feat: TA-Lib candlestick patterns — doji-star/gap/high-wave/hikkake (part 4 of 9) (#135)
* feat: add doji-star, gap, high-wave and hikkake candlestick patterns Five patterns, all `Input = Candle`, `Output = f64`: - Evening Doji Star (CDLEVENINGDOJISTAR) — bearish top reversal: long white bar, a doji gapping up, then a black bar closing deep into the first body; -1 (penetration configurable, default 0.3). - Morning Doji Star (CDLMORNINGDOJISTAR) — bullish bottom reversal mirror; +1. - Gap Side-by-Side White (CDLGAPSIDESIDEWHITE) — two similar white candles opening side by side after a gap, a continuation; gap up +1, gap down -1. - High-Wave (CDLHIGHWAVE) — a small body with very long shadows on both sides, an extreme indecision flag; +1 on detection. - Hikkake (CDLHIKKAKE) — an inside bar followed by a failed breakout (a trap); bullish +1, bearish -1. Counter 259 -> 264 (mod-count == lib counted block; FAMILIES total 254 -> 259). * chore: sync indicator count to 264 --------- Co-authored-by: wickra-bot <wickra-bot@users.noreply.github.com>
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@@ -255,6 +255,11 @@ from ._wickra import (
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GravestoneDoji,
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LongLeggedDoji,
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RickshawMan,
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EveningDojiStar,
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MorningDojiStar,
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GapSideBySideWhite,
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HighWave,
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Hikkake,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -537,6 +542,11 @@ __all__ = [
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"GravestoneDoji",
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"LongLeggedDoji",
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"RickshawMan",
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"EveningDojiStar",
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"MorningDojiStar",
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"GapSideBySideWhite",
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"HighWave",
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"Hikkake",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11643,6 +11643,15 @@ candle_pattern_no_param!(PyDragonflyDoji, wc::DragonflyDoji, "DragonflyDoji");
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candle_pattern_no_param!(PyGravestoneDoji, wc::GravestoneDoji, "GravestoneDoji");
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candle_pattern_no_param!(PyLongLeggedDoji, wc::LongLeggedDoji, "LongLeggedDoji");
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candle_pattern_no_param!(PyRickshawMan, wc::RickshawMan, "RickshawMan");
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candle_pattern_no_param!(PyEveningDojiStar, wc::EveningDojiStar, "EveningDojiStar");
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candle_pattern_no_param!(PyMorningDojiStar, wc::MorningDojiStar, "MorningDojiStar");
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candle_pattern_no_param!(
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PyGapSideBySideWhite,
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wc::GapSideBySideWhite,
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"GapSideBySideWhite"
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);
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candle_pattern_no_param!(PyHighWave, wc::HighWave, "HighWave");
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candle_pattern_no_param!(PyHikkake, wc::Hikkake, "Hikkake");
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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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@@ -14154,6 +14163,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PyGravestoneDoji>()?;
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m.add_class::<PyLongLeggedDoji>()?;
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m.add_class::<PyRickshawMan>()?;
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m.add_class::<PyEveningDojiStar>()?;
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m.add_class::<PyMorningDojiStar>()?;
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m.add_class::<PyGapSideBySideWhite>()?;
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m.add_class::<PyHighWave>()?;
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m.add_class::<PyHikkake>()?;
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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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@@ -583,6 +583,26 @@ CANDLE_SCALAR = {
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lambda: ta.RickshawMan(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"EveningDojiStar": (
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lambda: ta.EveningDojiStar(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"MorningDojiStar": (
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lambda: ta.MorningDojiStar(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"GapSideBySideWhite": (
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lambda: ta.GapSideBySideWhite(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"HighWave": (
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lambda: ta.HighWave(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"Hikkake": (
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lambda: ta.Hikkake(),
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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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@@ -1731,6 +1751,39 @@ def test_rickshaw_man_reference():
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t = ta.RickshawMan()
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assert t.update((10.0, 12.0, 8.0, 10.0, 1.0, 0)) == pytest.approx(1.0)
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def test_evening_doji_star_reference():
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t = ta.EveningDojiStar()
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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((17.0, 17.1, 16.9, 17.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((16.0, 16.1, 11.9, 12.0, 1.0, 2)) == pytest.approx(-1.0)
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def test_morning_doji_star_reference():
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t = ta.MorningDojiStar()
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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((8.0, 8.1, 7.9, 8.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((9.0, 13.1, 8.9, 13.0, 1.0, 2)) == pytest.approx(1.0)
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def test_gap_side_by_side_white_reference():
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t = ta.GapSideBySideWhite()
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assert t.update((10.0, 11.1, 9.9, 11.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((13.0, 14.1, 12.9, 14.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((13.0, 14.1, 12.9, 14.0, 1.0, 2)) == pytest.approx(1.0)
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def test_high_wave_reference():
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t = ta.HighWave()
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assert t.update((10.0, 12.0, 8.0, 10.3, 1.0, 0)) == pytest.approx(1.0)
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def test_hikkake_reference():
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t = ta.Hikkake()
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assert t.update((10.0, 15.0, 5.0, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((11.0, 13.0, 8.0, 12.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((9.0, 12.0, 6.0, 7.0, 1.0, 2)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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