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feat(family-14): add 15 candlestick patterns (#53)

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* 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
Download Patch File Download Diff File Expand all files Collapse all files
bindings/python/python/wickra/__init__.py
+32
View File
@@ -219,6 +219,22 @@ from ._wickra import (
ValueArea,
InitialBalance,
OpeningRange,
# Candlestick patterns
Doji,
Hammer,
InvertedHammer,
HangingMan,
ShootingStar,
Engulfing,
Harami,
MorningEveningStar,
ThreeSoldiersOrCrows,
PiercingDarkCloud,
Marubozu,
Tweezer,
SpinningTop,
ThreeInside,
ThreeOutside,
)
__all__ = [
@@ -417,4 +433,20 @@ __all__ = [
"ValueArea",
"InitialBalance",
"OpeningRange",
# Candlestick patterns
"Doji",
"Hammer",
"InvertedHammer",
"HangingMan",
"ShootingStar",
"Engulfing",
"Harami",
"MorningEveningStar",
"ThreeSoldiersOrCrows",
"PiercingDarkCloud",
"Marubozu",
"Tweezer",
"SpinningTop",
"ThreeInside",
"ThreeOutside",
]
bindings/python/src/lib.rs
+119
View File
@@ -11054,6 +11054,109 @@ impl PyOpeningRange {
}
}
// ============================== Candlestick Patterns ==============================
//
// All 15 patterns take Candles and emit a signed f64 signal per bar:
// +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is direction-less, so it
// uses +1.0 / 0.0 only.
macro_rules! candle_pattern_no_param {
($name:ident, $inner:ty, $repr:expr) => {
#[pyclass(name = $repr, module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct $name {
inner: $inner,
}
#[pymethods]
impl $name {
#[new]
fn new() -> Self {
Self {
inner: <$inner>::new(),
}
}
fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
let c = extract_candle(candle)?;
Ok(self.inner.update(c))
}
fn batch<'py>(
&mut self,
py: Python<'py>,
open: PyReadonlyArray1<'py, f64>,
high: PyReadonlyArray1<'py, f64>,
low: PyReadonlyArray1<'py, f64>,
close: PyReadonlyArray1<'py, f64>,
) -> PyResult<Bound<'py, PyArray1<f64>>> {
let o = open
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let h = high
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let l = low
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
let c = close
.as_slice()
.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
if o.len() != h.len() || h.len() != l.len() || l.len() != c.len() {
return Err(PyValueError::new_err(
"open, high, low, close must be equal length",
));
}
let mut out = Vec::with_capacity(o.len());
for i in 0..o.len() {
let candle =
wc::Candle::new(o[i], h[i], l[i], c[i], 0.0, 0).map_err(map_err)?;
out.push(self.inner.update(candle).unwrap_or(f64::NAN));
}
Ok(out.into_pyarray(py))
}
fn reset(&mut self) {
self.inner.reset();
}
fn is_ready(&self) -> bool {
self.inner.is_ready()
}
fn warmup_period(&self) -> usize {
self.inner.warmup_period()
}
fn __repr__(&self) -> String {
format!("{}()", $repr)
}
}
};
}
candle_pattern_no_param!(PyDoji, wc::Doji, "Doji");
candle_pattern_no_param!(PyHammer, wc::Hammer, "Hammer");
candle_pattern_no_param!(PyInvertedHammer, wc::InvertedHammer, "InvertedHammer");
candle_pattern_no_param!(PyHangingMan, wc::HangingMan, "HangingMan");
candle_pattern_no_param!(PyShootingStar, wc::ShootingStar, "ShootingStar");
candle_pattern_no_param!(PyEngulfing, wc::Engulfing, "Engulfing");
candle_pattern_no_param!(PyHarami, wc::Harami, "Harami");
candle_pattern_no_param!(
PyMorningEveningStar,
wc::MorningEveningStar,
"MorningEveningStar"
);
candle_pattern_no_param!(
PyThreeSoldiersOrCrows,
wc::ThreeSoldiersOrCrows,
"ThreeSoldiersOrCrows"
);
candle_pattern_no_param!(
PyPiercingDarkCloud,
wc::PiercingDarkCloud,
"PiercingDarkCloud"
);
candle_pattern_no_param!(PyMarubozu, wc::Marubozu, "Marubozu");
candle_pattern_no_param!(PyTweezer, wc::Tweezer, "Tweezer");
candle_pattern_no_param!(PySpinningTop, wc::SpinningTop, "SpinningTop");
candle_pattern_no_param!(PyThreeInside, wc::ThreeInside, "ThreeInside");
candle_pattern_no_param!(PyThreeOutside, wc::ThreeOutside, "ThreeOutside");
// ============================== Module ==============================
#[pymodule]
@@ -11245,5 +11348,21 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PyValueArea>()?;
m.add_class::<PyInitialBalance>()?;
m.add_class::<PyOpeningRange>()?;
// Candlestick patterns.
m.add_class::<PyDoji>()?;
m.add_class::<PyHammer>()?;
m.add_class::<PyInvertedHammer>()?;
m.add_class::<PyHangingMan>()?;
m.add_class::<PyShootingStar>()?;
m.add_class::<PyEngulfing>()?;
m.add_class::<PyHarami>()?;
m.add_class::<PyMorningEveningStar>()?;
m.add_class::<PyThreeSoldiersOrCrows>()?;
m.add_class::<PyPiercingDarkCloud>()?;
m.add_class::<PyMarubozu>()?;
m.add_class::<PyTweezer>()?;
m.add_class::<PySpinningTop>()?;
m.add_class::<PyThreeInside>()?;
m.add_class::<PyThreeOutside>()?;
Ok(())
}
bindings/python/tests/test_new_indicators.py
+176
View File
@@ -325,6 +325,68 @@ CANDLE_SCALAR = {
lambda: ta.TDDifferential(),
lambda ind, h, l, c, v: ind.batch(h, l, c),
),
# Candlestick patterns -- batch takes (open, high, low, close) and the
# streaming side feeds close as open (same convention as BalanceOfPower).
"Doji": (
lambda: ta.Doji(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Hammer": (
lambda: ta.Hammer(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"InvertedHammer": (
lambda: ta.InvertedHammer(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"HangingMan": (
lambda: ta.HangingMan(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ShootingStar": (
lambda: ta.ShootingStar(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Engulfing": (
lambda: ta.Engulfing(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Harami": (
lambda: ta.Harami(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"MorningEveningStar": (
lambda: ta.MorningEveningStar(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ThreeSoldiersOrCrows": (
lambda: ta.ThreeSoldiersOrCrows(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"PiercingDarkCloud": (
lambda: ta.PiercingDarkCloud(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Marubozu": (
lambda: ta.Marubozu(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"Tweezer": (
lambda: ta.Tweezer(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"SpinningTop": (
lambda: ta.SpinningTop(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ThreeInside": (
lambda: ta.ThreeInside(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ThreeOutside": (
lambda: ta.ThreeOutside(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
}
@@ -1551,3 +1613,117 @@ def test_heikin_ashi_lifecycle_and_reset():
assert ha.is_ready() is True
ha.reset()
assert ha.is_ready() is False
# --- Candlestick pattern reference values --------------------------------
def test_doji_reference():
# body 0, range 2 -> doji.
assert ta.Doji().update((10.0, 11.0, 9.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
# Marubozu shape -> not a doji.
assert ta.Doji().update((10.0, 12.0, 10.0, 12.0, 1.0, 0)) == pytest.approx(0.0)
def test_hammer_reference():
# body 0.5, lower shadow 5.0, upper 0.1.
assert ta.Hammer().update((10.0, 10.6, 5.0, 10.5, 1.0, 0)) == pytest.approx(1.0)
def test_inverted_hammer_reference():
assert ta.InvertedHammer().update(
(10.0, 15.0, 9.9, 10.5, 1.0, 0)
) == pytest.approx(1.0)
def test_hanging_man_reference():
assert ta.HangingMan().update((10.0, 10.6, 5.0, 10.5, 1.0, 0)) == pytest.approx(
-1.0
)
def test_shooting_star_reference():
assert ta.ShootingStar().update(
(10.0, 15.0, 9.9, 10.5, 1.0, 0)
) == pytest.approx(-1.0)
def test_engulfing_reference():
e = ta.Engulfing()
assert e.update((11.0, 11.2, 9.8, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert e.update((9.5, 12.0, 9.5, 11.5, 1.0, 1)) == pytest.approx(1.0)
def test_harami_reference():
h = ta.Harami()
assert h.update((12.0, 12.5, 9.5, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert h.update((10.5, 11.5, 10.4, 11.0, 1.0, 1)) == pytest.approx(1.0)
def test_morning_evening_star_reference():
m = ta.MorningEveningStar()
assert m.update((12.0, 12.2, 9.5, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert m.update((9.9, 10.1, 9.7, 9.95, 1.0, 1)) == pytest.approx(0.0)
assert m.update((10.1, 12.0, 10.0, 11.8, 1.0, 2)) == pytest.approx(1.0)
def test_three_soldiers_reference():
t = ta.ThreeSoldiersOrCrows()
assert t.update((10.0, 11.5, 9.9, 11.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((10.5, 12.5, 10.4, 12.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((11.5, 13.5, 11.4, 13.0, 1.0, 2)) == pytest.approx(1.0)
def test_piercing_dark_cloud_reference():
p = ta.PiercingDarkCloud()
assert p.update((12.0, 12.5, 10.0, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert p.update((9.8, 11.8, 9.5, 11.5, 1.0, 1)) == pytest.approx(1.0)
def test_marubozu_reference():
# Bullish marubozu: open == low, close == high.
assert ta.Marubozu().update(
(10.0, 12.0, 10.0, 12.0, 1.0, 0)
) == pytest.approx(1.0)
assert ta.Marubozu().update(
(12.0, 12.0, 10.0, 10.0, 1.0, 0)
) == pytest.approx(-1.0)
def test_tweezer_reference():
t = ta.Tweezer()
assert t.update((11.0, 12.0, 9.5, 9.6, 1.0, 0)) == pytest.approx(0.0)
assert t.update((9.7, 10.5, 9.5, 10.2, 1.0, 1)) == pytest.approx(1.0)
def test_spinning_top_reference():
# body 0.5, both shadows 3.0, range 6.5 -> body/range ~= 0.077.
assert ta.SpinningTop().update(
(10.0, 13.5, 7.0, 10.5, 1.0, 0)
) == pytest.approx(1.0)
def test_three_inside_reference():
t = ta.ThreeInside()
assert t.update((12.0, 12.5, 9.5, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((10.5, 11.5, 10.4, 11.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((11.0, 13.0, 10.9, 12.5, 1.0, 2)) == pytest.approx(1.0)
def test_three_outside_reference():
t = ta.ThreeOutside()
assert t.update((11.0, 11.2, 9.8, 10.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((9.5, 12.0, 9.5, 11.5, 1.0, 1)) == pytest.approx(0.0)
assert t.update((11.5, 13.0, 11.4, 12.5, 1.0, 2)) == pytest.approx(1.0)
# --- Lifecycle ------------------------------------------------------------
def test_new_indicators_expose_lifecycle():
instances = [make() for make, _ in CANDLE_SCALAR.values()]
instances += [make() for make, *_ in MULTI.values()]
instances += [cls(*args) for cls, args in SCALAR]
for ind in instances:
assert ind.is_ready() is False
assert ind.warmup_period() >= 1
ind.reset()
assert ind.is_ready() is False