feat: TA-Lib candlestick patterns — Doji family (part 3 of 9) (#134)
* feat: add Doji-family candlestick patterns Five single-/two-bar Doji patterns, all `Input = Candle`, `Output = f64`: - Doji Star (CDLDOJISTAR) — a long body followed by a doji gapping away in the trend direction; bullish +1 (after a black bar), bearish -1 (after a white bar). - Dragonfly Doji (CDLDRAGONFLYDOJI) — a doji opening and closing at the high with a long lower shadow; bullish +1. - Gravestone Doji (CDLGRAVESTONEDOJI) — a doji opening and closing at the low with a long upper shadow; bearish -1. - Long-Legged Doji (CDLLONGLEGGEDDOJI) — a doji with long shadows on both sides; a non-directional indecision flag, +1 on detection. - Rickshaw Man (CDLRICKSHAWMAN) — a long-legged doji with the body centred in the range; a non-directional indecision flag, +1 on detection. Counter 254 -> 259 (mod-count == lib counted block; FAMILIES total 249 -> 254). * chore: sync indicator count to 259 --------- Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
This commit is contained in:
@@ -245,6 +245,11 @@ const candleScalar = {
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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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DojiStar: { make: () => new wickra.DojiStar(), 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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DragonflyDoji: { make: () => new wickra.DragonflyDoji(), 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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GravestoneDoji: { make: () => new wickra.GravestoneDoji(), 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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LongLeggedDoji: { make: () => new wickra.LongLeggedDoji(), 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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RickshawMan: { make: () => new wickra.RickshawMan(), 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
@@ -2300,6 +2300,51 @@ export declare class Counterattack {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type DojiStarNode = DojiStar
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export declare class DojiStar {
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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 DragonflyDojiNode = DragonflyDoji
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export declare class DragonflyDoji {
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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 GravestoneDojiNode = GravestoneDoji
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export declare class GravestoneDoji {
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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 LongLeggedDojiNode = LongLeggedDoji
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export declare class LongLeggedDoji {
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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 RickshawManNode = RickshawMan
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export declare class RickshawMan {
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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, 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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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, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, 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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@@ -525,6 +525,11 @@ 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.DojiStar = DojiStar
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module.exports.DragonflyDoji = DragonflyDoji
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module.exports.GravestoneDoji = GravestoneDoji
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module.exports.LongLeggedDoji = LongLeggedDoji
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module.exports.RickshawMan = RickshawMan
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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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@@ -8775,6 +8775,11 @@ 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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node_candle_pattern!(DojiStarNode, wc::DojiStar, "DojiStar");
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node_candle_pattern!(DragonflyDojiNode, wc::DragonflyDoji, "DragonflyDoji");
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node_candle_pattern!(GravestoneDojiNode, wc::GravestoneDoji, "GravestoneDoji");
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node_candle_pattern!(LongLeggedDojiNode, wc::LongLeggedDoji, "LongLeggedDoji");
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node_candle_pattern!(RickshawManNode, wc::RickshawMan, "RickshawMan");
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -250,6 +250,11 @@ from ._wickra import (
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BeltHold,
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Breakaway,
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Counterattack,
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DojiStar,
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DragonflyDoji,
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GravestoneDoji,
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LongLeggedDoji,
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RickshawMan,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -527,6 +532,11 @@ __all__ = [
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"BeltHold",
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"Breakaway",
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"Counterattack",
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"DojiStar",
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"DragonflyDoji",
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"GravestoneDoji",
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"LongLeggedDoji",
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"RickshawMan",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11638,6 +11638,11 @@ 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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candle_pattern_no_param!(PyDojiStar, wc::DojiStar, "DojiStar");
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candle_pattern_no_param!(PyDragonflyDoji, wc::DragonflyDoji, "DragonflyDoji");
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candle_pattern_no_param!(PyGravestoneDoji, wc::GravestoneDoji, "GravestoneDoji");
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candle_pattern_no_param!(PyLongLeggedDoji, wc::LongLeggedDoji, "LongLeggedDoji");
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candle_pattern_no_param!(PyRickshawMan, wc::RickshawMan, "RickshawMan");
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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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@@ -14144,6 +14149,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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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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m.add_class::<PyDojiStar>()?;
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m.add_class::<PyDragonflyDoji>()?;
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m.add_class::<PyGravestoneDoji>()?;
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m.add_class::<PyLongLeggedDoji>()?;
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m.add_class::<PyRickshawMan>()?;
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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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@@ -563,6 +563,26 @@ CANDLE_SCALAR = {
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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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"DojiStar": (
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lambda: ta.DojiStar(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"DragonflyDoji": (
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lambda: ta.DragonflyDoji(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"GravestoneDoji": (
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lambda: ta.GravestoneDoji(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"LongLeggedDoji": (
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lambda: ta.LongLeggedDoji(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"RickshawMan": (
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lambda: ta.RickshawMan(),
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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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@@ -1685,6 +1705,32 @@ def test_counterattack_reference():
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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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def test_doji_star_reference():
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t = ta.DojiStar()
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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((13.0, 13.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(1.0)
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def test_dragonfly_doji_reference():
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t = ta.DragonflyDoji()
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assert t.update((10.0, 10.05, 6.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
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def test_gravestone_doji_reference():
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t = ta.GravestoneDoji()
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assert t.update((10.0, 14.0, 9.95, 10.0, 1.0, 0)) == pytest.approx(-1.0)
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def test_long_legged_doji_reference():
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t = ta.LongLeggedDoji()
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assert t.update((10.0, 12.0, 8.0, 10.05, 1.0, 0)) == pytest.approx(1.0)
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def test_rickshaw_man_reference():
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t = ta.RickshawMan()
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assert t.update((10.0, 12.0, 8.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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@@ -6352,6 +6352,11 @@ 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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wasm_candle_pattern!(WasmDojiStar, wc::DojiStar, DojiStar);
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wasm_candle_pattern!(WasmDragonflyDoji, wc::DragonflyDoji, DragonflyDoji);
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wasm_candle_pattern!(WasmGravestoneDoji, wc::GravestoneDoji, GravestoneDoji);
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wasm_candle_pattern!(WasmLongLeggedDoji, wc::LongLeggedDoji, LongLeggedDoji);
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wasm_candle_pattern!(WasmRickshawMan, wc::RickshawMan, RickshawMan);
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// ============================== Microstructure: Order Book ==============================
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//
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