engulfing

ta_lib/patterns/src/engulfing.rs

@@ -0,0 +1,64 @@
+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);
+
+    let body = (&close - &open).abs();
+
+    (close.gt(&open)
+        & close.shift(1).lt(&open.shift(1))
+        & high.gt(&high.shift(1))
+        & low.lt(&low.shift(1))
+        & body.gte(&(2.0 * body.shift(1))))
+    .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);
+
+    let body = (&close - &open).abs();
+
+    (close.lt(&open)
+        & close.shift(1).gt(&open.shift(1))
+        & high.gt(&high.shift(1))
+        & low.lt(&low.shift(1))
+        & body.gte(&(2.0 * body.shift(1))))
+    .into()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_engulfing_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_engulfing_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);
+    }
+}

ta_lib/patterns/src/lib.rs

@@ -5,6 +5,7 @@ pub mod breakaway;
 pub mod counterattack;
 pub mod doji;
 pub mod double_doji;
+pub mod engulfing;
 pub mod h;
 pub mod hexad;
 pub mod marubozu;