wickra_core/indicators/
ladder_bottom.rs

1//! Ladder Bottom candlestick pattern.
2
3use crate::ohlcv::Candle;
4use crate::traits::Indicator;
5
6/// Ladder Bottom — a 5-bar bullish reversal. Three long black candles step the
7/// market down like rungs of a ladder, a fourth black candle finally shows an
8/// upper shadow (the first sign of buying), and a white candle then gaps up into
9/// its body to confirm the turn.
10///
11/// ```text
12/// bar1, bar2, bar3 black, with consecutively lower opens AND closes
13/// bar4 black with an upper shadow         (high4 > open4)
14/// bar5 white, opens above bar4's body      (open5 > open4)  and closes up
15/// ```
16///
17/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Ladder Bottom
18/// is a single-direction (bullish-only) reversal, so it never emits `−1.0`. The
19/// first four bars always return `0.0` because the five-bar window is not yet
20/// filled. Pattern-shape check only — no trend filter is applied; combine with a
21/// trend indicator for actionable signals.
22///
23/// # Signed ±1 encoding
24///
25/// This detector emits the uniform candlestick sign convention shared across the
26/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
27/// a machine-learning feature matrix as a single dimension.
28///
29/// # Example
30///
31/// ```
32/// use wickra_core::{Candle, Indicator, LadderBottom};
33///
34/// let mut indicator = LadderBottom::new();
35/// indicator.update(Candle::new(20.0, 20.1, 17.9, 18.0, 1.0, 0).unwrap());
36/// indicator.update(Candle::new(18.0, 18.1, 15.9, 16.0, 1.0, 1).unwrap());
37/// indicator.update(Candle::new(16.0, 16.1, 13.9, 14.0, 1.0, 2).unwrap());
38/// indicator.update(Candle::new(14.0, 15.0, 12.4, 12.5, 1.0, 3).unwrap());
39/// let out = indicator
40///     .update(Candle::new(15.0, 17.1, 14.9, 17.0, 1.0, 4).unwrap());
41/// assert_eq!(out, Some(1.0));
42/// ```
43#[derive(Debug, Clone, Default)]
44pub struct LadderBottom {
45    c1: Option<Candle>,
46    c2: Option<Candle>,
47    c3: Option<Candle>,
48    c4: Option<Candle>,
49    has_emitted: bool,
50}
51
52impl LadderBottom {
53    /// Construct a new Ladder Bottom detector.
54    pub const fn new() -> Self {
55        Self {
56            c1: None,
57            c2: None,
58            c3: None,
59            c4: None,
60            has_emitted: false,
61        }
62    }
63}
64
65impl Indicator for LadderBottom {
66    type Input = Candle;
67    type Output = f64;
68
69    fn update(&mut self, candle: Candle) -> Option<f64> {
70        self.has_emitted = true;
71        let bar1 = self.c1;
72        let bar2 = self.c2;
73        let bar3 = self.c3;
74        let bar4 = self.c4;
75        self.c1 = self.c2;
76        self.c2 = self.c3;
77        self.c3 = self.c4;
78        self.c4 = Some(candle);
79        let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
80            return Some(0.0);
81        };
82        if bar1.close < bar1.open
83            && bar2.close < bar2.open
84            && bar3.close < bar3.open
85            && bar2.open < bar1.open
86            && bar2.close < bar1.close
87            && bar3.open < bar2.open
88            && bar3.close < bar2.close
89            && bar4.close < bar4.open
90            && bar4.high > bar4.open
91            && candle.close > candle.open
92            && candle.open > bar4.open
93        {
94            return Some(1.0);
95        }
96        Some(0.0)
97    }
98
99    fn reset(&mut self) {
100        self.c1 = None;
101        self.c2 = None;
102        self.c3 = None;
103        self.c4 = None;
104        self.has_emitted = false;
105    }
106
107    fn warmup_period(&self) -> usize {
108        5
109    }
110
111    fn is_ready(&self) -> bool {
112        self.has_emitted
113    }
114
115    fn name(&self) -> &'static str {
116        "LadderBottom"
117    }
118}
119
120#[cfg(test)]
121mod tests {
122    use super::*;
123    use crate::traits::BatchExt;
124
125    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
126        Candle::new(open, high, low, close, 1.0, ts).unwrap()
127    }
128
129    #[test]
130    fn accessors_and_metadata() {
131        let t = LadderBottom::new();
132        assert_eq!(t.name(), "LadderBottom");
133        assert_eq!(t.warmup_period(), 5);
134        assert!(!t.is_ready());
135    }
136
137    #[test]
138    fn ladder_bottom_is_plus_one() {
139        let mut t = LadderBottom::new();
140        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
141        assert_eq!(t.update(c(18.0, 18.1, 15.9, 16.0, 1)), Some(0.0));
142        assert_eq!(t.update(c(16.0, 16.1, 13.9, 14.0, 2)), Some(0.0));
143        assert_eq!(t.update(c(14.0, 15.0, 12.4, 12.5, 3)), Some(0.0));
144        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(1.0));
145    }
146
147    #[test]
148    fn fourth_bar_without_upper_shadow_yields_zero() {
149        let mut t = LadderBottom::new();
150        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
151        t.update(c(18.0, 18.1, 15.9, 16.0, 1));
152        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
153        // bar4 opens at its high -> no upper shadow.
154        t.update(c(14.0, 14.0, 12.4, 12.5, 3));
155        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(0.0));
156    }
157
158    #[test]
159    fn not_three_descending_blacks_yields_zero() {
160        let mut t = LadderBottom::new();
161        // bar2 is not lower than bar1.
162        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
163        t.update(c(21.0, 21.1, 18.9, 19.0, 1));
164        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
165        t.update(c(14.0, 15.0, 12.4, 12.5, 3));
166        assert_eq!(t.update(c(15.0, 17.1, 14.9, 17.0, 4)), Some(0.0));
167    }
168
169    #[test]
170    fn first_four_bars_return_zero() {
171        let mut t = LadderBottom::new();
172        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
173        assert_eq!(t.update(c(18.0, 18.1, 15.9, 16.0, 1)), Some(0.0));
174        assert_eq!(t.update(c(16.0, 16.1, 13.9, 14.0, 2)), Some(0.0));
175        assert_eq!(t.update(c(14.0, 15.0, 12.4, 12.5, 3)), Some(0.0));
176    }
177
178    #[test]
179    fn batch_equals_streaming() {
180        let candles: Vec<Candle> = (0..40)
181            .map(|i| {
182                let base = 200.0 - i as f64;
183                c(base, base + 0.1, base - 2.1, base - 2.0, i)
184            })
185            .collect();
186        let mut a = LadderBottom::new();
187        let mut b = LadderBottom::new();
188        assert_eq!(
189            a.batch(&candles),
190            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
191        );
192    }
193
194    #[test]
195    fn reset_clears_state() {
196        let mut t = LadderBottom::new();
197        t.update(c(20.0, 20.1, 17.9, 18.0, 0));
198        t.update(c(18.0, 18.1, 15.9, 16.0, 1));
199        t.update(c(16.0, 16.1, 13.9, 14.0, 2));
200        t.update(c(14.0, 15.0, 12.4, 12.5, 3));
201        t.update(c(15.0, 17.1, 14.9, 17.0, 4));
202        assert!(t.is_ready());
203        t.reset();
204        assert!(!t.is_ready());
205        assert_eq!(t.update(c(20.0, 20.1, 17.9, 18.0, 0)), Some(0.0));
206    }
207}
wickra_core/indicators/ladder_bottom.rs

wickra_core/indicators/
ladder_bottom.rs
