@insiderfinance/totalfinance 0.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +201 -0
- package/README.md +339 -0
- package/STABILITY.md +23 -0
- package/modules/backtest/dist/artifacts.d.ts +23 -0
- package/modules/backtest/dist/artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/artifacts.js +22 -0
- package/modules/backtest/dist/artifacts.js.map +1 -0
- package/modules/backtest/dist/broker.d.ts +265 -0
- package/modules/backtest/dist/broker.d.ts.map +1 -0
- package/modules/backtest/dist/broker.js +1228 -0
- package/modules/backtest/dist/broker.js.map +1 -0
- package/modules/backtest/dist/costs.d.ts +67 -0
- package/modules/backtest/dist/costs.d.ts.map +1 -0
- package/modules/backtest/dist/costs.js +171 -0
- package/modules/backtest/dist/costs.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
- package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
- package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
- package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/folds.js +375 -0
- package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
- package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/grid.js +394 -0
- package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
- package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/index.js +15 -0
- package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
- package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/types.js +12 -0
- package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
- package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
- package/modules/backtest/dist/cross-sectional/validate.js +489 -0
- package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
- package/modules/backtest/dist/diagnostics.d.ts +16 -0
- package/modules/backtest/dist/diagnostics.d.ts.map +1 -0
- package/modules/backtest/dist/diagnostics.js +63 -0
- package/modules/backtest/dist/diagnostics.js.map +1 -0
- package/modules/backtest/dist/environment/bench.d.ts +34 -0
- package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
- package/modules/backtest/dist/environment/bench.js +724 -0
- package/modules/backtest/dist/environment/bench.js.map +1 -0
- package/modules/backtest/dist/environment/environment.d.ts +5 -0
- package/modules/backtest/dist/environment/environment.d.ts.map +1 -0
- package/modules/backtest/dist/environment/environment.js +618 -0
- package/modules/backtest/dist/environment/environment.js.map +1 -0
- package/modules/backtest/dist/environment/episode.d.ts +4 -0
- package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episode.js +121 -0
- package/modules/backtest/dist/environment/episode.js.map +1 -0
- package/modules/backtest/dist/environment/episodes.d.ts +14 -0
- package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
- package/modules/backtest/dist/environment/episodes.js +644 -0
- package/modules/backtest/dist/environment/episodes.js.map +1 -0
- package/modules/backtest/dist/environment/features.d.ts +31 -0
- package/modules/backtest/dist/environment/features.d.ts.map +1 -0
- package/modules/backtest/dist/environment/features.js +157 -0
- package/modules/backtest/dist/environment/features.js.map +1 -0
- package/modules/backtest/dist/environment/index.d.ts +14 -0
- package/modules/backtest/dist/environment/index.d.ts.map +1 -0
- package/modules/backtest/dist/environment/index.js +12 -0
- package/modules/backtest/dist/environment/index.js.map +1 -0
- package/modules/backtest/dist/environment/limits.d.ts +63 -0
- package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
- package/modules/backtest/dist/environment/limits.js +253 -0
- package/modules/backtest/dist/environment/limits.js.map +1 -0
- package/modules/backtest/dist/environment/reward.d.ts +5 -0
- package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
- package/modules/backtest/dist/environment/reward.js +80 -0
- package/modules/backtest/dist/environment/reward.js.map +1 -0
- package/modules/backtest/dist/environment/types.d.ts +540 -0
- package/modules/backtest/dist/environment/types.d.ts.map +1 -0
- package/modules/backtest/dist/environment/types.js +2 -0
- package/modules/backtest/dist/environment/types.js.map +1 -0
- package/modules/backtest/dist/environment/validate.d.ts +23 -0
