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>
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//! Counterattack candlestick pattern.
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use crate::error::{Error, Result};
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use crate::ohlcv::Candle;
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use crate::traits::Indicator;
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/// Counterattack — a 2-bar reversal where the second bar storms back to close
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/// right where the first bar closed. A long candle runs with the trend, then an
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/// opposite-coloured long candle opens far in the trend direction and rallies (or
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/// sells off) all the way back to the prior close — the two closes meeting forms
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/// the "counterattack line".
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///
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/// ```text
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/// long bodies = |close − open| >= 0.5 * (high − low) (both bars)
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/// equal closes = |close2 − close1| <= tol * mean(range1, range2)
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/// bullish (+1.0): bar1 black (down), bar2 white (up), equal closes
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/// bearish (−1.0): bar1 white (up), bar2 black (down), equal closes
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/// ```
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///
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/// Output is `+1.0` bullish, `−1.0` bearish, and `0.0` when the bodies are short,
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/// the colours match, or the closes are not level. The first bar always returns
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/// `0.0` because the two-bar window is not yet filled. `equal_tolerance` defaults
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/// to `0.05` (TA-Lib's `CDLCOUNTERATTACK` "equal" factor — 5 % of the mean bar
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/// range) and must lie in `[0, 1)`. The body-length test uses a fixed half-range
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/// fraction rather than TA-Lib's rolling body average, matching the geometric
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/// house style of this pattern family. Pattern-shape check only — no trend filter
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/// is applied; combine with a trend 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, `−1.0` bearish, `0.0` no pattern — so it
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/// drops straight into a machine-learning feature matrix where the bullish and
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/// bearish variants occupy 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, Counterattack, Indicator};
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///
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/// let mut indicator = Counterattack::new();
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/// // Bullish: a long black bar, then a long white bar closing at the same level.
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/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
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/// let out = indicator
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/// .update(Candle::new(10.0, 15.1, 9.9, 15.0, 1.0, 1).unwrap());
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/// assert_eq!(out, Some(1.0));
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/// ```
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#[derive(Debug, Clone)]
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pub struct Counterattack {
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equal_tolerance: f64,
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prev: Option<Candle>,
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has_emitted: bool,
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}
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impl Default for Counterattack {
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fn default() -> Self {
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Self::new()
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}
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}
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impl Counterattack {
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/// Construct a Counterattack detector with the default 5 % equal-close tolerance.
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pub const fn new() -> Self {
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Self {
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equal_tolerance: 0.05,
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prev: None,
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has_emitted: false,
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}
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}
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/// Construct a Counterattack detector with a custom equal-close tolerance.
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///
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/// `equal_tolerance` is the fraction of the mean bar range within which the
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/// two closes must agree and must lie in `[0, 1)`.
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pub fn with_tolerance(equal_tolerance: f64) -> Result<Self> {
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if !(0.0..1.0).contains(&equal_tolerance) {
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return Err(Error::InvalidPeriod {
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message: "counterattack equal tolerance must lie in [0, 1)",
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});
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}
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Ok(Self {
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equal_tolerance,
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prev: None,
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has_emitted: false,
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})
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}
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/// Configured equal-close tolerance.
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pub fn equal_tolerance(&self) -> f64 {
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self.equal_tolerance
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}
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}
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impl Indicator for Counterattack {
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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 prev = self.prev;
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self.prev = Some(candle);
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let Some(bar1) = prev else {
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return Some(0.0);
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};
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let range1 = bar1.high - bar1.low;
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let range2 = candle.high - candle.low;
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let body1 = bar1.close - bar1.open;
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let body2 = candle.close - candle.open;
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let long1 = body1.abs() >= 0.5 * range1;
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let long2 = body2.abs() >= 0.5 * range2;
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let tol = self.equal_tolerance * 0.5 * (range1 + range2);
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let equal_close = (candle.close - bar1.close).abs() <= tol;
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if !(long1 && long2 && equal_close) {
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return Some(0.0);
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}
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// Bullish: a long black bar met by a long white bar closing level.
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if body1 < 0.0 && body2 > 0.0 {
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return Some(1.0);
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}
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// Bearish: a long white bar met by a long black bar closing level.
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if body1 > 0.0 && body2 < 0.0 {
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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.prev = None;
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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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2
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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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"Counterattack"
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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 rejects_invalid_tolerance() {
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assert!(Counterattack::with_tolerance(-0.01).is_err());
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assert!(Counterattack::with_tolerance(1.0).is_err());
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}
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#[test]
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fn accepts_valid_tolerance() {
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let t = Counterattack::with_tolerance(0.0).unwrap();
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assert!((t.equal_tolerance() - 0.0).abs() < 1e-12);
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}
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#[test]
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fn accessors_and_metadata() {
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let t = Counterattack::default();
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assert_eq!(t.name(), "Counterattack");
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assert_eq!(t.warmup_period(), 2);
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assert!(!t.is_ready());
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assert!((t.equal_tolerance() - 0.05).abs() < 1e-12);
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}
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#[test]
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fn bullish_counterattack_is_plus_one() {
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let mut t = Counterattack::new();
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assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
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assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 1)), Some(1.0));
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}
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#[test]
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fn bearish_counterattack_is_minus_one() {
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let mut t = Counterattack::new();
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assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0));
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assert_eq!(t.update(c(25.0, 25.1, 19.9, 20.0, 1)), Some(-1.0));
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}
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#[test]
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fn unequal_close_yields_zero() {
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let mut t = Counterattack::new();
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t.update(c(20.0, 20.1, 14.9, 15.0, 0));
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// Second close at 17.0 is far from the first close (15.0) -> not level.
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assert_eq!(t.update(c(10.0, 17.1, 9.9, 17.0, 1)), Some(0.0));
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}
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#[test]
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fn same_color_yields_zero() {
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let mut t = Counterattack::new();
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// Both bars black -> not opposite colours.
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t.update(c(20.0, 20.1, 14.9, 15.0, 0));
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assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 1)), Some(0.0));
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}
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#[test]
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fn short_body_yields_zero() {
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let mut t = Counterattack::new();
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// Second bar has a tiny body relative to its range.
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t.update(c(20.0, 20.1, 14.9, 15.0, 0));
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assert_eq!(t.update(c(14.8, 20.0, 9.9, 15.2, 1)), Some(0.0));
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}
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#[test]
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fn first_bar_returns_zero() {
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let mut t = Counterattack::new();
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assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 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 + 2.0, base - 2.0, base + 1.5, i)
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})
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.collect();
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let mut a = Counterattack::new();
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let mut b = Counterattack::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 = Counterattack::new();
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t.update(c(20.0, 20.1, 14.9, 15.0, 0));
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t.update(c(10.0, 15.1, 9.9, 15.0, 1));
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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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assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
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}
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}
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