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//! Advance/Decline Line — cumulative net advancing-minus-declining issues.
use crate::cross_section::CrossSection;
use crate::traits::Indicator;
/// Advance/Decline Line (A/D Line) — the running cumulative sum of net advancing
/// issues across a universe.
///
/// On each [`CrossSection`] tick the net breadth is `advancers - decliners`:
/// the number of symbols with a positive price change minus the number with a
/// negative change (unchanged symbols are ignored). The line accumulates this
/// net value over time, so a rising line means advancers have persistently
/// outnumbered decliners — broad participation — while a falling line warns that
/// a rally is being carried by fewer and fewer names (a breadth divergence when
/// the index itself is still rising).
///
/// `Input = CrossSection`, `Output = f64`. The line is defined from the very
/// first tick, so `warmup_period == 1` and the indicator is ready after one
/// update.
///
/// # Example
///
/// ```
/// use wickra_core::{AdvanceDecline, CrossSection, Indicator, Member};
///
/// let mut ad = AdvanceDecline::new();
/// // 3 advancers, 1 decliner -> net +2.
/// let tick = CrossSection::new(
/// vec![
/// Member::new(1.0, 10.0, false, false),
/// Member::new(0.5, 10.0, false, false),
/// Member::new(2.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// ],
/// 0,
/// )
/// .unwrap();
/// assert_eq!(ad.update(tick), Some(2.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct AdvanceDecline {
line: f64,
has_emitted: bool,
}
impl AdvanceDecline {
/// Construct a new Advance/Decline Line indicator.
#[must_use]
pub const fn new() -> Self {
Self {
line: 0.0,
has_emitted: false,
}
}
}
impl Indicator for AdvanceDecline {
type Input = CrossSection;
type Output = f64;
fn update(&mut self, section: CrossSection) -> Option<f64> {
let net = section.advancers() as f64 - section.decliners() as f64;
self.line += net;
self.has_emitted = true;
Some(self.line)
}
fn reset(&mut self) {
self.line = 0.0;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
1
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"AdvanceDecline"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::cross_section::Member;
use crate::traits::BatchExt;
/// Build a cross-section with `up` advancers, `down` decliners and `flat`
/// unchanged symbols.
fn section(up: usize, down: usize, flat: usize) -> CrossSection {
let mut members = Vec::new();
for _ in 0..up {
members.push(Member::new(1.0, 10.0, false, false));
}
for _ in 0..down {
members.push(Member::new(-1.0, 10.0, false, false));
}
for _ in 0..flat {
members.push(Member::new(0.0, 10.0, false, false));
}
CrossSection::new(members, 0).unwrap()
}
#[test]
fn accessors_and_metadata() {
let ad = AdvanceDecline::new();
assert_eq!(ad.name(), "AdvanceDecline");
assert_eq!(ad.warmup_period(), 1);
assert!(!ad.is_ready());
}
#[test]
fn first_tick_emits_net_breadth() {
let mut ad = AdvanceDecline::new();
assert_eq!(ad.update(section(3, 1, 0)), Some(2.0));
assert!(ad.is_ready());
}
#[test]
fn line_accumulates_across_ticks() {
let mut ad = AdvanceDecline::new();
assert_eq!(ad.update(section(3, 1, 0)), Some(2.0)); // +2 -> 2
assert_eq!(ad.update(section(1, 4, 0)), Some(-1.0)); // -3 -> -1
assert_eq!(ad.update(section(2, 0, 0)), Some(1.0)); // +2 -> 1
}
#[test]
fn unchanged_symbols_are_ignored() {
let mut ad = AdvanceDecline::new();
// 2 up, 2 down, 5 unchanged -> net 0, line stays flat.
assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
assert_eq!(ad.update(section(2, 2, 5)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut ad = AdvanceDecline::new();
ad.update(section(5, 0, 0));
assert!(ad.is_ready());
ad.reset();
assert!(!ad.is_ready());
// Line restarts from zero, not from the pre-reset value.
assert_eq!(ad.update(section(1, 0, 0)), Some(1.0));
}
#[test]
fn batch_equals_streaming() {
let sections = vec![
section(3, 1, 2),
section(1, 4, 0),
section(2, 2, 1),
section(5, 0, 3),
];
let mut a = AdvanceDecline::new();
let mut b = AdvanceDecline::new();
assert_eq!(
a.batch(§ions),
sections
.iter()
.map(|s| b.update(s.clone()))
.collect::<Vec<_>>()
);
}
}