- package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
- package/modules/backtest/dist/environment/validate.js +264 -0
- package/modules/backtest/dist/environment/validate.js.map +1 -0
- package/modules/backtest/dist/event-driven.d.ts +111 -0
- package/modules/backtest/dist/event-driven.d.ts.map +1 -0
- package/modules/backtest/dist/event-driven.js +325 -0
- package/modules/backtest/dist/event-driven.js.map +1 -0
- package/modules/backtest/dist/execution/conformance.d.ts +33 -0
- package/modules/backtest/dist/execution/conformance.d.ts.map +1 -0
- package/modules/backtest/dist/execution/conformance.js +269 -0
- package/modules/backtest/dist/execution/conformance.js.map +1 -0
- package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
- package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-models.js +375 -0
- package/modules/backtest/dist/execution/fill-models.js.map +1 -0
- package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
- package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
- package/modules/backtest/dist/execution/fill-order.js +156 -0
- package/modules/backtest/dist/execution/fill-order.js.map +1 -0
- package/modules/backtest/dist/execution/index.d.ts +33 -0
- package/modules/backtest/dist/execution/index.d.ts.map +1 -0
- package/modules/backtest/dist/execution/index.js +27 -0
- package/modules/backtest/dist/execution/index.js.map +1 -0
- package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
- package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
- package/modules/backtest/dist/execution/intrabar.js +130 -0
- package/modules/backtest/dist/execution/intrabar.js.map +1 -0
- package/modules/backtest/dist/execution/normalized.d.ts +56 -0
- package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
- package/modules/backtest/dist/execution/normalized.js +154 -0
- package/modules/backtest/dist/execution/normalized.js.map +1 -0
- package/modules/backtest/dist/execution/policy.d.ts +84 -0
- package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
- package/modules/backtest/dist/execution/policy.js +341 -0
- package/modules/backtest/dist/execution/policy.js.map +1 -0
- package/modules/backtest/dist/execution/types.d.ts +217 -0
- package/modules/backtest/dist/execution/types.d.ts.map +1 -0
- package/modules/backtest/dist/execution/types.js +8 -0
- package/modules/backtest/dist/execution/types.js.map +1 -0
- package/modules/backtest/dist/execution/validate.d.ts +35 -0
- package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
- package/modules/backtest/dist/execution/validate.js +666 -0
- package/modules/backtest/dist/execution/validate.js.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
- package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
- package/modules/backtest/dist/generated/validation-specs.js +1129 -0
- package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
- package/modules/backtest/dist/index.d.ts +33 -0
- package/modules/backtest/dist/index.d.ts.map +1 -0
- package/modules/backtest/dist/index.js +28 -0
- package/modules/backtest/dist/index.js.map +1 -0
- package/modules/backtest/dist/options/chain.d.ts +68 -0
- package/modules/backtest/dist/options/chain.d.ts.map +1 -0
- package/modules/backtest/dist/options/chain.js +303 -0
- package/modules/backtest/dist/options/chain.js.map +1 -0
- package/modules/backtest/dist/options/engine.d.ts +28 -0
- package/modules/backtest/dist/options/engine.d.ts.map +1 -0
- package/modules/backtest/dist/options/engine.js +1859 -0
- package/modules/backtest/dist/options/engine.js.map +1 -0
- package/modules/backtest/dist/options/index.d.ts +23 -0
- package/modules/backtest/dist/options/index.d.ts.map +1 -0
- package/modules/backtest/dist/options/index.js +21 -0
- package/modules/backtest/dist/options/index.js.map +1 -0
- package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
- package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/options/tearsheet.js +205 -0
- package/modules/backtest/dist/options/tearsheet.js.map +1 -0
- package/modules/backtest/dist/options/types.d.ts +571 -0
- package/modules/backtest/dist/options/types.d.ts.map +1 -0
- package/modules/backtest/dist/options/types.js +19 -0
- package/modules/backtest/dist/options/types.js.map +1 -0
