/**
* Double Top / Double Bottom 検出（完成済み＋形成中）
* detect_patterns.ts Section 2 から抽出
*/
import { generatePatternDiagram } from '../../src/utils/pattern-diagrams.js';
import { clamp01, relDev, marginFromRelDev } from './regression.js';
import { periodScoreDays, finalizeConf, deduplicatePatterns } from './helpers.js';
import { pushCand, type DetectContext, type DetectResult } from './types.js';
export function detectDoubles(ctx: DetectContext): DetectResult {
const { candles, pivots, allPeaks, allValleys, tolerancePct, minDist, want, includeForming, near } = ctx;
const pcand = (arg: Parameters<typeof pushCand>[1]) => pushCand(ctx, arg);
const push = (arr: any[], item: any) => { arr.push(item); };
let patterns: any[] = [];
let foundDoubleTop = false, foundDoubleBottom = false;
if (want.size === 0 || want.has('double_top') || want.has('double_bottom')) {
const minDistDB = 5; // ダブル系: 最低5本の間隔を要求（ノイズ除去）
for (let i = 0; i < pivots.length - 3; i++) {
const a = pivots[i];
const b = pivots[i + 1];
const c = pivots[i + 2];
if (b.idx - a.idx < minDistDB || c.idx - b.idx < minDistDB) continue;
// サイズ下限フィルタ（3%未満は除外）+ 谷深さフィルタ（5%未満は除外）
if (a.kind === 'H' && b.kind === 'L' && c.kind === 'H') {
const patternHeight = Math.abs(a.price - b.price);
const heightPct = patternHeight / Math.max(1, Math.max(a.price, b.price));
if (heightPct < 0.03) { pcand({ type: 'double_top', accepted: false, reason: 'pattern_too_small', idxs: [a.idx, b.idx, c.idx] }); continue; }
// 谷深さ: 山と谷の落差が山の5%以上必要（浅い窪みでの誤検知防止）
const peakAvg = (a.price + c.price) / 2;
const valleyDepthPct = (peakAvg - b.price) / Math.max(1, peakAvg);
if (valleyDepthPct < 0.05) { pcand({ type: 'double_top', accepted: false, reason: 'valley_too_shallow', idxs: [a.idx, b.idx, c.idx] }); continue; }
}
// double top: H-L-H with H~H + ネックライン下抜け（終値ベース1.5%バッファ）必須
if (a.kind === 'H' && b.kind === 'L' && c.kind === 'H' && near(a.price, c.price)) {
const necklinePrice = b.price;
const breakoutBuffer = 0.015;
let breakoutIdx = -1;
// 山2から最大20本以内にネックライン下抜けが必要
const maxBarsFromPeak2 = 20;
for (let k = c.idx + 1; k < Math.min(c.idx + maxBarsFromPeak2 + 1, candles.length); k++) {
const closeK = Number(candles[k]?.close ?? NaN);
if (Number.isFinite(closeK) && closeK < necklinePrice * (1 - breakoutBuffer)) {
breakoutIdx = k;
break;
}
}
if (breakoutIdx >= 0) {
const start = candles[a.idx].isoTime;
const end = candles[breakoutIdx].isoTime; // 完成＝ブレイク時点
if (start && end) {
const neckline = [
{ x: a.idx, y: necklinePrice },
{ x: breakoutIdx, y: necklinePrice }, // ブレイク地点まで延長
];
const tolMargin = marginFromRelDev(relDev(a.price, c.price), tolerancePct);
const symmetry = clamp01(1 - relDev(a.price, c.price));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base, 'double_top');
// 構造図（ダブルトップ）
const diagram = generatePatternDiagram(
'double_top',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: necklinePrice },
{ start, end }
);
push(patterns, { type: 'double_top', confidence, range: { start, end }, pivots: [a, b, c], neckline, breakout: { idx: breakoutIdx, price: Number(candles[breakoutIdx]?.close ?? NaN) }, structureDiagram: diagram });
foundDoubleTop = true;
pcand({
type: 'double_top',
accepted: true,
idxs: [a.idx, b.idx, c.idx, breakoutIdx],
pts: [
{ role: 'peak1', idx: a.idx, price: a.price },
{ role: 'valley', idx: b.idx, price: b.price },
{ role: 'peak2', idx: c.idx, price: c.price },
{ role: 'breakout', idx: breakoutIdx, price: Number(candles[breakoutIdx]?.close ?? NaN) },
]
});
}
} else {
// ネックライン未下抜け → 完成パターンとしては不採用（forming側で扱う）
