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
+102
View File
@@ -8317,3 +8317,105 @@ impl OpeningRangeNode {
Ok(out)
}
}
// ============================== Candlestick Patterns ==============================
//
// All 15 patterns take Candles (open, high, low, close) and emit a signed f64
// signal per bar: +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is
// direction-less and emits 0/+1 only.
macro_rules! node_candle_pattern {
($node:ident, $inner:ty, $js:literal) => {
#[napi(js_name = $js)]
pub struct $node {
inner: $inner,
}
impl Default for $node {
fn default() -> Self {
Self::new()
}
}
#[napi]
impl $node {
#[napi(constructor)]
pub fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
#[napi]
pub fn update(
&mut self,
open: f64,
high: f64,
low: f64,
close: f64,
) -> napi::Result<Option<f64>> {
let candle = wc::Candle::new(open, high, low, close, 0.0, 0).map_err(map_err)?;
Ok(self.inner.update(candle))
}
#[napi]
pub fn batch(
&mut self,
open: Vec<f64>,
high: Vec<f64>,
low: Vec<f64>,
close: Vec<f64>,
) -> napi::Result<Vec<f64>> {
if open.len() != high.len() || high.len() != low.len() || low.len() != close.len() {
return Err(NapiError::from_reason(
"open, high, low, close must be equal length".to_string(),
));
}
let mut out = Vec::with_capacity(open.len());
for i in 0..open.len() {
let candle = wc::Candle::new(open[i], high[i], low[i], close[i], 0.0, 0)
.map_err(map_err)?;
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
}
Ok(out)
}
#[napi]
pub fn reset(&mut self) {
self.inner.reset();
}
#[napi(js_name = "isReady")]
pub fn is_ready(&self) -> bool {
self.inner.is_ready()
}
#[napi(js_name = "warmupPeriod")]
pub fn warmup_period(&self) -> u32 {
self.inner.warmup_period() as u32
}
}
};
}
node_candle_pattern!(DojiNode, wc::Doji, "Doji");
node_candle_pattern!(HammerNode, wc::Hammer, "Hammer");
node_candle_pattern!(InvertedHammerNode, wc::InvertedHammer, "InvertedHammer");
node_candle_pattern!(HangingManNode, wc::HangingMan, "HangingMan");
node_candle_pattern!(ShootingStarNode, wc::ShootingStar, "ShootingStar");
node_candle_pattern!(EngulfingNode, wc::Engulfing, "Engulfing");
node_candle_pattern!(HaramiNode, wc::Harami, "Harami");
node_candle_pattern!(
MorningEveningStarNode,
wc::MorningEveningStar,
"MorningEveningStar"
);
node_candle_pattern!(
ThreeSoldiersOrCrowsNode,
wc::ThreeSoldiersOrCrows,
"ThreeSoldiersOrCrows"
);
node_candle_pattern!(
PiercingDarkCloudNode,
wc::PiercingDarkCloud,
"PiercingDarkCloud"
);
node_candle_pattern!(MarubozuNode, wc::Marubozu, "Marubozu");
node_candle_pattern!(TweezerNode, wc::Tweezer, "Tweezer");
node_candle_pattern!(SpinningTopNode, wc::SpinningTop, "SpinningTop");
node_candle_pattern!(ThreeInsideNode, wc::ThreeInside, "ThreeInside");
node_candle_pattern!(ThreeOutsideNode, wc::ThreeOutside, "ThreeOutside");