//! Counterattack candlestick pattern. use crate::error::{Error, Result}; use crate::ohlcv::Candle; use crate::traits::Indicator; /// Counterattack — a 2-bar reversal where the second bar storms back to close /// right where the first bar closed. A long candle runs with the trend, then an /// opposite-coloured long candle opens far in the trend direction and rallies (or /// sells off) all the way back to the prior close — the two closes meeting forms /// the "counterattack line". /// /// ```text /// long bodies = |close − open| >= 0.5 * (high − low) (both bars) /// equal closes = |close2 − close1| <= tol * mean(range1, range2) /// bullish (+1.0): bar1 black (down), bar2 white (up), equal closes /// bearish (−1.0): bar1 white (up), bar2 black (down), equal closes /// ``` /// /// Output is `+1.0` bullish, `−1.0` bearish, and `0.0` when the bodies are short, /// the colours match, or the closes are not level. The first bar always returns /// `0.0` because the two-bar window is not yet filled. `equal_tolerance` defaults /// to `0.05` (TA-Lib's `CDLCOUNTERATTACK` "equal" factor — 5 % of the mean bar /// range) and must lie in `[0, 1)`. The body-length test uses a fixed half-range /// fraction rather than TA-Lib's rolling body average, matching the geometric /// house style of this pattern family. Pattern-shape check only — no trend filter /// is applied; combine with a trend indicator for actionable signals. /// /// # Signed ±1 encoding /// /// This detector 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 occupy a single dimension. /// /// # Example /// /// ``` /// use wickra_core::{Candle, Counterattack, Indicator}; /// /// let mut indicator = Counterattack::new(); /// // Bullish: a long black bar, then a long white bar closing at the same level. /// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap()); /// let out = indicator /// .update(Candle::new(10.0, 15.1, 9.9, 15.0, 1.0, 1).unwrap()); /// assert_eq!(out, Some(1.0)); /// ``` #[derive(Debug, Clone)] pub struct Counterattack { equal_tolerance: f64, prev: Option, has_emitted: bool, } impl Default for Counterattack { fn default() -> Self { Self::new() } } impl Counterattack { /// Construct a Counterattack detector with the default 5 % equal-close tolerance. pub const fn new() -> Self { Self { equal_tolerance: 0.05, prev: None, has_emitted: false, } } /// Construct a Counterattack detector with a custom equal-close tolerance. /// /// `equal_tolerance` is the fraction of the mean bar range within which the /// two closes must agree and must lie in `[0, 1)`. pub fn with_tolerance(equal_tolerance: f64) -> Result { if !(0.0..1.0).contains(&equal_tolerance) { return Err(Error::InvalidPeriod { message: "counterattack equal tolerance must lie in [0, 1)", }); } Ok(Self { equal_tolerance, prev: None, has_emitted: false, }) } /// Configured equal-close tolerance. pub fn equal_tolerance(&self) -> f64 { self.equal_tolerance } } impl Indicator for Counterattack { 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(bar1) = prev else { return Some(0.0); }; let range1 = bar1.high - bar1.low; let range2 = candle.high - candle.low; let body1 = bar1.close - bar1.open; let body2 = candle.close - candle.open; let long1 = body1.abs() >= 0.5 * range1; let long2 = body2.abs() >= 0.5 * range2; let tol = self.equal_tolerance * 0.5 * (range1 + range2); let equal_close = (candle.close - bar1.close).abs() <= tol; if !(long1 && long2 && equal_close) { return Some(0.0); } // Bullish: a long black bar met by a long white bar closing level. if body1 < 0.0 && body2 > 0.0 { return Some(1.0); } // Bearish: a long white bar met by a long black bar closing level. if body1 > 0.0 && body2 < 0.0 { return Some(-1.0); } 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 { "Counterattack" } } #[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!(Counterattack::with_tolerance(-0.01).is_err()); assert!(Counterattack::with_tolerance(1.0).is_err()); } #[test] fn accepts_valid_tolerance() { let t = Counterattack::with_tolerance(0.0).unwrap(); assert!((t.equal_tolerance() - 0.0).abs() < 1e-12); } #[test] fn accessors_and_metadata() { let t = Counterattack::default(); assert_eq!(t.name(), "Counterattack"); assert_eq!(t.warmup_period(), 2); assert!(!t.is_ready()); assert!((t.equal_tolerance() - 0.05).abs() < 1e-12); } #[test] fn bullish_counterattack_is_plus_one() { let mut t = Counterattack::new(); assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0)); assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 1)), Some(1.0)); } #[test] fn bearish_counterattack_is_minus_one() { let mut t = Counterattack::new(); assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0)); assert_eq!(t.update(c(25.0, 25.1, 19.9, 20.0, 1)), Some(-1.0)); } #[test] fn unequal_close_yields_zero() { let mut t = Counterattack::new(); t.update(c(20.0, 20.1, 14.9, 15.0, 0)); // Second close at 17.0 is far from the first close (15.0) -> not level. assert_eq!(t.update(c(10.0, 17.1, 9.9, 17.0, 1)), Some(0.0)); } #[test] fn same_color_yields_zero() { let mut t = Counterattack::new(); // Both bars black -> not opposite colours. t.update(c(20.0, 20.1, 14.9, 15.0, 0)); assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 1)), Some(0.0)); } #[test] fn short_body_yields_zero() { let mut t = Counterattack::new(); // Second bar has a tiny body relative to its range. t.update(c(20.0, 20.1, 14.9, 15.0, 0)); assert_eq!(t.update(c(14.8, 20.0, 9.9, 15.2, 1)), Some(0.0)); } #[test] fn first_bar_returns_zero() { let mut t = Counterattack::new(); assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 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 - 2.0, base + 1.5, i) }) .collect(); let mut a = Counterattack::new(); let mut b = Counterattack::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } #[test] fn reset_clears_state() { let mut t = Counterattack::new(); t.update(c(20.0, 20.1, 14.9, 15.0, 0)); t.update(c(10.0, 15.1, 9.9, 15.0, 1)); assert!(t.is_ready()); t.reset(); assert!(!t.is_ready()); assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0)); } }