1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
//! Wicks-vs-Body Ratio indicator.
//!
//! Compares total wick length to body size, measuring the balance between
//! directional commitment (body) and price rejection (wicks).
use crate::error::FinError;
use crate::signals::{BarInput, Signal, SignalValue};
use rust_decimal::Decimal;
/// Wicks-vs-Body Ratio: `(upper_wick + lower_wick) / body_size`.
///
/// Quantifies how much of the bar's internal movement was "rejected" relative
/// to how much was "committed" to directional movement:
///
/// - **High ratio** (wicks >> body): indecision, strong rejection — potential
/// reversal or absorption zone.
/// - **Low ratio** (body >> wicks): strong directional commitment — trending bar.
/// - **Exact 0**: no wicks at all (marubozu-style bar).
///
/// `upper_wick = high - max(open, close)` \
/// `lower_wick = min(open, close) - low` \
/// `body_size = |close - open|`
///
/// Returns [`SignalValue::Unavailable`] when `body_size == 0` (doji bar, where
/// the ratio is undefined).
///
/// Always ready after the first bar. Period = 1.
///
/// # Errors
/// Returns [`FinError::ArithmeticOverflow`] on arithmetic failure.
///
/// # Example
/// ```rust
/// use fin_primitives::signals::indicators::WicksVsBodyRatio;
/// use fin_primitives::signals::Signal;
///
/// let wvb = WicksVsBodyRatio::new("wvb").unwrap();
/// assert_eq!(wvb.period(), 1);
/// ```
pub struct WicksVsBodyRatio {
name: String,
ready: bool,
}
impl WicksVsBodyRatio {
/// Constructs a new `WicksVsBodyRatio`.
///
/// # Errors
/// Never fails; returns `Ok` always.
pub fn new(name: impl Into<String>) -> Result<Self, FinError> {
Ok(Self { name: name.into(), ready: false })
}
}
impl Signal for WicksVsBodyRatio {
fn name(&self) -> &str {
&self.name
}
fn period(&self) -> usize {
1
}
fn is_ready(&self) -> bool {
self.ready
}
fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
self.ready = true;
let body = bar.body_size();
if body.is_zero() {
return Ok(SignalValue::Unavailable);
}
let upper_wick = bar.upper_wick();
let lower_wick = bar.lower_wick();
let total_wick = upper_wick + lower_wick;
let ratio = total_wick
.checked_div(body)
.ok_or(FinError::ArithmeticOverflow)?;
Ok(SignalValue::Scalar(ratio))
}
fn reset(&mut self) {
self.ready = false;
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::ohlcv::OhlcvBar;
use crate::signals::Signal;
use crate::types::{NanoTimestamp, Price, Quantity, Symbol};
use rust_decimal_macros::dec;
fn bar(open: &str, high: &str, low: &str, close: &str) -> OhlcvBar {
OhlcvBar {
symbol: Symbol::new("X").unwrap(),
open: Price::new(open.parse().unwrap()).unwrap(),
high: Price::new(high.parse().unwrap()).unwrap(),
low: Price::new(low.parse().unwrap()).unwrap(),
close: Price::new(close.parse().unwrap()).unwrap(),
volume: Quantity::zero(),
ts_open: NanoTimestamp::new(0),
ts_close: NanoTimestamp::new(1),
tick_count: 1,
}
}
#[test]
fn test_wvb_doji_returns_unavailable() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
// open == close → body = 0
let v = wvb.update_bar(&bar("100", "110", "90", "100")).unwrap();
assert_eq!(v, SignalValue::Unavailable);
}
#[test]
fn test_wvb_no_wicks_returns_zero() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
// open == low, close == high: no wicks (marubozu)
let v = wvb.update_bar(&bar("90", "110", "90", "110")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(0)));
}
#[test]
fn test_wvb_correct_ratio() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
// open=95, high=110, low=90, close=100
// body = 5, upper_wick = 10, lower_wick = 5, total_wick = 15
// ratio = 15/5 = 3
let v = wvb.update_bar(&bar("95", "110", "90", "100")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(3)));
}
#[test]
fn test_wvb_bearish_bar() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
// open=105, high=110, low=90, close=100
// body = 5, upper_wick = 5, lower_wick = 10, total = 15
// ratio = 3
let v = wvb.update_bar(&bar("105", "110", "90", "100")).unwrap();
assert_eq!(v, SignalValue::Scalar(dec!(3)));
}
#[test]
fn test_wvb_ready_after_first_bar() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
wvb.update_bar(&bar("100", "110", "90", "105")).unwrap();
assert!(wvb.is_ready());
}
#[test]
fn test_wvb_period_is_one() {
let wvb = WicksVsBodyRatio::new("wvb").unwrap();
assert_eq!(wvb.period(), 1);
}
#[test]
fn test_wvb_reset() {
let mut wvb = WicksVsBodyRatio::new("wvb").unwrap();
wvb.update_bar(&bar("100", "110", "90", "105")).unwrap();
assert!(wvb.is_ready());
wvb.reset();
assert!(!wvb.is_ready());
}
}