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//! Separating Lines candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Separating Lines — a 2-bar continuation. After a counter-trend candle, the next
/// candle of the *opposite* colour opens right back at the prior open and runs as
/// an opening marubozu in the trend direction, so the trend "separates" from the
/// pullback and resumes.
///
/// ```text
/// long body = |close − open| >= 0.5 * (high − low)
/// bar1, bar2 opposite colours
/// bar2 opens at bar1's open (|open2 − open1| <= 0.05 · range1)
/// bar2 is a long opening marubozu in its direction
/// white bar2: open2 == low2 (no lower shadow) -> +1.0
/// black bar2: open2 == high2 (no upper shadow) -> −1.0
/// ```
///
/// Output is `+1.0` (bullish continuation) or `−1.0` (bearish continuation) when
/// the pattern completes and `0.0` otherwise. The first bar always returns `0.0`
/// because the two-bar window is not yet filled. Open-equality and marubozu
/// thresholds follow the geometric house style 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, `−1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the two directions
/// occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, SeparatingLines};
///
/// let mut indicator = SeparatingLines::new();
/// indicator.update(Candle::new(12.0, 12.1, 9.9, 10.0, 1.0, 0).unwrap());
/// let out = indicator
/// .update(Candle::new(12.0, 14.1, 12.0, 14.0, 1.0, 1).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct SeparatingLines {
prev: Option<Candle>,
has_emitted: bool,
}
impl SeparatingLines {
/// Construct a new Separating Lines detector.
pub const fn new() -> Self {
Self {
prev: None,
has_emitted: false,
}
}
}
impl Indicator for SeparatingLines {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let prev = self.prev;
self.prev = Some(candle);
let Some(bar1) = prev else {
return Some(0.0);
};
let range1 = bar1.high - bar1.low;
let range2 = candle.high - candle.low;
if range1 <= 0.0 || range2 <= 0.0 {
return Some(0.0);
}
// Opens must coincide.
if (candle.open - bar1.open).abs() > 0.05 * range1 {
return Some(0.0);
}
let body2 = candle.close - candle.open;
if body2.abs() < 0.5 * range2 {
return Some(0.0); // bar2 must be a long body
}
let tol = 0.05 * range2;
// Bullish: bar1 black, bar2 a long white opening marubozu (no lower wick).
if bar1.close < bar1.open && body2 > 0.0 && candle.open - candle.low <= tol {
return Some(1.0);
}
// Bearish: bar1 white, bar2 a long black opening marubozu (no upper wick).
if bar1.close > bar1.open && body2 < 0.0 && candle.high - candle.open <= tol {
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"SeparatingLines"
}
}
#[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 = SeparatingLines::new();
assert_eq!(t.name(), "SeparatingLines");
assert_eq!(t.warmup_period(), 2);
assert!(!t.is_ready());
}
#[test]
fn bullish_separating_lines_is_plus_one() {
let mut t = SeparatingLines::new();
assert_eq!(t.update(c(12.0, 12.1, 9.9, 10.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.1, 12.0, 14.0, 1)), Some(1.0));
}
#[test]
fn bearish_separating_lines_is_minus_one() {
let mut t = SeparatingLines::new();
assert_eq!(t.update(c(10.0, 12.1, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.0, 10.0, 7.9, 8.0, 1)), Some(-1.0));
}
#[test]
fn same_color_yields_zero() {
let mut t = SeparatingLines::new();
// Both white -> not separating (need opposite colours).
t.update(c(12.0, 14.1, 11.9, 14.0, 0));
assert_eq!(t.update(c(12.0, 14.1, 12.0, 14.0, 1)), Some(0.0));
}
#[test]
fn different_open_yields_zero() {
let mut t = SeparatingLines::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
// bar2 opens far from bar1's open.
assert_eq!(t.update(c(13.0, 15.1, 13.0, 15.0, 1)), Some(0.0));
}
#[test]
fn opening_shadow_yields_zero() {
let mut t = SeparatingLines::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
// White bar2 but it has a lower shadow -> not an opening marubozu.
assert_eq!(t.update(c(12.0, 14.1, 11.0, 14.0, 1)), Some(0.0));
}
#[test]
fn first_bar_returns_zero() {
let mut t = SeparatingLines::new();
assert_eq!(t.update(c(12.0, 12.1, 9.9, 10.0, 0)), 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, base + 1.9, i)
})
.collect();
let mut a = SeparatingLines::new();
let mut b = SeparatingLines::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = SeparatingLines::new();
t.update(c(12.0, 12.1, 9.9, 10.0, 0));
t.update(c(12.0, 14.1, 12.0, 14.0, 1));
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));
}
#[test]
fn zero_range_yields_zero() {
let mut t = SeparatingLines::new();
// Flat first bar (range1 == 0) -> rejected.
t.update(c(10.0, 10.0, 10.0, 10.0, 0));
assert_eq!(t.update(c(10.0, 12.0, 9.0, 11.0, 1)), Some(0.0));
}
#[test]
fn short_second_body_yields_zero() {
let mut t = SeparatingLines::new();
t.update(c(10.0, 12.0, 8.0, 9.0, 0));
// Opens coincide but bar2's body is too short to be a separating line.
assert_eq!(t.update(c(10.0, 11.0, 9.0, 10.1, 1)), Some(0.0));
}
}