58 lines
1.8 KiB
Rust
58 lines
1.8 KiB
Rust
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 cdlabandonedbaby<'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 (o0, h0, l0, c0) = (opens[i - 2], highs[i - 2], lows[i - 2], closes[i - 2]);
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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 range0 = candle_range(h0, l0);
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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 body0 = body_size(o0, c0);
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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 is_doji1 = range1 > 0.0 && body1 / range1 <= 0.1;
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if is_bearish(o0, c0)
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&& range0 > 0.0
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&& body0 >= range0 * 0.5
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&& is_doji1
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&& h1 < l0
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&& is_bullish(o2, c2)
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&& range2 > 0.0
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&& body2 >= range2 * 0.5
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&& l2 > h1
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{
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result[i] = 100;
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} else if is_bullish(o0, c0)
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&& range0 > 0.0
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&& body0 >= range0 * 0.5
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&& is_doji1
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&& l1 > h0
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&& is_bearish(o2, c2)
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&& range2 > 0.0
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&& body2 >= range2 * 0.5
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&& h2 < l1
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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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