ta4j bool indicator working

lib/indicator/src/ta/indicator/candles.clj

@@ -0,0 +1,32 @@
+(ns ta.indicator.candles
+  (:require
+   [tech.v3.datatype.functional :as dfn]
+   [ta.indicator :as ind]))
+
+(defn doji
+  "A candle is considered Doji if its body height is lower than the average
+   multiplied by a factor.
+   http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:introduction_to_candlesticks#doji</a>
+   input: options + bar-ds
+   output: column with doji-signal (boolean)"
+  [n k bar-ds]
+  (assert n "doji needs n parameter")
+  (assert k "doji needs k parameter")
+  (let [open-close (dfn/- (:close bar-ds) (:open bar-ds))
+        avg-open-close (ind/sma {:n n} open-close)
+        avg-open-close-k (dfn/* avg-open-close k)
+        prior-avg-open-close-k (ind/prior avg-open-close-k)]
+    (dfn/< open-close prior-avg-open-close-k)))
+
+(defn doji-absolute
+  "doji is a bar with  Big range + small movement.
+   input: options + bar-ds
+   output: column with doji-signal"
+  [max-open-close-over-low-high bar-ds]
+  (assert max-open-close-over-low-high "doji needs max-open-close-over-low-high parameter")
+  (let [low-high (dfn/- (:high bar-ds) (:low bar-ds))
+        open-close (dfn/- (:close bar-ds) (:open bar-ds))
+        open-close-over-low-high (dfn// open-close low-high)]
+    (dfn/< open-close-over-low-high max-open-close-over-low-high)))
+
+

lib/indicator/src/ta/indicator/ta4j/ta4j.clj

@@ -46,6 +46,15 @@
    (->> (map #(->> % (.getValue ind) .doubleValue)
              (range n)))))
 
+(defn ind-values-bool
+  ([ind]
+   (println "ind-values-bool!")
+   (ind-values-bool (-> ind .getBarSeries .getBarCount) ind))
+  ([n ind]
+   (println "get-values-bool: " ind)
+   (->> (map #(->> % (.getValue ind) .booleanValue)
+             (range n)))))
+
 (defn num-double [d]
   (DoubleNum/valueOf d))
 

lib/indicator/test/ta/indicator/candles_test.clj

@@ -0,0 +1,35 @@
+(ns ta.indicator.candles-test
+  (:require [clojure.test :refer :all]
+            [ta.indicator.util.fuzzy :refer [all-fuzzy=]]
+            [ta.indicator.util.ta4j :as ta4j]
+            [ta.indicator.util.data :refer [ds]]
+            [ta.indicator.candles :as indc]))
+
+
+;; TESTS
+
+#_(deftest test-doji
+  (is (all-fuzzy=
+       0.1
+       (ta4j/bar ds :volume/VWAP 2)
+        (vind/vwap 2 ds))))
+
+
+(comment
+  (:close ds)
+
+   (ta4j/bar-bool ds :candles/Doji 2 1)
+   ;; => (true false false true true 
+   ;;  false false false true true 
+  ;;  true true false true false)
+
+
+   (indc/doji 2 1 ds)
+   ;; => [false false false true true 
+   ;;    false false true true false 
+  ;;     true true true false false]
+
+
+
+;
+)

lib/indicator/test/ta/indicator/util/ta4j.clj

@@ -17,6 +17,19 @@
   (let [bar (ta4j/ds->ta4j-ohlcv ds)]
     (calc-indicator ind-kw bar args)))
 
+;; bool indicator
+
+(defn calc-indicator-bool [ind-kw data args]
+  (let [args (conj args data)
+        _ (println "calc indicator " ind-kw " args: " (count args) (rest args))
+        ind (ta4j/indicator ind-kw args)]
+    (ta4j/ind-values-bool ind)))
+
+(defn bar-bool [ds ind-kw & args]
+  (let [bar (ta4j/ds->ta4j-ohlcv ds)]
+    (calc-indicator-bool ind-kw bar args)))
+
+
 ; facade
 
 (defn- get-values-for [o name]