52 lines
1.8 KiB
Rust
52 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 cdleveningstar<'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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let body1 = body_size(o1, c1);
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let body2 = body_size(o2, c2);
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let body3 = body_size(o3, c3);
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let range1 = candle_range(h1, l1);
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let range3 = candle_range(h3, l3);
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// Evening star conditions:
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// 1. First candle is a large bullish candle
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// 2. Second candle is a star (small body) gapping above first
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// 3. Third candle is a large bearish candle
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let large_body1 = range1 > 0.0 && body1 >= range1 * 0.6;
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let small_body2 = range1 > 0.0 && body2 < body1 * 0.3;
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let large_body3 = range3 > 0.0 && body3 >= range3 * 0.6;
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if is_bullish(o1, c1)
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&& large_body1
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&& small_body2
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&& is_bearish(o3, c3)
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&& large_body3
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&& c3 < (o1 + c1) / 2.0
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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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