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
2026-05-26 00:54:11 +02:00
committed by GitHub
parent 9b8e1346ed
commit 55284a3042
28 changed files with 3490 additions and 50 deletions
+19 -1
View File
@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`)
}
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
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
module.exports.version = version
module.exports.SMA = SMA
@@ -492,3 +492,21 @@ module.exports.HurstExponent = HurstExponent
module.exports.PearsonCorrelation = PearsonCorrelation
module.exports.Beta = Beta
module.exports.SpearmanCorrelation = SpearmanCorrelation
module.exports.ValueArea = ValueArea
module.exports.InitialBalance = InitialBalance
module.exports.OpeningRange = OpeningRange
module.exports.Doji = Doji
module.exports.Hammer = Hammer
module.exports.InvertedHammer = InvertedHammer
module.exports.HangingMan = HangingMan
module.exports.ShootingStar = ShootingStar
module.exports.Engulfing = Engulfing
module.exports.Harami = Harami
module.exports.MorningEveningStar = MorningEveningStar
module.exports.ThreeSoldiersOrCrows = ThreeSoldiersOrCrows
module.exports.PiercingDarkCloud = PiercingDarkCloud
module.exports.Marubozu = Marubozu
module.exports.Tweezer = Tweezer
module.exports.SpinningTop = SpinningTop
module.exports.ThreeInside = ThreeInside
module.exports.ThreeOutside = ThreeOutside