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fix: OBV starts at zero and validate OHLC lengths in CDL pattern functions

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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Pratik Bhadane
2026-04-01 20:33:33 +05:30
co-authored by Claude Sonnet 4.6
parent 262f0a2916
commit 7a589c725f
2 changed files with 159 additions and 29 deletions
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crates/ferro_ta_core/src/volume.rs
+4 -4
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@@ -15,7 +15,7 @@ pub fn obv(close: &[f64], volume: &[f64]) -> Vec<f64> {
if n == 0 {
return result;
}
result[0] = volume[0];
// result[0] stays 0; accumulation starts from bar 1
for i in 1..n {
result[i] = result[i - 1]
+ if close[i] > close[i - 1] {
@@ -146,9 +146,9 @@ mod tests {
let c = vec![1.0, 2.0, 3.0];
let v = vec![100.0, 200.0, 300.0];
let result = obv(&c, &v);
assert!((result[0] - 100.0).abs() < 1e-10);
assert!((result[1] - 300.0).abs() < 1e-10);
assert!((result[2] - 600.0).abs() < 1e-10);
assert!((result[0] - 0.0).abs() < 1e-10);
assert!((result[1] - 200.0).abs() < 1e-10);
assert!((result[2] - 500.0).abs() < 1e-10);
}
#[test]