fin_primitives/signals/indicators/
close_midpoint_diff.rs

1//! Close-Midpoint Difference — how far the close is from the bar midpoint.
2
3use crate::error::FinError;
4use crate::signals::{BarInput, Signal, SignalValue};
5use rust_decimal::Decimal;
6
7/// Close-Midpoint Difference — `close - (high + low) / 2`.
8///
9/// Measures where the close lands relative to the center of the bar's range:
10/// - **Positive**: close is above the midpoint (bullish close within the bar).
11/// - **Negative**: close is below the midpoint (bearish close within the bar).
12/// - **Zero**: close exactly at the midpoint.
13///
14/// This is a period-1 indicator that emits on every bar.
15///
16/// # Example
17/// ```rust
18/// use fin_primitives::signals::indicators::CloseMidpointDiff;
19/// use fin_primitives::signals::Signal;
20/// let cmd = CloseMidpointDiff::new("cmd");
21/// assert_eq!(cmd.period(), 1);
22/// ```
23pub struct CloseMidpointDiff {
24    name: String,
25}
26
27impl CloseMidpointDiff {
28    /// Constructs a new `CloseMidpointDiff`.
29    pub fn new(name: impl Into<String>) -> Self {
30        Self { name: name.into() }
31    }
32}
33
34impl Signal for CloseMidpointDiff {
35    fn name(&self) -> &str {
36        &self.name
37    }
38
39    fn period(&self) -> usize {
40        1
41    }
42
43    fn is_ready(&self) -> bool {
44        true
45    }
46
47    fn update(&mut self, bar: &BarInput) -> Result<SignalValue, FinError> {
48        let midpoint = (bar.high + bar.low)
49            .checked_div(Decimal::from(2u32))
50            .ok_or(FinError::ArithmeticOverflow)?;
51        Ok(SignalValue::Scalar(bar.close - midpoint))
52    }
53
54    fn reset(&mut self) {}
55}
56
57#[cfg(test)]
58mod tests {
59    use super::*;
60    use crate::ohlcv::OhlcvBar;
61    use crate::signals::Signal;
62    use crate::types::{NanoTimestamp, Price, Quantity, Symbol};
63    use rust_decimal_macros::dec;
64
65    fn bar(h: &str, l: &str, c: &str) -> OhlcvBar {
66        let hp = Price::new(h.parse().unwrap()).unwrap();
67        let lp = Price::new(l.parse().unwrap()).unwrap();
68        let cp = Price::new(c.parse().unwrap()).unwrap();
69        OhlcvBar {
70            symbol: Symbol::new("X").unwrap(),
71            open: lp, high: hp, low: lp, close: cp,
72            volume: Quantity::zero(),
73            ts_open: NanoTimestamp::new(0),
74            ts_close: NanoTimestamp::new(1),
75            tick_count: 1,
76        }
77    }
78
79    #[test]
80    fn test_cmd_close_at_high() {
81        let mut cmd = CloseMidpointDiff::new("cmd");
82        // high=110, low=90, close=110 → midpoint=100, diff=10
83        let v = cmd.update_bar(&bar("110", "90", "110")).unwrap();
84        assert_eq!(v, SignalValue::Scalar(dec!(10)));
85    }
86
87    #[test]
88    fn test_cmd_close_at_low() {
89        let mut cmd = CloseMidpointDiff::new("cmd");
90        // high=110, low=90, close=90 → midpoint=100, diff=-10
91        let v = cmd.update_bar(&bar("110", "90", "90")).unwrap();
92        assert_eq!(v, SignalValue::Scalar(dec!(-10)));
93    }
94
95    #[test]
96    fn test_cmd_close_at_midpoint() {
97        let mut cmd = CloseMidpointDiff::new("cmd");
98        // high=110, low=90, close=100 → midpoint=100, diff=0
99        let v = cmd.update_bar(&bar("110", "90", "100")).unwrap();
100        assert_eq!(v, SignalValue::Scalar(dec!(0)));
101    }
102
103    #[test]
104    fn test_cmd_always_ready() {
105        let cmd = CloseMidpointDiff::new("cmd");
106        assert!(cmd.is_ready());
107    }
108
109    #[test]
110    fn test_cmd_period_and_name() {
111        let cmd = CloseMidpointDiff::new("my_cmd");
112        assert_eq!(cmd.period(), 1);
113        assert_eq!(cmd.name(), "my_cmd");
114    }
115}
fin_primitives/signals/indicators/close_midpoint_diff.rs

fin_primitives/signals/indicators/
close_midpoint_diff.rs
