kingchenc
91aa6fffbf
## B17 Market Profile — five new indicators (493 → 498)
| Indicator | Output | Notes |
|-----------|--------|-------|
| `NakedPoc` | `f64` | most recent untouched point-of-control level |
| `SinglePrints` | `f64` | count of single-print price levels |
| `ProfileShape` | `f64` | b/P/D shape classification as a numeric code |
| `HighLowVolumeNodes` | struct `{hvn, lvn}` | highest/lowest volume nodes |
| `CompositeProfile` | struct `{poc, vah, val}` | multi-session composite volume profile |
### Wiring
- Core structs + full unit tests; all join the existing **Market Profile** family.
- Hand-written Python/Node/WASM bindings (f64 via candle helpers; struct via PyArray2 / `#[napi(object)]` / `Object`+`Reflect::set`).
- Fuzz drives in `indicator_update_candle.rs`; CANDLE_SCALAR + MULTI registry tests + reference tests.
- README counter + `docs/README.md` + `FAMILIES` assert bumped to 498.
### Verify (local, all green)
- `cargo test -p wickra-core --lib`: 4066 · `--doc`: 448
- clippy workspace: clean
- node: 568 · pytest: 938
469 lines
22 KiB
Rust
469 lines
22 KiB
Rust
#![no_main]
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//! Fuzz OHLCV-input indicator updates with arbitrary candle sequences.
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//!
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//! Every candle-input indicator must tolerate any sequence of validated OHLCV
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//! candles — extreme magnitudes, micro-spreads, zero-volume bars, abrupt
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//! reversals — without panicking. The fuzzer chunks the raw `f64` stream into
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//! `[open, high, low, close, volume]` tuples and constructs each candle via
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//! `Candle::new`; entries that fail OHLCV-invariant validation are skipped so
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//! the indicator only ever sees structurally-valid candles. Each iteration
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//! then drives that candle stream through every candle-input indicator twice
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//! (streaming `update` + batch).
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//!
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//! Audit finding R9: the previous fuzz suite had no candle-input coverage at
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//! all. This target now covers every candle-input indicator including the
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//! ones the audit named explicitly (ATR, ADX, Stochastic, PSAR) plus the
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//! complete catalogue: Keltner, Donchian, SuperTrend, Chandelier Exit, ATR
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//! Trailing Stop, Aroon, AwesomeOscillator, CCI, WilliamsR, MFI, OBV, VWAP,
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//! RollingVWAP, ADL, VPT, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex,
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//! EaseOfMovement, NATR, AroonOscillator, ChandeKrollStop, Vortex, MassIndex,
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//! ChoppinessIndex, TrueRange, ChaikinVolatility, AcceleratorOscillator,
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//! BalanceOfPower, UltimateOscillator, VWMA, TypicalPrice, MedianPrice,
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//! WeightedClose.
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use libfuzzer_sys::fuzz_target;
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use wickra_core::{AbandonedBaby, Abcd, AccelerationBands, AcceleratorOscillator, AdOscillator, AdaptiveCci, Adl, AdvanceBlock, Adx, Adxr, Alligator, AnchoredVwap, AndrewsPitchfork, Aroon, AroonOscillator, Atr, AtrBands, AtrRatchet, AtrTrailingStop, AutoFib, AverageDailyRange, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Bat, BatchExt, BeltHold, BetterVolume, BodySizePct, Breakaway, Butterfly, Camarilla, Candle, CandleVolume, Cci, CentralPivotRange, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, ClassicPivots, CloseVsOpen, ClosingMarubozu, CompositeProfile, ConcealingBabySwallow, Counterattack, Crab, CupAndHandle, Cypher, DayOfWeekProfile, DemandIndex, DemarkPivots, Doji, DojiStar, Donchian, DonchianStop, DoubleTopBottom, DownsideGapThreeMethods, DragonflyDoji, DumplingTop, Dx, EaseOfMovement, ElderRay, ElderSafeZone, Engulfing, Equivolume, EveningDojiStar, Evwma, FallingThreeMethods, FibArcs, FibChannel, FibConfluence, FibExtension, FibFan, FibProjection, FibRetracement, FibTimeZones, FibonacciPivots, FlagPennant, ForceIndex, FractalChaosBands, FryPanBottom, GapSideBySideWhite, GarmanKlassVolatility, Gartley, GatorOscillator, GoldenPocket, GravestoneDoji, Hammer, HangingMan, Harami, HaramiCross, HeadAndShoulders, HeikinAshi, HeikinAshiOscillator, HiLoActivator, HighLowRange, HighLowVolumeNodes, HighWave, Hikkake, HikkakeModified, HomingPigeon, HurstChannel, Ichimoku, IdenticalThreeCrows, InNeck, Indicator, Inertia, InitialBalance, IntradayIntensity, IntradayMomentumIndex, IntradayVolatilityProfile, InvertedHammer, KaseDevStop, KasePermissionStochastic, Keltner, Kicking, KickingByLength, Kvo, LadderBottom, LongLeggedDoji, LongLine, MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, AvgPrice, MedianPrice, Mfi, MidPrice, MinusDi, MinusDm, ModifiedMaStop, MorningDojiStar, MorningEveningStar, MurreyMathLines, NakedPoc, Natr, NewPriceLines, Nrtr, Nvi, Obv, OnNeck, OpeningMarubozu, OpeningRange, OvernightGap, OvernightIntradayReturn, ParkinsonVolatility, Pgo, PiercingDarkCloud, PivotReversal, PlusDi, PlusDm, ProfileShape, ProjectionBands, ProjectionOscillator, Psar, Pvi, Qstick, RectangleRange, RickshawMan, RisingThreeMethods, RogersSatchellVolatility, RollingVwap, Rvi, Rwi, SarExt, SeasonalZScore, SeparatingLines, SessionHighLow, SessionRange, SessionVwap, Shark, ShootingStar, ShortLine, SinglePrints, Smi, SmoothedHeikinAshi, SpinningTop, StalledPattern, StarcBands, StickSandwich, Stochastic, StochasticCci, SuperTrend, Takuri, TasukiGap, TdCamouflage, TdClop, TdClopwin, TdCombo, TdCountdown, TdDWave, TdDeMarker, TdDifferential, TdLines, TdMovingAverage, TdOpen, TdPressure, TdPropulsion, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup, TdTrap, ThreeDrives, ThreeInside, ThreeLineBreak, ThreeLineStrike, ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TimeBasedStop, TimeOfDayReturnProfile, TowerTopBottom, TpoProfile, TradeVolumeIndex, Triangle, TripleTopBottom, Tristar, TrueRange, Tsv, TtmSqueeze, TtmTrend, TurnOfMonth, Tweezer, TwiggsMoneyFlow, TwoCrows, TypicalPrice, UltimateOscillator, UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, VolatilityCone, VolatilityRatio, VoltyStop, VolumeByTimeProfile, VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeRsi, VolumeWeightedMacd, VolumeWeightedSr, Vortex, Vwap, VwapStdDevBands, Vwma, Vzo, WaveTrend, Wedge, WeightedClose, WickRatio, Wad, WilliamsFractals, WilliamsR, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag};
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/// Convert a flat `f64` stream into a `Vec<Candle>` by chunking it into
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/// `[open, high, low, close, volume]` groups. Tuples that fail OHLCV
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/// validation are dropped so the indicator under test only ever sees a
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/// structurally-valid candle stream (the *parser* is fuzz-tested elsewhere;
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/// this target focuses on indicator robustness).
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fn candles_from(data: &[f64]) -> Vec<Candle> {
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data.chunks_exact(5)
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.enumerate()
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.filter_map(|(i, ch)| {
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// A monotonic timestamp avoids surprising any indicator that might
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// care about ordering. The fuzz input drives OHLCV; time is just a
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// tie-breaker.
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Candle::new(ch[0], ch[1], ch[2], ch[3], ch[4], i as i64).ok()
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})
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.collect()
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}
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/// Streaming + batch sweep through one candle-input indicator. `#[inline(never)]`
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/// keeps each indicator on its own frame in any panic backtrace.
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#[inline(never)]
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fn drive<I, O>(make: impl Fn() -> I, candles: &[Candle])
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where
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I: Indicator<Input = Candle, Output = O> + BatchExt,
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{
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let mut streaming = make();
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for c in candles {
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let _ = streaming.update(*c);
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}
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let _ = make().batch(candles);
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}
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fuzz_target!(|data: Vec<f64>| {
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let candles = candles_from(&data);
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if candles.is_empty() {
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return;
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}
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// --- Volatility & ATR family ---
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drive(|| VolatilityRatio::new(14).unwrap(), &candles);
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drive(|| Atr::new(14).unwrap(), &candles);
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drive(|| Natr::new(14).unwrap(), &candles);
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drive(TrueRange::new, &candles);
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drive(|| ChaikinVolatility::new(10, 10).unwrap(), &candles);
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drive(|| ParkinsonVolatility::new(20, 252).unwrap(), &candles);
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drive(|| GarmanKlassVolatility::new(20, 252).unwrap(), &candles);
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drive(|| RogersSatchellVolatility::new(20, 252).unwrap(), &candles);
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drive(|| YangZhangVolatility::new(20, 252).unwrap(), &candles);
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// --- Bands & Channels ---
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drive(|| ProjectionOscillator::new(14).unwrap(), &candles);
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drive(|| ProjectionBands::new(3).unwrap(), &candles);
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drive(|| Keltner::new(20, 10, 2.0).unwrap(), &candles);
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drive(|| Donchian::new(20).unwrap(), &candles);
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// --- Trailing Stops ---
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drive(|| ModifiedMaStop::new(14).unwrap(), &candles);
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drive(|| TimeBasedStop::new(5).unwrap(), &candles);
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drive(|| Nrtr::new(2.0).unwrap(), &candles);
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drive(|| AtrRatchet::new(14, 4.0, 0.1).unwrap(), &candles);
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drive(|| ElderSafeZone::new(14, 2.0).unwrap(), &candles);
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drive(|| Psar::new(0.02, 0.02, 0.20).unwrap(), &candles);
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drive(SarExt::classic, &candles);
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drive(|| SuperTrend::new(14, 3.0).unwrap(), &candles);
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drive(|| ChandelierExit::new(22, 3.0).unwrap(), &candles);
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drive(|| ChandeKrollStop::new(10, 1.0, 9).unwrap(), &candles);
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drive(|| AtrTrailingStop::new(14, 3.0).unwrap(), &candles);
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drive(|| HiLoActivator::new(3).unwrap(), &candles);
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drive(|| VoltyStop::new(14, 2.0).unwrap(), &candles);
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drive(|| YoyoExit::new(14, 2.0).unwrap(), &candles);
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drive(|| KaseDevStop::new(30, 1.0).unwrap(), &candles);
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// --- Trend & Directional ---
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drive(|| KasePermissionStochastic::new(9, 3).unwrap(), &candles);
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drive(|| GatorOscillator::new(13, 8, 5).unwrap(), &candles);
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drive(|| Qstick::new(10).unwrap(), &candles);
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drive(|| TtmTrend::new(6).unwrap(), &candles);
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drive(|| Adx::new(14).unwrap(), &candles);
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drive(|| Adxr::new(14).unwrap(), &candles);
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drive(|| PlusDm::new(14).unwrap(), &candles);
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drive(|| MinusDm::new(14).unwrap(), &candles);
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drive(|| PlusDi::new(14).unwrap(), &candles);
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drive(|| MinusDi::new(14).unwrap(), &candles);
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drive(|| Dx::new(14).unwrap(), &candles);
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drive(|| Aroon::new(14).unwrap(), &candles);
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drive(|| Alligator::new(13, 8, 5).unwrap(), &candles);
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drive(|| AroonOscillator::new(14).unwrap(), &candles);
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drive(|| Vortex::new(14).unwrap(), &candles);
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drive(|| Rwi::new(14).unwrap(), &candles);
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drive(|| WaveTrend::classic().unwrap(), &candles);
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drive(|| MassIndex::new(9, 25).unwrap(), &candles);
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drive(|| ChoppinessIndex::new(14).unwrap(), &candles);
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// --- Momentum & Oscillators ---
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drive(|| Cci::new(20).unwrap(), &candles);
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drive(|| AdaptiveCci::new(20).unwrap(), &candles);
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drive(|| StochasticCci::new(14).unwrap(), &candles);
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drive(|| ElderRay::new(13).unwrap(), &candles);
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drive(|| IntradayMomentumIndex::new(14).unwrap(), &candles);
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drive(|| Rvi::new(10).unwrap(), &candles);
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drive(|| Inertia::new(14, 20).unwrap(), &candles);
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drive(|| Pgo::new(14).unwrap(), &candles);
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drive(|| Smi::classic(), &candles);
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drive(|| WilliamsR::new(14).unwrap(), &candles);
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drive(|| AwesomeOscillator::new(5, 34).unwrap(), &candles);
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drive(
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|| AwesomeOscillatorHistogram::new(5, 34, 5).unwrap(),
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&candles,
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);
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drive(|| AcceleratorOscillator::new(5, 34, 5).unwrap(), &candles);
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drive(|| UltimateOscillator::new(7, 14, 28).unwrap(), &candles);
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drive(BalanceOfPower::new, &candles);
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drive(CloseVsOpen::new, &candles);
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drive(BodySizePct::new, &candles);
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drive(WickRatio::new, &candles);
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drive(HighLowRange::new, &candles);
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// --- Volume ---
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drive(|| BetterVolume::new(14).unwrap(), &candles);
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drive(IntradayIntensity::new, &candles);
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drive(|| TradeVolumeIndex::new(0.25).unwrap(), &candles);
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drive(|| TwiggsMoneyFlow::new(21).unwrap(), &candles);
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drive(Wad::new, &candles);
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drive(|| VolumeRsi::new(14).unwrap(), &candles);
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drive(|| VolumeWeightedMacd::new(12, 26, 9).unwrap(), &candles);
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drive(Obv::new, &candles);
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drive(|| Mfi::new(14).unwrap(), &candles);
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drive(Vwap::new, &candles);
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drive(|| RollingVwap::new(20).unwrap(), &candles);
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drive(|| Vwma::new(20).unwrap(), &candles);
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drive(|| Evwma::new(20).unwrap(), &candles);
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drive(Adl::new, &candles);
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drive(VolumePriceTrend::new, &candles);
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drive(|| ChaikinMoneyFlow::new(20).unwrap(), &candles);
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drive(|| ChaikinOscillator::new(3, 10).unwrap(), &candles);
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drive(|| ForceIndex::new(13).unwrap(), &candles);
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drive(|| EaseOfMovement::with_divisor(14, 1e8).unwrap(), &candles);
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drive(|| Kvo::new(34, 55).unwrap(), &candles);
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drive(|| VolumeOscillator::new(14, 28).unwrap(), &candles);
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drive(Nvi::new, &candles);
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drive(Pvi::new, &candles);
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drive(AdOscillator::new, &candles);
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drive(AnchoredVwap::new, &candles);
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drive(|| DemandIndex::new(10).unwrap(), &candles);
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drive(|| Tsv::new(18).unwrap(), &candles);
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drive(|| Vzo::new(14).unwrap(), &candles);
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drive(MarketFacilitationIndex::new, &candles);
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// --- Price transformations ---
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drive(TypicalPrice::new, &candles);
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drive(MedianPrice::new, &candles);
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drive(WeightedClose::new, &candles);
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drive(|| MidPrice::new(14).unwrap(), &candles);
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drive(AvgPrice::new, &candles);
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// --- Stochastic (multi-output) ---
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{
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let mut s = Stochastic::new(14, 3).unwrap();
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for c in &candles {
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let _ = s.update(*c);
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}
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let _ = Stochastic::new(14, 3).unwrap().batch(&candles);
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}
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// --- Market Profile (multi-output) ---
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drive(|| CompositeProfile::new(20, 24, 0.7).unwrap(), &candles);
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drive(|| HighLowVolumeNodes::new(20, 24).unwrap(), &candles);
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drive(|| NakedPoc::new(20, 24).unwrap(), &candles);
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drive(|| SinglePrints::new(20, 24).unwrap(), &candles);
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drive(|| ProfileShape::new(20, 24).unwrap(), &candles);
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drive(|| ValueArea::new(20, 50, 0.70).unwrap(), &candles);
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drive(|| VolumeProfile::new(20, 50).unwrap(), &candles);
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drive(|| TpoProfile::new(20, 50).unwrap(), &candles);
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drive(|| InitialBalance::new(12).unwrap(), &candles);
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drive(|| OpeningRange::new(6).unwrap(), &candles);
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// --- Ichimoku (5 lines, hand-rolled because of multi-Option output) ---
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{
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let mut ichi = Ichimoku::classic();
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for c in &candles {
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let _ = ichi.update(*c);
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}
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let _ = Ichimoku::classic().batch(&candles);
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}
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// --- Heikin-Ashi (4-field candle transform) ---
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{
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let mut ha = HeikinAshi::new();
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for c in &candles {
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let _ = ha.update(*c);
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}
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let _ = HeikinAshi::new().batch(&candles);
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}
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// --- DeMark family ---
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drive(|| TdSetup::new(4, 9).unwrap(), &candles);
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drive(|| TdDeMarker::new(14).unwrap(), &candles);
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drive(|| TdRei::new(5).unwrap(), &candles);
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drive(|| TdPressure::new(5).unwrap(), &candles);
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drive(|| TdCombo::new(4, 9, 2, 13).unwrap(), &candles);
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drive(|| TdCountdown::new(4, 9, 2, 13).unwrap(), &candles);
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drive(TdDifferential::new, &candles);
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drive(TdOpen::new, &candles);
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drive(TdRangeProjection::new, &candles);
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{
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let mut s = TdSequential::new(4, 9, 2, 13).unwrap();
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for c in &candles {
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let _ = s.update(*c);
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}
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let _ = TdSequential::new(4, 9, 2, 13).unwrap().batch(&candles);
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}
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{
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let mut s = TdLines::new(4, 9).unwrap();
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for c in &candles {
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let _ = s.update(*c);
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}
