/**
* Triple Top / Triple Bottom 検出（完成済み＋形成中）
* detect_patterns.ts Section 6 / 6b から抽出
*/
import { generatePatternDiagram } from '../../src/utils/pattern-diagrams.js';
import { clamp01, relDev } from './regression.js';
import { periodScoreDays, finalizeConf } from './helpers.js';
import { MIN_CONFIDENCE } from '../patterns/config.js';
import { pushCand, type DetectContext, type DetectResult } from './types.js';
export function detectTriples(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); };
const patterns: any[] = [];
// 6) Triple Top / Triple Bottom (厳しめの等高/等安＋等間隔に近い)
{
const wantTripleTop = want.size === 0 || want.has('triple_top');
const wantTripleBottom = want.size === 0 || want.has('triple_bottom');
if (wantTripleTop || wantTripleBottom) {
// 直近の同種ピボット3点を走査
const highsOnly = pivots.filter(p => p.kind === 'H');
const lowsOnly = pivots.filter(p => p.kind === 'L');
if (wantTripleTop && highsOnly.length >= 3) {
for (let i = 0; i <= highsOnly.length - 3; i++) {
const a = highsOnly[i], b = highsOnly[i + 1], c = highsOnly[i + 2];
if ((b.idx - a.idx) < minDist || (c.idx - b.idx) < minDist) continue;
const nearAll = near(a.price, b.price) && near(b.price, c.price) && near(a.price, c.price);
if (!nearAll) continue;
const start = candles[a.idx].isoTime;
const end = candles[c.idx].isoTime;
if (start && end) {
// Additional strict checks: valleys equality and neckline slope
const v1cands = allValleys.filter((v: any) => v.idx > a.idx && v.idx < b.idx);
const v2cands = allValleys.filter((v: any) => v.idx > b.idx && v.idx < c.idx);
const v1 = v1cands.length ? v1cands.reduce((m: any, v: any) => v.price < m.price ? v : m) : null;
const v2 = v2cands.length ? v2cands.reduce((m: any, v: any) => v.price < m.price ? v : m) : null;
if (!(v1 && v2)) { pcand({ type: 'triple_top', accepted: false, reason: 'valleys_missing', idxs: [a.idx, b.idx, c.idx] }); continue; }
const valleysNear = Math.abs(v1.price - v2.price) / Math.max(1, Math.max(v1.price, v2.price)) <= tolerancePct;
const necklineSlopeLimit = 0.02;
const necklineSlope = Math.abs(v1.price - v2.price) / Math.max(1, Math.max(v1.price, v2.price));
const necklineValid = necklineSlope <= necklineSlopeLimit;
if (!(valleysNear && necklineValid)) { pcand({ type: 'triple_top', accepted: false, reason: !valleysNear ? 'valleys_not_equal' : 'neckline_slope_excess', idxs: [a.idx, b.idx, c.idx] }); continue; }
const devs = [relDev(a.price, b.price), relDev(b.price, c.price), relDev(a.price, c.price)];
const tolMargin = clamp01(1 - (devs.reduce((s, v) => s + v, 0) / devs.length) / Math.max(1e-12, tolerancePct));
const span = Math.max(a.price, b.price, c.price) - Math.min(a.price, b.price, c.price);
const symmetry = clamp01(1 - span / Math.max(1, Math.max(a.price, b.price, c.price)));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base, 'triple_top');
const nlAvg = ((Number(v1.price) + Number(v2.price)) / 2);
const neckline = [{ x: a.idx, y: nlAvg }, { x: c.idx, y: nlAvg }];
// Build 5-point pivot order for diagram if valleys exist
let diagram: any = undefined;
diagram = generatePatternDiagram(
'triple_top',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...v1, date: (candles[v1.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...v2, date: (candles[v2.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: nlAvg },
{ start, end }
);
if (confidence >= (MIN_CONFIDENCE['triple_top'] ?? 0)) {
push(patterns, { type: 'triple_top', confidence, range: { start, end }, pivots: [a, b, c], ...(neckline ? { neckline } : {}), ...(diagram ? { structureDiagram: diagram } : {}) });
