feat: TA-Lib candlestick patterns — gap-three-methods/stalled/stick-sandwich/takuri (part 8 of 9) (#140)
Adds five TA-Lib candlestick patterns, each a streaming `Indicator<Input = Candle, Output = f64>` emitting the family's uniform `±1.0 / 0.0` sign convention, fully wired across the Rust core, Python / Node / WASM bindings, fuzz target and reference tests. - **Upside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — a 3-bar bullish continuation: two white candles gap up, then a black candle opens within the second body and closes within the first; bullish +1. - **Downside Gap Three Methods** (`CDLXSIDEGAP3METHODS`) — the bearish mirror: two black candles gap down, then a white candle opens within the second body and closes within the first; bearish -1. - **Stalled Pattern** (`CDLSTALLEDPATTERN`) — a 3-bar bearish reversal warning: two long white candles then a small white candle riding the shoulder, signalling the rally is stalling; bearish -1. - **Stick Sandwich** (`CDLSTICKSANDWICH`) — a 3-bar bullish reversal: two black candles closing at the same level sandwich a white candle, marking a support floor; bullish +1. - **Takuri** (`CDLTAKURI`) — a single-bar bullish reversal, a strict Dragonfly Doji with a negligible upper shadow and very long lower shadow; bullish +1. Body and shadow thresholds follow the geometric house style (fixed fractions of the bar range) rather than TA-Lib's rolling averages. Upside / Downside Gap Three Methods share the `CDLXSIDEGAP3METHODS` code, so the second carries a manual CHANGELOG entry (as with Rising / Falling Three Methods). Counter 279 → 284 (mod-count == lib counted block; FAMILIES total 274 → 279). Stacked on #139 (`feat/cdl-lines`); base retargets to `main` once the predecessor merges.
This commit is contained in:
kingchenc
@@ -270,6 +270,11 @@ const candleScalar = {
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ShortLine: { make: () => new wickra.ShortLine(), 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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RisingThreeMethods: { make: () => new wickra.RisingThreeMethods(), 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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FallingThreeMethods: { make: () => new wickra.FallingThreeMethods(), 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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UpsideGapThreeMethods: { make: () => new wickra.UpsideGapThreeMethods(), 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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DownsideGapThreeMethods: { make: () => new wickra.DownsideGapThreeMethods(), 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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StalledPattern: { make: () => new wickra.StalledPattern(), 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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StickSandwich: { make: () => new wickra.StickSandwich(), 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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Takuri: { make: () => new wickra.Takuri(), 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
@@ -2525,6 +2525,51 @@ export declare class FallingThreeMethods {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type UpsideGapThreeMethodsNode = UpsideGapThreeMethods
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export declare class UpsideGapThreeMethods {
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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 DownsideGapThreeMethodsNode = DownsideGapThreeMethods
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export declare class DownsideGapThreeMethods {
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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 StalledPatternNode = StalledPattern
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export declare class StalledPattern {
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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 StickSandwichNode = StickSandwich
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export declare class StickSandwich {
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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 TakuriNode = Takuri
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export declare class Takuri {
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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, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, 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, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, 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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@@ -550,6 +550,11 @@ module.exports.LongLine = LongLine
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module.exports.ShortLine = ShortLine
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module.exports.RisingThreeMethods = RisingThreeMethods
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module.exports.FallingThreeMethods = FallingThreeMethods
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module.exports.UpsideGapThreeMethods = UpsideGapThreeMethods
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module.exports.DownsideGapThreeMethods = DownsideGapThreeMethods
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module.exports.StalledPattern = StalledPattern
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module.exports.StickSandwich = StickSandwich
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module.exports.Takuri = Takuri
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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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@@ -8812,6 +8812,19 @@ node_candle_pattern!(
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wc::FallingThreeMethods,
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"FallingThreeMethods"
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);
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node_candle_pattern!(
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UpsideGapThreeMethodsNode,
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wc::UpsideGapThreeMethods,
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"UpsideGapThreeMethods"
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);
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node_candle_pattern!(
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DownsideGapThreeMethodsNode,
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wc::DownsideGapThreeMethods,
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"DownsideGapThreeMethods"
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);
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node_candle_pattern!(StalledPatternNode, wc::StalledPattern, "StalledPattern");
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node_candle_pattern!(StickSandwichNode, wc::StickSandwich, "StickSandwich");
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node_candle_pattern!(TakuriNode, wc::Takuri, "Takuri");
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -275,6 +275,11 @@ from ._wickra import (
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ShortLine,
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RisingThreeMethods,
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FallingThreeMethods,
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UpsideGapThreeMethods,
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DownsideGapThreeMethods,
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StalledPattern,
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StickSandwich,
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Takuri,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -577,6 +582,11 @@ __all__ = [
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"ShortLine",
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"RisingThreeMethods",
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"FallingThreeMethods",
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"UpsideGapThreeMethods",
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"DownsideGapThreeMethods",
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"StalledPattern",
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"StickSandwich",
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"Takuri",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11675,6 +11675,19 @@ candle_pattern_no_param!(
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wc::FallingThreeMethods,
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"FallingThreeMethods"
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);
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candle_pattern_no_param!(
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PyUpsideGapThreeMethods,
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wc::UpsideGapThreeMethods,
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"UpsideGapThreeMethods"
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);
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candle_pattern_no_param!(
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PyDownsideGapThreeMethods,
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wc::DownsideGapThreeMethods,
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"DownsideGapThreeMethods"
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);
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candle_pattern_no_param!(PyStalledPattern, wc::StalledPattern, "StalledPattern");
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candle_pattern_no_param!(PyStickSandwich, wc::StickSandwich, "StickSandwich");
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candle_pattern_no_param!(PyTakuri, wc::Takuri, "Takuri");
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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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@@ -14206,6 +14219,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyShortLine>()?;
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m.add_class::<PyRisingThreeMethods>()?;
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m.add_class::<PyFallingThreeMethods>()?;
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m.add_class::<PyUpsideGapThreeMethods>()?;
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m.add_class::<PyDownsideGapThreeMethods>()?;
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m.add_class::<PyStalledPattern>()?;
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m.add_class::<PyStickSandwich>()?;
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m.add_class::<PyTakuri>()?;
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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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@@ -663,6 +663,26 @@ CANDLE_SCALAR = {
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lambda: ta.FallingThreeMethods(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"UpsideGapThreeMethods": (
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lambda: ta.UpsideGapThreeMethods(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"DownsideGapThreeMethods": (
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lambda: ta.DownsideGapThreeMethods(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"StalledPattern": (
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lambda: ta.StalledPattern(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"StickSandwich": (
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lambda: ta.StickSandwich(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"Takuri": (
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lambda: ta.Takuri(),
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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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@@ -1951,6 +1971,39 @@ def test_falling_three_methods_reference():
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assert t.update((12.0, 13.1, 11.9, 13.0, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((12.5, 12.6, 8.9, 9.0, 1.0, 4)) == pytest.approx(-1.0)
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def test_upside_gap_three_methods_reference():
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t = ta.UpsideGapThreeMethods()
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assert t.update((10.0, 11.2, 9.8, 11.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((12.0, 13.2, 11.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((12.5, 12.6, 10.4, 10.5, 1.0, 2)) == pytest.approx(1.0)
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def test_downside_gap_three_methods_reference():
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t = ta.DownsideGapThreeMethods()
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assert t.update((13.0, 13.2, 11.8, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((11.0, 11.1, 9.8, 10.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((10.5, 12.6, 10.4, 12.5, 1.0, 2)) == pytest.approx(-1.0)
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def test_stalled_pattern_reference():
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t = ta.StalledPattern()
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assert t.update((10.0, 12.05, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((11.0, 14.05, 10.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((14.0, 14.6, 13.95, 14.15, 1.0, 2)) == pytest.approx(-1.0)
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def test_stick_sandwich_reference():
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t = ta.StickSandwich()
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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((10.5, 11.6, 10.4, 11.5, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((11.5, 11.6, 9.9, 10.0, 1.0, 2)) == pytest.approx(1.0)
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def test_takuri_reference():
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t = ta.Takuri()
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assert t.update((10.0, 10.05, 7.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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@@ -6389,6 +6389,19 @@ wasm_candle_pattern!(
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wc::FallingThreeMethods,
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FallingThreeMethods
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);
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wasm_candle_pattern!(
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WasmUpsideGapThreeMethods,
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wc::UpsideGapThreeMethods,
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UpsideGapThreeMethods
|
||||
);
|
||||
wasm_candle_pattern!(
|
||||
WasmDownsideGapThreeMethods,
|
||||
wc::DownsideGapThreeMethods,
|
||||
DownsideGapThreeMethods
|
||||
);
|
||||
wasm_candle_pattern!(WasmStalledPattern, wc::StalledPattern, StalledPattern);
|
||||
wasm_candle_pattern!(WasmStickSandwich, wc::StickSandwich, StickSandwich);
|
||||
wasm_candle_pattern!(WasmTakuri, wc::Takuri, Takuri);
|
||||
|
||||
// ============================== Microstructure: Order Book ==============================
|
||||
//
|
||||
|
||||
Reference in New Issue
Block a user