feat: TA-Lib candlestick patterns — doji-star/gap/high-wave/hikkake (part 4 of 9) (#135)

* feat: add doji-star, gap, high-wave and hikkake candlestick patterns

Five patterns, all `Input = Candle`, `Output = f64`:

- Evening Doji Star (CDLEVENINGDOJISTAR) — bearish top reversal: long white bar,
  a doji gapping up, then a black bar closing deep into the first body; -1
  (penetration configurable, default 0.3).
- Morning Doji Star (CDLMORNINGDOJISTAR) — bullish bottom reversal mirror; +1.
- Gap Side-by-Side White (CDLGAPSIDESIDEWHITE) — two similar white candles
  opening side by side after a gap, a continuation; gap up +1, gap down -1.
- High-Wave (CDLHIGHWAVE) — a small body with very long shadows on both sides,
  an extreme indecision flag; +1 on detection.
- Hikkake (CDLHIKKAKE) — an inside bar followed by a failed breakout (a trap);
  bullish +1, bearish -1.

Counter 259 -> 264 (mod-count == lib counted block; FAMILIES total 254 -> 259).

* chore: sync indicator count to 264

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
This commit is contained in:
kingchenc
2026-06-02 16:54:47 +02:00
committed by GitHub
co-authored by wickra-bot
parent 244d754707
commit d43bc9ddf3
19 changed files with 1280 additions and 45 deletions
@@ -0,0 +1,198 @@
//! Hikkake candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Hikkake — a 3-bar trap. An inside bar (bar2 fully contained by bar1) sets up a
/// breakout that immediately fails on bar3, trapping breakout traders and pointing
/// the opposite way.
///
/// ```text
/// inside bar : bar2.high < bar1.high && bar2.low > bar1.low
/// bullish (+1.0): bar3 makes a LOWER high AND LOWER low than bar2
/// (a false downside break -> expect a move up)
/// bearish (1.0): bar3 makes a HIGHER high AND HIGHER low than bar2
/// (a false upside break -> expect a move down)
/// ```
///
/// Output is `+1.0` (bullish setup), `1.0` (bearish setup), or `0.0` otherwise.
/// The detector fires when the three-bar setup completes on bar3; it does not
/// separately flag the optional later confirmation bar. The first two bars always
/// return `0.0` because the window is not yet filled. Pattern-shape check only —
/// no trend filter is applied; combine with a trend indicator for actionable
/// signals.
///
/// # 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 setups occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Hikkake, Indicator};
///
/// let mut indicator = Hikkake::new();
/// indicator.update(Candle::new(10.0, 15.0, 5.0, 12.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(11.0, 13.0, 8.0, 12.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(9.0, 12.0, 6.0, 7.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct Hikkake {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl Hikkake {
/// Construct a new Hikkake detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for Hikkake {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let bar1 = self.prev_prev;
let bar2 = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
return Some(0.0);
};
// bar2 must be an inside bar of bar1.
if !(bar2.high < bar1.high && bar2.low > bar1.low) {
return Some(0.0);
}
// Bullish: bar3 breaks below the inside bar (lower high and lower low).
if candle.high < bar2.high && candle.low < bar2.low {
return Some(1.0);
}
// Bearish: bar3 breaks above the inside bar (higher high and higher low).
if candle.high > bar2.high && candle.low > bar2.low {
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Hikkake"
}
}
#[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 = Hikkake::new();
assert_eq!(t.name(), "Hikkake");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn bullish_hikkake_is_plus_one() {
let mut t = Hikkake::new();
assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(9.0, 12.0, 6.0, 7.0, 2)), Some(1.0));
}
#[test]
fn bearish_hikkake_is_minus_one() {
let mut t = Hikkake::new();
assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.0, 9.0, 13.0, 2)), Some(-1.0));
}
#[test]
fn not_inside_bar_yields_zero() {
let mut t = Hikkake::new();
t.update(c(10.0, 15.0, 5.0, 12.0, 0));
// bar2 is not contained by bar1 (higher high).
t.update(c(11.0, 16.0, 8.0, 12.0, 1));
assert_eq!(t.update(c(9.0, 12.0, 6.0, 7.0, 2)), Some(0.0));
}
#[test]
fn outside_bar3_yields_zero() {
let mut t = Hikkake::new();
t.update(c(10.0, 15.0, 5.0, 12.0, 0));
t.update(c(11.0, 13.0, 8.0, 12.0, 1));
// bar3 engulfs bar2 (higher high and lower low) -> neither direction.
assert_eq!(t.update(c(11.0, 14.0, 7.0, 9.0, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = Hikkake::new();
assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(11.0, 13.0, 8.0, 12.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
match i % 3 {
0 => c(base, base + 6.0, base - 6.0, base, i),
1 => c(base, base + 2.0, base - 2.0, base, i),
_ => c(base, base + 1.0, base - 5.0, base - 4.0, i),
}
})
.collect();
let mut a = Hikkake::new();
let mut b = Hikkake::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = Hikkake::new();
t.update(c(10.0, 15.0, 5.0, 12.0, 0));
t.update(c(11.0, 13.0, 8.0, 12.0, 1));
t.update(c(9.0, 12.0, 6.0, 7.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(10.0, 15.0, 5.0, 12.0, 0)), Some(0.0));
}
}