40 lines
1.2 KiB
Rust
40 lines
1.2 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 cdlpiercing<'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 (o0, h0, l0, c0) = (opens[i - 1], highs[i - 1], lows[i - 1], closes[i - 1]);
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let (o1, _h1, _l1, c1) = (opens[i], highs[i], lows[i], closes[i]);
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let body0 = body_size(o0, c0);
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let range0 = candle_range(h0, l0);
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let midpoint0 = (o0 + c0) / 2.0;
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if is_bearish(o0, c0)
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&& range0 > 0.0
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&& body0 >= range0 * 0.4
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&& is_bullish(o1, c1)
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&& o1 < l0
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&& c1 > midpoint0
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&& c1 < o0
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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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