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#![allow(clippy::doc_markdown)]
//! Tom DeMark TD Clop — a 2-bar open/close engulfing reversal.
//!
//! TD Clop ("CLose/OPen") fires when the current bar's open opens beyond **both**
//! the prior bar's open and close, and its close finishes back beyond both — an
//! open-gap that fully reverses, signalling a turn.
//!
//! - **Buy signal** (`+1.0`): `open < open[-1]` AND `open < close[-1]`
//! (opens below the whole prior body) AND `close > open[-1]` AND
//! `close > close[-1]` (closes above it).
//! - **Sell signal** (`-1.0`): `open > open[-1]` AND `open > close[-1]` AND
//! `close < open[-1]` AND `close < close[-1]`.
//! - 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 Clop — 2-bar open/close engulfing reversal detector.
/// # Example
///
/// ```
/// use wickra_core::{TdClop, Candle, Indicator};
///
/// let mut indicator = TdClop::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 TdClop {
prev: Option<Candle>,
last_value: Option<f64>,
}
impl TdClop {
/// Construct a new `TdClop`.
#[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 TdClop {
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 below_body = candle.open < prev.open && candle.open < prev.close;
let above_body = candle.close > prev.open && candle.close > prev.close;
let over_body = candle.open > prev.open && candle.open > prev.close;
let under_body = candle.close < prev.open && candle.close < prev.close;
let v = if below_body && above_body {
1.0
} else if over_body && under_body {
-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 {
"TDClop"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, close: f64) -> Candle {
let high = open.max(close) + 1.0;
let low = open.min(close) - 1.0;
Candle::new_unchecked(open, high, low, close, 0.0, 0)
}
#[test]
fn accessors_and_metadata() {
let td = TdClop::new();
assert_eq!(td.warmup_period(), 2);
assert_eq!(td.name(), "TDClop");
assert!(!td.is_ready());
assert_eq!(td.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut td = TdClop::new();
assert_eq!(td.update(c(10.0, 11.0)), Some(0.0));
assert!(td.update(c(9.0, 12.0)).is_some());
}
#[test]
fn bullish_clop_buy() {
// prev body [10, 11]. Current open 9 < both, close 12 > both -> buy.
let mut td = TdClop::new();
td.update(c(10.0, 11.0));
assert_eq!(td.update(c(9.0, 12.0)), Some(1.0));
}
#[test]
fn bearish_clop_sell() {
// prev body [10, 11]. Current open 12 > both, close 9 < both -> sell.
let mut td = TdClop::new();
td.update(c(10.0, 11.0));
assert_eq!(td.update(c(12.0, 9.0)), Some(-1.0));
}
#[test]
fn no_pattern_is_zero() {
let mut td = TdClop::new();
td.update(c(10.0, 11.0));
assert_eq!(td.update(c(10.5, 11.5)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut td = TdClop::new();
td.update(c(10.0, 11.0));
td.update(c(9.0, 12.0));
assert!(td.is_ready());
td.reset();
assert!(!td.is_ready());
assert_eq!(td.update(c(10.0, 11.0)), 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 + 0.5)
})
.collect();
let batch = TdClop::new().batch(&candles);
let mut b = TdClop::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}