wickra_core/indicators/
fib_fan.rs

1//! Fibonacci Fan — trendlines fanning from a swing start through the
2//! retracement levels at the swing end, extended to the current bar.
3
4use crate::indicators::pattern_swing::{SwingTracker, SWING_THRESHOLD};
5use crate::ohlcv::Candle;
6use crate::traits::Indicator;
7
8/// The three fan ratios drawn (38.2% / 50% / 61.8%).
9const RATIOS: [f64; 3] = [0.382, 0.5, 0.618];
10
11/// Fibonacci Fan line prices evaluated at the current bar.
12#[derive(Debug, Clone, Copy, PartialEq)]
13pub struct FibFanOutput {
14    /// Price of the 38.2% fan line at the current bar.
15    pub fan_382: f64,
16    /// Price of the 50% fan line at the current bar.
17    pub fan_500: f64,
18    /// Price of the 61.8% fan line at the current bar.
19    pub fan_618: f64,
20}
21
22/// Fibonacci Fan (`FibFan`).
23///
24/// Anchored at the start of the most recent confirmed swing leg, three lines fan
25/// out through the 38.2% / 50% / 61.8% retracement levels located at the leg's
26/// end bar, then extend to the current bar. Each line's price is reported as the
27/// fan opens with elapsed time.
28///
29/// ```text
30/// line(r) = start + r * (end - start) * (cur - start_bar) / (end_bar - start_bar)
31/// ```
32///
33/// Parameter-free; construction is infallible. Returns `None` until the first
34/// leg is complete.
35///
36/// See `crates/wickra-core/src/indicators/fib_fan.rs`.
37#[derive(Debug, Clone)]
38pub struct FibFan {
39    swing: SwingTracker,
40}
41
42impl FibFan {
43    /// Construct a new Fibonacci Fan tracker.
44    #[must_use]
45    pub const fn new() -> Self {
46        Self {
47            swing: SwingTracker::new(SWING_THRESHOLD, 2),
48        }
49    }
50
51    fn fan(&self) -> Option<FibFanOutput> {
52        let pivots = self.swing.pivots();
53        let start = pivots.first()?;
54        let end = pivots.get(1)?;
55        // Consecutive pivots occur at strictly increasing bars, so the span is
56        // always at least one bar — no division by zero.
57        let span_bars = (end.bar - start.bar) as f64;
58        let elapsed = (self.swing.current_bar() - start.bar) as f64;
59        let progress = elapsed / span_bars;
60        let line = |r: f64| start.price + r * (end.price - start.price) * progress;
61        Some(FibFanOutput {
62            fan_382: line(RATIOS[0]),
63            fan_500: line(RATIOS[1]),
64            fan_618: line(RATIOS[2]),
65        })
66    }
67}
68
69impl Default for FibFan {
70    fn default() -> Self {
71        Self::new()
72    }
73}
74
75impl Indicator for FibFan {
76    type Input = Candle;
77    type Output = FibFanOutput;
78
79    fn update(&mut self, candle: Candle) -> Option<FibFanOutput> {
80        self.swing.update(candle);
81        self.fan()
82    }
83
84    fn reset(&mut self) {
85        self.swing.reset();
86    }
87
88    fn warmup_period(&self) -> usize {
89        2
90    }
91
92    fn is_ready(&self) -> bool {
93        self.swing.pivots().len() >= 2
94    }
95
96    fn name(&self) -> &'static str {
97        "FibFan"
98    }
99}
100
101#[cfg(test)]
102mod tests {
103    use super::*;
104    use crate::traits::BatchExt;
105    use approx::assert_relative_eq;
106
107    fn c(high: f64, low: f64, ts: i64) -> Candle {
108        Candle::new(low, high, low, low, 1.0, ts).unwrap()
109    }
110
111    /// Drive a leg start=200 (bar 0) -> end=100 (bar 2), confirmed at bar 3, so
112    /// the fan is first reported at bar 3 with `progress = 3 / 2 = 1.5`.
113    fn down_leg() -> Vec<Candle> {
114        vec![
115            c(200.0, 199.0, 0), // bootstrap high @200 (bar 0)
116            c(190.0, 160.0, 1), // confirm high @200, low candidate @160
117            c(150.0, 100.0, 2), // extend low to 100 (bar 2)
118            c(110.0, 105.0, 3), // confirm low @100 -> two pivots
119        ]
120    }
121
122    #[test]
123    fn accessors_and_metadata() {
124        let indicator = FibFan::new();
125        assert_eq!(indicator.name(), "FibFan");
126        assert_eq!(indicator.warmup_period(), 2);
127        assert!(!indicator.is_ready());
128        assert!(!FibFan::default().is_ready());
129    }
130
131    #[test]
132    fn no_output_before_two_pivots() {
133        let mut indicator = FibFan::new();
134        // Only the high confirms here; no end pivot yet.
135        let outputs: Vec<_> = [c(200.0, 199.0, 0), c(190.0, 150.0, 1)]
136            .into_iter()
137            .map(|x| indicator.update(x))
138            .collect();
139        assert!(outputs.iter().all(Option::is_none));
140        assert!(!indicator.is_ready());
141    }
142
143    #[test]
144    fn fan_lines_open_with_elapsed_time() {
145        let mut indicator = FibFan::new();
146        let mut last = None;
147        for candle in down_leg() {
148            last = indicator.update(candle);
149        }
150        let v = last.unwrap();
151        assert!(indicator.is_ready());
152        // progress = (3 - 0) / (2 - 0) = 1.5; line(r) = 200 + r*(-100)*1.5.
153        assert_relative_eq!(v.fan_382, 200.0 - 0.382 * 150.0);
154        assert_relative_eq!(v.fan_500, 125.0);
155        assert_relative_eq!(v.fan_618, 200.0 - 0.618 * 150.0);
156    }
157
158    #[test]
159    fn reset_clears_state() {
160        let mut indicator = FibFan::new();
161        for candle in down_leg() {
162            let _ = indicator.update(candle);
163        }
164        assert!(indicator.is_ready());
165        indicator.reset();
166        assert!(!indicator.is_ready());
167        assert!(indicator.update(c(100.0, 99.5, 0)).is_none());
168    }
169
170    #[test]
171    fn batch_equals_streaming() {
172        let candles = down_leg();
173        let mut a = FibFan::new();
174        let mut b = FibFan::new();
175        assert_eq!(
176            a.batch(&candles),
177            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
178        );
179    }
180}
wickra_core/indicators/fib_fan.rs

wickra_core/indicators/
fib_fan.rs
