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//! TICK Index — instantaneous net advancing-minus-declining issues.
use crate::cross_section::CrossSection;
use crate::traits::Indicator;
/// TICK Index — the instantaneous net of advancing minus declining issues across
/// a universe, `advancers - decliners`.
///
/// Unlike the cumulative [`AdvanceDecline`](crate::AdvanceDecline) line, the TICK
/// is *not* accumulated: each tick reports the breadth of that snapshot alone. It
/// oscillates around zero — strongly positive readings mean a broad surge of
/// upticks (often an intraday overbought extreme), strongly negative readings a
/// broad flush. Traders fade extremes and watch the zero line for intraday bias.
///
/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
///
/// # Example
///
/// ```
/// use wickra_core::{CrossSection, Indicator, Member, TickIndex};
///
/// let mut tick = TickIndex::new();
/// // 2 advancers, 5 decliners -> net -3.
/// let snapshot = CrossSection::new(
/// vec![
/// Member::new(1.0, 10.0, false, false),
/// Member::new(1.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// Member::new(-1.0, 10.0, false, false),
/// ],
/// 0,
/// )
/// .unwrap();
/// assert_eq!(tick.update(snapshot), Some(-3.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct TickIndex {
has_emitted: bool,
}
impl TickIndex {
/// Construct a new TICK Index indicator.
#[must_use]
pub const fn new() -> Self {
Self { has_emitted: false }
}
}
impl Indicator for TickIndex {
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.has_emitted = true;
Some(net)
}
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 {
"TickIndex"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::cross_section::Member;
use crate::traits::BatchExt;
fn section(up: usize, down: 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));
}
members.push(Member::new(0.0, 10.0, false, false));
CrossSection::new(members, 0).unwrap()
}
#[test]
fn accessors_and_metadata() {
let tick = TickIndex::new();
assert_eq!(tick.name(), "TickIndex");
assert_eq!(tick.warmup_period(), 1);
assert!(!tick.is_ready());
}
#[test]
fn positive_when_advancers_lead() {
let mut tick = TickIndex::new();
assert_eq!(tick.update(section(5, 2)), Some(3.0));
assert!(tick.is_ready());
}
#[test]
fn negative_when_decliners_lead() {
let mut tick = TickIndex::new();
assert_eq!(tick.update(section(2, 5)), Some(-3.0));
}
#[test]
fn does_not_accumulate() {
let mut tick = TickIndex::new();
// Each tick is independent — the second reading does not carry the first.
assert_eq!(tick.update(section(3, 0)), Some(3.0));
assert_eq!(tick.update(section(0, 1)), Some(-1.0));
}
#[test]
fn reset_clears_state() {
let mut tick = TickIndex::new();
tick.update(section(3, 0));
assert!(tick.is_ready());
tick.reset();
assert!(!tick.is_ready());
}
#[test]
fn batch_equals_streaming() {
let sections = vec![section(5, 2), section(2, 5), section(3, 0), section(0, 1)];
let mut a = TickIndex::new();
let mut b = TickIndex::new();
assert_eq!(
a.batch(§ions),
sections
.iter()
.map(|s| b.update(s.clone()))
.collect::<Vec<_>>()
);
}
}