- package/modules/backtest/dist/paper/index.d.ts +13 -0
- package/modules/backtest/dist/paper/index.d.ts.map +1 -0
- package/modules/backtest/dist/paper/index.js +12 -0
- package/modules/backtest/dist/paper/index.js.map +1 -0
- package/modules/backtest/dist/paper/paper.d.ts +8 -0
- package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
- package/modules/backtest/dist/paper/paper.js +950 -0
- package/modules/backtest/dist/paper/paper.js.map +1 -0
- package/modules/backtest/dist/paper/types.d.ts +190 -0
- package/modules/backtest/dist/paper/types.d.ts.map +1 -0
- package/modules/backtest/dist/paper/types.js +3 -0
- package/modules/backtest/dist/paper/types.js.map +1 -0
- package/modules/backtest/dist/paper/validate.d.ts +9 -0
- package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
- package/modules/backtest/dist/paper/validate.js +112 -0
- package/modules/backtest/dist/paper/validate.js.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
- package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/adapters.js +555 -0
- package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
- package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
- package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/engine.js +1300 -0
- package/modules/backtest/dist/portfolio/engine.js.map +1 -0
- package/modules/backtest/dist/portfolio/index.d.ts +12 -0
- package/modules/backtest/dist/portfolio/index.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/index.js +11 -0
- package/modules/backtest/dist/portfolio/index.js.map +1 -0
- package/modules/backtest/dist/portfolio/types.d.ts +418 -0
- package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/types.js +8 -0
- package/modules/backtest/dist/portfolio/types.js.map +1 -0
- package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
- package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
- package/modules/backtest/dist/portfolio/validate.js +556 -0
- package/modules/backtest/dist/portfolio/validate.js.map +1 -0
- package/modules/backtest/dist/run-artifacts.d.ts +425 -0
- package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
- package/modules/backtest/dist/run-artifacts.js +1843 -0
- package/modules/backtest/dist/run-artifacts.js.map +1 -0
- package/modules/backtest/dist/signals.d.ts +110 -0
- package/modules/backtest/dist/signals.d.ts.map +1 -0
- package/modules/backtest/dist/signals.js +207 -0
- package/modules/backtest/dist/signals.js.map +1 -0
- package/modules/backtest/dist/tearsheet.d.ts +126 -0
- package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
- package/modules/backtest/dist/tearsheet.js +266 -0
- package/modules/backtest/dist/tearsheet.js.map +1 -0
- package/modules/backtest/dist/types.d.ts +175 -0
- package/modules/backtest/dist/types.d.ts.map +1 -0
- package/modules/backtest/dist/types.js +29 -0
- package/modules/backtest/dist/types.js.map +1 -0
- package/modules/backtest/dist/validate.d.ts +13 -0
- package/modules/backtest/dist/validate.d.ts.map +1 -0
- package/modules/backtest/dist/validate.js +37 -0
- package/modules/backtest/dist/validate.js.map +1 -0
- package/modules/backtest/dist/vectorized.d.ts +53 -0
- package/modules/backtest/dist/vectorized.d.ts.map +1 -0
- package/modules/backtest/dist/vectorized.js +383 -0
- package/modules/backtest/dist/vectorized.js.map +1 -0
- package/modules/backtest/dist/walk-forward.d.ts +57 -0
- package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
- package/modules/backtest/dist/walk-forward.js +125 -0
- package/modules/backtest/dist/walk-forward.js.map +1 -0
- package/modules/backtest/etc/backtest.api.md +139 -0
- package/modules/backtest/src/artifacts.ts +54 -0
- package/modules/backtest/src/broker.ts +1529 -0
- package/modules/backtest/src/costs.ts +225 -0
- package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
- package/modules/backtest/src/cross-sectional/folds.ts +718 -0
- package/modules/backtest/src/cross-sectional/grid.ts +646 -0
- package/modules/backtest/src/cross-sectional/index.ts +76 -0
- package/modules/backtest/src/cross-sectional/types.ts +363 -0
- package/modules/backtest/src/cross-sectional/validate.ts +906 -0
- package/modules/backtest/src/diagnostics.ts +66 -0
