indicators/volume/
adl.rs

1//! Accumulation/Distribution Line (ADL).
2//!
3//! Python source: `indicators/trend/accumulation_distribution_line.py :: class ADLineIndicator`
4//!
5//! # Python algorithm (to port)
6//! ```python
7//! # Money Flow Multiplier (MFM):
8//! mfm = ((close - low) - (high - close)) / (high - low)
9//! mfm[high == low] = 0          # avoid division by zero
10//!
11//! # Money Flow Volume:
12//! mfv = mfm * volume
13//!
14//! # ADL = cumulative sum of MFV
15//! adl = mfv.cumsum()
16//! ```
17//!
18//! Output column: `"ADL"`.
19
20use std::collections::HashMap;
21
22use crate::error::IndicatorError;
23use crate::indicator::{Indicator, IndicatorOutput};
24use crate::types::Candle;
25
26// ── Indicator struct ──────────────────────────────────────────────────────────
27
28/// Accumulation/Distribution Line.  No configurable parameters.
29#[derive(Debug, Clone, Default)]
30pub struct Adl;
31
32impl Adl {
33    pub fn new() -> Self {
34        Self
35    }
36}
37
38impl Indicator for Adl {
39    fn name(&self) -> &'static str {
40        "ADL"
41    }
42    fn required_len(&self) -> usize {
43        1
44    }
45    fn required_columns(&self) -> &[&'static str] {
46        &["high", "low", "close", "volume"]
47    }
48
49    /// TODO: port Python ADL cumsum logic.
50    fn calculate(&self, candles: &[Candle]) -> Result<IndicatorOutput, IndicatorError> {
51        self.check_len(candles)?;
52
53        let mut adl = 0.0f64;
54        let values: Vec<f64> = candles
55            .iter()
56            .map(|c| {
57                let range = c.high - c.low;
58                // TODO: port Python mfm formula
59                let mfm = if range == 0.0 {
60                    0.0
61                } else {
62                    ((c.close - c.low) - (c.high - c.close)) / range
63                };
64                adl += mfm * c.volume;
65                adl
66            })
67            .collect();
68
69        Ok(IndicatorOutput::from_pairs([("ADL".to_string(), values)]))
70    }
71}
72
73// ── Registry factory ──────────────────────────────────────────────────────────
74
75pub fn factory<S: ::std::hash::BuildHasher>(_params: &HashMap<String, String, S>) -> Result<Box<dyn Indicator>, IndicatorError> {
76    Ok(Box::new(Adl::new()))
77}
78
79// ── Tests ─────────────────────────────────────────────────────────────────────
80
81#[cfg(test)]
82mod tests {
83    use super::*;
84
85    fn candle(h: f64, l: f64, c: f64, v: f64) -> Candle {
86        Candle {
87            time: 0,
88            open: c,
89            high: h,
90            low: l,
91            close: c,
92            volume: v,
93        }
94    }
95
96    #[test]
97    fn adl_zero_range_no_panic() {
98        // high == low should produce mfm=0, not a divide-by-zero
99        let bars = vec![candle(5.0, 5.0, 5.0, 1000.0)];
100        let out = Adl::new().calculate(&bars).unwrap();
101        let vals = out.get("ADL").unwrap();
102        assert_eq!(vals[0], 0.0);
103    }
104
105    #[test]
106    fn adl_full_positive_bar() {
107        // close==high → mfm=1, mfv=volume, adl=volume
108        let bars = vec![candle(10.0, 8.0, 10.0, 500.0)];
109        let out = Adl::new().calculate(&bars).unwrap();
110        let vals = out.get("ADL").unwrap();
111        // mfm = ((10-8)-(10-10))/(10-8) = 2/2 = 1; mfv = 500
112        assert!((vals[0] - 500.0).abs() < 1e-9, "got {}", vals[0]);
113    }
114
115    #[test]
116    fn adl_is_cumulative() {
117        // Two identical bars: ADL[1] = 2 * ADL[0]
118        let bars = vec![candle(10.0, 8.0, 9.0, 100.0); 2];
119        let out = Adl::new().calculate(&bars).unwrap();
120        let vals = out.get("ADL").unwrap();
121        assert!((vals[1] - 2.0 * vals[0]).abs() < 1e-9);
122    }
123
124    #[test]
125    fn factory_creates_adl() {
126        let ind = factory(&HashMap::new()).unwrap();
127        assert_eq!(ind.name(), "ADL");
128    }
129}
indicators/volume/adl.rs

indicators/volume/
adl.rs
