use rust_decimal::Decimal;
use std::collections::VecDeque;
use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
pub struct BearishBarRatio {
period: usize,
window: VecDeque<u8>,
count: usize,
}
impl BearishBarRatio {
pub fn new(period: usize) -> Result<Self, FinError> {
if period == 0 {
return Err(FinError::InvalidPeriod(period));
}
Ok(Self { period, window: VecDeque::with_capacity(period), count: 0 })
}
}
impl Signal for BearishBarRatio {
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
let bearish: u8 = if bar.is_bearish() { 1 } else { 0 };
self.window.push_back(bearish);
self.count += bearish as usize;
if self.window.len() > self.period {
if let Some(old) = self.window.pop_front() {
self.count -= old as usize;
}
}
if self.window.len() < self.period {
return Ok(SignalValue::Unavailable);
}
let ratio = Decimal::from(self.count as u32) / Decimal::from(self.period as u32);
Ok(SignalValue::Scalar(ratio))
}
fn is_ready(&self) -> bool { self.window.len() >= self.period }
fn period(&self) -> usize { self.period }
fn reset(&mut self) { self.window.clear(); self.count = 0; }
fn name(&self) -> &str { "BearishBarRatio" }
}
#[cfg(test)]
mod tests {
use super::*;
use rust_decimal_macros::dec;
fn bar(o: &str, c: &str) -> BarInput {
BarInput {
open: o.parse().unwrap(),
high: dec!(200),
low: dec!(1),
close: c.parse().unwrap(),
volume: dec!(1000),
}
}
#[test]
fn test_bearish_bar_ratio_all_bearish() {
let mut sig = BearishBarRatio::new(3).unwrap();
sig.update(&bar("110", "100")).unwrap();
sig.update(&bar("110", "100")).unwrap();
let v = sig.update(&bar("110", "100")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(1)));
}
#[test]
fn test_bearish_bar_ratio_none_bearish() {
let mut sig = BearishBarRatio::new(3).unwrap();
sig.update(&bar("100", "110")).unwrap();
sig.update(&bar("100", "110")).unwrap();
let v = sig.update(&bar("100", "110")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_bearish_bar_ratio_half() {
let mut sig = BearishBarRatio::new(2).unwrap();
sig.update(&bar("100", "110")).unwrap(); let v = sig.update(&bar("110", "100")).unwrap(); assert_eq!(v, SignalValue::Scalar(dec!(0.5)));
}
}