feat: TA-Lib candlestick patterns — matching-low/lines/three-methods (part 7 of 9) (#139)
Adds five TA-Lib candlestick patterns, all `Input = Candle`, `Output = f64` (`+1.0` bullish / `-1.0` bearish / `0.0` no pattern), wired across core, Python/Node/WASM bindings, fuzz, and tests. - **Matching Low** (`CDLMATCHINGLOW`) — 2-bar bullish reversal: two black candles in a decline share the same close, signalling selling pressure is exhausting; bullish +1. - **Long Line** (`CDLLONGLINE`) — a candle whose range beats a rolling average of recent ranges with a body-dominated range; bullish +1 (white) / bearish -1 (black). - **Short Line** (`CDLSHORTLINE`) — a compact candle whose range falls below the rolling average with a body-dominated range; bullish +1 (white) / bearish -1 (black). - **Rising Three Methods** (`CDLRISEFALL3METHODS`) — 5-bar bullish continuation: a long white candle, three small bars holding within its range, then a white breakout to new highs; bullish +1. - **Falling Three Methods** (`CDLRISEFALL3METHODS`) — the bearish mirror: a long black candle, three small bars within its range, then a black breakdown to new lows; bearish -1. Counter 274 → 279 (mod-count == lib counted block; FAMILIES total 269 → 274). Stacked on #138 (part 6 of 9); base retargets to `main` as the chain merges.
This commit is contained in:
@@ -265,6 +265,11 @@ const candleScalar = {
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KickingByLength: { make: () => new wickra.KickingByLength(), 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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LadderBottom: { make: () => new wickra.LadderBottom(), 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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MatHold: { make: () => new wickra.MatHold(), 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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MatchingLow: { make: () => new wickra.MatchingLow(), 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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LongLine: { make: () => new wickra.LongLine(), 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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ShortLine: { make: () => new wickra.ShortLine(), 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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RisingThreeMethods: { make: () => new wickra.RisingThreeMethods(), 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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FallingThreeMethods: { make: () => new wickra.FallingThreeMethods(), 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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};
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for (const [name, d] of Object.entries(candleScalar)) {
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Vendored
+45
@@ -2480,6 +2480,51 @@ export declare class MatHold {
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isReady(): boolean
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warmupPeriod(): number
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}
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export type MatchingLowNode = MatchingLow
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export declare class MatchingLow {
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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 LongLineNode = LongLine
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export declare class LongLine {
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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 ShortLineNode = ShortLine
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export declare class ShortLine {
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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 RisingThreeMethodsNode = RisingThreeMethods
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export declare class RisingThreeMethods {
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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 FallingThreeMethodsNode = FallingThreeMethods
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export declare class FallingThreeMethods {
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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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@@ -310,7 +310,7 @@ if (!nativeBinding) {
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throw new Error(`Failed to load native binding`)
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}
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
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const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
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module.exports.version = version
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module.exports.SMA = SMA
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@@ -545,6 +545,11 @@ module.exports.Kicking = Kicking
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module.exports.KickingByLength = KickingByLength
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module.exports.LadderBottom = LadderBottom
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module.exports.MatHold = MatHold
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module.exports.MatchingLow = MatchingLow
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module.exports.LongLine = LongLine
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module.exports.ShortLine = ShortLine
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module.exports.RisingThreeMethods = RisingThreeMethods
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module.exports.FallingThreeMethods = FallingThreeMethods
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module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
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module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
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module.exports.Microprice = Microprice
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@@ -8799,6 +8799,19 @@ node_candle_pattern!(KickingNode, wc::Kicking, "Kicking");
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node_candle_pattern!(KickingByLengthNode, wc::KickingByLength, "KickingByLength");
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node_candle_pattern!(LadderBottomNode, wc::LadderBottom, "LadderBottom");
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node_candle_pattern!(MatHoldNode, wc::MatHold, "MatHold");
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node_candle_pattern!(MatchingLowNode, wc::MatchingLow, "MatchingLow");
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node_candle_pattern!(LongLineNode, wc::LongLine, "LongLine");
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node_candle_pattern!(ShortLineNode, wc::ShortLine, "ShortLine");
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node_candle_pattern!(
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RisingThreeMethodsNode,
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wc::RisingThreeMethods,
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"RisingThreeMethods"
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);
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node_candle_pattern!(
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FallingThreeMethodsNode,
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wc::FallingThreeMethods,
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"FallingThreeMethods"
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);
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -270,6 +270,11 @@ from ._wickra import (
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KickingByLength,
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LadderBottom,
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MatHold,
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MatchingLow,
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LongLine,
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ShortLine,
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RisingThreeMethods,
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FallingThreeMethods,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -567,6 +572,11 @@ __all__ = [
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"KickingByLength",
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"LadderBottom",
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"MatHold",
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"MatchingLow",
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"LongLine",
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"ShortLine",
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"RisingThreeMethods",
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"FallingThreeMethods",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11662,6 +11662,19 @@ candle_pattern_no_param!(PyKicking, wc::Kicking, "Kicking");
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candle_pattern_no_param!(PyKickingByLength, wc::KickingByLength, "KickingByLength");
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candle_pattern_no_param!(PyLadderBottom, wc::LadderBottom, "LadderBottom");
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candle_pattern_no_param!(PyMatHold, wc::MatHold, "MatHold");
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candle_pattern_no_param!(PyMatchingLow, wc::MatchingLow, "MatchingLow");
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candle_pattern_no_param!(PyLongLine, wc::LongLine, "LongLine");
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candle_pattern_no_param!(PyShortLine, wc::ShortLine, "ShortLine");
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candle_pattern_no_param!(
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PyRisingThreeMethods,
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wc::RisingThreeMethods,
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"RisingThreeMethods"
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);
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candle_pattern_no_param!(
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PyFallingThreeMethods,
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wc::FallingThreeMethods,
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"FallingThreeMethods"
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);
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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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@@ -14188,6 +14201,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyKickingByLength>()?;
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m.add_class::<PyLadderBottom>()?;
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m.add_class::<PyMatHold>()?;
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m.add_class::<PyMatchingLow>()?;
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m.add_class::<PyLongLine>()?;
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m.add_class::<PyShortLine>()?;
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m.add_class::<PyRisingThreeMethods>()?;
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m.add_class::<PyFallingThreeMethods>()?;
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// Microstructure: order book.
