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    #[inline]
46    fn update(&mut self, candle: Candle) -> Option<f64> {
47        self.has_emitted = true;
48        Some(candle.median_price())
49    }
50
51    fn reset(&mut self) {
52        self.has_emitted = false;
53    }
54
55    #[inline]
56    fn warmup_period(&self) -> usize {
57        1
58    }
59
60    #[inline]
61    fn is_ready(&self) -> bool {
62        self.has_emitted
63    }
64
65    #[inline]
66    fn name(&self) -> &'static str {
67        "MedianPrice"
68    }
69}
70
71#[cfg(test)]
72mod tests {
73    use super::*;
74    use crate::traits::BatchExt;
75    use approx::assert_relative_eq;
76
77    fn candle(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
78        Candle::new(open, high, low, close, 1.0, ts).unwrap()
79    }
80
81    #[test]
82    fn reference_value() {
83        // (high + low) / 2 = (12 + 8) / 2 = 10.
84        let mut mp = MedianPrice::new();
85        assert_relative_eq!(
86            mp.update(candle(10.0, 12.0, 8.0, 11.0, 0)).unwrap(),
87            10.0,
88            epsilon = 1e-12
89        );
90    }
91
92    /// Cover the Indicator-impl `name` body (62-64).
93    #[test]
94    fn name_metadata() {
95        let mp = MedianPrice::new();
96        assert_eq!(mp.name(), "MedianPrice");
97    }
98
99    #[test]
100    fn emits_from_first_candle() {
101        let mut mp = MedianPrice::new();
102        assert_eq!(mp.warmup_period(), 1);
103        assert!(!mp.is_ready());
104        assert!(mp.update(candle(10.0, 11.0, 9.0, 10.0, 0)).is_some());
105        assert!(mp.is_ready());
106    }
107
108    #[test]
109    fn reset_clears_state() {
110        let mut mp = MedianPrice::new();
111        mp.update(candle(10.0, 11.0, 9.0, 10.0, 0));
112        assert!(mp.is_ready());
113        mp.reset();
114        assert!(!mp.is_ready());
115    }
116
117    #[test]
118    fn batch_equals_streaming() {
119        let candles: Vec<Candle> = (0..40)
120            .map(|i| {
121                let base = 100.0 + i as f64;
122                candle(base, base + 2.0, base - 2.0, base + 1.0, i)
123            })
124            .collect();
125        let mut a = MedianPrice::new();
126        let mut b = MedianPrice::new();
127        assert_eq!(
128            a.batch(&candles),
129            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
130        );
131    }
132}
wickra_core/indicators/median_price.rs

wickra_core/indicators/
median_price.rs
