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feat: TA-Lib candlestick patterns — crows & three-line (part 1 of 9) (#130)

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* 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)
This commit is contained in:
kingchenc
2026-06-01 23:20:10 +02:00
committed by GitHub
parent 458ef2385e
commit f09057aaf1
18 changed files with 1302 additions and 22 deletions
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CHANGELOG.md
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@@ -8,6 +8,26 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased] ## [Unreleased]
### Added ### Added
- **TA-Lib candlestick patterns (part 1).** New candlestick pattern detectors
matching TA-Lib `CDL*`, emitting the family's signed `+1 / 0 / −1` convention
over OHLCV candles in Rust, Python, Node and WASM:
- **Two Crows** — a three-bar bearish reversal (`CDL2CROWS`): a long white
candle, a black candle whose body gaps up, then a black candle that opens
inside the second's body and closes inside the first's.
- **Upside Gap Two Crows** — a three-bar bearish reversal
(`CDLUPSIDEGAP2CROWS`): two black candles gap up over a long white candle,
the second engulfing the first crow yet still closing above the white body,
leaving the upside gap open.
- **Identical Three Crows** — a three-bar bearish reversal
(`CDLIDENTICAL3CROWS`): three red candles with steadily lower closes, each
opening at the prior candle's close so the bodies stack in an identical
staircase.
- **Three Line Strike** — a four-bar pattern (`CDL3LINESTRIKE`): a
three-candle advance or decline struck by a fourth opposite-colour candle
that engulfs the entire run; bullish `+1`, bearish `−1`.
- **Three Stars in the South** — a rare three-bar bullish reversal
(`CDL3STARSINSOUTH`): three shrinking red candles each carving a higher low
and contracting toward a tiny black marubozu as selling exhausts.
- **Derivatives family — funding & open interest (part 1).** A new family of - **Derivatives family — funding & open interest (part 1).** A new family of
indicators that consume a perpetual / futures tick (`DerivativesTick`, indicators that consume a perpetual / futures tick (`DerivativesTick`,
bundling funding rate, mark / index / futures price, open interest, bundling funding rate, mark / index / futures price, open interest,
README.md
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@@ -1,5 +1,5 @@
<p align="center"> <p align="center">
<a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=244" alt="Wickra — streaming-first technical indicators" width="100%"></a> <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=249" alt="Wickra — streaming-first technical indicators" width="100%"></a>
</p> </p>
[![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml) [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
[Node](https://docs.wickra.org/Quickstart-Node), [Node](https://docs.wickra.org/Quickstart-Node),
[WASM](https://docs.wickra.org/Quickstart-WASM). [WASM](https://docs.wickra.org/Quickstart-WASM).
- **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
every one of the 244 indicators; start at the every one of the 249 indicators; start at the
[indicators overview](https://docs.wickra.org/Indicators-Overview). [indicators overview](https://docs.wickra.org/Indicators-Overview).
- **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods), - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
[streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch), [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
## Indicators ## Indicators
244 streaming-first indicators across eighteen families. Every one passes the 249 streaming-first indicators across eighteen families. Every one passes the
`batch == streaming` equivalence test, reference-value tests, and reset `batch == streaming` equivalence test, reference-value tests, and reset
semantics tests. Each has a per-indicator deep dive (formula, parameters, semantics tests. Each has a per-indicator deep dive (formula, parameters,
warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview). warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -155,7 +155,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
| Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag | | Pivots & S/R | Classic Pivots, Fibonacci Pivots, Camarilla, Woodie Pivots, DeMark Pivots, Williams Fractals, ZigZag |
| DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level | | DeMark | TD Setup, TD Sequential, TD DeMarker, TD REI, TD Pressure, TD Combo, TD Countdown, TD Lines, TD Range Projection, TD Differential, TD Open, TD Risk Level |
| Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi | | Ichimoku & Charts | Ichimoku Kinko Hyo (Tenkan, Kijun, Senkou A/B, Chikou), Heikin-Ashi |
| Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down | | Candlestick Patterns | Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Engulfing, Harami, Morning/Evening Star, Three White Soldiers/Black Crows, Piercing Line/Dark Cloud Cover, Marubozu, Tweezer, Spinning Top, Three Inside Up/Down, Three Outside Up/Down, Two Crows, Upside Gap Two Crows, Identical Three Crows, Three Line Strike, Three Stars in the South |
| Microstructure | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint | | Microstructure | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
| Derivatives | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread | | Derivatives | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
| Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range | | Market Profile | Value Area (POC / VAH / VAL), Initial Balance, Opening Range |
@@ -238,7 +238,7 @@ A Python live-trading example using the public `websockets` package lives at
``` ```
wickra/ wickra/
├── crates/ ├── crates/
│ ├── wickra-core/ core engine + all 244 indicators │ ├── wickra-core/ core engine + all 249 indicators
│ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/ │ ├── wickra/ top-level facade crate (publishes on crates.io) + benches/
│ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds │ └── wickra-data/ CSV reader, tick aggregator, live exchange feeds
├── bindings/ ├── bindings/
bindings/node/__tests__/indicators.test.js
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@@ -235,6 +235,11 @@ const candleScalar = {
SpinningTop: { make: () => new wickra.SpinningTop(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) }, SpinningTop: { make: () => new wickra.SpinningTop(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeInside: { make: () => new wickra.ThreeInside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) }, ThreeInside: { make: () => new wickra.ThreeInside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeOutside: { make: () => new wickra.ThreeOutside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) }, ThreeOutside: { make: () => new wickra.ThreeOutside(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
TwoCrows: { make: () => new wickra.TwoCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
UpsideGapTwoCrows: { make: () => new wickra.UpsideGapTwoCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
