44 lines
1.6 KiB
Rust
44 lines
1.6 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 cdl2crows<'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 2..n {
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let (o1, _h1, _l1, c1) = (opens[i - 2], highs[i - 2], lows[i - 2], closes[i - 2]);
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let (o2, _h2, _l2, c2) = (opens[i - 1], highs[i - 1], lows[i - 1], closes[i - 1]);
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let (o3, _h3, _l3, c3) = (opens[i], highs[i], lows[i], closes[i]);
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// Two Crows:
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// 1. First candle is a long white (bullish) candle
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// 2. Second candle gaps up (opens above first close) and closes lower but still above first close
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// 3. Third candle opens within second body and closes within first body
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if is_bullish(o1, c1)
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&& is_bearish(o2, c2)
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&& o2 > c1 // gap up
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&& c2 > c1 // second still closes above first close
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&& is_bearish(o3, c3)
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&& o3 < o2 && o3 > c2 // opens within second body
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&& c3 > o1 && c3 < c1
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// closes within first body
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{
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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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