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//! Fibonacci Extension of the most recent confirmed swing leg.
use crate::indicators::pattern_swing::{SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// The five canonical extension ratios, in ascending order. Each is a multiple
/// of the swing leg measured from its origin, so `1.0` sits on the leg's end and
/// every ratio here projects further in the direction of the move.
const RATIOS: [f64; 5] = [1.272, 1.414, 1.618, 2.0, 2.618];
/// Fibonacci Extension levels for the most recent swing leg.
///
/// Each field is the price reached if the move continues to the matching
/// multiple of the leg, measured from the leg's start.
#[derive(Debug, Clone, Copy, PartialEq)]
pub struct FibExtensionOutput {
/// 127.2% extension.
pub level_1272: f64,
/// 141.4% extension.
pub level_1414: f64,
/// 161.8% extension — the "golden" extension.
pub level_1618: f64,
/// 200% extension.
pub level_2000: f64,
/// 261.8% extension.
pub level_2618: f64,
}
/// Fibonacci Extension (`FibExtension`).
///
/// Tracks confirmed swing pivots with a baked-in 5% reversal threshold and, once
/// two pivots exist, projects the leg between them to the canonical extension
/// ratios — the price targets a continuation of the move would reach.
///
/// Parameter-free; construction is infallible. Returns `None` until the first
/// leg is complete.
///
/// See `crates/wickra-core/src/indicators/fib_extension.rs`.
/// # Example
///
/// ```
/// use wickra_core::{FibExtension, Candle, Indicator};
///
/// let mut indicator = FibExtension::new();
/// // `None` during warmup, then `Some(_)` once enough bars are seen.
/// let mut out = None;
/// for i in 0..40i64 {
/// let p = 100.0 + (i as f64 * 0.4).sin() * 5.0;
/// let candle = Candle::new(p, p + 1.5, p - 1.5, p + 0.3, 1_000.0, i).unwrap();
/// out = indicator.update(candle);
/// }
/// let _ = out;
/// ```
#[derive(Debug, Clone)]
pub struct FibExtension {
swing: SwingTracker,
}
impl FibExtension {
/// Construct a new Fibonacci Extension tracker.
#[must_use]
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 2),
}
}
/// Extension price at ratio `e` for a leg from `start` to `end`: the total
/// move is `e` times the leg, measured from `start`.
fn level(start: f64, end: f64, e: f64) -> f64 {
start + e * (end - start)
}
fn levels(&self) -> Option<FibExtensionOutput> {
let pivots = self.swing.pivots();
let [start, end] = [pivots.first()?.price, pivots.get(1)?.price];
Some(FibExtensionOutput {
level_1272: Self::level(start, end, RATIOS[0]),
level_1414: Self::level(start, end, RATIOS[1]),
level_1618: Self::level(start, end, RATIOS[2]),
level_2000: Self::level(start, end, RATIOS[3]),
level_2618: Self::level(start, end, RATIOS[4]),
})
}
}
impl Default for FibExtension {
fn default() -> Self {
Self::new()
}
}
impl Indicator for FibExtension {
type Input = Candle;
type Output = FibExtensionOutput;
fn update(&mut self, candle: Candle) -> Option<FibExtensionOutput> {
self.swing.update(candle);
self.levels()
}
fn reset(&mut self) {
self.swing.reset();
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.swing.pivots().len() >= 2
}
fn name(&self) -> &'static str {
"FibExtension"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
use approx::assert_relative_eq;
#[test]
fn accessors_and_metadata() {
let indicator = FibExtension::new();
assert_eq!(indicator.name(), "FibExtension");
assert_eq!(indicator.warmup_period(), 2);
assert!(!indicator.is_ready());
assert!(!FibExtension::default().is_ready());
}
#[test]
fn no_output_before_two_pivots() {
let mut indicator = FibExtension::new();
let outputs: Vec<_> = candles_for_pivots(&[120.0])
.into_iter()
.map(|c| indicator.update(c))
.collect();
assert!(outputs.iter().all(Option::is_none));
}
#[test]
fn extension_levels_of_a_down_leg() {
// Leg start = 200 (high), end = 100 (low): a 100-point drop continued.
let mut indicator = FibExtension::new();
let mut last = None;
for candle in candles_for_pivots(&[200.0, 100.0]) {
last = indicator.update(candle);
}
let v = last.unwrap();
assert!(indicator.is_ready());
// 161.8% extension projects 1.618 * (-100) below the 200 origin.
assert_relative_eq!(v.level_1272, 200.0 - 127.2);
assert_relative_eq!(v.level_1414, 200.0 - 141.4);
assert_relative_eq!(v.level_1618, 200.0 - 161.8);
assert_relative_eq!(v.level_2000, 0.0);
assert_relative_eq!(v.level_2618, 200.0 - 261.8);
}
#[test]
fn reset_clears_state() {
let mut indicator = FibExtension::new();
for candle in candles_for_pivots(&[200.0, 100.0]) {
let _ = indicator.update(candle);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert!(indicator.update(c).is_none());
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[200.0, 100.0, 150.0]);
let mut a = FibExtension::new();
let mut b = FibExtension::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}