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// @generated by `cargo soothfast docs gen-tests`
// source: docs/library/indicators.md line 305
#[cfg(feature = "indicators")]
fn main() {
use finance_query::indicators::patterns;
// Deterministic synthetic candles — `Candle` is #[non_exhaustive] outside
// the crate, so construct via serde. With live data: chart.candles.
fn synthetic_candles(n: usize) -> Vec<finance_query::Candle> {
let mut prev = 100.0_f64;
(0..n)
.map(|i| {
let close = 100.0 + (i as f64 / 3.0).sin() * 6.0 + (i as f64 / 17.0).cos() * 2.0;
let open = prev;
prev = close;
serde_json::from_value(serde_json::json!({
"timestamp": 1_700_000_000_i64 + i as i64 * 86_400,
"open": open,
"high": open.max(close) + 0.5,
"low": open.min(close) - 0.5,
"close": close,
"volume": 1_000_000_i64,
"adjClose": close,
}))
.unwrap()
})
.collect()
}
let candles = synthetic_candles(1000);
// Equivalent to `chart.patterns()` on a fetched chart
let signals = patterns(&candles);
// Output is always aligned: one Option<CandlePattern> slot per candle
assert_eq!(signals.len(), candles.len());
// Each slot is Some(pattern) or None; iterate with candles for context
for (candle, pattern) in candles.iter().zip(signals.iter()).take(60) {
if let Some(p) = pattern {
println!(
"timestamp={}: {:?} ({:?})",
candle.timestamp,
p,
p.sentiment()
);
}
}
}
#[cfg(not(feature = "indicators"))]
fn main() {}