wickra_core/indicators/
abcd.rs

1//! AB=CD harmonic pattern.
2
3use crate::indicators::pattern_swing::{approx_equal, ratios_in, SwingTracker, SWING_THRESHOLD};
4use crate::ohlcv::Candle;
5use crate::traits::Indicator;
6
7/// AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C
8/// retracement, and a C→D leg that mirrors A→B in length:
9///
10/// ```text
11/// BC / AB ∈ [0.382, 0.886]   (C retraces AB)
12/// CD / BC ∈ [1.13, 2.618]    (D extends BC)
13/// AB ≈ CD (within 10%)        (the two legs are equal — the defining symmetry)
14/// ```
15///
16/// Read from the last four confirmed pivots `A-B-C-D`. Output is `+1.0`
17/// (bullish, D a swing low), `-1.0` (bearish, D a swing high), or `0.0`; never
18/// `None`. See `crates/wickra-core/src/indicators/abcd.rs`.
19#[derive(Debug, Clone)]
20pub struct Abcd {
21    swing: SwingTracker,
22    has_emitted: bool,
23}
24
25impl Abcd {
26    /// Construct a new AB=CD detector.
27    pub const fn new() -> Self {
28        Self {
29            swing: SwingTracker::new(SWING_THRESHOLD, 4),
30            has_emitted: false,
31        }
32    }
33}
34
35impl Default for Abcd {
36    fn default() -> Self {
37        Self::new()
38    }
39}
40
41impl Indicator for Abcd {
42    type Input = Candle;
43    type Output = f64;
44
45    #[inline]
46    fn update(&mut self, candle: Candle) -> Option<f64> {
47        let advanced = self.swing.update(candle);
48        let pivots = self.swing.pivots();
49        // Too few pivots to form the shape at all: the indicator cannot
50        // judge yet, which is what `None` means.
51        if pivots.len() < 4 {
52            return None;
53        }
54        self.has_emitted = true;
55        // Armed, but this bar did not close a new pivot, so there is
56        // nothing new to match against.
57        if !advanced {
58            return Some(0.0);
59        }
60        let len = pivots.len();
61        let pa = pivots[len - 4];
62        let pb = pivots[len - 3];
63        let pc = pivots[len - 2];
64        let pd = pivots[len - 1];
65        let ab = (pb.price - pa.price).abs();
66        let bc = (pc.price - pb.price).abs();
67        let cd = (pd.price - pc.price).abs();
68        let ratios_ok = ratios_in(&[(bc / ab, 0.382, 0.886), (cd / bc, 1.13, 2.618)]);
69        let legs_equal = approx_equal(ab, cd, 0.10);
70        if ratios_ok && legs_equal {
71            return Some(if pd.direction < 0.0 { 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        5
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        "Abcd"
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 = Abcd::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 = Abcd::new();
114        assert_eq!(indicator.name(), "Abcd");
115        assert_eq!(indicator.warmup_period(), 5);
116        assert!(!indicator.is_ready());
117        assert!(!Abcd::default().is_ready());
118    }
119
120    #[test]
121    fn bullish_abcd_is_plus_one() {
122        // AB = 40 down, BC = 24.7 up (0.618), CD = 40 down → AB = CD.
123        let out = run(&[140.0, 100.0, 124.7, 84.7]);
124        assert_eq!(*out.last().unwrap(), 1.0);
125        assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
126    }
127
128    #[test]
129    fn bearish_abcd_is_minus_one() {
130        let out = run(&[150.0, 100.0, 140.0, 115.3, 155.3]);
131        assert_eq!(*out.last().unwrap(), -1.0);
132    }
133
134    #[test]
135    fn unequal_legs_do_not_trigger() {
136        // CD (82) far longer than AB (40) → not an AB=CD.
137        let out = run(&[150.0, 100.0, 140.0, 118.0, 200.0]);
138        assert_eq!(*out.last().unwrap(), 0.0);
139    }
140
141    #[test]
142    fn reset_clears_state() {
143        let mut indicator = Abcd::new();
144        for c in candles_for_pivots(&[140.0, 100.0, 124.7]) {
145            let _ = indicator.update(c);
146        }
147        indicator.reset();
148        assert!(!indicator.is_ready());
149        let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
150        assert_eq!(indicator.update(c), None);
151    }
152
153    #[test]
154    fn batch_equals_streaming() {
155        let candles = candles_for_pivots(&[140.0, 100.0, 124.7, 84.7]);
156        let mut a = Abcd::new();
157        let mut b = Abcd::new();
158        assert_eq!(
159            a.batch(&candles),
160            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
161        );
162    }
163}
wickra_core/indicators/abcd.rs

wickra_core/indicators/
abcd.rs
