("bs").unwrap();
let mut last = SignalValue::Unavailable;
for _ in 0..3 {
last = bs.update_bar(&bar("105", "100")).unwrap();
}
assert_eq!(last, SignalValue::Scalar(dec!(-3)));
}
#[test]
fn test_body_streak_doji_resets() {
let mut bs = BodyStreak::new("bs").unwrap();
for _ in 0..3 { bs.update_bar(&bar("100", "105")).unwrap(); }
let result = bs.update_bar(&bar("100", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_body_streak_direction_change_resets_to_one() {
let mut bs = BodyStreak::new("bs").unwrap();
for _ in 0..3 { bs.update_bar(&bar("100", "105")).unwrap(); }
let result = bs.update_bar(&bar("105", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(-1)));
}
#[test]
fn test_body_streak_reset() {
let mut bs = BodyStreak::new("bs").unwrap();
for _ in 0..3 { bs.update_bar(&bar("100", "105")).unwrap(); }
bs.reset();
assert_eq!(bs.streak(), 0);
}
}