//! Marubozu candlestick pattern. use crate::error::{Error, Result}; use crate::ohlcv::Candle; use crate::traits::Indicator; /// Marubozu — a single-bar strong-continuation candle with body equal to range /// and (almost) no shadows. /// /// ```text /// range = high − low /// upper_shadow = high − max(open, close) /// lower_shadow = min(open, close) − low /// shadows OK = upper_shadow <= tol * range && lower_shadow <= tol * range /// ``` /// /// When the shadow tolerance is satisfied the output is `+1.0` for a bullish /// Marubozu (close > open) and `−1.0` for a bearish one (close < open). Any /// candle whose shadows exceed the tolerance — or whose body is zero — yields /// `0.0`. /// /// `shadow_tolerance` defaults to `0.05` (5 % of the bar range allowed on each /// side) and must lie in `[0, 1)`. /// /// # 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, Indicator, Marubozu}; /// /// let mut indicator = Marubozu::new(); /// // Bullish marubozu: open == low, close == high. /// let candle = Candle::new(10.0, 12.0, 10.0, 12.0, 1.0, 0).unwrap(); /// assert_eq!(indicator.update(candle), Some(1.0)); /// ``` #[derive(Debug, Clone)] pub struct Marubozu { shadow_tolerance: f64, has_emitted: bool, } impl Default for Marubozu { fn default() -> Self { Self::new() } } impl Marubozu { /// Construct a Marubozu detector with the default 5 % shadow tolerance. pub const fn new() -> Self { Self { shadow_tolerance: 0.05, has_emitted: false, } } /// Construct a Marubozu detector with a custom shadow tolerance. /// /// `shadow_tolerance` must lie in `[0, 1)`. pub fn with_tolerance(shadow_tolerance: f64) -> Result { if !(0.0..1.0).contains(&shadow_tolerance) { return Err(Error::InvalidPeriod { message: "marubozu shadow tolerance must lie in [0, 1)", }); } Ok(Self { shadow_tolerance, has_emitted: false, }) } /// Configured shadow tolerance. pub fn shadow_tolerance(&self) -> f64 { self.shadow_tolerance } } impl Indicator for Marubozu { type Input = Candle; type Output = f64; fn update(&mut self, candle: Candle) -> Option { self.has_emitted = true; let range = candle.high - candle.low; if range <= 0.0 { return Some(0.0); } let body = candle.close - candle.open; if body == 0.0 { return Some(0.0); } let upper = candle.high - candle.open.max(candle.close); let lower = candle.open.min(candle.close) - candle.low; let tol = self.shadow_tolerance * range; if upper <= tol && lower <= tol { Some(if body > 0.0 { 1.0 } else { -1.0 }) } else { Some(0.0) } } fn reset(&mut self) { self.has_emitted = false; } fn warmup_period(&self) -> usize { 1 } fn is_ready(&self) -> bool { self.has_emitted } fn name(&self) -> &'static str { "Marubozu" } } #[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 rejects_invalid_tolerance() { assert!(Marubozu::with_tolerance(-0.01).is_err()); assert!(Marubozu::with_tolerance(1.0).is_err()); assert!(Marubozu::with_tolerance(2.0).is_err()); } #[test] fn accepts_valid_tolerance() { let m = Marubozu::with_tolerance(0.0).unwrap(); assert!((m.shadow_tolerance() - 0.0).abs() < 1e-12); let m = Marubozu::with_tolerance(0.5).unwrap(); assert!((m.shadow_tolerance() - 0.5).abs() < 1e-12); } #[test] fn accessors_and_metadata() { let m = Marubozu::default(); assert_eq!(m.name(), "Marubozu"); assert_eq!(m.warmup_period(), 1); assert!(!m.is_ready()); assert!((m.shadow_tolerance() - 0.05).abs() < 1e-12); } #[test] fn bullish_marubozu_is_plus_one() { let mut m = Marubozu::new(); assert_eq!(m.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(1.0)); } #[test] fn bearish_marubozu_is_minus_one() { let mut m = Marubozu::new(); assert_eq!(m.update(c(12.0, 12.0, 10.0, 10.0, 0)), Some(-1.0)); } #[test] fn candle_with_long_shadows_is_zero() { let mut m = Marubozu::new(); // Big upper shadow violates tolerance. assert_eq!(m.update(c(10.0, 15.0, 10.0, 12.0, 0)), Some(0.0)); } #[test] fn doji_is_zero() { let mut m = Marubozu::new(); // body == 0 -> not a marubozu. assert_eq!(m.update(c(10.0, 11.0, 9.0, 10.0, 0)), Some(0.0)); } #[test] fn zero_range_yields_zero() { let mut m = Marubozu::new(); assert_eq!(m.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0)); } #[test] fn batch_equals_streaming() { let candles: Vec = (0..40) .map(|i| { let base = 100.0 + i as f64; c(base, base + 2.0, base, base + 2.0, i) }) .collect(); let mut a = Marubozu::new(); let mut b = Marubozu::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } #[test] fn reset_clears_state() { let mut m = Marubozu::new(); m.update(c(10.0, 12.0, 10.0, 12.0, 0)); assert!(m.is_ready()); m.reset(); assert!(!m.is_ready()); } }