wickra-core 0.4.6

//! Ladder Bottom candlestick pattern.

use crate::ohlcv::Candle;
use crate::traits::Indicator;

/// Ladder Bottom — a 5-bar bullish reversal. Three long black candles step the
/// market down like rungs of a ladder, a fourth black candle finally shows an
/// upper shadow (the first sign of buying), and a white candle then gaps up into
/// its body to confirm the turn.
///
/// ```text
/// bar1, bar2, bar3 black, with consecutively lower opens AND closes
/// bar4 black with an upper shadow         (high4 > open4)
/// bar5 white, opens above bar4's body      (open5 > open4)  and closes up
/// ```
///
/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Ladder Bottom
/// is a single-direction (bullish-only) reversal, so it never emits `−1.0`. 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.
///
/// # 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, LadderBottom};
///
/// let mut indicator = LadderBottom::new();
/// indicator.update(Candle::new(20.0, 20.1, 17.9, 18.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(18.0, 18.1, 15.9, 16.0, 1.0, 1).unwrap());
/// indicator.update(Candle::new(16.0, 16.1, 13.9, 14.0, 1.0, 2).unwrap());
/// indicator.update(Candle::new(14.0, 15.0, 12.4, 12.5, 1.0, 3).unwrap());
/// let out = indicator
///     .update(Candle::new(15.0, 17.1, 14.9, 17.0, 1.0, 4).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct LadderBottom {
    c1: Option<Candle>,
    c2: Option<Candle>,
    c3: Option<Candle>,
    c4: Option<Candle>,
    has_emitted: bool,
}

impl LadderBottom {
    /// Construct a new Ladder Bottom detector.
    pub const fn new() -> Self {
        Self {
            c1: None,
            c2: None,
            c3: None,
            c4: None,
            has_emitted: false,
        }
    }
}

impl Indicator for LadderBottom {
    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);
        };
        if bar1.close < bar1.open
            && bar2.close < bar2.open
            && bar3.close < bar3.open
            && bar2.open < bar1.open
            && bar2.close < bar1.close
            && bar3.open < bar2.open
            && bar3.close < bar2.close
            && bar4.close < bar4.open
            && bar4.high > bar4.open
            && candle.close > candle.open
            && candle.open > bar4.open
        {
            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 {
        "LadderBottom"
    }
}

#[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 = LadderBottom::new();
        assert_eq!(t.name(), "LadderBottom");
        assert_eq!(t.warmup_period(), 5);
        assert!(!t.is_ready());
    }

    #[test]
    fn ladder_bottom_is_plus_one() {
        let mut t = LadderBottom::new();
        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
        assert_eq!(t.update(c(18.0, 18.1, 15.9, 16.0, 1)), Some(0.0));
        assert_eq!(t.update(c(16.0, 16.1, 13.9, 14.0, 2)), Some(0.0));
        assert_eq!(t.update(c(14.0, 15.0, 12.4, 12.5, 3)), Some(0.0));
        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(1.0));
    }

    #[test]
    fn fourth_bar_without_upper_shadow_yields_zero() {
        let mut t = LadderBottom::new();
        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
        t.update(c(18.0, 18.1, 15.9, 16.0, 1));
        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
        // bar4 opens at its high -> no upper shadow.
        t.update(c(14.0, 14.0, 12.4, 12.5, 3));
        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(0.0));
    }

    #[test]
    fn not_three_descending_blacks_yields_zero() {
        let mut t = LadderBottom::new();
        // bar2 is not lower than bar1.
        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
        t.update(c(21.0, 21.1, 18.9, 19.0, 1));
        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
        t.update(c(14.0, 15.0, 12.4, 12.5, 3));
        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(0.0));
    }

    #[test]
    fn first_four_bars_return_zero() {
        let mut t = LadderBottom::new();
        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
        assert_eq!(t.update(c(18.0, 18.1, 15.9, 16.0, 1)), Some(0.0));
        assert_eq!(t.update(c(16.0, 16.1, 13.9, 14.0, 2)), Some(0.0));
        assert_eq!(t.update(c(14.0, 15.0, 12.4, 12.5, 3)), Some(0.0));
    }

    #[test]
    fn batch_equals_streaming() {
        let candles: Vec<Candle> = (0..40)
            .map(|i| {
                let base = 200.0 - i as f64;
                c(base, base + 0.1, base - 2.1, base - 2.0, i)
            })
            .collect();
        let mut a = LadderBottom::new();
        let mut b = LadderBottom::new();
        assert_eq!(
            a.batch(&candles),
            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
        );
    }

    #[test]
    fn reset_clears_state() {
        let mut t = LadderBottom::new();
        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
        t.update(c(18.0, 18.1, 15.9, 16.0, 1));
        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
        t.update(c(14.0, 15.0, 12.4, 12.5, 3));
        t.update(c(15.0, 17.1, 14.9, 17.0, 4));
        assert!(t.is_ready());
        t.reset();
        assert!(!t.is_ready());
        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
    }
}