feat: init the repo

2026-03-23 23:34:28 +05:30
commit 7a5a220dfe
344 changed files with 75728 additions and 0 deletions
@@ -0,0 +1,207 @@
+"""Unit tests for ferro_ta.indicators.pattern (CDL* functions)"""
+import numpy as np
+import pytest
+from ferro_ta.indicators.pattern import (
+    CDL2CROWS, CDL3BLACKCROWS, CDL3INSIDE, CDL3LINESTRIKE, CDL3OUTSIDE,
+    CDL3STARSINSOUTH, CDL3WHITESOLDIERS, CDLABANDONEDBABY, CDLADVANCEBLOCK,
+    CDLBELTHOLD, CDLBREAKAWAY, CDLCLOSINGMARUBOZU, CDLCONCEALBABYSWALL,
+    CDLCOUNTERATTACK, CDLDARKCLOUDCOVER, CDLDOJI, CDLDOJISTAR, CDLDRAGONFLYDOJI,
+    CDLENGULFING, CDLEVENINGDOJISTAR, CDLEVENINGSTAR, CDLGAPSIDESIDEWHITE,
+    CDLGRAVESTONEDOJI, CDLHAMMER, CDLHANGINGMAN, CDLHARAMI, CDLHARAMICROSS,
+    CDLHIGHWAVE, CDLHIKKAKE, CDLHIKKAKEMOD, CDLHOMINGPIGEON, CDLIDENTICAL3CROWS,
+    CDLINNECK, CDLINVERTEDHAMMER, CDLKICKING, CDLKICKINGBYLENGTH, CDLLADDERBOTTOM,
+    CDLLONGLEGGEDDOJI, CDLLONGLINE, CDLMARUBOZU, CDLMATCHINGLOW, CDLMATHOLD,
+    CDLMORNINGDOJISTAR, CDLMORNINGSTAR, CDLONNECK, CDLPIERCING, CDLRICKSHAWMAN,
+    CDLRISEFALL3METHODS, CDLSEPARATINGLINES, CDLSHOOTINGSTAR, CDLSHORTLINE,
+    CDLSPINNINGTOP, CDLSTALLEDPATTERN, CDLSTICKSANDWICH, CDLTAKURI, CDLTASUKIGAP,
+    CDLTHRUSTING, CDLTRISTAR, CDLUNIQUE3RIVER, CDLUPSIDEGAP2CROWS, CDLXSIDEGAP3METHODS,
+)
+
+# ---------------------------------------------------------------------------
+# Shared random OHLCV data (realistic OHLCV, proper H >= O,C >= L)
+# ---------------------------------------------------------------------------
+
+RNG = np.random.default_rng(42)
+N = 200
+_C = 100 + np.cumsum(RNG.normal(0, 0.5, N))
+_O = _C + RNG.normal(0, 0.2, N)
+_H = np.maximum(np.maximum(_O, _C) + np.abs(RNG.normal(0, 0.3, N)), np.maximum(_O, _C))
+_L = np.minimum(np.minimum(_O, _C) - np.abs(RNG.normal(0, 0.3, N)), np.minimum(_O, _C))
+
+# All CDL* functions to test systematically
+ALL_CDL = [
+    ("CDL2CROWS", CDL2CROWS),
+    ("CDL3BLACKCROWS", CDL3BLACKCROWS),
+    ("CDL3INSIDE", CDL3INSIDE),
+    ("CDL3LINESTRIKE", CDL3LINESTRIKE),
+    ("CDL3OUTSIDE", CDL3OUTSIDE),
+    ("CDL3STARSINSOUTH", CDL3STARSINSOUTH),
+    ("CDL3WHITESOLDIERS", CDL3WHITESOLDIERS),
+    ("CDLABANDONEDBABY", CDLABANDONEDBABY),
+    ("CDLADVANCEBLOCK", CDLADVANCEBLOCK),
+    ("CDLBELTHOLD", CDLBELTHOLD),
+    ("CDLBREAKAWAY", CDLBREAKAWAY),
+    ("CDLCLOSINGMARUBOZU", CDLCLOSINGMARUBOZU),
+    ("CDLCONCEALBABYSWALL", CDLCONCEALBABYSWALL),
+    ("CDLCOUNTERATTACK", CDLCOUNTERATTACK),
+    ("CDLDARKCLOUDCOVER", CDLDARKCLOUDCOVER),
+    ("CDLDOJI", CDLDOJI),
+    ("CDLDOJISTAR", CDLDOJISTAR),
+    ("CDLDRAGONFLYDOJI", CDLDRAGONFLYDOJI),
+    ("CDLENGULFING", CDLENGULFING),
+    ("CDLEVENINGDOJISTAR", CDLEVENINGDOJISTAR),
+    ("CDLEVENINGSTAR", CDLEVENINGSTAR),
+    ("CDLGAPSIDESIDEWHITE", CDLGAPSIDESIDEWHITE),
