feat: TA-Lib candlestick patterns — abandoned/advance/belt/break/counter (part 2 of 9) (#132)

* feat: add Abandoned Baby candlestick pattern (CDLABANDONEDBABY)

* feat: add Advance Block candlestick pattern (CDLADVANCEBLOCK)

* feat: add Belt Hold candlestick pattern (CDLBELTHOLD)

* feat: add Breakaway and Counterattack candlestick patterns (CDLBREAKAWAY, CDLCOUNTERATTACK)

Breakaway is a 5-bar reversal: a trend gaps away on the second bar, drifts
two more bars, then the fifth bar snaps back and closes inside the bar1/bar2
body gap (bullish +1, bearish -1). Counterattack is a 2-bar reversal where an
opposite-coloured long second bar closes level with the first (the counterattack
line; bullish +1, bearish -1).

Also suppress libtest's spanless `large_stack_arrays` false positive in
wickra-core test builds: the `#[test]` harness collects every test into a
compiler-generated array of references that crosses clippy's 16 KB threshold
once the suite passes ~2048 unit tests. The allow is scoped to `cfg(test)`, so
library code is still linted for genuinely large stack arrays.

* chore: sync indicator count to 254

---------

Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
This commit is contained in:
kingchenc
2026-06-02 16:34:15 +02:00
committed by GitHub
parent 73415cd2dc
commit 03ceac1f3b
19 changed files with 1343 additions and 41 deletions
+9
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@@ -28,6 +28,15 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- **Three Stars in the South** — a rare three-bar bullish reversal
(`CDL3STARSINSOUTH`): three shrinking red candles each carving a higher low
and contracting toward a tiny black marubozu as selling exhausts.
- **Abandoned Baby** — a strong three-bar reversal (`CDLABANDONEDBABY`): a doji
isolated by price gaps on both sides; bullish `+1` after a decline, bearish
`1` after an advance.
- **Advance Block** — a three-bar bearish warning (`CDLADVANCEBLOCK`): three
green candles to higher closes whose bodies shrink as their upper shadows
lengthen, signalling the advance is stalling.
- **Belt-hold** — a single-bar reversal that opens at one extreme of its range and runs the other way; bullish +1, bearish -1 (`CDLBELTHOLD`).
- **Breakaway** — a 5-bar reversal that gaps with the trend, drifts two more bars, then snaps back into the bar1/bar2 body gap; bullish +1, bearish -1 (`CDLBREAKAWAY`).
- **Counterattack** — a 2-bar reversal where an opposite-coloured second bar closes level with the first (the counterattack line); bullish +1, bearish -1 (`CDLCOUNTERATTACK`).
- **Derivatives family — funding & open interest (part 1).** A new family of
indicators that consume a perpetual / futures tick (`DerivativesTick`,
bundling funding rate, mark / index / futures price, open interest,
+5 -5
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@@ -1,5 +1,5 @@
<p align="center">
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=249" alt="Wickra — streaming-first technical indicators" width="100%"></a>
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=254" alt="Wickra — streaming-first technical indicators" width="100%"></a>
</p>
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
[Node](https://docs.wickra.org/Quickstart-Node),
[WASM](https://docs.wickra.org/Quickstart-WASM).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 249 indicators; start at the
every one of the 254 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview).
- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
## Indicators
249 streaming-first indicators across eighteen families. Every one passes the
254 streaming-first indicators across eighteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset
semantics tests. Each has a per-indicator deep dive (formula, parameters,
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -155,7 +155,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
| DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South |
| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South, Abandoned Baby, Advance Block, Belt-hold, Breakaway, Counterattack |
| Microstructure | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
| Derivatives | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
@@ -238,7 +238,7 @@ A Python live-trading example using the public `websockets` package lives at
```
wickra/
├── crates/
│ ├── wickra-core/ core engine + all 249 indicators
│ ├── wickra-core/ core engine + all 254 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/
@@ -240,6 +240,11 @@ const candleScalar = {
IdenticalThreeCrows: { make: () => new wickra.IdenticalThreeCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeLineStrike: { make: () => new wickra.ThreeLineStrike(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeStarsInSouth: { make: () => new wickra.ThreeStarsInSouth(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
AbandonedBaby: { make: () => new wickra.AbandonedBaby(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
AdvanceBlock: { make: () => new wickra.AdvanceBlock(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
BeltHold: { make: () => new wickra.BeltHold(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
Breakaway: { make: () => new wickra.Breakaway(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
Counterattack: { make: () => new wickra.Counterattack(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
};
for (const [name, d] of Object.entries(candleScalar)) {
+45
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@@ -2255,6 +2255,51 @@ export declare class ThreeStarsInSouth {
isReady(): boolean
warmupPeriod(): number
}
export type AbandonedBabyNode = AbandonedBaby
export declare class AbandonedBaby {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type AdvanceBlockNode = AdvanceBlock
export declare class AdvanceBlock {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type BeltHoldNode = BeltHold
export declare class BeltHold {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type BreakawayNode = Breakaway
export declare class Breakaway {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type CounterattackNode = Counterattack
export declare class Counterattack {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
export declare class OrderBookImbalanceTop1 {
constructor()
+6 -1
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@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
module.exports.version = version
module.exports.SMA = SMA
@@ -520,6 +520,11 @@ module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
module.exports.IdenticalThreeCrows = IdenticalThreeCrows
module.exports.ThreeLineStrike = ThreeLineStrike
module.exports.ThreeStarsInSouth = ThreeStarsInSouth
module.exports.AbandonedBaby = AbandonedBaby
module.exports.AdvanceBlock = AdvanceBlock
module.exports.BeltHold = BeltHold
module.exports.Breakaway = Breakaway
module.exports.Counterattack = Counterattack
module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
module.exports.Microprice = Microprice
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@@ -8770,6 +8770,11 @@ node_candle_pattern!(
wc::ThreeStarsInSouth,
"ThreeStarsInSouth"
);
node_candle_pattern!(AbandonedBabyNode, wc::AbandonedBaby, "AbandonedBaby");
node_candle_pattern!(AdvanceBlockNode, wc::AdvanceBlock, "AdvanceBlock");
node_candle_pattern!(BeltHoldNode, wc::BeltHold, "BeltHold");
node_candle_pattern!(BreakawayNode, wc::Breakaway, "Breakaway");
node_candle_pattern!(CounterattackNode, wc::Counterattack, "Counterattack");
// ============================== Microstructure: Order Book ==============================
//
+10
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@@ -245,6 +245,11 @@ from ._wickra import (
IdenticalThreeCrows,
ThreeLineStrike,
ThreeStarsInSouth,
AbandonedBaby,
AdvanceBlock,
BeltHold,
Breakaway,
Counterattack,
# Microstructure: order book
OrderBookImbalanceTop1,
OrderBookImbalanceTopN,
@@ -517,6 +522,11 @@ __all__ = [
"IdenticalThreeCrows",
"ThreeLineStrike",
"ThreeStarsInSouth",
"AbandonedBaby",
"AdvanceBlock",
"BeltHold",
"Breakaway",
"Counterattack",
# Microstructure: order book
"OrderBookImbalanceTop1",
"OrderBookImbalanceTopN",
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@@ -11632,7 +11632,12 @@ candle_pattern_no_param!(
wc::ThreeStarsInSouth,
"ThreeStarsInSouth"
);
candle_pattern_no_param!(PyAbandonedBaby, wc::AbandonedBaby, "AbandonedBaby");
candle_pattern_no_param!(PyAdvanceBlock, wc::AdvanceBlock, "AdvanceBlock");
candle_pattern_no_param!(PyBeltHold, wc::BeltHold, "BeltHold");
candle_pattern_no_param!(PyBreakaway, wc::Breakaway, "Breakaway");
candle_pattern_no_param!(PyCounterattack, wc::Counterattack, "Counterattack");
// ============================== Microstructure: Order Book ==============================
//
// Order-book indicators consume a depth snapshot rather than OHLCV. Streaming
@@ -14134,6 +14139,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PyIdenticalThreeCrows>()?;
m.add_class::<PyThreeLineStrike>()?;
m.add_class::<PyThreeStarsInSouth>()?;
m.add_class::<PyAbandonedBaby>()?;
m.add_class::<PyAdvanceBlock>()?;
m.add_class::<PyBeltHold>()?;
m.add_class::<PyBreakaway>()?;
m.add_class::<PyCounterattack>()?;
// Microstructure: order book.
m.add_class::<PyOrderBookImbalanceTop1>()?;
m.add_class::<PyOrderBookImbalanceTopN>()?;
@@ -543,6 +543,26 @@ CANDLE_SCALAR = {
lambda: ta.ThreeStarsInSouth(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"AbandonedBaby": (
lambda: ta.AbandonedBaby(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"AdvanceBlock": (
lambda: ta.AdvanceBlock(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"BeltHold": (
lambda: ta.BeltHold(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Breakaway": (
lambda: ta.Breakaway(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Counterattack": (
lambda: ta.Counterattack(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
}
@@ -1644,6 +1664,27 @@ def test_fractal_chaos_bands_detects_peak_and_trough():
assert out[5, 1] == pytest.approx(0.5)
def test_belt_hold_reference():
t = ta.BeltHold()
assert t.update((10.0, 12.0, 10.0, 11.5, 1.0, 0)) == pytest.approx(1.0)
assert t.update((12.0, 12.0, 10.0, 10.5, 1.0, 1)) == pytest.approx(-1.0)
def test_breakaway_reference():
t = ta.Breakaway()
assert t.update((20.0, 20.2, 14.8, 15.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((14.0, 14.1, 11.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((12.5, 13.0, 10.5, 11.0, 1.0, 2)) == pytest.approx(0.0)
assert t.update((11.0, 11.5, 9.0, 9.5, 1.0, 3)) == pytest.approx(0.0)
assert t.update((9.5, 14.7, 9.4, 14.5, 1.0, 4)) == pytest.approx(1.0)
def test_counterattack_reference():
t = ta.Counterattack()
assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 1)) == pytest.approx(1.0)
# --- Lifecycle ------------------------------------------------------------
@@ -1907,6 +1948,20 @@ def test_three_stars_in_south_reference():
assert t.update((15.0, 15.0, 14.0, 14.0, 1.0, 2)) == pytest.approx(1.0)
def test_abandoned_baby_reference():
t = ta.AbandonedBaby()
assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((13.0, 13.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((16.0, 18.1, 15.9, 18.0, 1.0, 2)) == pytest.approx(1.0)
def test_advance_block_reference():
t = ta.AdvanceBlock()
assert t.update((10.0, 13.1, 9.9, 13.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((12.0, 14.3, 11.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((13.5, 15.0, 13.4, 14.5, 1.0, 2)) == pytest.approx(-1.0)
# --- Lifecycle ------------------------------------------------------------
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@@ -6347,6 +6347,11 @@ wasm_candle_pattern!(
wc::ThreeStarsInSouth,
ThreeStarsInSouth
);
wasm_candle_pattern!(WasmAbandonedBaby, wc::AbandonedBaby, AbandonedBaby);
wasm_candle_pattern!(WasmAdvanceBlock, wc::AdvanceBlock, AdvanceBlock);
wasm_candle_pattern!(WasmBeltHold, wc::BeltHold, BeltHold);
wasm_candle_pattern!(WasmBreakaway, wc::Breakaway, Breakaway);
wasm_candle_pattern!(WasmCounterattack, wc::Counterattack, Counterattack);
// ============================== Microstructure: Order Book ==============================
//
@@ -0,0 +1,247 @@
//! Abandoned Baby candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Abandoned Baby — a strong 3-bar reversal where a doji is "abandoned" by price
/// gaps on both sides, isolating it from the candles before and after.
