feat: add Candlestick Patterns deepening (B14, 6 indicators) (#209)

B14 of the family-deepening roadmap — six candlestick patterns (479 -> 485), all in the **Candlestick Patterns** family.

**Fixed-lookback (candle-pattern macro bindings, neutral 0.0 during warmup):**
- **Tristar** — three-doji star reversal.
- **Harami Cross** — Harami whose second candle is a contained doji.
- **Tower Top/Bottom** — tall bar, small pause, tall opposite bar.

**Windowed / parameterized (hand-bound, `candle -> f64`):**
- **Frying Pan Bottom** — rounded U-shaped accumulation base, recovery-confirmed.
- **Dumpling Top** — rounded dome-shaped distribution top, breakdown-confirmed.
- **New Price Lines** — run of N consecutive new closing highs (+1) / lows (-1).

Window/Gap (Rising-Falling) dropped (SKIP — existing gap coverage). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (485) and CHANGELOG. Verified: core 3966 + doc 435, clippy clean, node 560, python 922.
This commit is contained in:
kingchenc
2026-06-08 02:29:24 +02:00
committed by GitHub
parent d16df1e224
commit 943825d6a0
20 changed files with 1979 additions and 48 deletions
@@ -0,0 +1,215 @@
//! Dumpling Top — a rounded top (dome) confirmed by a breakdown.
use std::collections::VecDeque;
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Dumpling Top — the bearish mirror of the [`FryPanBottom`](crate::FryPanBottom):
/// a gently rounded **top** (dome) across the window, confirmed by a close back
/// below where it started.
///
/// ```text
/// over the last `period` closes:
/// the maximum close sits in the middle third of the window (the "dome")
/// the latest close is below the first close (the breakdown)
/// signal = 1 when both hold, else 0
/// ```
///
/// The dumpling top is a distribution pattern: price rounds over at the top as
/// buying fades, then rolls down through the level it rose from. Detection requires
/// a *central* high (a symmetric dome, not a one-sided spike) and a close below the
/// window's opening level. The output is `1.0` (pattern) or `0.0`.
///
/// The first value lands after `period` inputs; each `update` scans the window in
/// O(`period`).
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, DumplingTop};
///
/// let mut indicator = DumplingTop::new(9).unwrap();
/// let closes = [100.0, 102.0, 104.0, 105.0, 104.0, 102.0, 99.0, 97.0, 95.0];
/// let mut last = None;
/// for &cl in &closes {
/// let c = Candle::new(cl, cl + 0.5, cl - 0.5, cl, 1_000.0, 0).unwrap();
/// last = indicator.update(c);
/// }
/// assert_eq!(last, Some(-1.0));
/// ```
#[derive(Debug, Clone)]
pub struct DumplingTop {
period: usize,
closes: VecDeque<f64>,
last: Option<f64>,
}
impl DumplingTop {
/// Construct a Dumpling Top over `period` bars.
///
/// # Errors
///
/// Returns [`Error::InvalidPeriod`] if `period < 5`.
pub fn new(period: usize) -> Result<Self> {
if period < 5 {
return Err(Error::InvalidPeriod {
message: "dumpling top needs period >= 5",
});
}
Ok(Self {
period,
closes: VecDeque::with_capacity(period),
last: None,
})
}
/// Configured window period.
pub const fn period(&self) -> usize {
self.period
}
/// Current value if available.
pub const fn value(&self) -> Option<f64> {
self.last
}
}
impl Indicator for DumplingTop {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
if self.closes.len() == self.period {
self.closes.pop_front();
}
self.closes.push_back(candle.close);
if self.closes.len() < self.period {
return None;
}
let first = *self.closes.front().expect("non-empty");
let last = *self.closes.back().expect("non-empty");
let mut max_idx = 0;
let mut max_val = f64::NEG_INFINITY;
for (i, &v) in self.closes.iter().enumerate() {
if v > max_val {
max_val = v;
max_idx = i;
}
}
let lo = self.period / 4;
let hi = self.period - self.period / 4;
let dome = max_idx >= lo && max_idx < hi;
let broke_down = last < first && last < max_val;
let v = if dome && broke_down { -1.0 } else { 0.0 };
self.last = Some(v);
Some(v)
}
fn reset(&mut self) {
self.closes.clear();
self.last = None;
}
fn warmup_period(&self) -> usize {
self.period
}
fn is_ready(&self) -> bool {
self.last.is_some()
}
fn name(&self) -> &'static str {
"DumplingTop"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(close: f64) -> Candle {
Candle::new_unchecked(close, close + 0.5, close - 0.5, close, 1_000.0, 0)
}
#[test]
fn rejects_small_period() {
assert!(matches!(
DumplingTop::new(4),
Err(Error::InvalidPeriod { .. })
));
assert!(DumplingTop::new(5).is_ok());
}
#[test]
fn accessors_and_metadata() {
let d = DumplingTop::new(9).unwrap();
assert_eq!(d.period(), 9);
assert_eq!(d.warmup_period(), 9);
assert_eq!(d.name(), "DumplingTop");
assert!(!d.is_ready());
assert_eq!(d.value(), None);
}
#[test]
fn first_emission_at_warmup_period() {
let mut d = DumplingTop::new(5).unwrap();
let out = d.batch(&[c(100.0), c(101.0), c(102.0), c(101.0), c(99.0), c(98.0)]);
for v in out.iter().take(4) {
assert!(v.is_none());
}
assert!(out[4].is_some());
}
#[test]
fn rounded_top_then_breakdown_signals() {
let mut d = DumplingTop::new(9).unwrap();
let closes = [100.0, 102.0, 104.0, 105.0, 104.0, 102.0, 99.0, 97.0, 95.0];
let candles: Vec<Candle> = closes.iter().map(|&x| c(x)).collect();
let last = d.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, -1.0);
}
#[test]
fn one_sided_rise_is_zero() {
let mut d = DumplingTop::new(9).unwrap();
let candles: Vec<Candle> = (0..9).map(|i| c(100.0 + f64::from(i))).collect();
let last = d.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 0.0);
}
#[test]
fn no_breakdown_is_zero() {
let mut d = DumplingTop::new(9).unwrap();
let closes = [
100.0, 102.0, 104.0, 105.0, 104.0, 103.0, 102.0, 101.0, 100.5,
];
let candles: Vec<Candle> = closes.iter().map(|&x| c(x)).collect();
let last = d.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 0.0);
}
#[test]
fn reset_clears_state() {
let mut d = DumplingTop::new(5).unwrap();
d.batch(&[c(100.0), c(101.0), c(102.0), c(101.0), c(99.0)]);
assert!(d.is_ready());
d.reset();
assert!(!d.is_ready());
assert_eq!(d.value(), None);
assert_eq!(d.update(c(100.0)), None);
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..60)
.map(|i| c(100.0 + (f64::from(i) * 0.3).sin() * 5.0))
.collect();
let batch = DumplingTop::new(9).unwrap().batch(&candles);
let mut b = DumplingTop::new(9).unwrap();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}
@@ -0,0 +1,218 @@
//! Frying Pan Bottom — a rounded bottom (U) confirmed by recovery.
use std::collections::VecDeque;
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Frying Pan Bottom — a gently rounded bottom across the lookback window: prices
/// decline, flatten near the centre, then recover above where they started.
///
/// ```text
/// over the last `period` closes:
/// the minimum close sits in the middle third of the window (the "bowl")
/// the latest close is above the first close (the rim is recovered)
/// signal = +1 when both hold, else 0
/// ```
///
/// The frying pan is a bullish accumulation pattern: a saucer-shaped base where
/// selling dries up, the curve flattens, and price lifts off the rim. Detecting it
/// requires the low point to be central (a symmetric bowl, not a one-sided drop)
/// and the close to have climbed back above the window's opening level, confirming
/// the breakout from the base. The output is `+1.0` (pattern) or `0.0`.
///
/// The first value lands after `period` inputs; each `update` scans the window in
/// O(`period`).
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, FryPanBottom};
///
/// let mut indicator = FryPanBottom::new(9).unwrap();
/// // A U-shaped base then recovery.
/// let closes = [100.0, 98.0, 96.0, 95.0, 96.0, 98.0, 101.0, 103.0, 105.0];
/// let mut last = None;
/// for &cl in &closes {
/// let c = Candle::new(cl, cl + 0.5, cl - 0.5, cl, 1_000.0, 0).unwrap();
/// last = indicator.update(c);
/// }
/// assert_eq!(last, Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct FryPanBottom {
period: usize,
closes: VecDeque<f64>,
last: Option<f64>,
}
impl FryPanBottom {
/// Construct a Frying Pan Bottom over `period` bars.
///
/// # Errors
///
/// Returns [`Error::InvalidPeriod`] if `period < 5` (a bowl needs room for a
/// central low between recovering sides).
pub fn new(period: usize) -> Result<Self> {
if period < 5 {
return Err(Error::InvalidPeriod {
message: "frying pan bottom needs period >= 5",
});
}
Ok(Self {
period,
closes: VecDeque::with_capacity(period),
last: None,
})
}
/// Configured window period.
pub const fn period(&self) -> usize {
self.period
}
/// Current value if available.
pub const fn value(&self) -> Option<f64> {
self.last
}
}
impl Indicator for FryPanBottom {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
if self.closes.len() == self.period {
self.closes.pop_front();
}
self.closes.push_back(candle.close);
if self.closes.len() < self.period {
return None;
}
let first = *self.closes.front().expect("non-empty");
let last = *self.closes.back().expect("non-empty");
// Index of the minimum close.