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m.add_class::<PyOrderBookImbalanceTop1>()?;
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m.add_class::<PyOrderBookImbalanceTopN>()?;
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@@ -643,6 +643,26 @@ CANDLE_SCALAR = {
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lambda: ta.MatHold(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"MatchingLow": (
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lambda: ta.MatchingLow(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"LongLine": (
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lambda: ta.LongLine(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"ShortLine": (
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lambda: ta.ShortLine(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"RisingThreeMethods": (
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lambda: ta.RisingThreeMethods(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"FallingThreeMethods": (
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lambda: ta.FallingThreeMethods(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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}
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@@ -1891,6 +1911,46 @@ def test_mat_hold_reference():
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assert t.update((15.0, 15.1, 14.4, 14.5, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((14.5, 17.1, 14.4, 17.0, 1.0, 4)) == pytest.approx(1.0)
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def test_matching_low_reference():
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t = ta.MatchingLow()
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assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((13.0, 13.1, 9.9, 10.0, 1.0, 1)) == pytest.approx(1.0)
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def test_long_line_reference():
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t = ta.LongLine()
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# Five quiet bars fill the rolling range average, then a wide solid white bar.
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for ts in range(5):
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assert t.update((10.0, 10.5, 9.5, 10.2, 1.0, ts)) == pytest.approx(0.0)
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assert t.update((10.0, 13.0, 9.9, 12.9, 1.0, 5)) == pytest.approx(1.0)
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def test_short_line_reference():
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t = ta.ShortLine()
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# Five wide bars fill the rolling range average, then a compact solid white bar.
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for ts in range(5):
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assert t.update((10.0, 13.0, 9.5, 12.9, 1.0, ts)) == pytest.approx(0.0)
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assert t.update((10.0, 11.0, 9.9, 10.9, 1.0, 5)) == pytest.approx(1.0)
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def test_rising_three_methods_reference():
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t = ta.RisingThreeMethods()
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assert t.update((10.0, 15.1, 9.9, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 14.1, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((13.5, 13.6, 12.4, 12.5, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((13.0, 13.1, 11.9, 12.0, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((12.5, 16.1, 12.4, 16.0, 1.0, 4)) == pytest.approx(1.0)
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def test_falling_three_methods_reference():
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t = ta.FallingThreeMethods()
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assert t.update((15.0, 15.1, 9.9, 10.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((11.0, 12.1, 10.9, 12.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((11.5, 12.6, 11.4, 12.5, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((12.0, 13.1, 11.9, 13.0, 1.0, 3)) == pytest.approx(0.0)
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assert t.update((12.5, 12.6, 8.9, 9.0, 1.0, 4)) == pytest.approx(-1.0)
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# --- Lifecycle ------------------------------------------------------------
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@@ -6376,6 +6376,19 @@ wasm_candle_pattern!(WasmKicking, wc::Kicking, Kicking);
|
||||
wasm_candle_pattern!(WasmKickingByLength, wc::KickingByLength, KickingByLength);
|
||||
wasm_candle_pattern!(WasmLadderBottom, wc::LadderBottom, LadderBottom);
|
||||
wasm_candle_pattern!(WasmMatHold, wc::MatHold, MatHold);
|
||||
wasm_candle_pattern!(WasmMatchingLow, wc::MatchingLow, MatchingLow);
|
||||
wasm_candle_pattern!(WasmLongLine, wc::LongLine, LongLine);
|
||||
wasm_candle_pattern!(WasmShortLine, wc::ShortLine, ShortLine);
|
||||
wasm_candle_pattern!(
|
||||
WasmRisingThreeMethods,
|
||||
wc::RisingThreeMethods,
|
||||
RisingThreeMethods
|
||||
);
|
||||
wasm_candle_pattern!(
|
||||
WasmFallingThreeMethods,
|
||||
wc::FallingThreeMethods,
|
||||
FallingThreeMethods
|
||||
);
|
||||
|
||||
// ============================== Microstructure: Order Book ==============================
|
||||
//
|
||||
|
||||
Reference in New Issue
Block a user