///
/// ```text
/// tol = tolerance * max(|bar2.open|, |bar2.close|)
/// bar2 doji (|bar2.close bar2.open| <= tol)
///
/// bullish (+1.0): bar1 red, bar2 gaps fully below bar1 (bar2.high < bar1.low),
/// bar3 green and gaps fully above bar2 (bar3.low > bar2.high)
/// bearish (1.0): bar1 green, bar2 gaps fully above bar1 (bar2.low > bar1.high),
/// bar3 red and gaps fully below bar2 (bar3.high < bar2.low)
/// ```
///
/// Output is `0.0` otherwise. The first two bars always return `0.0` because the
/// three-bar window is not yet filled. `tolerance` defaults to `0.001` (10 bps
/// relative) and bounds how flat the middle candle must be to count as a doji; it
/// must lie in `[0, 1)`. Pattern-shape check only — no trend filter is applied;
/// combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the bullish and
/// bearish variants occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{AbandonedBaby, Candle, Indicator};
///
/// let mut indicator = AbandonedBaby::new();
/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(13.0, 13.1, 12.9, 13.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(16.0, 18.1, 15.9, 18.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct AbandonedBaby {
tolerance: f64,
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl Default for AbandonedBaby {
fn default() -> Self {
Self::new()
}
}
impl AbandonedBaby {
/// Construct a detector with the default relative doji tolerance (1e-3).
pub const fn new() -> Self {
Self {
tolerance: 0.001,
prev: None,
prev_prev: None,
has_emitted: false,
}
}
/// Construct a detector with a custom relative doji tolerance.
///
/// `tolerance` must lie in `[0, 1)`.
pub fn with_tolerance(tolerance: f64) -> Result<Self> {
if !(0.0..1.0).contains(&tolerance) {
return Err(Error::InvalidPeriod {
message: "abandoned baby tolerance must lie in [0, 1)",
});
}
Ok(Self {
tolerance,
prev: None,
prev_prev: None,
has_emitted: false,
})
}
/// Configured relative doji tolerance.
pub fn tolerance(&self) -> f64 {
self.tolerance
}
}
impl Indicator for AbandonedBaby {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
let tol = self.tolerance * bar2.open.abs().max(bar2.close.abs());
let bar2_is_doji = (bar2.close - bar2.open).abs() <= tol;
if !bar2_is_doji {
return Some(0.0);
}
// Bullish: red bar1, doji gaps below, green bar3 gaps above.
if bar1.close < bar1.open
&& bar2.high < bar1.low
&& candle.close > candle.open
&& candle.low > bar2.high
{
return Some(1.0);
}
// Bearish: green bar1, doji gaps above, red bar3 gaps below.
if bar1.close > bar1.open
&& bar2.low > bar1.high
&& candle.close < candle.open
&& candle.high < bar2.low
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"AbandonedBaby"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_tolerance() {
assert!(AbandonedBaby::with_tolerance(-0.01).is_err());
assert!(AbandonedBaby::with_tolerance(1.0).is_err());
}
#[test]
fn accepts_valid_tolerance() {
let t = AbandonedBaby::with_tolerance(0.0).unwrap();
assert!((t.tolerance() - 0.0).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let t = AbandonedBaby::default();
assert_eq!(t.name(), "AbandonedBaby");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
assert!((t.tolerance() - 0.001).abs() < 1e-12);
}
#[test]
fn bullish_abandoned_baby_is_plus_one() {
let mut t = AbandonedBaby::new();
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(0.0));
assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(1.0));
}
#[test]
fn bearish_abandoned_baby_is_minus_one() {
let mut t = AbandonedBaby::new();
assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0));
assert_eq!(t.update(c(22.0, 22.1, 21.9, 22.0, 1)), Some(0.0));
assert_eq!(t.update(c(19.0, 19.1, 16.9, 17.0, 2)), Some(-1.0));
}
#[test]
fn middle_not_doji_yields_zero() {
let mut t = AbandonedBaby::new();
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
// Middle bar has a wide body -> not a doji.
assert_eq!(t.update(c(13.0, 14.0, 11.0, 11.5, 1)), Some(0.0));
assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(0.0));
}
#[test]
fn no_gap_yields_zero() {
let mut t = AbandonedBaby::new();
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
// Doji overlaps bar1's range -> no gap.
assert_eq!(t.update(c(15.0, 15.1, 14.9, 15.0, 1)), Some(0.0));
assert_eq!(t.update(c(16.0, 18.1, 15.9, 18.0, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = AbandonedBaby::new();
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(13.0, 13.1, 12.9, 13.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + (i as f64 * 0.3).sin() * 5.0;
c(base, base + 1.0, base - 1.0, base + 0.5, i)
})
.collect();
let mut a = AbandonedBaby::new();
let mut b = AbandonedBaby::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = AbandonedBaby::new();
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
t.update(c(13.0, 13.1, 12.9, 13.0, 1));
t.update(c(16.0, 18.1, 15.9, 18.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
}
}
@@ -0,0 +1,192 @@
//! Advance Block candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Advance Block — a 3-bar bearish warning: three green candles still pushing to
/// higher closes, but visibly running out of steam — each real body shrinks while
/// the upper shadows lengthen, hinting the advance is about to stall.
///
/// ```text
/// all three green & higher closes
/// each opens inside the prior body
/// shrinking bodies (body3 < body2 < body1)
/// upper shadow of bar3 >= upper shadow of bar2 and bar3 has an upper shadow
/// ```
///
/// Output is `1.0` when the pattern completes and `0.0` otherwise. Advance Block
/// is a single-direction (bearish-only) warning, so it never emits `+1.0`. The
/// first two bars always return `0.0` because the three-bar window is not yet
/// filled. Pattern-shape check only — no trend filter is applied; combine with a
/// trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `1.0` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{AdvanceBlock, Candle, Indicator};
///
/// let mut indicator = AdvanceBlock::new();
/// indicator.update(Candle::new(10.0, 13.1, 9.9, 13.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(12.0, 14.3, 11.9, 14.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(13.5, 15.0, 13.4, 14.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct AdvanceBlock {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl AdvanceBlock {
/// Construct a new Advance Block detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for AdvanceBlock {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
let body1 = bar1.close - bar1.open;
let body2 = bar2.close - bar2.open;
let body3 = candle.close - candle.open;
let upper2 = bar2.high - bar2.close;
let upper3 = candle.high - candle.close;
if bar1.close > bar1.open
&& bar2.close > bar2.open
&& candle.close > candle.open
&& bar2.close > bar1.close
&& candle.close > bar2.close
&& bar2.open >= bar1.open
&& bar2.open <= bar1.close
&& candle.open >= bar2.open
&& candle.open <= bar2.close
&& body2 < body1
&& body3 < body2
&& upper3 >= upper2
&& upper3 > 0.0
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"AdvanceBlock"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn accessors_and_metadata() {
let t = AdvanceBlock::new();
assert_eq!(t.name(), "AdvanceBlock");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn advance_block_is_minus_one() {
let mut t = AdvanceBlock::new();
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 1)), Some(0.0));
assert_eq!(t.update(c(13.5, 15.0, 13.4, 14.5, 2)), Some(-1.0));
}
#[test]
fn strong_advance_yields_zero() {
let mut t = AdvanceBlock::new();
// Bodies grow instead of shrinking -> a strong advance, not blocked.
assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 12.6, 10.4, 12.5, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 14.1, 11.4, 14.0, 2)), Some(0.0));
}
#[test]
fn no_upper_shadow_growth_yields_zero() {
let mut t = AdvanceBlock::new();
t.update(c(10.0, 13.1, 9.9, 13.0, 0));
t.update(c(12.0, 14.3, 11.9, 14.0, 1));
// bar3 shrinking body but no upper shadow -> not blocked.
assert_eq!(t.update(c(13.5, 14.5, 13.4, 14.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = AdvanceBlock::new();
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 14.3, 11.9, 14.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 2.0, base - 0.2, base + 1.5, i)
})
.collect();
let mut a = AdvanceBlock::new();
let mut b = AdvanceBlock::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = AdvanceBlock::new();
t.update(c(10.0, 13.1, 9.9, 13.0, 0));
t.update(c(12.0, 14.3, 11.9, 14.0, 1));
t.update(c(13.5, 15.0, 13.4, 14.5, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(10.0, 13.1, 9.9, 13.0, 0)), Some(0.0));
}
}
@@ -0,0 +1,211 @@
//! Belt-hold candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Belt-hold — a single-bar reversal: a long candle that opens at one extreme of
/// its range (an "opening marubozu") and runs the other way.
///
/// ```text
/// range = high low
/// bullish (+1.0): green, opens at the low (open low <= tol * range) & long body
/// bearish (1.0): red, opens at the high (high open <= tol * range) & long body
/// long body = |close open| >= 0.5 * range
/// ```
///
/// Output is `0.0` when the opening side carries a shadow, the body is short, or
/// the range is degenerate. `shadow_tolerance` defaults to `0.05` (5 % of the bar
/// range allowed on the opening side) and must lie in `[0, 1)`. Pattern-shape
/// check only — no trend filter is applied; combine with a trend indicator for
/// actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the bullish and
/// bearish variants occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{BeltHold, Candle, Indicator};
///
/// let mut indicator = BeltHold::new();
/// // Bullish belt-hold: opens at the low, closes near the high.
/// let candle = Candle::new(10.0, 12.0, 10.0, 11.5, 1.0, 0).unwrap();
/// assert_eq!(indicator.update(candle), Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct BeltHold {
shadow_tolerance: f64,
has_emitted: bool,
}
impl Default for BeltHold {
fn default() -> Self {
Self::new()
}
}
impl BeltHold {
/// Construct a Belt-hold detector with the default 5 % opening-shadow tolerance.
pub const fn new() -> Self {
Self {
shadow_tolerance: 0.05,
has_emitted: false,
}
}
/// Construct a Belt-hold detector with a custom opening-shadow tolerance.
///
/// `shadow_tolerance` must lie in `[0, 1)`.
pub fn with_tolerance(shadow_tolerance: f64) -> Result<Self> {
if !(0.0..1.0).contains(&shadow_tolerance) {
return Err(Error::InvalidPeriod {
message: "belt-hold shadow tolerance must lie in [0, 1)",
});
}
Ok(Self {
shadow_tolerance,
has_emitted: false,
})
}
/// Configured opening-shadow tolerance.
pub fn shadow_tolerance(&self) -> f64 {
self.shadow_tolerance
}
}
impl Indicator for BeltHold {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let range = candle.high - candle.low;
if range <= 0.0 {
return Some(0.0);
}
let body = candle.close - candle.open;
if body.abs() < 0.5 * range {
return Some(0.0);
}
let tol = self.shadow_tolerance * range;
// Bullish: opens at the low (no lower shadow), green body.
if body > 0.0 && candle.open - candle.low <= tol {
return Some(1.0);
}
// Bearish: opens at the high (no upper shadow), red body.
if body < 0.0 && candle.high - candle.open <= tol {
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
1
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"BeltHold"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_tolerance() {
assert!(BeltHold::with_tolerance(-0.01).is_err());
assert!(BeltHold::with_tolerance(1.0).is_err());
}
#[test]
fn accepts_valid_tolerance() {
let t = BeltHold::with_tolerance(0.0).unwrap();
assert!((t.shadow_tolerance() - 0.0).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let t = BeltHold::default();
assert_eq!(t.name(), "BeltHold");
assert_eq!(t.warmup_period(), 1);
assert!(!t.is_ready());
assert!((t.shadow_tolerance() - 0.05).abs() < 1e-12);
}
#[test]
fn bullish_belt_hold_is_plus_one() {
let mut t = BeltHold::new();
assert_eq!(t.update(c(10.0, 12.0, 10.0, 11.5, 0)), Some(1.0));
}
#[test]
fn bearish_belt_hold_is_minus_one() {
let mut t = BeltHold::new();
assert_eq!(t.update(c(12.0, 12.0, 10.0, 10.5, 0)), Some(-1.0));
}
#[test]
fn opening_shadow_yields_zero() {
let mut t = BeltHold::new();
// Opens 0.5 above the low -> lower shadow exceeds tolerance.
assert_eq!(t.update(c(10.5, 12.0, 10.0, 11.5, 0)), Some(0.0));
}
#[test]
fn short_body_yields_zero() {
let mut t = BeltHold::new();
// Body 0.5 < half the range (1.0) -> not a long belt-hold.
assert_eq!(t.update(c(10.0, 12.0, 10.0, 10.5, 0)), Some(0.0));
}
#[test]
fn zero_range_yields_zero() {
let mut t = BeltHold::new();
assert_eq!(t.update(c(10.0, 10.0, 10.0, 10.0, 0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 2.0, base, base + 1.8, i)
})
.collect();
let mut a = BeltHold::new();
let mut b = BeltHold::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = BeltHold::new();
t.update(c(10.0, 12.0, 10.0, 11.5, 0));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
}
}
@@ -0,0 +1,250 @@
//! Breakaway candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Breakaway — a 5-bar reversal that fades an exhausted run. A trend gaps away on
/// the second bar, drifts two more bars in the same direction, then the fifth bar
/// snaps the other way and closes back inside the body gap left between the first
/// and second bars, signalling the move has broken away from the crowd and is
/// turning.
///
/// ```text
/// bullish (+1.0) — appears in a decline:
/// bar1 black (close < open)
/// bar2 black & its body gaps DOWN below bar1's body (bar2.open < bar1.close)
/// bar3 extends lower (high & low below bar2)
/// bar4 black & extends lower (high & low below bar3)
/// bar5 green & closes inside the bar1/bar2 body gap (bar2.open < close < bar1.close)
///
/// bearish (1.0) — the mirror in an advance:
/// bar1 white (close > open)
/// bar2 white & its body gaps UP above bar1's body (bar2.open > bar1.close)
/// bar3 extends higher (high & low above bar2)
/// bar4 white & extends higher (high & low above bar3)
/// bar5 red & closes inside the bar1/bar2 body gap (bar1.close < close < bar2.open)
/// ```
///
/// The middle bar (`bar3`) may be either colour — only its high/low must extend
/// the run. Output is `+1.0` bullish, `1.0` bearish, `0.0` otherwise. The first
/// four bars always return `0.0` because the five-bar window is not yet filled.
/// Pattern-shape check only — no trend filter is applied; combine with a trend
/// indicator for actionable signals. Recognition uses TA-Lib's
/// `CDLBREAKAWAY` body-gap and high/low ordering rules directly; it does not add
/// TA-Lib's rolling body-length average, matching the geometric house style of
/// the other multi-bar patterns in this family.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the bullish and
/// bearish variants occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Breakaway, Candle, Indicator};
///
/// let mut indicator = Breakaway::new();
/// indicator.update(Candle::new(20.0, 20.2, 14.8, 15.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(14.0, 14.1, 11.9, 12.0, 1.0, 1).unwrap());
/// indicator.update(Candle::new(12.5, 13.0, 10.5, 11.0, 1.0, 2).unwrap());
/// indicator.update(Candle::new(11.0, 11.5, 9.0, 9.5, 1.0, 3).unwrap());
/// let out = indicator
/// .update(Candle::new(9.5, 14.7, 9.4, 14.5, 1.0, 4).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct Breakaway {
c1: Option<Candle>,
c2: Option<Candle>,
c3: Option<Candle>,
c4: Option<Candle>,
has_emitted: bool,
}
impl Breakaway {
/// Construct a new Breakaway detector.
pub const fn new() -> Self {
Self {
c1: None,
c2: None,
c3: None,
c4: None,
has_emitted: false,
}
}
}
impl Indicator for Breakaway {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let bar1 = self.c1;
let bar2 = self.c2;
let bar3 = self.c3;
let bar4 = self.c4;
self.c1 = self.c2;
self.c2 = self.c3;
self.c3 = self.c4;
self.c4 = Some(candle);
let (Some(bar1), Some(bar2), Some(bar3), Some(bar4)) = (bar1, bar2, bar3, bar4) else {
return Some(0.0);
};
// Bullish: a decline gaps lower, runs two more bars down, then a green
// bar5 closes back inside the bar1/bar2 body gap.
if bar1.close < bar1.open
&& bar2.close < bar2.open
&& bar2.open < bar1.close
&& bar3.high < bar2.high
&& bar3.low < bar2.low
&& bar4.close < bar4.open
&& bar4.high < bar3.high
&& bar4.low < bar3.low
&& candle.close > candle.open
&& candle.close > bar2.open
&& candle.close < bar1.close
{
return Some(1.0);
}
// Bearish: the mirror — an advance gaps higher, runs two more bars up,
// then a red bar5 closes back inside the bar1/bar2 body gap.
if bar1.close > bar1.open
&& bar2.close > bar2.open
&& bar2.open > bar1.close
&& bar3.high > bar2.high
&& bar3.low > bar2.low
&& bar4.close > bar4.open
&& bar4.high > bar3.high
&& bar4.low > bar3.low
&& candle.close < candle.open
&& candle.close < bar2.open
&& candle.close > bar1.close
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.c3 = None;
self.c4 = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
5
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Breakaway"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn accessors_and_metadata() {
let t = Breakaway::new();
assert_eq!(t.name(), "Breakaway");
assert_eq!(t.warmup_period(), 5);
assert!(!t.is_ready());
}
#[test]
fn bullish_breakaway_is_plus_one() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
assert_eq!(t.update(c(9.5, 14.7, 9.4, 14.5, 4)), Some(1.0));
}
#[test]
fn bearish_breakaway_is_minus_one() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(15.0, 20.2, 14.8, 20.0, 0)), Some(0.0));
assert_eq!(t.update(c(21.0, 23.1, 20.9, 23.0, 1)), Some(0.0));
assert_eq!(t.update(c(22.5, 24.5, 21.5, 24.0, 2)), Some(0.0));
assert_eq!(t.update(c(24.0, 26.5, 23.0, 26.0, 3)), Some(0.0));
assert_eq!(t.update(c(27.0, 27.2, 20.4, 20.5, 4)), Some(-1.0));
}
#[test]
fn no_body_gap_yields_zero() {
let mut t = Breakaway::new();
// bar2 does not gap below bar1's body (bar2.open >= bar1.close).
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(16.0, 16.1, 13.9, 14.0, 1));
t.update(c(13.5, 14.0, 11.5, 12.0, 2));
t.update(c(12.0, 12.5, 10.0, 10.5, 3));
assert_eq!(t.update(c(10.5, 15.7, 10.4, 15.5, 4)), Some(0.0));
}
#[test]
fn bullish_close_outside_gap_yields_zero() {
let mut t = Breakaway::new();
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(14.0, 14.1, 11.9, 12.0, 1));
t.update(c(12.5, 13.0, 10.5, 11.0, 2));
t.update(c(11.0, 11.5, 9.0, 9.5, 3));
// bar5 closes at 13.0 — below bar2.open (14), so outside the body gap.
assert_eq!(t.update(c(9.5, 13.2, 9.4, 13.0, 4)), Some(0.0));
}
#[test]
fn first_four_bars_return_zero() {
let mut t = Breakaway::new();
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.1, 11.9, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(12.5, 13.0, 10.5, 11.0, 2)), Some(0.0));
assert_eq!(t.update(c(11.0, 11.5, 9.0, 9.5, 3)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 2.0, base - 0.5, base + 1.5, i)
})
.collect();
let mut a = Breakaway::new();
let mut b = Breakaway::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = Breakaway::new();
t.update(c(20.0, 20.2, 14.8, 15.0, 0));
t.update(c(14.0, 14.1, 11.9, 12.0, 1));
t.update(c(12.5, 13.0, 10.5, 11.0, 2));
t.update(c(11.0, 11.5, 9.0, 9.5, 3));
t.update(c(9.5, 14.7, 9.4, 14.5, 4));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(20.0, 20.2, 14.8, 15.0, 0)), Some(0.0));
}
}
@@ -0,0 +1,245 @@
//! Counterattack candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Counterattack — a 2-bar reversal where the second bar storms back to close
/// right where the first bar closed. A long candle runs with the trend, then an
/// opposite-coloured long candle opens far in the trend direction and rallies (or
/// sells off) all the way back to the prior close — the two closes meeting forms
/// the "counterattack line".
///
/// ```text
/// long bodies = |close open| >= 0.5 * (high low) (both bars)
/// equal closes = |close2 close1| <= tol * mean(range1, range2)
/// bullish (+1.0): bar1 black (down), bar2 white (up), equal closes
/// bearish (1.0): bar1 white (up), bar2 black (down), equal closes
/// ```
///
/// Output is `+1.0` bullish, `1.0` bearish, and `0.0` when the bodies are short,
/// the colours match, or the closes are not level. The first bar always returns
/// `0.0` because the two-bar window is not yet filled. `equal_tolerance` defaults
/// to `0.05` (TA-Lib's `CDLCOUNTERATTACK` "equal" factor — 5 % of the mean bar
/// range) and must lie in `[0, 1)`. The body-length test uses a fixed half-range
/// fraction rather than TA-Lib's rolling body average, matching the geometric
/// house style of this pattern family. Pattern-shape check only — no trend filter
/// is applied; combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the bullish and
/// bearish variants occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Counterattack, Indicator};
///
/// let mut indicator = Counterattack::new();
/// // Bullish: a long black bar, then a long white bar closing at the same level.
/// indicator.update(Candle::new(20.0, 20.1, 14.9, 15.0, 1.0, 0).unwrap());
/// let out = indicator
/// .update(Candle::new(10.0, 15.1, 9.9, 15.0, 1.0, 1).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct Counterattack {
equal_tolerance: f64,
prev: Option<Candle>,
has_emitted: bool,
}
impl Default for Counterattack {
fn default() -> Self {
Self::new()
}
}
impl Counterattack {
/// Construct a Counterattack detector with the default 5 % equal-close tolerance.
pub const fn new() -> Self {
Self {
equal_tolerance: 0.05,
prev: None,
has_emitted: false,
}
}
/// Construct a Counterattack detector with a custom equal-close tolerance.
///
/// `equal_tolerance` is the fraction of the mean bar range within which the
/// two closes must agree and must lie in `[0, 1)`.
pub fn with_tolerance(equal_tolerance: f64) -> Result<Self> {
if !(0.0..1.0).contains(&equal_tolerance) {
return Err(Error::InvalidPeriod {
message: "counterattack equal tolerance must lie in [0, 1)",
});
}
Ok(Self {
equal_tolerance,
prev: None,
has_emitted: false,
})
}
/// Configured equal-close tolerance.
pub fn equal_tolerance(&self) -> f64 {
self.equal_tolerance
}
}
impl Indicator for Counterattack {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let prev = self.prev;
self.prev = Some(candle);
let Some(bar1) = prev else {
return Some(0.0);
};
let range1 = bar1.high - bar1.low;
let range2 = candle.high - candle.low;
let body1 = bar1.close - bar1.open;
let body2 = candle.close - candle.open;
let long1 = body1.abs() >= 0.5 * range1;
let long2 = body2.abs() >= 0.5 * range2;
let tol = self.equal_tolerance * 0.5 * (range1 + range2);
let equal_close = (candle.close - bar1.close).abs() <= tol;
if !(long1 && long2 && equal_close) {
return Some(0.0);
}
// Bullish: a long black bar met by a long white bar closing level.
if body1 < 0.0 && body2 > 0.0 {
return Some(1.0);
}
// Bearish: a long white bar met by a long black bar closing level.
if body1 > 0.0 && body2 < 0.0 {
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
2
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Counterattack"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_tolerance() {
assert!(Counterattack::with_tolerance(-0.01).is_err());
assert!(Counterattack::with_tolerance(1.0).is_err());
}
#[test]
fn accepts_valid_tolerance() {
let t = Counterattack::with_tolerance(0.0).unwrap();
assert!((t.equal_tolerance() - 0.0).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let t = Counterattack::default();
assert_eq!(t.name(), "Counterattack");
assert_eq!(t.warmup_period(), 2);
assert!(!t.is_ready());
assert!((t.equal_tolerance() - 0.05).abs() < 1e-12);
}
#[test]
fn bullish_counterattack_is_plus_one() {
let mut t = Counterattack::new();
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.0, 15.1, 9.9, 15.0, 1)), Some(1.0));
}
#[test]
fn bearish_counterattack_is_minus_one() {
let mut t = Counterattack::new();
assert_eq!(t.update(c(15.0, 20.1, 14.9, 20.0, 0)), Some(0.0));
assert_eq!(t.update(c(25.0, 25.1, 19.9, 20.0, 1)), Some(-1.0));
}
#[test]
fn unequal_close_yields_zero() {
let mut t = Counterattack::new();
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
// Second close at 17.0 is far from the first close (15.0) -> not level.
assert_eq!(t.update(c(10.0, 17.1, 9.9, 17.0, 1)), Some(0.0));
}
#[test]
fn same_color_yields_zero() {
let mut t = Counterattack::new();
// Both bars black -> not opposite colours.
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 1)), Some(0.0));
}
#[test]
fn short_body_yields_zero() {
let mut t = Counterattack::new();
// Second bar has a tiny body relative to its range.
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
assert_eq!(t.update(c(14.8, 20.0, 9.9, 15.2, 1)), Some(0.0));
}
#[test]
fn first_bar_returns_zero() {
let mut t = Counterattack::new();
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 2.0, base - 2.0, base + 1.5, i)
})
.collect();
let mut a = Counterattack::new();
let mut b = Counterattack::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = Counterattack::new();
t.update(c(20.0, 20.1, 14.9, 15.0, 0));
t.update(c(10.0, 15.1, 9.9, 15.0, 1));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(20.0, 20.1, 14.9, 15.0, 0)), Some(0.0));
}
}
+16 -1
View File
@@ -4,11 +4,13 @@
//! [`FAMILIES`]. Every public name is re-exported flat from this module and
//! from the crate root for convenience.
mod abandoned_baby;
mod acceleration_bands;
mod accelerator_oscillator;
mod ad_oscillator;
mod adaptive_cycle;
mod adl;
mod advance_block;
mod adx;
mod adxr;
mod alligator;
@@ -26,9 +28,11 @@ mod average_drawdown;
mod awesome_oscillator;
mod awesome_oscillator_histogram;
mod balance_of_power;
mod belt_hold;
mod beta;
mod bollinger;
mod bollinger_bandwidth;
mod breakaway;
mod calendar_spread;
mod calmar_ratio;
mod camarilla_pivots;
@@ -48,6 +52,7 @@ mod cointegration;
mod conditional_value_at_risk;
mod connors_rsi;
mod coppock;
mod counterattack;
mod cvd;
mod cybernetic_cycle;
mod decycler;
@@ -253,11 +258,13 @@ mod zero_lag_macd;
mod zig_zag;
mod zlema;
pub use abandoned_baby::AbandonedBaby;
pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
pub use accelerator_oscillator::AcceleratorOscillator;
pub use ad_oscillator::AdOscillator;
pub use adaptive_cycle::AdaptiveCycle;
pub use adl::Adl;
pub use advance_block::AdvanceBlock;
pub use adx::{Adx, AdxOutput};
pub use adxr::Adxr;
pub use alligator::{Alligator, AlligatorOutput};
@@ -275,9 +282,11 @@ pub use average_drawdown::AverageDrawdown;
pub use awesome_oscillator::AwesomeOscillator;
pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
pub use balance_of_power::BalanceOfPower;
pub use belt_hold::BeltHold;
pub use beta::Beta;
pub use bollinger::{BollingerBands, BollingerOutput};
pub use bollinger_bandwidth::BollingerBandwidth;
pub use breakaway::Breakaway;
pub use calendar_spread::CalendarSpread;
pub use calmar_ratio::CalmarRatio;
pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
@@ -297,6 +306,7 @@ pub use cointegration::{Cointegration, CointegrationOutput};
pub use conditional_value_at_risk::ConditionalValueAtRisk;
pub use connors_rsi::ConnorsRsi;
pub use coppock::Coppock;
pub use counterattack::Counterattack;
pub use cvd::CumulativeVolumeDelta;
pub use cybernetic_cycle::CyberneticCycle;
pub use decycler::Decycler;
@@ -770,6 +780,11 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"IdenticalThreeCrows",
"ThreeLineStrike",
"ThreeStarsInSouth",
"AbandonedBaby",
"AdvanceBlock",
"BeltHold",
"Breakaway",
"Counterattack",
],
),
(
@@ -861,6 +876,6 @@ mod family_tests {
// the actual indicator count is the early-warning signal that an
// indicator was added without being assigned a family.
let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
assert_eq!(total, 244, "FAMILIES total drifted from indicator count");
assert_eq!(total, 249, "FAMILIES total drifted from indicator count");
}
}
+20 -13
View File
@@ -35,6 +35,12 @@
//! ```
#![cfg_attr(docsrs, feature(doc_cfg))]
// The libtest harness collects every `#[test]` into a compiler-generated array
// of test references. With 2000+ unit tests that array exceeds clippy's 16 KB
// `large_stack_arrays` threshold; the diagnostic is spanless libtest scaffolding,
// not our code, so it cannot be silenced at a call site. Suppress it only in test
// builds — library code is still linted for genuinely large stack arrays.
