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#![allow(dead_code)]
use std::fmt;
use crate::{Close, Next, Reset, Volume};
use crate::{Factory};
use crate::indicators::SimpleMovingAverage;
pub struct ObvFactory {
}
impl ObvFactory {
pub fn new() -> Self {
Self{}
}
}
impl Factory for ObvFactory {
fn create() -> Box<dyn Next<f64, Output = Box<[f64]>>> {
Box::new(SimpleMovingAverage::default())
}
}
#[derive(Debug, Clone)]
pub struct OnBalanceVolume {
obv: f64,
prev_close: f64,
}
impl OnBalanceVolume {
pub fn new() -> Self {
Self {
obv: 0.0,
prev_close: 0.0,
}
}
}
impl<'a, T: Close + Volume> Next<&'a T> for OnBalanceVolume {
type Output = f64;
fn next(&mut self, input: &'a T) -> f64 {
if input.close() > self.prev_close {
self.obv = self.obv + input.volume();
} else if input.close() < self.prev_close {
self.obv = self.obv - input.volume();
}
self.prev_close = input.close();
self.obv
}
}
impl Default for OnBalanceVolume {
fn default() -> Self {
Self::new()
}
}
impl fmt::Display for OnBalanceVolume {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "OBV")
}
}
impl Reset for OnBalanceVolume {
fn reset(&mut self) {
self.obv = 0.0;
self.prev_close = 0.0;
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::test_helper::*;
#[test]
fn test_next_bar() {
let mut obv = OnBalanceVolume::new();
let bar1 = Bar::new().close(1.5).volume(1000.0);
let bar2 = Bar::new().close(5).volume(5000.0);
let bar3 = Bar::new().close(4).volume(9000.0);
let bar4 = Bar::new().close(4).volume(4000.0);
assert_eq!(obv.next(&bar1), 1000.0);
assert_eq!(obv.next(&bar2), 6000.0);
assert_eq!(obv.next(&bar3), -3000.0);
assert_eq!(obv.next(&bar4), -3000.0);
}
#[test]
fn test_reset() {
let mut obv = OnBalanceVolume::new();
let bar1 = Bar::new().close(1.5).volume(1000.0);
let bar2 = Bar::new().close(4).volume(2000.0);
let bar3 = Bar::new().close(8).volume(3000.0);
assert_eq!(obv.next(&bar1), 1000.0);
assert_eq!(obv.next(&bar2), 3000.0);
assert_eq!(obv.next(&bar3), 6000.0);
obv.reset();
assert_eq!(obv.next(&bar1), 1000.0);
assert_eq!(obv.next(&bar2), 3000.0);
assert_eq!(obv.next(&bar3), 6000.0);
}
#[test]
fn test_default() {
OnBalanceVolume::default();
}
#[test]
fn test_display() {
let obv = OnBalanceVolume::new();
assert_eq!(format!("{}", obv), "OBV");
}
}