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use crate::{CandleComponent, Trade};
#[derive(Debug, Default, Clone)]
pub struct DirectionalTradeRatio {
num_buys: usize,
num_trades: usize,
}
impl CandleComponent for DirectionalTradeRatio {
#[inline(always)]
fn value(&self) -> f64 {
self.num_buys as f64 / self.num_trades as f64
}
#[inline(always)]
fn update(&mut self, trade: &Trade) {
self.num_trades += 1;
if trade.size > 0.0 {
self.num_buys += 1;
}
}
#[inline(always)]
fn reset(&mut self) {
self.num_buys = 0;
self.num_trades = 0;
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn trade_direction_ratio() {
let mut m = DirectionalTradeRatio::default();
for t in &crate::candle_components::tests::TRADES {
m.update(t);
}
assert_eq!(m.value(), 0.7);
}
}