IdenticalThreeCrows: { make: () => new wickra.IdenticalThreeCrows(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeLineStrike: { make: () => new wickra.ThreeLineStrike(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
ThreeStarsInSouth: { make: () => new wickra.ThreeStarsInSouth(), step: (ind, i) => ind.update(open[i], high[i], low[i], close[i]), batch: (ind) => ind.batch(open, high, low, close) },
}; };
for (const [name, d] of Object.entries(candleScalar)) { for (const [name, d] of Object.entries(candleScalar)) {
bindings/node/index.d.ts
Vendored
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@@ -2210,6 +2210,51 @@ export declare class ThreeOutside {
isReady(): boolean isReady(): boolean
warmupPeriod(): number warmupPeriod(): number
} }
export type TwoCrowsNode = TwoCrows
export declare class TwoCrows {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type UpsideGapTwoCrowsNode = UpsideGapTwoCrows
export declare class UpsideGapTwoCrows {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type IdenticalThreeCrowsNode = IdenticalThreeCrows
export declare class IdenticalThreeCrows {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type ThreeLineStrikeNode = ThreeLineStrike
export declare class ThreeLineStrike {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type ThreeStarsInSouthNode = ThreeStarsInSouth
export declare class ThreeStarsInSouth {
constructor()
update(open: number, high: number, low: number, close: number): number | null
batch(open: Array<number>, high: Array<number>, low: Array<number>, close: Array<number>): Array<number>
reset(): void
isReady(): boolean
warmupPeriod(): number
}
export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1 export type OrderBookImbalanceTop1Node = OrderBookImbalanceTop1
export declare class OrderBookImbalanceTop1 { export declare class OrderBookImbalanceTop1 {
constructor() constructor()
bindings/node/index.js
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@@ -310,7 +310,7 @@ if (!nativeBinding) {
throw new Error(`Failed to load native binding`) throw new Error(`Failed to load native binding`)
} }
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, 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 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, 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
module.exports.version = version module.exports.version = version
module.exports.SMA = SMA module.exports.SMA = SMA
@@ -515,6 +515,11 @@ module.exports.Tweezer = Tweezer
module.exports.SpinningTop = SpinningTop module.exports.SpinningTop = SpinningTop
module.exports.ThreeInside = ThreeInside module.exports.ThreeInside = ThreeInside
module.exports.ThreeOutside = ThreeOutside module.exports.ThreeOutside = ThreeOutside
module.exports.TwoCrows = TwoCrows
module.exports.UpsideGapTwoCrows = UpsideGapTwoCrows
module.exports.IdenticalThreeCrows = IdenticalThreeCrows
module.exports.ThreeLineStrike = ThreeLineStrike
module.exports.ThreeStarsInSouth = ThreeStarsInSouth
module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1 module.exports.OrderBookImbalanceTop1 = OrderBookImbalanceTop1
module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull module.exports.OrderBookImbalanceFull = OrderBookImbalanceFull
module.exports.Microprice = Microprice module.exports.Microprice = Microprice
bindings/node/src/lib.rs
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@@ -8753,6 +8753,23 @@ node_candle_pattern!(TweezerNode, wc::Tweezer, "Tweezer");
node_candle_pattern!(SpinningTopNode, wc::SpinningTop, "SpinningTop"); node_candle_pattern!(SpinningTopNode, wc::SpinningTop, "SpinningTop");
node_candle_pattern!(ThreeInsideNode, wc::ThreeInside, "ThreeInside"); node_candle_pattern!(ThreeInsideNode, wc::ThreeInside, "ThreeInside");
node_candle_pattern!(ThreeOutsideNode, wc::ThreeOutside, "ThreeOutside"); node_candle_pattern!(ThreeOutsideNode, wc::ThreeOutside, "ThreeOutside");
node_candle_pattern!(TwoCrowsNode, wc::TwoCrows, "TwoCrows");
node_candle_pattern!(
UpsideGapTwoCrowsNode,
wc::UpsideGapTwoCrows,
"UpsideGapTwoCrows"
);
node_candle_pattern!(
IdenticalThreeCrowsNode,
wc::IdenticalThreeCrows,
"IdenticalThreeCrows"
);
node_candle_pattern!(ThreeLineStrikeNode, wc::ThreeLineStrike, "ThreeLineStrike");
node_candle_pattern!(
ThreeStarsInSouthNode,
wc::ThreeStarsInSouth,
"ThreeStarsInSouth"
);
// ============================== Microstructure: Order Book ============================== // ============================== Microstructure: Order Book ==============================
// //
bindings/python/python/wickra/__init__.py
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@@ -240,6 +240,11 @@ from ._wickra import (
SpinningTop, SpinningTop,
ThreeInside, ThreeInside,
ThreeOutside, ThreeOutside,
TwoCrows,
UpsideGapTwoCrows,
IdenticalThreeCrows,
ThreeLineStrike,
ThreeStarsInSouth,
# Microstructure: order book # Microstructure: order book
OrderBookImbalanceTop1, OrderBookImbalanceTop1,
OrderBookImbalanceTopN, OrderBookImbalanceTopN,
@@ -507,6 +512,11 @@ __all__ = [
"SpinningTop", "SpinningTop",
"ThreeInside", "ThreeInside",
"ThreeOutside", "ThreeOutside",
"TwoCrows",
"UpsideGapTwoCrows",
"IdenticalThreeCrows",
"ThreeLineStrike",
"ThreeStarsInSouth",
# Microstructure: order book # Microstructure: order book
"OrderBookImbalanceTop1", "OrderBookImbalanceTop1",
"OrderBookImbalanceTopN", "OrderBookImbalanceTopN",
bindings/python/src/lib.rs
+22
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@@ -11615,6 +11615,23 @@ candle_pattern_no_param!(PyTweezer, wc::Tweezer, "Tweezer");
candle_pattern_no_param!(PySpinningTop, wc::SpinningTop, "SpinningTop"); candle_pattern_no_param!(PySpinningTop, wc::SpinningTop, "SpinningTop");
candle_pattern_no_param!(PyThreeInside, wc::ThreeInside, "ThreeInside"); candle_pattern_no_param!(PyThreeInside, wc::ThreeInside, "ThreeInside");
candle_pattern_no_param!(PyThreeOutside, wc::ThreeOutside, "ThreeOutside"); candle_pattern_no_param!(PyThreeOutside, wc::ThreeOutside, "ThreeOutside");
candle_pattern_no_param!(PyTwoCrows, wc::TwoCrows, "TwoCrows");
candle_pattern_no_param!(
PyUpsideGapTwoCrows,
wc::UpsideGapTwoCrows,
"UpsideGapTwoCrows"
);
candle_pattern_no_param!(
PyIdenticalThreeCrows,
wc::IdenticalThreeCrows,
"IdenticalThreeCrows"
);
candle_pattern_no_param!(PyThreeLineStrike, wc::ThreeLineStrike, "ThreeLineStrike");
candle_pattern_no_param!(
PyThreeStarsInSouth,
wc::ThreeStarsInSouth,
"ThreeStarsInSouth"
);
// ============================== Microstructure: Order Book ============================== // ============================== Microstructure: Order Book ==============================
// //
@@ -14112,6 +14129,11 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
m.add_class::<PySpinningTop>()?; m.add_class::<PySpinningTop>()?;
m.add_class::<PyThreeInside>()?; m.add_class::<PyThreeInside>()?;
m.add_class::<PyThreeOutside>()?; m.add_class::<PyThreeOutside>()?;
m.add_class::<PyTwoCrows>()?;
m.add_class::<PyUpsideGapTwoCrows>()?;
m.add_class::<PyIdenticalThreeCrows>()?;
m.add_class::<PyThreeLineStrike>()?;
m.add_class::<PyThreeStarsInSouth>()?;
// Microstructure: order book. // Microstructure: order book.
m.add_class::<PyOrderBookImbalanceTop1>()?; m.add_class::<PyOrderBookImbalanceTop1>()?;
m.add_class::<PyOrderBookImbalanceTopN>()?; m.add_class::<PyOrderBookImbalanceTopN>()?;
bindings/python/tests/test_new_indicators.py
+56
View File
@@ -523,6 +523,26 @@ CANDLE_SCALAR = {
lambda: ta.ThreeOutside(), lambda: ta.ThreeOutside(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c), lambda ind, h, l, c, v: ind.batch(c, h, l, c),
), ),
"TwoCrows": (
lambda: ta.TwoCrows(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"UpsideGapTwoCrows": (
lambda: ta.UpsideGapTwoCrows(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"IdenticalThreeCrows": (
lambda: ta.IdenticalThreeCrows(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ThreeLineStrike": (
lambda: ta.ThreeLineStrike(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
"ThreeStarsInSouth": (
lambda: ta.ThreeStarsInSouth(),
lambda ind, h, l, c, v: ind.batch(c, h, l, c),
),
} }
@@ -1851,6 +1871,42 @@ def test_three_outside_reference():
assert t.update((11.5, 13.0, 11.4, 12.5, 1.0, 2)) == pytest.approx(1.0) assert t.update((11.5, 13.0, 11.4, 12.5, 1.0, 2)) == pytest.approx(1.0)
def test_two_crows_reference():
t = ta.TwoCrows()
assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((13.5, 13.6, 10.9, 11.0, 1.0, 2)) == pytest.approx(-1.0)
def test_upside_gap_two_crows_reference():
t = ta.UpsideGapTwoCrows()
assert t.update((10.0, 12.2, 9.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((14.0, 14.2, 12.9, 13.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((15.0, 15.2, 12.4, 12.5, 1.0, 2)) == pytest.approx(-1.0)
def test_identical_three_crows_reference():
t = ta.IdenticalThreeCrows()
assert t.update((13.0, 13.1, 11.9, 12.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((12.0, 12.1, 10.9, 11.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((11.0, 11.1, 9.9, 10.0, 1.0, 2)) == pytest.approx(-1.0)
def test_three_line_strike_reference():
t = ta.ThreeLineStrike()
assert t.update((10.0, 11.1, 9.9, 11.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((10.5, 12.1, 10.4, 12.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((11.5, 13.1, 11.4, 13.0, 1.0, 2)) == pytest.approx(0.0)
assert t.update((13.5, 13.6, 9.4, 9.5, 1.0, 3)) == pytest.approx(1.0)
def test_three_stars_in_south_reference():
t = ta.ThreeStarsInSouth()
assert t.update((20.0, 20.1, 8.0, 15.0, 1.0, 0)) == pytest.approx(0.0)
assert t.update((18.0, 18.1, 12.0, 16.0, 1.0, 1)) == pytest.approx(0.0)
assert t.update((15.0, 15.0, 14.0, 14.0, 1.0, 2)) == pytest.approx(1.0)
# --- Lifecycle ------------------------------------------------------------ # --- Lifecycle ------------------------------------------------------------
bindings/wasm/src/lib.rs
+17
View File
@@ -6330,6 +6330,23 @@ wasm_candle_pattern!(WasmTweezer, wc::Tweezer, Tweezer);
wasm_candle_pattern!(WasmSpinningTop, wc::SpinningTop, SpinningTop); wasm_candle_pattern!(WasmSpinningTop, wc::SpinningTop, SpinningTop);
wasm_candle_pattern!(WasmThreeInside, wc::ThreeInside, ThreeInside); wasm_candle_pattern!(WasmThreeInside, wc::ThreeInside, ThreeInside);
wasm_candle_pattern!(WasmThreeOutside, wc::ThreeOutside, ThreeOutside); wasm_candle_pattern!(WasmThreeOutside, wc::ThreeOutside, ThreeOutside);
wasm_candle_pattern!(WasmTwoCrows, wc::TwoCrows, TwoCrows);
wasm_candle_pattern!(
WasmUpsideGapTwoCrows,
wc::UpsideGapTwoCrows,
UpsideGapTwoCrows
);
wasm_candle_pattern!(
WasmIdenticalThreeCrows,
wc::IdenticalThreeCrows,
IdenticalThreeCrows
);
wasm_candle_pattern!(WasmThreeLineStrike, wc::ThreeLineStrike, ThreeLineStrike);
wasm_candle_pattern!(
WasmThreeStarsInSouth,
wc::ThreeStarsInSouth,
ThreeStarsInSouth
);
// ============================== Microstructure: Order Book ============================== // ============================== Microstructure: Order Book ==============================
// //
crates/wickra-core/src/indicators/identical_three_crows.rs
+230
View File
@@ -0,0 +1,230 @@
//! Identical Three Crows candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Identical Three Crows — a 3-bar bearish reversal: three consecutive red
/// candles with steadily lower closes where each candle opens at (or very near)
/// the prior candle's close, so the bodies stack in an identical staircase.
///
/// ```text
/// tol_n = tolerance * max(|open|, |prev.close|)
/// all three red (close < open)
/// declining closes (bar2.close < bar1.close, bar3.close < bar2.close)
/// bar2 opens at bar1's close (|bar2.open − bar1.close| <= tol_2)
/// bar3 opens at bar2's close (|bar3.open − bar2.close| <= tol_3)
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Identical
/// Three Crows is a single-direction (bearish-only) pattern, so it never emits
/// `+1.0`. The first two bars always return `0.0` because the three-bar window
/// is not yet filled. `tolerance` defaults to `0.001` (10 bps relative) and must
/// lie in `[0, 1)`. Pattern-shape check only — no trend filter is applied;
/// combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, IdenticalThreeCrows, Indicator};
///
/// let mut indicator = IdenticalThreeCrows::new();
/// indicator.update(Candle::new(13.0, 13.1, 11.9, 12.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(12.0, 12.1, 10.9, 11.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(11.0, 11.1, 9.9, 10.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone)]
pub struct IdenticalThreeCrows {
tolerance: f64,
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl Default for IdenticalThreeCrows {
fn default() -> Self {
Self::new()
}
}
impl IdenticalThreeCrows {
/// Construct a detector with the default relative tolerance (1e-3).
pub const fn new() -> Self {
Self {
tolerance: 0.001,
prev: None,
prev_prev: None,
has_emitted: false,
}
}
/// Construct a detector with a custom relative tolerance.