pcand({ type: 'double_top', accepted: false, reason: 'no_breakout', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'peak1', idx: a.idx, price: a.price }, { role: 'valley', idx: b.idx, price: b.price }, { role: 'peak2', idx: c.idx, price: c.price }] });
}
} else if (a.kind === 'H' && b.kind === 'L' && c.kind === 'H') {
// reject reason for debugging
const diffAbs = Math.abs(a.price - c.price);
const diffPct = diffAbs / Math.max(1, Math.max(a.price, c.price));
if (diffPct > tolerancePct) {
pcand({
type: 'double_top',
accepted: false,
reason: 'peaks_not_equal',
idxs: [a.idx, b.idx, c.idx],
pts: [{ role: 'peak1', idx: a.idx, price: a.price }, { role: 'peak2', idx: c.idx, price: c.price }]
});
}
}
// double bottom: L-H-L with L~L（サイズ下限＋山高さフィルタ）
if (a.kind === 'L' && b.kind === 'H' && c.kind === 'L') {
const patternHeight = Math.abs(a.price - b.price);
const heightPct = patternHeight / Math.max(1, Math.max(a.price, b.price));
if (heightPct < 0.03) { pcand({ type: 'double_bottom', accepted: false, reason: 'pattern_too_small', idxs: [a.idx, b.idx, c.idx] }); continue; }
// 山高さ: 谷と山の落差が谷の5%以上必要（浅い突起での誤検知防止）
const valleyAvg = (a.price + c.price) / 2;
const peakHeightPct = (b.price - valleyAvg) / Math.max(1, valleyAvg);
if (peakHeightPct < 0.05) { pcand({ type: 'double_bottom', accepted: false, reason: 'peak_too_shallow', idxs: [a.idx, b.idx, c.idx] }); continue; }
}
if (a.kind === 'L' && b.kind === 'H' && c.kind === 'L' && near(a.price, c.price)) {
// ネックライン突破（終値ベース＋1.5%バッファ）を c 以降で確認
const necklinePrice = b.price;
const breakoutBuffer = 0.015;
let breakoutIdx = -1;
// 谷2から最大20本以内にネックライン上抜けが必要
const maxBarsFromValley2 = 20;
for (let k = c.idx + 1; k < Math.min(c.idx + maxBarsFromValley2 + 1, candles.length); k++) {
const closeK = Number(candles[k]?.close ?? NaN);
if (Number.isFinite(closeK) && closeK > necklinePrice * (1 + breakoutBuffer)) {
breakoutIdx = k;
break;
}
}
if (breakoutIdx >= 0) {
const start = candles[a.idx].isoTime;
const end = candles[breakoutIdx].isoTime; // 完成＝ブレイク時点
if (start && end) {
// ネックラインはブレイク地点まで延長
const neckline = [
{ x: a.idx, y: necklinePrice },
{ x: breakoutIdx, y: necklinePrice },
];
const tolMargin = marginFromRelDev(relDev(a.price, c.price), tolerancePct);
const symmetry = clamp01(1 - relDev(a.price, c.price));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base, 'double_bottom');
// 構造図（ダブルボトム）
const diagram = generatePatternDiagram(
'double_bottom',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: necklinePrice },
{ start, end }
);
push(patterns, {
type: 'double_bottom',
confidence,
range: { start, end },
pivots: [a, b, c],
neckline,
breakout: { idx: breakoutIdx, price: Number(candles[breakoutIdx]?.close ?? NaN) },
structureDiagram: diagram
});
foundDoubleBottom = true;
pcand({ type: 'double_bottom', accepted: true, idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'peak', idx: b.idx, price: b.price }, { role: 'valley2', idx: c.idx, price: c.price }] });
}
} else {
// ネックライン未突破 → 完成パターンとしては不採用（forming側で扱う）
pcand({ type: 'double_bottom', accepted: false, reason: 'no_breakout', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'peak', idx: b.idx, price: b.price }, { role: 'valley2', idx: c.idx, price: c.price }] });
}
} else if (a.kind === 'L' && b.kind === 'H' && c.kind === 'L') {
const diffAbs = Math.abs(a.price - c.price);
const diffPct = diffAbs / Math.max(1, Math.max(a.price, c.price));
if (diffPct > tolerancePct) {
pcand({
type: 'double_bottom',
accepted: false,
reason: 'valleys_not_equal',
idxs: [a.idx, b.idx, c.idx],
pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'valley2', idx: c.idx, price: c.price }]
});
}
}
}
// relaxed fallback for double top/bottom: single-stage factor 1.3（×2.0 は過剰検知の原因として削除）
