use crate::bar_indicators::average::{MovingAverageProvider, MovingAverageType};
use crate::bar_indicators::indicator_value::IndicatorValue;
use crate::bar_indicators::ohlcv_field::OhlcvField;
use crate::bar_indicators::volatility::atr::Atr;
#[derive(Debug, Clone)]
pub struct StarcBands {
ma_period: usize,
ma_type: MovingAverageType,
source: OhlcvField,
ma: MovingAverageProvider,
atr: Atr,
k: f64,
upper: f64,
middle: f64,
lower: f64,
}
impl StarcBands {
pub fn new(ma_period: usize, atr_period: usize, k: f64) -> Self {
Self::new_with_ma_type(ma_period, atr_period, k, MovingAverageType::SMA)
}
pub fn new_with_ma_type(ma_period: usize, atr_period: usize, k: f64, ma_type: MovingAverageType) -> Self {
Self::new_with_ma_types(ma_period, atr_period, k, ma_type, MovingAverageType::RMA)
}
pub fn new_with_ma_types(
ma_period: usize,
atr_period: usize,
k: f64,
ma_type: MovingAverageType,
atr_ma_type: MovingAverageType,
) -> Self {
let ma_p = ma_period.max(1);
Self {
ma_period: ma_p,
ma_type,
source: OhlcvField::Close,
ma: MovingAverageProvider::new(ma_type, ma_p),
atr: Atr::new(atr_period.max(1), atr_ma_type),
k,
upper: 0.0,
middle: 0.0,
lower: 0.0,
}
}
pub fn with_source(ma_period: usize, atr_period: usize, k: f64, ma_type: MovingAverageType, source: OhlcvField) -> Self {
let ma_p = ma_period.max(1);
Self {
ma_period: ma_p,
ma_type,
source,
ma: MovingAverageProvider::new(ma_type, ma_p),
atr: Atr::new(atr_period.max(1), MovingAverageType::RMA),
k,
upper: 0.0,
middle: 0.0,
lower: 0.0,
}
}
pub fn set_ma_type(&mut self, ma_type: MovingAverageType) {
self.ma_type = ma_type;
self.reset();
}
pub fn update_bar(&mut self, o: f64, h: f64, l: f64, c: f64, v: f64) -> (f64, f64, f64) {
let price = self.source.extract(o, h, l, c, v);
self.middle = self.ma.update_bar(0.0, 0.0, 0.0, price, 0.0);
let _ = self.atr.update_bar(0.0, h, l, c, v);
let atrv = self.atr.value().main();
self.upper = self.middle + self.k * atrv;
self.lower = self.middle - self.k * atrv;
(self.upper, self.middle, self.lower)
}
pub fn value(&self) -> IndicatorValue {
IndicatorValue::Channel3 {
upper: self.upper,
middle: self.middle,
lower: self.lower,
}
}
pub fn value_tuple(&self) -> (f64, f64, f64) {
(self.upper, self.middle, self.lower)
}
pub fn is_ready(&self) -> bool {
self.ma.is_ready() && self.atr.is_ready()
}
pub fn reset(&mut self) {
self.ma = MovingAverageProvider::new(self.ma_type, self.ma_period);
self.atr.reset();
self.upper = 0.0;
self.middle = 0.0;
self.lower = 0.0;
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_starc_bands_creation() {
let sb = StarcBands::new(20, 14, 2.0);
assert!(!sb.is_ready());
assert_eq!(sb.upper, 0.0);
assert_eq!(sb.lower, 0.0);
}
#[test]
fn test_starc_bands_warmup() {
let mut sb = StarcBands::new(20, 14, 2.0);
for i in 0..25 {
let price = 100.0 + (i as f64 * 0.1).sin() * 5.0;
sb.update_bar(price, price + 1.0, price - 1.0, price, 1000.0);
}
assert!(sb.is_ready());
}
#[test]
fn test_starc_bands_values() {
let mut sb = StarcBands::new(20, 14, 2.0);
for i in 0..25 {
let price = 100.0 + i as f64;
sb.update_bar(price, price + 1.0, price - 1.0, price, 1000.0);
}
assert!(sb.upper >= sb.middle);
assert!(sb.middle >= sb.lower);
}
#[test]
fn test_new_with_ma_types_non_default_atr() {
let mut sb = StarcBands::new_with_ma_types(20, 14, 2.0, MovingAverageType::EMA, MovingAverageType::EMA);
assert!(!sb.is_ready());
for i in 0..30 {
let p = 100.0 + (i as f64 * 0.2).sin() * 10.0;
let (u, m, l) = sb.update_bar(p, p + 2.0, p - 2.0, p, 1000.0);
assert!(u.is_finite());
assert!(m.is_finite());
assert!(l.is_finite());
}
assert!(sb.is_ready());
}
#[test]
fn test_starc_bands_with_ema() {
let mut sb = StarcBands::new_with_ma_type(20, 14, 2.0, MovingAverageType::EMA);
for i in 0..30 {
let price = 100.0 + (i as f64 * 0.2).sin() * 10.0;
sb.update_bar(price, price + 2.0, price - 2.0, price, 1000.0);
}
assert!(sb.is_ready());
}
#[test]
fn test_starc_bands_reset() {
let mut sb = StarcBands::new(20, 14, 2.0);
for i in 0..25 {
sb.update_bar(100.0 + i as f64, 101.0, 99.0, 100.0 + i as f64, 1000.0);
}
sb.reset();
assert!(!sb.is_ready());
assert_eq!(sb.upper, 0.0);
assert_eq!(sb.lower, 0.0);
}
}