feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)
* feat: add Two Crows candlestick pattern (CDL2CROWS) * feat: add Upside Gap Two Crows candlestick pattern (CDLUPSIDEGAP2CROWS) * feat: add Identical Three Crows candlestick pattern (CDLIDENTICAL3CROWS) * feat: add Three Line Strike candlestick pattern (CDL3LINESTRIKE) * feat: add Three Stars in the South candlestick pattern (CDL3STARSINSOUTH)
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@@ -240,6 +240,11 @@ from ._wickra import (
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SpinningTop,
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ThreeInside,
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ThreeOutside,
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TwoCrows,
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UpsideGapTwoCrows,
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IdenticalThreeCrows,
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ThreeLineStrike,
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ThreeStarsInSouth,
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# Microstructure: order book
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OrderBookImbalanceTop1,
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OrderBookImbalanceTopN,
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@@ -507,6 +512,11 @@ __all__ = [
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"SpinningTop",
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"ThreeInside",
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"ThreeOutside",
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"TwoCrows",
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"UpsideGapTwoCrows",
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"IdenticalThreeCrows",
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"ThreeLineStrike",
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"ThreeStarsInSouth",
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# Microstructure: order book
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"OrderBookImbalanceTop1",
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"OrderBookImbalanceTopN",
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@@ -11615,6 +11615,23 @@ candle_pattern_no_param!(PyTweezer, wc::Tweezer, "Tweezer");
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candle_pattern_no_param!(PySpinningTop, wc::SpinningTop, "SpinningTop");
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candle_pattern_no_param!(PyThreeInside, wc::ThreeInside, "ThreeInside");
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candle_pattern_no_param!(PyThreeOutside, wc::ThreeOutside, "ThreeOutside");
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candle_pattern_no_param!(PyTwoCrows, wc::TwoCrows, "TwoCrows");
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candle_pattern_no_param!(
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PyUpsideGapTwoCrows,
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wc::UpsideGapTwoCrows,
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"UpsideGapTwoCrows"
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);
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candle_pattern_no_param!(
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PyIdenticalThreeCrows,
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wc::IdenticalThreeCrows,
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"IdenticalThreeCrows"
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);
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candle_pattern_no_param!(PyThreeLineStrike, wc::ThreeLineStrike, "ThreeLineStrike");
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candle_pattern_no_param!(
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PyThreeStarsInSouth,
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wc::ThreeStarsInSouth,
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"ThreeStarsInSouth"
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);
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// ============================== Microstructure: Order Book ==============================
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//
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@@ -14112,6 +14129,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
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m.add_class::<PySpinningTop>()?;
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m.add_class::<PyThreeInside>()?;
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m.add_class::<PyThreeOutside>()?;
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m.add_class::<PyTwoCrows>()?;
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m.add_class::<PyUpsideGapTwoCrows>()?;
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m.add_class::<PyIdenticalThreeCrows>()?;
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m.add_class::<PyThreeLineStrike>()?;
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m.add_class::<PyThreeStarsInSouth>()?;
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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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@@ -523,6 +523,26 @@ CANDLE_SCALAR = {
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lambda: ta.ThreeOutside(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"TwoCrows": (
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lambda: ta.TwoCrows(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"UpsideGapTwoCrows": (
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lambda: ta.UpsideGapTwoCrows(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"IdenticalThreeCrows": (
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lambda: ta.IdenticalThreeCrows(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"ThreeLineStrike": (
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lambda: ta.ThreeLineStrike(),
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lambda ind, h, l, c, v: ind.batch(c, h, l, c),
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),
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"ThreeStarsInSouth": (
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lambda: ta.ThreeStarsInSouth(),
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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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@@ -1851,6 +1871,42 @@ def test_three_outside_reference():
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assert t.update((11.5, 13.0, 11.4, 12.5, 1.0, 2)) == pytest.approx(1.0)
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def test_two_crows_reference():
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t = ta.TwoCrows()
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assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((13.5, 13.6, 10.9, 11.0, 1.0, 2)) == pytest.approx(-1.0)
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def test_upside_gap_two_crows_reference():
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t = ta.UpsideGapTwoCrows()
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assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((15.0, 15.2, 12.4, 12.5, 1.0, 2)) == pytest.approx(-1.0)
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def test_identical_three_crows_reference():
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t = ta.IdenticalThreeCrows()
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assert t.update((13.0, 13.1, 11.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((12.0, 12.1, 10.9, 11.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((11.0, 11.1, 9.9, 10.0, 1.0, 2)) == pytest.approx(-1.0)
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def test_three_line_strike_reference():
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t = ta.ThreeLineStrike()
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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((10.5, 12.1, 10.4, 12.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((11.5, 13.1, 11.4, 13.0, 1.0, 2)) == pytest.approx(0.0)
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assert t.update((13.5, 13.6, 9.4, 9.5, 1.0, 3)) == pytest.approx(1.0)
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def test_three_stars_in_south_reference():
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t = ta.ThreeStarsInSouth()
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assert t.update((20.0, 20.1, 8.0, 15.0, 1.0, 0)) == pytest.approx(0.0)
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assert t.update((18.0, 18.1, 12.0, 16.0, 1.0, 1)) == pytest.approx(0.0)
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assert t.update((15.0, 15.0, 14.0, 14.0, 1.0, 2)) == pytest.approx(1.0)
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# --- Lifecycle ------------------------------------------------------------
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