From b340ecd3d67b9e9f0274f12a10bc8fb08325bfcd Mon Sep 17 00:00:00 2001
From: kingchenc <kingchencp@gmail.com>
Date: Sat, 23 May 2026 10:38:24 +0200
Subject: [PATCH] test(coppock): lock in warmup_period for every parameter set
 (refutes R12)
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Audit finding R12 claimed `Coppock::warmup_period()` was off by one
because it returns `max(roc_long, roc_short) + wma`, while
`Roc::warmup_period() = period + 1`. After tracing the actual emission
sequence the existing formula is correct: when both ROCs reach `Some`
at 0-based index L (the slower of `roc_long_period` and
`roc_short_period`), the WMA receives its first input there and emits
its `wma_period`-th value at 0-based index `L + wma_period − 1`. The
`warmup_period()` is the 1-based count of inputs needed before the
first `Some`, i.e. `L + wma_period`. R12 was a misread by both Sonnet
audit agents and the Opus verifier — none of them traced the actual
emission timeline.

This commit:

- Expands the doc comment on `warmup_period` with the precise emission
  argument and a worked example for `Coppock::new(6, 4, 3)` (the
  existing test) so a future reader cannot mis-derive the formula.
- Adds `warmup_period_matches_first_some_for_every_parameter_set`,
  which asserts `out[warmup - 1].is_some()` for five parameter
  combinations — including the audit's smoking gun `(4, 2, 3)`. The
  audit's proposed `max + 1 + wma` formula would have predicted index
  7 (the 8th input) for that combination; the real first `Some` lands
  at index 6 (the 7th input), exactly what the current formula
  reports.

No behaviour change — the audit was wrong and the test makes the
contract regression-proof.
---
 crates/wickra-core/src/indicators/coppock.rs | 44 +++++++++++++++++++-
 1 file changed, 42 insertions(+), 2 deletions(-)

diff --git a/crates/wickra-core/src/indicators/coppock.rs b/crates/wickra-core/src/indicators/coppock.rs
index 82fe75d0..e6f2c3d0 100644
--- a/crates/wickra-core/src/indicators/coppock.rs
+++ b/crates/wickra-core/src/indicators/coppock.rs
@@ -104,8 +104,20 @@ impl Indicator for Coppock {
     }
 
     fn warmup_period(&self) -> usize {
-        // Both ROCs must be ready (the longer one is `period + 1`), then the
-        // WMA needs `wma_period` of their summed values.
+        // Let `L = max(roc_long_period, roc_short_period)` and `W = wma_period`.
+        // Both ROCs need `period + 1` inputs to emit; the slower one therefore
+        // first emits at **0-based index L** (= the `(L + 1)`-th input). From
+        // that bar onward both ROCs feed the WMA in lock-step, so the WMA
+        // sees its `W`-th input at 0-based index `L + W − 1` — the first bar
+        // it emits. `warmup_period` is the 1-based count of inputs needed for
+        // the first `Some` value, which is `(L + W − 1) + 1 = L + W`.
+        //
+        // Worked example for `Coppock::new(6, 4, 3)`:
+        //   - ROC(6).first_some at index 6 (the 7th input).
+        //   - ROC(4).first_some at index 4 (the 5th input). Both available
+        //     from index 6 onward.
+        //   - WMA(3) consumes 3 inputs at indices 6, 7, 8 → first WMA `Some`
+        //     at index 8 (the 9th input). `warmup_period() == 9`.
         self.roc_long_period.max(self.roc_short_period) + self.wma_period
     }
 
@@ -142,6 +154,34 @@ mod tests {
         assert!(out[8].is_some());
     }
 
+    /// `warmup_period() == 1-based index of the first `Some`` for every legal
+    /// parameter combination — including the parameter set
+    /// `(roc_long=4, roc_short=2, wma=3)` that an external audit claimed
+    /// would prove the formula off by one. It does not: the slower ROC first
+    /// emits at 0-based index 4, the WMA needs 3 such inputs and emits at
+    /// 0-based index 6 (the 7th input), which is what
+    /// `roc_long.max(roc_short) + wma = max(4, 2) + 3 = 7` reports.
+    #[test]
+    fn warmup_period_matches_first_some_for_every_parameter_set() {
+        let prices: Vec<f64> = (1..=80).map(|i| 100.0 + f64::from(i)).collect();
+        for &(long, short, wma) in &[(6, 4, 3), (14, 11, 10), (4, 2, 3), (10, 3, 5), (3, 3, 3)] {
+            let mut c = Coppock::new(long, short, wma).unwrap();
+            let warmup = c.warmup_period();
+            let out = c.batch(&prices);
+            for (i, v) in out.iter().enumerate().take(warmup - 1) {
+                assert!(
+                    v.is_none(),
+                    "Coppock({long}, {short}, {wma}): index {i} expected None during warmup, got {v:?}"
+                );
+            }
+            assert!(
+                out[warmup - 1].is_some(),
+                "Coppock({long}, {short}, {wma}): warmup_period() = {warmup} but index {} is None",
+                warmup - 1,
+            );
+        }
+    }
+
     #[test]
     fn constant_series_yields_zero() {
         // Both ROCs are 0 on a flat series, so the WMA of zeros is 0.