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//! Kagi bar builder — reversal-amount line segments on close prices.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::BarBuilder;
/// One completed Kagi line segment (the vertical run between two reversals).
#[derive(Debug, Clone, Copy, PartialEq)]
pub struct KagiBar {
/// Price where the segment began (the previous reversal point).
pub start: f64,
/// Extreme price the segment reached before reversing.
pub end: f64,
/// `+1` for a rising segment, `-1` for a falling segment.
pub direction: i8,
}
/// Kagi bar builder using the fixed reversal-amount method on close prices.
///
/// A Kagi chart is one continuous line that extends in its current direction as
/// long as price makes new extremes, and turns when price retraces by at least
/// `reversal` from the latest extreme. This builder emits the **completed
/// segment** each time the line turns:
///
/// - The first candle seeds the start price; the first subsequent move (of any
/// size) sets the initial direction.
/// - While the trend holds, new extremes extend the current segment silently.
/// - A retracement of `>= reversal` closes the current segment (returned from
/// [`BarBuilder::update`]) and starts a new one in the opposite direction.
///
/// At most one segment completes per candle, so `update` returns either an empty
/// vector or a single [`KagiBar`].
///
/// # Example
///
/// ```
/// use wickra_core::{BarBuilder, Candle, KagiBars};
///
/// let flat = |price: f64| Candle::new(price, price, price, price, 1.0, 0).unwrap();
/// let mut kagi = KagiBars::new(2.0).unwrap();
/// kagi.update(flat(10.0)); // seed
/// kagi.update(flat(15.0)); // rise to 15
/// let bars = kagi.update(flat(12.0)); // retrace >= 2 -> closes the up segment
/// assert_eq!(bars.len(), 1);
/// assert_eq!(bars[0].direction, 1);
/// ```
#[derive(Debug, Clone)]
pub struct KagiBars {
reversal: f64,
dir: i8,
extreme: Option<f64>,
segment_start: f64,
}
impl KagiBars {
/// Construct a Kagi builder with the given reversal amount.
///
/// # Errors
///
/// Returns [`Error::InvalidPeriod`] if `reversal` is not finite and positive.
pub fn new(reversal: f64) -> Result<Self> {
if !reversal.is_finite() || reversal <= 0.0 {
return Err(Error::InvalidPeriod {
message: "reversal must be finite and positive",
});
}
Ok(Self {
reversal,
dir: 0,
extreme: None,
segment_start: 0.0,
})
}
/// Configured reversal amount.
pub const fn reversal(&self) -> f64 {
self.reversal
}
/// Current extreme price (or the seed price before any move).
pub const fn extreme(&self) -> Option<f64> {
self.extreme
}
}
impl BarBuilder for KagiBars {
type Bar = KagiBar;
fn update(&mut self, candle: Candle) -> Vec<KagiBar> {
let close = candle.close;
let Some(mut ext) = self.extreme else {
self.extreme = Some(close);
self.segment_start = close;
return Vec::new();
};
let mut bars = Vec::new();
match self.dir {
0 => {
if close > ext {
self.dir = 1;
ext = close;
} else if close < ext {
self.dir = -1;
ext = close;
}
}
1 => {
if close > ext {
ext = close;
} else if close <= ext - self.reversal {
bars.push(KagiBar {
start: self.segment_start,
end: ext,
direction: 1,
});
self.segment_start = ext;
self.dir = -1;
ext = close;
}
}
_ => {
if close < ext {
ext = close;
} else if close >= ext + self.reversal {
bars.push(KagiBar {
start: self.segment_start,
end: ext,
direction: -1,
});
self.segment_start = ext;
self.dir = 1;
ext = close;
}
}
}
self.extreme = Some(ext);
