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>
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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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