use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
pub struct BullishEngulfing {
name: String,
prev: Option<BarInput>,
}
impl BullishEngulfing {
pub fn new(name: impl Into<String>) -> Self {
Self { name: name.into(), prev: None }
}
}
impl Signal for BullishEngulfing {
fn name(&self) -> &str {
&self.name
}
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
let result = if let Some(ref prev) = self.prev {
let prev_bearish = prev.close < prev.open;
let cur_bullish = bar.close > bar.open;
let engulfs = bar.open <= prev.close && bar.close >= prev.open;
if prev_bearish && cur_bullish && engulfs {
SignalValue::Scalar(Decimal::ONE)
} else {
SignalValue::Scalar(Decimal::ZERO)
}
} else {
SignalValue::Unavailable
};
self.prev = Some(*bar);
Ok(result)
}
fn is_ready(&self) -> bool {
self.prev.is_some()
}
fn period(&self) -> usize {
2
}
fn reset(&mut self) {
self.prev = None;
}
}
#[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 {
OhlcvBar {
symbol: Symbol::new("X").unwrap(),
open: Price::new(o.parse().unwrap()).unwrap(),
high: Price::new(h.parse().unwrap()).unwrap(),
low: Price::new(l.parse().unwrap()).unwrap(),
close: Price::new(c.parse().unwrap()).unwrap(),
volume: Quantity::zero(),
ts_open: NanoTimestamp::new(0),
ts_close: NanoTimestamp::new(1),
tick_count: 1,
}
}
#[test]
fn test_first_bar_unavailable() {
let mut bull = BullishEngulfing::new("bull");
assert_eq!(bull.update_bar(&bar("10", "12", "9", "11")).unwrap(), SignalValue::Unavailable);
}
#[test]
fn test_bullish_engulfing_detected() {
let mut bull = BullishEngulfing::new("bull");
bull.update_bar(&bar("12", "13", "9", "10")).unwrap();
let v = bull.update_bar(&bar("9", "14", "8", "13")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(1)));
}
#[test]
fn test_no_pattern_when_not_bearish_first() {
let mut bull = BullishEngulfing::new("bull");
bull.update_bar(&bar("10", "13", "9", "12")).unwrap();
let v = bull.update_bar(&bar("9", "14", "8", "13")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_no_pattern_without_full_engulf() {
let mut bull = BullishEngulfing::new("bull");
bull.update_bar(&bar("12", "13", "9", "10")).unwrap();
let v = bull.update_bar(&bar("11", "14", "10", "13")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_reset() {
let mut bull = BullishEngulfing::new("bull");
bull.update_bar(&bar("12", "13", "9", "10")).unwrap();
assert!(bull.is_ready());
bull.reset();
assert!(!bull.is_ready());
}
}