let mut min_idx = 0;
let mut min_val = f64::INFINITY;
for (i, &v) in self.closes.iter().enumerate() {
if v < min_val {
min_val = v;
min_idx = i;
}
}
let lo = self.period / 4;
let hi = self.period - self.period / 4;
let bowl = min_idx >= lo && min_idx < hi;
let recovered = last > first && last > min_val;
let v = if bowl && recovered { 1.0 } else { 0.0 };
self.last = Some(v);
Some(v)
}
fn reset(&mut self) {
self.closes.clear();
self.last = None;
}
fn warmup_period(&self) -> usize {
self.period
}
fn is_ready(&self) -> bool {
self.last.is_some()
}
fn name(&self) -> &'static str {
"FryPanBottom"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(close: f64) -> Candle {
Candle::new_unchecked(close, close + 0.5, close - 0.5, close, 1_000.0, 0)
}
#[test]
fn rejects_small_period() {
assert!(matches!(
FryPanBottom::new(4),
Err(Error::InvalidPeriod { .. })
));
assert!(FryPanBottom::new(5).is_ok());
}
#[test]
fn accessors_and_metadata() {
let f = FryPanBottom::new(9).unwrap();
assert_eq!(f.period(), 9);
assert_eq!(f.warmup_period(), 9);
assert_eq!(f.name(), "FryPanBottom");
assert!(!f.is_ready());
assert_eq!(f.value(), None);
}
#[test]
fn first_emission_at_warmup_period() {
let mut f = FryPanBottom::new(5).unwrap();
let out = f.batch(&[c(100.0), c(99.0), c(98.0), c(99.0), c(101.0), c(102.0)]);
for v in out.iter().take(4) {
assert!(v.is_none());
}
assert!(out[4].is_some());
}
#[test]
fn rounded_bottom_then_recovery_signals() {
let mut f = FryPanBottom::new(9).unwrap();
let closes = [100.0, 98.0, 96.0, 95.0, 96.0, 98.0, 101.0, 103.0, 105.0];
let candles: Vec<Candle> = closes.iter().map(|&x| c(x)).collect();
let last = f.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 1.0);
}
#[test]
fn one_sided_drop_is_zero() {
// A straight decline (min at the end) is not a bowl.
let mut f = FryPanBottom::new(9).unwrap();
let candles: Vec<Candle> = (0..9).map(|i| c(100.0 - f64::from(i))).collect();
let last = f.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 0.0);
}
#[test]
fn no_recovery_is_zero() {
// Bowl shape but the last close never climbs above the first.
let mut f = FryPanBottom::new(9).unwrap();
let closes = [100.0, 98.0, 96.0, 95.0, 96.0, 97.0, 98.0, 99.0, 99.5];
let candles: Vec<Candle> = closes.iter().map(|&x| c(x)).collect();
let last = f.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 0.0);
}
#[test]
fn reset_clears_state() {
let mut f = FryPanBottom::new(5).unwrap();
f.batch(&[c(100.0), c(99.0), c(98.0), c(99.0), c(101.0)]);
assert!(f.is_ready());
f.reset();
assert!(!f.is_ready());
assert_eq!(f.value(), None);
assert_eq!(f.update(c(100.0)), None);
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..60)
.map(|i| c(100.0 + (f64::from(i) * 0.3).sin() * 5.0))
.collect();
let batch = FryPanBottom::new(9).unwrap().batch(&candles);
let mut b = FryPanBottom::new(9).unwrap();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}
@@ -0,0 +1,193 @@
#![allow(clippy::doc_markdown)]
//! Harami Cross — a Harami whose second candle is a Doji.
//!
//! A Harami Cross is a stronger Harami: a large real body followed by a Doji whose
//! body sits *within* the prior body. The Doji's total indecision after a strong
//! move makes the reversal signal more potent than a plain Harami.
//!
//! - **Bullish** (`+1.0`): the prior candle is a large **bearish** body
//! (`close < open`) and the current candle is a Doji whose open and close lie
//! within the prior body.
//! - **Bearish** (`-1.0`): the prior candle is a large **bullish** body and the
//! current is a contained Doji.
//! - Otherwise the output is `0.0`.
//!
//! A doji is a candle whose body is `<= 0.1 * range`. The two-bar lookback means
//! the first value lands on the second candle.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
fn is_doji(candle: Candle) -> bool {
let body = (candle.close - candle.open).abs();
let range = candle.high - candle.low;
range > 0.0 && body <= 0.1 * range
}
/// Harami Cross — large-body-then-contained-doji reversal detector.
#[derive(Debug, Clone, Default)]
pub struct HaramiCross {
prev: Option<Candle>,
last_value: Option<f64>,
}
impl HaramiCross {
/// Construct a new `HaramiCross`.
