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//! Breakaway candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on
/// the second bar, drifts two more bars in the same direction, then the fifth bar
/// snaps the other way and closes back inside the body gap left between the first
/// and second bars, signalling the move has broken away from the crowd and is
/// turning.
///
/// ```text
/// bullish (+1.0) — appears in a decline:
/// bar1 black (close < open)
/// bar2 black & its body gaps DOWN below bar1's body (bar2.open < bar1.close)
/// bar3 extends lower (high & low below bar2)
/// bar4 black & extends lower (high & low below bar3)
/// bar5 green & closes inside the bar1/bar2 body gap (bar2.open < close < bar1.close)
///
/// bearish (−1.0) — the mirror in an advance:
/// bar1 white (close > open)
/// bar2 white & its body gaps UP above bar1's body (bar2.open > bar1.close)
/// bar3 extends higher (high & low above bar2)
/// bar4 white & extends higher (high & low above bar3)
/// bar5 red & closes inside the bar1/bar2 body gap (bar1.close < close < bar2.open)
/// ```
///
/// The middle bar (`bar3`) may be either colour — only its high/low must extend
/// the run. Output is `+1.0` bullish, `−1.0` bearish, `0.0` otherwise. The first
/// four bars always return `0.0` because the five-bar window is not yet filled.
/// Pattern-shape check only — no trend filter is applied; combine with a trend
/// indicator for actionable signals. Recognition uses TA-Lib's
/// `CDLBREAKAWAY` body-gap and high/low ordering rules directly; it does not add
/// TA-Lib's rolling body-length average, matching the geometric house style of
/// the other multi-bar patterns in this family.
///
/// # Signed ±1 encoding
///
/// This detector 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 occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Breakaway, Candle, Indicator};
///
/// let mut indicator = Breakaway::new();
/// indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(14.0, 14.1, 11.9, 12.0, 1.0, 1).unwrap());
/// indicator.update(Candle::new(12.5, 13.0, 10.5, 11.0, 1.0, 2).unwrap());
/// indicator.update(Candle::new(11.0, 11.5, 9.0, 9.5, 1.0, 3).unwrap());
/// let out = indicator
/// .update(Candle::new(9.5, 14.7, 9.4, 14.5, 1.0, 4).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct Breakaway {
c1: Option<Candle>,
c2: Option<Candle>,
c3: Option<Candle>,
c4: Option<Candle>,
has_emitted: bool,
}
impl Breakaway {
/// Construct a new Breakaway detector.
pub const fn new() -> Self {
Self {
c1: None,
c2: None,
c3: None,
c4: None,
has_emitted: false,
}
}
}
impl Indicator for Breakaway {
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;
let bar3 = self.c3;
let bar4 = self.c4;
self.c1 = self.c2;
self.c2 = self.c3;
self.c3 = self.c4;
self.c4 = Some(candle);
let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
return Some(0.0);
};
// Bullish: a decline gaps lower, runs two more bars down, then a green
// bar5 closes back inside the bar1/bar2 body gap.
if bar1.close < bar1.open
&& bar2.close < bar2.open
&& bar2.open < bar1.close
&& bar3.high < bar2.high
&& bar3.low < bar2.low
&& bar4.close < bar4.open
&& bar4.high < bar3.high
&& bar4.low < bar3.low
&& candle.close > candle.open
&& candle.close > bar2.open
&& candle.close < bar1.close
{
return Some(1.0);
}
// Bearish: the mirror — an advance gaps higher, runs two more bars up,
// then a red bar5 closes back inside the bar1/bar2 body gap.
if bar1.close > bar1.open
&& bar2.close > bar2.open
&& bar2.open > bar1.close
&& bar3.high > bar2.high
&& bar3.low > bar2.low
&& bar4.close > bar4.open
&& bar4.high > bar3.high
&& bar4.low > bar3.low
&& candle.close < candle.open
&& candle.close < bar2.open
&& candle.close > bar1.close
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.c3 = None;
self.c4 = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
5
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Breakaway"
}
}
#[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 = Breakaway::new();
assert_eq!(t.name(), "Breakaway");
assert_eq!(t.warmup_period(), 5);
assert!(!t.is_ready());
}
#[test]
fn bullish_breakaway_is_plus_one() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
assert_eq!(t.update(c(9.5, 14.7, 9.4, 14.5, 4)), Some(1.0));
}
#[test]
fn bearish_breakaway_is_minus_one() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(15.0, 20.2, 14.8, 20.0, 0)), Some(0.0));
assert_eq!(t.update(c(21.0, 23.1, 20.9, 23.0, 1)), Some(0.0));
assert_eq!(t.update(c(22.5, 24.5, 21.5, 24.0, 2)), Some(0.0));
assert_eq!(t.update(c(24.0, 26.5, 23.0, 26.0, 3)), Some(0.0));
assert_eq!(t.update(c(27.0, 27.2, 20.4, 20.5, 4)), Some(-1.0));
}
#[test]
fn no_body_gap_yields_zero() {
let mut t = Breakaway::new();
// bar2 does not gap below bar1's body (bar2.open >= bar1.close).
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(16.0, 16.1, 13.9, 14.0, 1));
t.update(c(13.5, 14.0, 11.5, 12.0, 2));
t.update(c(12.0, 12.5, 10.0, 10.5, 3));
assert_eq!(t.update(c(10.5, 15.7, 10.4, 15.5, 4)), Some(0.0));
}
#[test]
fn bullish_close_outside_gap_yields_zero() {
let mut t = Breakaway::new();
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(14.0, 14.1, 11.9, 12.0, 1));
t.update(c(12.5, 13.0, 10.5, 11.0, 2));
t.update(c(11.0, 11.5, 9.0, 9.5, 3));
// bar5 closes at 13.0 — below bar2.open (14), so outside the body gap.
assert_eq!(t.update(c(9.5, 13.2, 9.4, 13.0, 4)), Some(0.0));
}
#[test]
fn first_four_bars_return_zero() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), 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 - 0.5, base + 1.5, i)
})
.collect();
let mut a = Breakaway::new();
let mut b = Breakaway::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = Breakaway::new();
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(14.0, 14.1, 11.9, 12.0, 1));
t.update(c(12.5, 13.0, 10.5, 11.0, 2));
t.update(c(11.0, 11.5, 9.0, 9.5, 3));
t.update(c(9.5, 14.7, 9.4, 14.5, 4));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
}
}