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:
kingchenc
@@ -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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// ============================== Dumpling Top ==============================
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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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#[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 {
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inner: wc::DumplingTop::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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// ============================== New Price Lines ==============================
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#[pyclass(name = "NewPriceLines", module = "wickra._wickra", skip_from_py_object)]
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#[derive(Clone)]
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struct PyNewPriceLines {
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inner: wc::NewPriceLines,
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}
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#[pymethods]
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impl PyNewPriceLines {
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#[new]
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#[pyo3(signature = (count=5))]
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fn new(count: usize) -> PyResult<Self> {
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Ok(Self {
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inner: wc::NewPriceLines::new(count).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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// ============================== CoefficientOfVariation ==============================
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#[pyclass(
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@@ -18181,6 +18361,9 @@ candle_pattern_no_param!(PyTdClop, wc::TdClop, "TDClop");
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candle_pattern_no_param!(PyTdClopwin, wc::TdClopwin, "TDClopwin");
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candle_pattern_no_param!(PyTdPropulsion, wc::TdPropulsion, "TDPropulsion");
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candle_pattern_no_param!(PyTdTrap, wc::TdTrap, "TDTrap");
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candle_pattern_no_param!(PyTristar, wc::Tristar, "Tristar");
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candle_pattern_no_param!(PyHaramiCross, wc::HaramiCross, "HaramiCross");
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candle_pattern_no_param!(PyTowerTopBottom, wc::TowerTopBottom, "TowerTopBottom");
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// ============================== Microstructure: Order Book ==============================
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//
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// Order-book indicators consume a depth snapshot rather than OHLCV. Streaming
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@@ -24826,5 +25009,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyTdClopwin>()?;
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m.add_class::<PyTdPropulsion>()?;
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m.add_class::<PyTdTrap>()?;
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m.add_class::<PyTristar>()?;
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m.add_class::<PyHaramiCross>()?;
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m.add_class::<PyTowerTopBottom>()?;
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m.add_class::<PyFryPanBottom>()?;
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m.add_class::<PyDumplingTop>()?;
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m.add_class::<PyNewPriceLines>()?;
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Ok(())
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}
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