pcand({ type: 'triple_top', accepted: true, idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'peak1', idx: a.idx, price: a.price }, { role: 'peak2', idx: b.idx, price: b.price }, { role: 'peak3', idx: c.idx, price: c.price }] });
} else {
pcand({ type: 'triple_top', accepted: false, reason: 'confidence_below_min', idxs: [a.idx, b.idx, c.idx] });
}
}
}
}
if (wantTripleBottom && lowsOnly.length >= 3) {
for (let i = 0; i <= lowsOnly.length - 3; i++) {
const a = lowsOnly[i], b = lowsOnly[i + 1], c = lowsOnly[i + 2];
if ((b.idx - a.idx) < minDist || (c.idx - b.idx) < minDist) continue;
const nearAll = near(a.price, b.price) && near(b.price, c.price) && near(a.price, c.price);
if (!nearAll) continue;
const start = candles[a.idx].isoTime;
const end = candles[c.idx].isoTime;
if (start && end) {
// Additional strict checks:
// 3 valleys near + spread limit, peaks near and neckline slope limit
const valleyPrices = [a.price, b.price, c.price];
const valleyNearStrict = near(a.price, b.price) && near(b.price, c.price) && near(a.price, c.price);
const valleyMin = Math.min(...valleyPrices);
const valleyMax = Math.max(...valleyPrices);
const maxValleySpread = 0.015;
const valleySpreadValid = (valleyMax - valleyMin) / Math.max(1, valleyMin) <= maxValleySpread;
const p1cands = allPeaks.filter((v: any) => v.idx > a.idx && v.idx < b.idx);
const p2cands = allPeaks.filter((v: any) => v.idx > b.idx && v.idx < c.idx);
const p1 = p1cands.length ? p1cands.reduce((m: any, v: any) => v.price > m.price ? v : m) : null;
const p2 = p2cands.length ? p2cands.reduce((m: any, v: any) => v.price > m.price ? v : m) : null;
if (!(p1 && p2)) { pcand({ type: 'triple_bottom', accepted: false, reason: 'peaks_missing', idxs: [a.idx, b.idx, c.idx] }); continue; }
const peaksNear = Math.abs(p1.price - p2.price) / Math.max(1, Math.max(p1.price, p2.price)) <= tolerancePct;
const necklineSlopeLimit = 0.02;
const necklineSlope = Math.abs(p1.price - p2.price) / Math.max(1, Math.max(p1.price, p2.price));
const necklineValid = necklineSlope <= necklineSlopeLimit;
if (!(valleyNearStrict && valleySpreadValid && peaksNear && necklineValid)) {
pcand({ type: 'triple_bottom', accepted: false, reason: !valleyNearStrict ? 'valleys_not_equal' : (!valleySpreadValid ? 'valley_spread_excess' : (!peaksNear ? 'peaks_not_equal' : 'neckline_slope_excess')), idxs: [a.idx, b.idx, c.idx] });
continue;
}
const devs = [relDev(a.price, b.price), relDev(b.price, c.price), relDev(a.price, c.price)];
const tolMargin = clamp01(1 - (devs.reduce((s, v) => s + v, 0) / devs.length) / Math.max(1e-12, tolerancePct));
const span = Math.max(a.price, b.price, c.price) - Math.min(a.price, b.price, c.price);
const symmetry = clamp01(1 - span / Math.max(1, Math.max(a.price, b.price, c.price)));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base, 'triple_bottom');
const nlAvg = ((Number(p1.price) + Number(p2.price)) / 2);
const neckline = [{ x: a.idx, y: nlAvg }, { x: c.idx, y: nlAvg }];
// Build 5-point pivot order for diagram if peaks exist
let diagram: any = undefined;
diagram = generatePatternDiagram(
'triple_bottom',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...p1, date: (candles[p1.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...p2, date: (candles[p2.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: nlAvg },
{ start, end }
);
if (confidence >= (MIN_CONFIDENCE['triple_bottom'] ?? 0)) {
push(patterns, { type: 'triple_bottom', confidence, range: { start, end }, pivots: [a, b, c], ...(neckline ? { neckline } : {}), ...(diagram ? { structureDiagram: diagram } : {}) });