#[must_use]
pub fn new() -> Self {
Self::default()
}
/// Latest emitted signal if available.
pub const fn value(&self) -> Option<f64> {
self.last_value
}
}
impl Indicator for HaramiCross {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
let Some(prev) = self.prev else {
self.prev = Some(candle);
self.last_value = Some(0.0);
return Some(0.0);
};
let prev_body_low = prev.open.min(prev.close);
let prev_body_high = prev.open.max(prev.close);
let prev_is_solid = !is_doji(prev);
let curr_is_doji = is_doji(candle);
let contained = candle.open >= prev_body_low
&& candle.open <= prev_body_high
&& candle.close >= prev_body_low
&& candle.close <= prev_body_high;
let v = if prev_is_solid && curr_is_doji && contained {
if prev.close < prev.open {
1.0
} else {
-1.0
}
} else {
0.0
};
self.prev = Some(candle);
self.last_value = Some(v);
Some(v)
}
fn reset(&mut self) {
self.prev = None;
self.last_value = None;
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.last_value.is_some()
}
fn name(&self) -> &'static str {
"HaramiCross"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn solid(open: f64, close: f64) -> Candle {
Candle::new_unchecked(
open,
open.max(close) + 0.2,
open.min(close) - 0.2,
close,
0.0,
0,
)
}
fn doji(mid: f64) -> Candle {
Candle::new_unchecked(mid, mid + 1.0, mid - 1.0, mid + 0.02, 0.0, 0)
}
#[test]
fn accessors_and_metadata() {
let h = HaramiCross::new();
assert_eq!(h.warmup_period(), 2);
assert_eq!(h.name(), "HaramiCross");
assert!(!h.is_ready());
assert_eq!(h.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut h = HaramiCross::new();
assert_eq!(h.update(solid(110.0, 100.0)), Some(0.0));
assert!(h.update(doji(105.0)).is_some());
}
#[test]
fn bullish_harami_cross() {
// prior big bearish body [100, 110]; doji centred at 105 inside it -> +1.
let mut h = HaramiCross::new();
h.update(solid(110.0, 100.0));
assert_eq!(h.update(doji(105.0)), Some(1.0));
}
#[test]
fn bearish_harami_cross() {
// prior big bullish body [100, 110]; doji inside -> -1.
let mut h = HaramiCross::new();
h.update(solid(100.0, 110.0));
assert_eq!(h.update(doji(105.0)), Some(-1.0));
}
#[test]
fn doji_outside_body_is_zero() {
let mut h = HaramiCross::new();
h.update(solid(110.0, 100.0));
// doji centred at 120, outside the prior body -> 0.
assert_eq!(h.update(doji(120.0)), Some(0.0));
}
#[test]
fn non_doji_second_is_zero() {
let mut h = HaramiCross::new();
h.update(solid(110.0, 100.0));
assert_eq!(h.update(solid(104.0, 106.0)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut h = HaramiCross::new();
h.update(solid(110.0, 100.0));
h.update(doji(105.0));
assert!(h.is_ready());
h.reset();
assert!(!h.is_ready());
assert_eq!(h.update(solid(110.0, 100.0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
if i % 2 == 0 {
solid(110.0, 100.0)
} else {
doji(105.0)
}
})
.collect();
let batch = HaramiCross::new().batch(&candles);
let mut b = HaramiCross::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}
+19 -1
View File
@@ -117,6 +117,7 @@ mod downside_gap_three_methods;
mod dpo;
mod dragonfly_doji;
mod drawdown_duration;
mod dumpling_top;
mod dx;
mod dynamic_momentum_index;
mod ease_of_movement;
@@ -153,6 +154,7 @@ mod footprint;
mod force_index;
mod fractal_chaos_bands;
mod frama;
mod fry_pan_bottom;
mod funding_basis;
mod funding_rate;
mod funding_rate_mean;
@@ -171,6 +173,7 @@ mod gravestone_doji;
mod hammer;
mod hanging_man;
mod harami;
mod harami_cross;
mod head_and_shoulders;
mod heikin_ashi;
mod heikin_ashi_oscillator;
@@ -265,6 +268,7 @@ mod morning_evening_star;
mod murrey_math_lines;
mod natr;
mod new_highs_new_lows;
mod new_price_lines;
mod nrtr;
mod nvi;
mod ob_imbalance_full;
@@ -416,6 +420,7 @@ mod tick_index;
mod tii;
mod time_based_stop;
mod time_of_day_return_profile;
mod tower_top_bottom;
mod tpo_profile;
mod trade_imbalance;
mod trade_volume_index;
@@ -427,6 +432,7 @@ mod triangle;
mod trima;
mod trin;
mod triple_top_bottom;
mod tristar;
mod trix;
mod true_range;
mod tsf;
@@ -596,6 +602,7 @@ pub use downside_gap_three_methods::DownsideGapThreeMethods;
pub use dpo::Dpo;
pub use dragonfly_doji::DragonflyDoji;
pub use drawdown_duration::DrawdownDuration;
pub use dumpling_top::DumplingTop;
pub use dx::Dx;
pub use dynamic_momentum_index::DynamicMomentumIndex;
