marubozu

ta_lib/Cargo.toml

@@ -2,6 +2,7 @@
 members = [
 "core",
 "momentum",
+"patterns",
 "price",
 "trend",
 "volatility",

ta_lib/core/src/series.rs

@@ -148,13 +148,13 @@ impl<T> IntoIterator for Series<T> {
 
 impl Into<Vec<f64>> for Series<f64> {
     fn into(self) -> Vec<f64> {
-        self.into_iter().filter_map(|x| x).collect()
+        self.data.into_iter().map(|x| x.unwrap_or(0.0)).collect()
     }
 }
 
 impl Into<Vec<bool>> for Series<bool> {
     fn into(self) -> Vec<bool> {
-        self.into_iter().filter_map(|x| x).collect()
+        self.data.into_iter().map(|x| x.unwrap_or(false)).collect()
     }
 }
 

ta_lib/patterns/Cargo.toml

@@ -4,3 +4,4 @@ version = "0.1.0"
 edition = "2021"
 
 [dependencies]
+core = { path = "../core" }

ta_lib/patterns/src/lib.rs

@@ -0,0 +1 @@
+pub mod marubozu;

ta_lib/patterns/src/marubozu.rs

@@ -0,0 +1,56 @@
+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);
+
+    (close.shift(1).gt_series(&open.shift(1))
+        & high.shift(1).eq_series(&close.shift(1))
+        & low.shift(1).eq_series(&open.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);
+
+    (close.shift(1).lt_series(&open.shift(1))
+        & high.shift(1).eq_series(&open.shift(1))
+        & low.shift(1).eq_series(&close.shift(1)))
+    .into()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_marubozu_bullish() {
+        let open = vec![4.0, 4.0, 4.0, 4.0, 4.0];
+        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![false, false, false, false, false];
+
+        let result = bullish(&open, &high, &low, &close);
+
+        assert_eq!(result, expected);
+    }
+
+    #[test]
+    fn test_marubozu_bearish() {
+        let open = vec![4.0, 4.0, 4.0, 4.0, 4.0];
+        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![false, false, false, false, false];
+
+        let result = bearish(&open, &high, &low, &close);
+
+        assert_eq!(result, expected);
+    }
+}