wickra_core/indicators/
macd_fix.rs

1//! MACD with fixed 12/26 periods (MACDFIX).
2
3use crate::error::Result;
4use crate::indicators::macd::{MacdIndicator, MacdOutput};
5use crate::traits::Indicator;
6
7/// MACD Fix (`MACDFIX`): the classic MACD with the fast and slow EMAs fixed at
8/// 12 and 26, leaving only the signal period configurable.
9///
10/// This is TA-Lib's `MACDFIX` — identical output to
11/// [`MacdIndicator::new(12, 26, signal)`](crate::MacdIndicator), packaged as a
12/// single-parameter constructor for the common case. The output is the usual
13/// [`MacdOutput`] triple `{ macd, signal, histogram }`.
14///
15/// # Example
16///
17/// ```
18/// use wickra_core::{Indicator, MacdFix};
19///
20/// let mut indicator = MacdFix::new(9).unwrap();
21/// let mut last = None;
22/// for i in 0..80 {
23///     last = indicator.update(100.0 + f64::from(i));
24/// }
25/// assert!(last.is_some());
26/// ```
27#[derive(Debug, Clone)]
28pub struct MacdFix {
29    inner: MacdIndicator,
30}
31
32impl MacdFix {
33    /// Construct a MACDFIX with fast = 12, slow = 26 and the given signal period.
34    ///
35    /// # Errors
36    /// Returns [`Error::PeriodZero`](crate::Error::PeriodZero) if `signal == 0`.
37    pub fn new(signal: usize) -> Result<Self> {
38        Ok(Self {
39            inner: MacdIndicator::new(12, 26, signal)?,
40        })
41    }
42
43    /// Configured signal period.
44    pub fn signal_period(&self) -> usize {
45        self.inner.periods().2
46    }
47}
48
49impl Indicator for MacdFix {
50    type Input = f64;
51    type Output = MacdOutput;
52
53    fn update(&mut self, value: f64) -> Option<MacdOutput> {
54        self.inner.update(value)
55    }
56
57    fn reset(&mut self) {
58        self.inner.reset();
59    }
60
61    fn warmup_period(&self) -> usize {
62        self.inner.warmup_period()
63    }
64
65    fn is_ready(&self) -> bool {
66        self.inner.is_ready()
67    }
68
69    fn name(&self) -> &'static str {
70        "MACDFIX"
71    }
72}
73
74#[cfg(test)]
75mod tests {
76    use super::*;
77    use crate::traits::BatchExt;
78
79    #[test]
80    fn rejects_zero_signal() {
81        assert!(MacdFix::new(0).is_err());
82    }
83
84    #[test]
85    fn accessors_report_config() {
86        let m = MacdFix::new(9).unwrap();
87        assert_eq!(m.signal_period(), 9);
88        assert_eq!(m.name(), "MACDFIX");
89        assert!(!m.is_ready());
90        assert_eq!(
91            m.warmup_period(),
92            MacdIndicator::new(12, 26, 9).unwrap().warmup_period()
93        );
94    }
95
96    #[test]
97    fn matches_macd_with_fixed_periods() {
98        let prices: Vec<f64> = (0..80)
99            .map(|i| 100.0 + (f64::from(i) * 0.3).sin() * 5.0)
100            .collect();
101        let fix: Vec<Option<MacdOutput>> = MacdFix::new(9).unwrap().batch(&prices);
102        let classic: Vec<Option<MacdOutput>> =
103            MacdIndicator::new(12, 26, 9).unwrap().batch(&prices);
104        assert_eq!(fix, classic);
105        assert!(fix.iter().any(Option::is_some));
106    }
107
108    #[test]
109    fn reset_clears_state() {
110        let prices: Vec<f64> = (0..80).map(|i| 100.0 + f64::from(i)).collect();
111        let mut m = MacdFix::new(9).unwrap();
112        let _ = m.batch(&prices);
113        assert!(m.is_ready());
114        m.reset();
115        assert!(!m.is_ready());
116    }
117}
wickra_core/indicators/macd_fix.rs

wickra_core/indicators/
macd_fix.rs
