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#![allow(clippy::doc_markdown)]
//! Tom DeMark TD Propulsion — a 2-bar trend-continuation thrust signal.
//!
//! TD Propulsion qualifies a continuation thrust: the bar opens on the trend side
//! of the prior close and then closes beyond the prior bar's extreme, "propelling"
//! the move forward.
//!
//! - **Propulsion up** (`+1.0`): `open >= close[-1]` (opens at or above the prior
//! close) AND `close > high[-1]` (closes above the prior high).
//! - **Propulsion down** (`-1.0`): `open <= close[-1]` AND `close < low[-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 Propulsion — 2-bar trend-continuation thrust detector.
/// # Example
///
/// ```
/// use wickra_core::{TdPropulsion, Candle, Indicator};
///
/// let mut indicator = TdPropulsion::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 TdPropulsion {
prev: Option<Candle>,
last_value: Option<f64>,
}
impl TdPropulsion {
/// Construct a new `TdPropulsion`.
#[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 TdPropulsion {
type Input = Candle;
type Output = f64;
#[inline]
fn update(&mut self, candle: Candle) -> Option<f64> {
let Some(prev) = self.prev else {
self.prev = Some(candle);
self.last_value = None;
return None;
};
let v = if candle.open >= prev.close && candle.close > prev.high {
1.0
} else if candle.open <= prev.close && candle.close < prev.low {
-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;
}
#[inline]
fn warmup_period(&self) -> usize {
2
}
#[inline]
fn is_ready(&self) -> bool {
self.last_value.is_some()
}
#[inline]
fn name(&self) -> &'static str {
"TDPropulsion"
}
}
#[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 = TdPropulsion::new();
assert_eq!(td.warmup_period(), 2);
assert_eq!(td.name(), "TDPropulsion");
assert!(!td.is_ready());
assert_eq!(td.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut td = TdPropulsion::new();
assert_eq!(td.update(c(10.0, 11.0, 9.0, 10.0)), None);
assert!(td.update(c(10.5, 12.0, 10.0, 11.5)).is_some());
}
#[test]
fn propulsion_up() {
// prev close 10, high 11. Current open 10.5 >= 10, close 11.5 > 11 -> +1.
let mut td = TdPropulsion::new();
td.update(c(9.5, 11.0, 9.0, 10.0));
assert_eq!(td.update(c(10.5, 12.0, 10.0, 11.5)), Some(1.0));
}
#[test]
fn propulsion_down() {
// prev close 10, low 9. Current open 9.5 <= 10, close 8.5 < 9 -> -1.
let mut td = TdPropulsion::new();
td.update(c(10.5, 11.0, 9.0, 10.0));
assert_eq!(td.update(c(9.5, 10.0, 8.0, 8.5)), Some(-1.0));
}
#[test]
fn no_thrust_is_zero() {
let mut td = TdPropulsion::new();
td.update(c(9.5, 11.0, 9.0, 10.0));
// close 10.5 not above prior high 11 -> 0.
assert_eq!(td.update(c(10.5, 10.8, 10.0, 10.5)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut td = TdPropulsion::new();
td.update(c(9.5, 11.0, 9.0, 10.0));
td.update(c(10.5, 12.0, 10.0, 11.5));
assert!(td.is_ready());
td.reset();
assert!(!td.is_ready());
assert_eq!(td.update(c(9.5, 11.0, 9.0, 10.0)), None);
}
#[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 + 0.3)
})
.collect();
let batch = TdPropulsion::new().batch(&candles);
let mut b = TdPropulsion::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}