/**
* Pennant & Flag detection — extracted from detect_patterns.ts (sections 5 & 5a).
*/
import { clamp01 } from './regression.js';
import { periodScoreDays, finalizeConf, globalDedup } from './helpers.js';
import { getConvergenceFactorForTf } from '../patterns/config.js';
import type { DetectContext, DetectResult } from './types.js';
const push = (arr: any[], item: any) => { arr.push(item); };
export function detectPennantsFlags(ctx: DetectContext): DetectResult {
const { candles, want, tolerancePct, includeForming, pct } = ctx;
const type = ctx.type;
let patterns: any[] = [];
// 5) Pennant & Flag (continuation after pole)
{
const wantPennant = want.size === 0 || want.has('pennant');
const wantFlag = want.size === 0 || want.has('flag');
const W = Math.min(20, candles.length);
const closes = candles.map(c => c.close);
const highsArr = candles.map(c => c.high);
const lowsArr = candles.map(c => c.low);
const M = Math.min(12, Math.max(6, Math.floor(W * 0.6))); // 旗竿計測をやや長めに
const idxEnd = candles.length - 1;
const idxStart = Math.max(0, idxEnd - M);
const poleChange = pct(closes[idxStart], closes[idxEnd]);
// 時間軸に応じた旗竿しきい値（C）
const poleThreshold = (tf: string): number => {
const t = String(tf);
if (t === '1hour' || t === '4hour') return 0.05; // 5%
if (t === '1day') return 0.08; // 8%
return 0.06; // others
};
const minPole = poleThreshold(type);
const poleUp = poleChange >= minPole;
const poleDown = poleChange <= -minPole;
const havePole = poleUp || poleDown;
// Consolidation window after pole start
const C = Math.min(14, W);
const winStart = Math.max(0, candles.length - C);
const hwin = highsArr.slice(winStart);
const lwin = lowsArr.slice(winStart);
const firstH = hwin[0];
const lastH = hwin[hwin.length - 1];
const firstL = lwin[0];
const lastL = lwin[lwin.length - 1];
const dH = pct(firstH, lastH);
const dL = pct(firstL, lastL);
const spreadStart = firstH - firstL;
const spreadEnd = lastH - lastL;
// 収束条件を時間軸で緩和（B）
const convF = getConvergenceFactorForTf(type);
const converging = spreadEnd < spreadStart * (1 - tolerancePct * convF);
if (havePole) {
const start = candles[winStart].isoTime;
const end = candles[idxEnd].isoTime;
if (start && end) {
// Pennant: converging (symmetrical) consolidation after strong pole
if (wantPennant && ((dH <= 0 && dL >= 0) || (dH < 0 && dL > 0)) && converging) {
const qPole = clamp01((Math.abs(poleChange) - minPole) / Math.max(1e-12, (minPole * 2)));
const qConv = clamp01((spreadStart - spreadEnd) / Math.max(1e-12, spreadStart * 0.8));
const per = periodScoreDays(start, end);
const base = (qPole + qConv + per) / 3;
const confidence = finalizeConf(base, 'pennant');
push(patterns, { type: 'pennant', confidence, range: { start, end } });
}
// Flag: parallel/slight slope against pole direction
if (wantFlag) {
const slopeAgainstUp = poleUp && dH < 0 && dL < 0; // both down
const slopeAgainstDown = poleDown && dH > 0 && dL > 0; // both up
const smallRange = spreadEnd <= spreadStart * 1.02; // 並行チャネルの厳格化
if ((slopeAgainstUp || slopeAgainstDown) && smallRange) {
const qPole = clamp01((Math.abs(poleChange) - minPole) / Math.max(1e-12, (minPole * 2)));
const qRange = clamp01(1 - (spreadEnd - spreadStart) / Math.max(1e-12, spreadStart * 0.2));
const per = periodScoreDays(start, end);
const base = (qPole + qRange + per) / 3;
const confidence = finalizeConf(base, 'flag');
push(patterns, { type: 'flag', confidence, range: { start, end } });
