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//! MACD Histogram (standalone).
use crate::error::Result;
use crate::indicators::macd::MacdIndicator;
use crate::traits::Indicator;
/// MACD Histogram — the `macd − signal` bar of [`MacdIndicator`] as a
/// standalone scalar indicator.
///
/// ```text
/// macd = EMA(fast) − EMA(slow)
/// signal = EMA(macd, signal)
/// histogram = macd − signal
/// ```
///
/// The histogram is the most actively traded part of MACD: it crosses zero
/// exactly when the MACD line crosses its signal, and its slope measures
/// whether that momentum is accelerating or fading. This wrapper exposes just
/// that series for pipelines that want a plain `f64` stream rather than the
/// full [`MacdOutput`](crate::MacdOutput); for the line and signal alongside
/// it, use [`MacdIndicator`](crate::MacdIndicator) directly.
///
/// Standard parameters are `fast = 12`, `slow = 26`, `signal = 9`, so the
/// first value lands after `slow + signal − 1` inputs — exactly when
/// [`MacdIndicator`] emits its first full output.
///
/// # Example
///
/// ```
/// use wickra_core::{Indicator, MacdHistogram};
///
/// let mut indicator = MacdHistogram::new(12, 26, 9).unwrap();
/// let mut last = None;
/// for i in 0..80 {
/// last = indicator.update(100.0 + f64::from(i));
/// }
/// assert!(last.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct MacdHistogram {
macd: MacdIndicator,
}
impl MacdHistogram {
/// Construct a MACD histogram with the given periods.
///
/// # Errors
///
/// Returns [`crate::Error::PeriodZero`] if any period is zero, and
/// [`crate::Error::InvalidPeriod`] if `fast >= slow`.
pub fn new(fast: usize, slow: usize, signal: usize) -> Result<Self> {
Ok(Self {
macd: MacdIndicator::new(fast, slow, signal)?,
})
}
/// Default `(12, 26, 9)` configuration, matching every classical chart package.
pub fn classic() -> Self {
Self::new(12, 26, 9).expect("classic MACD periods are valid")
}
/// Configured periods as `(fast, slow, signal)`.
pub const fn periods(&self) -> (usize, usize, usize) {
self.macd.periods()
}
}
impl Indicator for MacdHistogram {
type Input = f64;
type Output = f64;
#[inline]
fn update(&mut self, input: f64) -> Option<f64> {
self.macd.update(input).map(|out| out.histogram)
}
fn reset(&mut self) {
self.macd.reset();
}
#[inline]
fn warmup_period(&self) -> usize {
self.macd.warmup_period()
}
#[inline]
fn is_ready(&self) -> bool {
self.macd.is_ready()
}
#[inline]
fn name(&self) -> &'static str {
"MacdHistogram"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::error::Error;
use crate::traits::BatchExt;
use approx::assert_relative_eq;
#[test]
fn rejects_invalid_periods() {
assert!(matches!(
MacdHistogram::new(0, 26, 9),
Err(Error::PeriodZero)
));
assert!(matches!(
MacdHistogram::new(12, 26, 0),
Err(Error::PeriodZero)
));
assert!(matches!(
MacdHistogram::new(26, 12, 9),
Err(Error::InvalidPeriod { .. })
));
}
#[test]
fn accessors_and_metadata() {
let osc = MacdHistogram::classic();
assert_eq!(osc.periods(), (12, 26, 9));
assert_eq!(osc.name(), "MacdHistogram");
assert_eq!(osc.warmup_period(), 26 + 9 - 1);
assert!(!osc.is_ready());
}
#[test]
fn equals_macd_histogram_field() {
// The standalone series must be exactly MacdIndicator's histogram bar.
let prices: Vec<f64> = (1..=120)
.map(|i| 100.0 + (f64::from(i) * 0.25).sin() * 8.0)
.collect();
let hist = MacdHistogram::classic().batch(&prices);
let full = MacdIndicator::classic().batch(&prices);
assert_eq!(hist.len(), full.len());
for (h, m) in hist.iter().zip(full.iter()) {
assert_eq!(h.is_some(), m.is_some());
if let (Some(h), Some(m)) = (h, m) {
assert_relative_eq!(*h, m.histogram, epsilon = 1e-12);
}
}
}
#[test]
fn warmup_emits_first_value_at_warmup_period() {
let mut osc = MacdHistogram::new(3, 6, 3).unwrap();
let warmup = osc.warmup_period();
assert_eq!(warmup, 6 + 3 - 1);
for i in 1..warmup {
assert!(osc.update(100.0 + i as f64).is_none());
}
assert!(osc.update(100.0 + warmup as f64).is_some());
assert!(osc.is_ready());
}
#[test]
fn constant_series_converges_to_zero() {
let mut osc = MacdHistogram::classic();
let out = osc.batch(&[100.0_f64; 200]);
let last = out.iter().rev().flatten().next().expect("emits a value");
assert_relative_eq!(*last, 0.0, epsilon = 1e-9);
}
#[test]
fn batch_equals_streaming() {
let prices: Vec<f64> = (1..=100)
.map(|i| (f64::from(i) * 0.4).cos() * 10.0)
.collect();
let mut a = MacdHistogram::classic();
let mut b = MacdHistogram::classic();
assert_eq!(
a.batch(&prices),
prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut osc = MacdHistogram::classic();
osc.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
assert!(osc.is_ready());
osc.reset();
assert!(!osc.is_ready());
assert_eq!(osc.update(1.0), None);
}
}