quantwave_core/indicators/patterns/
cdltakuri.rs

1//! Native O(1) streaming CDLTAKURI (matches `talib_rs::pattern::cdl_takuri`).
2//! Source: TA-Lib
3
4use crate::indicators::patterns::candle_settings::{
5    BODY_DOJI, CandleWindow, RollingCandleAvg, SHADOW_VERY_LONG, SHADOW_VERY_SHORT, lower_shadow,
6    real_body, upper_shadow,
7};
8use crate::traits::Next;
9
10const LOOKBACK: usize = 10; // max(10, 10, 0)
11
12#[derive(Debug, Clone)]
13#[allow(non_camel_case_types)]
14pub struct CDLTAKURI {
15    bars_seen: usize,
16    window: CandleWindow,
17    body_doji: RollingCandleAvg,
18    shadow_vs: RollingCandleAvg,
19    shadow_vl: RollingCandleAvg,
20}
21
22impl CDLTAKURI {
23    pub fn new() -> Self {
24        Self {
25            bars_seen: 0,
26            window: CandleWindow::new(1),
27            body_doji: RollingCandleAvg::new(BODY_DOJI),
28            shadow_vs: RollingCandleAvg::new(SHADOW_VERY_SHORT),
29            shadow_vl: RollingCandleAvg::new(SHADOW_VERY_LONG),
30        }
31    }
32}
33
34impl Default for CDLTAKURI {
35    fn default() -> Self {
36        Self::new()
37    }
38}
39
40impl Next<(f64, f64, f64, f64)> for CDLTAKURI {
41    type Output = f64;
42
43    fn next(&mut self, (open, high, low, close): (f64, f64, f64, f64)) -> Self::Output {
44        self.bars_seen += 1;
45        self.window.push(open, high, low, close);
46        self.body_doji.push(open, high, low, close);
47        self.shadow_vs.push(open, high, low, close);
48        self.shadow_vl.push(open, high, low, close);
49
50        if self.bars_seen <= LOOKBACK {
51            return 0.0;
52        }
53
54        let curr = self.window.bar(0);
55
56        let out = (real_body(curr.open, curr.close) <= self.body_doji.val(0)
57            && upper_shadow(curr.open, curr.high, curr.close) < self.shadow_vs.val(0)
58            && lower_shadow(curr.open, curr.low, curr.close) > self.shadow_vl.val(0))
59            as i32
60            * 100;
61
62        out as f64
63    }
64}
65
66#[cfg(test)]
67mod tests {
68    use super::*;
69    crate::test_pattern_parity!(
70        test_cdltakuri_parity,
71        CDLTAKURI,
72        talib_rs::pattern::cdl_takuri
73    );
74}
quantwave_core/indicators/patterns/cdltakuri.rs

quantwave_core/indicators/patterns/
cdltakuri.rs
