mantis_ta/types/
mod.rs

1use thiserror::Error;
2
3#[cfg(feature = "serde")]
4use serde::{Deserialize, Serialize};
5
6/// A single OHLCV bar.
7#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
8#[derive(Debug, Clone, Copy, PartialEq)]
9pub struct Candle {
10    pub timestamp: i64, // Unix timestamp ms
11    pub open: f64,
12    pub high: f64,
13    pub low: f64,
14    pub close: f64,
15    pub volume: f64,
16}
17
18/// Which price field to use as input source.
19#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
20#[derive(Debug, Clone, Copy, PartialEq, Eq)]
21pub enum PriceSource {
22    Open,
23    High,
24    Low,
25    Close,
26    HLC3,
27    OHLC4,
28    HL2,
29}
30
31/// Trading direction.
32#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
33#[derive(Debug, Clone, Copy, PartialEq, Eq)]
34pub enum Side {
35    Long,
36    Short,
37}
38
39/// Signal emitted by strategy evaluation.
40#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
41#[derive(Debug, Clone, PartialEq)]
42pub enum Signal {
43    Entry(Side),
44    Exit(ExitReason),
45    Hold,
46}
47
48/// Why an exit was triggered.
49#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
50#[derive(Debug, Clone, PartialEq)]
51pub enum ExitReason {
52    RuleTriggered,
53    StopLoss,
54    TakeProfit,
55    TrailingStop,
56    DailyLossLimit,
57    DrawdownBreaker,
58}
59
60/// Candle timeframe.
61#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
62#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
63pub enum Timeframe {
64    M1,
65    M5,
66    M15,
67    M30,
68    H1,
69    H4,
70    D1,
71    W1,
72    MN1,
73}
74
75/// MACD output values.
76#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
77#[derive(Debug, Clone, Copy, PartialEq)]
78pub struct MacdOutput {
79    pub macd_line: f64,
80    pub signal_line: f64,
81    pub histogram: f64,
82}
83
84/// Bollinger Bands output values.
85#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
86#[derive(Debug, Clone, Copy, PartialEq)]
87pub struct BollingerOutput {
88    pub upper: f64,
89    pub middle: f64,
90    pub lower: f64,
91}
92
93/// Stochastic oscillator output values.
94#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
95#[derive(Debug, Clone, Copy, PartialEq)]
96pub struct StochasticOutput {
97    pub k: f64,
98    pub d: f64,
99}
100
101/// Pivot points output values.
102#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
103#[derive(Debug, Clone, Copy, PartialEq)]
104pub struct PivotOutput {
105    pub pp: f64,
106    pub r1: f64,
107    pub r2: f64,
108    pub r3: f64,
109    pub s1: f64,
110    pub s2: f64,
111    pub s3: f64,
112}
113
114/// Common error type for the crate.
115#[derive(Error, Debug)]
116pub enum MantisError {
117    #[error("Invalid parameter: {param} = {value} ({reason})")]
118    InvalidParameter {
119        param: &'static str,
120        value: String,
121        reason: &'static str,
122    },
123
124    #[error("Insufficient data: need {required} candles, got {provided}")]
125    InsufficientData { required: usize, provided: usize },
126
127    #[error("Strategy validation failed: {0}")]
128    StrategyValidation(String),
129
130    #[error("Backtest error: {0}")]
131    BacktestError(String),
132}
133
134/// Convenience result alias.
135pub type Result<T> = std::result::Result<T, MantisError>;
mantis_ta/types/mod.rs

mantis_ta/types/
mod.rs
