use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
pub struct HigherCloseStreak {
name: String,
prev_close: Option<Decimal>,
streak: u32,
}
impl HigherCloseStreak {
pub fn new(name: impl Into<String>) -> Result<Self, FinError> {
Ok(Self { name: name.into(), prev_close: None, streak: 0 })
}
pub fn streak(&self) -> u32 { self.streak }
}
impl Signal for HigherCloseStreak {
fn name(&self) -> &str { &self.name }
fn period(&self) -> usize { 1 }
fn is_ready(&self) -> bool { self.prev_close.is_some() }
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
let result = match self.prev_close {
None => SignalValue::Unavailable,
Some(pc) => {
if bar.close > pc {
self.streak += 1;
} else {
self.streak = 0;
}
SignalValue::Scalar(Decimal::from(self.streak))
}
};
self.prev_close = Some(bar.close);
Ok(result)
}
fn reset(&mut self) {
self.prev_close = None;
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(c: &str) -> OhlcvBar {
let p = Price::new(c.parse().unwrap()).unwrap();
OhlcvBar {
symbol: Symbol::new("X").unwrap(),
open: p, high: p, low: p, close: p,
volume: Quantity::zero(),
ts_open: NanoTimestamp::new(0),
ts_close: NanoTimestamp::new(1),
tick_count: 1,
}
}
#[test]
fn test_hcs_unavailable_first_bar() {
let mut hcs = HigherCloseStreak::new("hcs").unwrap();
assert_eq!(hcs.update_bar(&bar("100")).unwrap(), SignalValue::Unavailable);
}
#[test]
fn test_hcs_ascending_streak() {
let mut hcs = HigherCloseStreak::new("hcs").unwrap();
hcs.update_bar(&bar("100")).unwrap();
for i in 1u32..=4 {
let v = hcs.update_bar(&bar(&(100 + i).to_string())).unwrap();
assert_eq!(v, SignalValue::Scalar(Decimal::from(i)));
}
}
#[test]
fn test_hcs_streak_resets_on_flat() {
let mut hcs = HigherCloseStreak::new("hcs").unwrap();
hcs.update_bar(&bar("100")).unwrap();
hcs.update_bar(&bar("101")).unwrap();
hcs.update_bar(&bar("102")).unwrap();
let result = hcs.update_bar(&bar("102")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_hcs_reset() {
let mut hcs = HigherCloseStreak::new("hcs").unwrap();
hcs.update_bar(&bar("100")).unwrap();
hcs.update_bar(&bar("101")).unwrap();
hcs.reset();
assert_eq!(hcs.streak(), 0);
assert_eq!(hcs.update_bar(&bar("100")).unwrap(), SignalValue::Unavailable);
}
}