wickra_core/indicators/
cypher.rs

1//! Cypher harmonic pattern.
2
3use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
4use crate::ohlcv::Candle;
5use crate::traits::Indicator;
6
7/// Cypher — a 5-point (X-A-B-C-D) harmonic pattern whose C leg is measured
8/// against XA (not AB) and whose D retraces the XC leg by `0.786`:
9///
10/// ```text
11/// AB / XA ∈ [0.382, 0.618]
12/// BC / XA ∈ [1.13, 1.414]  (C extends beyond A, measured on XA)
13/// CD / XC ∈ [0.74, 0.83]   (≈ 0.786 retracement of XC — the D completion)
14/// ```
15///
16/// Output is `+1.0` (bullish, D a swing low), `-1.0` (bearish, D a swing high),
17/// or `0.0`; never `None`. See `crates/wickra-core/src/indicators/cypher.rs`.
18#[derive(Debug, Clone)]
19pub struct Cypher {
20    swing: SwingTracker,
21    has_emitted: bool,
22}
23
24impl Cypher {
25    /// Construct a new Cypher detector.
26    pub const fn new() -> Self {
27        Self {
28            swing: SwingTracker::new(SWING_THRESHOLD, 5),
29            has_emitted: false,
30        }
31    }
32}
33
34impl Default for Cypher {
35    fn default() -> Self {
36        Self::new()
37    }
38}
39
40impl Indicator for Cypher {
41    type Input = Candle;
42    type Output = f64;
43
44    #[inline]
45    fn update(&mut self, candle: Candle) -> Option<f64> {
46        let advanced = self.swing.update(candle);
47        let pivots = self.swing.pivots();
48        // Too few pivots to form the shape at all: the indicator cannot
49        // judge yet, which is what `None` means.
50        if pivots.len() < 5 {
51            return None;
52        }
53        self.has_emitted = true;
54        // Armed, but this bar did not close a new pivot, so there is
55        // nothing new to match against.
56        if !advanced {
57            return Some(0.0);
58        }
59        let p = xabcd(pivots);
60        let xa = (p.a - p.x).abs();
61        let ab = (p.b - p.a).abs();
62        let bc = (p.c - p.b).abs();
63        let xc = (p.c - p.x).abs();
64        let cd = (p.d - p.c).abs();
65        let matched = ratios_in(&[
66            (ab / xa, 0.382, 0.618),
67            (bc / xa, 1.13, 1.414),
68            (cd / xc, 0.74, 0.83),
69        ]);
70        if matched {
71            return Some(if p.bullish { 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        6
84    }
85
86    #[inline]
87    fn is_ready(&self) -> bool {
88        self.has_emitted
89    }
90
91    #[inline]
92    fn name(&self) -> &'static str {
93        "Cypher"
94    }
95}
96
97#[cfg(test)]
98mod tests {
99    use super::*;
100    use crate::indicators::pattern_swing::candles_for_pivots;
101    use crate::traits::BatchExt;
102
103    fn run(pivots: &[f64]) -> Vec<f64> {
104        let mut indicator = Cypher::new();
105        candles_for_pivots(pivots)
106            .into_iter()
107            .filter_map(|c| indicator.update(c))
108            .collect()
109    }
110
111    #[test]
112    fn accessors_and_metadata() {
113        let indicator = Cypher::new();
114        assert_eq!(indicator.name(), "Cypher");
115        assert_eq!(indicator.warmup_period(), 6);
116        assert!(!indicator.is_ready());
117        assert!(!Cypher::default().is_ready());
118    }
119
120    #[test]
121    fn bullish_cypher_is_plus_one() {
122        let out = run(&[150.0, 100.0, 140.0, 120.0, 168.0, 114.55]);
123        assert_eq!(*out.last().unwrap(), 1.0);
124        assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
125    }
126
127    #[test]
128    fn bearish_cypher_is_minus_one() {
129        let out = run(&[150.0, 110.0, 130.0, 82.0, 135.45]);
130        assert_eq!(*out.last().unwrap(), -1.0);
131    }
132
133    #[test]
134    fn out_of_ratio_does_not_trigger() {
135        let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
136        assert_eq!(*out.last().unwrap(), 0.0);
137    }
138
139    #[test]
140    fn reset_clears_state() {
141        let mut indicator = Cypher::new();
142        for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
143            let _ = indicator.update(c);
144        }
145        indicator.reset();
146        assert!(!indicator.is_ready());
147        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
148        assert_eq!(indicator.update(c), None);
149    }
150
151    #[test]
152    fn batch_equals_streaming() {
153        let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 120.0, 168.0, 114.55]);
154        let mut a = Cypher::new();
155        let mut b = Cypher::new();
156        assert_eq!(
157            a.batch(&candles),
158            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
159        );
160    }
161}
wickra_core/indicators/cypher.rs

wickra_core/indicators/
cypher.rs
