feat(family-14): add 15 candlestick patterns (#53)
* feat(family-14): add 15 candlestick patterns Introduces the Candlestick Patterns family (block A of the family-14 spec) as scalar f64 indicators on Candle inputs. Each detector emits +1.0 for a bullish reading, -1.0 for a bearish reading, and 0.0 when no pattern is present. Doji is direction-less and emits +1.0 / 0.0 only. New indicators (15): - Doji - Hammer - InvertedHammer - HangingMan - ShootingStar - Engulfing - Harami - MorningEveningStar (signed: +1.0 morning star, -1.0 evening star) - ThreeSoldiersOrCrows (signed: +1.0 soldiers, -1.0 crows) - PiercingDarkCloud (signed: +1.0 piercing, -1.0 dark cloud) - Marubozu (signed: +1.0 bullish, -1.0 bearish, 5 percent shadow tolerance default) - Tweezer (signed: +1.0 bottom, -1.0 top, 10 bps relative tolerance default) - SpinningTop (direction-signed indecision) - ThreeInside (confirmed Harami) - ThreeOutside (confirmed Engulfing) MVP scope notes: - Pattern-shape check only, no trend filter applied. Caller combines with a trend indicator for actionable signals. Documented in every doc comment. - Block B (Harmonic patterns) and block C (Chart patterns) remain out-of-scope and will follow when the pattern-detection framework (pivot detector, multi-bar state machines) lands. Touched across all bindings: Python, Node, WASM. Fuzz target, Python tests (streaming-vs-batch + reference values), Node tests (streaming-vs-batch + reference values), and a representative bench subset (1-, 2- and 3-bar patterns) added. README family table + indicator counter (71 -> 86, eight -> nine families) and CHANGELOG [Unreleased] updated. * fix(family-14): unpack MULTI values with *_ to handle 3-element tuples * cov(family-14): cover Default impl cold paths and MorningEveningStar guard branches
This commit is contained in:
kingchenc
@@ -180,6 +180,22 @@ const candleScalar = {
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TDCountdown: { make: () => new wickra.TDCountdown(4, 9, 2, 13), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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TDDifferential: { make: () => new wickra.TDDifferential(), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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TDOpen: { make: () => new wickra.TDOpen(), 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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// Family 14 — Candlestick patterns
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Doji: { make: () => new wickra.Doji(), 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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Hammer: { make: () => new wickra.Hammer(), 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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InvertedHammer: { make: () => new wickra.InvertedHammer(), 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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HangingMan: { make: () => new wickra.HangingMan(), 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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ShootingStar: { make: () => new wickra.ShootingStar(), 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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Engulfing: { make: () => new wickra.Engulfing(), 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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Harami: { make: () => new wickra.Harami(), 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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MorningEveningStar: { make: () => new wickra.MorningEveningStar(), 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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ThreeSoldiersOrCrows: { make: () => new wickra.ThreeSoldiersOrCrows(), 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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PiercingDarkCloud: { make: () => new wickra.PiercingDarkCloud(), 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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Marubozu: { make: () => new wickra.Marubozu(), 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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Tweezer: { make: () => new wickra.Tweezer(), 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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SpinningTop: { make: () => new wickra.SpinningTop(), 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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ThreeInside: { make: () => new wickra.ThreeInside(), 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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ThreeOutside: { make: () => new wickra.ThreeOutside(), 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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+19
-1
@@ -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, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, 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, SuperSmoother, FisherTransform, InverseFisherTransform, Decycler, DecyclerOscillator, RoofingFilter, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, SpearmanCorrelation } = 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, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, RVI, PGO, KST, SMI, LaguerreRSI, ConnorsRSI, Inertia, ALMA, McGinleyDynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA, APO, AwesomeOscillatorHistogram, CFO, ZeroLagMACD, ElderImpulse, STC, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, KVO, VolumeOscillator, NVI, PVI, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, RWI, WaveTrend, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, RVIVolatility, ParkinsonVolatility, GarmanKlassVolatility, RogersSatchellVolatility, YangZhangVolatility, 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, SuperSmoother, FisherTransform, InverseFisherTransform, Decycler, DecyclerOscillator, RoofingFilter, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, SpearmanCorrelation, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -492,3 +492,21 @@ module.exports.HurstExponent = HurstExponent
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module.exports.PearsonCorrelation = PearsonCorrelation
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module.exports.Beta = Beta
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module.exports.SpearmanCorrelation = SpearmanCorrelation
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module.exports.ValueArea = ValueArea
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module.exports.InitialBalance = InitialBalance
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module.exports.OpeningRange = OpeningRange
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module.exports.Doji = Doji
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module.exports.Hammer = Hammer
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module.exports.InvertedHammer = InvertedHammer
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module.exports.HangingMan = HangingMan
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module.exports.ShootingStar = ShootingStar
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module.exports.Engulfing = Engulfing
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module.exports.Harami = Harami
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module.exports.MorningEveningStar = MorningEveningStar
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module.exports.ThreeSoldiersOrCrows = ThreeSoldiersOrCrows
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module.exports.PiercingDarkCloud = PiercingDarkCloud
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module.exports.Marubozu = Marubozu
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module.exports.Tweezer = Tweezer
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module.exports.SpinningTop = SpinningTop
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module.exports.ThreeInside = ThreeInside
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module.exports.ThreeOutside = ThreeOutside
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@@ -8317,3 +8317,105 @@ impl OpeningRangeNode {
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Ok(out)
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}
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}
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// ============================== Candlestick Patterns ==============================
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//
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// All 15 patterns take Candles (open, high, low, close) and emit a signed f64
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// signal per bar: +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is
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// direction-less and emits 0/+1 only.
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macro_rules! node_candle_pattern {
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($node:ident, $inner:ty, $js:literal) => {
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#[napi(js_name = $js)]
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pub struct $node {
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inner: $inner,
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}
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impl Default for $node {
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fn default() -> Self {
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Self::new()
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}
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}
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#[napi]
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impl $node {
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#[napi(constructor)]
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pub fn new() -> Self {
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Self {
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inner: <$inner>::new(),
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}
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}
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#[napi]
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pub fn update(
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&mut self,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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) -> napi::Result<Option<f64>> {
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let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
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Ok(self.inner.update(candle))
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}
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#[napi]
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pub fn batch(
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&mut self,
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open: Vec<f64>,
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high: Vec<f64>,
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low: Vec<f64>,
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close: Vec<f64>,
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) -> napi::Result<Vec<f64>> {
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if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"open, high, low, close must be equal length".to_string(),
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));
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}
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let mut out = Vec::with_capacity(open.len());
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for i in 0..open.len() {
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let candle = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0)
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.map_err(map_err)?;
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out.push(self.inner.update(candle).unwrap_or(f64::NAN));
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}
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Ok(out)
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}
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#[napi]
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pub fn reset(&mut self) {
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self.inner.reset();
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}
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#[napi(js_name = "isReady")]
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pub fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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#[napi(js_name = "warmupPeriod")]
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pub fn warmup_period(&self) -> u32 {
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self.inner.warmup_period() as u32
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}
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}
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};
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}
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node_candle_pattern!(DojiNode, wc::Doji, "Doji");
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node_candle_pattern!(HammerNode, wc::Hammer, "Hammer");
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node_candle_pattern!(InvertedHammerNode, wc::InvertedHammer, "InvertedHammer");
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node_candle_pattern!(HangingManNode, wc::HangingMan, "HangingMan");
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node_candle_pattern!(ShootingStarNode, wc::ShootingStar, "ShootingStar");
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node_candle_pattern!(EngulfingNode, wc::Engulfing, "Engulfing");
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node_candle_pattern!(HaramiNode, wc::Harami, "Harami");
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node_candle_pattern!(
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MorningEveningStarNode,
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wc::MorningEveningStar,
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"MorningEveningStar"
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);
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node_candle_pattern!(
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ThreeSoldiersOrCrowsNode,
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wc::ThreeSoldiersOrCrows,
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"ThreeSoldiersOrCrows"
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);
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node_candle_pattern!(
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PiercingDarkCloudNode,
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wc::PiercingDarkCloud,
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"PiercingDarkCloud"
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);
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node_candle_pattern!(MarubozuNode, wc::Marubozu, "Marubozu");
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node_candle_pattern!(TweezerNode, wc::Tweezer, "Tweezer");
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node_candle_pattern!(SpinningTopNode, wc::SpinningTop, "SpinningTop");
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node_candle_pattern!(ThreeInsideNode, wc::ThreeInside, "ThreeInside");
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node_candle_pattern!(ThreeOutsideNode, wc::ThreeOutside, "ThreeOutside");
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