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feat(analysis): add technical analysis module and stocks technical command
- Add analysis module: SMA, EMA, RSI(14), MACD(12,26,9), volume ratio - Add signal interpretation: bullish/bearish/neutral with consensus voting - Wire up 'stocks technical <SYMBOL>' CLI subcommand - Table output with colored signals + JSON output support - Cache/offline/stale-cache fallback (same pattern as quote/history) - Fetch 1 year of daily data for SMA200 coverage (~250 trading days) - Add TechnicalReport, MacdSnapshot, VolumeSnapshot structs - Add 4 new unit tests + 3 integration tests (30 total passing)
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8 changed files with 723 additions and 6 deletions
2
src/analysis/mod.rs
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2
src/analysis/mod.rs
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pub mod signals;
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pub mod technical;
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102
src/analysis/signals.rs
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102
src/analysis/signals.rs
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use serde::{Deserialize, Serialize};
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#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
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pub enum Signal {
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Bullish,
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Bearish,
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Neutral,
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}
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TechnicalSignal {
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pub rsi: Signal,
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pub macd: Signal,
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pub trend: Signal,
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pub overall: Signal,
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}
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pub fn interpret_rsi(value: f64) -> Signal {
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if value > 70.0 {
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Signal::Bearish
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} else if value < 30.0 {
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Signal::Bullish
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} else {
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Signal::Neutral
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}
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}
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pub fn interpret_macd(histogram: f64, prev_histogram: Option<f64>) -> Signal {
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if let Some(prev) = prev_histogram {
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if histogram > 0.0 && histogram > prev {
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Signal::Bullish
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} else if histogram < 0.0 && histogram < prev {
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Signal::Bearish
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} else {
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Signal::Neutral
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}
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} else {
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Signal::Neutral
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}
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}
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pub fn interpret_trend(price: f64, sma50: Option<f64>, sma200: Option<f64>) -> Signal {
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match (sma50, sma200) {
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(Some(s50), Some(s200)) if price > s50 && price > s200 => Signal::Bullish,
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(Some(s50), Some(s200)) if price < s50 && price < s200 => Signal::Bearish,
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_ => Signal::Neutral,
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}
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}
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pub fn overall_signal(rsi: Signal, macd: Signal, trend: Signal) -> Signal {
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let signals = [rsi, macd, trend];
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let bullish = signals.iter().filter(|&&s| s == Signal::Bullish).count();
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let bearish = signals.iter().filter(|&&s| s == Signal::Bearish).count();
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if bullish >= 2 {
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Signal::Bullish
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} else if bearish >= 2 {
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Signal::Bearish
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} else {
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Signal::Neutral
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn interpret_rsi_thresholds() {
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assert_eq!(interpret_rsi(75.0), Signal::Bearish);
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assert_eq!(interpret_rsi(25.0), Signal::Bullish);
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assert_eq!(interpret_rsi(50.0), Signal::Neutral);
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}
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#[test]
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fn interpret_trend_thresholds() {
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assert_eq!(
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interpret_trend(120.0, Some(100.0), Some(110.0)),
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Signal::Bullish
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);
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assert_eq!(
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interpret_trend(80.0, Some(100.0), Some(90.0)),
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Signal::Bearish
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);
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}
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#[test]
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fn overall_majority_vote() {
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assert_eq!(
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overall_signal(Signal::Bullish, Signal::Bullish, Signal::Neutral),
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Signal::Bullish
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);
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assert_eq!(
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overall_signal(Signal::Bearish, Signal::Neutral, Signal::Bearish),
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Signal::Bearish
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);
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assert_eq!(
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overall_signal(Signal::Bullish, Signal::Bearish, Signal::Neutral),
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Signal::Neutral
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);
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}
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}
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212
src/analysis/technical.rs
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212
src/analysis/technical.rs
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use serde::Serialize;
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#[derive(Debug, Clone, Serialize)]
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pub struct MacdResult {
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pub macd_line: Vec<Option<f64>>,
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pub signal_line: Vec<Option<f64>>,
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pub histogram: Vec<Option<f64>>,
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}
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pub fn sma(data: &[f64], period: usize) -> Vec<Option<f64>> {
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let mut result = vec![None; data.len()];
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if period == 0 || period > data.len() {
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return result;
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}
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let mut window_sum: f64 = data[..period].iter().sum();
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result[period - 1] = Some(window_sum / period as f64);
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for idx in period..data.len() {
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window_sum += data[idx] - data[idx - period];
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result[idx] = Some(window_sum / period as f64);
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}
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result
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}
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pub fn ema(data: &[f64], period: usize) -> Vec<Option<f64>> {
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let mut result = vec![None; data.len()];
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if period == 0 || period > data.len() {
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return result;
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}
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let multiplier = 2.0 / (period as f64 + 1.0);
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let seed = data[..period].iter().sum::<f64>() / period as f64;
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result[period - 1] = Some(seed);
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let mut prev = seed;
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for idx in period..data.len() {
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let current = ((data[idx] - prev) * multiplier) + prev;
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result[idx] = Some(current);
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prev = current;
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}
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result
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}
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pub fn rsi(closes: &[f64], period: usize) -> Vec<Option<f64>> {
