Commit Graph
2 Commits
Author SHA1 Message Date
kingchencandGitHub a9670b0ad1 test: 100% coverage for pmo + ppo + roc + ulcer_index + williams_r (#21)
* test(pmo): cover periods/value accessors, name, zero-prev fallback

Codecov flagged 10 lines in crates/wickra-core/src/indicators/pmo.rs
(file at 90.56%):

  - const accessors periods (76-78), value (81-83) — never queried
  - line 103 (`0.0` in the prev == 0.0 ROC fallback) — every existing
    test used prices > 0, so the divide-by-zero guard never fired
  - Indicator-impl name body (130-132) — never queried

Add accessors_and_metadata covering periods/value/name. Add
zero_previous_price_treats_roc_as_flat seeding prev_price = 0 then
pushing a non-zero price — the ROC must take the flat-momentum
fallback (0.0) and the doubly-smoothed PMO emits exactly 0.0
rather than NaN.

pmo.rs is now at 106/106 lines, no behavioural change.

* test(ppo): cover periods/value accessors, name, zero-slow-EMA fallback

Codecov flagged 10 lines in crates/wickra-core/src/indicators/ppo.rs
(file at 90.29%):

  - const accessors periods (71-73), value (76-78) — never queried
  - line 96 (`0.0` in the s == 0.0 PPO fallback) — every existing test
    used prices ≈ 100, so the slow EMA was never 0 and the
    divide-by-zero guard never fired
  - Indicator-impl name body (122-124) — never queried

Add accessors_and_metadata covering periods/value/name. Add
zero_slow_ema_yields_zero_ppo feeding a stream of zeros — both EMAs
converge to 0.0 and the indicator must emit exactly 0.0 (flat
momentum) rather than NaN.

ppo.rs is now at 103/103 lines, no behavioural change.

* test(roc): cover period accessor, warmup/name, zero-prev fallback

Codecov flagged 10 lines in crates/wickra-core/src/indicators/roc.rs
(file at 87.80%):

  - const accessor period (47-49) — never queried
  - line 70 (`0.0` in the prev == 0.0 ROC fallback) — every test used
    prices ≥ 1.0, so the divide-by-zero guard never fired
  - Indicator-impl warmup_period (83-85), name (91-93) — never queried

Add accessors_and_metadata covering period == 5, warmup_period == 6
(= period + 1), name == "ROC". Add zero_previous_price_yields_zero_roc
feeding a leading zero followed by `period` more values so the front
of the window is exactly 0.0; the next emission must be the
flat-momentum fallback 0.0 (not NaN).

roc.rs is now at 82/82 lines, no behavioural change.

* test(ulcer_index): cover period/value accessors, name, zero-max fallback

Codecov flagged 10 lines in crates/wickra-core/src/indicators/ulcer_index.rs
(file at 93.86%):

  - const accessors period (77-80), value (82-85) — never queried
  - line 123 (`0.0` in the max_price == 0.0 drawdown fallback) — every
    test used prices > 0, so the trailing-max divisor was always positive
  - Indicator-impl name body (162-164) — never queried

Add accessors_and_metadata covering period/value/name. Add
zero_max_price_yields_zero_drawdown feeding a stream of zeros — the
trailing max is exactly 0.0 and the drawdown computation would
otherwise hit 0/0 NaN; the indicator must emit exactly 0.0
(drawdown is 0% by convention).

ulcer_index.rs is now at 163/163 lines, no behavioural change.

* test(williams_r): cover period accessor, warmup/name, zero-range branch

Codecov flagged 10 lines in crates/wickra-core/src/indicators/williams_r.rs
(file at 89.79%):

  - const accessor period (49-51) — never queried
  - line 78 (`Some(-50.0)` in the range == 0.0 fallback) — every test
    used H != L candles, so the lookback range was always positive
  - Indicator-impl warmup_period (87-89), name (95-97) — never queried

Add accessors_and_metadata covering period == 14, warmup_period == 14,
name == "WilliamsR". Add zero_range_yields_minus_fifty feeding flat
candles (H == L == close) — the lookback hi/lo coincide and the
divide-by-zero guard fires, returning the neutral mid-range value
-50.0.

williams_r.rs is now at 98/98 lines, no behavioural change.
2026-05-24 00:46:56 +02:00
kingchenc 54148cad5b F5: add PPO, DPO and Coppock Curve price oscillators
Completes the F5 family (Price oscillators) end to end:

- Rust core: ppo.rs (Percentage Price Oscillator — MACD as a percentage
  of the slow EMA), dpo.rs (Detrended Price Oscillator — shifted price
  minus its SMA), coppock.rs (Coppock Curve — WMA of two summed ROCs).
  Each with a full Indicator impl, runnable doctest and reference /
  constant-series / warmup / reset / batch==streaming / non-finite tests.
- Python: PyPpo / PyDpo / PyCoppock PyO3 classes + module registration
  + .pyi stubs (defaults PPO=(12,26), DPO=20, Coppock=(14,11,10)).
- Node: DpoNode via the scalar macro, explicit PpoNode and CoppockNode;
  index.d.ts and index.js updated.
- WASM: WasmDpo / WasmPpo / WasmCoppock via the scalar macro.
- Wiki: Indicator-Ppo/Dpo/Coppock.md plus rows in Indicators-Overview.md
  and entries in Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 300 core tests,
25 data tests and 42 doctests green.
2026-05-22 18:09:10 +02:00