quantwave_core/indicators/incremental/
cdl_doji.rs

1//! Native O(1) streaming CDLDOJI (matches `talib_rs::pattern::cdl_doji`).
2
3use crate::indicators::patterns::candle_settings::{BODY_DOJI, RollingCandleAvg};
4use crate::traits::Next;
5
6const LOOKBACK: usize = 10;
7
8#[derive(Debug, Clone)]
9#[allow(non_camel_case_types)]
10pub struct CDLDOJI {
11    bars_seen: usize,
12    hl_avg: RollingCandleAvg,
13}
14
15impl CDLDOJI {
16    pub fn new() -> Self {
17        Self {
18            bars_seen: 0,
19            hl_avg: RollingCandleAvg::new(BODY_DOJI),
20        }
21    }
22}
23
24impl Default for CDLDOJI {
25    fn default() -> Self {
26        Self::new()
27    }
28}
29
30impl Next<(f64, f64, f64, f64)> for CDLDOJI {
31    type Output = f64;
32
33    fn next(&mut self, (open, high, low, close): (f64, f64, f64, f64)) -> Self::Output {
34        self.bars_seen += 1;
35        self.hl_avg.push(open, high, low, close);
36
37        if self.bars_seen <= LOOKBACK {
38            return 0.0;
39        }
40
41        let body = (close - open).abs();
42        let thresh = self.hl_avg.val(0);
43
44        100.0_f64.copysign(thresh - body).max(0.0)
45    }
46}
47
48#[cfg(test)]
49mod tests {
50    use super::*;
51    crate::test_pattern_parity!(test_cdl_doji_parity, CDLDOJI, talib_rs::pattern::cdl_doji);
52}

quantwave_core/indicators/incremental/cdl_doji.rs

quantwave_core/indicators/incremental/
cdl_doji.rs