wickra_core/indicators/
apo.rs

1//! Absolute Price Oscillator (APO).
2
3use crate::error::{Error, Result};
4use crate::indicators::ema::Ema;
5use crate::traits::Indicator;
6
7/// Absolute Price Oscillator — the raw difference between a fast and a slow
8/// `EMA`. This is MACD's line without the signal-EMA — useful when only the
9/// momentum-direction reading is needed.
10///
11/// ```text
12/// APO_t = EMA(close, fast)_t − EMA(close, slow)_t
13/// ```
14///
15/// Default parameters mirror MACD: `(fast = 12, slow = 26)`. `fast` must be
16/// strictly less than `slow`.
17///
18/// # Example
19///
20/// ```
21/// use wickra_core::{Apo, Indicator};
22///
23/// let mut apo = Apo::new(12, 26).unwrap();
24/// let mut last = None;
25/// for i in 0..80 {
26///     last = apo.update(100.0 + f64::from(i));
27/// }
28/// assert!(last.is_some());
29/// ```
30#[derive(Debug, Clone)]
31pub struct Apo {
32    fast_period: usize,
33    slow_period: usize,
34    fast: Ema,
35    slow: Ema,
36}
37
38impl Apo {
39    /// # Errors
40    /// - [`Error::PeriodZero`] if either period is zero.
41    /// - [`Error::InvalidPeriod`] if `fast >= slow`.
42    pub fn new(fast: usize, slow: usize) -> Result<Self> {
43        if fast == 0 || slow == 0 {
44            return Err(Error::PeriodZero);
45        }
46        if fast >= slow {
47            return Err(Error::InvalidPeriod {
48                message: "APO fast period must be strictly less than slow",
49            });
50        }
51        Ok(Self {
52            fast_period: fast,
53            slow_period: slow,
54            fast: Ema::new(fast)?,
55            slow: Ema::new(slow)?,
56        })
57    }
58
59    /// MACD-style defaults: `(fast = 12, slow = 26)`.
60    pub fn classic() -> Self {
61        Self::new(12, 26).expect("classic APO parameters are valid")
62    }
63
64    /// Configured `(fast, slow)`.
65    pub const fn periods(&self) -> (usize, usize) {
66        (self.fast_period, self.slow_period)
67    }
68}
69
70impl Indicator for Apo {
71    type Input = f64;
72    type Output = f64;
73
74    fn update(&mut self, input: f64) -> Option<f64> {
75        // Feed both EMAs on every input so the slow one warms in parallel.
76        let f = self.fast.update(input);
77        let s = self.slow.update(input);
78        Some(f? - s?)
79    }
80
81    fn reset(&mut self) {
82        self.fast.reset();
83        self.slow.reset();
84    }
85
86    fn warmup_period(&self) -> usize {
87        // Slow EMA dominates; both EMAs emit at their `period` th input.
88        self.slow_period
89    }
90
91    fn is_ready(&self) -> bool {
92        self.slow.is_ready()
93    }
94
95    fn name(&self) -> &'static str {
96        "APO"
97    }
98}
99
100#[cfg(test)]
101mod tests {
102    use super::*;
103    use crate::traits::BatchExt;
104    use approx::assert_relative_eq;
105
106    #[test]
107    fn rejects_zero_period() {
108        assert!(matches!(Apo::new(0, 26), Err(Error::PeriodZero)));
109        assert!(matches!(Apo::new(12, 0), Err(Error::PeriodZero)));
110    }
111
112    #[test]
113    fn rejects_fast_geq_slow() {
114        assert!(matches!(Apo::new(26, 12), Err(Error::InvalidPeriod { .. })));
115        assert!(matches!(Apo::new(12, 12), Err(Error::InvalidPeriod { .. })));
116    }
117
118    #[test]
119    fn accessors_and_metadata() {
120        let apo = Apo::classic();
121        assert_eq!(apo.periods(), (12, 26));
122        assert_eq!(apo.warmup_period(), 26);
123        assert_eq!(apo.name(), "APO");
124    }
125
126    #[test]
127    fn classic_factory() {
128        assert_eq!(Apo::classic().periods(), (12, 26));
129    }
130
131    #[test]
132    fn constant_series_converges_to_zero() {
133        // Both EMAs reproduce the constant exactly, so APO is 0.
134        let mut apo = Apo::new(3, 5).unwrap();
135        let out = apo.batch(&[42.0_f64; 30]);
136        for v in out.iter().skip(4).flatten() {
137            assert_relative_eq!(*v, 0.0, epsilon = 1e-12);
138        }
139    }
140
141    #[test]
142    fn warmup_emits_first_value_at_slow_period() {
143        let mut apo = Apo::new(2, 4).unwrap();
144        assert_eq!(apo.warmup_period(), 4);
145        for i in 1..=3 {
146            assert_eq!(apo.update(f64::from(i)), None);
147        }
148        assert!(apo.update(4.0).is_some());
149    }
150
151    #[test]
152    fn pure_uptrend_is_positive() {
153        // Fast EMA leads the slow EMA on an uptrend, so APO > 0.
154        let mut apo = Apo::classic();
155        let prices: Vec<f64> = (1..=200).map(f64::from).collect();
156        let out = apo.batch(&prices);
157        let last = out.iter().rev().flatten().next().unwrap();
158        assert!(*last > 0.0, "APO on uptrend should be positive: {last}");
159    }
160
161    #[test]
162    fn batch_equals_streaming() {
163        let prices: Vec<f64> = (1..=120)
164            .map(|i| 100.0 + (f64::from(i) * 0.2).sin() * 5.0)
165            .collect();
166        let mut a = Apo::classic();
167        let mut b = Apo::classic();
168        assert_eq!(
169            a.batch(&prices),
170            prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
171        );
172    }
173
174    #[test]
175    fn reset_clears_state() {
176        let mut apo = Apo::classic();
177        apo.batch(&(1..=80).map(f64::from).collect::<Vec<_>>());
178        assert!(apo.is_ready());
179        apo.reset();
180        assert!(!apo.is_ready());
181        assert_eq!(apo.update(1.0), None);
182    }
183}
wickra_core/indicators/apo.rs

wickra_core/indicators/
apo.rs
