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//! Three Outside Up / Down candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Three Outside Up / Down — a confirmed Engulfing: the first two bars form
/// an Engulfing pattern and the third bar confirms direction.
///
/// **Three Outside Up** (`+1.0`):
/// 1. Bar 1 is a red candle.
/// 2. Bar 2 is a green candle that engulfs Bar 1's body.
/// 3. Bar 3 is a green candle with `close > b2.close`.
///
/// **Three Outside Down** (`−1.0`): the mirror — green, bearish engulfing,
/// followed by a red bar closing below Bar 2's close.
///
/// 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, ThreeOutside};
///
/// let mut indicator = ThreeOutside::new();
/// indicator.update(Candle::new(11.0, 11.2, 9.8, 10.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(9.5, 12.0, 9.5, 11.5, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(11.5, 13.0, 11.4, 12.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct ThreeOutside {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl ThreeOutside {
/// Construct a new Three Outside Up / Down detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for ThreeOutside {
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 <= 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, engulfing green (b2 fully engulfs b1 body), then green confirms above b2.close.
if b1_red
&& b2_green
&& b2.open <= b1.close
&& b2.close >= b1.open
&& b3_green
&& candle.close > b2.close
{
return Some(1.0);
}
// Bearish: prior green, engulfing red, then red confirms below b2.close.
if b1_green
&& b2_red
&& b2.open >= b1.close
&& b2.close <= b1.open
&& b3_red
&& candle.close < b2.close
{
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 {
"ThreeOutside"
}
}
#[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 = ThreeOutside::new();
assert_eq!(t.name(), "ThreeOutside");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn three_outside_up_is_plus_one() {
let mut t = ThreeOutside::new();
assert_eq!(t.update(c(11.0, 11.2, 9.8, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(9.5, 12.0, 9.5, 11.5, 1)), Some(0.0));
// Bar 3 green close 12.5 > b2.close 11.5.
assert_eq!(t.update(c(11.5, 13.0, 11.4, 12.5, 2)), Some(1.0));
}
#[test]
fn three_outside_down_is_minus_one() {
let mut t = ThreeOutside::new();
assert_eq!(t.update(c(10.0, 11.2, 9.8, 11.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 12.0, 9.0, 9.0, 1)), Some(0.0));
// Bar 3 red close 8.0 < b2.close 9.0.
assert_eq!(t.update(c(9.0, 9.1, 7.9, 8.0, 2)), Some(-1.0));
}
#[test]
fn unconfirmed_third_bar_yields_zero() {
let mut t = ThreeOutside::new();
t.update(c(11.0, 11.2, 9.8, 10.0, 0));
t.update(c(9.5, 12.0, 9.5, 11.5, 1));
// Bar 3 green but does not exceed b2.close 11.5.
assert_eq!(t.update(c(11.0, 11.4, 10.9, 11.3, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = ThreeOutside::new();
assert_eq!(t.update(c(11.0, 11.2, 9.8, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(9.5, 12.0, 9.5, 11.5, 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 + 1.5, base - 0.5, base + 1.0, i)
})
.collect();
let mut a = ThreeOutside::new();
let mut b = ThreeOutside::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = ThreeOutside::new();
t.update(c(11.0, 11.2, 9.8, 10.0, 0));
t.update(c(9.5, 12.0, 9.5, 11.5, 1));
t.update(c(11.5, 13.0, 11.4, 12.5, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(11.0, 11.2, 9.8, 10.0, 0)), Some(0.0));
}
}