quantwave_core/indicators/patterns/
cdlbelthold.rs

1//! Native O(1) streaming CDLBELTHOLD (matches `talib_rs::pattern::cdl_belthold`).
2//! Source: TA-Lib
3
4use crate::indicators::patterns::candle_settings::{
5    BODY_LONG, CandleWindow, RollingCandleAvg, SHADOW_VERY_SHORT, candle_color, lower_shadow,
6    real_body, upper_shadow,
7};
8use crate::traits::Next;
9
10const LOOKBACK: usize = 10; // max(10, 10)
11
12#[derive(Debug, Clone)]
13#[allow(non_camel_case_types)]
14pub struct CDLBELTHOLD {
15    bars_seen: usize,
16    window: CandleWindow,
17    body_long: RollingCandleAvg,
18    shadow_vs: RollingCandleAvg,
19}
20
21impl CDLBELTHOLD {
22    pub fn new() -> Self {
23        Self {
24            bars_seen: 0,
25            window: CandleWindow::new(1),
26            body_long: RollingCandleAvg::new(BODY_LONG),
27            shadow_vs: RollingCandleAvg::new(SHADOW_VERY_SHORT),
28        }
29    }
30}
31
32impl Default for CDLBELTHOLD {
33    fn default() -> Self {
34        Self::new()
35    }
36}
37
38impl Next<(f64, f64, f64, f64)> for CDLBELTHOLD {
39    type Output = f64;
40
41    fn next(&mut self, (open, high, low, close): (f64, f64, f64, f64)) -> Self::Output {
42        self.bars_seen += 1;
43        self.window.push(open, high, low, close);
44        self.body_long.push(open, high, low, close);
45        self.shadow_vs.push(open, high, low, close);
46
47        if self.bars_seen <= LOOKBACK {
48            return 0.0;
49        }
50
51        let curr = self.window.bar(0);
52
53        let long_body = real_body(curr.open, curr.close) > self.body_long.val(0);
54        let bull = long_body
55            && candle_color(curr.open, curr.close) == 1
56            && lower_shadow(curr.open, curr.low, curr.close) < self.shadow_vs.val(0);
57        let bear = long_body
58            && candle_color(curr.open, curr.close) == -1
59            && upper_shadow(curr.open, curr.high, curr.close) < self.shadow_vs.val(0);
60
61        ((bull as i32) * 100 - (bear as i32) * 100) as f64
62    }
63}
64
65#[cfg(test)]
66mod tests {
67    use super::*;
68    crate::test_pattern_parity!(
69        test_cdlbelthold_parity,
70        CDLBELTHOLD,
71        talib_rs::pattern::cdl_belthold
72    );
73}
quantwave_core/indicators/patterns/cdlbelthold.rs

quantwave_core/indicators/patterns/
cdlbelthold.rs