+    ("CDLGRAVESTONEDOJI", CDLGRAVESTONEDOJI),
+    ("CDLHAMMER", CDLHAMMER),
+    ("CDLHANGINGMAN", CDLHANGINGMAN),
+    ("CDLHARAMI", CDLHARAMI),
+    ("CDLHARAMICROSS", CDLHARAMICROSS),
+    ("CDLHIGHWAVE", CDLHIGHWAVE),
+    ("CDLHIKKAKE", CDLHIKKAKE),
+    ("CDLHIKKAKEMOD", CDLHIKKAKEMOD),
+    ("CDLHOMINGPIGEON", CDLHOMINGPIGEON),
+    ("CDLIDENTICAL3CROWS", CDLIDENTICAL3CROWS),
+    ("CDLINNECK", CDLINNECK),
+    ("CDLINVERTEDHAMMER", CDLINVERTEDHAMMER),
+    ("CDLKICKING", CDLKICKING),
+    ("CDLKICKINGBYLENGTH", CDLKICKINGBYLENGTH),
+    ("CDLLADDERBOTTOM", CDLLADDERBOTTOM),
+    ("CDLLONGLEGGEDDOJI", CDLLONGLEGGEDDOJI),
+    ("CDLLONGLINE", CDLLONGLINE),
+    ("CDLMARUBOZU", CDLMARUBOZU),
+    ("CDLMATCHINGLOW", CDLMATCHINGLOW),
+    ("CDLMATHOLD", CDLMATHOLD),
+    ("CDLMORNINGDOJISTAR", CDLMORNINGDOJISTAR),
+    ("CDLMORNINGSTAR", CDLMORNINGSTAR),
+    ("CDLONNECK", CDLONNECK),
+    ("CDLPIERCING", CDLPIERCING),
+    ("CDLRICKSHAWMAN", CDLRICKSHAWMAN),
+    ("CDLRISEFALL3METHODS", CDLRISEFALL3METHODS),
+    ("CDLSEPARATINGLINES", CDLSEPARATINGLINES),
+    ("CDLSHOOTINGSTAR", CDLSHOOTINGSTAR),
+    ("CDLSHORTLINE", CDLSHORTLINE),
+    ("CDLSPINNINGTOP", CDLSPINNINGTOP),
+    ("CDLSTALLEDPATTERN", CDLSTALLEDPATTERN),
+    ("CDLSTICKSANDWICH", CDLSTICKSANDWICH),
+    ("CDLTAKURI", CDLTAKURI),
+    ("CDLTASUKIGAP", CDLTASUKIGAP),
+    ("CDLTHRUSTING", CDLTHRUSTING),
+    ("CDLTRISTAR", CDLTRISTAR),
+    ("CDLUNIQUE3RIVER", CDLUNIQUE3RIVER),
+    ("CDLUPSIDEGAP2CROWS", CDLUPSIDEGAP2CROWS),
+    ("CDLXSIDEGAP3METHODS", CDLXSIDEGAP3METHODS),
+]
+
+
+# ---------------------------------------------------------------------------
+# Parametrised tests: all CDL patterns
+# ---------------------------------------------------------------------------
+
+@pytest.mark.parametrize("name,fn", ALL_CDL)
+def test_cdl_output_length(name, fn):
+    result = fn(_O, _H, _L, _C)
+    assert len(result) == N, f"{name}: expected length {N}, got {len(result)}"
+
+
+@pytest.mark.parametrize("name,fn", ALL_CDL)
+def test_cdl_values_in_valid_set(name, fn):
+    result = fn(_O, _H, _L, _C)
+    assert np.all(np.isin(result, [-100, 0, 100])), \
+        f"{name}: unexpected values {np.unique(result)}"
+
+
+@pytest.mark.parametrize("name,fn", ALL_CDL)
+def test_cdl_no_nan(name, fn):
+    result = fn(_O, _H, _L, _C)
+    assert np.all(np.isfinite(result.astype(float))), f"{name}: contains NaN/Inf"
+
+
+# ---------------------------------------------------------------------------
+# Specific tests for previously untested patterns
+# ---------------------------------------------------------------------------
+
+class TestCDLSPINNINGTOP:
+    def test_detects_pattern(self):
+        # Spinning top: small body, long upper and lower shadows
+        # open ≈ close (small body), high much higher, low much lower
+        o = np.array([10.0, 10.1, 10.0])
+        h = np.array([15.0, 15.1, 15.0])
+        l = np.array([5.0, 5.1, 5.0])
+        c = np.array([10.0, 10.0, 10.05])
+        result = CDLSPINNINGTOP(o, h, l, c)
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+    def test_output_values_random(self):
+        result = CDLSPINNINGTOP(_O, _H, _L, _C)
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+
+class TestCDLEVENINGSTAR:
+    def test_basic_run(self):
+        result = CDLEVENINGSTAR(_O, _H, _L, _C)
+        assert len(result) == N
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+    def test_large_dataset_has_valid_output(self):
+        # On 200 bars of random data, result should be all in {-100,0,100}
+        result = CDLEVENINGSTAR(_O, _H, _L, _C)
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+
+class TestCDLMORNINGSTAR:
+    def test_basic_run(self):
+        result = CDLMORNINGSTAR(_O, _H, _L, _C)
+        assert len(result) == N
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+    def test_bullish_signal_is_100(self):
+        # Any detected signal must be 100 (bullish)
+        result = CDLMORNINGSTAR(_O, _H, _L, _C)
+        assert np.all(result[result != 0] == 100)
+
+
+class TestCDL2CROWS:
+    def test_basic_run(self):
+        result = CDL2CROWS(_O, _H, _L, _C)
+        assert len(result) == N
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+    def test_bearish_signal_is_minus_100(self):
+        # Any detected signal must be -100 (bearish)
+        result = CDL2CROWS(_O, _H, _L, _C)
+        assert np.all(result[result != 0] == -100)
+
+
+class TestCDLDOJI:
+    def test_detects_doji(self):
+        # Exact doji: open == close
+        o = np.array([10.0, 10.0, 10.0])
+        h = np.array([12.0, 12.0, 12.0])
+        l = np.array([8.0, 8.0, 8.0])
+        c = np.array([10.0, 10.0, 10.0])
+        result = CDLDOJI(o, h, l, c)
+        assert np.all(result == 100)
+
+    def test_non_doji_returns_zero(self):
+        o = np.array([10.0, 11.0, 12.0])
+        h = np.array([15.0, 16.0, 17.0])
+        l = np.array([9.0, 10.0, 11.0])
+        c = np.array([14.0, 15.0, 16.0])  # large body, not doji
+        result = CDLDOJI(o, h, l, c)
+        assert np.all(result == 0)
+
+
+class TestCDLMARUBOZU:
+    def test_detects_bullish_marubozu(self):
+        # Bullish marubozu: open == low, close == high, close > open
+        o = np.array([10.0, 10.0])
+        h = np.array([15.0, 15.0])
+        l = np.array([10.0, 10.0])
+        c = np.array([15.0, 15.0])
+        result = CDLMARUBOZU(o, h, l, c)
+        assert np.all(np.isin(result, [-100, 0, 100]))
+
+    def test_length(self):
+        result = CDLMARUBOZU(_O, _H, _L, _C)
+        assert len(result) == N