//! Percentage Price Oscillator. use crate::error::{Error, Result}; use crate::traits::Indicator; use super::Ema; /// Percentage Price Oscillator — MACD expressed as a percentage. /// /// PPO is the gap between a fast and a slow EMA, divided by the slow EMA and /// scaled to a percentage: /// /// ```text /// PPO = 100 · (EMA_fast − EMA_slow) / EMA_slow /// ``` /// /// Dividing by the slow EMA makes PPO **scale-free**: a `PPO` of `1.5` means /// "the fast EMA is 1.5 % above the slow EMA" on any instrument, so PPO /// readings *are* comparable across assets — unlike the raw price-unit /// [`MacdIndicator`](crate::MacdIndicator). The classic PPO **signal line** is /// a 9-period EMA of this PPO line; compose it with [`Chain`](crate::Chain) /// and an [`Ema`] if you need it. /// /// # Example /// /// ``` /// use wickra_core::{Indicator, Ppo}; /// /// let mut indicator = Ppo::new(12, 26).unwrap(); /// let mut last = None; /// for i in 0..80 { /// last = indicator.update(100.0 + f64::from(i)); /// } /// assert!(last.is_some()); /// ``` #[derive(Debug, Clone)] pub struct Ppo { fast: usize, slow: usize, ema_fast: Ema, ema_slow: Ema, current: Option, } impl Ppo { /// Construct a new PPO with the `fast` and `slow` EMA periods. /// /// # Errors /// /// Returns [`Error::PeriodZero`] if either period is `0`, or /// [`Error::InvalidPeriod`] if `fast >= slow`. pub fn new(fast: usize, slow: usize) -> Result { if fast == 0 || slow == 0 { return Err(Error::PeriodZero); } if fast >= slow { return Err(Error::InvalidPeriod { message: "PPO fast period must be < slow period", }); } Ok(Self { fast, slow, ema_fast: Ema::new(fast)?, ema_slow: Ema::new(slow)?, current: None, }) } /// The `(fast, slow)` periods. pub const fn periods(&self) -> (usize, usize) { (self.fast, self.slow) } /// Current value if available. pub const fn value(&self) -> Option { self.current } } impl Indicator for Ppo { type Input = f64; type Output = f64; fn update(&mut self, input: f64) -> Option { if !input.is_finite() { // Non-finite input is ignored; the EMAs are not advanced. return self.current; } let fast = self.ema_fast.update(input); let slow = self.ema_slow.update(input); match (fast, slow) { (Some(f), Some(s)) => { let ppo = if s == 0.0 { // Undefined ratio against a zero slow EMA: report flat. 0.0 } else { 100.0 * (f - s) / s }; self.current = Some(ppo); Some(ppo) } _ => None, } } fn reset(&mut self) { self.ema_fast.reset(); self.ema_slow.reset(); self.current = None; } fn warmup_period(&self) -> usize { // The slow EMA is the last to seed. self.slow } fn is_ready(&self) -> bool { self.current.is_some() } fn name(&self) -> &'static str { "PPO" } } #[cfg(test)] mod tests { use super::*; use crate::traits::BatchExt; use approx::assert_relative_eq; #[test] fn new_rejects_zero_period() { assert!(matches!(Ppo::new(0, 26), Err(Error::PeriodZero))); assert!(matches!(Ppo::new(12, 0), Err(Error::PeriodZero))); } #[test] fn new_rejects_fast_not_less_than_slow() { assert!(matches!(Ppo::new(26, 12), Err(Error::InvalidPeriod { .. }))); assert!(matches!(Ppo::new(12, 12), Err(Error::InvalidPeriod { .. }))); } /// Cover the const accessors `periods` / `value` (lines 71-78) and the /// Indicator-impl `name` body (122-124). `warmup_period` is already /// covered by `first_emission_at_warmup_period`. #[test] fn accessors_and_metadata() { let mut ppo = Ppo::new(12, 26).unwrap(); assert_eq!(ppo.periods(), (12, 26)); assert_eq!(ppo.name(), "PPO"); assert_eq!(ppo.value(), None); for i in 1..=26 { ppo.update(f64::from(i)); } assert!(ppo.value().is_some()); } /// Cover the `s == 0.0` defensive branch (line 96). PPO divides by /// the slow EMA; existing tests use prices ≈ 100, so the slow EMA /// is never 0. Feed a stream of zeros — both EMAs converge to 0.0 /// and the indicator must emit exactly 0.0 (flat-momentum fallback) /// rather than NaN. #[test] fn zero_slow_ema_yields_zero_ppo() { let mut ppo = Ppo::new(3, 6).unwrap(); let out = ppo.batch(&[0.0_f64; 20]); let last = out.into_iter().flatten().last().expect("emits"); assert_eq!(last, 0.0); } #[test] fn first_emission_at_warmup_period() { let mut ppo = Ppo::new(3, 6).unwrap(); assert_eq!(ppo.warmup_period(), 6); let out = ppo.batch(&(1..=30).map(f64::from).collect::>()); for v in out.iter().take(5) { assert!(v.is_none()); } assert!(out[5].is_some()); } #[test] fn constant_series_yields_zero() { // Both EMAs converge to the constant, so their gap is zero. let mut ppo = Ppo::new(3, 6).unwrap(); let out = ppo.batch(&[100.0; 60]); for v in out.iter().skip(5).flatten() { assert_relative_eq!(*v, 0.0, epsilon = 1e-9); } } #[test] fn uptrend_is_positive() { // In a rising series the fast EMA leads the slow EMA, so PPO > 0. let mut ppo = Ppo::new(5, 12).unwrap(); let out = ppo.batch(&(1..=80).map(f64::from).collect::>()); let last = out.iter().rev().flatten().next().unwrap(); assert!(*last > 0.0, "uptrend PPO should be positive, got {last}"); } #[test] fn ignores_non_finite_input() { let mut ppo = Ppo::new(3, 6).unwrap(); let out = ppo.batch(&(1..=30).map(f64::from).collect::>()); let last = *out.last().unwrap(); assert!(last.is_some()); assert_eq!(ppo.update(f64::NAN), last); assert_eq!(ppo.update(f64::INFINITY), last); } #[test] fn reset_clears_state() { let mut ppo = Ppo::new(3, 6).unwrap(); ppo.batch(&(1..=30).map(f64::from).collect::>()); assert!(ppo.is_ready()); ppo.reset(); assert!(!ppo.is_ready()); assert_eq!(ppo.update(1.0), None); } #[test] fn batch_equals_streaming() { let prices: Vec = (1..=120) .map(|i| 100.0 + (f64::from(i) * 0.25).sin() * 9.0) .collect(); let batch = Ppo::new(12, 26).unwrap().batch(&prices); let mut b = Ppo::new(12, 26).unwrap(); let streamed: Vec<_> = prices.iter().map(|p| b.update(*p)).collect(); assert_eq!(batch, streamed); } }