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.
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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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