pcand({ type: 'triple_bottom', accepted: true, idxs: [a.idx, b.idx, c.idx], pts: [{ role: 'valley1', idx: a.idx, price: a.price }, { role: 'valley2', idx: b.idx, price: b.price }, { role: 'valley3', idx: c.idx, price: c.price }] });
} else {
pcand({ type: 'triple_bottom', accepted: false, reason: 'confidence_below_min', idxs: [a.idx, b.idx, c.idx] });
}
}
}
}
// relaxed fallback for triple if none found (multi-stage 1.25, 2.0)
for (const f of [1.25, 2.0]) {
const tolTriple = tolerancePct * f;
const nearTriple = (x: number, y: number) => Math.abs(x - y) / Math.max(1, Math.max(x, y)) <= tolTriple;
if (wantTripleTop && !patterns.some(p => p.type === 'triple_top')) {
const hs = highsOnly;
let placed = false;
for (let i = 0; i <= hs.length - 3 && !placed; i++) {
const a = hs[i], b = hs[i + 1], c = hs[i + 2];
if ((b.idx - a.idx) < minDist || (c.idx - b.idx) < minDist) continue;
if (!(nearTriple(a.price, b.price) && nearTriple(b.price, c.price))) { pcand({ type: 'triple_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: b.idx, price: b.price }, { role: 'peak3', idx: c.idx, price: c.price }] }); continue; }
const start = candles[a.idx].isoTime, end = candles[c.idx].isoTime;
if (!start || !end) continue;
const devs = [relDev(a.price, b.price), relDev(b.price, c.price), relDev(a.price, c.price)];
const tolMargin = clamp01(1 - (devs.reduce((s, v) => s + v, 0) / devs.length) / Math.max(1e-12, tolTriple));
const span = Math.max(a.price, b.price, c.price) - Math.min(a.price, b.price, c.price);
const symmetry = clamp01(1 - span / Math.max(1, Math.max(a.price, b.price, c.price)));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base * 0.95, 'triple_top');
// valleys for neckline & diagram
const v1cands = allValleys.filter((v: any) => v.idx > a.idx && v.idx < b.idx);
const v2cands = allValleys.filter((v: any) => v.idx > b.idx && v.idx < c.idx);
const v1 = v1cands.length ? v1cands.reduce((m: any, v: any) => v.price < m.price ? v : m) : null;
const v2 = v2cands.length ? v2cands.reduce((m: any, v: any) => v.price < m.price ? v : m) : null;
const nlAvg = (v1 && v2) ? ((Number(v1.price) + Number(v2.price)) / 2) : null;
// Additional strictness in relaxed path as well
if (!(v1 && v2)) { pcand({ type: 'triple_top', accepted: false, reason: 'valleys_missing_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
const necklineSlopeLimit = 0.02;
const necklineSlope = Math.abs(v1.price - v2.price) / Math.max(1, Math.max(v1.price, v2.price));
if (necklineSlope > necklineSlopeLimit) { pcand({ type: 'triple_top', accepted: false, reason: 'neckline_slope_excess_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
let diagram: any = undefined;
const neckline = (v1 && v2) ? [{ x: a.idx, y: nlAvg }, { x: c.idx, y: nlAvg }] : undefined as any;
if (v1 && v2) {
diagram = generatePatternDiagram(
'triple_top',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...v1, date: (candles[v1.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...v2, date: (candles[v2.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: nlAvg ?? Number(b.price) },
{ start, end }
);
}
if (confidence >= (MIN_CONFIDENCE['triple_top'] ?? 0)) {
push(patterns, { type: 'triple_top', confidence, range: { start, end }, pivots: [a, b, c], ...(neckline ? { neckline } : {}), ...(diagram ? { structureDiagram: diagram } : {}), _fallback: `relaxed_triple_x${f}` });
} else {
pcand({ type: 'triple_top', accepted: false, reason: 'confidence_below_min_relaxed', idxs: [a.idx, b.idx, c.idx] });
}
placed = true;
}
}
if (wantTripleBottom && !patterns.some(p => p.type === 'triple_bottom')) {
const ls = lowsOnly;
let placed = false;
for (let i = 0; i <= ls.length - 3 && !placed; i++) {
