use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
pub struct EngulfingPattern {
name: String,
prev_open: Option<Decimal>,
prev_close: Option<Decimal>,
}
impl EngulfingPattern {
pub fn new(name: impl Into<String>) -> Result<Self, FinError> {
Ok(Self { name: name.into(), prev_open: None, prev_close: None })
}
}
impl Signal for EngulfingPattern {
fn name(&self) -> &str { &self.name }
fn period(&self) -> usize { 2 }
fn is_ready(&self) -> bool { self.prev_open.is_some() }
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
let result = match (self.prev_open, self.prev_close) {
(Some(po), Some(pc)) => {
let prev_bearish = pc < po;
let prev_bullish = pc > po;
let curr_bullish = bar.is_bullish();
let curr_bearish = bar.is_bearish();
if prev_bearish && curr_bullish
&& bar.open <= pc && bar.close >= po
{
SignalValue::Scalar(Decimal::ONE)
} else if prev_bullish && curr_bearish
&& bar.open >= pc && bar.close <= po
{
SignalValue::Scalar(Decimal::NEGATIVE_ONE)
} else {
SignalValue::Scalar(Decimal::ZERO)
}
}
_ => SignalValue::Unavailable,
};
self.prev_open = Some(bar.open);
self.prev_close = Some(bar.close);
Ok(result)
}
fn reset(&mut self) {
self.prev_open = None;
self.prev_close = 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 {
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_ep_first_bar_unavailable() {
let mut ep = EngulfingPattern::new("ep").unwrap();
assert_eq!(ep.update_bar(&bar("105","110","95","100")).unwrap(), SignalValue::Unavailable);
}
#[test]
fn test_ep_bullish_engulfing() {
let mut ep = EngulfingPattern::new("ep").unwrap();
ep.update_bar(&bar("105","110","90","95")).unwrap();
let r = ep.update_bar(&bar("94","110","90","106")).unwrap();
assert_eq!(r, SignalValue::Scalar(dec!(1)));
}
#[test]
fn test_ep_bearish_engulfing() {
let mut ep = EngulfingPattern::new("ep").unwrap();
ep.update_bar(&bar("95","110","90","105")).unwrap();
let r = ep.update_bar(&bar("106","110","90","94")).unwrap();
assert_eq!(r, SignalValue::Scalar(dec!(-1)));
}
#[test]
fn test_ep_no_pattern() {
let mut ep = EngulfingPattern::new("ep").unwrap();
ep.update_bar(&bar("100","110","90","105")).unwrap();
let r = ep.update_bar(&bar("103","110","90","107")).unwrap();
assert_eq!(r, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_ep_reset() {
let mut ep = EngulfingPattern::new("ep").unwrap();
ep.update_bar(&bar("100","110","90","95")).unwrap();
assert!(ep.is_ready());
ep.reset();
assert!(!ep.is_ready());
}
}