}
}
}
}
}
// 5a) 形成中ペナント/フラッグ（統合: 旗竿後の保ち合い形成中）
if (includeForming && (want.size === 0 || want.has('pennant') || want.has('flag'))) {
const lastIdx = candles.length - 1;
const isoAt = (i: number) => (candles[i] as any)?.isoTime || '';
const maxFormingDays = 30; // ペナント/フラッグは短期パターン
const daysPerBar = type === '1day' ? 1 : type === '1week' ? 7 : 1;
const closes = candles.map(c => c.close);
const highsArr = candles.map(c => c.high);
const lowsArr = candles.map(c => c.low);
// 旗竿検出（直近20本）
const poleWindow = Math.min(20, candles.length);
const poleStart = Math.max(0, lastIdx - poleWindow);
// 各ウィンドウで旗竿を探す
for (let poleLen = 5; poleLen <= Math.min(12, poleWindow); poleLen++) {
const poleEndIdx = lastIdx - Math.floor(poleLen * 0.3); // 旗竿の終点
if (poleEndIdx < poleLen) continue;
const poleStartIdx = poleEndIdx - poleLen;
const poleChange = (closes[poleEndIdx] - closes[poleStartIdx]) / Math.max(1e-12, closes[poleStartIdx]);
const minPoleChange = type === '1day' ? 0.06 : 0.04; // 6%/4%
const poleUp = poleChange >= minPoleChange;
const poleDown = poleChange <= -minPoleChange;
if (!poleUp && !poleDown) continue;
// 保ち合い部分（旗竿後）
const consolidationStart = poleEndIdx + 1;
if (consolidationStart >= lastIdx - 2) continue;
const consHighs = highsArr.slice(consolidationStart, lastIdx + 1);
const consLows = lowsArr.slice(consolidationStart, lastIdx + 1);
if (consHighs.length < 3) continue;
const firstH = consHighs[0], lastH = consHighs[consHighs.length - 1];
const firstL = consLows[0], lastL = consLows[consLows.length - 1];
const spreadStart = firstH - firstL;
const spreadEnd = lastH - lastL;
// 期間チェック
const formationBars = Math.max(0, lastIdx - poleStartIdx);
const patternDays = Math.round(formationBars * daysPerBar);
if (patternDays > maxFormingDays) continue;
const dH = (lastH - firstH) / Math.max(1e-12, firstH);
const dL = (lastL - firstL) / Math.max(1e-12, firstL);
// ペナント: 収束（高値下落＆安値上昇）
const isPennant = spreadEnd < spreadStart * 0.85 && dH < 0 && dL > 0;
// フラッグ: 並行で旗竿と逆方向
const isFlag = Math.abs(spreadEnd - spreadStart) / Math.max(1e-12, spreadStart) < 0.15 &&
((poleUp && dH < 0 && dL < 0) || (poleDown && dH > 0 && dL > 0));
if ((want.size === 0 || want.has('pennant')) && isPennant) {
const qPole = Math.min(1, Math.abs(poleChange) / (minPoleChange * 2));
const qConv = Math.min(1, (spreadStart - spreadEnd) / Math.max(1e-12, spreadStart * 0.5));
const confidence = Math.round((0.5 + qPole * 0.25 + qConv * 0.25) * 100) / 100;
push(patterns, {
type: 'pennant',
confidence,
range: { start: isoAt(poleStartIdx), end: isoAt(lastIdx) },
status: 'forming',
completionPct: Math.round((1 - spreadEnd / Math.max(1e-12, spreadStart)) * 100),
_method: 'forming_pennant',
});
break; // 1件で十分
}
if ((want.size === 0 || want.has('flag')) && isFlag) {
const qPole = Math.min(1, Math.abs(poleChange) / (minPoleChange * 2));
const qParallel = Math.min(1, 1 - Math.abs(spreadEnd - spreadStart) / Math.max(1e-12, spreadStart * 0.2));
const confidence = Math.round((0.5 + qPole * 0.25 + qParallel * 0.25) * 100) / 100;
push(patterns, {
type: 'flag',
confidence,
range: { start: isoAt(poleStartIdx), end: isoAt(lastIdx) },
status: 'forming',
completionPct: 70, // フラッグは完成度の概念が曖昧
_method: 'forming_flag',
});
break; // 1件で十分
}
}
}
// 5b) Global deduplication across types（patterns/helpers.ts へ抽出済み）
patterns = globalDedup(patterns);
return { patterns };
}
