//! AB=CD harmonic pattern. use crate::indicators::pattern_swing::{approx_equal, ratios_in, SwingTracker, SWING_THRESHOLD}; use crate::ohlcv::Candle; use crate::traits::Indicator; /// AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C /// retracement, and a C→D leg that mirrors A→B in length: /// /// ```text /// BC / AB ∈ [0.382, 0.886] (C retraces AB) /// CD / BC ∈ [1.13, 2.618] (D extends BC) /// AB ≈ CD (within 10%) (the two legs are equal — the defining symmetry) /// ``` /// /// Read from the last four confirmed pivots `A-B-C-D`. Output is `+1.0` /// (bullish, D a swing low), `-1.0` (bearish, D a swing high), or `0.0`; never /// `None`. See `crates/wickra-core/src/indicators/abcd.rs`. #[derive(Debug, Clone)] pub struct Abcd { swing: SwingTracker, has_emitted: bool, } impl Abcd { /// Construct a new AB=CD detector. pub const fn new() -> Self { Self { swing: SwingTracker::new(SWING_THRESHOLD, 4), has_emitted: false, } } } impl Default for Abcd { fn default() -> Self { Self::new() } } impl Indicator for Abcd { type Input = Candle; type Output = f64; fn update(&mut self, candle: Candle) -> Option { self.has_emitted = true; if !self.swing.update(candle) { return Some(0.0); } let pivots = self.swing.pivots(); if pivots.len() < 4 { return Some(0.0); } let len = pivots.len(); let pa = pivots[len - 4]; let pb = pivots[len - 3]; let pc = pivots[len - 2]; let pd = pivots[len - 1]; let ab = (pb.price - pa.price).abs(); let bc = (pc.price - pb.price).abs(); let cd = (pd.price - pc.price).abs(); let ratios_ok = ratios_in(&[(bc / ab, 0.382, 0.886), (cd / bc, 1.13, 2.618)]); let legs_equal = approx_equal(ab, cd, 0.10); if ratios_ok && legs_equal { return Some(if pd.direction < 0.0 { 1.0 } else { -1.0 }); } Some(0.0) } fn reset(&mut self) { self.swing.reset(); self.has_emitted = false; } fn warmup_period(&self) -> usize { 5 } fn is_ready(&self) -> bool { self.has_emitted } fn name(&self) -> &'static str { "Abcd" } } #[cfg(test)] mod tests { use super::*; use crate::indicators::pattern_swing::candles_for_pivots; use crate::traits::BatchExt; fn run(pivots: &[f64]) -> Vec { let mut indicator = Abcd::new(); candles_for_pivots(pivots) .into_iter() .map(|c| indicator.update(c).unwrap()) .collect() } #[test] fn accessors_and_metadata() { let indicator = Abcd::new(); assert_eq!(indicator.name(), "Abcd"); assert_eq!(indicator.warmup_period(), 5); assert!(!indicator.is_ready()); assert!(!Abcd::default().is_ready()); } #[test] fn bullish_abcd_is_plus_one() { // AB = 40 down, BC = 24.7 up (0.618), CD = 40 down → AB = CD. let out = run(&[140.0, 100.0, 124.7, 84.7]); assert_eq!(*out.last().unwrap(), 1.0); assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0)); } #[test] fn bearish_abcd_is_minus_one() { let out = run(&[150.0, 100.0, 140.0, 115.3, 155.3]); assert_eq!(*out.last().unwrap(), -1.0); } #[test] fn unequal_legs_do_not_trigger() { // CD (82) far longer than AB (40) → not an AB=CD. let out = run(&[150.0, 100.0, 140.0, 118.0, 200.0]); assert_eq!(*out.last().unwrap(), 0.0); } #[test] fn reset_clears_state() { let mut indicator = Abcd::new(); for c in candles_for_pivots(&[140.0, 100.0, 124.7]) { let _ = indicator.update(c); } indicator.reset(); assert!(!indicator.is_ready()); let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap(); assert_eq!(indicator.update(c), Some(0.0)); } #[test] fn batch_equals_streaming() { let candles = candles_for_pivots(&[140.0, 100.0, 124.7, 84.7]); let mut a = Abcd::new(); let mut b = Abcd::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } }