use rust_decimal::Decimal;
use std::collections::VecDeque;
use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
pub struct BullPowerBearPower {
period: usize,
window: VecDeque<BarInput>,
close_sum: Decimal,
}
impl BullPowerBearPower {
pub fn new(period: usize) -> Result<Self, FinError> {
if period == 0 {
return Err(FinError::InvalidPeriod(period));
}
Ok(Self {
period,
window: VecDeque::with_capacity(period),
close_sum: Decimal::ZERO,
})
}
}
impl Signal for BullPowerBearPower {
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
self.close_sum += bar.close;
self.window.push_back(*bar);
if self.window.len() > self.period {
if let Some(old) = self.window.pop_front() {
self.close_sum -= old.close;
}
}
if self.window.len() < self.period {
return Ok(SignalValue::Unavailable);
}
let sma = self.close_sum / Decimal::from(self.period as u32);
let bull_power_sum: Decimal = self.window.iter().map(|b| b.high - sma).sum();
let bear_power_sum: Decimal = self.window.iter().map(|b| b.low - sma).sum();
let len = Decimal::from(self.period as u32);
let net = (bull_power_sum - bear_power_sum) / len;
Ok(SignalValue::Scalar(net))
}
fn is_ready(&self) -> bool { self.window.len() >= self.period }
fn period(&self) -> usize { self.period }
fn reset(&mut self) { self.window.clear(); self.close_sum = Decimal::ZERO; }
fn name(&self) -> &str { "BullPowerBearPower" }
}
#[cfg(test)]
mod tests {
use super::*;
use rust_decimal_macros::dec;
fn bar(h: &str, l: &str, c: &str) -> BarInput {
BarInput {
open: dec!(100),
high: h.parse().unwrap(),
low: l.parse().unwrap(),
close: c.parse().unwrap(),
volume: dec!(1000),
}
}
#[test]
fn test_bpbp_symmetric_zero() {
let mut sig = BullPowerBearPower::new(2).unwrap();
sig.update(&bar("110", "90", "100")).unwrap();
let v = sig.update(&bar("110", "90", "100")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(20)));
}
#[test]
fn test_bpbp_not_ready() {
let mut sig = BullPowerBearPower::new(3).unwrap();
assert_eq!(sig.update(&bar("110", "90", "100")).unwrap(), SignalValue::Unavailable);
}
}