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let _ = TdLines::new(4, 9).unwrap().batch(&candles);
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}
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{
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let mut s = TdRiskLevel::new(4, 9).unwrap();
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for c in &candles {
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let _ = s.update(*c);
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}
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let _ = TdRiskLevel::new(4, 9).unwrap().batch(&candles);
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}
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// --- Pivots & Support/Resistance (multi-output) ---
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drive(ClassicPivots::new, &candles);
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drive(FibonacciPivots::new, &candles);
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drive(Camarilla::new, &candles);
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drive(WoodiePivots::new, &candles);
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drive(DemarkPivots::new, &candles);
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drive(WilliamsFractals::new, &candles);
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drive(|| ZigZag::new(0.05).unwrap(), &candles);
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// --- Donchian Stop (multi-output) ---
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{
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let mut s = DonchianStop::new(10).unwrap();
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for c in &candles {
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let _ = s.update(*c);
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}
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let _ = DonchianStop::new(10).unwrap().batch(&candles);
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}
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// --- Family 05: candle-input band/channel indicators (multi-output) ---
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drive(|| VolatilityCone::new(20, 60).unwrap(), &candles);
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{
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let mut ab = AccelerationBands::new(20, 0.001).unwrap();
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for c in &candles {
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let _ = ab.update(*c);
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}
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let _ = AccelerationBands::new(20, 0.001).unwrap().batch(&candles);
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}
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{
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let mut sb = StarcBands::new(6, 15, 2.0).unwrap();
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for c in &candles {
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let _ = sb.update(*c);
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}
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let _ = StarcBands::new(6, 15, 2.0).unwrap().batch(&candles);
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}
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{
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let mut atrb = AtrBands::new(14, 3.0).unwrap();
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for c in &candles {
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let _ = atrb.update(*c);
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}
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let _ = AtrBands::new(14, 3.0).unwrap().batch(&candles);
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}
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{
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let mut hc = HurstChannel::new(10, 0.5).unwrap();
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for c in &candles {
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let _ = hc.update(*c);
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}
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let _ = HurstChannel::new(10, 0.5).unwrap().batch(&candles);
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}
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{
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let mut ts = TtmSqueeze::new(20, 2.0, 1.5).unwrap();
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for c in &candles {
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let _ = ts.update(*c);
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}
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let _ = TtmSqueeze::new(20, 2.0, 1.5).unwrap().batch(&candles);
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}
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{
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let mut fc = FractalChaosBands::new(2).unwrap();
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for c in &candles {
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let _ = fc.update(*c);
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}
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let _ = FractalChaosBands::new(2).unwrap().batch(&candles);
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}
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{
|
|
let mut vb = VwapStdDevBands::new(2.0).unwrap();
|
|
for c in &candles {
|
|
let _ = vb.update(*c);
|
|
}
|
|
