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//! Three Inside Up / Down candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Three Inside Up / Down — a confirmed Harami: the first two bars form a
/// Harami and the third bar confirms direction by closing beyond the first
/// bar's body.
///
/// **Three Inside Up** (`+1.0`):
/// 1. Bar 1 is a long red candle.
/// 2. Bar 2 is a small green candle whose body sits inside Bar 1's body.
/// 3. Bar 3 is a green candle whose close exceeds Bar 1's open.
///
/// **Three Inside Down** (`−1.0`): the mirror — long green, small red inside,
/// red closing below Bar 1's open.
///
/// 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, ThreeInside};
///
/// let mut indicator = ThreeInside::new();
/// indicator.update(Candle::new(12.0, 12.5, 9.5, 10.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(10.5, 11.5, 10.4, 11.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(11.0, 13.0, 10.9, 12.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct ThreeInside {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl ThreeInside {
/// Construct a new Three Inside Up / Down detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for ThreeInside {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(b1), Some(b2)) = (pp, p) else {
return Some(0.0);
};
let body1 = (b1.close - b1.open).abs();
let body2 = (b2.close - b2.open).abs();
if body1 <= 0.0 || body2 <= 0.0 || body2 >= body1 {
return Some(0.0);
}
let b1_red = b1.close < b1.open;
let b1_green = b1.close > b1.open;
let b2_green = b2.close > b2.open;
let b2_red = b2.close < b2.open;
let b3_green = candle.close > candle.open;
let b3_red = candle.close < candle.open;
// Bullish: prior red, inside green harami, then green confirms above b1.open.
if b1_red
&& b2_green
&& b2.open >= b1.close
&& b2.close <= b1.open
&& b3_green
&& candle.close > b1.open
{
return Some(1.0);
}
// Bearish: prior green, inside red harami, then red confirms below b1.open.
if b1_green
&& b2_red
&& b2.open <= b1.close
&& b2.close >= b1.open
&& b3_red
&& candle.close < b1.open
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"ThreeInside"
}
}
#[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 = ThreeInside::new();
assert_eq!(t.name(), "ThreeInside");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn three_inside_up_is_plus_one() {
let mut t = ThreeInside::new();
assert_eq!(t.update(c(12.0, 12.5, 9.5, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 11.5, 10.4, 11.0, 1)), Some(0.0));
// Bar 3 closes 12.5 > Bar 1 open 12.
assert_eq!(t.update(c(11.0, 13.0, 10.9, 12.5, 2)), Some(1.0));
}
#[test]
fn three_inside_down_is_minus_one() {
let mut t = ThreeInside::new();
assert_eq!(t.update(c(10.0, 12.5, 9.5, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(11.5, 11.6, 10.9, 11.0, 1)), Some(0.0));
// Bar 3 closes 9.5 < Bar 1 open 10.
assert_eq!(t.update(c(11.0, 11.1, 9.3, 9.5, 2)), Some(-1.0));
}
#[test]
fn unconfirmed_third_bar_yields_zero() {
let mut t = ThreeInside::new();
t.update(c(12.0, 12.5, 9.5, 10.0, 0));
t.update(c(10.5, 11.5, 10.4, 11.0, 1));
// Bar 3 green but closes below b1.open (12).
assert_eq!(t.update(c(11.0, 11.8, 10.9, 11.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = ThreeInside::new();
assert_eq!(t.update(c(12.0, 12.5, 9.5, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 11.5, 10.4, 11.0, 1)), 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 + 1.0, base - 0.5, base + 0.5, i)
})
.collect();
let mut a = ThreeInside::new();
let mut b = ThreeInside::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = ThreeInside::new();
t.update(c(12.0, 12.5, 9.5, 10.0, 0));
t.update(c(10.5, 11.5, 10.4, 11.0, 1));
t.update(c(11.0, 13.0, 10.9, 12.5, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(12.0, 12.5, 9.5, 10.0, 0)), Some(0.0));
}
}