wickra_core/indicators/
gravestone_doji.rs

1//! Gravestone Doji candlestick pattern.
2
3use crate::ohlcv::Candle;
4use crate::traits::Indicator;
5
6/// Gravestone Doji — a single-bar bearish reversal. Open, close, and low sit at
7/// the bottom of the bar while a long upper shadow shows price was pushed up hard
8/// and then sold all the way back to the open — sellers rejecting the highs.
9///
10/// ```text
11/// range = high − low
12/// doji          = |close − open| <= 0.1 * range
13/// no lower wick = min(open, close) − low   <= 0.1 * range
14/// long upper    = high − max(open, close)  >= 0.5 * range
15/// ```
16///
17/// Output is `−1.0` when the gravestone prints and `0.0` otherwise. Gravestone
18/// Doji is a single-direction (bearish-only) shape, so it never emits `+1.0`.
19/// Body and shadow thresholds follow the geometric house style (fixed fractions
20/// of the bar range) rather than TA-Lib's rolling averages. Pattern-shape check
21/// only — no trend filter is applied; combine with a trend indicator for
22/// actionable signals.
23///
24/// # Signed ±1 encoding
25///
26/// This detector emits the uniform candlestick sign convention shared across the
27/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
28/// a machine-learning feature matrix as a single dimension.
29///
30/// # Example
31///
32/// ```
33/// use wickra_core::{Candle, GravestoneDoji, Indicator};
34///
35/// let mut indicator = GravestoneDoji::new();
36/// // Body at the bottom, long upper shadow.
37/// let candle = Candle::new(10.0, 14.0, 9.95, 10.0, 1.0, 0).unwrap();
38/// assert_eq!(indicator.update(candle), Some(-1.0));
39/// ```
40#[derive(Debug, Clone, Default)]
41pub struct GravestoneDoji {
42    has_emitted: bool,
43}
44
45impl GravestoneDoji {
46    /// Construct a new Gravestone Doji detector.
47    pub const fn new() -> Self {
48        Self { has_emitted: false }
49    }
50}
51
52impl Indicator for GravestoneDoji {
53    type Input = Candle;
54    type Output = f64;
55
56    fn update(&mut self, candle: Candle) -> Option<f64> {
57        self.has_emitted = true;
58        let range = candle.high - candle.low;
59        if range <= 0.0 {
60            return Some(0.0);
61        }
62        if (candle.close - candle.open).abs() > 0.1 * range {
63            return Some(0.0);
64        }
65        let upper = candle.high - candle.open.max(candle.close);
66        let lower = candle.open.min(candle.close) - candle.low;
67        if lower <= 0.1 * range && upper >= 0.5 * range {
68            return Some(-1.0);
69        }
70        Some(0.0)
71    }
72
73    fn reset(&mut self) {
74        self.has_emitted = false;
75    }
76
77    fn warmup_period(&self) -> usize {
78        1
79    }
80
81    fn is_ready(&self) -> bool {
82        self.has_emitted
83    }
84
85    fn name(&self) -> &'static str {
86        "GravestoneDoji"
87    }
88}
89
90#[cfg(test)]
91mod tests {
92    use super::*;
93    use crate::traits::BatchExt;
94
95    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
96        Candle::new(open, high, low, close, 1.0, ts).unwrap()
97    }
98
99    #[test]
100    fn accessors_and_metadata() {
101        let t = GravestoneDoji::new();
102        assert_eq!(t.name(), "GravestoneDoji");
103        assert_eq!(t.warmup_period(), 1);
104        assert!(!t.is_ready());
105    }
106
107    #[test]
108    fn gravestone_is_minus_one() {
109        let mut t = GravestoneDoji::new();
110        assert_eq!(t.update(c(10.0, 14.0, 9.95, 10.0, 0)), Some(-1.0));
111    }
112
113    #[test]
114    fn lower_shadow_yields_zero() {
115        let mut t = GravestoneDoji::new();
116        // Long lower shadow -> not a gravestone (this is a dragonfly shape).
117        assert_eq!(t.update(c(10.0, 10.05, 6.0, 10.0, 0)), Some(0.0));
118    }
119
120    #[test]
121    fn short_upper_shadow_yields_zero() {
122        let mut t = GravestoneDoji::new();
123        // Body at the bottom but the upper shadow is too short.
124        assert_eq!(t.update(c(10.0, 10.4, 9.95, 10.0, 0)), Some(0.0));
125    }
126
127    #[test]
128    fn non_doji_yields_zero() {
129        let mut t = GravestoneDoji::new();
130        assert_eq!(t.update(c(10.0, 14.0, 9.5, 13.5, 0)), Some(0.0));
131    }
132
133    #[test]
134    fn zero_range_yields_zero() {
135        let mut t = GravestoneDoji::new();
136        assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
137    }
138
139    #[test]
140    fn batch_equals_streaming() {
141        let candles: Vec<Candle> = (0..40)
142            .map(|i| {
143                let base = 100.0 + i as f64;
144                c(base, base + 4.0, base - 0.05, base, i)
145            })
146            .collect();
147        let mut a = GravestoneDoji::new();
148        let mut b = GravestoneDoji::new();
149        assert_eq!(
150            a.batch(&candles),
151            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
152        );
153    }
154
155    #[test]
156    fn reset_clears_state() {
157        let mut t = GravestoneDoji::new();
158        t.update(c(10.0, 14.0, 9.95, 10.0, 0));
159        assert!(t.is_ready());
160        t.reset();
161        assert!(!t.is_ready());
162    }
163}
wickra_core/indicators/gravestone_doji.rs

wickra_core/indicators/
gravestone_doji.rs
