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m5l14i11 committed Aug 1, 2023
1 parent 4969c99 commit 599143f
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60 changes: 60 additions & 0 deletions ta_lib/patterns/src/h.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,60 @@
use core::series::Series;

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

(close.shift(1).gt(&open.shift(1))
& close.shift(1).gt(&high.shift(2))
& close.shift(2).eq(&open.shift(2))
& close.shift(3).gt(&open.shift(3))
& low.shift(1).gte(&low.shift(2)))
.into()
}

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

(close.shift(1).lt(&open.shift(1))
& close.shift(1).lt(&low.shift(2))
& close.shift(2).eq(&open.shift(2))
& close.shift(3).lt(&open.shift(3))
& high.shift(1).lte(&high.shift(2)))
.into()
}

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

#[test]
fn test_h_bullish() {
let open = vec![4.0, 3.0, 4.0, 3.0, 4.0];
let high = vec![4.5, 3.5, 4.5, 3.5, 4.5];
let low = vec![4.0, 3.0, 4.0, 3.0, 4.0];
let close = vec![4.5, 3.5, 4.5, 3.5, 4.5];
let expected = vec![false, false, false, false, false];

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

assert_eq!(result, expected);
}

#[test]
fn test_h_bearish() {
let open = vec![4.0, 3.0, 4.0, 3.0, 4.0];
let high = vec![4.0, 3.0, 4.0, 3.0, 4.0];
let low = vec![3.5, 2.5, 3.5, 2.5, 3.5];
let close = vec![3.5, 2.5, 3.5, 2.5, 3.5];
let expected = vec![false, false, false, false, false];

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

assert_eq!(result, expected);
}
}
1 change: 1 addition & 0 deletions ta_lib/patterns/src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ pub mod breakaway;
pub mod counterattack;
pub mod doji;
pub mod double_doji;
pub mod h;
pub mod marubozu;
pub mod shrinking;
pub mod split;
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