wickra_core/indicators/
rectangle_range.rs

1//! Rectangle / Range chart pattern.
2
3use crate::indicators::pattern_swing::{
4    approx_equal, recent_legs, SwingTracker, LEVEL_TOLERANCE, SWING_THRESHOLD,
5};
6use crate::ohlcv::Candle;
7use crate::traits::Indicator;
8
9/// Rectangle / Range — price oscillating between a roughly horizontal support
10/// and resistance, a mean-reversion (range-trading) structure.
11///
12/// Built on confirmed swing pivots (`SWING_THRESHOLD` = 5%); recognised when the
13/// last two highs and the last two lows are each flat within `LEVEL_TOLERANCE`
14/// (3%):
15///
16/// ```text
17/// flat highs (resistance) AND flat lows (support):
18///   last pivot a low  → +1  (a bounce off support — buy the range)
19///   last pivot a high → -1  (a rejection at resistance — sell the range)
20/// ```
21///
22/// Unlike the breakout patterns the rectangle is range-bound, so the sign
23/// encodes the actionable mean-reversion direction of the just-confirmed touch.
24/// Output is `+1.0` / `-1.0` / `0.0`; never `None`.
25#[derive(Debug, Clone)]
26pub struct RectangleRange {
27    swing: SwingTracker,
28    has_emitted: bool,
29}
30
31impl RectangleRange {
32    /// Construct a new Rectangle / Range detector.
33    pub const fn new() -> Self {
34        Self {
35            swing: SwingTracker::new(SWING_THRESHOLD, 4),
36            has_emitted: false,
37        }
38    }
39}
40
41impl Default for RectangleRange {
42    fn default() -> Self {
43        Self::new()
44    }
45}
46
47impl Indicator for RectangleRange {
48    type Input = Candle;
49    type Output = f64;
50
51    #[inline]
52    fn update(&mut self, candle: Candle) -> Option<f64> {
53        let advanced = self.swing.update(candle);
54        let pivots = self.swing.pivots();
55        // Too few pivots to form the shape at all: the indicator cannot
56        // judge yet, which is what `None` means.
57        if pivots.len() < 4 {
58            return None;
59        }
60        self.has_emitted = true;
61        // Armed, but this bar did not close a new pivot, so there is
62        // nothing new to match against.
63        if !advanced {
64            return Some(0.0);
65        }
66        let (high_old, high_new, low_old, low_new) = recent_legs(pivots);
67        let flat_highs = approx_equal(high_old, high_new, LEVEL_TOLERANCE);
68        let flat_lows = approx_equal(low_old, low_new, LEVEL_TOLERANCE);
69        if flat_highs && flat_lows {
70            let last_is_high = pivots[pivots.len() - 1].direction > 0.0;
71            return Some(if last_is_high { -1.0 } else { 1.0 });
72        }
73        Some(0.0)
74    }
75
76    fn reset(&mut self) {
77        self.swing.reset();
78        self.has_emitted = false;
79    }
80
81    #[inline]
82    fn warmup_period(&self) -> usize {
83        // Four confirmed pivots; the earliest confirmation of the fourth is bar 5.
84        5
85    }
86
87    #[inline]
88    fn is_ready(&self) -> bool {
89        self.has_emitted
90    }
91
92    #[inline]
93    fn name(&self) -> &'static str {
94        "RectangleRange"
95    }
96}
97
98#[cfg(test)]
99mod tests {
100    use super::*;
101    use crate::indicators::pattern_swing::candles_for_pivots;
102    use crate::traits::BatchExt;
103
104    fn run(pivots: &[f64]) -> Vec<f64> {
105        let mut indicator = RectangleRange::new();
106        candles_for_pivots(pivots)
107            .into_iter()
108            .filter_map(|c| indicator.update(c))
109            .collect()
110    }
111
112    #[test]
113    fn accessors_and_metadata() {
114        let indicator = RectangleRange::new();
115        assert_eq!(indicator.name(), "RectangleRange");
116        assert_eq!(indicator.warmup_period(), 5);
117        assert!(!indicator.is_ready());
118        assert!(!RectangleRange::default().is_ready());
119    }
120
121    #[test]
122    fn range_bounce_off_support_is_plus_one() {
123        // Flat highs (120, 121), flat lows (100, 99); last pivot a low → +1.
124        let out = run(&[120.0, 100.0, 121.0, 99.0]);
125        assert_eq!(*out.last().unwrap(), 1.0);
126    }
127
128    #[test]
129    fn range_rejection_at_resistance_is_minus_one() {
130        // Same range but ending on a high pivot → -1.
131        let out = run(&[130.0, 100.0, 120.0, 99.0, 121.0]);
132        assert_eq!(*out.last().unwrap(), -1.0);
133    }
134
135    #[test]
136    fn trending_highs_are_not_a_rectangle() {
137        // Rising highs break the flat-resistance requirement → no rectangle.
138        let out = run(&[120.0, 100.0, 140.0, 99.0]);
139        assert_eq!(*out.last().unwrap(), 0.0);
140    }
141
142    #[test]
143    fn reset_clears_state() {
144        let mut indicator = RectangleRange::new();
145        for c in candles_for_pivots(&[120.0, 100.0, 121.0]) {
146            let _ = indicator.update(c);
147        }
148        indicator.reset();
149        assert!(!indicator.is_ready());
150        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
151        assert_eq!(indicator.update(c), None);
152    }
153
154    #[test]
155    fn batch_equals_streaming() {
156        let candles = candles_for_pivots(&[120.0, 100.0, 121.0, 99.0]);
157        let mut a = RectangleRange::new();
158        let mut b = RectangleRange::new();
159        assert_eq!(
160            a.batch(&candles),
161            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
162        );
163    }
164}
wickra_core/indicators/rectangle_range.rs

wickra_core/indicators/
rectangle_range.rs
