wickra_core/indicators/
shark.rs

1//! Shark harmonic pattern.
2
3use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
4use crate::ohlcv::Candle;
5use crate::traits::Indicator;
6
7/// Shark — a 5-point (X-A-B-C-D) harmonic pattern characterised by an
8/// **expansion** leg (AB longer than XA) and a `0.886`–`1.13` D completion:
9///
10/// ```text
11/// AB / XA ∈ [1.13, 1.618]  (expansion — B overshoots X)
12/// BC / AB ∈ [1.618, 2.24]
13/// CD / BC ∈ [0.382, 0.886]
14/// AD / XA ∈ [0.886, 1.13]  (the defining D completion near A)
15/// ```
16///
17/// This is the 5-point reading of the Shark; output is `+1.0` (bullish, D a
18/// swing low), `-1.0` (bearish, D a swing high), or `0.0`; never `None`. See
19/// `crates/wickra-core/src/indicators/shark.rs`.
20#[derive(Debug, Clone)]
21pub struct Shark {
22    swing: SwingTracker,
23    has_emitted: bool,
24}
25
26impl Shark {
27    /// Construct a new Shark detector.
28    pub const fn new() -> Self {
29        Self {
30            swing: SwingTracker::new(SWING_THRESHOLD, 5),
31            has_emitted: false,
32        }
33    }
34}
35
36impl Default for Shark {
37    fn default() -> Self {
38        Self::new()
39    }
40}
41
42impl Indicator for Shark {
43    type Input = Candle;
44    type Output = f64;
45
46    fn update(&mut self, candle: Candle) -> Option<f64> {
47        self.has_emitted = true;
48        if !self.swing.update(candle) {
49            return Some(0.0);
50        }
51        let pivots = self.swing.pivots();
52        if pivots.len() < 5 {
53            return Some(0.0);
54        }
55        let p = xabcd(pivots);
56        let xa = (p.a - p.x).abs();
57        let ab = (p.b - p.a).abs();
58        let bc = (p.c - p.b).abs();
59        let cd = (p.d - p.c).abs();
60        let ad = (p.d - p.a).abs();
61        let matched = ratios_in(&[
62            (ab / xa, 1.13, 1.618),
63            (bc / ab, 1.618, 2.24),
64            (cd / bc, 0.382, 0.886),
65            (ad / xa, 0.886, 1.13),
66        ]);
67        if matched {
68            return Some(if p.bullish { 1.0 } else { -1.0 });
69        }
70        Some(0.0)
71    }
72
73    fn reset(&mut self) {
74        self.swing.reset();
75        self.has_emitted = false;
76    }
77
78    fn warmup_period(&self) -> usize {
79        6
80    }
81
82    fn is_ready(&self) -> bool {
83        self.has_emitted
84    }
85
86    fn name(&self) -> &'static str {
87        "Shark"
88    }
89}
90
91#[cfg(test)]
92mod tests {
93    use super::*;
94    use crate::indicators::pattern_swing::candles_for_pivots;
95    use crate::traits::BatchExt;
96
97    fn run(pivots: &[f64]) -> Vec<f64> {
98        let mut indicator = Shark::new();
99        candles_for_pivots(pivots)
100            .into_iter()
101            .map(|c| indicator.update(c).unwrap())
102            .collect()
103    }
104
105    #[test]
106    fn accessors_and_metadata() {
107        let indicator = Shark::new();
108        assert_eq!(indicator.name(), "Shark");
109        assert_eq!(indicator.warmup_period(), 6);
110        assert!(!indicator.is_ready());
111        assert!(!Shark::default().is_ready());
112    }
113
114    #[test]
115    fn bullish_shark_is_plus_one() {
116        let out = run(&[150.0, 100.0, 140.0, 88.0, 186.8, 100.0]);
117        assert_eq!(*out.last().unwrap(), 1.0);
118        assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
119    }
120
121    #[test]
122    fn bearish_shark_is_minus_one() {
123        let out = run(&[150.0, 110.0, 162.0, 60.2, 150.0]);
124        assert_eq!(*out.last().unwrap(), -1.0);
125    }
126
127    #[test]
128    fn out_of_ratio_does_not_trigger() {
129        let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
130        assert_eq!(*out.last().unwrap(), 0.0);
131    }
132
133    #[test]
134    fn reset_clears_state() {
135        let mut indicator = Shark::new();
136        for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
137            let _ = indicator.update(c);
138        }
139        indicator.reset();
140        assert!(!indicator.is_ready());
141        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
142        assert_eq!(indicator.update(c), Some(0.0));
143    }
144
145    #[test]
146    fn batch_equals_streaming() {
147        let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 88.0, 186.8, 100.0]);
148        let mut a = Shark::new();
149        let mut b = Shark::new();
150        assert_eq!(
151            a.batch(&candles),
152            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
153        );
154    }
155}
wickra_core/indicators/shark.rs

wickra_core/indicators/
shark.rs
