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//! Up/Down Volume Ratio — advancing volume divided by declining volume.
use crate::cross_section::CrossSection;
use crate::traits::Indicator;
/// Up/Down Volume Ratio — total advancing volume divided by total declining
/// volume across a universe.
///
/// On each [`CrossSection`] tick the ratio is `advancing volume / declining
/// volume`. A reading above one means more volume is trading in advancing issues
/// than declining ones (accumulation); a reading below one means distribution.
/// Sustained extremes are used to flag breadth thrusts and washout bottoms.
///
/// When a tick has no declining volume the denominator is floored to `1.0`, so the
/// ratio stays finite (it degrades to the advancing-volume total) instead of
/// dividing by zero.
///
/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
///
/// # Example
///
/// ```
/// use wickra_core::{CrossSection, Indicator, Member, UpDownVolumeRatio};
///
/// let mut udv = UpDownVolumeRatio::new();
/// // advancing volume 150, declining volume 50 -> ratio 3.0.
/// let tick = CrossSection::new(
/// vec![
/// Member::new(1.0, 150.0, false, false),
/// Member::new(-1.0, 50.0, false, false),
/// ],
/// 0,
/// )
/// .unwrap();
/// assert_eq!(udv.update(tick), Some(3.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct UpDownVolumeRatio {
has_emitted: bool,
}
impl UpDownVolumeRatio {
/// Construct a new Up/Down Volume Ratio indicator.
#[must_use]
pub const fn new() -> Self {
Self { has_emitted: false }
}
}
impl Indicator for UpDownVolumeRatio {
type Input = CrossSection;
type Output = f64;
fn update(&mut self, section: CrossSection) -> Option<f64> {
let advancing_volume = section.advancing_volume();
let declining_volume = section.declining_volume().max(1.0);
self.has_emitted = true;
Some(advancing_volume / declining_volume)
}
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 {
"UpDownVolumeRatio"
}
}
#[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 udv = UpDownVolumeRatio::new();
assert_eq!(udv.name(), "UpDownVolumeRatio");
assert_eq!(udv.warmup_period(), 1);
assert!(!udv.is_ready());
}
#[test]
fn first_tick_emits_ratio() {
let mut udv = UpDownVolumeRatio::new();
assert_eq!(udv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(3.0));
assert!(udv.is_ready());
}
#[test]
fn zero_declining_volume_floors_denominator() {
let mut udv = UpDownVolumeRatio::new();
// advancing volume 100, declining volume 0 -> 100 / max(0, 1) = 100.0.
assert_eq!(udv.update(tick(&[(1.0, 100.0)])), Some(100.0));
}
#[test]
fn reset_clears_state() {
let mut udv = UpDownVolumeRatio::new();
udv.update(tick(&[(1.0, 10.0), (-1.0, 10.0)]));
assert!(udv.is_ready());
udv.reset();
assert!(!udv.is_ready());
}
#[test]
fn batch_equals_streaming() {
let sections = vec![
tick(&[(1.0, 150.0), (-1.0, 50.0)]),
tick(&[(1.0, 100.0)]),
tick(&[(1.0, 20.0), (-1.0, 80.0)]),
];
let mut a = UpDownVolumeRatio::new();
let mut b = UpDownVolumeRatio::new();
assert_eq!(
a.batch(§ions),
sections
.iter()
.map(|s| b.update(s.clone()))
.collect::<Vec<_>>()
);
}
}