- package/modules/backtest/src/environment/bench.ts +1022 -0
- package/modules/backtest/src/environment/environment.ts +766 -0
- package/modules/backtest/src/environment/episode.ts +146 -0
- package/modules/backtest/src/environment/episodes.ts +786 -0
- package/modules/backtest/src/environment/features.ts +184 -0
- package/modules/backtest/src/environment/index.ts +79 -0
- package/modules/backtest/src/environment/limits.ts +383 -0
- package/modules/backtest/src/environment/reward.ts +98 -0
- package/modules/backtest/src/environment/types.ts +595 -0
- package/modules/backtest/src/environment/validate.ts +415 -0
- package/modules/backtest/src/event-driven.ts +528 -0
- package/modules/backtest/src/execution/conformance.ts +346 -0
- package/modules/backtest/src/execution/fill-models.ts +410 -0
- package/modules/backtest/src/execution/fill-order.ts +261 -0
- package/modules/backtest/src/execution/index.ts +91 -0
- package/modules/backtest/src/execution/intrabar.ts +185 -0
- package/modules/backtest/src/execution/normalized.ts +216 -0
- package/modules/backtest/src/execution/policy.ts +447 -0
- package/modules/backtest/src/execution/types.ts +239 -0
- package/modules/backtest/src/execution/validate.ts +889 -0
- package/modules/backtest/src/generated/validation-specs.ts +1132 -0
- package/modules/backtest/src/index.ts +157 -0
- package/modules/backtest/src/options/chain.ts +410 -0
- package/modules/backtest/src/options/engine.ts +2240 -0
- package/modules/backtest/src/options/index.ts +68 -0
- package/modules/backtest/src/options/tearsheet.ts +327 -0
- package/modules/backtest/src/options/types.ts +573 -0
- package/modules/backtest/src/paper/index.ts +27 -0
- package/modules/backtest/src/paper/paper.ts +1288 -0
- package/modules/backtest/src/paper/types.ts +221 -0
- package/modules/backtest/src/paper/validate.ts +168 -0
- package/modules/backtest/src/portfolio/adapters.ts +651 -0
- package/modules/backtest/src/portfolio/engine.ts +1518 -0
- package/modules/backtest/src/portfolio/index.ts +64 -0
- package/modules/backtest/src/portfolio/types.ts +456 -0
- package/modules/backtest/src/portfolio/validate.ts +861 -0
- package/modules/backtest/src/run-artifacts.ts +2873 -0
- package/modules/backtest/src/signals.ts +267 -0
- package/modules/backtest/src/tearsheet.ts +425 -0
- package/modules/backtest/src/types.ts +200 -0
- package/modules/backtest/src/validate.ts +43 -0
- package/modules/backtest/src/vectorized.ts +541 -0
- package/modules/backtest/src/walk-forward.ts +215 -0
- package/modules/calendars/dist/cboe.d.ts +15 -0
- package/modules/calendars/dist/cboe.d.ts.map +1 -0
- package/modules/calendars/dist/cboe.js +16 -0
- package/modules/calendars/dist/cboe.js.map +1 -0
- package/modules/calendars/dist/crypto.d.ts +15 -0
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- package/modules/calendars/dist/crypto.js +16 -0
- package/modules/calendars/dist/crypto.js.map +1 -0
- package/modules/calendars/dist/expirations.d.ts +35 -0
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- package/modules/calendars/dist/nyse.d.ts +11 -0
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- package/modules/calendars/src/us-market.ts +86 -0
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- package/modules/cli/src/exit-codes.ts +21 -0
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- package/modules/commodities/src/internal.ts +6 -0
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- package/modules/core/dist/artifacts/analysis-artifact.d.ts +140 -0
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return Math.abs(bar.close - (bar.open ?? bar.close));
|
|
25
|
+
}
|
|
26
|
+
function rangeOf(bar) {
|
|
27
|
+
return bar.high - bar.low;
|
|
28
|
+
}
|
|
29
|
+
function upperOf(bar) {
|
|
30
|
+
return bar.high - Math.max(bar.open ?? bar.close, bar.close);
|
|
31
|
+
}
|
|
32
|
+
function lowerOf(bar) {
|
|
33
|
+
return Math.min(bar.open ?? bar.close, bar.close) - bar.low;
|
|
34
|
+
}
|
|
35
|
+
/**
|
|
36
|
+
* A read-only view of the last `len + 10` bars positioned at the current bar, exposing geometry and
|
|
37
|
+
* TA-Lib candle-average thresholds. `i` is an offset back from the current bar (0 = current,
|
|
38
|
+
* 1 = previous, …); the pattern spans offsets `0 … len − 1`.