for (const f of [1.3]) {
if (!foundDoubleTop && (want.size === 0 || want.has('double_top'))) {
const tolRelax = tolerancePct * f;
const nearRelaxed = (x: number, y: number) => Math.abs(x - y) <= Math.max(x, y) * tolRelax;
for (let i = 0; i < pivots.length - 3; i++) {
const a = pivots[i], b = pivots[i + 1], c = pivots[i + 2];
if (!(a.kind === 'H' && b.kind === 'L' && c.kind === 'H')) continue;
if (b.idx - a.idx < minDistDB || c.idx - b.idx < minDistDB) continue;
// サイズ下限フィルタ（3%未満は除外）+ 谷深さフィルタ
{
const patternHeight = Math.abs(a.price - b.price);
const heightPct = patternHeight / Math.max(1, Math.max(a.price, b.price));
if (heightPct < 0.03) { pcand({ type: 'double_top', accepted: false, reason: 'pattern_too_small', idxs: [a.idx, b.idx, c.idx] }); continue; }
const peakAvg = (a.price + c.price) / 2;
const valleyDepthPct = (peakAvg - b.price) / Math.max(1, peakAvg);
if (valleyDepthPct < 0.05) { pcand({ type: 'double_top', accepted: false, reason: 'valley_too_shallow_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
}
if (!nearRelaxed(a.price, c.price)) { pcand({ type: 'double_top', accepted: false, reason: 'peaks_not_equal_relaxed', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'peak1', idx: a.idx, price: a.price }, { role: 'peak2', idx: c.idx, price: c.price }] }); continue; }
// 緩和判定でもネックライン下抜け必須
const necklinePrice = b.price;
const breakoutBuffer = 0.015;
let breakoutIdx = -1;
// 山2から最大20本以内にネックライン下抜けが必要（緩和）
const maxBarsFromPeak2 = 20;
for (let k = c.idx + 1; k < Math.min(c.idx + maxBarsFromPeak2 + 1, candles.length); k++) {
const closeK = Number(candles[k]?.close ?? NaN);
if (Number.isFinite(closeK) && closeK < necklinePrice * (1 - breakoutBuffer)) {
breakoutIdx = k;
break;
}
}
if (breakoutIdx >= 0) {
const start = candles[a.idx].isoTime, end = candles[breakoutIdx].isoTime;
if (!start || !end) continue;
const neckline = [{ x: a.idx, y: necklinePrice }, { x: breakoutIdx, y: necklinePrice }];
const tolMargin = marginFromRelDev(relDev(a.price, c.price), tolRelax);
const symmetry = clamp01(1 - relDev(a.price, c.price));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base * 0.85, 'double_top'); // 緩和パスは大きめペナルティ
const diagram = generatePatternDiagram(
'double_top',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: necklinePrice },
{ start, end }
);
push(patterns, { type: 'double_top', confidence, range: { start, end }, pivots: [a, b, c], neckline, breakout: { idx: breakoutIdx, price: Number(candles[breakoutIdx]?.close ?? NaN) }, structureDiagram: diagram, _fallback: `relaxed_double_x${f}` });
foundDoubleTop = true;
break;
} else {
pcand({ type: 'double_top', accepted: false, reason: 'no_breakout_relaxed', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'peak1', idx: a.idx, price: a.price }, { role: 'valley', idx: b.idx, price: b.price }, { role: 'peak2', idx: c.idx, price: c.price }] });
}
}
}
if (!foundDoubleBottom && (want.size === 0 || want.has('double_bottom'))) {
const tolRelax = tolerancePct * f;
const nearRelaxed = (x: number, y: number) => Math.abs(x - y) <= Math.max(x, y) * tolRelax;
for (let i = 0; i < pivots.length - 3; i++) {
const a = pivots[i], b = pivots[i + 1], c = pivots[i + 2];
if (!(a.kind === 'L' && b.kind === 'H' && c.kind === 'L')) continue;
if (b.idx - a.idx < minDistDB || c.idx - b.idx < minDistDB) continue;
// サイズ下限フィルタ（3%未満は除外）+ 山高さフィルタ
{
const patternHeight = Math.abs(a.price - b.price);
const heightPct = patternHeight / Math.max(1, Math.max(a.price, b.price));
if (heightPct < 0.03) { pcand({ type: 'double_bottom', accepted: false, reason: 'pattern_too_small', idxs: [a.idx, b.idx, c.idx] }); continue; }
