feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

* feat: add Abandoned Baby candlestick pattern (CDLABANDONEDBABY) * feat: add Advance Block candlestick pattern (CDLADVANCEBLOCK) * feat: add Belt Hold candlestick pattern (CDLBELTHOLD) * feat: add Breakaway and Counterattack candlestick patterns (CDLBREAKAWAY, CDLCOUNTERATTACK) Breakaway is a 5-bar reversal: a trend gaps away on the second bar, drifts two more bars, then the fifth bar snaps back and closes inside the bar1/bar2 body gap (bullish +1, bearish -1). Counterattack is a 2-bar reversal where an opposite-coloured long second bar closes level with the first (the counterattack line; bullish +1, bearish -1). Also suppress libtest's spanless `large_stack_arrays` false positive in wickra-core test builds: the `#[test]` harness collects every test into a compiler-generated array of references that crosses clippy's 16 KB threshold once the suite passes ~2048 unit tests. The allow is scoped to `cfg(test)`, so library code is still linted for genuinely large stack arrays. * chore: sync indicator count to 254 --------- Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
2026-06-02 16:34:15 +02:00
parent 73415cd2dc
commit 03ceac1f3b
19 changed files with 1343 additions and 41 deletions
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+//! Breakaway candlestick pattern.
+
+use crate::ohlcv::Candle;
+use crate::traits::Indicator;
+
+/// Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on
+/// the second bar, drifts two more bars in the same direction, then the fifth bar
+/// snaps the other way and closes back inside the body gap left between the first
+/// and second bars, signalling the move has broken away from the crowd and is
+/// turning.
+///
+/// ```text
+/// bullish (+1.0)  — appears in a decline:
+///   bar1 black (close < open)
+///   bar2 black & its body gaps DOWN below bar1's body  (bar2.open < bar1.close)
+///   bar3 extends lower            (high & low below bar2)
+///   bar4 black & extends lower    (high & low below bar3)
+///   bar5 green & closes inside the bar1/bar2 body gap   (bar2.open < close < bar1.close)
+///
+/// bearish (−1.0) — the mirror in an advance:
+///   bar1 white (close > open)
+///   bar2 white & its body gaps UP above bar1's body    (bar2.open > bar1.close)
+///   bar3 extends higher           (high & low above bar2)
+///   bar4 white & extends higher   (high & low above bar3)
+///   bar5 red & closes inside the bar1/bar2 body gap     (bar1.close < close < bar2.open)
+/// ```
+///
+/// The middle bar (`bar3`) may be either colour — only its high/low must extend
+/// the run. Output is `+1.0` bullish, `−1.0` bearish, `0.0` otherwise. The first
+/// four bars always return `0.0` because the five-bar window is not yet filled.
+/// Pattern-shape check only — no trend filter is applied; combine with a trend
+/// indicator for actionable signals. Recognition uses TA-Lib's
+/// `CDLBREAKAWAY` body-gap and high/low ordering rules directly; it does not add
+/// TA-Lib's rolling body-length average, matching the geometric house style of
+/// the other multi-bar patterns in this family.
+///
+/// # Signed ±1 encoding
+///
+/// This detector emits the uniform candlestick sign convention shared across the
+/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
+/// drops straight into a machine-learning feature matrix where the bullish and
+/// bearish variants occupy a single dimension.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{Breakaway, Candle, Indicator};
+///
+/// let mut indicator = Breakaway::new();
+/// indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
+/// indicator.update(Candle::new(14.0, 14.1, 11.9, 12.0, 1.0, 1).unwrap());
+/// indicator.update(Candle::new(12.5, 13.0, 10.5, 11.0, 1.0, 2).unwrap());
+/// indicator.update(Candle::new(11.0, 11.5, 9.0, 9.5, 1.0, 3).unwrap());
+/// let out = indicator
+///     .update(Candle::new(9.5, 14.7, 9.4, 14.5, 1.0, 4).unwrap());
+/// assert_eq!(out, Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct Breakaway {
+    c1: Option<Candle>,
+    c2: Option<Candle>,
+    c3: Option<Candle>,
+    c4: Option<Candle>,
+    has_emitted: bool,
+}
+
+impl Breakaway {
+    /// Construct a new Breakaway detector.
