wickra_core/indicators/
abcd.rs

1//! AB=CD harmonic pattern.
2
3use crate::indicators::pattern_swing::{approx_equal, ratios_in, SwingTracker, SWING_THRESHOLD};
4use crate::ohlcv::Candle;
5use crate::traits::Indicator;
6
7/// AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C
8/// retracement, and a C→D leg that mirrors A→B in length:
9///
10/// ```text
11/// BC / AB ∈ [0.382, 0.886]   (C retraces AB)
12/// CD / BC ∈ [1.13, 2.618]    (D extends BC)
13/// AB ≈ CD (within 10%)        (the two legs are equal — the defining symmetry)
14/// ```
15///
16/// Read from the last four confirmed pivots `A-B-C-D`. Output is `+1.0`
17/// (bullish, D a swing low), `-1.0` (bearish, D a swing high), or `0.0`; never
18/// `None`. See `crates/wickra-core/src/indicators/abcd.rs`.
19#[derive(Debug, Clone)]
20pub struct Abcd {
21    swing: SwingTracker,
22    has_emitted: bool,
23}
24
25impl Abcd {
26    /// Construct a new AB=CD detector.
27    pub const fn new() -> Self {
28        Self {
29            swing: SwingTracker::new(SWING_THRESHOLD, 4),
30            has_emitted: false,
31        }
32    }
33}
34
35impl Default for Abcd {
36    fn default() -> Self {
37        Self::new()
38    }
39}
40
41impl Indicator for Abcd {
42    type Input = Candle;
43    type Output = f64;
44
45    fn update(&mut self, candle: Candle) -> Option<f64> {
46        self.has_emitted = true;
47        if !self.swing.update(candle) {
48            return Some(0.0);
49        }
50        let pivots = self.swing.pivots();
51        if pivots.len() < 4 {
52            return Some(0.0);
53        }
54        let len = pivots.len();
55        let pa = pivots[len - 4];
56        let pb = pivots[len - 3];
57        let pc = pivots[len - 2];
58        let pd = pivots[len - 1];
59        let ab = (pb.price - pa.price).abs();
60        let bc = (pc.price - pb.price).abs();
61        let cd = (pd.price - pc.price).abs();
62        let ratios_ok = ratios_in(&[(bc / ab, 0.382, 0.886), (cd / bc, 1.13, 2.618)]);
63        let legs_equal = approx_equal(ab, cd, 0.10);
64        if ratios_ok && legs_equal {
65            return Some(if pd.direction < 0.0 { 1.0 } else { -1.0 });
66        }
67        Some(0.0)
68    }
69
70    fn reset(&mut self) {
71        self.swing.reset();
72        self.has_emitted = false;
73    }
74
75    fn warmup_period(&self) -> usize {
76        5
77    }
78
79    fn is_ready(&self) -> bool {
80        self.has_emitted
81    }
82
83    fn name(&self) -> &'static str {
84        "Abcd"
85    }
86}
87
88#[cfg(test)]
89mod tests {
90    use super::*;
91    use crate::indicators::pattern_swing::candles_for_pivots;
92    use crate::traits::BatchExt;
93
94    fn run(pivots: &[f64]) -> Vec<f64> {
95        let mut indicator = Abcd::new();
96        candles_for_pivots(pivots)
97            .into_iter()
98            .map(|c| indicator.update(c).unwrap())
99            .collect()
100    }
101
102    #[test]
103    fn accessors_and_metadata() {
104        let indicator = Abcd::new();
105        assert_eq!(indicator.name(), "Abcd");
106        assert_eq!(indicator.warmup_period(), 5);
107        assert!(!indicator.is_ready());
108        assert!(!Abcd::default().is_ready());
109    }
110
111    #[test]
112    fn bullish_abcd_is_plus_one() {
113        // AB = 40 down, BC = 24.7 up (0.618), CD = 40 down → AB = CD.
114        let out = run(&[140.0, 100.0, 124.7, 84.7]);
115        assert_eq!(*out.last().unwrap(), 1.0);
116        assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
117    }
118
119    #[test]
120    fn bearish_abcd_is_minus_one() {
121        let out = run(&[150.0, 100.0, 140.0, 115.3, 155.3]);
122        assert_eq!(*out.last().unwrap(), -1.0);
123    }
124
125    #[test]
126    fn unequal_legs_do_not_trigger() {
127        // CD (82) far longer than AB (40) → not an AB=CD.
128        let out = run(&[150.0, 100.0, 140.0, 118.0, 200.0]);
129        assert_eq!(*out.last().unwrap(), 0.0);
130    }
131
132    #[test]
133    fn reset_clears_state() {
134        let mut indicator = Abcd::new();
135        for c in candles_for_pivots(&[140.0, 100.0, 124.7]) {
136            let _ = indicator.update(c);
137        }
138        indicator.reset();
139        assert!(!indicator.is_ready());
140        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
141        assert_eq!(indicator.update(c), Some(0.0));
142    }
143
144    #[test]
145    fn batch_equals_streaming() {
146        let candles = candles_for_pivots(&[140.0, 100.0, 124.7, 84.7]);
147        let mut a = Abcd::new();
148        let mut b = Abcd::new();
149        assert_eq!(
150            a.batch(&candles),
151            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
152        );
153    }
154}
wickra_core/indicators/abcd.rs

wickra_core/indicators/
abcd.rs
