wcl price

ta_lib/price/src/lib.rs

@@ -1,3 +1,4 @@
 pub mod average;
 pub mod median;
 pub mod typical;
+pub mod wcl;

ta_lib/price/src/wcl.rs

@@ -0,0 +1,30 @@
+pub fn wcl(high: &[f64], low: &[f64], close: &[f64]) -> Vec<f64> {
+    let len = high.len();
+
+    if len != low.len() || len != close.len() {
+        return vec![0.0; len];
+    }
+
+    high.iter()
+        .zip(low)
+        .zip(close)
+        .map(|((&h, &l), &c)| (h + l + (c * 2.0)) / 4.0)
+        .collect()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_weighted_close_price() {
+        let high = vec![1.0, 2.0, 3.0];
+        let low = vec![0.5, 1.0, 1.5];
+        let close = vec![0.75, 1.5, 2.25];
+        let expected = vec![0.75, 1.5, 2.25];
+
+        let result = wcl(&high, &low, &close);
+
+        assert_eq!(result, expected);
+    }
+}