feat(patterns): add the Harmonic Patterns family (8 XABCD detectors) (#169)

## Summary

Adds a new **Harmonic Patterns** indicator family (counter 359 → 367, families 22 → 23) — the second half of the A4 roadmap item, following the Chart Patterns family in #166.

Eight Fibonacci-ratio detectors built on the shared swing-pivot tracker (`indicators::pattern_swing`) plus two new helpers there — `xabcd` (reads the last five pivots as X-A-B-C-D) and `ratios_in` (checks a list of `(value, low, high)` Fibonacci windows in one expression, no multi-line `&&` coverage gaps). Each consumes candles and emits the uniform pattern sign convention — `+1.0` bullish (terminal point D a swing low), `-1.0` bearish (D a swing high), `0.0` otherwise, never `None`. Parameter-free, with the Fibonacci windows documented as constants per detector.

## Detectors

| Indicator | Defining ratio |
|-----------|----------------|
| `Abcd` | four-point AB=CD (BC retraces AB, CD ≈ AB) |
| `Gartley` | AD/XA ≈ 0.786 |
| `Butterfly` | AD/XA ∈ 1.27–1.618 (extended D) |
| `Bat` | AD/XA ≈ 0.886, shallow B |
| `Crab` | AD/XA ≈ 1.618 (deepest D) |
| `Shark` | expansion AB, AD/XA 0.886–1.13 |
| `Cypher` | BC on XA, CD/XC ≈ 0.786 |
| `ThreeDrives` | two symmetric extension drives |

## Touchpoints

Core modules + `FAMILIES` group/assert, crate root re-exports, Python/Node/WASM bindings via the candle-pattern macros (Node `index.d.ts`/`index.js` regenerated), the candle fuzz target (`// --- Harmonic Patterns ---` section), Python reference + `CANDLE_SCALAR` registry tests and the Node candle-scalar factory, README catalogue counter + banner cache-buster + family table row + family-count word, `docs/README.md` counter, and the changelog.

## Verification

- `cargo test -p wickra-core --lib` — 2966 passed
- `cargo test -p wickra-core --doc` — 335 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- Node `npm run build && npm test` — 444 passed
- Python `maturin develop --release` + `pytest` — 748 passed

Every detector branch is unit-tested, including a bullish and a bearish match per pattern to cover both output arms, plus an out-of-ratio non-match. Fibonacci windows use standard harmonic-trading ranges with documented tolerance bands.
This commit is contained in:
kingchenc
2026-06-03 23:24:25 +02:00
committed by GitHub
parent 995f119010
commit 4250ed99f4
23 changed files with 1649 additions and 26 deletions
+154
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//! AB=CD harmonic pattern.
use crate::indicators::pattern_swing::{approx_equal, ratios_in, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// AB=CD — the simplest four-point harmonic pattern: an A→B leg, a B→C
/// retracement, and a C→D leg that mirrors A→B in length:
///
/// ```text
/// BC / AB ∈ [0.382, 0.886] (C retraces AB)
/// CD / BC ∈ [1.13, 2.618] (D extends BC)
/// AB ≈ CD (within 10%) (the two legs are equal — the defining symmetry)
/// ```
///
/// Read from the last four confirmed pivots `A-B-C-D`. Output is `+1.0`
/// (bullish, D a swing low), `-1.0` (bearish, D a swing high), or `0.0`; never
/// `None`. See `crates/wickra-core/src/indicators/abcd.rs`.
#[derive(Debug, Clone)]
pub struct Abcd {
swing: SwingTracker,
has_emitted: bool,
}
impl Abcd {
/// Construct a new AB=CD detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 4),
has_emitted: false,
}
}
}
impl Default for Abcd {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Abcd {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 4 {
return Some(0.0);
}
let len = pivots.len();
let pa = pivots[len - 4];
let pb = pivots[len - 3];
let pc = pivots[len - 2];
let pd = pivots[len - 1];
let ab = (pb.price - pa.price).abs();
let bc = (pc.price - pb.price).abs();
let cd = (pd.price - pc.price).abs();
let ratios_ok = ratios_in(&[(bc / ab, 0.382, 0.886), (cd / bc, 1.13, 2.618)]);
let legs_equal = approx_equal(ab, cd, 0.10);
if ratios_ok && legs_equal {
return Some(if pd.direction < 0.0 { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
5
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Abcd"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Abcd::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Abcd::new();
assert_eq!(indicator.name(), "Abcd");
assert_eq!(indicator.warmup_period(), 5);
assert!(!indicator.is_ready());
assert!(!Abcd::default().is_ready());
}
#[test]
fn bullish_abcd_is_plus_one() {
// AB = 40 down, BC = 24.7 up (0.618), CD = 40 down → AB = CD.
let out = run(&[140.0, 100.0, 124.7, 84.7]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_abcd_is_minus_one() {
let out = run(&[150.0, 100.0, 140.0, 115.3, 155.3]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn unequal_legs_do_not_trigger() {
// CD (82) far longer than AB (40) → not an AB=CD.
let out = run(&[150.0, 100.0, 140.0, 118.0, 200.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Abcd::new();
for c in candles_for_pivots(&[140.0, 100.0, 124.7]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[140.0, 100.0, 124.7, 84.7]);
let mut a = Abcd::new();
let mut b = Abcd::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
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//! Bat harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Bat — a 5-point (X-A-B-C-D) harmonic pattern with a shallow B and a deep
/// `0.886` D completion:
///
/// ```text
/// AB / XA ∈ [0.382, 0.50]
/// BC / AB ∈ [0.382, 0.886]
/// CD / BC ∈ [1.618, 2.618]
/// AD / XA ∈ [0.84, 0.93] (≈ 0.886 — the defining D completion)
/// ```
///
/// Output is `+1.0` (bullish, D a swing low), `-1.0` (bearish, D a swing high),
/// or `0.0`; never `None`. See `crates/wickra-core/src/indicators/bat.rs`.
#[derive(Debug, Clone)]
pub struct Bat {
swing: SwingTracker,
has_emitted: bool,
}
impl Bat {
/// Construct a new Bat detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Bat {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Bat {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let ad = (p.d - p.a).abs();
let matched = ratios_in(&[
(ab / xa, 0.382, 0.50),
(bc / ab, 0.382, 0.886),
(cd / bc, 1.618, 2.618),
(ad / xa, 0.84, 0.93),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Bat"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Bat::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Bat::new();
assert_eq!(indicator.name(), "Bat");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Bat::default().is_ready());
}
#[test]
fn bullish_bat_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 122.0, 137.0, 104.56]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_bat_is_minus_one() {
let out = run(&[150.0, 110.0, 128.0, 113.0, 145.44]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Bat::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 122.0, 137.0, 104.56]);
let mut a = Bat::new();
let mut b = Bat::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
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//! Butterfly harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Butterfly — a 5-point (X-A-B-C-D) harmonic pattern with a `0.786` B and an
/// **extended** D that overshoots X:
///
/// ```text
/// AB / XA ∈ [0.74, 0.84] (≈ 0.786)
/// BC / AB ∈ [0.382, 0.886]
/// CD / BC ∈ [1.618, 2.618]
/// AD / XA ∈ [1.27, 1.618] (the defining extended D completion)
/// ```
///
/// Output is `+1.0` (bullish, D a swing low), `-1.0` (bearish, D a swing high),
/// or `0.0`; never `None`. See `crates/wickra-core/src/indicators/butterfly.rs`.
#[derive(Debug, Clone)]
pub struct Butterfly {
swing: SwingTracker,
has_emitted: bool,
}
impl Butterfly {
/// Construct a new Butterfly detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Butterfly {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Butterfly {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let ad = (p.d - p.a).abs();
let matched = ratios_in(&[
(ab / xa, 0.74, 0.84),
(bc / ab, 0.382, 0.886),
(cd / bc, 1.618, 2.618),
(ad / xa, 1.27, 1.618),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Butterfly"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Butterfly::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Butterfly::new();
assert_eq!(indicator.name(), "Butterfly");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Butterfly::default().is_ready());
}
#[test]
fn bullish_butterfly_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 108.6, 128.0, 79.8]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_butterfly_is_minus_one() {
let out = run(&[150.0, 110.0, 141.4, 121.4, 170.2]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Butterfly::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 108.6, 128.0, 79.8]);
let mut a = Butterfly::new();
let mut b = Butterfly::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
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//! Crab harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Crab — a 5-point (X-A-B-C-D) harmonic pattern with the deepest D completion
/// of the family, an `1.618` extension of XA:
///
/// ```text
/// AB / XA ∈ [0.382, 0.618]
/// BC / AB ∈ [0.382, 0.886]
/// CD / BC ∈ [2.24, 3.618] (a very long terminal leg)
/// AD / XA ∈ [1.55, 1.65] (≈ 1.618 — the defining D completion)
/// ```
///
/// Output is `+1.0` (bullish, D a swing low), `-1.0` (bearish, D a swing high),
/// or `0.0`; never `None`. See `crates/wickra-core/src/indicators/crab.rs`.
#[derive(Debug, Clone)]
pub struct Crab {
swing: SwingTracker,
has_emitted: bool,
}
impl Crab {
/// Construct a new Crab detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Crab {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Crab {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let ad = (p.d - p.a).abs();
let matched = ratios_in(&[
(ab / xa, 0.382, 0.618),
(bc / ab, 0.382, 0.886),
(cd / bc, 2.24, 3.618),
(ad / xa, 1.55, 1.65),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Crab"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Crab::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Crab::new();
assert_eq!(indicator.name(), "Crab");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Crab::default().is_ready());
}
#[test]
fn bullish_crab_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 120.0, 137.5, 75.3]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_crab_is_minus_one() {
let out = run(&[150.0, 110.0, 130.0, 112.5, 174.7]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Crab::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 120.0, 137.5, 75.3]);
let mut a = Crab::new();
let mut b = Crab::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
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//! Cypher harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Cypher — a 5-point (X-A-B-C-D) harmonic pattern whose C leg is measured
/// against XA (not AB) and whose D retraces the XC leg by `0.786`:
///
/// ```text
/// AB / XA ∈ [0.382, 0.618]
/// BC / XA ∈ [1.13, 1.414] (C extends beyond A, measured on XA)
/// CD / XC ∈ [0.74, 0.83] (≈ 0.786 retracement of XC — the D completion)
/// ```
///
/// Output is `+1.0` (bullish, D a swing low), `-1.0` (bearish, D a swing high),
/// or `0.0`; never `None`. See `crates/wickra-core/src/indicators/cypher.rs`.
#[derive(Debug, Clone)]
pub struct Cypher {
swing: SwingTracker,
has_emitted: bool,
}
impl Cypher {
/// Construct a new Cypher detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Cypher {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Cypher {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let xc = (p.c - p.x).abs();
let cd = (p.d - p.c).abs();
let matched = ratios_in(&[
(ab / xa, 0.382, 0.618),
(bc / xa, 1.13, 1.414),
(cd / xc, 0.74, 0.83),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Cypher"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Cypher::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Cypher::new();
assert_eq!(indicator.name(), "Cypher");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Cypher::default().is_ready());
}
#[test]
fn bullish_cypher_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 120.0, 168.0, 114.55]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_cypher_is_minus_one() {
let out = run(&[150.0, 110.0, 130.0, 82.0, 135.45]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Cypher::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 120.0, 168.0, 114.55]);
let mut a = Cypher::new();
let mut b = Cypher::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
@@ -0,0 +1,157 @@
//! Gartley harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Gartley — the classic 5-point (X-A-B-C-D) harmonic pattern, recognised from
/// confirmed swing pivots when the legs fall inside the Gartley Fibonacci
/// windows:
///
/// ```text
/// AB / XA ∈ [0.55, 0.70] (≈ 0.618 retracement of XA)
/// BC / AB ∈ [0.382, 0.886]
/// CD / BC ∈ [1.13, 1.618]
/// AD / XA ∈ [0.74, 0.84] (≈ 0.786 — the defining D completion)
/// ```
///
/// Output is `+1.0` when the terminal point D is a swing low (bullish
/// completion), `-1.0` when D is a swing high (bearish), and `0.0` otherwise;
/// never `None`. See `crates/wickra-core/src/indicators/gartley.rs`.
#[derive(Debug, Clone)]
pub struct Gartley {
swing: SwingTracker,
has_emitted: bool,
}
impl Gartley {
/// Construct a new Gartley detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Gartley {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Gartley {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let ad = (p.d - p.a).abs();
let matched = ratios_in(&[
(ab / xa, 0.55, 0.70),
(bc / ab, 0.382, 0.886),
(cd / bc, 1.13, 1.618),
(ad / xa, 0.74, 0.84),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Gartley"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Gartley::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Gartley::new();
assert_eq!(indicator.name(), "Gartley");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Gartley::default().is_ready());
}
#[test]
fn bullish_gartley_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 115.3, 127.65, 108.56]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_gartley_is_minus_one() {
let out = run(&[150.0, 110.0, 134.7, 122.35, 141.44]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
// Five pivots but the D completion (AD/XA ≈ 0.25) is far from 0.786.
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Gartley::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 115.3, 127.65, 108.56]);
let mut a = Gartley::new();
let mut b = Gartley::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
+30 -1
View File
@@ -10,6 +10,7 @@
pub(crate) mod pattern_swing;
mod abandoned_baby;
mod abcd;
mod absolute_breadth_index;
mod acceleration_bands;
mod accelerator_oscillator;
@@ -40,6 +41,7 @@ mod avg_price;
mod awesome_oscillator;
mod awesome_oscillator_histogram;
mod balance_of_power;
mod bat;
mod belt_hold;
mod beta;
mod beta_neutral_spread;
@@ -48,6 +50,7 @@ mod bollinger_bandwidth;
mod breadth_thrust;
mod breakaway;
mod bullish_percent_index;
mod butterfly;
mod calendar_spread;
mod calmar_ratio;
mod camarilla_pivots;
@@ -70,10 +73,12 @@ mod conditional_value_at_risk;
mod connors_rsi;
mod coppock;
mod counterattack;
mod crab;
mod cumulative_volume_index;
mod cup_and_handle;
mod cvd;
mod cybernetic_cycle;
mod cypher;
mod day_of_week_profile;
mod decycler;
mod decycler_oscillator;
@@ -119,6 +124,7 @@ mod funding_rate_zscore;
mod gain_loss_ratio;
mod gap_side_by_side_white;
mod garman_klass;
mod gartley;
mod granger_causality;
mod gravestone_doji;
mod hammer;
@@ -262,6 +268,7 @@ mod separating_lines;
mod session_high_low;
mod session_range;
mod session_vwap;
mod shark;
mod sharpe_ratio;
mod shooting_star;
mod short_line;
@@ -306,6 +313,7 @@ mod td_sequential;
mod td_setup;
mod tema;
mod term_structure_basis;
mod three_drives;
mod three_inside;
mod three_line_strike;
mod three_outside;
@@ -369,6 +377,7 @@ mod zig_zag;
mod zlema;
pub use abandoned_baby::AbandonedBaby;
pub use abcd::Abcd;
pub use absolute_breadth_index::AbsoluteBreadthIndex;
pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
pub use accelerator_oscillator::AcceleratorOscillator;
@@ -399,6 +408,7 @@ pub use avg_price::AvgPrice;
pub use awesome_oscillator::AwesomeOscillator;
pub use awesome_oscillator_histogram::AwesomeOscillatorHistogram;
pub use balance_of_power::BalanceOfPower;
pub use bat::Bat;
pub use belt_hold::BeltHold;
pub use beta::Beta;
pub use beta_neutral_spread::BetaNeutralSpread;
@@ -407,6 +417,7 @@ pub use bollinger_bandwidth::BollingerBandwidth;
pub use breadth_thrust::BreadthThrust;
pub use breakaway::Breakaway;
pub use bullish_percent_index::BullishPercentIndex;
pub use butterfly::Butterfly;
pub use calendar_spread::CalendarSpread;
pub use calmar_ratio::CalmarRatio;
pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
@@ -429,10 +440,12 @@ pub use conditional_value_at_risk::ConditionalValueAtRisk;
pub use connors_rsi::ConnorsRsi;
pub use coppock::Coppock;
pub use counterattack::Counterattack;
pub use crab::Crab;
pub use cumulative_volume_index::CumulativeVolumeIndex;
pub use cup_and_handle::CupAndHandle;
pub use cvd::CumulativeVolumeDelta;
pub use cybernetic_cycle::CyberneticCycle;
pub use cypher::Cypher;
pub use day_of_week_profile::{DayOfWeekProfile, DayOfWeekProfileOutput};
pub use decycler::Decycler;
pub use decycler_oscillator::DecyclerOscillator;
@@ -478,6 +491,7 @@ pub use funding_rate_zscore::FundingRateZScore;
pub use gain_loss_ratio::GainLossRatio;
pub use gap_side_by_side_white::GapSideBySideWhite;
pub use garman_klass::GarmanKlassVolatility;
pub use gartley::Gartley;
pub use granger_causality::GrangerCausality;
pub use gravestone_doji::GravestoneDoji;
pub use hammer::Hammer;
@@ -621,6 +635,7 @@ pub use separating_lines::SeparatingLines;
pub use session_high_low::{SessionHighLow, SessionHighLowOutput};
pub use session_range::{SessionRange, SessionRangeOutput};
pub use session_vwap::SessionVwap;
pub use shark::Shark;
pub use sharpe_ratio::SharpeRatio;
pub use shooting_star::ShootingStar;
pub use short_line::ShortLine;
@@ -665,6 +680,7 @@ pub use td_sequential::{TdSequential, TdSequentialOutput};
pub use td_setup::TdSetup;
pub use tema::Tema;
pub use term_structure_basis::TermStructureBasis;
pub use three_drives::ThreeDrives;
pub use three_inside::ThreeInside;
pub use three_line_strike::ThreeLineStrike;
pub use three_outside::ThreeOutside;
@@ -1193,6 +1209,19 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"CupAndHandle",
],
),
(
"Harmonic Patterns",
&[
"Abcd",
"Gartley",
"Butterfly",
"Bat",
"Crab",
"Shark",
"Cypher",
"ThreeDrives",
],
),
];
#[cfg(test)]
@@ -1221,6 +1250,6 @@ 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, 359, "FAMILIES total drifted from indicator count");
assert_eq!(total, 367, "FAMILIES total drifted from indicator count");
}
}
@@ -191,6 +191,47 @@ pub(crate) fn approx_equal(a: f64, b: f64, tol: f64) -> bool {
(a - b).abs() <= tol * scale
}
/// The five most recent pivots interpreted as the X-A-B-C-D points of a harmonic
/// pattern, with the terminal direction. The slice must hold at least five
/// pivots. Each detector derives the leg lengths and Fibonacci ratios it needs
/// from these five prices.
#[derive(Debug, Clone, Copy)]
pub(crate) struct Xabcd {
pub x: f64,
pub a: f64,
pub b: f64,
pub c: f64,
pub d: f64,
/// `true` when the terminal point D is a swing low (a bullish, buy-side
/// completion); `false` when D is a swing high (bearish).
pub bullish: bool,
}
/// Read the last five pivots as an [`Xabcd`]. Pivots are guaranteed nonzero-leg
/// (the swing tracker only confirms moves of at least the threshold), so the
/// leg-ratio divisions in the detectors never divide by zero.
pub(crate) fn xabcd(pivots: &[Pivot]) -> Xabcd {
let n = pivots.len();
Xabcd {
x: pivots[n - 5].price,
a: pivots[n - 4].price,
b: pivots[n - 3].price,
c: pivots[n - 2].price,
d: pivots[n - 1].price,
bullish: pivots[n - 1].direction < 0.0,
}
}
/// `true` when every `(value, low, high)` triple satisfies `low <= value <= high`.
