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
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@@ -11054,6 +11054,109 @@ impl PyOpeningRange {
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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 and emit a signed f64 signal per bar:
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// +1.0 bullish, -1.0 bearish, 0.0 no pattern. Doji is direction-less, so it
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// uses +1.0 / 0.0 only.
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macro_rules! candle_pattern_no_param {
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($name:ident, $inner:ty, $repr:expr) => {
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#[pyclass(name = $repr, module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone)]
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struct $name {
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inner: $inner,
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}
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#[pymethods]
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impl $name {
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#[new]
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fn new() -> Self {
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Self {
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inner: <$inner>::new(),
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}
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}
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fn update(&mut self, candle: &Bound<'_, PyAny>) -> PyResult<Option<f64>> {
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let c = extract_candle(candle)?;
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Ok(self.inner.update(c))
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}
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fn batch<'py>(
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&mut self,
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py: Python<'py>,
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open: PyReadonlyArray1<'py, f64>,
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high: PyReadonlyArray1<'py, f64>,
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low: PyReadonlyArray1<'py, f64>,
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close: PyReadonlyArray1<'py, f64>,
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
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let o = open
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let h = high
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let l = low
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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let c = close
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.as_slice()
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.map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
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if o.len() != h.len() || h.len() != l.len() || l.len() != c.len() {
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return Err(PyValueError::new_err(
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"open, high, low, close must be equal length",
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));
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}
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let mut out = Vec::with_capacity(o.len());
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for i in 0..o.len() {
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let candle =
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wc::Candle::new(o[i], h[i], l[i], c[i], 0.0, 0).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.into_pyarray(py))
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}
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fn reset(&mut self) {
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self.inner.reset();
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}
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fn is_ready(&self) -> bool {
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self.inner.is_ready()
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}
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fn warmup_period(&self) -> usize {
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self.inner.warmup_period()
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}
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fn __repr__(&self) -> String {
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format!("{}()", $repr)
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}
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}
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};
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}
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candle_pattern_no_param!(PyDoji, wc::Doji, "Doji");
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candle_pattern_no_param!(PyHammer, wc::Hammer, "Hammer");
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candle_pattern_no_param!(PyInvertedHammer, wc::InvertedHammer, "InvertedHammer");
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candle_pattern_no_param!(PyHangingMan, wc::HangingMan, "HangingMan");
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candle_pattern_no_param!(PyShootingStar, wc::ShootingStar, "ShootingStar");
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candle_pattern_no_param!(PyEngulfing, wc::Engulfing, "Engulfing");
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candle_pattern_no_param!(PyHarami, wc::Harami, "Harami");
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candle_pattern_no_param!(
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PyMorningEveningStar,
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wc::MorningEveningStar,
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"MorningEveningStar"
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);
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candle_pattern_no_param!(
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PyThreeSoldiersOrCrows,
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wc::ThreeSoldiersOrCrows,
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"ThreeSoldiersOrCrows"
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);
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candle_pattern_no_param!(
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PyPiercingDarkCloud,
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wc::PiercingDarkCloud,
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"PiercingDarkCloud"
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);
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candle_pattern_no_param!(PyMarubozu, wc::Marubozu, "Marubozu");
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candle_pattern_no_param!(PyTweezer, wc::Tweezer, "Tweezer");
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candle_pattern_no_param!(PySpinningTop, wc::SpinningTop, "SpinningTop");
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candle_pattern_no_param!(PyThreeInside, wc::ThreeInside, "ThreeInside");
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candle_pattern_no_param!(PyThreeOutside, wc::ThreeOutside, "ThreeOutside");
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// ============================== Module ==============================
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#[pymodule]
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@@ -11245,5 +11348,21 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyValueArea>()?;
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m.add_class::<PyInitialBalance>()?;
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m.add_class::<PyOpeningRange>()?;
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// Candlestick patterns.
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m.add_class::<PyDoji>()?;
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m.add_class::<PyHammer>()?;
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m.add_class::<PyInvertedHammer>()?;
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m.add_class::<PyHangingMan>()?;
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m.add_class::<PyShootingStar>()?;
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m.add_class::<PyEngulfing>()?;
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m.add_class::<PyHarami>()?;
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m.add_class::<PyMorningEveningStar>()?;
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m.add_class::<PyThreeSoldiersOrCrows>()?;
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m.add_class::<PyPiercingDarkCloud>()?;
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m.add_class::<PyMarubozu>()?;
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m.add_class::<PyTweezer>()?;
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m.add_class::<PySpinningTop>()?;
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m.add_class::<PyThreeInside>()?;
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m.add_class::<PyThreeOutside>()?;
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Ok(())
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}
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