use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
#[derive(Debug, Clone)]
pub struct SpinningTop {
body_threshold: f64,
has_emitted: bool,
}
impl Default for SpinningTop {
fn default() -> Self {
Self::new()
}
}
impl SpinningTop {
pub const fn new() -> Self {
Self {
body_threshold: 0.3,
has_emitted: false,
}
}
pub fn with_threshold(body_threshold: f64) -> Result<Self> {
if !(body_threshold > 0.0 && body_threshold <= 1.0) {
return Err(Error::InvalidPeriod {
message: "spinning top body threshold must lie in (0, 1]",
});
}
Ok(Self {
body_threshold,
has_emitted: false,
})
}
pub fn body_threshold(&self) -> f64 {
self.body_threshold
}
}
impl Indicator for SpinningTop {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let range = candle.high - candle.low;
if range <= 0.0 {
return Some(0.0);
}
let body_signed = candle.close - candle.open;
let body = body_signed.abs();
if body <= 0.0 {
return Some(0.0);
}
if body > self.body_threshold * range {
return Some(0.0);
}
let upper = candle.high - candle.open.max(candle.close);
let lower = candle.open.min(candle.close) - candle.low;
if upper >= 2.0 * body && lower >= 2.0 * body {
Some(if body_signed > 0.0 { 1.0 } else { -1.0 })
} else {
Some(0.0)
}
}
fn reset(&mut self) {
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
1
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"SpinningTop"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_threshold() {
assert!(SpinningTop::with_threshold(0.0).is_err());
assert!(SpinningTop::with_threshold(1.5).is_err());
}
#[test]
fn accepts_valid_threshold() {
let s = SpinningTop::with_threshold(0.25).unwrap();
assert!((s.body_threshold() - 0.25).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let s = SpinningTop::default();
assert_eq!(s.name(), "SpinningTop");
assert_eq!(s.warmup_period(), 1);
assert!(!s.is_ready());
assert!((s.body_threshold() - 0.3).abs() < 1e-12);
}
#[test]
fn green_spinning_top_is_plus_one() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.0, 13.5, 7.0, 10.5, 0)), Some(1.0));
}
#[test]
fn red_spinning_top_is_minus_one() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.5, 13.5, 7.0, 10.0, 0)), Some(-1.0));
}
#[test]
fn marubozu_is_not_spinning() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(0.0));
}
#[test]
fn doji_is_not_spinning() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.0, 11.0, 9.0, 10.0, 0)), Some(0.0));
}
#[test]
fn hammer_shape_is_not_spinning_top() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.0, 10.6, 5.0, 10.5, 0)), Some(0.0));
}
#[test]
fn zero_range_yields_zero() {
let mut s = SpinningTop::new();
assert_eq!(s.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 3.0, base - 3.0, base + 0.5, i)
})
.collect();
let mut a = SpinningTop::new();
let mut b = SpinningTop::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut s = SpinningTop::new();
s.update(c(10.0, 13.5, 7.0, 10.5, 0));
assert!(s.is_ready());
s.reset();
assert!(!s.is_ready());
}
}