/// Harmonic detectors express their Fibonacci windows as a list of these triples;
/// evaluating them in one expression keeps the per-triple comparison on a single
/// line (no multi-line `&&` coverage gaps).
pub(crate) fn ratios_in(checks: &[(f64, f64, f64)]) -> bool {
checks
.iter()
.all(|&(value, low, high)| value >= low && value <= high)
}
/// Build a candle sequence that drives a `SwingTracker` (or any detector built
/// on one) to confirm exactly the given alternating pivot prices, in order.
///
@@ -378,6 +419,49 @@ mod tests {
assert_eq!(recent_legs(&ending_low), (120.0, 110.0, 100.0, 99.0));
}
#[test]
fn xabcd_reads_last_five_pivots_and_direction() {
let pivots = [
Pivot {
price: 50.0,
direction: 1.0,
},
Pivot {
price: 100.0,
direction: -1.0,
}, // X
Pivot {
price: 140.0,
direction: 1.0,
}, // A
Pivot {
price: 115.0,
direction: -1.0,
}, // B
Pivot {
price: 128.0,
direction: 1.0,
}, // C
Pivot {
price: 108.0,
direction: -1.0,
}, // D (low → bullish)
];
let p = xabcd(&pivots);
assert_eq!(
(p.x, p.a, p.b, p.c, p.d),
(100.0, 140.0, 115.0, 128.0, 108.0)
);
assert!(p.bullish);
}
#[test]
fn ratios_in_checks_every_window() {
assert!(ratios_in(&[(0.6, 0.5, 0.7), (1.5, 1.0, 2.0)]));
assert!(!ratios_in(&[(0.6, 0.5, 0.7), (3.0, 1.0, 2.0)])); // second out of range
assert!(!ratios_in(&[(0.4, 0.5, 0.7)])); // below the window
}
#[test]
fn candles_for_pivots_realizes_the_requested_swings() {
let want = [120.0, 100.0, 125.0, 95.0];
+155
View File
@@ -0,0 +1,155 @@
//! Shark harmonic pattern.
use crate::indicators::pattern_swing::{ratios_in, xabcd, SwingTracker, SWING_THRESHOLD};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Shark — a 5-point (X-A-B-C-D) harmonic pattern characterised by an
/// **expansion** leg (AB longer than XA) and a `0.886``1.13` D completion:
///
/// ```text
/// AB / XA ∈ [1.13, 1.618] (expansion — B overshoots X)
/// BC / AB ∈ [1.618, 2.24]
/// CD / BC ∈ [0.382, 0.886]
/// AD / XA ∈ [0.886, 1.13] (the defining D completion near A)
/// ```
///
/// This is the 5-point reading of the Shark; output is `+1.0` (bullish, D a
/// swing low), `-1.0` (bearish, D a swing high), or `0.0`; never `None`. See
/// `crates/wickra-core/src/indicators/shark.rs`.
#[derive(Debug, Clone)]
pub struct Shark {
swing: SwingTracker,
has_emitted: bool,
}
impl Shark {
/// Construct a new Shark detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for Shark {
fn default() -> Self {
Self::new()
}
}
impl Indicator for Shark {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let ad = (p.d - p.a).abs();
let matched = ratios_in(&[
(ab / xa, 1.13, 1.618),
(bc / ab, 1.618, 2.24),
(cd / bc, 0.382, 0.886),
(ad / xa, 0.886, 1.13),
]);
if matched {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"Shark"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = Shark::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = Shark::new();
assert_eq!(indicator.name(), "Shark");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!Shark::default().is_ready());
}
#[test]
fn bullish_shark_is_plus_one() {
let out = run(&[150.0, 100.0, 140.0, 88.0, 186.8, 100.0]);
assert_eq!(*out.last().unwrap(), 1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bearish_shark_is_minus_one() {
let out = run(&[150.0, 110.0, 162.0, 60.2, 150.0]);
assert_eq!(*out.last().unwrap(), -1.0);
}
#[test]
fn out_of_ratio_does_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = Shark::new();
for c in candles_for_pivots(&[150.0, 100.0, 140.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[150.0, 100.0, 140.0, 88.0, 186.8, 100.0]);
let mut a = Shark::new();
let mut b = Shark::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
@@ -0,0 +1,155 @@
//! Three Drives harmonic pattern.
use crate::indicators::pattern_swing::{
approx_equal, ratios_in, xabcd, SwingTracker, SWING_THRESHOLD,
};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Three Drives — a symmetric harmonic pattern of two visible drives separated
/// by two retracements, read from the last five pivots `X-A-B-C-D` (the two
/// drive legs are `A→B` and `C→D`):
///
/// ```text
/// AB / XA ∈ [1.13, 1.75] (drive 1 extends the prior retracement)
/// CD / BC ∈ [1.13, 1.75] (drive 2 extends symmetrically)
/// AB ≈ CD (within 20%) (the two drives are similar in size)
/// XA ≈ BC (within 30%) (the two retracements are similar)
/// ```
///
/// Output is `+1.0` (bullish, terminal D a swing low — drives down), `-1.0`
/// (bearish, drives up), or `0.0`; never `None`. See
/// `crates/wickra-core/src/indicators/three_drives.rs`.
#[derive(Debug, Clone)]
pub struct ThreeDrives {
swing: SwingTracker,
has_emitted: bool,
}
impl ThreeDrives {
/// Construct a new Three Drives detector.
pub const fn new() -> Self {
Self {
swing: SwingTracker::new(SWING_THRESHOLD, 5),
has_emitted: false,
}
}
}
impl Default for ThreeDrives {
fn default() -> Self {
Self::new()
}
}
impl Indicator for ThreeDrives {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
if !self.swing.update(candle) {
return Some(0.0);
}
let pivots = self.swing.pivots();
if pivots.len() < 5 {
return Some(0.0);
}
let p = xabcd(pivots);
let xa = (p.a - p.x).abs();
let ab = (p.b - p.a).abs();
let bc = (p.c - p.b).abs();
let cd = (p.d - p.c).abs();
let extensions = ratios_in(&[(ab / xa, 1.13, 1.75), (cd / bc, 1.13, 1.75)]);
let symmetric = approx_equal(ab, cd, 0.20) && approx_equal(xa, bc, 0.30);
if extensions && symmetric {
return Some(if p.bullish { 1.0 } else { -1.0 });
}
Some(0.0)
}
fn reset(&mut self) {
self.swing.reset();
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
6
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"ThreeDrives"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::indicators::pattern_swing::candles_for_pivots;
use crate::traits::BatchExt;
fn run(pivots: &[f64]) -> Vec<f64> {
let mut indicator = ThreeDrives::new();
candles_for_pivots(pivots)
.into_iter()
.map(|c| indicator.update(c).unwrap())
.collect()
}
#[test]
fn accessors_and_metadata() {
let indicator = ThreeDrives::new();
assert_eq!(indicator.name(), "ThreeDrives");
assert_eq!(indicator.warmup_period(), 6);
assert!(!indicator.is_ready());
assert!(!ThreeDrives::default().is_ready());
}
#[test]
fn bearish_three_drives_is_minus_one() {
// Three rising drives (120, 128, 136) → bearish exhaustion.
let out = run(&[120.0, 100.0, 128.0, 108.0, 136.0]);
assert_eq!(*out.last().unwrap(), -1.0);
assert!(out[..out.len() - 1].iter().all(|&x| x == 0.0));
}
#[test]
fn bullish_three_drives_is_plus_one() {
// Three falling drives → bullish exhaustion.