pub use ease_of_movement::EaseOfMovement;
@@ -632,6 +639,7 @@ pub use footprint::{Footprint, FootprintLevel, FootprintOutput};
pub use force_index::ForceIndex;
pub use fractal_chaos_bands::{FractalChaosBands, FractalChaosBandsOutput};
pub use frama::Frama;
pub use fry_pan_bottom::FryPanBottom;
pub use funding_basis::FundingBasis;
pub use funding_rate::FundingRate;
pub use funding_rate_mean::FundingRateMean;
@@ -650,6 +658,7 @@ pub use gravestone_doji::GravestoneDoji;
pub use hammer::Hammer;
pub use hanging_man::HangingMan;
pub use harami::Harami;
pub use harami_cross::HaramiCross;
pub use head_and_shoulders::HeadAndShoulders;
pub use heikin_ashi::{HeikinAshi, HeikinAshiOutput};
pub use heikin_ashi_oscillator::HeikinAshiOscillator;
@@ -744,6 +753,7 @@ pub use morning_evening_star::MorningEveningStar;
pub use murrey_math_lines::{MurreyMathLines, MurreyMathLinesOutput};
pub use natr::Natr;
pub use new_highs_new_lows::NewHighsNewLows;
pub use new_price_lines::NewPriceLines;
pub use nrtr::{Nrtr, NrtrOutput};
pub use nvi::Nvi;
pub use ob_imbalance_full::OrderBookImbalanceFull;
@@ -895,6 +905,7 @@ pub use tick_index::TickIndex;
pub use tii::Tii;
pub use time_based_stop::TimeBasedStop;
pub use time_of_day_return_profile::{TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput};
pub use tower_top_bottom::TowerTopBottom;
pub use tpo_profile::{TpoProfile, TpoProfileOutput};
pub use trade_imbalance::TradeImbalance;
pub use trade_volume_index::TradeVolumeIndex;
@@ -906,6 +917,7 @@ pub use triangle::Triangle;
pub use trima::Trima;
pub use trin::Trin;
pub use triple_top_bottom::TripleTopBottom;
pub use tristar::Tristar;
pub use trix::Trix;
pub use true_range::TrueRange;
pub use tsf::Tsf;
@@ -1412,6 +1424,12 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"TasukiGap",
"UniqueThreeRiver",
"ConcealingBabySwallow",
"Tristar",
"HaramiCross",
"TowerTopBottom",
"FryPanBottom",
"DumplingTop",
"NewPriceLines",
],
),
(
@@ -1597,6 +1615,6 @@ mod family_tests {
// the actual indicator count is the early-warning signal that an
// indicator was added without being assigned a family.
let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
assert_eq!(total, 479, "FAMILIES total drifted from indicator count");
assert_eq!(total, 485, "FAMILIES total drifted from indicator count");
}
}
@@ -0,0 +1,234 @@
//! New Price Lines — the "eight/ten new price lines" exhaustion count.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// New Price Lines — the Japanese "shinne" (new-price) exhaustion count: when the
/// close has made `count` consecutive new highs (or lows), the trend is considered
/// stretched and ripe for a pause or reversal.
///
/// ```text
/// consecutive higher closes form "new price lines" up
/// consecutive lower closes form "new price lines" down
/// signal = 1 once `count` consecutive higher closes (overbought / sell warning)
/// signal = +1 once `count` consecutive lower closes (oversold / buy warning)
/// signal = 0 otherwise
/// ```
///
/// Traditional Japanese practice flags **eight** new price lines (and a stronger
/// **ten** or twelve) as the point where a directional run becomes exhausted —
/// the market has gone up (or down) so many bars in a row that a corrective pause
/// is statistically due. The signal stays active for every bar the streak remains
/// at or above `count`, and clears the moment a close breaks the streak.
///
/// The first value lands on the second bar (one prior close is needed). The
/// output is `+1` / `0` / `1`. Each `update` is O(1).
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, NewPriceLines};
///
/// let mut indicator = NewPriceLines::new(8).unwrap();
/// let mut last = None;
/// for i in 0..12 {
/// let close = 100.0 + f64::from(i); // 11 consecutive higher closes
/// let c = Candle::new(close, close, close, close, 1_000.0, 0).unwrap();
/// last = indicator.update(c);
/// }
/// assert_eq!(last, Some(-1.0));
/// ```
#[derive(Debug, Clone)]
pub struct NewPriceLines {
count: usize,
prev_close: Option<f64>,
consec_up: usize,
consec_down: usize,
last: Option<f64>,
}
impl NewPriceLines {
/// Construct a New Price Lines counter that fires at `count` consecutive new
/// closes (classic `8`, stronger `10`/`12`).
///
/// # Errors
///
/// Returns [`Error::InvalidPeriod`] if `count < 2`.
pub fn new(count: usize) -> Result<Self> {
if count < 2 {
return Err(Error::InvalidPeriod {
message: "new price lines count must be >= 2",
});
}
Ok(Self {
count,
prev_close: None,
consec_up: 0,
consec_down: 0,
last: None,
})
}
/// Configured count threshold.
pub const fn count(&self) -> usize {
self.count
}
/// Current consecutive streak `(up, down)`.
pub const fn streak(&self) -> (usize, usize) {
(self.consec_up, self.consec_down)
}
/// Current value if available.
pub const fn value(&self) -> Option<f64> {
self.last
}
}
impl Indicator for NewPriceLines {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
let close = candle.close;
let Some(prev) = self.prev_close else {
self.prev_close = Some(close);
return None;
};
if close > prev {
self.consec_up += 1;
self.consec_down = 0;
} else if close < prev {
self.consec_down += 1;
self.consec_up = 0;
} else {
self.consec_up = 0;
self.consec_down = 0;
}
self.prev_close = Some(close);
let v = if self.consec_up >= self.count {
-1.0
} else if self.consec_down >= self.count {
1.0
} else {
0.0
};
self.last = Some(v);
Some(v)
}
fn reset(&mut self) {
self.prev_close = None;
self.consec_up = 0;
self.consec_down = 0;
self.last = None;
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.last.is_some()
}
fn name(&self) -> &'static str {
"NewPriceLines"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(close: f64) -> Candle {
Candle::new_unchecked(close, close, close, close, 1_000.0, 0)
}
#[test]
fn rejects_small_count() {
assert!(matches!(
NewPriceLines::new(1),
Err(Error::InvalidPeriod { .. })
));
assert!(NewPriceLines::new(2).is_ok());
}
#[test]
fn accessors_and_metadata() {
let n = NewPriceLines::new(8).unwrap();
assert_eq!(n.count(), 8);
assert_eq!(n.streak(), (0, 0));
assert_eq!(n.warmup_period(), 2);
assert_eq!(n.name(), "NewPriceLines");
assert!(!n.is_ready());
assert_eq!(n.value(), None);
}
#[test]
fn first_bar_seeds_without_signal() {
let mut n = NewPriceLines::new(3).unwrap();
assert_eq!(n.update(c(100.0)), None);
assert!(n.update(c(101.0)).is_some());
}
#[test]
fn eight_higher_closes_signal_sell() {
let mut n = NewPriceLines::new(8).unwrap();
// 11 consecutive higher closes -> by the 9th the count reaches 8 -> -1.
let candles: Vec<Candle> = (0..12).map(|i| c(100.0 + f64::from(i))).collect();
let last = n.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, -1.0);
}
#[test]
fn eight_lower_closes_signal_buy() {
let mut n = NewPriceLines::new(8).unwrap();
let candles: Vec<Candle> = (0..12).map(|i| c(200.0 - f64::from(i))).collect();
let last = n.batch(&candles).into_iter().flatten().last().unwrap();
assert_eq!(last, 1.0);
}
#[test]
fn break_in_streak_clears_signal() {
let mut n = NewPriceLines::new(3).unwrap();
n.batch(&[c(100.0), c(101.0), c(102.0), c(103.0)]); // streak 3 -> -1
assert_eq!(n.value(), Some(-1.0));
// A lower close breaks the up streak.
assert_eq!(n.update(c(102.0)), Some(0.0));
assert_eq!(n.streak(), (0, 1));
}
#[test]
fn unchanged_close_resets_streak() {
let mut n = NewPriceLines::new(3).unwrap();
n.batch(&[c(100.0), c(101.0), c(102.0)]);
assert_eq!(n.update(c(102.0)), Some(0.0)); // equal -> reset
assert_eq!(n.streak(), (0, 0));
}
#[test]
fn reset_clears_state() {
let mut n = NewPriceLines::new(3).unwrap();
n.batch(&[c(100.0), c(101.0), c(102.0), c(103.0)]);
assert!(n.is_ready());
n.reset();
assert!(!n.is_ready());
assert_eq!(n.value(), None);
assert_eq!(n.streak(), (0, 0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..80)
.map(|i| c(100.0 + (f64::from(i) * 0.25).sin() * 9.0))
.collect();
let batch = NewPriceLines::new(8).unwrap().batch(&candles);
let mut b = NewPriceLines::new(8).unwrap();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}
@@ -0,0 +1,224 @@
#![allow(clippy::doc_markdown)]
//! Tower Top / Tower Bottom — a tall bar, a pause, then a tall opposite bar.
//!
//! A Tower is a reversal where a strong directional bar is followed by a small
//! "pause" bar and then a strong bar in the *opposite* direction, like two towers
//! flanking a low wall. This is the compact three-bar form of the classic
//! multi-bar Tower pattern.
//!
//! - **Tower Bottom** (`+1.0`): a tall **bearish** bar, a small-bodied bar, then a
//! tall **bullish** bar.
//! - **Tower Top** (`-1.0`): a tall **bullish** bar, a small-bodied bar, then a
//! tall **bearish** bar.
//! - Otherwise the output is `0.0`.
//!
//! "Tall" = body `>= 0.5 * range`; "small" = body `<= 0.3 * range`. The three-bar
//! lookback means the first value lands on the third candle.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
fn body_fraction(candle: Candle) -> f64 {
let range = candle.high - candle.low;
if range > 0.0 {
(candle.close - candle.open).abs() / range
} else {
0.0
}
}
fn is_tall(candle: Candle) -> bool {
body_fraction(candle) >= 0.5
}
fn is_small(candle: Candle) -> bool {
body_fraction(candle) <= 0.3
}
/// Tower Top / Bottom — three-bar reversal detector.
#[derive(Debug, Clone, Default)]
pub struct TowerTopBottom {
c1: Option<Candle>,
c2: Option<Candle>,
last_value: Option<f64>,
}
impl TowerTopBottom {
/// Construct a new `TowerTopBottom`.
#[must_use]
pub fn new() -> Self {
Self::default()
}
/// Latest emitted signal if available.
pub const fn value(&self) -> Option<f64> {
self.last_value
}
}
impl Indicator for TowerTopBottom {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
let (Some(first), Some(middle)) = (self.c1, self.c2) else {
self.c1 = self.c2;
self.c2 = Some(candle);
self.last_value = Some(0.0);
return Some(0.0);
};
let pause = is_small(middle);
let first_tall = is_tall(first);
let last_tall = is_tall(candle);
let v = if pause && first_tall && last_tall {
let first_up = first.close > first.open;
let last_up = candle.close > candle.open;
if !first_up && last_up {
1.0
} else if first_up && !last_up {
-1.0
} else {
0.0
}
} else {
0.0
};
self.c1 = self.c2;
self.c2 = Some(candle);
self.last_value = Some(v);
Some(v)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.last_value = None;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.last_value.is_some()
}
fn name(&self) -> &'static str {
"TowerTopBottom"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
/// A tall candle from `open` to `close` (body fills most of the range).
fn tall(open: f64, close: f64) -> Candle {
Candle::new_unchecked(
open,
open.max(close) + 0.1,
open.min(close) - 0.1,
close,
0.0,
0,
)
}
/// A small-bodied candle (long shadows, tiny body).
fn small(mid: f64) -> Candle {
Candle::new_unchecked(mid, mid + 2.0, mid - 2.0, mid + 0.1, 0.0, 0)
}
#[test]
fn accessors_and_metadata() {
let t = TowerTopBottom::new();
assert_eq!(t.warmup_period(), 3);
assert_eq!(t.name(), "TowerTopBottom");
assert!(!t.is_ready());
assert_eq!(t.value(), None);
}
#[test]
fn first_two_bars_seed_without_signal() {
let mut t = TowerTopBottom::new();
assert_eq!(t.update(tall(100.0, 110.0)), Some(0.0));
assert_eq!(t.update(small(105.0)), Some(0.0));
assert!(t.update(tall(110.0, 100.0)).is_some());
}
#[test]
fn tower_top() {
// tall bullish, small pause, tall bearish -> top -> -1.
let mut t = TowerTopBottom::new();
t.update(tall(100.0, 110.0));
t.update(small(110.0));
assert_eq!(t.update(tall(110.0, 100.0)), Some(-1.0));
}
#[test]
fn tower_bottom() {
let mut t = TowerTopBottom::new();
t.update(tall(110.0, 100.0));
t.update(small(100.0));
assert_eq!(t.update(tall(100.0, 110.0)), Some(1.0));
}
#[test]
fn same_direction_is_zero() {
let mut t = TowerTopBottom::new();
t.update(tall(100.0, 110.0));
t.update(small(110.0));
// last bar also bullish -> not a tower -> 0.
assert_eq!(t.update(tall(110.0, 120.0)), Some(0.0));
}
#[test]
fn no_pause_is_zero() {
let mut t = TowerTopBottom::new();
t.update(tall(100.0, 110.0));
t.update(tall(110.0, 120.0)); // middle is tall, not a pause
assert_eq!(t.update(tall(120.0, 110.0)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut t = TowerTopBottom::new();
t.update(tall(100.0, 110.0));
t.update(small(110.0));
t.update(tall(110.0, 100.0));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(tall(100.0, 110.0)), Some(0.0));
}
#[test]
fn zero_range_bar_has_zero_body_fraction() {
// A flat bar (high == low) exercises the zero-range body-fraction branch;
// it counts as a small "pause" bar, so tall-flat-tall still reverses.
fn flat(mid: f64) -> Candle {
Candle::new_unchecked(mid, mid, mid, mid, 0.0, 0)
}
let mut t = TowerTopBottom::new();
t.update(tall(100.0, 110.0));
t.update(flat(110.0));
assert_eq!(t.update(tall(110.0, 100.0)), Some(-1.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..30)
.map(|i| match i % 3 {
0 => tall(100.0, 110.0),
1 => small(110.0),
_ => tall(110.0, 100.0),
})
.collect();
let batch = TowerTopBottom::new().batch(&candles);
let mut b = TowerTopBottom::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}
@@ -0,0 +1,189 @@
#![allow(clippy::doc_markdown)]
//! Tristar — a three-doji reversal pattern.
