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-- golden cross: fast EMA over slow EMA -> Buy / Sell / Hold
category Vect

type Scalar   : Vect = Vector(1)
type Bar      : Vect = product(product(Scalar,Scalar,Scalar,Scalar), Scalar)
type Series   : Vect = Sequence[Bar]
type Decision : Vect = coproduct(Buy, Sell, Hold)

morphism close : Bar -> Scalar = project(0) ; project(3)

coalgebra golden_cross for Sequence on product(Scalar, Scalar, Bool) {
  init = (10, 10, inject(0))
  structure_map(state, bar) =
    let c     = close(bar)                        in
    let fast  = 0.5 * c + 0.5 * project(0, state) in
    let slow  = 0.2 * c + 0.8 * project(1, state) in
    let above = fast > slow                       in
    ( (fast, slow, above),
      case {
        and(not(project(2, state)), above) => Buy  ;
        and(project(2, state), not(above)) => Sell ;
        _                                  => Hold
      } )
}

let signals = scan(golden_cross) over Series