let out = run(&[150.0, 120.0, 140.0, 112.0, 132.0, 104.0]);
assert_eq!(*out.last().unwrap(), 1.0);
}
#[test]
fn asymmetric_drives_do_not_trigger() {
let out = run(&[150.0, 100.0, 140.0, 110.0, 135.0, 105.0]);
assert_eq!(*out.last().unwrap(), 0.0);
}
#[test]
fn reset_clears_state() {
let mut indicator = ThreeDrives::new();
for c in candles_for_pivots(&[120.0, 100.0, 128.0]) {
let _ = indicator.update(c);
}
indicator.reset();
assert!(!indicator.is_ready());
let c = Candle::new(99.5, 100.0, 99.5, 99.5, 1.0, 0).unwrap();
assert_eq!(indicator.update(c), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles = candles_for_pivots(&[120.0, 100.0, 128.0, 108.0, 136.0]);
let mut a = ThreeDrives::new();
let mut b = ThreeDrives::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
}
+19 -18
View File
@@ -56,29 +56,30 @@ pub use cross_section::{CrossSection, Member};
pub use derivatives::DerivativesTick;
pub use error::{Error, Result};
pub use indicators::{
AbandonedBaby, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
AbandonedBaby, Abcd, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCycle, Adl, AdvanceBlock,
AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDailyRange, AverageDrawdown, AvgPrice,
AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta,
AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BeltHold, Beta,
BetaNeutralSpread, BollingerBands, BollingerBandwidth, BollingerOutput, BreadthThrust,
Breakaway, BullishPercentIndex, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput,
Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility,
ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit, ChandelierExitOutput, ChoppinessIndex,
ClassicPivots, ClassicPivotsOutput, ClosingMarubozu, Cmo, CoefficientOfVariation,
Cointegration, CointegrationOutput, ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi,
Coppock, Counterattack, CumulativeVolumeDelta, CumulativeVolumeIndex, CupAndHandle,
CyberneticCycle, DayOfWeekProfile, DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema,
DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji,
DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
DoubleBollingerOutput, DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji,
DrawdownDuration, Dx, EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
Breakaway, BullishPercentIndex, Butterfly, CalendarSpread, CalmarRatio, Camarilla,
CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, ClosingMarubozu,
Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput, ConcealingBabySwallow,
ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack, Crab, CumulativeVolumeDelta,
CumulativeVolumeIndex, CupAndHandle, CyberneticCycle, Cypher, DayOfWeekProfile,
DayOfWeekProfileOutput, Decycler, DecyclerOscillator, Dema, DemandIndex, DemarkPivots,
DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar, Donchian,
DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger, DoubleBollingerOutput,
DoubleTopBottom, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
FibonacciPivots, FibonacciPivotsOutput, FisherTransform, FlagPennant, Footprint,
FootprintOutput, ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis,
FundingRate, FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite,
GarmanKlassVolatility, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
GarmanKlassVolatility, Gartley, GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami,
HeadAndShoulders, HeikinAshi, HeikinAshiOutput, HiLoActivator, HighLowIndex, HighWave, Hikkake,
HikkakeModified, HilbertDominantCycle, HistoricalVolatility, Hma, HomingPigeon, HtDcPhase,
HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel, HurstChannelOutput, HurstExponent,
@@ -105,7 +106,7 @@ pub use indicators::{
RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100,
RogersSatchellVolatility, RollingCorrelation, RollingCovariance, RollingVwap, RoofingFilter,
Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeasonalZScore, SeparatingLines,
SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap,
SessionHighLow, SessionHighLowOutput, SessionRange, SessionRangeOutput, SessionVwap, Shark,
SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadBollingerBands,
SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
@@ -114,9 +115,9 @@ pub use indicators::{
SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii,
TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeDrives, ThreeInside,
ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex,
Tii, TimeOfDayReturnProfile, TimeOfDayReturnProfileOutput, TpoProfile, TpoProfileOutput,
TradeImbalance, TreynorRatio, Triangle, Trima, Trin, TripleTopBottom, Trix, TrueRange, Tsf,
Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, TurnOfMonth, Tweezer, TwoCrows, TypicalPrice,
UlcerIndex, UltimateOscillator, UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods,