//! Bat harmonic pattern. use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD}; use crate::ohlcv::Candle; use crate::traits::Indicator; /// Bat — a 5-point (X-A-B-C-D) harmonic pattern with a shallow B and a deep /// `0.886` D completion: /// /// ```text /// AB / XA ∈ [0.382, 0.50] /// BC / AB ∈ [0.382, 0.886] /// CD / BC ∈ [1.618, 2.618] /// AD / XA ∈ [0.84, 0.93] (≈ 0.886 — the defining D completion) /// ``` /// /// 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/bat.rs`. #[derive(Debug, Clone)] pub struct Bat { swing: SwingTracker, has_emitted: bool, } impl Bat { /// Construct a new Bat detector. pub const fn new() -> Self { Self { swing: SwingTracker::new(SWING_THRESHOLD, 5), has_emitted: false, } } } impl Default for Bat { fn default() -> Self { Self::new() } } impl Indicator for Bat { 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() < 5 { return Some(0.0); } let p = xabcd(pivots); let xa = (p.a - p.x).abs(); let ab = (p.b - p.a).abs(); let bc = (p.c - p.b).abs(); let cd = (p.d - p.c).abs(); let ad = (p.d - p.a).abs(); let matched = ratios_in(&[ (ab / xa, 0.382, 0.50), (bc / ab, 0.382, 0.886), (cd / bc, 1.618, 2.618), (ad / xa, 0.84, 0.93), ]); if matched { return Some(if p.bullish { 1.0 } else { -1.0 }); } Some(0.0) } fn reset(&mut self) { self.swing.reset(); self.has_emitted = false; } fn warmup_period(&self) -> usize { 6 } fn is_ready(&self) -> bool { self.has_emitted } fn name(&self) -> &'static str { "Bat" } } #[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 = Bat::new(); candles_for_pivots(pivots) .into_iter() .map(|c| indicator.update(c).unwrap()) .collect() } #[test] fn accessors_and_metadata() { let indicator = Bat::new(); assert_eq!(indicator.name(), "Bat"); assert_eq!(indicator.warmup_period(), 6); assert!(!indicator.is_ready()); assert!(!Bat::default().is_ready()); } #[test] fn bullish_bat_is_plus_one() { let out = run(&[150.0, 100.0, 140.0, 122.0, 137.0, 104.56]); assert_eq!(*out.last().unwrap(), 1.0); assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0)); } #[test] fn bearish_bat_is_minus_one() { let out = run(&[150.0, 110.0, 128.0, 113.0, 145.44]); assert_eq!(*out.last().unwrap(), -1.0); } #[test] fn out_of_ratio_does_not_trigger() { let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]); assert_eq!(*out.last().unwrap(), 0.0); } #[test] fn reset_clears_state() { let mut indicator = Bat::new(); for c in candles_for_pivots(&[150.0, 100.0, 140.0]) { 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(&[150.0, 100.0, 140.0, 122.0, 137.0, 104.56]); let mut a = Bat::new(); let mut b = Bat::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } }