feat: add Candlestick Patterns deepening (B14, 6 indicators) (#209)
B14 of the family-deepening roadmap — six candlestick patterns (479 -> 485), all in the **Candlestick Patterns** family. **Fixed-lookback (candle-pattern macro bindings, neutral 0.0 during warmup):** - **Tristar** — three-doji star reversal. - **Harami Cross** — Harami whose second candle is a contained doji. - **Tower Top/Bottom** — tall bar, small pause, tall opposite bar. **Windowed / parameterized (hand-bound, `candle -> f64`):** - **Frying Pan Bottom** — rounded U-shaped accumulation base, recovery-confirmed. - **Dumpling Top** — rounded dome-shaped distribution top, breakdown-confirmed. - **New Price Lines** — run of N consecutive new closing highs (+1) / lows (-1). Window/Gap (Rising-Falling) dropped (SKIP — existing gap coverage). Wiring complete across core, Python, Node, WASM, fuzz, tests, README + docs counter (485) and CHANGELOG. Verified: core 3966 + doc 435, clippy clean, node 560, python 922.
This commit is contained in:
@@ -386,6 +386,12 @@ const candleScalar = {
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TDDWave: { make: () => new wickra.TDDWave(2), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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HeikinAshiOscillator: { make: () => new wickra.HeikinAshiOscillator(5), 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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ThreeLineBreak: { make: () => new wickra.ThreeLineBreak(3), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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Tristar: { make: () => new wickra.Tristar(), 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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HaramiCross: { make: () => new wickra.HaramiCross(), 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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TowerTopBottom: { make: () => new wickra.TowerTopBottom(), 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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DumplingTop: { make: () => new wickra.DumplingTop(9), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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NewPriceLines: { make: () => new wickra.NewPriceLines(5), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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FryPanBottom: { make: () => new wickra.FryPanBottom(9), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
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};
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for (const [name, d] of Object.entries(candleScalar)) {
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Vendored
+54
@@ -3421,6 +3421,33 @@ export declare class CandleVolume {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type FryPanBottomNode = FryPanBottom
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export declare class FryPanBottom {
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constructor(period: number)
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update(high: number, low: number, close: number): number | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type DumplingTopNode = DumplingTop
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export declare class DumplingTop {
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constructor(period: number)
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update(high: number, low: number, close: number): number | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type NewPriceLinesNode = NewPriceLines
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export declare class NewPriceLines {
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constructor(count: number)
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update(high: number, low: number, close: number): number | null
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batch(high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type ValueAreaNode = ValueArea
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export declare class ValueArea {
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constructor(period: number, binCount: number, valueAreaPct: number)
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@@ -4198,6 +4225,33 @@ export declare class TDTrap {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TristarNode = Tristar
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export declare class Tristar {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type HaramiCrossNode = HaramiCross
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export declare class HaramiCross {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type TowerTopBottomNode = TowerTopBottom
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export declare class TowerTopBottom {
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constructor()
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update(open: number, high: number, low: number, close: number): number | null
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batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
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reset(): void
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isReady(): boolean
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warmupPeriod(): number
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}
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export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
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export declare class OrderBookImbalanceTop1 {
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constructor()
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File diff suppressed because one or more lines are too long
@@ -12618,6 +12618,171 @@ impl CandleVolumeNode {
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}
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}
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// ============================== Frying Pan Bottom ==============================
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#[napi(js_name = "FryPanBottom")]
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pub struct FryPanBottomNode {
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inner: wc::FryPanBottom,
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}
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#[napi]
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impl FryPanBottomNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::FryPanBottom::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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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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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 high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"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(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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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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// ============================== Dumpling Top ==============================
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#[napi(js_name = "DumplingTop")]
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pub struct DumplingTopNode {
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inner: wc::DumplingTop,
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}
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#[napi]
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impl DumplingTopNode {
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#[napi(constructor)]
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pub fn new(period: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::DumplingTop::new(period as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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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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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 high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"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(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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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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// ============================== New Price Lines ==============================
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#[napi(js_name = "NewPriceLines")]
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pub struct NewPriceLinesNode {
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inner: wc::NewPriceLines,
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}
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#[napi]
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impl NewPriceLinesNode {
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#[napi(constructor)]
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pub fn new(count: u32) -> napi::Result<Self> {
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Ok(Self {
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inner: wc::NewPriceLines::new(count as usize).map_err(map_err)?,
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})
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}
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#[napi]
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pub fn update(&mut self, high: f64, low: f64, close: f64) -> napi::Result<Option<f64>> {
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Ok(self.inner.update(cnd(high, low, close, 0.0)?))
