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    #[inline]
49    fn update(&mut self, candle: Candle) -> Option<f64> {
50        let advanced = self.swing.update(candle);
51        let pivots = self.swing.pivots();
52        // Too few pivots to form the shape at all: the indicator cannot
53        // judge yet, which is what `None` means.
54        if pivots.len() < 4 {
55            return None;
56        }
57        self.has_emitted = true;
58        // Armed, but this bar did not close a new pivot, so there is
59        // nothing new to match against.
60        if !advanced {
61            return Some(0.0);
62        }
63        let (high_old, high_new, low_old, low_new) = recent_legs(pivots);
64        let high_slope = high_new - high_old;
65        let low_slope = low_new - low_old;
66
67        // Rising wedge: both lines slope up, lower line steeper (converging) → bearish.
68        if high_slope > 0.0 && low_slope > 0.0 && low_slope > high_slope {
69            return Some(-1.0);
70        }
71        // Falling wedge: both lines slope down, upper line steeper → bullish.
72        if high_slope < 0.0 && low_slope < 0.0 && high_slope < low_slope {
73            return Some(1.0);
74        }
75        Some(0.0)
76    }
77
78    fn reset(&mut self) {
79        self.swing.reset();
80        self.has_emitted = false;
81    }
82
83    #[inline]
84    fn warmup_period(&self) -> usize {
85        // Four confirmed pivots; the earliest confirmation of the fourth is bar 5.
86        5
87    }
88
89    #[inline]
90    fn is_ready(&self) -> bool {
91        self.has_emitted
92    }
93
94    #[inline]
95    fn name(&self) -> &'static str {
96        "Wedge"
97    }
98}
99
100#[cfg(test)]
101mod tests {
102    use super::*;
103    use crate::indicators::pattern_swing::candles_for_pivots;
104    use crate::traits::BatchExt;
105
106    fn run(pivots: &[f64]) -> Vec<f64> {
107        let mut indicator = Wedge::new();
108        candles_for_pivots(pivots)
109            .into_iter()
110            .filter_map(|c| indicator.update(c))
111            .collect()
112    }
113
114    #[test]
115    fn accessors_and_metadata() {
116        let indicator = Wedge::new();
117        assert_eq!(indicator.name(), "Wedge");
118        assert_eq!(indicator.warmup_period(), 5);
119        assert!(!indicator.is_ready());
120        assert!(!Wedge::default().is_ready());
121    }
122
123    #[test]
124    fn rising_wedge_is_minus_one() {
125        // Highs 100 → 103 (+3), lows 90 → 94 (+4, steeper) → rising wedge.
126        let out = run(&[110.0, 90.0, 100.0, 94.0, 103.0]);
127        assert_eq!(*out.last().unwrap(), -1.0);
128    }
129
130    #[test]
131    fn falling_wedge_is_plus_one() {
132        // Highs 120 → 106 (-14, steeper), lows 100 → 99 (-1) → falling wedge.
133        let out = run(&[120.0, 100.0, 106.0, 99.0]);
134        assert_eq!(*out.last().unwrap(), 1.0);
135    }
136
137    #[test]
138    fn diverging_swings_are_not_a_wedge() {
139        // Rising highs but falling lows (broadening) → no wedge.
140        let out = run(&[110.0, 100.0, 130.0, 80.0]);
141        assert_eq!(*out.last().unwrap(), 0.0);
142    }
143
144    #[test]
145    fn reset_clears_state() {
146        let mut indicator = Wedge::new();
147        for c in candles_for_pivots(&[110.0, 90.0, 100.0]) {
148            let _ = indicator.update(c);
149        }
150        indicator.reset();
151        assert!(!indicator.is_ready());
152        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
153        assert_eq!(indicator.update(c), None);
154    }
155
156    #[test]
157    fn batch_equals_streaming() {
158        let candles = candles_for_pivots(&[110.0, 90.0, 100.0, 94.0, 103.0]);
159        let mut a = Wedge::new();
160        let mut b = Wedge::new();
161        assert_eq!(
162            a.batch(&candles),
163            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
164        );
165    }
166}
wickra_core/indicators/wedge.rs

wickra_core/indicators/
wedge.rs
