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bottle
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m5l14i11 committed Jul 29, 2023
1 parent d38f8c9 commit 803525f
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56 changes: 56 additions & 0 deletions ta_lib/patterns/src/bottle.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,56 @@
use core::series::Series;

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

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

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

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

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

#[test]
fn test_barrier_bullish() {
let open = vec![4.0, 3.0, 4.0, 3.0, 4.0];
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, &low, &close);

assert_eq!(result, expected);
}

#[test]
fn test_barrier_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 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, &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
@@ -1,3 +1,4 @@
pub mod barrier;
pub mod bottle;
pub mod marubozu;
pub mod tasuki;

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