feat: TA-Lib candlestick patterns — separating/kicking/ladder/mat-hold (part 6 of 9) (#138)
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@@ -265,6 +265,11 @@ from ._wickra import (
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OnNeck,
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InNeck,
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Thrusting,
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SeparatingLines,
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Kicking,
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KickingByLength,
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LadderBottom,
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MatHold,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -557,6 +562,11 @@ __all__ = [
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"OnNeck",
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"InNeck",
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"Thrusting",
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"SeparatingLines",
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"Kicking",
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"KickingByLength",
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"LadderBottom",
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"MatHold",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11657,6 +11657,11 @@ candle_pattern_no_param!(PyHomingPigeon, wc::HomingPigeon, "HomingPigeon");
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candle_pattern_no_param!(PyOnNeck, wc::OnNeck, "OnNeck");
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candle_pattern_no_param!(PyInNeck, wc::InNeck, "InNeck");
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candle_pattern_no_param!(PyThrusting, wc::Thrusting, "Thrusting");
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candle_pattern_no_param!(PySeparatingLines, wc::SeparatingLines, "SeparatingLines");
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candle_pattern_no_param!(PyKicking, wc::Kicking, "Kicking");
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candle_pattern_no_param!(PyKickingByLength, wc::KickingByLength, "KickingByLength");
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candle_pattern_no_param!(PyLadderBottom, wc::LadderBottom, "LadderBottom");
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candle_pattern_no_param!(PyMatHold, wc::MatHold, "MatHold");
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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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@@ -14178,6 +14183,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyOnNeck>()?;
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m.add_class::<PyInNeck>()?;
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m.add_class::<PyThrusting>()?;
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m.add_class::<PySeparatingLines>()?;
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m.add_class::<PyKicking>()?;
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m.add_class::<PyKickingByLength>()?;
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m.add_class::<PyLadderBottom>()?;
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m.add_class::<PyMatHold>()?;
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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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@@ -623,6 +623,26 @@ CANDLE_SCALAR = {
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lambda: ta.Thrusting(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"SeparatingLines": (
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lambda: ta.SeparatingLines(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"Kicking": (
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lambda: ta.Kicking(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"KickingByLength": (
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lambda: ta.KickingByLength(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"LadderBottom": (
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lambda: ta.LadderBottom(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"MatHold": (
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lambda: ta.MatHold(),
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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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@@ -1835,6 +1855,42 @@ def test_thrusting_reference():
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assert t.update((15.0, 15.1, 9.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((7.0, 11.6, 6.9, 11.5, 1.0, 1)) == pytest.approx(-1.0)
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def test_separating_lines_reference():
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t = ta.SeparatingLines()
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assert t.update((12.0, 12.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((12.0, 14.1, 12.0, 14.0, 1.0, 1)) == pytest.approx(1.0)
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def test_kicking_reference():
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t = ta.Kicking()
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assert t.update((12.0, 12.0, 10.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 16.0, 14.0, 16.0, 1.0, 1)) == pytest.approx(1.0)
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def test_kicking_by_length_reference():
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t = ta.KickingByLength()
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assert t.update((12.0, 12.0, 10.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 20.0, 14.0, 20.0, 1.0, 1)) == pytest.approx(1.0)
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def test_ladder_bottom_reference():
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t = ta.LadderBottom()
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assert t.update((20.0, 20.1, 17.9, 18.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((18.0, 18.1, 15.9, 16.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((16.0, 16.1, 13.9, 14.0, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((14.0, 15.0, 12.4, 12.5, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((15.0, 17.1, 14.9, 17.0, 1.0, 4)) == pytest.approx(1.0)
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def test_mat_hold_reference():
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t = ta.MatHold()
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assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((16.0, 16.1, 15.4, 15.5, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((15.5, 15.6, 14.9, 15.0, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((15.0, 15.1, 14.4, 14.5, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((14.5, 17.1, 14.4, 17.0, 1.0, 4)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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