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//! Doji candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Doji — a candle whose body is negligible relative to its range.
///
/// A Doji prints whenever the absolute distance between open and close is
/// small compared to the total `high − low` range. It is the canonical
/// indecision bar and a building block for many three-bar reversal patterns.
///
/// ```text
/// body = |close − open|
/// range = high − low
/// doji = body <= body_threshold * range
/// ```
///
/// # Signed ±1 encoding
///
/// By default the output is `+1.0` when a Doji is detected and `0.0`
/// otherwise — a direction-less detection flag. For a drop-in machine-learning
/// feature where every candlestick pattern shares the same sign convention
/// (`+1.0` bullish, `−1.0` bearish, `0.0` none), switch the detector into
/// signed mode with [`Doji::signed`]. A detected Doji is then classified by
/// where its (negligible) body sits within the bar's range:
///
/// ```text
/// pos = (0.5 * (open + close) − low) / (high − low)
/// pos > 2/3 -> +1.0 dragonfly (long lower shadow, bullish)
/// pos < 1/3 -> −1.0 gravestone (long upper shadow, bearish)
/// else -> 0.0 long-legged / standard (neutral)
/// ```
///
/// Pattern-shape check only — no trend filter is applied; combine with a trend
/// indicator for actionable signals.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Doji, Indicator};
///
/// // Default: direction-less detection flag.
/// let mut indicator = Doji::default();
/// let candle = Candle::new(10.0, 11.0, 9.0, 10.0, 1.0, 0).unwrap();
/// assert_eq!(indicator.update(candle), Some(1.0));
///
/// // Signed: a dragonfly Doji (body at the top, long lower shadow) is bullish.
/// let mut signed = Doji::new().signed();
/// let dragonfly = Candle::new(10.0, 10.05, 6.0, 10.0, 1.0, 0).unwrap();
/// assert_eq!(signed.update(dragonfly), Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct Doji {
body_threshold: f64,
signed: bool,
has_emitted: bool,
}
impl Default for Doji {
fn default() -> Self {
Self::new()
}
}
impl Doji {
/// Construct a Doji detector with the default body threshold (`0.1`).
pub const fn new() -> Self {
Self {
body_threshold: 0.1,
signed: false,
has_emitted: false,
}
}
/// Construct a Doji detector with a custom body / range threshold.
///
/// `body_threshold` must lie in `(0, 1]`.
pub fn with_threshold(body_threshold: f64) -> Result<Self> {
if !(body_threshold > 0.0 && body_threshold <= 1.0) {
return Err(Error::InvalidPeriod {
message: "doji body threshold must lie in (0, 1]",
});
}
Ok(Self {
body_threshold,
signed: false,
has_emitted: false,
})
}
/// Switch to the signed dragonfly / gravestone encoding (consuming builder).
///
/// In signed mode a detected Doji emits `+1.0` (dragonfly, bullish),
/// `−1.0` (gravestone, bearish) or `0.0` (long-legged / neutral) instead of
/// the default direction-less `+1.0` detection flag. See the type-level
/// docs for the exact classification rule.
#[must_use]
pub fn signed(mut self) -> Self {
self.signed = true;
self
}
/// Configured body / range threshold.
pub fn body_threshold(&self) -> f64 {
self.body_threshold
}
/// Whether this detector emits the signed dragonfly / gravestone encoding.
pub fn is_signed(&self) -> bool {
self.signed
}
}
impl Indicator for Doji {
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);
}
let body = (candle.close - candle.open).abs();
if body > self.body_threshold * range {
return Some(0.0);
}
if !self.signed {
return Some(1.0);
}
// Signed mode: classify the Doji by where its (negligible) body sits
// within the high–low range.
let body_mid = 0.5 * (candle.open + candle.close);
let pos = (body_mid - candle.low) / range;
if pos > 2.0 / 3.0 {
Some(1.0)
} else if pos < 1.0 / 3.0 {
Some(-1.0)
} else {
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 {
"Doji"
}
}
#[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_threshold() {
assert!(Doji::with_threshold(0.0).is_err());
assert!(Doji::with_threshold(-0.1).is_err());
assert!(Doji::with_threshold(1.5).is_err());
}
#[test]
fn accepts_valid_threshold() {
let d = Doji::with_threshold(0.05).unwrap();
assert!((d.body_threshold() - 0.05).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let d = Doji::default();
assert_eq!(d.name(), "Doji");
assert_eq!(d.warmup_period(), 1);
assert!(!d.is_ready());
assert!(!d.is_signed());
assert!((d.body_threshold() - 0.1).abs() < 1e-12);
}
#[test]
fn obvious_doji_is_one() {
let mut d = Doji::new();
// open == close, full range -> body / range = 0.
assert_eq!(d.update(c(10.0, 11.0, 9.0, 10.0, 0)), Some(1.0));
assert!(d.is_ready());
}
#[test]
fn marubozu_is_not_doji() {
// Big body, no shadows -> body / range = 1.0 > 0.1.
let mut d = Doji::new();
assert_eq!(d.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(0.0));
}
#[test]
fn zero_range_yields_zero() {
let mut d = Doji::new();
assert_eq!(d.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 + 2.0, base - 2.0, base + 1.0, i)
})
.collect();
let mut a = Doji::new();
let mut b = Doji::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut d = Doji::new();
d.update(c(10.0, 11.0, 9.0, 10.0, 0));
assert!(d.is_ready());
d.reset();
assert!(!d.is_ready());
}
#[test]
fn signed_accessor_and_builder() {
let d = Doji::new().signed();
assert!(d.is_signed());
// The consuming builder composes with `with_threshold`.
let t = Doji::with_threshold(0.05).unwrap().signed();
assert!(t.is_signed());
assert!((t.body_threshold() - 0.05).abs() < 1e-12);
}
#[test]
fn signed_dragonfly_is_plus_one() {
// Body at the top of the range, long lower shadow -> bullish.
let mut d = Doji::new().signed();
assert_eq!(d.update(c(10.0, 10.05, 6.0, 10.0, 0)), Some(1.0));
}
#[test]
fn signed_gravestone_is_minus_one() {
// Body at the bottom of the range, long upper shadow -> bearish.
let mut d = Doji::new().signed();
assert_eq!(d.update(c(10.0, 14.0, 9.95, 10.0, 0)), Some(-1.0));
}
#[test]
fn signed_long_legged_is_zero() {
// Body centred, symmetric shadows -> neutral.
let mut d = Doji::new().signed();
assert_eq!(d.update(c(10.0, 12.0, 8.0, 10.0, 0)), Some(0.0));
}
#[test]
fn signed_non_doji_is_zero() {
// A large body is not a Doji at all -> 0 regardless of position.
let mut d = Doji::new().signed();
assert_eq!(d.update(c(10.0, 12.0, 10.0, 12.0, 0)), Some(0.0));
}
#[test]
fn signed_zero_range_is_zero() {
let mut d = Doji::new().signed();
assert_eq!(d.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
}
#[test]
fn signed_batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
// Alternate dragonfly / gravestone / centred Doji shapes.
match i % 3 {
0 => c(base, base + 0.05, base - 4.0, base, i),
1 => c(base, base + 4.0, base - 0.05, base, i),
_ => c(base, base + 2.0, base - 2.0, base, i),
}
})
.collect();
let mut a = Doji::new().signed();
let mut b = Doji::new().signed();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn signed_survives_reset() {
let mut d = Doji::new().signed();
d.update(c(10.0, 10.05, 6.0, 10.0, 0));
assert!(d.is_ready());
d.reset();
assert!(!d.is_ready());
// `reset` clears only the streaming state, not the signed configuration.
assert!(d.is_signed());
assert_eq!(d.update(c(10.0, 10.05, 6.0, 10.0, 1)), Some(1.0));
}
}