wickra/crates/wickra-core/src/indicators/rocr.rs

//! Rate of Change Ratio (ROCR).

use std::collections::VecDeque;

use crate::error::{Error, Result};
use crate::traits::Indicator;

/// Rate of Change Ratio (`ROCR`): `close / close[period]`.
///
/// The momentum ratio relative to the price `period` bars ago: `1.0` means no
/// change, `> 1` an advance, `< 1` a decline. It is [`Rocp`](crate::Rocp) plus
/// one. Where the reference price is zero the result is reported as `0`.
///
/// Non-finite inputs are ignored and leave the window untouched; the last
/// computed value is returned instead, matching the SMA / EMA convention.
///
/// # Example
///
/// ```
/// use wickra_core::{Indicator, Rocr};
///
/// let mut indicator = Rocr::new(3).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 Rocr {
    period: usize,
    window: VecDeque<f64>,
    last: Option<f64>,
}

impl Rocr {
    /// # Errors
    /// Returns [`Error::PeriodZero`] if `period == 0`.
    pub fn new(period: usize) -> Result<Self> {
        if period == 0 {
            return Err(Error::PeriodZero);
        }
        Ok(Self {
            period,
            window: VecDeque::with_capacity(period + 1),
            last: None,
        })
    }

    /// Configured period.
    pub const fn period(&self) -> usize {
        self.period
    }
}

impl Indicator for Rocr {
    type Input = f64;
    type Output = f64;

    fn update(&mut self, input: f64) -> Option<f64> {
        if !input.is_finite() {
            return self.last;
        }
        if self.window.len() == self.period + 1 {
            self.window.pop_front();
        }
        self.window.push_back(input);
        if self.window.len() < self.period + 1 {
            return None;
        }
        let prev = *self.window.front().expect("non-empty");
        let rocr = if prev == 0.0 { 0.0 } else { input / prev };
        self.last = Some(rocr);
        Some(rocr)
    }

    fn reset(&mut self) {
        self.window.clear();
        self.last = None;
    }

    fn warmup_period(&self) -> usize {
        self.period + 1
    }

    fn is_ready(&self) -> bool {
        self.window.len() == self.period + 1
    }

    fn name(&self) -> &'static str {
        "ROCR"
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::traits::BatchExt;
    use approx::assert_relative_eq;

    #[test]
    fn rejects_zero_period() {
        assert!(matches!(Rocr::new(0), Err(Error::PeriodZero)));
    }

    #[test]
    fn accessors_report_config() {
        let r = Rocr::new(3).unwrap();
        assert_eq!(r.period(), 3);
        assert_eq!(r.name(), "ROCR");
        assert_eq!(r.warmup_period(), 4);
        assert!(!r.is_ready());
    }

    #[test]
    fn known_value_is_a_ratio() {
        // period 1 over [10, 11]: 11 / 10 = 1.1.
        let mut r = Rocr::new(1).unwrap();
        let out: Vec<Option<f64>> = r.batch(&[10.0, 11.0]);
        assert_eq!(out[0], None);
        assert_relative_eq!(out[1].unwrap(), 1.1, epsilon = 1e-12);
        assert!(r.is_ready());
    }

    #[test]
    fn constant_series_yields_one() {
        let mut r = Rocr::new(3).unwrap();
        for v in r.batch(&[10.0_f64; 12]).iter().skip(4).flatten() {
            assert_relative_eq!(*v, 1.0, epsilon = 1e-12);
        }
    }

    #[test]
    fn zero_reference_price_reports_zero() {
        let mut r = Rocr::new(1).unwrap();
        let out: Vec<Option<f64>> = r.batch(&[0.0, 5.0]);
        assert_relative_eq!(out[1].unwrap(), 0.0, epsilon = 1e-12);
    }

    #[test]
    fn non_finite_input_holds_last() {
        let mut r = Rocr::new(1).unwrap();
        assert_eq!(r.update(10.0), None);
        let v = r.update(11.0).unwrap();
        assert_eq!(r.update(f64::INFINITY), Some(v));
    }

    #[test]
    fn reset_clears_state() {
        let mut r = Rocr::new(1).unwrap();
        let _ = r.batch(&[10.0, 11.0]);
        assert!(r.is_ready());
        r.reset();
        assert!(!r.is_ready());
        assert_eq!(r.update(10.0), None);
    }
}