const valleyAvg = (a.price + c.price) / 2;
const peakHeightPct = (b.price - valleyAvg) / Math.max(1, valleyAvg);
if (peakHeightPct < 0.05) { pcand({ type: 'double_bottom', accepted: false, reason: 'peak_too_shallow_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
}
if (!nearRelaxed(a.price, c.price)) { pcand({ type: 'double_bottom', accepted: false, reason: 'valleys_not_equal_relaxed', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'valley2', idx: c.idx, price: c.price }] }); continue; }
// 緩和判定でもネックライン突破必須
const necklinePrice = b.price;
const breakoutBuffer = 0.015;
let breakoutIdx = -1;
// 谷2から最大20本以内にネックライン上抜けが必要（緩和）
const maxBarsFromValley2 = 20;
for (let k = c.idx + 1; k < Math.min(c.idx + maxBarsFromValley2 + 1, candles.length); k++) {
const closeK = Number(candles[k]?.close ?? NaN);
if (Number.isFinite(closeK) && closeK > necklinePrice * (1 + breakoutBuffer)) {
breakoutIdx = k;
break;
}
}
if (breakoutIdx >= 0) {
const start = candles[a.idx].isoTime, end = candles[breakoutIdx].isoTime;
if (!start || !end) continue;
const neckline = [{ x: a.idx, y: necklinePrice }, { x: breakoutIdx, y: necklinePrice }];
const tolMargin = marginFromRelDev(relDev(a.price, c.price), tolRelax);
const symmetry = clamp01(1 - relDev(a.price, c.price));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base * 0.85, 'double_bottom'); // 緩和パスは大きめペナルティ
const diagram = generatePatternDiagram(
'double_bottom',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: necklinePrice },
{ start, end }
);
push(patterns, { type: 'double_bottom', confidence, range: { start, end }, pivots: [a, b, c], neckline, breakout: { idx: breakoutIdx, price: Number(candles[breakoutIdx]?.close ?? NaN) }, structureDiagram: diagram, _fallback: `relaxed_double_x${f}` });
foundDoubleBottom = true;
break;
} else {
pcand({ type: 'double_bottom', accepted: false, reason: 'no_breakout_relaxed', idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'peak', idx: b.idx, price: b.price }, { role: 'valley2', idx: c.idx, price: c.price }] });
}
}
}
}
// --- 重複パターンの排除（patterns/helpers.ts へ抽出済み） ---
patterns = deduplicatePatterns(patterns);
}
// 2b) 形成中ダブルトップ/ボトム
if (includeForming && (want.size === 0 || want.has('double_top') || want.has('double_bottom'))) {
const lastIdx = candles.length - 1;
const currentPrice = Number(candles[lastIdx]?.close ?? NaN);
const isoAt = (i: number) => (candles[i] as any)?.isoTime || '';
const maxFormingDays = 90; // 形成中パターンは3ヶ月以内に制限
const daysPerBar = ctx.type === '1day' ? 1 : ctx.type === '1week' ? 7 : 1;
// 形成中 double_top: 確定ピーク1つ + 確定谷 + 現在価格がピーク付近まで上昇中
if ((want.size === 0 || want.has('double_top')) && allPeaks.length >= 1 && allValleys.length >= 1) {
// 最後の確定ピークと、その後の確定谷を探す
const lastConfirmedPeak = [...allPeaks].reverse().find(p => p.idx < lastIdx - 2);
const valleyAfterPeak = lastConfirmedPeak ? allValleys.find(v => v.idx > lastConfirmedPeak.idx && v.idx < lastIdx - 1) : null;
if (lastConfirmedPeak && valleyAfterPeak && valleyAfterPeak.idx > lastConfirmedPeak.idx) {
const leftPeak = lastConfirmedPeak;
const valley = valleyAfterPeak;
// 現在価格が左ピーク付近（±許容範囲内）まで上昇している
const leftPct = currentPrice / Math.max(1, leftPeak.price);
const rightPeakTolerancePct = 0.05; // 5%許容
if (leftPct >= (1 - rightPeakTolerancePct) && leftPct <= (1 + rightPeakTolerancePct) && currentPrice > valley.price) {
// 進捗率: 谷から左ピークレベルへの回復度
const ratio = (currentPrice - valley.price) / Math.max(1e-12, leftPeak.price - valley.price);
const progress = Math.max(0, Math.min(1, ratio));
const completion = Math.min(1, 0.66 + progress * 0.34);
const minCompletion = 0.4;
