cross

ta_lib/core/src/helper.rs

@@ -0,0 +1,53 @@
+use crate::series::Series;
+
+impl Series<f64> {
+    pub fn cross_over(&self, rhs: &Series<f64>) -> Series<bool> {
+        self.gt(rhs) & self.shift(1).lt(&rhs.shift(1))
+    }
+
+    pub fn cross_under(&self, rhs: &Series<f64>) -> Series<bool> {
+        self.lt(rhs) & self.shift(1).gt(&rhs.shift(1))
+    }
+
+    pub fn cross(&self, rhs: &Series<f64>) -> Series<bool> {
+        self.cross_over(rhs) | self.cross_under(rhs)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_cross_over() {
+        let a = Series::from([5.5, 5.0, 4.5, 3.0, 2.5]);
+        let b = Series::from([4.5, 2.0, 3.0, 3.5, 2.0]);
+        let expected: Series<bool> = Series::from([f64::NAN, 0.0, 0.0, 0.0, 1.0]).into();
+
+        let result = a.cross_over(&b);
+
+        assert_eq!(result, expected);
+    }
+
+    #[test]
+    fn test_cross_under() {
+        let a = Series::from([5.5, 5.0, 4.5, 3.0, 2.5]);
+        let b = Series::from([4.5, 2.0, 3.0, 3.5, 2.0]);
+        let expected: Series<bool> = Series::from([f64::NAN, 0.0, 0.0, 1.0, 0.0]).into();
+
+        let result = a.cross_under(&b);
+
+        assert_eq!(result, expected);
+    }
+
+    #[test]
+    fn test_cross() {
+        let a = Series::from([5.5, 5.0, 4.5, 3.0, 2.5]);
+        let b = Series::from([4.5, 2.0, 3.0, 3.5, 2.0]);
+        let expected: Series<bool> = Series::from([f64::NAN, 0.0, 0.0, 1.0, 1.0]).into();
+
+        let result = a.cross(&b);
+
+        assert_eq!(result, expected);
+    }
+}

ta_lib/core/src/lib.rs

@@ -1,4 +1,5 @@
 pub mod bool;
+pub mod helper;
 pub mod math;
 pub mod ops;
 pub mod series;

ta_lib/core/src/series.rs

@@ -155,7 +155,7 @@ impl Into<Vec<bool>> for Series<bool> {
 
 impl Into<Series<bool>> for Series<f64> {
     fn into(self) -> Series<bool> {
-        self.fmap(|opt| opt.map(|&f| f != 0.0))
+        self.fmap(|opt| opt.and_then(|&f| if f.is_nan() { None } else { Some(f != 0.0) }))
     }
 }