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    #[inline]
80    fn update(&mut self, candle: Candle) -> Option<FibFanOutput> {
81        self.swing.update(candle);
82        self.fan()
83    }
84
85    fn reset(&mut self) {
86        self.swing.reset();
87    }
88
89    #[inline]
90    fn warmup_period(&self) -> usize {
91        2
92    }
93
94    #[inline]
95    fn is_ready(&self) -> bool {
96        self.swing.pivots().len() >= 2
97    }
98
99    #[inline]
100    fn name(&self) -> &'static str {
101        "FibFan"
102    }
103}
104
105#[cfg(test)]
106mod tests {
107    use super::*;
108    use crate::traits::BatchExt;
109    use approx::assert_relative_eq;
110
111    fn c(high: f64, low: f64, ts: i64) -> Candle {
112        Candle::new(low, high, low, low, 1.0, ts).unwrap()
113    }
114
115    /// Drive a leg start=200 (bar 0) -> end=100 (bar 2), confirmed at bar 3, so
116    /// the fan is first reported at bar 3 with `progress = 3 / 2 = 1.5`.
117    fn down_leg() -> Vec<Candle> {
118        vec![
119            c(200.0, 199.0, 0), // bootstrap high @200 (bar 0)
120            c(190.0, 160.0, 1), // confirm high @200, low candidate @160
121            c(150.0, 100.0, 2), // extend low to 100 (bar 2)
122            c(110.0, 105.0, 3), // confirm low @100 -> two pivots
123        ]
124    }
125
126    #[test]
127    fn accessors_and_metadata() {
128        let indicator = FibFan::new();
129        assert_eq!(indicator.name(), "FibFan");
130        assert_eq!(indicator.warmup_period(), 2);
131        assert!(!indicator.is_ready());
132        assert!(!FibFan::default().is_ready());
133    }
134
135    #[test]
136    fn no_output_before_two_pivots() {
137        let mut indicator = FibFan::new();
138        // Only the high confirms here; no end pivot yet.
139        let outputs: Vec<_> = [c(200.0, 199.0, 0), c(190.0, 150.0, 1)]
140            .into_iter()
141            .map(|x| indicator.update(x))
142            .collect();
143        assert!(outputs.iter().all(Option::is_none));
144        assert!(!indicator.is_ready());
145    }
146
147    #[test]
148    fn fan_lines_open_with_elapsed_time() {
149        let mut indicator = FibFan::new();
150        let mut last = None;
151        for candle in down_leg() {
152            last = indicator.update(candle);
153        }
154        let v = last.unwrap();
155        assert!(indicator.is_ready());
156        // progress = (3 - 0) / (2 - 0) = 1.5; line(r) = 200 + r*(-100)*1.5.
157        assert_relative_eq!(v.fan_382, 200.0 - 0.382 * 150.0);
158        assert_relative_eq!(v.fan_500, 125.0);
159        assert_relative_eq!(v.fan_618, 200.0 - 0.618 * 150.0);
160    }
161
162    #[test]
163    fn reset_clears_state() {
164        let mut indicator = FibFan::new();
165        for candle in down_leg() {
166            let _ = indicator.update(candle);
167        }
168        assert!(indicator.is_ready());
169        indicator.reset();
170        assert!(!indicator.is_ready());
171        assert!(indicator.update(c(100.0, 99.5, 0)).is_none());
172    }
173
174    #[test]
175    fn batch_equals_streaming() {
176        let candles = down_leg();
177        let mut a = FibFan::new();
178        let mut b = FibFan::new();
179        assert_eq!(
180            a.batch(&candles),
181            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
182        );
183    }
184}
wickra_core/indicators/fib_fan.rs

wickra_core/indicators/
fib_fan.rs
