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tasuki
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m5l14i11 committed Jul 29, 2023
1 parent a3265a1 commit 3d66d22
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Showing 2 changed files with 55 additions and 0 deletions.
1 change: 1 addition & 0 deletions ta_lib/patterns/src/lib.rs
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@@ -1 +1,2 @@
pub mod marubozu;
pub mod tasuki;
54 changes: 54 additions & 0 deletions ta_lib/patterns/src/tasuki.rs
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use core::series::Series;

pub fn bullish(open: &[f64], close: &[f64]) -> Vec<bool> {
let open = Series::from(open);
let close = Series::from(close);

(close.lt_series(&open)
& close.shift(1).gt_series(&open.shift(1))
& close.shift(2).gt_series(&open.shift(2))
& close.lt_series(&open.shift(1))
& close.gt_series(&close.shift(2))
& open.shift(1).gt_series(&close.shift(2)))
.into()
}

pub fn bearish(open: &[f64], close: &[f64]) -> Vec<bool> {
let open = Series::from(open);
let close = Series::from(close);

(close.gt_series(&open)
& close.shift(1).lt_series(&open.shift(1))
& close.shift(2).lt_series(&open.shift(2))
& close.gt_series(&open.shift(1))
& close.lt_series(&close.shift(2))
& open.shift(1).lt_series(&close.shift(2)))
.into()
}

#[cfg(test)]
mod tests {
use super::*;

#[test]
fn test_tasuki_bullish() {
let open = vec![4.0, 4.0, 4.0, 4.0, 4.0];
let close = vec![2.0, 2.5, 2.0, 1.5, 2.0];
let expected = vec![false, false, false, false, false];

let result = bullish(&open, &close);

assert_eq!(result, expected);
}

#[test]
fn test_tasuki_bearish() {
let open = vec![4.0, 4.0, 4.0, 4.0, 4.0];
let close = vec![2.0, 2.5, 2.0, 1.5, 2.0];
let expected = vec![false, false, false, false, false];

let result = bearish(&open, &close);

assert_eq!(result, expected);
}
}

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