bars
}
fn reset(&mut self) {
self.dir = 0;
self.extreme = None;
self.segment_start = 0.0;
}
fn name(&self) -> &'static str {
"KagiBars"
}
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
fn flat(price: f64) -> Candle {
Candle::new(price, price, price, price, 1.0, 0).unwrap()
}
#[test]
fn rejects_invalid_reversal() {
assert!(matches!(
KagiBars::new(0.0),
Err(Error::InvalidPeriod { .. })
));
assert!(matches!(
KagiBars::new(-2.0),
Err(Error::InvalidPeriod { .. })
));
assert!(matches!(
KagiBars::new(f64::INFINITY),
Err(Error::InvalidPeriod { .. })
));
}
#[test]
fn accessors_and_metadata() {
let kagi = KagiBars::new(2.0).unwrap();
assert_eq!(kagi.name(), "KagiBars");
assert_relative_eq!(kagi.reversal(), 2.0, epsilon = 1e-12);
assert_eq!(kagi.extreme(), None);
}
#[test]
fn seeds_then_establishes_up_direction() {
let mut kagi = KagiBars::new(2.0).unwrap();
assert!(kagi.update(flat(10.0)).is_empty()); // seed
assert_eq!(kagi.extreme(), Some(10.0));
assert!(kagi.update(flat(11.0)).is_empty()); // first move sets dir up
assert_eq!(kagi.extreme(), Some(11.0));
}
#[test]
fn establishes_down_direction_from_seed() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
assert!(kagi.update(flat(9.0)).is_empty()); // first move sets dir down
assert_eq!(kagi.extreme(), Some(9.0));
}
#[test]
fn extends_without_emitting() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(11.0));
assert!(kagi.update(flat(15.0)).is_empty()); // new high, extend
assert_eq!(kagi.extreme(), Some(15.0));
}
#[test]
fn reversal_closes_up_segment() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(11.0));
kagi.update(flat(15.0));
let bars = kagi.update(flat(12.0)); // retrace 3 >= 2
assert_eq!(bars.len(), 1);
assert_eq!(bars[0].direction, 1);
assert_relative_eq!(bars[0].start, 10.0, epsilon = 1e-12);
assert_relative_eq!(bars[0].end, 15.0, epsilon = 1e-12);
assert_eq!(kagi.extreme(), Some(12.0));
}
#[test]
fn reversal_closes_down_segment() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(11.0));
kagi.update(flat(15.0));
kagi.update(flat(12.0)); // now dir down, segment_start 15, extreme 12
let bars = kagi.update(flat(20.0)); // rise 8 >= 2 -> closes down segment
assert_eq!(bars.len(), 1);
assert_eq!(bars[0].direction, -1);
assert_relative_eq!(bars[0].start, 15.0, epsilon = 1e-12);
assert_relative_eq!(bars[0].end, 12.0, epsilon = 1e-12);
}
#[test]
fn small_pullback_does_not_reverse() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(11.0));
kagi.update(flat(15.0));
assert!(kagi.update(flat(14.0)).is_empty()); // retrace 1 < 2
assert_eq!(kagi.extreme(), Some(15.0));
}
#[test]
fn down_trend_small_bounce_does_not_reverse() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(9.0)); // dir down
kagi.update(flat(5.0)); // extreme 5
assert!(kagi.update(flat(6.0)).is_empty()); // bounce 1 < 2
assert_eq!(kagi.extreme(), Some(5.0));
}
#[test]
fn reset_clears_state() {
let mut kagi = KagiBars::new(2.0).unwrap();
kagi.update(flat(10.0));
kagi.update(flat(15.0));
kagi.reset();
assert_eq!(kagi.extreme(), None);
assert!(kagi.update(flat(99.0)).is_empty());
assert_eq!(kagi.extreme(), Some(99.0));
}
#[test]
fn batch_collects_completed_segments() {
let mut kagi = KagiBars::new(2.0).unwrap();
let candles = [
flat(10.0),
flat(15.0),
flat(12.0), // closes up segment
flat(20.0), // closes down segment
];
let bars = kagi.batch(&candles);
assert_eq!(bars.len(), 2);
assert_eq!(bars[0].direction, 1);
assert_eq!(bars[1].direction, -1);
}
}