///
/// `tolerance` must lie in `[0, 1)`.
pub fn with_tolerance(tolerance: f64) -> Result<Self> {
if !(0.0..1.0).contains(&tolerance) {
return Err(Error::InvalidPeriod {
message: "identical three crows tolerance must lie in [0, 1)",
});
}
Ok(Self {
tolerance,
prev: None,
prev_prev: None,
has_emitted: false,
})
}
/// Configured relative tolerance.
pub fn tolerance(&self) -> f64 {
self.tolerance
}
}
impl Indicator for IdenticalThreeCrows {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
let tol2 = self.tolerance * bar2.open.abs().max(bar1.close.abs());
let tol3 = self.tolerance * candle.open.abs().max(bar2.close.abs());
if bar1.close < bar1.open
&& bar2.close < bar2.open
&& candle.close < candle.open
&& bar2.close < bar1.close
&& candle.close < bar2.close
&& (bar2.open - bar1.close).abs() <= tol2
&& (candle.open - bar2.close).abs() <= tol3
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"IdenticalThreeCrows"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_tolerance() {
assert!(IdenticalThreeCrows::with_tolerance(-0.01).is_err());
assert!(IdenticalThreeCrows::with_tolerance(1.0).is_err());
}
#[test]
fn accepts_valid_tolerance() {
let t = IdenticalThreeCrows::with_tolerance(0.0).unwrap();
assert!((t.tolerance() - 0.0).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let t = IdenticalThreeCrows::default();
assert_eq!(t.name(), "IdenticalThreeCrows");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
assert!((t.tolerance() - 0.001).abs() < 1e-12);
}
#[test]
fn identical_three_crows_is_minus_one() {
let mut t = IdenticalThreeCrows::new();
// Three red candles, each opening at the prior close, declining.
assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 12.1, 10.9, 11.0, 1)), Some(0.0));
assert_eq!(t.update(c(11.0, 11.1, 9.9, 10.0, 2)), Some(-1.0));
}
#[test]
fn non_identical_opens_yield_zero() {
let mut t = IdenticalThreeCrows::new();
t.update(c(13.0, 13.1, 11.9, 12.0, 0));
t.update(c(12.0, 12.1, 10.9, 11.0, 1));
// bar3 opens at 10.0, far from bar2's close (11.0) -> not identical.
assert_eq!(t.update(c(10.0, 10.1, 8.9, 9.0, 2)), Some(0.0));
}
#[test]
fn rising_close_yields_zero() {
let mut t = IdenticalThreeCrows::new();
t.update(c(13.0, 13.1, 11.9, 12.0, 0));
t.update(c(12.0, 12.1, 10.9, 11.0, 1));
// bar3 is green -> not three crows.
assert_eq!(t.update(c(11.0, 12.2, 10.9, 12.0, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = IdenticalThreeCrows::new();
assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.0, 12.1, 10.9, 11.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 - i as f64;
c(base, base + 0.1, base - 1.1, base - 1.0, i)
})
.collect();
let mut a = IdenticalThreeCrows::new();
let mut b = IdenticalThreeCrows::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = IdenticalThreeCrows::new();
t.update(c(13.0, 13.1, 11.9, 12.0, 0));
t.update(c(12.0, 12.1, 10.9, 11.0, 1));
t.update(c(11.0, 11.1, 9.9, 10.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
}
}
crates/wickra-core/src/indicators/mod.rs
+16 -1
View File
@@ -95,6 +95,7 @@ mod hma;
mod hurst_channel; mod hurst_channel;
mod hurst_exponent; mod hurst_exponent;
mod ichimoku; mod ichimoku;
mod identical_three_crows;
mod inertia; mod inertia;
mod information_ratio; mod information_ratio;
mod initial_balance; mod initial_balance;
@@ -207,8 +208,10 @@ mod td_setup;
mod tema; mod tema;
mod term_structure_basis; mod term_structure_basis;
mod three_inside; mod three_inside;
mod three_line_strike;
mod three_outside; mod three_outside;
mod three_soldiers_or_crows; mod three_soldiers_or_crows;
mod three_stars_in_south;
mod tii; mod tii;
mod trade_imbalance; mod trade_imbalance;
mod treynor_ratio; mod treynor_ratio;
@@ -219,9 +222,11 @@ mod tsi;
mod tsv; mod tsv;
mod ttm_squeeze; mod ttm_squeeze;
mod tweezer; mod tweezer;
mod two_crows;
mod typical_price; mod typical_price;
mod ulcer_index; mod ulcer_index;
mod ultimate_oscillator; mod ultimate_oscillator;
mod upside_gap_two_crows;
mod value_area; mod value_area;
mod value_at_risk; mod value_at_risk;
mod variance; mod variance;
@@ -339,6 +344,7 @@ pub use hma::Hma;
pub use hurst_channel::{HurstChannel, HurstChannelOutput}; pub use hurst_channel::{HurstChannel, HurstChannelOutput};
pub use hurst_exponent::HurstExponent; pub use hurst_exponent::HurstExponent;
pub use ichimoku::{Ichimoku, IchimokuOutput}; pub use ichimoku::{Ichimoku, IchimokuOutput};
pub use identical_three_crows::IdenticalThreeCrows;
pub use inertia::Inertia; pub use inertia::Inertia;
pub use information_ratio::InformationRatio; pub use information_ratio::InformationRatio;
pub use initial_balance::{InitialBalance, InitialBalanceOutput}; pub use initial_balance::{InitialBalance, InitialBalanceOutput};
@@ -451,8 +457,10 @@ pub use td_setup::TdSetup;
pub use tema::Tema; pub use tema::Tema;
pub use term_structure_basis::TermStructureBasis; pub use term_structure_basis::TermStructureBasis;
pub use three_inside::ThreeInside; pub use three_inside::ThreeInside;
pub use three_line_strike::ThreeLineStrike;
pub use three_outside::ThreeOutside; pub use three_outside::ThreeOutside;
pub use three_soldiers_or_crows::ThreeSoldiersOrCrows; pub use three_soldiers_or_crows::ThreeSoldiersOrCrows;
pub use three_stars_in_south::ThreeStarsInSouth;
pub use tii::Tii; pub use tii::Tii;
pub use trade_imbalance::TradeImbalance; pub use trade_imbalance::TradeImbalance;
pub use treynor_ratio::TreynorRatio; pub use treynor_ratio::TreynorRatio;
@@ -463,9 +471,11 @@ pub use tsi::Tsi;
pub use tsv::Tsv; pub use tsv::Tsv;
pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput}; pub use ttm_squeeze::{TtmSqueeze, TtmSqueezeOutput};
pub use tweezer::Tweezer; pub use tweezer::Tweezer;
pub use two_crows::TwoCrows;
pub use typical_price::TypicalPrice; pub use typical_price::TypicalPrice;
pub use ulcer_index::UlcerIndex; pub use ulcer_index::UlcerIndex;
pub use ultimate_oscillator::UltimateOscillator; pub use ultimate_oscillator::UltimateOscillator;
pub use upside_gap_two_crows::UpsideGapTwoCrows;
pub use value_area::{ValueArea, ValueAreaOutput}; pub use value_area::{ValueArea, ValueAreaOutput};
pub use value_at_risk::ValueAtRisk; pub use value_at_risk::ValueAtRisk;
pub use variance::Variance; pub use variance::Variance;
@@ -755,6 +765,11 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
"SpinningTop", "SpinningTop",
"ThreeInside", "ThreeInside",
"ThreeOutside", "ThreeOutside",
"TwoCrows",
"UpsideGapTwoCrows",
"IdenticalThreeCrows",
"ThreeLineStrike",
"ThreeStarsInSouth",
], ],
), ),
( (
@@ -846,6 +861,6 @@ mod family_tests {
// the actual indicator count is the early-warning signal that an // the actual indicator count is the early-warning signal that an
// indicator was added without being assigned a family. // indicator was added without being assigned a family.
