use std::collections::VecDeque;
use crate::strategy_engine::Strategy;
#[derive(Debug, Clone)]
pub struct Scalping {
prices: VecDeque<f64>,
}
impl Scalping {
pub fn new() -> Self {
Self {
prices: VecDeque::new(),
}
}
pub fn update_price(&mut self, price: f64) {
self.prices.push_back(price);
}
}
impl Strategy for Scalping {
fn evaluate(&self, price: &f64) -> f64 {
if self.prices.len() < 2 {
return 0.0;
}
let last_price = self.prices[self.prices.len() - 2];
if *price > last_price {
1.0 } else if *price < last_price {
-1.0 } else {
0.0 }
}
fn calculate_indicator(&self, prices: &Vec<f64>) -> f64 {
let mut trades = 0;
for i in 1..prices.len() {
if prices[i] != prices[i - 1] {
trades += 1;
}
}
trades as f64
}
}