if (completion >= minCompletion) {
const formationBars = Math.max(0, lastIdx - leftPeak.idx);
const patternDays = Math.round(formationBars * (ctx.type === '1day' ? 1 : ctx.type === '1week' ? 7 : 1));
const minPatternDays = 14;
if (patternDays >= minPatternDays && patternDays <= maxFormingDays) {
const neckline = [{ x: leftPeak.idx, y: valley.price }, { x: lastIdx, y: valley.price }];
const confBase = Math.min(1, Math.max(0, (1 - Math.abs(leftPct - 1)) * 0.6 + progress * 0.4));
const confidence = Math.round(confBase * 100) / 100;
const start = isoAt(leftPeak.idx);
const end = isoAt(lastIdx);
push(patterns, {
type: 'double_top',
confidence,
range: { start, end },
status: 'forming',
pivots: [
{ idx: leftPeak.idx, price: leftPeak.price, kind: 'H' as const },
{ idx: valley.idx, price: valley.price, kind: 'L' as const },
],
neckline,
completionPct: Math.round(completion * 100),
_method: 'forming_double_top',
});
}
}
}
}
}
// 形成中 double_bottom: 確定谷2つ + 現在価格がネックライン付近まで上昇中
if ((want.size === 0 || want.has('double_bottom')) && allValleys.length >= 2) {
const confirmedValleys = allValleys.filter(v => v.idx < lastIdx - 2);
if (confirmedValleys.length >= 2) {
// 右側の谷を優先（より新しいペアを探索）
for (let j = confirmedValleys.length - 1; j >= 1; j--) {
const rightValley = confirmedValleys[j];
const leftValley = confirmedValleys[j - 1];
if (rightValley.idx - leftValley.idx < 5) continue; // 谷の間隔が短すぎる
// 2つの谷の間に存在する戻り高値（ネックライン候補）を抽出
const peaksBetween = allPeaks.filter(p => p.idx > leftValley.idx && p.idx < rightValley.idx);
if (!peaksBetween.length) continue;
const midPeak = peaksBetween.reduce((best, p) => (p.price > best.price ? p : best), peaksBetween[0]);
// 谷の深さチェック
const leftDepth = (midPeak.price - leftValley.price) / Math.max(1e-12, midPeak.price);
const rightDepth = (midPeak.price - rightValley.price) / Math.max(1e-12, midPeak.price);
const minValleyDepthPct = 0.03;
if (!(leftDepth >= minValleyDepthPct && rightDepth >= minValleyDepthPct)) continue;
// 谷の等高チェック
const valleyDiff = Math.abs(leftValley.price - rightValley.price) / Math.max(1, Math.max(leftValley.price, rightValley.price));
if (valleyDiff > tolerancePct * 1.5) continue;
// 無効化: 現在値が右谷を大きく割り込んでいないこと
const rightValleyInvalidBelowPct = 0.02;
if (currentPrice < rightValley.price * (1 - rightValleyInvalidBelowPct)) continue;
// 完成度: 右谷からネックラインへ向けた戻り具合
const upRatio = (currentPrice - rightValley.price) / Math.max(1e-12, midPeak.price - rightValley.price);
const progress = Math.max(0, Math.min(1, upRatio));
const completion = Math.min(1, 0.66 + 0.34 * progress);
const minCompletion = 0.4;
if (completion < minCompletion) continue;
const formationBars = Math.max(0, lastIdx - leftValley.idx);
const patternDays = Math.round(formationBars * daysPerBar);
const minPatternDays = 14;
if (patternDays < minPatternDays || patternDays > maxFormingDays) continue;
const neckline = [{ x: midPeak.idx, y: midPeak.price }, { x: lastIdx, y: midPeak.price }];
const confidence = Number((Math.min(1, 0.5 + 0.5 * progress)).toFixed(2));
const start = isoAt(leftValley.idx);
const end = isoAt(lastIdx);
push(patterns, {
type: 'double_bottom',
confidence,
range: { start, end },
status: 'forming',
pivots: [
{ idx: leftValley.idx, price: leftValley.price, kind: 'L' as const },
{ idx: midPeak.idx, price: midPeak.price, kind: 'H' as const },
{ idx: rightValley.idx, price: rightValley.price, kind: 'L' as const },
],
neckline,
completionPct: Math.round(completion * 100),
_method: 'forming_double_bottom',
});
// 最新の妥当な1件で十分
break;
}
}
}
}
return { patterns, found: { double_top: foundDoubleTop, double_bottom: foundDoubleBottom } };
}
