use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
pub struct OpenDrive {
name: String,
}
impl OpenDrive {
pub fn new(name: impl Into<String>) -> Result<Self, FinError> {
Ok(Self { name: name.into() })
}
}
impl Signal for OpenDrive {
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 range = bar.range();
if range.is_zero() {
return Ok(SignalValue::Scalar(Decimal::new(5, 1))); }
let up_excursion = (bar.high - bar.open).abs();
let dn_excursion = (bar.low - bar.open).abs();
let max_excursion = up_excursion.max(dn_excursion);
let drive = max_excursion / range;
Ok(SignalValue::Scalar(drive))
}
fn reset(&mut self) {}
}
#[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, h: &str, l: &str, c: &str) -> OhlcvBar {
let op = Price::new(o.parse().unwrap()).unwrap();
let hp = Price::new(h.parse().unwrap()).unwrap();
let lp = Price::new(l.parse().unwrap()).unwrap();
let cp = Price::new(c.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_od_always_ready() {
let od = OpenDrive::new("od").unwrap();
assert!(od.is_ready());
}
#[test]
fn test_od_no_range() {
let mut od = OpenDrive::new("od").unwrap();
let result = od.update_bar(&bar("100", "100", "100", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(0.5)));
}
#[test]
fn test_od_open_at_low_all_upside() {
let mut od = OpenDrive::new("od").unwrap();
let result = od.update_bar(&bar("90", "110", "90", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(1)));
}
#[test]
fn test_od_open_at_high_all_downside() {
let mut od = OpenDrive::new("od").unwrap();
let result = od.update_bar(&bar("110", "110", "90", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(1)));
}
#[test]
fn test_od_open_at_midpoint() {
let mut od = OpenDrive::new("od").unwrap();
let result = od.update_bar(&bar("100", "110", "90", "100")).unwrap();
assert_eq!(result, SignalValue::Scalar(dec!(0.5)));
}
}