const a = ls[i], b = ls[i + 1], c = ls[i + 2];
if ((b.idx - a.idx) < minDist || (c.idx - b.idx) < minDist) continue;
if (!(nearTriple(a.price, b.price) && nearTriple(b.price, c.price))) { pcand({ type: 'triple_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: b.idx, price: b.price }, { role: 'valley3', idx: c.idx, price: c.price }] }); continue; }
const start = candles[a.idx].isoTime, end = candles[c.idx].isoTime;
if (!start || !end) continue;
const devs = [relDev(a.price, b.price), relDev(b.price, c.price), relDev(a.price, c.price)];
const tolMargin = clamp01(1 - (devs.reduce((s, v) => s + v, 0) / devs.length) / Math.max(1e-12, tolTriple));
const span = Math.max(a.price, b.price, c.price) - Math.min(a.price, b.price, c.price);
const symmetry = clamp01(1 - span / Math.max(1, Math.max(a.price, b.price, c.price)));
const per = periodScoreDays(start, end);
const base = (tolMargin + symmetry + per) / 3;
const confidence = finalizeConf(base * 0.95, 'triple_bottom');
// peaks for neckline & diagram
const p1cands = allPeaks.filter((v: any) => v.idx > a.idx && v.idx < b.idx);
const p2cands = allPeaks.filter((v: any) => v.idx > b.idx && v.idx < c.idx);
const p1 = p1cands.length ? p1cands.reduce((m: any, v: any) => v.price > m.price ? v : m) : null;
const p2 = p2cands.length ? p2cands.reduce((m: any, v: any) => v.price > m.price ? v : m) : null;
const nlAvg = (p1 && p2) ? ((Number(p1.price) + Number(p2.price)) / 2) : null;
if (!(p1 && p2)) { pcand({ type: 'triple_bottom', accepted: false, reason: 'peaks_missing_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
const necklineSlopeLimit = 0.02;
const necklineSlope = Math.abs(p1.price - p2.price) / Math.max(1, Math.max(p1.price, p2.price));
if (necklineSlope > necklineSlopeLimit) { pcand({ type: 'triple_bottom', accepted: false, reason: 'neckline_slope_excess_relaxed', idxs: [a.idx, b.idx, c.idx] }); continue; }
let diagram: any = undefined;
const neckline = (p1 && p2) ? [{ x: a.idx, y: nlAvg }, { x: c.idx, y: nlAvg }] : undefined as any;
if (p1 && p2) {
diagram = generatePatternDiagram(
'triple_bottom',
[
{ ...a, date: (candles[a.idx] as any)?.isoTime },
{ ...p1, date: (candles[p1.idx] as any)?.isoTime },
{ ...b, date: (candles[b.idx] as any)?.isoTime },
{ ...p2, date: (candles[p2.idx] as any)?.isoTime },
{ ...c, date: (candles[c.idx] as any)?.isoTime },
],
{ price: nlAvg ?? Number(b.price) },
{ start, end }
);
}
if (confidence >= (MIN_CONFIDENCE['triple_bottom'] ?? 0)) {
push(patterns, { type: 'triple_bottom', confidence, range: { start, end }, pivots: [a, b, c], ...(neckline ? { neckline } : {}), ...(diagram ? { structureDiagram: diagram } : {}), _fallback: `relaxed_triple_x${f}` });
} else {
pcand({ type: 'triple_bottom', accepted: false, reason: 'confidence_below_min_relaxed', idxs: [a.idx, b.idx, c.idx] });
}
placed = true;
}
}
}
}
}
// 6b) 形成中トリプルトップ/ボトム（統合: 2つの確定ピーク/谷 + 3つ目が形成中）
if (includeForming && (want.size === 0 || want.has('triple_top') || want.has('triple_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;
const tripleTolerancePct = tolerancePct * 1.2; // やや緩めの許容範囲
// 形成中 triple_top: 2つの確定ピーク + 現在価格が同レベルまで上昇中
if ((want.size === 0 || want.has('triple_top')) && allPeaks.length >= 2) {
const confirmedPeaks = allPeaks.filter((p: any) => p.idx < lastIdx - 2);
// 直近2つの等高ピークを探す
for (let i = confirmedPeaks.length - 1; i >= 1; i--) {
const peak2 = confirmedPeaks[i];
const peak1 = confirmedPeaks[i - 1];
// ピーク間の間隔チェック
if (peak2.idx - peak1.idx < minDist) continue;
// 2つのピークが等高か
const peakDiff = Math.abs(peak1.price - peak2.price) / Math.max(1, Math.max(peak1.price, peak2.price));
