//! Triangle (ascending / descending / symmetrical) chart pattern. use crate::indicators::pattern_swing::{ approx_equal, recent_legs, SwingTracker, LEVEL_TOLERANCE, SWING_THRESHOLD, }; use crate::ohlcv::Candle; use crate::traits::Indicator; /// Triangle — a consolidation pattern bounded by two converging trendlines, /// detected from the two most recent swing highs and lows. /// /// Built on confirmed swing pivots ([`SWING_THRESHOLD`] = 5%); evaluated on every /// bar that confirms a new pivot once four pivots exist: /// /// ```text /// ascending : flat highs + rising lows → +1 (bullish bias) /// descending : falling highs + flat lows → -1 (bearish bias) /// symmetrical : falling highs + rising lows → +1 if the last pivot is a low /// (an up-bounce), else -1 /// ``` /// /// "Flat" means the two highs (or lows) are within [`LEVEL_TOLERANCE`] (3%) of /// each other; "rising"/"falling" means they differ by more than that tolerance. /// The symmetrical case is directionally neutral, so its sign follows the /// momentum of the most recently confirmed swing. Output is `+1.0` / `-1.0` / /// `0.0`; never `None`. #[derive(Debug, Clone)] pub struct Triangle { swing: SwingTracker, has_emitted: bool, } impl Triangle { /// Construct a new Triangle detector. pub const fn new() -> Self { Self { swing: SwingTracker::new(SWING_THRESHOLD, 4), has_emitted: false, } } } impl Default for Triangle { fn default() -> Self { Self::new() } } impl Indicator for Triangle { 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 (high_old, high_new, low_old, low_new) = recent_legs(pivots); let flat_highs = approx_equal(high_old, high_new, LEVEL_TOLERANCE); let flat_lows = approx_equal(low_old, low_new, LEVEL_TOLERANCE); let rising_lows = low_new > low_old * (1.0 + LEVEL_TOLERANCE); let falling_highs = high_new < high_old * (1.0 - LEVEL_TOLERANCE); let last_is_high = pivots[pivots.len() - 1].direction > 0.0; if flat_highs && rising_lows { return Some(1.0); // ascending } if falling_highs && flat_lows { return Some(-1.0); // descending } if falling_highs && rising_lows { // symmetrical: lean with the latest swing's momentum. return Some(if last_is_high { -1.0 } else { 1.0 }); } Some(0.0) } fn reset(&mut self) { self.swing.reset(); self.has_emitted = false; } fn warmup_period(&self) -> usize { // Four confirmed pivots; the earliest confirmation of the fourth is bar 5. 5 } fn is_ready(&self) -> bool { self.has_emitted } fn name(&self) -> &'static str { "Triangle" } } #[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 = Triangle::new(); candles_for_pivots(pivots) .into_iter() .map(|c| indicator.update(c).unwrap()) .collect() } #[test] fn accessors_and_metadata() { let indicator = Triangle::new(); assert_eq!(indicator.name(), "Triangle"); assert_eq!(indicator.warmup_period(), 5); assert!(!indicator.is_ready()); assert!(!Triangle::default().is_ready()); } #[test] fn ascending_triangle_is_plus_one() { // Flat highs (120, 120), rising lows (100 → 110). let out = run(&[130.0, 100.0, 120.0, 110.0, 120.0]); assert_eq!(*out.last().unwrap(), 1.0); } #[test] fn descending_triangle_is_minus_one() { // Falling highs (120 → 110), flat lows (100, 99). let out = run(&[120.0, 100.0, 110.0, 99.0]); assert_eq!(*out.last().unwrap(), -1.0); } #[test] fn symmetrical_triangle_ending_low_is_plus_one() { // Falling highs (120 → 113), rising lows (100 → 106); last pivot a low. let out = run(&[120.0, 100.0, 113.0, 106.0]); assert_eq!(*out.last().unwrap(), 1.0); } #[test] fn symmetrical_triangle_ending_high_is_minus_one() { // Same convergence but ending on a high pivot. let out = run(&[130.0, 100.0, 120.0, 106.0, 113.0]); assert_eq!(*out.last().unwrap(), -1.0); } #[test] fn expanding_swings_are_not_a_triangle() { // Rising highs and falling lows (broadening) → no converging triangle. let out = run(&[110.0, 100.0, 130.0, 80.0]); assert_eq!(*out.last().unwrap(), 0.0); } #[test] fn reset_clears_state() { let mut indicator = Triangle::new(); for c in candles_for_pivots(&[130.0, 100.0, 120.0]) { 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(&[130.0, 100.0, 120.0, 110.0, 120.0]); let mut a = Triangle::new(); let mut b = Triangle::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } }