//! Bullish / Bearish Harami candlestick pattern. use crate::ohlcv::Candle; use crate::traits::Indicator; /// Harami — a 2-bar reversal pattern. The current candle's body sits entirely /// inside the previous candle's body and points in the opposite direction. /// /// ```text /// prev_body = |prev.close − prev.open| /// curr_body = |curr.close − curr.open| /// bullish = prev red & curr green /// & curr.open >= prev.close & curr.close <= prev.open /// & curr_body < prev_body /// bearish = prev green & curr red /// & curr.open <= prev.close & curr.close >= prev.open /// & curr_body < prev_body /// ``` /// /// Output is `+1.0` for a bullish harami (small green inside a prior red), /// `−1.0` for a bearish harami (small red inside a prior green), `0.0` /// otherwise. The first bar always returns `0.0`. Pattern-shape check only — /// no trend filter is applied; combine with a trend indicator for actionable /// signals. /// /// # Signed ±1 encoding /// /// This detector already 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 of the pattern occupy a single dimension. /// /// # Example /// /// ``` /// use wickra_core::{Candle, Harami, Indicator}; /// /// let mut indicator = Harami::new(); /// indicator.update(Candle::new(12.0, 12.5, 9.5, 10.0, 1.0, 0).unwrap()); /// let out = indicator /// .update(Candle::new(10.5, 11.5, 10.4, 11.0, 1.0, 1).unwrap()); /// assert_eq!(out, Some(1.0)); /// ``` #[derive(Debug, Clone, Default)] pub struct Harami { prev: Option, has_emitted: bool, } impl Harami { /// Construct a new Harami detector. pub const fn new() -> Self { Self { prev: None, has_emitted: false, } } } impl Indicator for Harami { type Input = Candle; type Output = f64; fn update(&mut self, candle: Candle) -> Option { self.has_emitted = true; let prev = self.prev; self.prev = Some(candle); let Some(p) = prev else { return Some(0.0); }; let prev_body = (p.close - p.open).abs(); let curr_body = (candle.close - candle.open).abs(); if prev_body <= 0.0 || curr_body <= 0.0 || curr_body >= prev_body { return Some(0.0); } let prev_red = p.close < p.open; let prev_green = p.close > p.open; let curr_green = candle.close > candle.open; let curr_red = candle.close < candle.open; // Bullish: small green strictly inside prior red body (open >= prev.close, close <= prev.open). if prev_red && curr_green && candle.open >= p.close && candle.close <= p.open { Some(1.0) } else if prev_green && curr_red && candle.open <= p.close && candle.close >= p.open { Some(-1.0) } else { Some(0.0) } } fn reset(&mut self) { self.prev = None; self.has_emitted = false; } fn warmup_period(&self) -> usize { 2 } fn is_ready(&self) -> bool { self.has_emitted } fn name(&self) -> &'static str { "Harami" } } #[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 h = Harami::new(); assert_eq!(h.name(), "Harami"); assert_eq!(h.warmup_period(), 2); assert!(!h.is_ready()); } #[test] fn bullish_harami_is_plus_one() { let mut h = Harami::new(); // Prior red 12 -> 10 (body 2). Current green 10.5 -> 11 inside. assert_eq!(h.update(c(12.0, 12.5, 9.5, 10.0, 0)), Some(0.0)); assert_eq!(h.update(c(10.5, 11.5, 10.4, 11.0, 1)), Some(1.0)); } #[test] fn bearish_harami_is_minus_one() { let mut h = Harami::new(); // Prior green 10 -> 12 (body 2). Current red 11.5 -> 11 inside. assert_eq!(h.update(c(10.0, 12.5, 9.5, 12.0, 0)), Some(0.0)); assert_eq!(h.update(c(11.5, 11.6, 10.9, 11.0, 1)), Some(-1.0)); } #[test] fn larger_body_is_not_harami() { let mut h = Harami::new(); h.update(c(11.0, 11.2, 9.8, 10.0, 0)); // Current body bigger than prior. assert_eq!(h.update(c(9.5, 12.0, 9.5, 11.5, 1)), Some(0.0)); } #[test] fn same_direction_is_not_harami() { let mut h = Harami::new(); h.update(c(10.0, 12.5, 9.5, 12.0, 0)); // Smaller candle but also green -> 0. assert_eq!(h.update(c(11.0, 11.6, 10.9, 11.5, 1)), Some(0.0)); } #[test] fn first_bar_returns_zero() { let mut h = Harami::new(); assert_eq!(h.update(c(10.0, 11.0, 9.0, 11.0, 0)), Some(0.0)); } #[test] fn batch_equals_streaming() { let candles: Vec = (0..40) .map(|i| { let base = 100.0 + i as f64; if i % 2 == 0 { c(base + 2.0, base + 2.5, base - 0.5, base, i) } else { c(base + 1.0, base + 1.5, base + 0.7, base + 1.3, i) } }) .collect(); let mut a = Harami::new(); let mut b = Harami::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } #[test] fn reset_clears_state() { let mut h = Harami::new(); h.update(c(12.0, 12.5, 9.5, 10.0, 0)); h.update(c(10.5, 11.5, 10.4, 11.0, 1)); assert!(h.is_ready()); h.reset(); assert!(!h.is_ready()); // After reset the next bar again has no prev. assert_eq!(h.update(c(12.0, 12.5, 9.5, 10.0, 0)), Some(0.0)); } }