//!
//! A Tristar is three consecutive Doji candles where the middle one gaps away
//! from its neighbours, forming a star. A bearish Tristar (top) has the middle
//! doji sitting above the other two; a bullish Tristar (bottom) has it below.
//!
//! - **Bullish** (`+1.0`): three dojis, the middle doji's body centre below both
//! neighbours' body centres.
//! - **Bearish** (`-1.0`): three dojis, the middle above both neighbours.
//! - Otherwise the output is `0.0`.
//!
//! A doji is a candle whose body is `<= 0.1 * range`. The three-bar lookback means
//! the first value lands on the third candle.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Body-centre of a candle.
fn body_mid(candle: Candle) -> f64 {
f64::midpoint(candle.open, candle.close)
}
/// Whether a candle is a doji (body small relative to range).
fn is_doji(candle: Candle) -> bool {
let body = (candle.close - candle.open).abs();
let range = candle.high - candle.low;
range > 0.0 && body <= 0.1 * range
}
/// Tristar — three-doji star reversal detector.
#[derive(Debug, Clone, Default)]
pub struct Tristar {
c1: Option<Candle>,
c2: Option<Candle>,
last_value: Option<f64>,
}
impl Tristar {
/// Construct a new `Tristar`.
#[must_use]
pub fn new() -> Self {
Self::default()
}
/// Latest emitted signal if available.
pub const fn value(&self) -> Option<f64> {
self.last_value
}
}
impl Indicator for Tristar {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
let (Some(first), Some(middle)) = (self.c1, self.c2) else {
self.c1 = self.c2;
self.c2 = Some(candle);
self.last_value = Some(0.0);
return Some(0.0);
};
let v = if is_doji(first) && is_doji(middle) && is_doji(candle) {
let mid = body_mid(middle);
let n1 = body_mid(first);
let n3 = body_mid(candle);
if mid > n1 && mid > n3 {
-1.0
} else if mid < n1 && mid < n3 {
1.0
} else {
0.0
}
} else {
0.0
};
self.c1 = self.c2;
self.c2 = Some(candle);
self.last_value = Some(v);
Some(v)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.last_value = None;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.last_value.is_some()
}
fn name(&self) -> &'static str {
"Tristar"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
/// A doji centred at `mid` (tiny body, symmetric shadows).
fn doji(mid: f64) -> Candle {
Candle::new_unchecked(mid, mid + 1.0, mid - 1.0, mid + 0.02, 0.0, 0)
}
/// A non-doji (big body).
fn solid(open: f64, close: f64) -> Candle {
Candle::new_unchecked(
open,
open.max(close) + 0.1,
open.min(close) - 0.1,
close,
0.0,
0,
)
}
#[test]
fn accessors_and_metadata() {
let t = Tristar::new();
assert_eq!(t.warmup_period(), 3);
assert_eq!(t.name(), "Tristar");
assert!(!t.is_ready());
assert_eq!(t.value(), None);
}
#[test]
fn first_two_bars_seed_without_signal() {
let mut t = Tristar::new();
assert_eq!(t.update(doji(100.0)), Some(0.0));
assert_eq!(t.update(doji(100.0)), Some(0.0));
assert!(t.update(doji(100.0)).is_some());
}
#[test]
fn bearish_tristar_top() {
// middle doji centred above the two neighbours -> top -> -1.
let mut t = Tristar::new();
t.update(doji(100.0));
t.update(doji(105.0)); // middle, highest
assert_eq!(t.update(doji(100.0)), Some(-1.0));
}
#[test]
fn bullish_tristar_bottom() {
let mut t = Tristar::new();
t.update(doji(100.0));
t.update(doji(95.0)); // middle, lowest
assert_eq!(t.update(doji(100.0)), Some(1.0));
}
#[test]
fn non_doji_is_zero() {
let mut t = Tristar::new();
t.update(doji(100.0));
t.update(solid(100.0, 110.0)); // not a doji
assert_eq!(t.update(doji(100.0)), Some(0.0));
}
#[test]
fn reset_clears_state() {
let mut t = Tristar::new();
t.update(doji(100.0));
t.update(doji(105.0));
t.update(doji(100.0));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(doji(100.0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| doji(100.0 + (f64::from(i) * 0.4).sin() * 5.0))
.collect();
let batch = Tristar::new().batch(&candles);
let mut b = Tristar::new();
let streamed: Vec<_> = candles.iter().map(|x| b.update(*x)).collect();
assert_eq!(batch, streamed);
}
}