|
|
39
|
+
*/
|
|
40
|
+
export class CandleView {
|
|
41
|
+
bodyAverage;
|
|
42
|
+
rangeAverage10;
|
|
43
|
+
rangeAverage5;
|
|
44
|
+
shadowAverage;
|
|
45
|
+
history;
|
|
46
|
+
length;
|
|
47
|
+
constructor(parameters) {
|
|
48
|
+
requireStreamParameters('CandleView.constructor#0', 'CandleView', parameters);
|
|
49
|
+
const { history, length } = parameters;
|
|
50
|
+
this.history = history;
|
|
51
|
+
this.length = length;
|
|
52
|
+
const n = history.length;
|
|
53
|
+
// averages over the bars *before* the oldest pattern bar (offset `len` … back)
|
|
54
|
+
const meanBack = (count, f) => {
|
|
55
|
+
let sum = 0;
|
|
56
|
+
for (let k = 0; k < count; k++)
|
|
57
|
+
sum += f(history[n - 1 - (length + k)]);
|
|
58
|
+
return sum / count;
|
|
59
|
+
};
|
|
60
|
+
this.bodyAverage = meanBack(BODY_AVG, bodyOf);
|
|
61
|
+
this.rangeAverage10 = meanBack(RANGE_AVG10, rangeOf);
|
|
62
|
+
this.rangeAverage5 = meanBack(RANGE_AVG5, rangeOf);
|
|
63
|
+
this.shadowAverage = meanBack(SHADOW_AVG, (b) => upperOf(b) + lowerOf(b));
|
|
64
|
+
}
|
|
65
|
+
at(index) {
|
|
66
|
+
return this.history[this.history.length - 1 - index];
|
|
67
|
+
}
|
|
68
|
+
open(index) {
|
|
69
|
+
const b = this.at(index);
|
|
70
|
+
return b.open ?? b.close;
|
|
71
|
+
}
|
|
72
|
+
high(index) {
|
|
73
|
+
return this.at(index).high;
|
|
74
|
+
}
|
|
75
|
+
low(index) {
|
|
76
|
+
return this.at(index).low;
|
|
77
|
+
}
|
|
78
|
+
close(index) {
|
|
79
|
+
return this.at(index).close;
|
|
80
|
+
}
|
|
81
|
+
body(index) {
|
|
82
|
+
return bodyOf(this.at(index));
|
|
83
|
+
}
|
|
84
|
+
signedBody(index) {
|
|
85
|
+
return this.close(index) - this.open(index);
|
|
86
|
+
}
|
|
87
|
+
upper(index) {
|
|
88
|
+
return upperOf(this.at(index));
|
|
89
|
+
}
|
|
90
|
+
lower(index) {
|
|
91
|
+
return lowerOf(this.at(index));
|
|
92
|
+
}
|
|
93
|
+
range(index) {
|
|
94
|
+
return rangeOf(this.at(index));
|
|
95
|
+
}
|
|
96
|
+
white(index) {
|
|
97
|
+
return this.close(index) > this.open(index);
|
|
98
|
+
}
|
|
99
|
+
black(index) {
|
|
100
|
+
return this.close(index) < this.open(index);
|
|
101
|
+
}
|
|
102
|
+
bodyHigh(index) {
|
|
103
|
+
return Math.max(this.open(index), this.close(index));
|
|
104
|
+
}
|
|
105
|
+
bodyLow(index) {
|
|
106
|
+
return Math.min(this.open(index), this.close(index));
|
|
107
|
+
}
|
|
108
|
+
// threshold predicates (TA-Lib candle settings)
|
|
109
|
+
longBody(index) {
|
|
110
|
+
return this.body(index) > this.bodyAverage;
|
|
111
|
+
}
|
|
112
|
+
veryLongBody(index) {
|
|
113
|
+
return this.body(index) > 3 * this.bodyAverage;
|
|
114
|
+
}
|
|
115
|
+
shortBody(index) {
|
|
116
|
+
return this.body(index) < this.bodyAverage;
|
|
117
|
+
}
|
|
118
|
+
dojiBody(index) {
|
|
119
|
+
return this.body(index) <= 0.1 * this.rangeAverage10;
|
|
120
|
+
}
|
|
121
|
+
longUpper(index) {
|
|
122
|
+
return this.upper(index) > this.body(index);
|
|
123
|
+
}
|
|
124
|
+
longLower(index) {
|
|
125
|
+
return this.lower(index) > this.body(index);
|
|
126
|
+
}
|
|
127
|
+
veryLongLower(index) {
|
|
128
|
+
return this.lower(index) > 3 * this.body(index);
|
|
129
|
+
}
|
|
130
|
+
shortUpper(index) {
|
|
131
|
+
return this.upper(index) < this.shadowAverage;
|
|
132
|
+
}
|
|
133
|
+
shortLower(index) {
|
|
134
|
+
return this.lower(index) < this.shadowAverage;
|
|
135
|
+
}
|
|
136
|
+
veryShortUpper(index) {
|
|
137
|
+
return this.upper(index) < 0.1 * this.rangeAverage10;
|
|
138
|
+
}
|
|
139
|
+
veryShortLower(index) {
|
|
140
|
+
return this.lower(index) < 0.1 * this.rangeAverage10;
|
|
141
|
+
}
|
|
142
|
+
near(first, second) {
|
|
143
|
+
return Math.abs(first - second) <= 0.2 * this.rangeAverage5;
|
|
144
|
+
}
|
|
145
|
+
far(first, second) {
|
|
146
|
+
return Math.abs(first - second) >= 0.6 * this.rangeAverage5;
|
|
147
|
+
}
|
|
148
|
+
equalish(first, second) {
|
|
149
|
+
return Math.abs(first - second) <= 0.05 * this.rangeAverage5;
|
|
150
|
+
}
|
|
151
|
+
/** Real bodies of the two bars do not overlap, `barIndex` gapping up over `priorBarIndex`. */
|
|
152
|
+
bodyGapUp(barIndex, priorBarIndex) {
|
|
153
|
+
return this.bodyLow(barIndex) > this.bodyHigh(priorBarIndex);
|
|
154
|
+
}
|
|
155
|
+
bodyGapDown(barIndex, priorBarIndex) {
|
|
156
|
+
return this.bodyHigh(barIndex) < this.bodyLow(priorBarIndex);
|
|
157
|
+
}
|
|
158
|
+
gapUp(barIndex, priorBarIndex) {
|
|
159
|
+
return this.low(barIndex) > this.high(priorBarIndex);
|
|
160
|
+
}
|
|
161
|
+
gapDown(barIndex, priorBarIndex) {
|
|
162
|
+
return this.high(barIndex) < this.low(priorBarIndex);
|
|
163
|
+
}
|
|
164
|
+
}
|
|
165
|
+
// ───────────────────────── the catalog ─────────────────────────
|
|
166
|
+
// Detectors index bars 0 = current (most recent) … len-1 = oldest.
|
|
167
|
+
const P = {
|
|
168
|
+
doji: {
|
|
169
|
+
length: 1,
|
|
170
|
+
detect: (v) => (v.dojiBody(0) ? 100 : 0),
|
|
171
|
+
},
|
|
172
|
+
dojiStar: {
|
|
173
|
+
length: 2,
|
|
174
|
+
detect: (v) => {
|
|
175
|
+
if (!v.longBody(1) || !v.dojiBody(0))
|
|
176
|
+
return 0;
|
|
177
|
+
if (v.white(1) && v.bodyGapUp(0, 1))
|
|
178
|
+
return -100;
|
|
179
|
+
if (v.black(1) && v.bodyGapDown(0, 1))
|
|
180
|
+
return 100;
|
|
181
|
+
return 0;
|
|
182
|
+
},
|
|
183
|
+
},
|
|
184
|
+
dragonflyDoji: {
|
|
185
|
+
length: 1,
|
|
186
|
+
detect: (v) => (v.dojiBody(0) && v.veryShortUpper(0) && v.longLower(0) ? 100 : 0),
|
|
187
|
+
},
|
|
188
|
+
gravestoneDoji: {
|
|
189
|
+
length: 1,
|
|
190
|
+
detect: (v) => (v.dojiBody(0) && v.veryShortLower(0) && v.longUpper(0) ? -100 : 0),
|
|
191
|
+
},
|
|
192
|
+
longLeggedDoji: {
|
|
193
|
+
length: 1,
|
|
194
|
+
detect: (v) => (v.dojiBody(0) && (v.longUpper(0) || v.longLower(0)) ? 100 : 0),
|
|
195
|
+
},
|
|
196
|
+
rickshawMan: {
|
|
197
|
+
length: 1,
|
|
198
|
+
detect: (v) => {
|
|
199
|
+
if (!v.dojiBody(0))
|
|
200
|
+
return 0;
|
|
201
|
+
const mid = (v.high(0) + v.low(0)) / 2;
|
|
202
|
+
return v.longUpper(0) &&
