l, h, stoch

ta_lib/utils/src/highest.rs

@@ -0,0 +1,33 @@
+pub fn highest(source: &[f64], period: usize) -> Vec<Option<f64>> {
+    let len = source.len();
+    let mut highest_values = vec![None; len];
+
+    if len < period {
+        return highest_values;
+    }
+
+    for i in (period - 1)..len {
+        let highest = *source[i + 1 - period..=i]
+            .iter()
+            .max_by(|x, y| x.partial_cmp(y).unwrap())
+            .unwrap();
+        highest_values[i] = Some(highest);
+    }
+
+    highest_values
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_highest() {
+        let source = vec![1.0, 2.0, 3.0, 2.0, 1.0];
+        let expected = vec![None, None, Some(3.0), Some(3.0), Some(3.0)];
+
+        let result = highest(&source, 3);
+
+        assert_eq!(result, expected);
+    }
+}

ta_lib/utils/src/lib.rs

@@ -1,2 +1,5 @@
+pub mod highest;
+pub mod lowest;
 pub mod stddev;
+pub mod stoch;
 pub mod tr;

ta_lib/utils/src/lowest.rs

@@ -0,0 +1,33 @@
+pub fn lowest(source: &[f64], period: usize) -> Vec<Option<f64>> {
+    let len = source.len();
+    let mut lowest_values = vec![None; len];
+
+    if len < period {
+        return lowest_values;
+    }
+
+    for i in (period - 1)..len {
+        let lowest = *source[i + 1 - period..=i]
+            .iter()
+            .min_by(|x, y| x.partial_cmp(y).unwrap())
+            .unwrap();
+        lowest_values[i] = Some(lowest);
+    }
+
+    lowest_values
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_lowest() {
+        let source = vec![3.0, 2.0, 1.0, 2.0, 3.0];
+        let expected = vec![None, None, Some(1.0), Some(1.0), Some(1.0)];
+
+        let result = lowest(&source, 3);
+
+        assert_eq!(result, expected);
+    }
+}

ta_lib/utils/src/stoch.rs

@@ -0,0 +1,41 @@
+use crate::{highest::highest, lowest::lowest};
+
+pub fn stoch(high: &[f64], low: &[f64], close: &[f64], period: usize) -> Vec<Option<f64>> {
+    let len = high.len();
+
+    if len != low.len() || len != close.len() || len < period {
+        return vec![None; len];
+    }
+
+    let hh = highest(high, period);
+    let ll = lowest(low, period);
+
+    let mut stoch_values = vec![None; len];
+
+    for i in (period - 1)..len {
+        if let (Some(hh), Some(ll)) = (hh[i], ll[i]) {
+            let stoch = 100.0 * (close[i] - ll) / (hh - ll);
+            stoch_values[i] = Some(stoch);
+        }
+    }
+
+    stoch_values
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_stoch() {
+        let high = vec![3.0, 3.0, 3.0, 3.0, 3.0];
+        let low = vec![1.0, 1.0, 1.0, 1.0, 1.0];
+        let close = vec![2.0, 2.5, 2.0, 1.5, 2.0];
+
+        let expected = vec![None, None, Some(50.0), Some(25.0), Some(50.0)];
+
+        let result = stoch(&high, &low, &close, 3);
+
+        assert_eq!(result, expected);
+    }
+}