Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests. - **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1. - **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1. - **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1. - **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1. - **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1. Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods). Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279). Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
168 lines
4.8 KiB
Rust
168 lines
4.8 KiB
Rust
//! Takuri candlestick pattern.
|
||
|
||
use crate::ohlcv::Candle;
|
||
use crate::traits::Indicator;
|
||
|
||
/// Takuri — a single-bar bullish reversal, a stricter Dragonfly Doji. Open, close,
|
||
/// and high sit at the very top of the bar with a negligible upper shadow, while an
|
||
/// exceptionally long lower shadow shows price was driven sharply down and then bid
|
||
/// all the way back — an emphatic rejection of the lows.
|
||
///
|
||
/// ```text
|
||
/// range = high − low
|
||
/// doji = |close − open| <= 0.1 * range
|
||
/// negligible upper = high − max(open, close) <= 0.05 * range
|
||
/// very long lower = min(open, close) − low >= 0.7 * range
|
||
/// ```
|
||
///
|
||
/// Output is `+1.0` when the Takuri prints and `0.0` otherwise. Takuri is a
|
||
/// single-direction (bullish-only) shape, so it never emits `−1.0`. Its tighter
|
||
/// upper-shadow and longer lower-shadow thresholds make it a strict subset of
|
||
/// [`crate::DragonflyDoji`]. Body and shadow thresholds follow the geometric house
|
||
/// style (fixed fractions of the bar range) rather than TA-Lib's rolling averages.
|
||
/// 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, `0.0` no pattern — so it drops straight into
|
||
/// a machine-learning feature matrix as a single dimension.
|
||
///
|
||
/// # Example
|
||
///
|
||
/// ```
|
||
/// use wickra_core::{Candle, Indicator, Takuri};
|
||
///
|
||
/// let mut indicator = Takuri::new();
|
||
/// // Body at the top, very long lower shadow.
|
||
/// let candle = Candle::new(10.0, 10.05, 7.0, 10.0, 1.0, 0).unwrap();
|
||
/// assert_eq!(indicator.update(candle), Some(1.0));
|
||
/// ```
|
||
#[derive(Debug, Clone, Default)]
|
||
pub struct Takuri {
|
||
has_emitted: bool,
|
||
}
|
||
|
||
impl Takuri {
|
||
/// Construct a new Takuri detector.
|
||
pub const fn new() -> Self {
|
||
Self { has_emitted: false }
|
||
}
|
||
}
|
||
|
||
impl Indicator for Takuri {
|
||
type Input = Candle;
|
||
type Output = f64;
|
||
|
||
fn update(&mut self, candle: Candle) -> Option<f64> {
|
||
self.has_emitted = true;
|
||
let range = candle.high - candle.low;
|
||
if range <= 0.0 {
|
||
return Some(0.0);
|
||
}
|
||
if (candle.close - candle.open).abs() > 0.1 * range {
|
||
return Some(0.0);
|
||
}
|
||
let upper = candle.high - candle.open.max(candle.close);
|
||
let lower = candle.open.min(candle.close) - candle.low;
|
||
if upper <= 0.05 * range && lower >= 0.7 * range {
|
||
return Some(1.0);
|
||
}
|
||
Some(0.0)
|
||
}
|
||
|
||
fn reset(&mut self) {
|
||
self.has_emitted = false;
|
||
}
|
||
|
||
fn warmup_period(&self) -> usize {
|
||
1
|
||
}
|
||
|
||
fn is_ready(&self) -> bool {
|
||
self.has_emitted
|
||
}
|
||
|
||
fn name(&self) -> &'static str {
|
||
"Takuri"
|
||
}
|
||
}
|
||
|
||
#[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 accessors_and_metadata() {
|
||
let t = Takuri::new();
|
||
assert_eq!(t.name(), "Takuri");
|
||
assert_eq!(t.warmup_period(), 1);
|
||
assert!(!t.is_ready());
|
||
}
|
||
|
||
#[test]
|
||
fn takuri_is_plus_one() {
|
||
let mut t = Takuri::new();
|
||
assert_eq!(t.update(c(10.0, 10.05, 7.0, 10.0, 0)), Some(1.0));
|
||
}
|
||
|
||
#[test]
|
||
fn non_doji_body_yields_zero() {
|
||
let mut t = Takuri::new();
|
||
// Large body -> not a doji.
|
||
assert_eq!(t.update(c(10.0, 12.0, 7.0, 11.5, 0)), Some(0.0));
|
||
}
|
||
|
||
#[test]
|
||
fn upper_shadow_yields_zero() {
|
||
let mut t = Takuri::new();
|
||
// Long upper shadow -> not a Takuri.
|
||
assert_eq!(t.update(c(10.0, 14.0, 7.0, 10.0, 0)), Some(0.0));
|
||
}
|
||
|
||
#[test]
|
||
fn dragonfly_but_not_takuri_yields_zero() {
|
||
let mut t = Takuri::new();
|
||
// Upper shadow ~0.07 of range: a Dragonfly Doji, but exceeds Takuri's
|
||
// tighter 0.05 ceiling.
|
||
assert_eq!(t.update(c(10.0, 10.24, 7.0, 10.0, 0)), Some(0.0));
|
||
}
|
||
|
||
#[test]
|
||
fn zero_range_yields_zero() {
|
||
let mut t = Takuri::new();
|
||
assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
|
||
}
|
||
|
||
#[test]
|
||
fn batch_equals_streaming() {
|
||
let candles: Vec<Candle> = (0..40)
|
||
.map(|i| {
|
||
let base = 100.0 + i as f64;
|
||
c(base, base + 0.02, base - 4.0, base, i)
|
||
})
|
||
.collect();
|
||
let mut a = Takuri::new();
|
||
let mut b = Takuri::new();
|
||
assert_eq!(
|
||
a.batch(&candles),
|
||
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
|
||
);
|
||
}
|
||
|
||
#[test]
|
||
fn reset_clears_state() {
|
||
let mut t = Takuri::new();
|
||
t.update(c(10.0, 10.05, 7.0, 10.0, 0));
|
||
assert!(t.is_ready());
|
||
t.reset();
|
||
assert!(!t.is_ready());
|
||
}
|
||
}
|