moen0
43 lines
1.6 KiB
Python
43 lines
1.6 KiB
Python
def find_order_blocks(candles, structure, min_impulse=0.10, min_ob_size=0.0):
|
|
"""
|
|
Find Order Blocks based on structure breaks.
|
|
|
|
Args:
|
|
candles: list of Candle objects
|
|
structure: list of structure points from detect_structure
|
|
min_impulse: legacy param (unused, kept for compat)
|
|
min_ob_size: minimum OB size in price units (0 = no filter)
|
|
"""
|
|
obs = []
|
|
|
|
for point in structure:
|
|
if point["label"] == "HH":
|
|
idx = point["index"]
|
|
for j in range(idx - 1, max(idx - 20, 0), -1):
|
|
if candles[j].close < candles[j].open:
|
|
size = candles[j].open - candles[j].close
|
|
if size >= min_ob_size:
|
|
obs.append({
|
|
"index": j,
|
|
"type": "bullish",
|
|
"top": candles[j].open,
|
|
"bottom": candles[j].close,
|
|
})
|
|
break
|
|
|
|
elif point["label"] == "LL":
|
|
idx = point["index"]
|
|
for j in range(idx - 1, max(idx - 20, 0), -1):
|
|
if candles[j].close > candles[j].open:
|
|
size = candles[j].close - candles[j].open
|
|
if size >= min_ob_size:
|
|
obs.append({
|
|
"index": j,
|
|
"type": "bearish",
|
|
"top": candles[j].close,
|
|
"bottom": candles[j].open,
|
|
})
|
|
break
|
|
|
|
return obs
|