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YieldsLabs · Apr 2, 2024 · 69582c5 · 69582c5
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commit 69582c5
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Showing 7 changed files with 455 additions and 50 deletions.
diff --git a/strategy/generator/pulse/braid.py b/strategy/generator/pulse/braid.py
@@ -12,9 +12,9 @@
 @dataclass(frozen=True)
 class BraidPulse(Pulse):
     type: PulseType = PulseType.Braid
-    smooth_type: Parameter = StaticParameter(Smooth.WMA)
-    period_one: Parameter = StaticParameter(3.0)
-    period_two: Parameter = StaticParameter(7.0)
-    period_three: Parameter = StaticParameter(14.0)
+    smooth_type: Parameter = StaticParameter(Smooth.LSMA)
+    fast_period: Parameter = StaticParameter(3.0)
+    slow_period: Parameter = StaticParameter(14.0)
+    open_period: Parameter = StaticParameter(7.0)
     strength: Parameter = StaticParameter(40.0)
     atr_period: Parameter = StaticParameter(14.0)
diff --git a/ta_lib/indicators/momentum/src/dso.rs b/ta_lib/indicators/momentum/src/dso.rs
@@ -28,8 +28,12 @@ mod tests {
         let k_period = 2;
         let d_period = 2;
 
-        let expected_k = vec![0.0, 66.66667, 88.88889, 96.2963, 98.76544, 99.588486, 99.86283];
-        let expected_d = vec![0.0, 44.44445, 74.07408, 88.8889, 95.47326, 98.21674, 99.31413];
+        let expected_k = vec![
+            0.0, 66.66667, 88.88889, 96.2963, 98.76544, 99.588486, 99.86283,
+        ];
+        let expected_d = vec![
+            0.0, 44.44445, 74.07408, 88.8889, 95.47326, 98.21674, 99.31413,
+        ];
 
         let (k, d) = dso(&close, Smooth::EMA, period, k_period, d_period);
 

diff --git a/ta_lib/indicators/momentum/src/stc.rs b/ta_lib/indicators/momentum/src/stc.rs
@@ -35,7 +35,8 @@ mod tests {
         let d_first = 3;
         let d_second = 3;
         let expected = vec![
-            0.0, 50.0, 75.0, 87.5, 93.75, 46.875, 73.4375, 36.71875, 68.359375, 34.179688, 67.08984, 83.54492,
+            0.0, 50.0, 75.0, 87.5, 93.75, 46.875, 73.4375, 36.71875, 68.359375, 34.179688,
+            67.08984, 83.54492,
         ];
 
         let result: Vec<f32> = stc(

diff --git a/ta_lib/strategies/confirm/src/dso.rs b/ta_lib/strategies/confirm/src/dso.rs
@@ -38,3 +38,140 @@ impl Confirm for DSOConfirm {
         (k.sgt(&d), k.slt(&d))
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use core::prelude::*;
+    use std::collections::VecDeque;
+
+    #[test]
+    fn test_confirm_dso() {
+        let confirm = DSOConfirm::new(Smooth::EMA, 13.0, 8.0, 9.0);
+        let data = VecDeque::from([
+            OHLCV {
+                open: 4.8914,
+                high: 4.9045,
+                low: 4.8895,
+                close: 4.8995,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8995,
+                high: 4.9073,
+                low: 4.8995,
+                close: 4.9061,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9061,
+                high: 4.9070,
+                low: 4.9001,
+                close: 4.9001,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9001,
+                high: 4.9053,
+                low: 4.8995,
+                close: 4.9053,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9053,
+                high: 4.9093,
+                low: 4.9046,
+                close: 4.9087,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9087,
+                high: 4.9154,
+                low: 4.9087,
+                close: 4.9131,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9131,
+                high: 4.9131,
+                low: 4.9040,
+                close: 4.9041,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9041,
+                high: 4.9068,
+                low: 4.8988,
+                close: 4.9023,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9023,
+                high: 4.9051,
+                low: 4.8949,
+                close: 4.9010,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.9010,
+                high: 4.9052,
+                low: 4.8969,
+                close: 4.8969,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8969,
+                high: 4.8969,
+                low: 4.8819,
+                close: 4.8895,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8895,
+                high: 4.8928,
+                low: 4.8851,
+                close: 4.8901,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8901,
+                high: 4.8910,
+                low: 4.8813,
+                close: 4.8855,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8855,
+                high: 4.8864,
+                low: 4.8816,
+                close: 4.8824,
+                volume: 100.0,
+            },
+            OHLCV {
+                open: 4.8824,
+                high: 4.8934,
+                low: 4.8814,
+                close: 4.8925,
+                volume: 100.0,
+            },
+        ]);
+        let series = OHLCVSeries::from_data(&data);
+
+        let (long_signal, short_signal) = confirm.validate(&series);
+
+        let expected_long_signal = vec![
+            false, true, true, true, true, true, true, true, true, true, false, false, false,
+            false, false,
+        ];
+        let expected_short_signal = vec![
+            false, false, false, false, false, false, false, false, false, false, true, true, true,
+            true, true,
+        ];
+
+        let result_long_signal: Vec<bool> = long_signal.into();
+        let result_short_signal: Vec<bool> = short_signal.into();
+
+        assert_eq!(result_long_signal, expected_long_signal);
+        assert_eq!(expected_short_signal, result_short_signal);
+    }
+}