52 lines
1.8 KiB
Rust
52 lines
1.8 KiB
Rust
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use numpy::{IntoPyArray, PyArray1, PyReadonlyArray1};
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use pyo3::prelude::*;
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use super::common::*;
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#[pyfunction]
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pub fn cdlharamicross<'py>(
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py: Python<'py>,
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open: PyReadonlyArray1<'py, f64>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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close: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<i32>>> {
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let opens = open.as_slice()?;
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let highs = high.as_slice()?;
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let lows = low.as_slice()?;
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let closes = close.as_slice()?;
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let n = opens.len();
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super::common::validate_ohlc_length(n, highs.len(), lows.len(), closes.len())?;
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let mut result = vec![0i32; n];
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for i in 1..n {
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let (o1, h1, l1, c1) = (opens[i - 1], highs[i - 1], lows[i - 1], closes[i - 1]);
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let (o2, h2, l2, c2) = (opens[i], highs[i], lows[i], closes[i]);
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let body1 = body_size(o1, c1);
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let body2 = body_size(o2, c2);
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let range1 = candle_range(h1, l1);
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let range2 = candle_range(h2, l2);
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let large_body1 = range1 > 0.0 && body1 >= range1 * 0.5;
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// Second candle must be a doji
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let is_doji2 = range2 > 0.0 && body2 / range2 <= 0.1;
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// Doji body must be inside prior body
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let body1_high = o1.max(c1);
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let body1_low = o1.min(c1);
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let doji_mid = (o2 + c2) / 2.0;
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let inside = doji_mid <= body1_high && doji_mid >= body1_low;
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// Bullish Harami Cross: prior bearish large candle, doji inside
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if is_bearish(o1, c1) && large_body1 && is_doji2 && inside {
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result[i] = 100;
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}
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// Bearish Harami Cross: prior bullish large candle, doji inside
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else if is_bullish(o1, c1) && large_body1 && is_doji2 && inside {
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result[i] = -100;
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}
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}
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Ok(result.into_pyarray(py))
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}
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