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#![allow(clippy::doc_markdown)]
//! Tom DeMark TD Clopwin — a 2-bar "close/open within" inside-body pattern.
//!
//! TD Clopwin ("CLose/OPen WInthIN") is the inside-body cousin of TD Clop: the
//! current bar's open **and** close both sit within the prior bar's real body,
//! marking a compression bar whose direction hints at the next move.
//!
//! - **Buy signal** (`+1.0`): current `open` and `close` are both inside the prior
//! bar's body `[min(open,close)[-1], max(open,close)[-1]]` AND `close >= open`
//! (a bullish inside bar).
//! - **Sell signal** (`-1.0`): both inside the prior body AND `close < open`
//! (a bearish inside bar).
//! - 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 Clopwin — 2-bar inside-body compression pattern detector.
/// # Example
///
/// ```
/// use wickra_core::{TdClopwin, Candle, Indicator};
///
/// let mut indicator = TdClopwin::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 TdClopwin {
prev: Option<Candle>,
last_value: Option<f64>,
}
impl TdClopwin {
/// Construct a new `TdClopwin`.
#[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 TdClopwin {
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 body_low = prev.open.min(prev.close);
let body_high = prev.open.max(prev.close);
let open_in = candle.open >= body_low && candle.open <= body_high;
let close_in = candle.close >= body_low && candle.close <= body_high;
let v = if open_in && close_in {
if candle.close >= candle.open {
1.0
} else {
-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 {
"TDClopwin"
}
}
#[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 = TdClopwin::new();
assert_eq!(td.warmup_period(), 2);
assert_eq!(td.name(), "TDClopwin");
assert!(!td.is_ready());
assert_eq!(td.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut td = TdClopwin::new();
assert_eq!(td.update(c(10.0, 14.0)), Some(0.0));
assert!(td.update(c(11.0, 13.0)).is_some());
}
#[test]
fn bullish_inside_body_buy() {
// prev body [10, 14]. Current open 11, close 13 both inside, close>open -> +1.
let mut td = TdClopwin::new();
td.update(c(10.0, 14.0));
assert_eq!(td.update(c(11.0, 13.0)), Some(1.0));
}
#[test]
fn bearish_inside_body_sell() {
// prev body [10, 14]. Current open 13, close 11 inside, close<open -> -1.
let mut td = TdClopwin::new();
td.update(c(10.0, 14.0));
assert_eq!(td.update(c(13.0, 11.0)), Some(-1.0));
}
#[test]
fn outside_body_is_zero() {
let mut td = TdClopwin::new();
td.update(c(10.0, 14.0));
// close 16 outside the prior body -> 0.
assert_eq!(td.update(c(11.0, 16.0)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut td = TdClopwin::new();
td.update(c(10.0, 14.0));
td.update(c(11.0, 13.0));
assert!(td.is_ready());
td.reset();
assert!(!td.is_ready());
assert_eq!(td.update(c(10.0, 14.0)), 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 + 0.3)
})
.collect();
let batch = TdClopwin::new().batch(&candles);
let mut b = TdClopwin::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}