//! Tweezer Top / Bottom candlestick pattern. use crate::error::{Error, Result}; use crate::ohlcv::Candle; use crate::traits::Indicator; /// Tweezer — a 2-bar reversal pattern where two consecutive candles share an /// extreme. /// /// ```text /// tol = tolerance * |prev.high| + tolerance * |prev.low| (per leg) /// tweezer_top = |curr.high − prev.high| <= tol_high /// tweezer_bot = |curr.low − prev.low| <= tol_low /// ``` /// /// The output is `−1.0` for a Tweezer Top (matched highs), `+1.0` for a /// Tweezer Bottom (matched lows), and `0.0` otherwise. If *both* extremes /// match — a flat pair of candles — the bottom wins by convention (bullish /// rejection of the low). `tolerance` defaults to `0.001` (10 bps relative) /// and must lie in `[0, 1)`. /// /// Pattern-shape check only — no trend filter is applied; combine with a trend /// indicator for actionable signals. /// /// # 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, Tweezer}; /// /// let mut indicator = Tweezer::new(); /// indicator.update(Candle::new(11.0, 12.0, 9.5, 9.6, 1.0, 0).unwrap()); /// // Matching low. /// let out = indicator.update(Candle::new(9.7, 10.5, 9.5, 10.2, 1.0, 1).unwrap()); /// assert_eq!(out, Some(1.0)); /// ``` #[derive(Debug, Clone)] pub struct Tweezer { tolerance: f64, prev: Option, has_emitted: bool, } impl Default for Tweezer { fn default() -> Self { Self::new() } } impl Tweezer { /// Construct a Tweezer detector with the default relative tolerance (1e-3). pub const fn new() -> Self { Self { tolerance: 0.001, prev: None, has_emitted: false, } } /// Construct a Tweezer detector with a custom relative tolerance. /// /// `tolerance` must lie in `[0, 1)`. pub fn with_tolerance(tolerance: f64) -> Result { if !(0.0..1.0).contains(&tolerance) { return Err(Error::InvalidPeriod { message: "tweezer tolerance must lie in [0, 1)", }); } Ok(Self { tolerance, prev: None, has_emitted: false, }) } /// Configured relative tolerance. pub fn tolerance(&self) -> f64 { self.tolerance } } impl Indicator for Tweezer { 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(p) = prev else { return Some(0.0); }; let tol_high = self.tolerance * p.high.abs().max(candle.high.abs()); let tol_low = self.tolerance * p.low.abs().max(candle.low.abs()); let match_low = (candle.low - p.low).abs() <= tol_low; let match_high = (candle.high - p.high).abs() <= tol_high; if match_low { Some(1.0) } else if match_high { Some(-1.0) } else { 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 { "Tweezer" } } #[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!(Tweezer::with_tolerance(-0.01).is_err()); assert!(Tweezer::with_tolerance(1.0).is_err()); } #[test] fn accepts_valid_tolerance() { let t = Tweezer::with_tolerance(0.0).unwrap(); assert!((t.tolerance() - 0.0).abs() < 1e-12); } #[test] fn accessors_and_metadata() { let t = Tweezer::default(); assert_eq!(t.name(), "Tweezer"); assert_eq!(t.warmup_period(), 2); assert!(!t.is_ready()); assert!((t.tolerance() - 0.001).abs() < 1e-12); } #[test] fn tweezer_bottom_is_plus_one() { let mut t = Tweezer::new(); assert_eq!(t.update(c(11.0, 12.0, 9.5, 9.6, 0)), Some(0.0)); // Matching low 9.5. assert_eq!(t.update(c(9.7, 10.5, 9.5, 10.2, 1)), Some(1.0)); } #[test] fn tweezer_top_is_minus_one() { let mut t = Tweezer::new(); assert_eq!(t.update(c(9.0, 12.0, 8.5, 11.0, 0)), Some(0.0)); // Matching high 12.0. assert_eq!(t.update(c(11.5, 12.0, 11.0, 11.4, 1)), Some(-1.0)); } #[test] fn distinct_extremes_yield_zero() { let mut t = Tweezer::new(); t.update(c(10.0, 11.0, 9.0, 10.5, 0)); assert_eq!(t.update(c(10.6, 11.5, 9.6, 11.2, 1)), Some(0.0)); } #[test] fn first_bar_returns_zero() { let mut t = Tweezer::new(); assert_eq!(t.update(c(10.0, 11.0, 9.0, 10.5, 0)), Some(0.0)); } #[test] fn matched_both_extremes_prefers_bottom() { // Identical candles match both highs and lows -> bottom (+1.0). let mut t = Tweezer::new(); t.update(c(10.0, 11.0, 9.0, 10.5, 0)); assert_eq!(t.update(c(10.0, 11.0, 9.0, 10.5, 1)), Some(1.0)); } #[test] fn batch_equals_streaming() { let candles: Vec = (0..40) .map(|i| { let base = 100.0 + (i as f64 * 0.1).sin(); c(base, base + 2.0, base - 2.0, base + 0.5, i) }) .collect(); let mut a = Tweezer::new(); let mut b = Tweezer::new(); assert_eq!( a.batch(&candles), candles.iter().map(|x| b.update(*x)).collect::>() ); } #[test] fn reset_clears_state() { let mut t = Tweezer::new(); t.update(c(10.0, 11.0, 9.0, 10.5, 0)); t.update(c(10.0, 11.0, 9.0, 10.5, 1)); assert!(t.is_ready()); t.reset(); assert!(!t.is_ready()); assert_eq!(t.update(c(10.0, 11.0, 9.0, 10.5, 0)), Some(0.0)); } }