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#![allow(clippy::doc_markdown)]
//! Tom DeMark TD Camouflage — a hidden-strength/weakness 1-bar reversal pattern.
//!
//! TD Camouflage spots a bar that *looks* weak (or strong) on its close-to-close
//! comparison but reveals the opposite intrabar, "camouflaging" a reversal.
//!
//! - **Buy signal** (`+1.0`): `close < close[-1]` (a lower close, looks bearish),
//! yet `close > open` (it actually closed up on the bar) and `low < low[-1]`
//! (it dipped to a new low and was bought back) — hidden accumulation.
//! - **Sell signal** (`-1.0`): `close > close[-1]`, `close < open`, and
//! `high > high[-1]` — hidden distribution.
//! - Otherwise the output is `0.0`.
//!
//! The one-bar lookback means the first value lands on the second candle.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// TD Camouflage — 1-bar hidden-strength/weakness reversal detector.
/// # Example
///
/// ```
/// use wickra_core::{TdCamouflage, Candle, Indicator};
///
/// let mut indicator = TdCamouflage::new();
/// // `None` during warmup, then `Some(_)` once enough bars are seen.
/// let mut out = None;
/// for i in 0..40i64 {
/// let p = 100.0 + (i as f64 * 0.4).sin() * 5.0;
/// let candle = Candle::new(p, p + 1.5, p - 1.5, p + 0.3, 1_000.0, i).unwrap();
/// out = indicator.update(candle);
/// }
/// let _ = out;
/// ```
#[derive(Debug, Clone, Default)]
pub struct TdCamouflage {
prev: Option<Candle>,
last_value: Option<f64>,
}
impl TdCamouflage {
/// Construct a new `TdCamouflage`.
#[must_use]
pub fn new() -> Self {
Self::default()
}
/// Latest emitted signal if available.
pub const fn value(&self) -> Option<f64> {
self.last_value
}
}
impl Indicator for TdCamouflage {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
let Some(prev) = self.prev else {
self.prev = Some(candle);
self.last_value = Some(0.0);
return Some(0.0);
};
let v = if candle.close < prev.close && candle.close > candle.open && candle.low < prev.low
{
1.0
} else if candle.close > prev.close && candle.close < candle.open && candle.high > prev.high
{
-1.0
} else {
0.0
};
self.prev = Some(candle);
self.last_value = Some(v);
Some(v)
}
fn reset(&mut self) {
self.prev = None;
self.last_value = None;
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.last_value.is_some()
}
fn name(&self) -> &'static str {
"TDCamouflage"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64) -> Candle {
Candle::new_unchecked(open, high, low, close, 0.0, 0)
}
#[test]
fn accessors_and_metadata() {
let td = TdCamouflage::new();
assert_eq!(td.warmup_period(), 2);
assert_eq!(td.name(), "TDCamouflage");
assert!(!td.is_ready());
assert_eq!(td.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut td = TdCamouflage::new();
assert_eq!(td.update(c(10.0, 11.0, 9.0, 10.0)), Some(0.0));
assert!(td.update(c(10.0, 11.0, 8.0, 9.5)).is_some());
}
#[test]
fn bullish_camouflage_buy() {
// prev close 10. Current: close 9.5 < 10 (lower close), close 9.5 > open 9.0,
// low 7.0 < prev low 8.0 -> buy.
let mut td = TdCamouflage::new();
td.update(c(10.0, 11.0, 8.0, 10.0));
assert_eq!(td.update(c(9.0, 10.0, 7.0, 9.5)), Some(1.0));
}
#[test]
fn bearish_camouflage_sell() {
// prev close 10. Current: close 10.5 > 10, close 10.5 < open 11.0,
// high 12.0 > prev high 11.0 -> sell.
let mut td = TdCamouflage::new();
td.update(c(10.0, 11.0, 8.0, 10.0));
assert_eq!(td.update(c(11.0, 12.0, 10.0, 10.5)), Some(-1.0));
}
#[test]
fn no_pattern_is_zero() {
let mut td = TdCamouflage::new();
td.update(c(10.0, 11.0, 9.0, 10.0));
assert_eq!(td.update(c(10.0, 11.5, 9.5, 11.0)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut td = TdCamouflage::new();
td.update(c(10.0, 11.0, 9.0, 10.0));
td.update(c(9.0, 10.0, 7.0, 9.5));
assert!(td.is_ready());
td.reset();
assert!(!td.is_ready());
assert_eq!(td.update(c(10.0, 11.0, 9.0, 10.0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let b = 100.0 + (f64::from(i) * 0.4).sin() * 5.0;
c(b, b + 1.0, b - 1.0, b + 0.2)
})
.collect();
let batch = TdCamouflage::new().batch(&candles);
let mut b = TdCamouflage::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}