feat: Adding pivot point standard impls

src/methods/mod.rs

@@ -78,6 +78,8 @@ mod median_abs_dev;
 pub use median_abs_dev::*;
 mod vidya;
 pub use vidya::*;
+mod pivot_point_standard;
+pub use pivot_point_standard::*;
 
 mod cross;
 pub use cross::*;

src/methods/pivot_point_standard.rs

@@ -0,0 +1,123 @@
+//! The Pivot Point indicator helps traders and analysts identify potential support and resistance levels for a given
+//! trading day or time period. Pivot Points are particularly popular in day trading and short-term trading strategies.
+//!
+
+#[cfg(feature = "serde")]
+use serde::{Deserialize, Serialize};
+
+use crate::core::{Method, ValueType, OHLCV};
+
+#[derive(Debug, Clone, Copy)]
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+/// The Pivot Point indicator is calculated based on the high, low, and close prices of the previous trading
+/// period (such as a day, week, or month) and provides several support and resistance levels.
+///
+/// # Parameters
+///
+/// Has no parameters
+///
+/// # Input type
+///
+/// Input type is [`OHLCV`]
+///
+/// # Output type
+///
+/// Output type is [`PivotPointTraditionalOutput`]
+///
+/// # Links
+///
+/// * <https://en.wikipedia.org/wiki/Pivot_point_(technical_analysis)>
+///
+pub struct PivotPointStandard {}
+
+impl Method for PivotPointStandard {
+	type Params = ();
+	type Input = dyn OHLCV;
+	type Output = PivotPointTraditionalOutput;
+
+	fn new(_params: Self::Params, _initial_value: &Self::Input) -> Result<Self, crate::core::Error>
+	where
+		Self: Sized,
+	{
+		Ok(Self {})
+	}
+
+	fn next(&mut self, value: &Self::Input) -> Self::Output {
+		PivotPointTraditionalOutput::new(value.high(), value.low(), value.close())
+	}
+}
+
+#[derive(Debug, Clone, Copy)]
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+/// The Pivot Point Traditional method generates pivot points using the Traditional
+/// Pivot Point method as described [TradingView](https://www.tradingview.com/support/solutions/43000521824-pivot-points-standard/).
+pub struct PivotPointTraditionalOutput {
+	/// PP = (HIGHprev + LOWprev + CLOSEprev) / 3
+	pub pp: ValueType,
+	/// R1 = PP * 2 - LOWprev
+	pub r1: ValueType,
+	/// S1 = PP * 2 - HIGHprev
+	pub s1: ValueType,
+	/// R2 = PP + (HIGHprev - LOWprev)
+	pub r2: ValueType,
+	/// S2 = PP - (HIGHprev - LOWprev)
+	pub s2: ValueType,
+	/// R3 = PP * 2 + (HIGHprev - 2 * LOWprev)
+	pub r3: ValueType,
+	/// S3 = PP * 2 - (2 * HIGHprev - LOWprev)
+	pub s3: ValueType,
+	/// R4 = PP * 3 + (HIGHprev - 3 * LOWprev)
+	pub r4: ValueType,
+	/// S4 = PP * 3 - (3 * HIGHprev - LOWprev)
+	pub s4: ValueType,
+	/// R5 = PP * 4 + (HIGHprev - 4 * LOWprev)
+	pub r5: ValueType,
+	/// S5 = PP * 4 - (4 * HIGHprev - LOWprev)
+	pub s5: ValueType,
+}
+
+impl PivotPointTraditionalOutput {
+	#[rustfmt::skip]
+	#[allow(clippy::suboptimal_flops)]
+	fn new(high: ValueType, low: ValueType, close: ValueType) -> Self {
+		let pp: ValueType = (high + low + close) / 3.0;
+		let r1: ValueType = pp.mul_add(2.0, -low);
+		let s1: ValueType = pp.mul_add(2.0, -high);
+		let r2: ValueType = pp + (high - low);
+		let s2: ValueType = pp - (high - low);
+		let r3: ValueType = pp.mul_add(2.0, high - 2.0 * low);
+		let s3: ValueType = pp * 2.0 - (2.0 * high - low);
+		let r4: ValueType = pp * 3.0 + (high - 3.0 * low);
+		let s4: ValueType = pp * 3.0 - (3.0 * high - low);
+		let r5: ValueType = pp.mul_add(4.0, high - 4.0 * low);
+		let s5: ValueType = pp * 4.0 - (4.0 * high - low);
+
+		Self { pp, r1, s1, r2, s2, r3, s3, r4, s4, r5, s5 }
+	}
+}
+
+#[cfg(test)]
+mod test {
+	use crate::helpers::assert_eq_float;
+
+	use super::{Method, PivotPointStandard};
+
+	#[test]
+	fn test_pivot_point_standard() {
+		// OHLCV: (open, high, low, close, volume)
+		let candle = (2.0, 200.29, 195.21, 198.45, 10.0);
+		let mut instance = PivotPointStandard {};
+		let next = instance.next(&candle);
+		assert_eq_float(197.983, next.pp);
+		assert_eq_float(200.756, next.r1);
+		assert_eq_float(195.676, next.s1);
+		assert_eq_float(203.063, next.r2);
+		assert_eq_float(192.903, next.s2);
+		assert_eq_float(205.836, next.r3);
+		assert_eq_float(190.596, next.s3);
+		assert_eq_float(208.609, next.r4);
+		assert_eq_float(188.289, next.s4);
+		assert_eq_float(211.383, next.r5);
+		assert_eq_float(185.983, next.s5);
+	}
+}