diff --git a/ta_lib/patterns/src/barrier.rs b/ta_lib/patterns/src/barrier.rs new file mode 100644 index 00000000..9b78bea7 --- /dev/null +++ b/ta_lib/patterns/src/barrier.rs @@ -0,0 +1,56 @@ +use core::series::Series; + +pub fn bullish(open: &[f64], low: &[f64], close: &[f64]) -> Vec { + let open = Series::from(open); + let low = Series::from(low); + let close = Series::from(close); + + (close.shift(1).gt_series(&open.shift(1)) + & close.shift(2).lt_series(&open.shift(2)) + & close.shift(3).lt_series(&open.shift(3)) + & low.shift(1).eq_series(&low.shift(2)) + & low.shift(2).eq_series(&low.shift(3))) + .into() +} + +pub fn bearish(open: &[f64], high: &[f64], close: &[f64]) -> Vec { + let open = Series::from(open); + let high = Series::from(high); + let close = Series::from(close); + + (close.shift(1).lt_series(&open.shift(1)) + & close.shift(2).gt_series(&open.shift(2)) + & close.shift(3).gt_series(&open.shift(3)) + & high.shift(1).eq_series(&high.shift(2)) + & high.shift(2).eq_series(&high.shift(3))) + .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); + } +} diff --git a/ta_lib/patterns/src/lib.rs b/ta_lib/patterns/src/lib.rs index ebbb59d5..c65ba089 100644 --- a/ta_lib/patterns/src/lib.rs +++ b/ta_lib/patterns/src/lib.rs @@ -1,2 +1,3 @@ +pub mod barrier; pub mod marubozu; pub mod tasuki;