1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
//! Advance Block candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Advance Block — a 3-bar bearish warning: three green candles still pushing to
/// higher closes, but visibly running out of steam — each real body shrinks while
/// the upper shadows lengthen, hinting the advance is about to stall.
///
/// ```text
/// all three green & higher closes
/// each opens inside the prior body
/// shrinking bodies (body3 < body2 < body1)
/// upper shadow of bar3 >= upper shadow of bar2 and bar3 has an upper shadow
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Advance Block
/// is a single-direction (bearish-only) warning, so it never emits `+1.0`. The
/// first two bars always return `0.0` because the three-bar window is not yet
/// filled. 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` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{AdvanceBlock, Candle, Indicator};
///
/// let mut indicator = AdvanceBlock::new();
/// indicator.update(Candle::new(10.0, 13.1, 9.9, 13.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(12.0, 14.3, 11.9, 14.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(13.5, 15.0, 13.4, 14.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct AdvanceBlock {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl AdvanceBlock {
/// Construct a new Advance Block detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for AdvanceBlock {
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(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
let body1 = bar1.close - bar1.open;
let body2 = bar2.close - bar2.open;
let body3 = candle.close - candle.open;
let upper2 = bar2.high - bar2.close;
let upper3 = candle.high - candle.close;
if bar1.close > bar1.open
&& bar2.close > bar2.open
&& candle.close > candle.open
&& bar2.close > bar1.close
&& candle.close > bar2.close
&& bar2.open >= bar1.open
&& bar2.open <= bar1.close
&& candle.open >= bar2.open
&& candle.open <= bar2.close
&& body2 < body1
&& body3 < body2
&& upper3 >= upper2
&& upper3 > 0.0
{
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 {
"AdvanceBlock"
}
}
#[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 = AdvanceBlock::new();
assert_eq!(t.name(), "AdvanceBlock");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn advance_block_is_minus_one() {
let mut t = AdvanceBlock::new();
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 1)), Some(0.0));
assert_eq!(t.update(c(13.5, 15.0, 13.4, 14.5, 2)), Some(-1.0));
}
#[test]
fn strong_advance_yields_zero() {
let mut t = AdvanceBlock::new();
// Bodies grow instead of shrinking -> a strong advance, not blocked.
assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 12.6, 10.4, 12.5, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 14.1, 11.4, 14.0, 2)), Some(0.0));
}
#[test]
fn no_upper_shadow_growth_yields_zero() {
let mut t = AdvanceBlock::new();
t.update(c(10.0, 13.1, 9.9, 13.0, 0));
t.update(c(12.0, 14.3, 11.9, 14.0, 1));
// bar3 shrinking body but no upper shadow -> not blocked.
assert_eq!(t.update(c(13.5, 14.5, 13.4, 14.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = AdvanceBlock::new();
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 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 + 2.0, base - 0.2, base + 1.5, i)
})
.collect();
let mut a = AdvanceBlock::new();
let mut b = AdvanceBlock::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = AdvanceBlock::new();
t.update(c(10.0, 13.1, 9.9, 13.0, 0));
t.update(c(12.0, 14.3, 11.9, 14.0, 1));
t.update(c(13.5, 15.0, 13.4, 14.5, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
}
}