wickra_core/indicators/
weighted_close.rs

1//! Weighted Close.
2
3use crate::ohlcv::Candle;
4use crate::traits::Indicator;
5
6/// Weighted Close — the bar's `(high + low + 2·close) / 4`.
7///
8/// A representative per-bar price that, unlike the [`TypicalPrice`](crate::TypicalPrice),
9/// gives the close double weight — useful when the closing print matters more
10/// than the extremes for your strategy. As a stateless per-bar transform it
11/// emits a value from the very first candle.
12///
13/// # Example
14///
15/// ```
16/// use wickra_core::{Candle, Indicator, WeightedClose};
17///
18/// let mut indicator = WeightedClose::new();
19/// let mut last = None;
20/// for i in 0..80 {
21///     let base = 100.0 + f64::from(i);
22///     let candle =
23///         Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
24///     last = indicator.update(candle);
25/// }
26/// assert!(last.is_some());
27/// ```
28#[derive(Debug, Clone, Default)]
29pub struct WeightedClose {
30    has_emitted: bool,
31}
32
33impl WeightedClose {
34    /// Construct a new Weighted Close transform.
35    pub const fn new() -> Self {
36        Self { has_emitted: false }
37    }
38}
39
40impl Indicator for WeightedClose {
41    type Input = Candle;
42    type Output = f64;
43
44    #[inline]
45    fn update(&mut self, candle: Candle) -> Option<f64> {
46        self.has_emitted = true;
47        Some(candle.weighted_close())
48    }
49
50    fn reset(&mut self) {
51        self.has_emitted = false;
52    }
53
54    #[inline]
55    fn warmup_period(&self) -> usize {
56        1
57    }
58
59    #[inline]
60    fn is_ready(&self) -> bool {
61        self.has_emitted
62    }
63
64    #[inline]
65    fn name(&self) -> &'static str {
66        "WeightedClose"
67    }
68}
69
70#[cfg(test)]
71mod tests {
72    use super::*;
73    use crate::traits::BatchExt;
74    use approx::assert_relative_eq;
75
76    fn candle(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
77        Candle::new(open, high, low, close, 1.0, ts).unwrap()
78    }
79
80    #[test]
81    fn reference_value() {
82        // (high + low + 2·close) / 4 = (12 + 8 + 2·11) / 4 = 42 / 4 = 10.5.
83        let mut wc = WeightedClose::new();
84        assert_relative_eq!(
85            wc.update(candle(10.0, 12.0, 8.0, 11.0, 0)).unwrap(),
86            10.5,
87            epsilon = 1e-12
88        );
89    }
90
91    /// Cover the Indicator-impl `name` body (61-63).
92    #[test]
93    fn name_metadata() {
94        let wc = WeightedClose::new();
95        assert_eq!(wc.name(), "WeightedClose");
96    }
97
98    #[test]
99    fn emits_from_first_candle() {
100        let mut wc = WeightedClose::new();
101        assert_eq!(wc.warmup_period(), 1);
102        assert!(!wc.is_ready());
103        assert!(wc.update(candle(10.0, 11.0, 9.0, 10.0, 0)).is_some());
104        assert!(wc.is_ready());
105    }
106
107    #[test]
108    fn reset_clears_state() {
109        let mut wc = WeightedClose::new();
110        wc.update(candle(10.0, 11.0, 9.0, 10.0, 0));
111        assert!(wc.is_ready());
112        wc.reset();
113        assert!(!wc.is_ready());
114    }
115
116    #[test]
117    fn batch_equals_streaming() {
118        let candles: Vec<Candle> = (0..40)
119            .map(|i| {
120                let base = 100.0 + i as f64;
121                candle(base, base + 2.0, base - 2.0, base + 1.0, i)
122            })
123            .collect();
124        let mut a = WeightedClose::new();
125        let mut b = WeightedClose::new();
126        assert_eq!(
127            a.batch(&candles),
128            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
129        );
130    }
131}
wickra_core/indicators/weighted_close.rs

wickra_core/indicators/
weighted_close.rs