if (peakDiff > tripleTolerancePct) continue;
// 現在価格がピークレベル付近か
const avgPeakPrice = (peak1.price + peak2.price) / 2;
const currentDiff = Math.abs(currentPrice - avgPeakPrice) / Math.max(1, avgPeakPrice);
if (currentDiff > tripleTolerancePct || currentPrice < avgPeakPrice * 0.95) continue;
// 期間チェック
const formationBars = Math.max(0, lastIdx - peak1.idx);
const patternDays = Math.round(formationBars * daysPerBar);
const minPatternDays = 21;
if (patternDays < minPatternDays || patternDays > maxFormingDays) continue;
// 進捗率
const progress = Math.min(1, currentPrice / avgPeakPrice);
const completion = Math.min(1, 0.66 + progress * 0.34);
const confidence = Math.round((1 - currentDiff / tripleTolerancePct) * 0.8 * 100) / 100;
if (completion >= 0.4 && confidence >= 0.5) {
// ネックライン（谷の平均）
const valleysBetween = allValleys.filter((v: any) => v.idx > peak1.idx && v.idx < lastIdx);
const avgValley = valleysBetween.length
? valleysBetween.reduce((s: number, v: any) => s + v.price, 0) / valleysBetween.length
: Math.min(peak1.price, peak2.price) * 0.95;
const neckline = [{ x: peak1.idx, y: avgValley }, { x: lastIdx, y: avgValley }];
push(patterns, {
type: 'triple_top',
confidence,
range: { start: isoAt(peak1.idx), end: isoAt(lastIdx) },
status: 'forming',
pivots: [
{ idx: peak1.idx, price: peak1.price, kind: 'H' as const },
{ idx: peak2.idx, price: peak2.price, kind: 'H' as const },
],
neckline,
completionPct: Math.round(completion * 100),
_method: 'forming_triple_top',
});
break; // 1件で十分
}
}
}
// 形成中 triple_bottom: 2つの確定谷 + 現在価格が同レベルまで下落後反発中
if ((want.size === 0 || want.has('triple_bottom')) && allValleys.length >= 2) {
const confirmedValleys = allValleys.filter((v: any) => v.idx < lastIdx - 2);
// 直近2つの等安谷を探す
for (let i = confirmedValleys.length - 1; i >= 1; i--) {
const valley2 = confirmedValleys[i];
const valley1 = confirmedValleys[i - 1];
// 谷間の間隔チェック
if (valley2.idx - valley1.idx < minDist) continue;
// 2つの谷が等安か
const valleyDiff = Math.abs(valley1.price - valley2.price) / Math.max(1, Math.max(valley1.price, valley2.price));
if (valleyDiff > tripleTolerancePct) continue;
// 現在価格が谷レベル付近から反発しているか（谷より上で、かつネックラインに向かっている）
const avgValleyPrice = (valley1.price + valley2.price) / 2;
// ネックライン（ピークの平均）
const peaksBetween = allPeaks.filter((p: any) => p.idx > valley1.idx && p.idx < lastIdx);
if (peaksBetween.length === 0) continue;
const avgPeakPrice = peaksBetween.reduce((s: number, p: any) => s + p.price, 0) / peaksBetween.length;
// 現在価格が谷とネックラインの間にあるか
if (currentPrice < avgValleyPrice * 0.98 || currentPrice > avgPeakPrice * 1.02) continue;
// 期間チェック
const formationBars = Math.max(0, lastIdx - valley1.idx);
const patternDays = Math.round(formationBars * daysPerBar);
const minPatternDays = 21;
if (patternDays < minPatternDays || patternDays > maxFormingDays) continue;
// 進捗率（ネックラインへの接近度）
const progress = (currentPrice - avgValleyPrice) / Math.max(1e-12, avgPeakPrice - avgValleyPrice);
const completion = Math.min(1, 0.66 + Math.min(1, progress) * 0.34);
const confidence = Math.round((1 - valleyDiff / tripleTolerancePct) * 0.8 * 100) / 100;
if (completion >= 0.4 && confidence >= 0.5) {
const neckline = [{ x: valley1.idx, y: avgPeakPrice }, { x: lastIdx, y: avgPeakPrice }];
push(patterns, {
type: 'triple_bottom',
confidence,
range: { start: isoAt(valley1.idx), end: isoAt(lastIdx) },
status: 'forming',
pivots: [
{ idx: valley1.idx, price: valley1.price, kind: 'L' as const },
{ idx: valley2.idx, price: valley2.price, kind: 'L' as const },
],
neckline,
completionPct: Math.round(completion * 100),
_method: 'forming_triple_bottom',
});
break; // 1件で十分
}
}
}
}
return { patterns };
}
