wickra_core/indicators/
wedge.rs

1//! Wedge (rising / falling) reversal chart pattern.
2
3use crate::indicators::pattern_swing::{recent_legs, SwingTracker, SWING_THRESHOLD};
4use crate::ohlcv::Candle;
5use crate::traits::Indicator;
6
7/// Wedge — a pattern where both trendlines slope the same way but converge,
8/// signalling exhaustion of the prevailing move.
9///
10/// Built on confirmed swing pivots ([`SWING_THRESHOLD`] = 5%); evaluated from the
11/// last two swing highs and lows:
12///
13/// ```text
14/// rising wedge  : highs rising  AND lows rising,  lows rising faster  → -1 (bearish)
15/// falling wedge : highs falling AND lows falling, highs falling faster → +1 (bullish)
16/// ```
17///
18/// Convergence is the key: in a rising wedge the lower trendline climbs faster
19/// than the upper (the range narrows from below); in a falling wedge the upper
20/// trendline drops faster than the lower. Output is `+1.0` / `-1.0` / `0.0`;
21/// never `None`.
22#[derive(Debug, Clone)]
23pub struct Wedge {
24    swing: SwingTracker,
25    has_emitted: bool,
26}
27
28impl Wedge {
29    /// Construct a new Wedge detector.
30    pub const fn new() -> Self {
31        Self {
32            swing: SwingTracker::new(SWING_THRESHOLD, 4),
33            has_emitted: false,
34        }
35    }
36}
37
38impl Default for Wedge {
39    fn default() -> Self {
40        Self::new()
41    }
42}
43
44impl Indicator for Wedge {
45    type Input = Candle;
46    type Output = f64;
47
48    fn update(&mut self, candle: Candle) -> Option<f64> {
49        self.has_emitted = true;
50        if !self.swing.update(candle) {
51            return Some(0.0);
52        }
53        let pivots = self.swing.pivots();
54        if pivots.len() < 4 {
55            return Some(0.0);
56        }
57        let (high_old, high_new, low_old, low_new) = recent_legs(pivots);
58        let high_slope = high_new - high_old;
59        let low_slope = low_new - low_old;
60
61        // Rising wedge: both lines slope up, lower line steeper (converging) → bearish.
62        if high_slope > 0.0 && low_slope > 0.0 && low_slope > high_slope {
63            return Some(-1.0);
64        }
65        // Falling wedge: both lines slope down, upper line steeper → bullish.
66        if high_slope < 0.0 && low_slope < 0.0 && high_slope < low_slope {
67            return Some(1.0);
68        }
69        Some(0.0)
70    }
71
72    fn reset(&mut self) {
73        self.swing.reset();
74        self.has_emitted = false;
75    }
76
77    fn warmup_period(&self) -> usize {
78        // Four confirmed pivots; the earliest confirmation of the fourth is bar 5.
79        5
80    }
81
82    fn is_ready(&self) -> bool {
83        self.has_emitted
84    }
85
86    fn name(&self) -> &'static str {
87        "Wedge"
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 = Wedge::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 = Wedge::new();
108        assert_eq!(indicator.name(), "Wedge");
109        assert_eq!(indicator.warmup_period(), 5);
110        assert!(!indicator.is_ready());
111        assert!(!Wedge::default().is_ready());
112    }
113
114    #[test]
115    fn rising_wedge_is_minus_one() {
116        // Highs 100 → 103 (+3), lows 90 → 94 (+4, steeper) → rising wedge.
117        let out = run(&[110.0, 90.0, 100.0, 94.0, 103.0]);
118        assert_eq!(*out.last().unwrap(), -1.0);
119    }
120
121    #[test]
122    fn falling_wedge_is_plus_one() {
123        // Highs 120 → 106 (-14, steeper), lows 100 → 99 (-1) → falling wedge.
124        let out = run(&[120.0, 100.0, 106.0, 99.0]);
125        assert_eq!(*out.last().unwrap(), 1.0);
126    }
127
128    #[test]
129    fn diverging_swings_are_not_a_wedge() {
130        // Rising highs but falling lows (broadening) → no wedge.
131        let out = run(&[110.0, 100.0, 130.0, 80.0]);
132        assert_eq!(*out.last().unwrap(), 0.0);
133    }
134
135    #[test]
136    fn reset_clears_state() {
137        let mut indicator = Wedge::new();
138        for c in candles_for_pivots(&[110.0, 90.0, 100.0]) {
139            let _ = indicator.update(c);
140        }
141        indicator.reset();
142        assert!(!indicator.is_ready());
143        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
144        assert_eq!(indicator.update(c), Some(0.0));
145    }
146
147    #[test]
148    fn batch_equals_streaming() {
149        let candles = candles_for_pivots(&[110.0, 90.0, 100.0, 94.0, 103.0]);
150        let mut a = Wedge::new();
151        let mut b = Wedge::new();
152        assert_eq!(
153            a.batch(&candles),
154            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
155        );
156    }
157}
wickra_core/indicators/wedge.rs

wickra_core/indicators/
wedge.rs
