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
+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,