#![cfg_attr(test, allow(clippy::large_stack_arrays))]
mod derivatives;
mod error;
@@ -47,19 +53,20 @@ pub mod indicators;
pub use derivatives::DerivativesTick;
pub use error::{Error, Result};
pub use indicators::{
AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredVwap, Apo, Aroon,
AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta,
BollingerBands, BollingerBandwidth, BollingerOutput, CalendarSpread, CalmarRatio, Camarilla,
CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo,
CoefficientOfVariation, Cointegration, CointegrationOutput, ConditionalValueAtRisk, ConnorsRsi,
Coppock, CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema,
DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, Donchian,
DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo,
DrawdownDuration, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
Alpha, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput,
AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,
ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots,
ClassicPivotsOutput, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, CumulativeVolumeDelta,
CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
DemarkPivotsOutput, DepthSlope, DetrendedStdDev, Doji, Donchian, DonchianOutput, DonchianStop,
DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput, Dpo, DrawdownDuration,
EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
EmpiricalModeDecomposition, Engulfing, Evwma, Fama, FibonacciPivots, FibonacciPivotsOutput,
FisherTransform, Footprint, FootprintOutput, ForceIndex, FractalChaosBands,
FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
+1 -1
View File
@@ -8,7 +8,7 @@ That includes:
[Python](https://docs.wickra.org/Quickstart-Python),
[Node](https://docs.wickra.org/Quickstart-Node), and
[WASM](https://docs.wickra.org/Quickstart-WASM).
- A per-indicator deep dive for every one of the **249 indicators** across
- A per-indicator deep dive for every one of the **254 indicators** across
the sixteen families (Moving Averages, Momentum Oscillators, Trend &
Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &
+6 -20
View File
@@ -23,26 +23,7 @@
use libfuzzer_sys::fuzz_target;
use wickra_core::{
AccelerationBands, AcceleratorOscillator, AdOscillator, Adl, Adx, Adxr, Alligator,
AnchoredVwap, Aroon, AroonOscillator, Atr, AtrBands, AtrTrailingStop, AwesomeOscillator,
AwesomeOscillatorHistogram, BalanceOfPower, BatchExt, Camarilla, Candle, Cci, ChaikinMoneyFlow,
ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex,
ClassicPivots, DemandIndex, DemarkPivots, Doji, Donchian, DonchianStop, EaseOfMovement,
Engulfing, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands, GarmanKlassVolatility,
Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HurstChannel, Ichimoku,
IdenticalThreeCrows, Indicator,
Inertia, InitialBalance, InvertedHammer, Keltner, Kvo, MarketFacilitationIndex, Marubozu,
MassIndex, MedianPrice, Mfi, MorningEveningStar, Natr, Nvi, Obv, OpeningRange,
ParkinsonVolatility, Pgo, PiercingDarkCloud, Psar, Pvi, RogersSatchellVolatility, RollingVwap,
Rvi, Rwi, ShootingStar, Smi, SpinningTop, StarcBands, Stochastic, SuperTrend, TdCombo,
TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei,
TdRiskLevel, TdSequential, TdSetup, ThreeInside, ThreeLineStrike, ThreeOutside,
ThreeSoldiersOrCrows, ThreeStarsInSouth, TrueRange,
Tsv, TtmSqueeze, Tweezer, TwoCrows, TypicalPrice, UltimateOscillator, UpsideGapTwoCrows,
ValueArea, VoltyStop,
VolumeOscillator, VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend,
WeightedClose, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit,
ZigZag,
AbandonedBaby, AccelerationBands, AcceleratorOscillator, AdOscillator, Adl, AdvanceBlock, Adx, Adxr, Alligator, AnchoredVwap, Aroon, AroonOscillator, Atr, AtrBands, AtrTrailingStop, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BatchExt, BeltHold, Breakaway, Camarilla, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, Counterattack, DemandIndex, DemarkPivots, Doji, Donchian, DonchianStop, EaseOfMovement, Engulfing, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands, GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HurstChannel, Ichimoku, IdenticalThreeCrows, Indicator, Inertia, InitialBalance, InvertedHammer, Keltner, Kvo, MarketFacilitationIndex, Marubozu, MassIndex, MedianPrice, Mfi, MorningEveningStar, Natr, Nvi, Obv, OpeningRange, ParkinsonVolatility, Pgo, PiercingDarkCloud, Psar, Pvi, RogersSatchellVolatility, RollingVwap, Rvi, Rwi, ShootingStar, Smi, SpinningTop, StarcBands, Stochastic, SuperTrend, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup, ThreeInside, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, TrueRange, Tsv, TtmSqueeze, Tweezer, TwoCrows, TypicalPrice, UltimateOscillator, UpsideGapTwoCrows, ValueArea, VoltyStop, VolumeOscillator, VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, WeightedClose, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag
};
/// Convert a flat `f64` stream into a `Vec<Candle>` by chunking it into
@@ -297,6 +278,11 @@ fuzz_target!(|data: Vec<f64>| {
}
// --- Candlestick Patterns (family 14) ---
drive(Counterattack::new, &candles);
drive(Breakaway::new, &candles);
drive(BeltHold::new, &candles);
drive(AbandonedBaby::new, &candles);
drive(AdvanceBlock::new, &candles);
drive(Doji::new, &candles);
drive(|| Doji::new().signed(), &candles);
drive(Hammer::new, &candles);