gavindiaz/wickra
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: add Candlestick Patterns deepening (B14, 6 indicators) (#209)

Browse Source 
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:
kingchenc
2026-06-08 02:29:24 +02:00
committed by GitHub
parent d16df1e224
commit 943825d6a0
20 changed files with 1979 additions and 48 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bindings/python/python/wickra/__init__.py
+12
View File
@@ -360,6 +360,12 @@ from ._wickra import (
KagiBars,
PointAndFigureBars,
# Candlestick patterns
TowerTopBottom,
HaramiCross,
Tristar,
FryPanBottom,
DumplingTop,
NewPriceLines,
Doji,
Hammer,
InvertedHammer,
@@ -869,6 +875,12 @@ __all__ = [
"KagiBars",
"PointAndFigureBars",
# Candlestick patterns
"TowerTopBottom",
"HaramiCross",
"Tristar",
"FryPanBottom",
"DumplingTop",
"NewPriceLines",
"Doji",
"Hammer",
"InvertedHammer",
bindings/python/src/lib.rs
+189
View File
@@ -15705,6 +15705,186 @@ impl PyCandleVolume {
}
}
// ============================== Frying Pan Bottom ==============================
#[pyclass(name = "FryPanBottom", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyFryPanBottom {
inner: wc::FryPanBottom,
}
#[pymethods]
impl PyFryPanBottom {
#[new]
#[pyo3(signature = (period=9))]
fn new(period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::FryPanBottom::new(period).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()
}
}
// ============================== Dumpling Top ==============================
#[pyclass(name = "DumplingTop", module = "wickra._wickra", skip_from_py_object)]
#[derive(Clone)]
struct PyDumplingTop {
inner: wc::DumplingTop,
}
#[pymethods]
impl PyDumplingTop {
#[new]
#[pyo3(signature = (period=9))]
fn new(period: usize) -> PyResult<Self> {
Ok(Self {
inner: wc::DumplingTop::new(period).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()
}
}
// ============================== 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(())
}
bindings/python/tests/test_new_indicators.py
+45
View File
@@ -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 ------------------------------------------------------------