wickra_core/indicators/
median_price.rs

1//! Median Price.
2
3use crate::ohlcv::Candle;
4use crate::traits::Indicator;
5
6/// Median Price — the bar's `(high + low) / 2`.
7///
8/// The midpoint of the bar's range, ignoring where it opened or closed. It is
9/// the price series Bill Williams' [`AwesomeOscillator`](crate::AwesomeOscillator)
10/// is built on, and a smoother stand-in for the close when feeding other
11/// indicators. As a stateless per-bar transform it emits a value from the
12/// very first candle.
13///
14/// # Example
15///
16/// ```
17/// use wickra_core::{Candle, Indicator, MedianPrice};
18///
19/// let mut indicator = MedianPrice::new();
20/// let mut last = None;
21/// for i in 0..80 {
22///     let base = 100.0 + f64::from(i);
23///     let candle =
24///         Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
25///     last = indicator.update(candle);
26/// }
27/// assert!(last.is_some());
28/// ```
29#[derive(Debug, Clone, Default)]
30pub struct MedianPrice {
31    has_emitted: bool,
32}
33
34impl MedianPrice {
35    /// Construct a new Median Price transform.
36    pub const fn new() -> Self {
37        Self { has_emitted: false }
38    }
39}
40
41impl Indicator for MedianPrice {
42    type Input = Candle;
43    type Output = f64;
44
45    fn update(&mut self, candle: Candle) -> Option<f64> {
46        self.has_emitted = true;
47        Some(candle.median_price())
48    }
49
50    fn reset(&mut self) {
51        self.has_emitted = false;
52    }
53
54    fn warmup_period(&self) -> usize {
55        1
56    }
57
58    fn is_ready(&self) -> bool {
59        self.has_emitted
60    }
61
62    fn name(&self) -> &'static str {
63        "MedianPrice"
64    }
65}
66
67#[cfg(test)]
68mod tests {
69    use super::*;
70    use crate::traits::BatchExt;
71    use approx::assert_relative_eq;
72
73    fn candle(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
74        Candle::new(open, high, low, close, 1.0, ts).unwrap()
75    }
76
77    #[test]
78    fn reference_value() {
79        // (high + low) / 2 = (12 + 8) / 2 = 10.
80        let mut mp = MedianPrice::new();
81        assert_relative_eq!(
82            mp.update(candle(10.0, 12.0, 8.0, 11.0, 0)).unwrap(),
83            10.0,
84            epsilon = 1e-12
85        );
86    }
87
88    /// Cover the Indicator-impl `name` body (62-64).
89    #[test]
90    fn name_metadata() {
91        let mp = MedianPrice::new();
92        assert_eq!(mp.name(), "MedianPrice");
93    }
94
95    #[test]
96    fn emits_from_first_candle() {
97        let mut mp = MedianPrice::new();
98        assert_eq!(mp.warmup_period(), 1);
99        assert!(!mp.is_ready());
100        assert!(mp.update(candle(10.0, 11.0, 9.0, 10.0, 0)).is_some());
101        assert!(mp.is_ready());
102    }
103
104    #[test]
105    fn reset_clears_state() {
106        let mut mp = MedianPrice::new();
107        mp.update(candle(10.0, 11.0, 9.0, 10.0, 0));
108        assert!(mp.is_ready());
109        mp.reset();
110        assert!(!mp.is_ready());
111    }
112
113    #[test]
114    fn batch_equals_streaming() {
115        let candles: Vec<Candle> = (0..40)
116            .map(|i| {
117                let base = 100.0 + i as f64;
118                candle(base, base + 2.0, base - 2.0, base + 1.0, i)
119            })
120            .collect();
121        let mut a = MedianPrice::new();
122        let mut b = MedianPrice::new();
123        assert_eq!(
124            a.batch(&candles),
125            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
126        );
127    }
128}
wickra_core/indicators/median_price.rs

wickra_core/indicators/
median_price.rs
