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//! TRIN / Arms Index — the advance-decline ratio over the up-down volume ratio.
use crate::cross_section::CrossSection;
use crate::traits::Indicator;
/// TRIN (Arms Index) — `(advancers / decliners) / (advancing volume / declining
/// volume)`.
///
/// The TRIN compares the breadth of a move in *issues* to the breadth of the move
/// in *volume*. A value near `1.0` means advancing issues and advancing volume are
/// in balance; a value below `1.0` is bullish (volume is concentrated in advancing
/// issues relative to their count); a value above `1.0` is bearish (declining
/// issues are absorbing disproportionate volume).
///
/// To stay finite on degenerate ticks the decliner count is floored to one and
/// both volume sums are floored to `1.0`, so a tick with no declining issues or no
/// volume on one side still yields a defined reading instead of a division by
/// zero.
///
/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
///
/// # Example
///
/// ```
/// use wickra_core::{CrossSection, Indicator, Member, Trin};
///
/// let mut trin = Trin::new();
/// // 3 advancers / 1 decliner = 3; adv vol 150 / dec vol 50 = 3; TRIN = 1.0.
/// let tick = CrossSection::new(
/// vec![
/// Member::new(1.0, 50.0, false, false),
/// Member::new(1.0, 50.0, false, false),
/// Member::new(1.0, 50.0, false, false),
/// Member::new(-1.0, 50.0, false, false),
/// ],
/// 0,
/// )
/// .unwrap();
/// assert_eq!(trin.update(tick), Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct Trin {
has_emitted: bool,
}
impl Trin {
/// Construct a new TRIN / Arms Index indicator.
#[must_use]
pub const fn new() -> Self {
Self { has_emitted: false }
}
}
impl Indicator for Trin {
type Input = CrossSection;
type Output = f64;
fn update(&mut self, section: CrossSection) -> Option<f64> {
let advancers = section.advancers() as f64;
let decliners = section.decliners().max(1) as f64;
let advancing_volume = section.advancing_volume().max(1.0);
let declining_volume = section.declining_volume().max(1.0);
let ad_ratio = advancers / decliners;
let volume_ratio = advancing_volume / declining_volume;
self.has_emitted = true;
Some(ad_ratio / volume_ratio)
}
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 {
"Trin"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::cross_section::Member;
use crate::traits::BatchExt;
fn tick(items: &[(f64, f64)]) -> CrossSection {
CrossSection::new(
items
.iter()
.map(|&(change, volume)| Member::new(change, volume, false, false))
.collect(),
0,
)
.unwrap()
}
#[test]
fn accessors_and_metadata() {
let trin = Trin::new();
assert_eq!(trin.name(), "Trin");
assert_eq!(trin.warmup_period(), 1);
assert!(!trin.is_ready());
}
#[test]
fn balanced_breadth_yields_one() {
let mut trin = Trin::new();
let value = trin
.update(tick(&[(1.0, 50.0), (1.0, 50.0), (1.0, 50.0), (-1.0, 50.0)]))
.unwrap();
assert!((value - 1.0).abs() < 1e-9);
assert!(trin.is_ready());
}
#[test]
fn zero_decliners_and_volume_are_floored() {
let mut trin = Trin::new();
// 2 advancers, 0 decliners, adv vol 100, dec vol 0.
// ad_ratio = 2 / max(0,1) = 2; volume_ratio = 100 / max(0,1) = 100; TRIN = 0.02.
let value = trin.update(tick(&[(1.0, 50.0), (1.0, 50.0)])).unwrap();
assert!((value - 0.02).abs() < 1e-9);
}
#[test]
fn heavy_declining_volume_pushes_above_one() {
let mut trin = Trin::new();
// 2 adv / 2 dec = 1; adv vol 20 / dec vol 80 = 0.25; TRIN = 4.0.
let value = trin
.update(tick(&[
(1.0, 10.0),
(1.0, 10.0),
(-1.0, 40.0),
(-1.0, 40.0),
]))
.unwrap();
assert!((value - 4.0).abs() < 1e-9);
}
#[test]
fn reset_clears_state() {
let mut trin = Trin::new();
trin.update(tick(&[(1.0, 10.0), (-1.0, 10.0)]));
assert!(trin.is_ready());
trin.reset();
assert!(!trin.is_ready());
}
#[test]
fn batch_equals_streaming() {
let sections = vec![
tick(&[(1.0, 50.0), (1.0, 50.0), (1.0, 50.0), (-1.0, 50.0)]),
tick(&[(1.0, 50.0), (1.0, 50.0)]),
tick(&[(1.0, 10.0), (1.0, 10.0), (-1.0, 40.0), (-1.0, 40.0)]),
];
let mut a = Trin::new();
let mut b = Trin::new();
assert_eq!(
a.batch(§ions),
sections
.iter()
.map(|s| b.update(s.clone()))
.collect::<Vec<_>>()
);
}
}