+    pub const fn new() -> Self {
+        Self {
+            c1: None,
+            c2: None,
+            c3: None,
+            c4: None,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for Breakaway {
+    type Input = Candle;
+    type Output = f64;
+
+    fn update(&mut self, candle: Candle) -> Option<f64> {
+        self.has_emitted = true;
+        let bar1 = self.c1;
+        let bar2 = self.c2;
+        let bar3 = self.c3;
+        let bar4 = self.c4;
+        self.c1 = self.c2;
+        self.c2 = self.c3;
+        self.c3 = self.c4;
+        self.c4 = Some(candle);
+        let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
+            return Some(0.0);
+        };
+        // Bullish: a decline gaps lower, runs two more bars down, then a green
+        // bar5 closes back inside the bar1/bar2 body gap.
+        if bar1.close < bar1.open
+            && bar2.close < bar2.open
+            && bar2.open < bar1.close
+            && bar3.high < bar2.high
+            && bar3.low < bar2.low
+            && bar4.close < bar4.open
+            && bar4.high < bar3.high
+            && bar4.low < bar3.low
+            && candle.close > candle.open
+            && candle.close > bar2.open
+            && candle.close < bar1.close
+        {
+            return Some(1.0);
+        }
+        // Bearish: the mirror — an advance gaps higher, runs two more bars up,
+        // then a red bar5 closes back inside the bar1/bar2 body gap.
+        if bar1.close > bar1.open
+            && bar2.close > bar2.open
+            && bar2.open > bar1.close
+            && bar3.high > bar2.high
+            && bar3.low > bar2.low
+            && bar4.close > bar4.open
+            && bar4.high > bar3.high
+            && bar4.low > bar3.low
+            && candle.close < candle.open
+            && candle.close < bar2.open
+            && candle.close > bar1.close
+        {
+            return Some(-1.0);
+        }
+        Some(0.0)
+    }
+
+    fn reset(&mut self) {
+        self.c1 = None;
+        self.c2 = None;
+        self.c3 = None;
+        self.c4 = None;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        5
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Breakaway"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+
+    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
+        Candle::new(open, high, low, close, 1.0, ts).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let t = Breakaway::new();
+        assert_eq!(t.name(), "Breakaway");
+        assert_eq!(t.warmup_period(), 5);
+        assert!(!t.is_ready());
+    }
+
+    #[test]
+    fn bullish_breakaway_is_plus_one() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
+        assert_eq!(t.update(c(9.5, 14.7, 9.4, 14.5, 4)), Some(1.0));
+    }
+
+    #[test]
+    fn bearish_breakaway_is_minus_one() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(15.0, 20.2, 14.8, 20.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(21.0, 23.1, 20.9, 23.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(22.5, 24.5, 21.5, 24.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(24.0, 26.5, 23.0, 26.0, 3)), Some(0.0));
+        assert_eq!(t.update(c(27.0, 27.2, 20.4, 20.5, 4)), Some(-1.0));
+    }
+
+    #[test]
+    fn no_body_gap_yields_zero() {
+        let mut t = Breakaway::new();
+        // bar2 does not gap below bar1's body (bar2.open >= bar1.close).
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(16.0, 16.1, 13.9, 14.0, 1));
+        t.update(c(13.5, 14.0, 11.5, 12.0, 2));
+        t.update(c(12.0, 12.5, 10.0, 10.5, 3));
+        assert_eq!(t.update(c(10.5, 15.7, 10.4, 15.5, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn bullish_close_outside_gap_yields_zero() {
+        let mut t = Breakaway::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(14.0, 14.1, 11.9, 12.0, 1));
+        t.update(c(12.5, 13.0, 10.5, 11.0, 2));
+        t.update(c(11.0, 11.5, 9.0, 9.5, 3));
+        // bar5 closes at 13.0 — below bar2.open (14), so outside the body gap.
+        assert_eq!(t.update(c(9.5, 13.2, 9.4, 13.0, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn first_four_bars_return_zero() {
+        let mut t = Breakaway::new();
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+        assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
+        assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
+        assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let candles: Vec<Candle> = (0..40)
+            .map(|i| {
+                let base = 100.0 + i as f64;
+                c(base, base + 2.0, base - 0.5, base + 1.5, i)
+            })
+            .collect();
+        let mut a = Breakaway::new();
+        let mut b = Breakaway::new();
+        assert_eq!(
+            a.batch(&candles),
+            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
+        );
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut t = Breakaway::new();
+        t.update(c(20.0, 20.2, 14.8, 15.0, 0));
+        t.update(c(14.0, 14.1, 11.9, 12.0, 1));
+        t.update(c(12.5, 13.0, 10.5, 11.0, 2));
+        t.update(c(11.0, 11.5, 9.0, 9.5, 3));
+        t.update(c(9.5, 14.7, 9.4, 14.5, 4));
+        assert!(t.is_ready());
+        t.reset();
+        assert!(!t.is_ready());
+        assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
+    }
+}