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let mut result = vec![None; closes.len()];
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if period == 0 || closes.len() <= period {
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return result;
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}
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let mut gains = 0.0;
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let mut losses = 0.0;
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for idx in 1..=period {
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let change = closes[idx] - closes[idx - 1];
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if change >= 0.0 {
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gains += change;
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} else {
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losses += -change;
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}
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}
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let mut avg_gain = gains / period as f64;
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let mut avg_loss = losses / period as f64;
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result[period] = Some(rsi_from_averages(avg_gain, avg_loss));
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for idx in (period + 1)..closes.len() {
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let change = closes[idx] - closes[idx - 1];
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let gain = if change > 0.0 { change } else { 0.0 };
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let loss = if change < 0.0 { -change } else { 0.0 };
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avg_gain = ((avg_gain * (period as f64 - 1.0)) + gain) / period as f64;
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avg_loss = ((avg_loss * (period as f64 - 1.0)) + loss) / period as f64;
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result[idx] = Some(rsi_from_averages(avg_gain, avg_loss));
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}
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result
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}
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fn rsi_from_averages(avg_gain: f64, avg_loss: f64) -> f64 {
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if avg_loss == 0.0 {
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return 100.0;
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}
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let rs = avg_gain / avg_loss;
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100.0 - (100.0 / (1.0 + rs))
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}
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pub fn macd(closes: &[f64], fast: usize, slow: usize, signal: usize) -> MacdResult {
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let len = closes.len();
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let mut macd_line = vec![None; len];
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let mut signal_line = vec![None; len];
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let mut histogram = vec![None; len];
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if len == 0 || fast == 0 || slow == 0 || signal == 0 {
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return MacdResult {
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macd_line,
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signal_line,
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histogram,
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};
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}
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let fast_ema = ema(closes, fast);
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let slow_ema = ema(closes, slow);
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for idx in 0..len {
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if let (Some(f), Some(s)) = (fast_ema[idx], slow_ema[idx]) {
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macd_line[idx] = Some(f - s);
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}
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}
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let mut signal_seed = Vec::new();
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let signal_multiplier = 2.0 / (signal as f64 + 1.0);
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let mut prev_signal = None;
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for idx in 0..len {
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if let Some(value) = macd_line[idx] {
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if prev_signal.is_none() {
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signal_seed.push(value);
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if signal_seed.len() == signal {
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let seed = signal_seed.iter().sum::<f64>() / signal as f64;
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signal_line[idx] = Some(seed);
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prev_signal = Some(seed);
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histogram[idx] = Some(value - seed);
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}
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} else if let Some(prev) = prev_signal {
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let current = ((value - prev) * signal_multiplier) + prev;
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signal_line[idx] = Some(current);
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prev_signal = Some(current);
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histogram[idx] = Some(value - current);
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}
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}
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}
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MacdResult {
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macd_line,
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signal_line,
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histogram,
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}
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}
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pub fn volume_ratio(volumes: &[f64], period: usize) -> Option<f64> {
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if period == 0 || volumes.len() < period {
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return None;
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}
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let start = volumes.len() - period;
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let avg = volumes[start..].iter().sum::<f64>() / period as f64;
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if avg == 0.0 {
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return None;
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}
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volumes.last().map(|last| *last / avg)
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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fn approx_eq(left: f64, right: f64, eps: f64) {
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assert!((left - right).abs() <= eps, "left={left}, right={right}");
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}
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#[test]
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fn sma_returns_expected_values() {
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let data = [1.0, 2.0, 3.0, 4.0, 5.0];
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let values = sma(&data, 3);
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assert_eq!(values, vec![None, None, Some(2.0), Some(3.0), Some(4.0)]);
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}
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#[test]
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fn rsi_returns_seeded_none_and_known_value() {
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// Classic Wilder example dataset; RSI(14) first computed value ~= 70.46.
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let closes = [
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44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08, 45.89, 46.03,
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45.61, 46.28, 46.28,
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];
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let period = 14;
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let values = rsi(&closes, period);
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assert_eq!(values.len(), closes.len());
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assert!(values.iter().take(period).all(Option::is_none));
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let rsi_14 = values[period].expect("expected first RSI value");
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approx_eq(rsi_14, 70.46, 0.05);
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}
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#[test]
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fn macd_shapes_are_correct() {
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let closes: Vec<f64> = (1..=60).map(|n| n as f64).collect();
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let result = macd(&closes, 12, 26, 9);
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assert_eq!(result.macd_line.len(), closes.len());
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let macd_nones = result.macd_line.iter().filter(|v| v.is_none()).count();
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let signal_nones = result.signal_line.iter().filter(|v| v.is_none()).count();
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assert!(signal_nones > macd_nones);
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}
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#[test]
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fn volume_ratio_checks() {
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let volumes = [100.0, 120.0, 130.0, 150.0];
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let ratio = volume_ratio(&volumes, 3).expect("ratio should exist");
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approx_eq(ratio, 150.0 / ((120.0 + 130.0 + 150.0) / 3.0), 1e-10);
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assert_eq!(volume_ratio(&volumes, 5), None);
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}
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}
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