let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum(); let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
assert_eq!(total, 239, "FAMILIES total drifted from indicator count"); assert_eq!(total, 244, "FAMILIES total drifted from indicator count");
} }
} }
crates/wickra-core/src/indicators/three_line_strike.rs
+215
View File
@@ -0,0 +1,215 @@
//! Three Line Strike candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Three Line Strike — a 4-bar pattern: three candles marching in one direction
/// (a three-soldiers / three-crows advance) followed by a fourth candle of the
/// opposite colour that opens beyond the third candle and closes back past the
/// first candle's open, "striking" through the whole run.
///
/// **Bullish** (`+1.0`):
/// ```text
/// bar1..bar3 green, each opening inside the prior body and closing higher
/// bar4 red & opens above bar3's close & closes below bar1's open
/// ```
///
/// **Bearish** (`−1.0`): the mirror — three falling red candles struck by a
/// green bar4 that opens below bar3's close and closes above bar1's open.
///
/// Output is `0.0` otherwise. The first three bars always return `0.0` because
/// the four-bar window is not yet filled. Pattern-shape check only — no trend
/// filter is applied; combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `−1.0` bearish, `0.0` no pattern — so it
/// drops straight into a machine-learning feature matrix where the bullish and
/// bearish variants occupy a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, ThreeLineStrike};
///
/// let mut indicator = ThreeLineStrike::new();
/// indicator.update(Candle::new(10.0, 11.1, 9.9, 11.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(10.5, 12.1, 10.4, 12.0, 1.0, 1).unwrap());
/// indicator.update(Candle::new(11.5, 13.1, 11.4, 13.0, 1.0, 2).unwrap());
/// let out = indicator
/// .update(Candle::new(13.5, 13.6, 9.4, 9.5, 1.0, 3).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct ThreeLineStrike {
c1: Option<Candle>,
c2: Option<Candle>,
c3: Option<Candle>,
has_emitted: bool,
}
impl ThreeLineStrike {
/// Construct a new Three Line Strike detector.
pub const fn new() -> Self {
Self {
c1: None,
c2: None,
c3: None,
has_emitted: false,
}
}
}
impl Indicator for ThreeLineStrike {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let bar1 = self.c1;
let bar2 = self.c2;
let bar3 = self.c3;
self.c1 = self.c2;
self.c2 = self.c3;
self.c3 = Some(candle);
let (Some(bar1), Some(bar2), Some(bar3)) = (bar1, bar2, bar3) else {
return Some(0.0);
};
// Bullish: three rising green candles struck by a red bar4.
if bar1.close > bar1.open
&& bar2.close > bar2.open
&& bar3.close > bar3.open
&& bar2.open >= bar1.open
&& bar2.open <= bar1.close
&& bar2.close > bar1.close
&& bar3.open >= bar2.open
&& bar3.open <= bar2.close
&& bar3.close > bar2.close
&& candle.close < candle.open
&& candle.open > bar3.close
&& candle.close < bar1.open
{
return Some(1.0);
}
// Bearish: three falling red candles struck by a green bar4.
if bar1.close < bar1.open
&& bar2.close < bar2.open
&& bar3.close < bar3.open
&& bar2.open <= bar1.open
&& bar2.open >= bar1.close
&& bar2.close < bar1.close
&& bar3.open <= bar2.open
&& bar3.open >= bar2.close
&& bar3.close < bar2.close
&& candle.close > candle.open
&& candle.open < bar3.close
&& candle.close > bar1.open
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.c1 = None;
self.c2 = None;
self.c3 = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
4
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"ThreeLineStrike"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn accessors_and_metadata() {
let t = ThreeLineStrike::new();
assert_eq!(t.name(), "ThreeLineStrike");
assert_eq!(t.warmup_period(), 4);
assert!(!t.is_ready());
}
#[test]
fn bullish_three_line_strike_is_plus_one() {
let mut t = ThreeLineStrike::new();
assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 12.1, 10.4, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 13.1, 11.4, 13.0, 2)), Some(0.0));
assert_eq!(t.update(c(13.5, 13.6, 9.4, 9.5, 3)), Some(1.0));
}
#[test]
fn bearish_three_line_strike_is_minus_one() {
let mut t = ThreeLineStrike::new();
assert_eq!(t.update(c(13.0, 13.1, 11.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(12.5, 12.6, 10.9, 11.0, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 11.6, 9.9, 10.0, 2)), Some(0.0));
assert_eq!(t.update(c(9.5, 13.6, 9.4, 13.5, 3)), Some(-1.0));
}
#[test]
fn strike_not_clearing_first_open_yields_zero() {
let mut t = ThreeLineStrike::new();
t.update(c(10.0, 11.1, 9.9, 11.0, 0));
t.update(c(10.5, 12.1, 10.4, 12.0, 1));
t.update(c(11.5, 13.1, 11.4, 13.0, 2));
// bar4 closes 10.5, above bar1's open (10.0) -> does not strike through.
assert_eq!(t.update(c(13.5, 13.6, 10.4, 10.5, 3)), Some(0.0));
}
#[test]
fn first_three_bars_return_zero() {
let mut t = ThreeLineStrike::new();
assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
assert_eq!(t.update(c(10.5, 12.1, 10.4, 12.0, 1)), Some(0.0));
assert_eq!(t.update(c(11.5, 13.1, 11.4, 13.0, 2)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base, base + 1.5, base - 0.2, base + 1.0, i)
})
.collect();
let mut a = ThreeLineStrike::new();
let mut b = ThreeLineStrike::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = ThreeLineStrike::new();
t.update(c(10.0, 11.1, 9.9, 11.0, 0));
t.update(c(10.5, 12.1, 10.4, 12.0, 1));
t.update(c(11.5, 13.1, 11.4, 13.0, 2));
t.update(c(13.5, 13.6, 9.4, 9.5, 3));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(10.0, 11.1, 9.9, 11.0, 0)), Some(0.0));
}
}
crates/wickra-core/src/indicators/three_stars_in_south.rs
+239
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@@ -0,0 +1,239 @@
//! Three Stars in the South candlestick pattern.
use crate::error::{Error, Result};
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Three Stars in the South — a rare 3-bar bullish reversal: three shrinking red
/// candles where each session carves out a higher low and contracts toward a
/// tiny black marubozu, signalling exhausted selling at the bottom of a decline.
///
/// ```text
/// tol = tolerance * max(|bar3.high|, |bar3.low|)
/// all three red (close < open)
/// bar1 long lower shadow (bar1.close − bar1.low) >= (bar1.open − bar1.close)
/// bar2 opens inside bar1's body, higher low, smaller body, closes above bar1.close
/// bar3 small black marubozu (upper & lower shadow <= tol) inside bar2's range
/// ```
///
/// Output is `+1.0` when the pattern completes and `0.0` otherwise. Three Stars
/// in the South is a single-direction (bullish-only) pattern, so it never emits
/// `−1.0`. The first two bars always return `0.0` because the three-bar window
/// is not yet filled. `tolerance` defaults to `0.001` (10 bps relative) and must
/// lie in `[0, 1)`. Pattern-shape check only — no trend filter is applied;
/// combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `+1.0` bullish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, ThreeStarsInSouth};
///
/// let mut indicator = ThreeStarsInSouth::new();
/// indicator.update(Candle::new(20.0, 20.1, 8.0, 15.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(18.0, 18.1, 12.0, 16.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(15.0, 15.0, 14.0, 14.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(1.0));
/// ```
#[derive(Debug, Clone)]
pub struct ThreeStarsInSouth {
tolerance: f64,
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl Default for ThreeStarsInSouth {
fn default() -> Self {
Self::new()
}
}
impl ThreeStarsInSouth {
/// Construct a detector with the default relative tolerance (1e-3).
pub const fn new() -> Self {
Self {
tolerance: 0.001,
prev: None,
prev_prev: None,
has_emitted: false,
}
}
/// Construct a detector with a custom relative tolerance.
///
/// `tolerance` must lie in `[0, 1)`.
pub fn with_tolerance(tolerance: f64) -> Result<Self> {
if !(0.0..1.0).contains(&tolerance) {
return Err(Error::InvalidPeriod {
message: "three stars in the south tolerance must lie in [0, 1)",
});
}
Ok(Self {
tolerance,
prev: None,
prev_prev: None,
has_emitted: false,
})
}
/// Configured relative tolerance.
pub fn tolerance(&self) -> f64 {
self.tolerance
}
}
impl Indicator for ThreeStarsInSouth {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
let tol = self.tolerance * candle.high.abs().max(candle.low.abs());
let bar1_body = bar1.open - bar1.close;
let bar1_lower_shadow = bar1.close - bar1.low;
let bar2_body = bar2.open - bar2.close;
let bar3_upper_shadow = candle.high - candle.open;
let bar3_lower_shadow = candle.close - candle.low;
if bar1.close < bar1.open
&& bar2.close < bar2.open
&& candle.close < candle.open
&& bar1_lower_shadow >= bar1_body
&& bar2.open <= bar1.open
&& bar2.open >= bar1.close
&& bar2.low > bar1.low
&& bar2.close > bar1.close
&& bar2_body < bar1_body
&& bar3_upper_shadow <= tol
&& bar3_lower_shadow <= tol
&& candle.high < bar2.high
&& candle.low > bar2.low
{
return Some(1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"ThreeStarsInSouth"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn rejects_invalid_tolerance() {
assert!(ThreeStarsInSouth::with_tolerance(-0.01).is_err());
assert!(ThreeStarsInSouth::with_tolerance(1.0).is_err());
}
#[test]
fn accepts_valid_tolerance() {
let t = ThreeStarsInSouth::with_tolerance(0.0).unwrap();
assert!((t.tolerance() - 0.0).abs() < 1e-12);
}
#[test]
fn accessors_and_metadata() {
let t = ThreeStarsInSouth::default();
assert_eq!(t.name(), "ThreeStarsInSouth");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
assert!((t.tolerance() - 0.001).abs() < 1e-12);
}
#[test]
fn three_stars_in_south_is_plus_one() {
let mut t = ThreeStarsInSouth::new();
assert_eq!(t.update(c(20.0, 20.1, 8.0, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(18.0, 18.1, 12.0, 16.0, 1)), Some(0.0));
assert_eq!(t.update(c(15.0, 15.0, 14.0, 14.0, 2)), Some(1.0));
}
#[test]
fn third_with_shadow_yields_zero() {
let mut t = ThreeStarsInSouth::new();
t.update(c(20.0, 20.1, 8.0, 15.0, 0));
t.update(c(18.0, 18.1, 12.0, 16.0, 1));
// bar3 has a long lower shadow -> not a marubozu.
assert_eq!(t.update(c(15.0, 15.0, 12.5, 14.0, 2)), Some(0.0));
}
#[test]
fn lower_low_yields_zero() {
let mut t = ThreeStarsInSouth::new();
t.update(c(20.0, 20.1, 8.0, 15.0, 0));
// bar2 dips below bar1's low -> no higher low.
assert_eq!(t.update(c(18.0, 18.1, 7.0, 16.0, 1)), Some(0.0));
assert_eq!(t.update(c(15.0, 15.0, 14.0, 14.0, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = ThreeStarsInSouth::new();
assert_eq!(t.update(c(20.0, 20.1, 8.0, 15.0, 0)), Some(0.0));
assert_eq!(t.update(c(18.0, 18.1, 12.0, 16.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
c(base + 2.0, base + 2.1, base - 3.0, base, i)
})
.collect();
let mut a = ThreeStarsInSouth::new();
let mut b = ThreeStarsInSouth::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = ThreeStarsInSouth::new();
t.update(c(20.0, 20.1, 8.0, 15.0, 0));
t.update(c(18.0, 18.1, 12.0, 16.0, 1));
t.update(c(15.0, 15.0, 14.0, 14.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(20.0, 20.1, 8.0, 15.0, 0)), Some(0.0));
}
}
crates/wickra-core/src/indicators/two_crows.rs
+186
View File
@@ -0,0 +1,186 @@
//! Two Crows candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Two Crows — a 3-bar bearish reversal pattern that appears after an advance.
///
/// ```text
/// bar1 green (long white)
/// bar2 red & its body gaps up above bar1's body (bar2.close > bar1.close)
/// bar3 red & opens inside bar2's body (bar2.close < bar3.open < bar2.open)
/// & closes inside bar1's body (bar1.open < bar3.close < bar1.close)
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Two Crows is
/// a single-direction (bearish-only) pattern, so it never emits `+1.0`. The
/// first two bars always return `0.0` because the three-bar window is not yet
/// filled. Pattern-shape check only — no trend filter is applied; combine with a
/// trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, TwoCrows};
///
/// let mut indicator = TwoCrows::new();
/// indicator.update(Candle::new(10.0, 12.2, 9.9, 12.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(14.0, 14.2, 12.9, 13.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(13.5, 13.6, 10.9, 11.0, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct TwoCrows {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl TwoCrows {
/// Construct a new Two Crows detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for TwoCrows {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
if bar1.close > bar1.open
&& bar2.close < bar2.open
&& bar2.close > bar1.close
&& candle.close < candle.open
&& candle.open < bar2.open
&& candle.open > bar2.close
&& candle.close > bar1.open
&& candle.close < bar1.close
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"TwoCrows"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn accessors_and_metadata() {
let t = TwoCrows::new();
assert_eq!(t.name(), "TwoCrows");
assert_eq!(t.warmup_period(), 3);
assert!(!t.is_ready());
}
#[test]
fn two_crows_is_minus_one() {
let mut t = TwoCrows::new();
// bar1 green 10->12; bar2 red 14->13 (body above bar1); bar3 red
// opens 13.5 (inside [13,14]) and closes 11 (inside [10,12]).
assert_eq!(t.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
assert_eq!(t.update(c(13.5, 13.6, 10.9, 11.0, 2)), Some(-1.0));
}
#[test]
fn no_gap_up_yields_zero() {
let mut t = TwoCrows::new();
// bar2 red but its body does not gap above bar1's body.
t.update(c(10.0, 12.2, 9.9, 12.0, 0));
t.update(c(11.5, 12.0, 10.4, 11.0, 1));
assert_eq!(t.update(c(11.0, 11.2, 9.9, 10.5, 2)), Some(0.0));
}
#[test]
fn third_close_below_first_body_yields_zero() {
let mut t = TwoCrows::new();
t.update(c(10.0, 12.2, 9.9, 12.0, 0));
t.update(c(14.0, 14.2, 12.9, 13.0, 1));
// bar3 closes 9.5, below bar1's body low (10) -> not Two Crows.
assert_eq!(t.update(c(13.5, 13.6, 9.4, 9.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut t = TwoCrows::new();
assert_eq!(t.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(t.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
if i % 3 == 0 {
c(base, base + 0.5, base - 1.0, base + 0.4, i)
} else {
c(base + 1.5, base + 1.7, base - 0.2, base + 0.6, i)
}
})
.collect();
let mut a = TwoCrows::new();
let mut b = TwoCrows::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut t = TwoCrows::new();
t.update(c(10.0, 12.2, 9.9, 12.0, 0));
t.update(c(14.0, 14.2, 12.9, 13.0, 1));
t.update(c(13.5, 13.6, 10.9, 11.0, 2));
assert!(t.is_ready());
t.reset();
assert!(!t.is_ready());
assert_eq!(t.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
}
}
crates/wickra-core/src/indicators/upside_gap_two_crows.rs
+189
View File
@@ -0,0 +1,189 @@
//! Upside Gap Two Crows candlestick pattern.
use crate::ohlcv::Candle;
use crate::traits::Indicator;
/// Upside Gap Two Crows — a 3-bar bearish reversal that appears after an
/// advance. Two black candles gap up above a long white candle; the second
/// black candle engulfs the first crow yet still closes above the white body,
/// leaving the upside gap open.
///
/// ```text
/// bar1 green (long white)
/// bar2 red & its body gaps up above bar1's body (bar2.close > bar1.close)
/// bar3 red & opens above bar2's open (bar3.open > bar2.open)
/// & closes below bar2's close (bar3.close < bar2.close)
/// & closes above bar1's close (bar3.close > bar1.close)
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Upside Gap
/// Two Crows is a single-direction (bearish-only) pattern, so it never emits
/// `+1.0`. The first two bars always return `0.0` because the three-bar window
/// is not yet filled. Pattern-shape check only — no trend filter is applied;
/// combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, UpsideGapTwoCrows};
///
/// let mut indicator = UpsideGapTwoCrows::new();
/// indicator.update(Candle::new(10.0, 12.2, 9.9, 12.0, 1.0, 0).unwrap());
/// indicator.update(Candle::new(14.0, 14.2, 12.9, 13.0, 1.0, 1).unwrap());
/// let out = indicator
/// .update(Candle::new(15.0, 15.2, 12.4, 12.5, 1.0, 2).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct UpsideGapTwoCrows {
prev: Option<Candle>,
prev_prev: Option<Candle>,
has_emitted: bool,
}
impl UpsideGapTwoCrows {
/// Construct a new Upside Gap Two Crows detector.
pub const fn new() -> Self {
Self {
prev: None,
prev_prev: None,
has_emitted: false,
}
}
}
impl Indicator for UpsideGapTwoCrows {
type Input = Candle;
type Output = f64;
fn update(&mut self, candle: Candle) -> Option<f64> {
self.has_emitted = true;
let pp = self.prev_prev;
let p = self.prev;
self.prev_prev = self.prev;
self.prev = Some(candle);
let (Some(bar1), Some(bar2)) = (pp, p) else {
return Some(0.0);
};
if bar1.close > bar1.open
&& bar2.close < bar2.open
&& bar2.close > bar1.close
&& candle.close < candle.open
&& candle.open > bar2.open
&& candle.close < bar2.close
&& candle.close > bar1.close
{
return Some(-1.0);
}
Some(0.0)
}
fn reset(&mut self) {
self.prev = None;
self.prev_prev = None;
self.has_emitted = false;
}
fn warmup_period(&self) -> usize {
3
}
fn is_ready(&self) -> bool {
self.has_emitted
}
fn name(&self) -> &'static str {
"UpsideGapTwoCrows"
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::traits::BatchExt;
fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
Candle::new(open, high, low, close, 1.0, ts).unwrap()
}
#[test]
fn accessors_and_metadata() {
let u = UpsideGapTwoCrows::new();
assert_eq!(u.name(), "UpsideGapTwoCrows");
assert_eq!(u.warmup_period(), 3);
assert!(!u.is_ready());
}
#[test]
fn upside_gap_two_crows_is_minus_one() {
let mut u = UpsideGapTwoCrows::new();
// bar1 green 10->12; bar2 red 14->13 gapping up; bar3 red opens 15
// (above bar2 open) and closes 12.5 (below bar2 close, above bar1 close).
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(u.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
assert_eq!(u.update(c(15.0, 15.2, 12.4, 12.5, 2)), Some(-1.0));
}
#[test]
fn closing_the_first_gap_yields_zero() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
u.update(c(14.0, 14.2, 12.9, 13.0, 1));
// bar3 closes 11.5, below bar1's close (12) -> gap closed, not the pattern.
assert_eq!(u.update(c(15.0, 15.2, 11.4, 11.5, 2)), Some(0.0));
}
#[test]
fn no_gap_up_yields_zero() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
// bar2's body does not gap above bar1's body.
u.update(c(11.5, 12.0, 10.4, 11.0, 1));
assert_eq!(u.update(c(12.0, 12.2, 10.9, 11.5, 2)), Some(0.0));
}
#[test]
fn first_two_bars_return_zero() {
let mut u = UpsideGapTwoCrows::new();
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
assert_eq!(u.update(c(14.0, 14.2, 12.9, 13.0, 1)), Some(0.0));
}
#[test]
fn batch_equals_streaming() {
let candles: Vec<Candle> = (0..40)
.map(|i| {
let base = 100.0 + i as f64;
if i % 3 == 0 {
c(base, base + 0.5, base - 1.0, base + 0.4, i)
} else {
c(base + 1.5, base + 1.7, base - 0.2, base + 0.6, i)
}
})
.collect();
let mut a = UpsideGapTwoCrows::new();
let mut b = UpsideGapTwoCrows::new();
assert_eq!(
a.batch(&candles),
candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
);
}
#[test]
fn reset_clears_state() {
let mut u = UpsideGapTwoCrows::new();
u.update(c(10.0, 12.2, 9.9, 12.0, 0));
u.update(c(14.0, 14.2, 12.9, 13.0, 1));
u.update(c(15.0, 15.2, 12.4, 12.5, 2));
assert!(u.is_ready());
u.reset();
assert!(!u.is_ready());
assert_eq!(u.update(c(10.0, 12.2, 9.9, 12.0, 0)), Some(0.0));
}
}
crates/wickra-core/src/lib.rs
+13 -12
View File
@@ -65,15 +65,15 @@ pub use indicators::{
FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate, FundingRateMean, FundingRateZScore,
GainLossRatio, GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput, GainLossRatio, GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput,
HiLoActivator, HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel,
HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, Inertia, InformationRatio, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, Inertia,
InitialBalance, InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
InvertedHammer, Jma, Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis, InverseFisherTransform, InvertedHammer, Jma, Kama, KellyCriterion, Keltner, KeltnerOutput, Kst,
Kvo, KylesLambda, LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, KstOutput, Kurtosis, Kvo, KylesLambda, LaguerreRsi, LeadLagCrossCorrelation,
LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope, LinearRegression, LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
LiquidationFeatures, LiquidationFeaturesOutput, LongShortRatio, MaEnvelope, MaEnvelopeOutput, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput, LongShortRatio, MaEnvelope,
MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex,
MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, Microprice, Mom, MorningEveningStar, Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio,
OpenInterestDelta, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OpenInterestDelta, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta, OrderBookImbalanceTop1, OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta,
ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
@@ -86,9 +86,10 @@ pub use indicators::{
StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, TdCombo, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TakerBuySellRatio, TdCombo,
TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure,
TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput,
TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeOutside, TdSequential, TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside,
ThreeSoldiersOrCrows, Tii, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Tii, TradeImbalance,
TtmSqueeze, TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze, TtmSqueezeOutput, Tweezer,
TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator, UpsideGapTwoCrows, ValueArea,
ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop, ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands, VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
fuzz/fuzz_targets/indicator_update_candle.rs
+11 -3
View File
@@ -29,14 +29,17 @@ use wickra_core::{
ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex,
ClassicPivots, DemandIndex, DemarkPivots, Doji, Donchian, DonchianStop, EaseOfMovement, ClassicPivots, DemandIndex, DemarkPivots, Doji, Donchian, DonchianStop, EaseOfMovement,
Engulfing, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands, GarmanKlassVolatility, Engulfing, Evwma, FibonacciPivots, ForceIndex, FractalChaosBands, GarmanKlassVolatility,
Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HurstChannel, Ichimoku, Indicator, Hammer, HangingMan, Harami, HeikinAshi, HiLoActivator, HurstChannel, Ichimoku,
IdenticalThreeCrows, Indicator,
Inertia, InitialBalance, InvertedHammer, Keltner, Kvo, MarketFacilitationIndex, Marubozu, Inertia, InitialBalance, InvertedHammer, Keltner, Kvo, MarketFacilitationIndex, Marubozu,
MassIndex, MedianPrice, Mfi, MorningEveningStar, Natr, Nvi, Obv, OpeningRange, MassIndex, MedianPrice, Mfi, MorningEveningStar, Natr, Nvi, Obv, OpeningRange,
ParkinsonVolatility, Pgo, PiercingDarkCloud, Psar, Pvi, RogersSatchellVolatility, RollingVwap, ParkinsonVolatility, Pgo, PiercingDarkCloud, Psar, Pvi, RogersSatchellVolatility, RollingVwap,
Rvi, Rwi, ShootingStar, Smi, SpinningTop, StarcBands, Stochastic, SuperTrend, TdCombo, Rvi, Rwi, ShootingStar, Smi, SpinningTop, StarcBands, Stochastic, SuperTrend, TdCombo,
TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei,
TdRiskLevel, TdSequential, TdSetup, ThreeInside, ThreeOutside, ThreeSoldiersOrCrows, TrueRange, TdRiskLevel, TdSequential, TdSetup, ThreeInside, ThreeLineStrike, ThreeOutside,
Tsv, TtmSqueeze, Tweezer, TypicalPrice, UltimateOscillator, ValueArea, VoltyStop, ThreeSoldiersOrCrows, ThreeStarsInSouth, TrueRange,
Tsv, TtmSqueeze, Tweezer, TwoCrows, TypicalPrice, UltimateOscillator, UpsideGapTwoCrows,
ValueArea, VoltyStop,
VolumeOscillator, VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, VolumeOscillator, VolumePriceTrend, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend,
WeightedClose, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, WeightedClose, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit,
ZigZag, ZigZag,
@@ -304,10 +307,15 @@ fuzz_target!(|data: Vec<f64>| {
drive(Harami::new, &candles); drive(Harami::new, &candles);
drive(MorningEveningStar::new, &candles); drive(MorningEveningStar::new, &candles);
drive(ThreeSoldiersOrCrows::new, &candles); drive(ThreeSoldiersOrCrows::new, &candles);
drive(ThreeStarsInSouth::new, &candles);
drive(PiercingDarkCloud::new, &candles); drive(PiercingDarkCloud::new, &candles);
drive(Marubozu::new, &candles); drive(Marubozu::new, &candles);
drive(Tweezer::new, &candles); drive(Tweezer::new, &candles);
drive(SpinningTop::new, &candles); drive(SpinningTop::new, &candles);
drive(ThreeInside::new, &candles); drive(ThreeInside::new, &candles);
drive(ThreeLineStrike::new, &candles);
drive(ThreeOutside::new, &candles); drive(ThreeOutside::new, &candles);
drive(TwoCrows::new, &candles);
drive(UpsideGapTwoCrows::new, &candles);
drive(IdenticalThreeCrows::new, &candles);
}); });