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use std::fmt;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::errors::Result;
use crate::indicators::{AverageTrueRange, Maximum, Minimum};
use crate::{Close, High, Low, Next, Period, Reset};
#[doc(alias = "CE")]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct ChandelierExit {
atr: AverageTrueRange,
min: Minimum,
max: Maximum,
multiplier: f64,
}
impl ChandelierExit {
pub fn new(period: usize, multiplier: f64) -> Result<Self> {
Ok(Self {
atr: AverageTrueRange::new(period)?,
min: Minimum::new(period)?,
max: Maximum::new(period)?,
multiplier,
})
}
pub fn multiplier(&self) -> f64 {
self.multiplier
}
}
#[derive(Debug, Clone, PartialEq)]
pub struct ChandelierExitOutput {
pub long: f64,
pub short: f64,
}
impl From<ChandelierExitOutput> for (f64, f64) {
fn from(ce: ChandelierExitOutput) -> Self {
(ce.long, ce.short)
}
}
impl Period for ChandelierExit {
fn period(&self) -> usize {
self.atr.period()
}
}
impl<T: Low + High + Close> Next<&T> for ChandelierExit {
type Output = ChandelierExitOutput;
fn next(&mut self, input: &T) -> Self::Output {
let atr = self.atr.next(input) * self.multiplier;
let min = self.min.next(input);
let max = self.max.next(input);
ChandelierExitOutput {
long: max - atr,
short: min + atr,
}
}
}
impl Reset for ChandelierExit {
fn reset(&mut self) {
self.atr.reset();
self.min.reset();
self.max.reset();
}
}
impl Default for ChandelierExit {
fn default() -> Self {
Self::new(22, 3.0).unwrap()
}
}
impl fmt::Display for ChandelierExit {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "CE({}, {})", self.atr.period(), self.multiplier)
}
}
#[cfg(test)]
mod tests {
use crate::test_helper::*;
use super::*;
type Ce = ChandelierExit;
fn round(nums: (f64, f64)) -> (f64, f64) {
let n0 = (nums.0 * 100.0).round() / 100.0;
let n1 = (nums.1 * 100.0).round() / 100.0;
(n0, n1)
}
#[test]
fn test_new() {
assert!(Ce::new(0, 0.0).is_err());
assert!(Ce::new(1, 1.0).is_ok());
assert!(Ce::new(22, 3.0).is_ok());
}
#[test]
fn test_next_bar() {
let mut ce = Ce::new(5, 2.0).unwrap();
let bar1 = Bar::new().high(2).low(1).close(1.5);
assert_eq!(round(ce.next(&bar1).into()), (0.0, 3.0));
let bar2 = Bar::new().high(5).low(3).close(4);
assert_eq!(round(ce.next(&bar2).into()), (1.33, 4.67));
let bar3 = Bar::new().high(9).low(7).close(8);
assert_eq!(round(ce.next(&bar3).into()), (3.22, 6.78));
let bar4 = Bar::new().high(5).low(3).close(4);
assert_eq!(round(ce.next(&bar4).into()), (1.81, 8.19));
let bar5 = Bar::new().high(5).low(3).close(4);
assert_eq!(round(ce.next(&bar5).into()), (2.88, 7.12));
let bar6 = Bar::new().high(2).low(1).close(1.5);
assert_eq!(round(ce.next(&bar6).into()), (2.92, 7.08));
}
#[test]
fn test_reset() {
let mut ce = Ce::new(5, 2.0).unwrap();
let bar1 = Bar::new().high(2).low(1).close(1.5);
let bar2 = Bar::new().high(5).low(3).close(4);
assert_eq!(round(ce.next(&bar1).into()), (0.0, 3.0));
assert_eq!(round(ce.next(&bar2).into()), (1.33, 4.67));
ce.reset();
assert_eq!(round(ce.next(&bar1).into()), (0.0, 3.0));
assert_eq!(round(ce.next(&bar2).into()), (1.33, 4.67));
}
#[test]
fn test_default() {
Ce::default();
}
#[test]
fn test_display() {
let indicator = Ce::new(10, 5.0).unwrap();
assert_eq!(format!("{}", indicator), "CE(10, 5)");
}
}