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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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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 high.len() != low.len() || low.len() != close.len() {
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return Err(NapiError::from_reason(
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"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(high.len());
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for i in 0..high.len() {
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out.push(
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self.inner
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.update(cnd(high[i], low[i], close[i], 0.0)?)
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.unwrap_or(f64::NAN),
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);
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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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// ============================== ValueArea ==============================
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#[napi(object)]
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@@ -13271,6 +13436,9 @@ node_candle_pattern!(TdClopNode, wc::TdClop, "TDClop");
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node_candle_pattern!(TdClopwinNode, wc::TdClopwin, "TDClopwin");
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node_candle_pattern!(TdPropulsionNode, wc::TdPropulsion, "TDPropulsion");
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node_candle_pattern!(TdTrapNode, wc::TdTrap, "TDTrap");
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node_candle_pattern!(TristarNode, wc::Tristar, "Tristar");
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node_candle_pattern!(HaramiCrossNode, wc::HaramiCross, "HaramiCross");
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node_candle_pattern!(TowerTopBottomNode, wc::TowerTopBottom, "TowerTopBottom");
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -360,6 +360,12 @@ from ._wickra import (
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KagiBars,
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PointAndFigureBars,
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# Candlestick patterns
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TowerTopBottom,
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HaramiCross,
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Tristar,
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FryPanBottom,
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DumplingTop,
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NewPriceLines,
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Doji,
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Hammer,
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InvertedHammer,
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@@ -869,6 +875,12 @@ __all__ = [
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"KagiBars",
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"PointAndFigureBars",
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# Candlestick patterns
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"TowerTopBottom",
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"HaramiCross",
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"Tristar",
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"FryPanBottom",
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"DumplingTop",
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"NewPriceLines",
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"Doji",
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"Hammer",
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"InvertedHammer",
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@@ -15705,6 +15705,186 @@ impl PyCandleVolume {
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}
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}
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// ============================== Frying Pan Bottom ==============================
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#[pyclass(name = "FryPanBottom", module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone)]
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struct PyFryPanBottom {
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inner: wc::FryPanBottom,
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}
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#[pymethods]
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impl PyFryPanBottom {
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#[new]
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#[pyo3(signature = (period=9))]
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fn new(period: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::FryPanBottom::new(period).map_err(map_err)?,
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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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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 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 h.len() != l.len() || l.len() != c.len() {
|
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return Err(PyValueError::new_err(
|
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"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(h.len());
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for i in 0..h.len() {
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let candle = wc::Candle::new(c[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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}
|
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|
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// ============================== Dumpling Top ==============================
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|
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#[pyclass(name = "DumplingTop", module = "wickra._wickra", skip_from_py_object)]
|
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#[derive(Clone)]
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struct PyDumplingTop {
|
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inner: wc::DumplingTop,
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}
|
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|
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#[pymethods]
|
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impl PyDumplingTop {
|
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#[new]
|
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#[pyo3(signature = (period=9))]
|
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fn new(period: usize) -> PyResult<Self> {
|
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Ok(Self {
|
||||
inner: wc::DumplingTop::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
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))
|
||||
}
|
||||
fn batch<'py>(
|
||||
&mut self,
|
||||
py: Python<'py>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
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) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
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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 h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let mut out = Vec::with_capacity(h.len());
|
||||
for i in 0..h.len() {
|
||||
let candle = wc::Candle::new(c[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()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== New Price Lines ==============================
|
||||
|
||||
#[pyclass(name = "NewPriceLines", module = "wickra._wickra", skip_from_py_object)]
|
||||
#[derive(Clone)]
|
||||
struct PyNewPriceLines {
|
||||
inner: wc::NewPriceLines,
|
||||
}
|
||||
|
||||
#[pymethods]
|
||||
impl PyNewPriceLines {
|
||||
#[new]
|
||||
#[pyo3(signature = (count=5))]
|
||||
fn new(count: usize) -> PyResult<Self> {
|
||||
Ok(Self {
|
||||
inner: wc::NewPriceLines::new(count).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
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>,
|
||||
high: PyReadonlyArray1<'py, f64>,
|
||||
low: PyReadonlyArray1<'py, f64>,
|
||||
close: PyReadonlyArray1<'py, f64>,
|
||||
) -> PyResult<Bound<'py, PyArray1<f64>>> {
|
||||
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 h.len() != l.len() || l.len() != c.len() {
|
||||
return Err(PyValueError::new_err(
|
||||
"high, low, close must be equal length",
|
||||
));
|
||||
}
|
||||
let mut out = Vec::with_capacity(h.len());
|
||||
for i in 0..h.len() {
|
||||
let candle = wc::Candle::new(c[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()
|
||||
}
|
||||
}
|
||||
|
||||
// ============================== CoefficientOfVariation ==============================
|
||||
|
||||
#[pyclass(
|
||||
@@ -18181,6 +18361,9 @@ candle_pattern_no_param!(PyTdClop, wc::TdClop, "TDClop");
|
||||
candle_pattern_no_param!(PyTdClopwin, wc::TdClopwin, "TDClopwin");
|
||||
candle_pattern_no_param!(PyTdPropulsion, wc::TdPropulsion, "TDPropulsion");
|
||||
candle_pattern_no_param!(PyTdTrap, wc::TdTrap, "TDTrap");
|
||||
candle_pattern_no_param!(PyTristar, wc::Tristar, "Tristar");
|
||||
candle_pattern_no_param!(PyHaramiCross, wc::HaramiCross, "HaramiCross");
|
||||
candle_pattern_no_param!(PyTowerTopBottom, wc::TowerTopBottom, "TowerTopBottom");
|
||||
// ============================== Microstructure: Order Book ==============================
|
||||
//
|
||||
// Order-book indicators consume a depth snapshot rather than OHLCV. Streaming
|
||||
@@ -24826,5 +25009,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
|
||||
m.add_class::<PyTdClopwin>()?;
|
||||
m.add_class::<PyTdPropulsion>()?;
|
||||
m.add_class::<PyTdTrap>()?;
|
||||
m.add_class::<PyTristar>()?;
|
||||
m.add_class::<PyHaramiCross>()?;
|
||||
m.add_class::<PyTowerTopBottom>()?;
|
||||
m.add_class::<PyFryPanBottom>()?;
|
||||
m.add_class::<PyDumplingTop>()?;
|
||||
m.add_class::<PyNewPriceLines>()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
@@ -382,6 +382,30 @@ def test_relative_strength_streaming_matches_batch():
|
||||
# 6-tuple candle; the batch helper takes only the columns it needs.
|
||||
|
||||
CANDLE_SCALAR = {
|
||||
"FryPanBottom": (
|
||||
lambda: ta.FryPanBottom(9),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
),
|
||||
"NewPriceLines": (
|
||||
lambda: ta.NewPriceLines(5),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
),
|
||||
"DumplingTop": (
|
||||
lambda: ta.DumplingTop(9),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
),
|
||||
"TowerTopBottom": (
|
||||
lambda: ta.TowerTopBottom(),
|
||||
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
|
||||
),
|
||||
"HaramiCross": (
|
||||
lambda: ta.HaramiCross(),
|
||||
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
|
||||
),
|
||||
"Tristar": (
|
||||
lambda: ta.Tristar(),
|
||||
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
|
||||
),
|
||||
"ThreeLineBreak": (
|
||||
lambda: ta.ThreeLineBreak(3),
|
||||
lambda ind, h, l, c, v: ind.batch(h, l, c),
|
||||
@@ -3278,6 +3302,27 @@ def test_equivolume_reference():
|
||||
def test_candle_volume_reference():
|
||||
t = ta.CandleVolume(20)
|
||||
|
||||
|
||||
def test_tristar_reference():
|
||||
t = ta.Tristar()
|
||||
assert t.update((100.0, 101.0, 99.0, 100.02, 1.0, 0)) == pytest.approx(0.0)
|
||||
assert t.update((105.0, 106.0, 104.0, 105.02, 1.0, 1)) == pytest.approx(0.0)
|
||||
assert t.update((100.0, 101.0, 99.0, 100.02, 1.0, 2)) == pytest.approx(-1.0)
|
||||
|
||||
|
||||
def test_harami_cross_reference():
|
||||
t = ta.HaramiCross()
|
||||
assert t.update((110.0, 110.2, 99.8, 100.0, 1.0, 0)) == pytest.approx(0.0)
|
||||
assert t.update((105.0, 106.0, 104.0, 105.02, 1.0, 1)) == pytest.approx(1.0)
|
||||
|
||||
|
||||
def test_tower_top_bottom_reference():
|
||||
t = ta.TowerTopBottom()
|
||||
assert t.update((100.0, 110.1, 99.9, 110.0, 1.0, 0)) == pytest.approx(0.0)
|
||||
assert t.update((105.0, 107.0, 103.0, 105.1, 1.0, 1)) == pytest.approx(0.0)
|
||||
assert t.update((110.0, 110.1, 99.9, 100.0, 1.0, 2)) == pytest.approx(-1.0)
|
||||
|
||||
|
||||
# --- Lifecycle ------------------------------------------------------------
|
||||
|
||||
|
||||
|
||||
@@ -9050,6 +9050,9 @@ wasm_candle_pattern!(WasmTdClop, wc::TdClop, TDClop);
|
||||
wasm_candle_pattern!(WasmTdClopwin, wc::TdClopwin, TDClopwin);
|
||||
wasm_candle_pattern!(WasmTdPropulsion, wc::TdPropulsion, TDPropulsion);
|
||||
wasm_candle_pattern!(WasmTdTrap, wc::TdTrap, TDTrap);
|
||||
wasm_candle_pattern!(WasmTristar, wc::Tristar, Tristar);
|
||||
wasm_candle_pattern!(WasmHaramiCross, wc::HaramiCross, HaramiCross);
|
||||
wasm_candle_pattern!(WasmTowerTopBottom, wc::TowerTopBottom, TowerTopBottom);
|
||||
|
||||
// ============================== Microstructure: Order Book ==============================
|
||||
//
|
||||
@@ -10488,6 +10491,150 @@ impl WasmCandleVolume {
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- Frying Pan Bottom ----------
|
||||
|
||||
#[wasm_bindgen(js_name = FryPanBottom)]
|
||||
pub struct WasmFryPanBottom {
|
||||
inner: wc::FryPanBottom,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = FryPanBottom)]
|
||||
impl WasmFryPanBottom {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmFryPanBottom, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::FryPanBottom::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(high.len());
|
||||
for i in 0..high.len() {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- Dumpling Top ----------
|
||||
|
||||
#[wasm_bindgen(js_name = DumplingTop)]
|
||||
pub struct WasmDumplingTop {
|
||||
inner: wc::DumplingTop,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = DumplingTop)]
|
||||
impl WasmDumplingTop {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(period: usize) -> Result<WasmDumplingTop, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::DumplingTop::new(period).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(high.len());
|
||||
for i in 0..high.len() {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- New Price Lines ----------
|
||||
|
||||
#[wasm_bindgen(js_name = NewPriceLines)]
|
||||
pub struct WasmNewPriceLines {
|
||||
inner: wc::NewPriceLines,
|
||||
}
|
||||
|
||||
#[wasm_bindgen(js_class = NewPriceLines)]
|
||||
impl WasmNewPriceLines {
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(count: usize) -> Result<WasmNewPriceLines, JsError> {
|
||||
Ok(Self {
|
||||
inner: wc::NewPriceLines::new(count).map_err(map_err)?,
|
||||
})
|
||||
}
|
||||
pub fn update(&mut self, high: f64, low: f64, close: f64) -> Result<Option<f64>, JsError> {
|
||||
let c = make_candle(high, low, close, 0.0)?;
|
||||
Ok(self.inner.update(c))
|
||||
}
|
||||
pub fn batch(
|
||||
&mut self,
|
||||
high: &[f64],
|
||||
low: &[f64],
|
||||
close: &[f64],
|
||||
) -> Result<Float64Array, JsError> {
|
||||
if high.len() != low.len() || low.len() != close.len() {
|
||||
return Err(JsError::new("high, low, close must be equal length"));
|
||||
}
|
||||
let mut out = Vec::with_capacity(high.len());
|
||||
for i in 0..high.len() {
|
||||
let c = make_candle(high[i], low[i], close[i], 0.0)?;
|
||||
out.push(self.inner.update(c).unwrap_or(f64::NAN));
|
||||
}
|
||||
Ok(Float64Array::from(out.as_slice()))
|
||||
}
|
||||
pub fn reset(&mut self) {
|
||||
self.inner.reset();
|
||||
}
|
||||
#[wasm_bindgen(js_name = isReady)]
|
||||
pub fn is_ready(&self) -> bool {
|
||||
self.inner.is_ready()
|
||||
}
|
||||
#[wasm_bindgen(js_name = warmupPeriod)]
|
||||
pub fn warmup_period(&self) -> usize {
|
||||
self.inner.warmup_period()
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- Market Breadth (CrossSection input) ----------
|
||||
//
|
||||
// A breadth tick is the per-symbol state of the whole universe, passed as four
|
||||
|
||||
Reference in New Issue
Block a user