let _ = VwapStdDevBands::new(2.0).unwrap().batch(&candles);
|
|
}
|
|
|
|
// --- Candlestick Patterns (family 14) ---
|
|
drive(TowerTopBottom::new, &candles);
|
|
drive(HaramiCross::new, &candles);
|
|
drive(Tristar::new, &candles);
|
|
drive(|| FryPanBottom::new(9).unwrap(), &candles);
|
|
drive(|| DumplingTop::new(9).unwrap(), &candles);
|
|
drive(|| NewPriceLines::new(5).unwrap(), &candles);
|
|
drive(TdTrap::new, &candles);
|
|
drive(TdPropulsion::new, &candles);
|
|
drive(TdClopwin::new, &candles);
|
|
drive(TdClop::new, &candles);
|
|
drive(TdCamouflage::new, &candles);
|
|
drive(|| TdDWave::new(2).unwrap(), &candles);
|
|
drive(|| TdMovingAverage::new(5, 13).unwrap(), &candles);
|
|
|
|
// --- Ichimoku & Charts ---
|
|
drive(|| HeikinAshiOscillator::new(5).unwrap(), &candles);
|
|
drive(|| ThreeLineBreak::new(3).unwrap(), &candles);
|
|
drive(|| SmoothedHeikinAshi::new(5).unwrap(), &candles);
|
|
drive(|| Equivolume::new(20).unwrap(), &candles);
|
|
drive(|| CandleVolume::new(20).unwrap(), &candles);
|
|
drive(ConcealingBabySwallow::new, &candles);
|
|
drive(UniqueThreeRiver::new, &candles);
|
|
drive(TasukiGap::new, &candles);
|
|
drive(OpeningMarubozu::new, &candles);
|
|
drive(ClosingMarubozu::new, &candles);
|
|
drive(Takuri::new, &candles);
|
|
drive(StickSandwich::new, &candles);
|
|
drive(StalledPattern::new, &candles);
|
|
drive(DownsideGapThreeMethods::new, &candles);
|
|
drive(UpsideGapThreeMethods::new, &candles);
|
|
drive(FallingThreeMethods::new, &candles);
|
|
drive(RisingThreeMethods::new, &candles);
|
|
drive(ShortLine::new, &candles);
|
|
drive(LongLine::new, &candles);
|
|
drive(MatchingLow::new, &candles);
|
|
drive(MatHold::new, &candles);
|
|
drive(LadderBottom::new, &candles);
|
|
drive(KickingByLength::new, &candles);
|
|
drive(Kicking::new, &candles);
|
|
drive(SeparatingLines::new, &candles);
|
|
drive(Thrusting::new, &candles);
|
|
drive(InNeck::new, &candles);
|
|
drive(OnNeck::new, &candles);
|
|
drive(HomingPigeon::new, &candles);
|
|
drive(HikkakeModified::new, &candles);
|
|
drive(Hikkake::new, &candles);
|
|
drive(HighWave::new, &candles);
|
|
drive(GapSideBySideWhite::new, &candles);
|
|
drive(MorningDojiStar::new, &candles);
|
|
drive(EveningDojiStar::new, &candles);
|
|
drive(RickshawMan::new, &candles);
|
|
drive(LongLeggedDoji::new, &candles);
|
|
drive(GravestoneDoji::new, &candles);
|
|
drive(DragonflyDoji::new, &candles);
|
|
drive(DojiStar::new, &candles);
|
|
drive(Counterattack::new, &candles);
|
|
drive(Breakaway::new, &candles);
|
|
drive(BeltHold::new, &candles);
|
|
drive(AbandonedBaby::new, &candles);
|
|
drive(AdvanceBlock::new, &candles);
|
|
drive(Doji::new, &candles);
|
|
drive(|| Doji::new().signed(), &candles);
|
|
drive(Hammer::new, &candles);
|
|
drive(InvertedHammer::new, &candles);
|
|
drive(HangingMan::new, &candles);
|
|
drive(ShootingStar::new, &candles);
|
|
drive(Engulfing::new, &candles);
|
|
drive(Harami::new, &candles);
|
|
drive(MorningEveningStar::new, &candles);
|
|
drive(ThreeSoldiersOrCrows::new, &candles);
|
|
drive(ThreeStarsInSouth::new, &candles);
|
|
drive(PiercingDarkCloud::new, &candles);
|
|
drive(Marubozu::new, &candles);
|
|
drive(Tweezer::new, &candles);
|
|
drive(SpinningTop::new, &candles);
|
|
drive(ThreeInside::new, &candles);
|
|
drive(ThreeLineStrike::new, &candles);
|
|
drive(ThreeOutside::new, &candles);
|
|
drive(TwoCrows::new, &candles);
|
|
drive(UpsideGapTwoCrows::new, &candles);
|
|
drive(IdenticalThreeCrows::new, &candles);
|
|
// --- Seasonality & Session ---
|
|
drive(|| VolumeByTimeProfile::new(24, 0).unwrap(), &candles);
|
|
|
|
drive(|| IntradayVolatilityProfile::new(24, 0).unwrap(), &candles);
|
|
|
|
drive(|| DayOfWeekProfile::new(0), &candles);
|
|
|
|
drive(|| TimeOfDayReturnProfile::new(24, 0).unwrap(), &candles);
|
|
|
|
drive(|| SeasonalZScore::new(0), &candles);
|
|
|
|
drive(|| TurnOfMonth::new(3, 1, 0).unwrap(), &candles);
|
|
|
|
drive(|| OvernightIntradayReturn::new(0), &candles);
|
|
|
|
drive(|| OvernightGap::new(0), &candles);
|
|
|
|
drive(|| AverageDailyRange::new(14, 0).unwrap(), &candles);
|
|
|
|
drive(|| SessionRange::new(0), &candles);
|
|
|
|
drive(|| SessionHighLow::new(0), &candles);
|
|
|
|
drive(|| SessionVwap::new(0), &candles);
|
|
|
|
// --- Chart Patterns ---
|
|
drive(CupAndHandle::new, &candles);
|
|
drive(RectangleRange::new, &candles);
|
|
drive(FlagPennant::new, &candles);
|
|
drive(Wedge::new, &candles);
|
|
drive(Triangle::new, &candles);
|
|
drive(HeadAndShoulders::new, &candles);
|
|
drive(TripleTopBottom::new, &candles);
|
|
drive(DoubleTopBottom::new, &candles);
|
|
|
|
// --- Harmonic Patterns ---
|
|
drive(ThreeDrives::new, &candles);
|
|
drive(Cypher::new, &candles);
|
|
drive(Shark::new, &candles);
|
|
drive(Crab::new, &candles);
|
|
drive(Bat::new, &candles);
|
|
drive(Butterfly::new, &candles);
|
|
drive(Gartley::new, &candles);
|
|
drive(Abcd::new, &candles);
|
|
|
|
// --- Fibonacci (multi-output) ---
|
|
drive(FibTimeZones::new, &candles);
|
|
drive(FibChannel::new, &candles);
|
|
drive(FibArcs::new, &candles);
|
|
drive(FibFan::new, &candles);
|
|
drive(FibConfluence::new, &candles);
|
|
drive(GoldenPocket::new, &candles);
|
|
drive(AutoFib::new, &candles);
|
|
drive(FibProjection::new, &candles);
|
|
drive(FibExtension::new, &candles);
|
|
drive(FibRetracement::new, &candles);
|
|
|
|
// --- Pivots & S/R ---
|
|
drive(CentralPivotRange::new, &candles);
|
|
drive(|| MurreyMathLines::new(4).unwrap(), &candles);
|
|
drive(|| AndrewsPitchfork::new(2).unwrap(), &candles);
|
|
drive(|| VolumeWeightedSr::new(3).unwrap(), &candles);
|
|
drive(|| PivotReversal::new(1, 1).unwrap(), &candles);
|
|
|
|
});
|