168 lines
4.8 KiB
Rust
168 lines
4.8 KiB
Rust
//! Takuri candlestick pattern.
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use crate::ohlcv::Candle;
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use crate::traits::Indicator;
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/// Takuri — a single-bar bullish reversal, a stricter Dragonfly Doji. Open, close,
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/// and high sit at the very top of the bar with a negligible upper shadow, while an
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/// exceptionally long lower shadow shows price was driven sharply down and then bid
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/// all the way back — an emphatic rejection of the lows.
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///
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/// ```text
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/// range = high − low
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/// doji = |close − open| <= 0.1 * range
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/// negligible upper = high − max(open, close) <= 0.05 * range
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/// very long lower = min(open, close) − low >= 0.7 * range
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/// ```
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///
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/// Output is `+1.0` when the Takuri prints and `0.0` otherwise. Takuri is a
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/// single-direction (bullish-only) shape, so it never emits `−1.0`. Its tighter
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/// upper-shadow and longer lower-shadow thresholds make it a strict subset of
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/// [`crate::DragonflyDoji`]. Body and shadow thresholds follow the geometric house
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/// style (fixed fractions of the bar range) rather than TA-Lib's rolling averages.
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/// Pattern-shape check only — no trend filter is applied; combine with a trend
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/// indicator for actionable signals.
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///
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/// # Signed ±1 encoding
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///
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/// This detector emits the uniform candlestick sign convention shared across the
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/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
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/// a machine-learning feature matrix as a single dimension.
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///
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/// # Example
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///
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/// ```
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/// use wickra_core::{Candle, Indicator, Takuri};
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///
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/// let mut indicator = Takuri::new();
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/// // Body at the top, very long lower shadow.
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/// let candle = Candle::new(10.0, 10.05, 7.0, 10.0, 1.0, 0).unwrap();
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/// assert_eq!(indicator.update(candle), Some(1.0));
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/// ```
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#[derive(Debug, Clone, Default)]
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pub struct Takuri {
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has_emitted: bool,
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}
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impl Takuri {
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/// Construct a new Takuri detector.
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pub const fn new() -> Self {
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Self { has_emitted: false }
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}
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}
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impl Indicator for Takuri {
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type Input = Candle;
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type Output = f64;
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fn update(&mut self, candle: Candle) -> Option<f64> {
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self.has_emitted = true;
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let range = candle.high - candle.low;
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if range <= 0.0 {
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return Some(0.0);
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}
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if (candle.close - candle.open).abs() > 0.1 * range {
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return Some(0.0);
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}
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let upper = candle.high - candle.open.max(candle.close);
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let lower = candle.open.min(candle.close) - candle.low;
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if upper <= 0.05 * range && lower >= 0.7 * range {
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return Some(1.0);
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}
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Some(0.0)
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}
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fn reset(&mut self) {
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self.has_emitted = false;
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}
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fn warmup_period(&self) -> usize {
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1
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}
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fn is_ready(&self) -> bool {
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self.has_emitted
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}
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fn name(&self) -> &'static str {
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"Takuri"
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::traits::BatchExt;
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fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
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Candle::new(open, high, low, close, 1.0, ts).unwrap()
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}
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#[test]
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fn accessors_and_metadata() {
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let t = Takuri::new();
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assert_eq!(t.name(), "Takuri");
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assert_eq!(t.warmup_period(), 1);
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assert!(!t.is_ready());
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}
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#[test]
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fn takuri_is_plus_one() {
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let mut t = Takuri::new();
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assert_eq!(t.update(c(10.0, 10.05, 7.0, 10.0, 0)), Some(1.0));
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}
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#[test]
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fn non_doji_body_yields_zero() {
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let mut t = Takuri::new();
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// Large body -> not a doji.
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assert_eq!(t.update(c(10.0, 12.0, 7.0, 11.5, 0)), Some(0.0));
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}
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#[test]
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fn upper_shadow_yields_zero() {
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let mut t = Takuri::new();
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// Long upper shadow -> not a Takuri.
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assert_eq!(t.update(c(10.0, 14.0, 7.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn dragonfly_but_not_takuri_yields_zero() {
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let mut t = Takuri::new();
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// Upper shadow ~0.07 of range: a Dragonfly Doji, but exceeds Takuri's
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// tighter 0.05 ceiling.
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assert_eq!(t.update(c(10.0, 10.24, 7.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn zero_range_yields_zero() {
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let mut t = Takuri::new();
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assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
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}
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#[test]
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fn batch_equals_streaming() {
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let candles: Vec<Candle> = (0..40)
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.map(|i| {
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let base = 100.0 + i as f64;
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c(base, base + 0.02, base - 4.0, base, i)
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})
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.collect();
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let mut a = Takuri::new();
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let mut b = Takuri::new();
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assert_eq!(
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a.batch(&candles),
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candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
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);
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}
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#[test]
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fn reset_clears_state() {
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let mut t = Takuri::new();
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t.update(c(10.0, 10.05, 7.0, 10.0, 0));
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assert!(t.is_ready());
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t.reset();
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assert!(!t.is_ready());
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}
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}
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