1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
//! Upside Gap Two Crows candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Upside Gap Two Crows — a 3-bar bearish reversal that appears after an
/// advance. Two black candles gap up above a long white candle; the second
/// black candle engulfs the first crow yet still closes above the white body,
/// leaving the upside gap open.
///
/// ```text
/// bar1 green (long white)
/// bar2 red & its body gaps up above bar1's body (bar2.close > bar1.close)
/// bar3 red & opens above bar2's open (bar3.open > bar2.open)
/// & closes below bar2's close (bar3.close < bar2.close)
/// & closes above bar1's close (bar3.close > bar1.close)
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Upside Gap
/// Two Crows is a single-direction (bearish-only) pattern, so it never emits
/// `+1.0`. The first two bars always return `0.0` because the three-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` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, UpsideGapTwoCrows};
///
/// let mut indicator = UpsideGapTwoCrows::new();
/// indicator.update(Candle::new(10.0, 12.2, 9.9, 12.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(14.0, 14.2, 12.9, 13.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(15.0, 15.2, 12.4, 12.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct UpsideGapTwoCrows {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl UpsideGapTwoCrows {
/// Construct a new Upside Gap Two Crows detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for UpsideGapTwoCrows {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
if bar1.close > bar1.open
&& bar2.close < bar2.open
&& bar2.close > bar1.close
&& candle.close < candle.open
&& candle.open > bar2.open
&& candle.close < bar2.close
&& candle.close > bar1.close
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"UpsideGapTwoCrows"
}
}
#[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 u = UpsideGapTwoCrows::new();
assert_eq!(u.name(), "UpsideGapTwoCrows");
assert_eq!(u.warmup_period(), 3);
assert!(!u.is_ready());
}
#[test]
fn upside_gap_two_crows_is_minus_one() {
let mut u = UpsideGapTwoCrows::new();
// bar1 green 10->12; bar2 red 14->13 gapping up; bar3 red opens 15
// (above bar2 open) and closes 12.5 (below bar2 close, above bar1 close).
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(u.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
assert_eq!(u.update(c(15.0, 15.2, 12.4, 12.5, 2)), Some(-1.0));
}
#[test]
fn closing_the_first_gap_yields_zero() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
u.update(c(14.0, 14.2, 12.9, 13.0, 1));
// bar3 closes 11.5, below bar1's close (12) -> gap closed, not the pattern.
assert_eq!(u.update(c(15.0, 15.2, 11.4, 11.5, 2)), Some(0.0));
}
#[test]
fn no_gap_up_yields_zero() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
// bar2's body does not gap above bar1's body.
u.update(c(11.5, 12.0, 10.4, 11.0, 1));
assert_eq!(u.update(c(12.0, 12.2, 10.9, 11.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut u = UpsideGapTwoCrows::new();
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(u.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
if i % 3 == 0 {
c(base, base + 0.5, base - 1.0, base + 0.4, i)
} else {
c(base + 1.5, base + 1.7, base - 0.2, base + 0.6, i)
}
})
.collect();
let mut a = UpsideGapTwoCrows::new();
let mut b = UpsideGapTwoCrows::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
u.update(c(14.0, 14.2, 12.9, 13.0, 1));
u.update(c(15.0, 15.2, 12.4, 12.5, 2));
assert!(u.is_ready());
u.reset();
assert!(!u.is_ready());
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
}
}