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
@@ -240,6 +240,11 @@ const candleScalar = {
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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) },
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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) },
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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) },
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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) },
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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) },
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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) },
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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) },
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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) },
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};
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for (const [name, d] of Object.entries(candleScalar)) {
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Vendored
+45
@@ -2255,6 +2255,51 @@ export declare class ThreeStarsInSouth {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AbandonedBabyNode = AbandonedBaby
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export declare class AbandonedBaby {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type AdvanceBlockNode = AdvanceBlock
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export declare class AdvanceBlock {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type BeltHoldNode = BeltHold
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export declare class BeltHold {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type BreakawayNode = Breakaway
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export declare class Breakaway {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type CounterattackNode = Counterattack
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export declare class Counterattack {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
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export declare class OrderBookImbalanceTop1 {
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constructor()
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@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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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
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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
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -520,6 +520,11 @@ module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
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module.exports.IdenticalThreeCrows = IdenticalThreeCrows
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module.exports.ThreeLineStrike = ThreeLineStrike
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module.exports.ThreeStarsInSouth = ThreeStarsInSouth
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module.exports.AbandonedBaby = AbandonedBaby
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module.exports.AdvanceBlock = AdvanceBlock
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module.exports.BeltHold = BeltHold
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module.exports.Breakaway = Breakaway
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module.exports.Counterattack = Counterattack
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module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
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module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
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module.exports.Microprice = Microprice
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@@ -8770,6 +8770,11 @@ node_candle_pattern!(
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wc::ThreeStarsInSouth,
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"ThreeStarsInSouth"
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);
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node_candle_pattern!(AbandonedBabyNode, wc::AbandonedBaby, "AbandonedBaby");
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node_candle_pattern!(AdvanceBlockNode, wc::AdvanceBlock, "AdvanceBlock");
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node_candle_pattern!(BeltHoldNode, wc::BeltHold, "BeltHold");
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node_candle_pattern!(BreakawayNode, wc::Breakaway, "Breakaway");
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node_candle_pattern!(CounterattackNode, wc::Counterattack, "Counterattack");
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -245,6 +245,11 @@ from ._wickra import (
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IdenticalThreeCrows,
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ThreeLineStrike,
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ThreeStarsInSouth,
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AbandonedBaby,
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AdvanceBlock,
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BeltHold,
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Breakaway,
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Counterattack,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -517,6 +522,11 @@ __all__ = [
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"IdenticalThreeCrows",
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"ThreeLineStrike",
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"ThreeStarsInSouth",
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"AbandonedBaby",
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"AdvanceBlock",
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"BeltHold",
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"Breakaway",
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"Counterattack",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11632,7 +11632,12 @@ candle_pattern_no_param!(
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wc::ThreeStarsInSouth,
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"ThreeStarsInSouth"
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);
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candle_pattern_no_param!(PyAbandonedBaby, wc::AbandonedBaby, "AbandonedBaby");
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candle_pattern_no_param!(PyAdvanceBlock, wc::AdvanceBlock, "AdvanceBlock");
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candle_pattern_no_param!(PyBeltHold, wc::BeltHold, "BeltHold");
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candle_pattern_no_param!(PyBreakaway, wc::Breakaway, "Breakaway");
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candle_pattern_no_param!(PyCounterattack, wc::Counterattack, "Counterattack");
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// ============================== Microstructure: Order Book ==============================
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//
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// Order-book indicators consume a depth snapshot rather than OHLCV. Streaming
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@@ -14134,6 +14139,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyIdenticalThreeCrows>()?;
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m.add_class::<PyThreeLineStrike>()?;
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m.add_class::<PyThreeStarsInSouth>()?;
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m.add_class::<PyAbandonedBaby>()?;
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m.add_class::<PyAdvanceBlock>()?;
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m.add_class::<PyBeltHold>()?;
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m.add_class::<PyBreakaway>()?;
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m.add_class::<PyCounterattack>()?;
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// Microstructure: order book.
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m.add_class::<PyOrderBookImbalanceTop1>()?;
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m.add_class::<PyOrderBookImbalanceTopN>()?;
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@@ -543,6 +543,26 @@ CANDLE_SCALAR = {
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lambda: ta.ThreeStarsInSouth(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"AbandonedBaby": (
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lambda: ta.AbandonedBaby(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"AdvanceBlock": (
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lambda: ta.AdvanceBlock(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"BeltHold": (
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lambda: ta.BeltHold(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"Breakaway": (
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lambda: ta.Breakaway(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"Counterattack": (
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lambda: ta.Counterattack(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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}
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@@ -1644,6 +1664,27 @@ def test_fractal_chaos_bands_detects_peak_and_trough():
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assert out[5, 1] == pytest.approx(0.5)
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def test_belt_hold_reference():
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t = ta.BeltHold()
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assert t.update((10.0, 12.0, 10.0, 11.5, 1.0, 0)) == pytest.approx(1.0)
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assert t.update((12.0, 12.0, 10.0, 10.5, 1.0, 1)) == pytest.approx(-1.0)
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def test_breakaway_reference():
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t = ta.Breakaway()
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assert t.update((20.0, 20.2, 14.8, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 14.1, 11.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((12.5, 13.0, 10.5, 11.0, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((11.0, 11.5, 9.0, 9.5, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((9.5, 14.7, 9.4, 14.5, 1.0, 4)) == pytest.approx(1.0)
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def test_counterattack_reference():
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t = ta.Counterattack()
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assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 1)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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@@ -1907,6 +1948,20 @@ def test_three_stars_in_south_reference():
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assert t.update((15.0, 15.0, 14.0, 14.0, 1.0, 2)) == pytest.approx(1.0)
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def test_abandoned_baby_reference():
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t = ta.AbandonedBaby()
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assert t.update((20.0, 20.1, 14.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((13.0, 13.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((16.0, 18.1, 15.9, 18.0, 1.0, 2)) == pytest.approx(1.0)
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def test_advance_block_reference():
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t = ta.AdvanceBlock()
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assert t.update((10.0, 13.1, 9.9, 13.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((12.0, 14.3, 11.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((13.5, 15.0, 13.4, 14.5, 1.0, 2)) == pytest.approx(-1.0)
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# --- Lifecycle ------------------------------------------------------------
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@@ -6347,6 +6347,11 @@ wasm_candle_pattern!(
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wc::ThreeStarsInSouth,
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ThreeStarsInSouth
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);
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wasm_candle_pattern!(WasmAbandonedBaby, wc::AbandonedBaby, AbandonedBaby);
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wasm_candle_pattern!(WasmAdvanceBlock, wc::AdvanceBlock, AdvanceBlock);
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wasm_candle_pattern!(WasmBeltHold, wc::BeltHold, BeltHold);
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wasm_candle_pattern!(WasmBreakaway, wc::Breakaway, Breakaway);
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wasm_candle_pattern!(WasmCounterattack, wc::Counterattack, Counterattack);
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// ============================== Microstructure: Order Book ==============================
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//
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