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//! Stick Sandwich candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Stick Sandwich — a 3-bar bullish reversal. A black candle is followed by a
/// white candle that trades entirely above the first close, then a second black
/// candle drives price back down to close at the same level as the first. The
/// matching closes "sandwich" the white candle and mark a support floor.
///
/// ```text
/// bar1 black, bar2 white, bar3 black
/// bar2 trades above bar1's close: low2 > close1
/// matching closes: |close3 − close1| <= 0.1 * (high1 − low1)
/// ```
///
/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Stick Sandwich
/// is a single-direction (bullish-only) reversal, so it never emits `−1.0`. The
/// first two bars always return `0.0` because the three-bar window is not yet
/// filled. The matching-close tolerance follows the geometric house style (a fixed
/// fraction of the first bar's range) rather than TA-Lib's rolling averages.
/// 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` bullish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, StickSandwich};
///
/// let mut indicator = StickSandwich::new();
/// indicator.update(Candle::new(12.0, 12.1, 9.9, 10.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(10.5, 11.6, 10.4, 11.5, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(11.5, 11.6, 9.9, 10.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct StickSandwich {
c1: Option<Candle>,
c2: Option<Candle>,
has_emitted: bool,
}
impl StickSandwich {
/// Construct a new Stick Sandwich detector.
pub const fn new() -> Self {
Self {
c1: None,
c2: None,
has_emitted: false,
}
}
}
impl Indicator for StickSandwich {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let bar1 = self.c1;
let bar2 = self.c2;
self.c1 = self.c2;
self.c2 = Some(candle);
let (Some(bar1), Some(bar2)) = (bar1, bar2) else {
return Some(0.0);
};
// bar1 black, bar2 white, bar3 black.
if bar1.close >= bar1.open || bar2.close <= bar2.open || candle.close >= candle.open {
return Some(0.0);
}
// The white candle trades entirely above the first close.
if bar2.low <= bar1.close {
return Some(0.0);
}
// The two black candles close at the same level (the sandwich).
let range1 = bar1.high - bar1.low;
if (candle.close - bar1.close).abs() <= 0.1 * range1 {
return Some(1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"StickSandwich"
}
}
#[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 = StickSandwich::new();
assert_eq!(t.name(), "StickSandwich");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn stick_sandwich_is_plus_one() {
let mut t = StickSandwich::new();
assert_eq!(t.update(c(12.0, 12.1, 9.9, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 11.6, 10.4, 11.5, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 11.6, 9.9, 10.0, 2)), Some(1.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = StickSandwich::new();
assert_eq!(t.update(c(12.0, 12.1, 9.9, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 11.6, 10.4, 11.5, 1)), Some(0.0));
}
#[test]
fn first_candle_not_black_yields_zero() {
let mut t = StickSandwich::new();
// bar1 white.
t.update(c(9.9, 12.1, 9.8, 10.0, 0));
t.update(c(10.5, 11.6, 10.4, 11.5, 1));
assert_eq!(t.update(c(11.5, 11.6, 9.9, 10.0, 2)), Some(0.0));
}
#[test]
fn middle_candle_not_white_yields_zero() {
let mut t = StickSandwich::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
// bar2 black.
t.update(c(11.5, 11.6, 10.4, 10.5, 1));
assert_eq!(t.update(c(11.5, 11.6, 9.9, 10.0, 2)), Some(0.0));
}
#[test]
fn third_candle_not_black_yields_zero() {
let mut t = StickSandwich::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
t.update(c(10.5, 11.6, 10.4, 11.5, 1));
// bar3 white.
assert_eq!(t.update(c(9.9, 11.6, 9.8, 10.0, 2)), Some(0.0));
}
#[test]
fn middle_low_not_above_first_close_yields_zero() {
let mut t = StickSandwich::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
// bar2 white but dips below bar1's close.
t.update(c(10.5, 11.6, 9.0, 11.5, 1));
assert_eq!(t.update(c(11.5, 11.6, 9.9, 10.0, 2)), Some(0.0));
}
#[test]
fn mismatched_closes_yield_zero() {
let mut t = StickSandwich::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
t.update(c(10.5, 11.6, 10.4, 11.5, 1));
// bar3 black but closes well away from bar1's close.
assert_eq!(t.update(c(11.5, 11.6, 7.9, 8.0, 2)), 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 + 2.0, base + 2.1, base - 0.1, base, i)
})
.collect();
let mut a = StickSandwich::new();
let mut b = StickSandwich::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = StickSandwich::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
t.update(c(10.5, 11.6, 10.4, 11.5, 1));
t.update(c(11.5, 11.6, 9.9, 10.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(12.0, 12.1, 9.9, 10.0, 0)), Some(0.0));
}
}