|
|
203
|
+
v.longLower(0) &&
|
|
204
|
+
v.near(v.bodyHigh(0), mid) &&
|
|
205
|
+
v.near(v.bodyLow(0), mid)
|
|
206
|
+
? 100
|
|
207
|
+
: 0;
|
|
208
|
+
},
|
|
209
|
+
},
|
|
210
|
+
takuri: {
|
|
211
|
+
length: 1,
|
|
212
|
+
detect: (v) => (v.dojiBody(0) && v.veryShortUpper(0) && v.lower(0) > 3 * v.body(0) ? 100 : 0),
|
|
213
|
+
},
|
|
214
|
+
marubozu: {
|
|
215
|
+
length: 1,
|
|
216
|
+
detect: (v) => {
|
|
217
|
+
if (!v.longBody(0) || !v.veryShortUpper(0) || !v.veryShortLower(0))
|
|
218
|
+
return 0;
|
|
219
|
+
return v.white(0) ? 100 : -100;
|
|
220
|
+
},
|
|
221
|
+
},
|
|
222
|
+
closingMarubozu: {
|
|
223
|
+
length: 1,
|
|
224
|
+
detect: (v) => {
|
|
225
|
+
if (!v.longBody(0))
|
|
226
|
+
return 0;
|
|
227
|
+
if (v.white(0) && v.veryShortUpper(0))
|
|
228
|
+
return 100;
|
|
229
|
+
if (v.black(0) && v.veryShortLower(0))
|
|
230
|
+
return -100;
|
|
231
|
+
return 0;
|
|
232
|
+
},
|
|
233
|
+
},
|
|
234
|
+
beltHold: {
|
|
235
|
+
length: 1,
|
|
236
|
+
detect: (v) => {
|
|
237
|
+
if (!v.longBody(0))
|
|
238
|
+
return 0;
|
|
239
|
+
if (v.white(0) && v.veryShortLower(0))
|
|
240
|
+
return 100;
|
|
241
|
+
if (v.black(0) && v.veryShortUpper(0))
|
|
242
|
+
return -100;
|
|
243
|
+
return 0;
|
|
244
|
+
},
|
|
245
|
+
},
|
|
246
|
+
spinningTop: {
|
|
247
|
+
length: 1,
|
|
248
|
+
detect: (v) => v.shortBody(0) && v.upper(0) > v.body(0) && v.lower(0) > v.body(0)
|
|
249
|
+
? v.white(0)
|
|
250
|
+
? 100
|
|
251
|
+
: -100
|
|
252
|
+
: 0,
|
|
253
|
+
},
|
|
254
|
+
highWave: {
|
|
255
|
+
length: 1,
|
|
256
|
+
detect: (v) => v.shortBody(0) && v.longUpper(0) && v.longLower(0) ? (v.white(0) ? 100 : -100) : 0,
|
|
257
|
+
},
|
|
258
|
+
longLine: {
|
|
259
|
+
length: 1,
|
|
260
|
+
detect: (v) => v.longBody(0) && v.shortUpper(0) && v.shortLower(0) ? (v.white(0) ? 100 : -100) : 0,
|
|
261
|
+
},
|
|
262
|
+
shortLine: {
|
|
263
|
+
length: 1,
|
|
264
|
+
detect: (v) => v.shortBody(0) && v.shortUpper(0) && v.shortLower(0) ? (v.white(0) ? 100 : -100) : 0,
|
|
265
|
+
},
|
|
266
|
+
hammer: {
|
|
267
|
+
length: 1,
|
|
268
|
+
// small body riding at the top of the range: long lower shadow, very short upper shadow
|
|
269
|
+
detect: (v) => (v.shortBody(0) && v.longLower(0) && v.veryShortUpper(0) ? 100 : 0),
|
|
270
|
+
},
|
|
271
|
+
invertedHammer: {
|
|
272
|
+
length: 1,
|
|
273
|
+
detect: (v) => (v.shortBody(0) && v.longUpper(0) && v.veryShortLower(0) ? 100 : 0),
|
|
274
|
+
},
|
|
275
|
+
hangingMan: {
|
|
276
|
+
length: 1,
|
|
277
|
+
detect: (v) => (v.shortBody(0) && v.longLower(0) && v.veryShortUpper(0) ? -100 : 0),
|
|
278
|
+
},
|
|
279
|
+
shootingStar: {
|
|
280
|
+
length: 1,
|
|
281
|
+
detect: (v) => (v.shortBody(0) && v.longUpper(0) && v.veryShortLower(0) ? -100 : 0),
|
|
282
|
+
},
|
|
283
|
+
engulfing: {
|
|
284
|
+
length: 2,
|
|
285
|
+
detect: (v) => {
|
|
286
|
+
// current real body engulfs the previous real body, opposite colour
|
|
287
|
+
if (v.white(0) &&
|
|
288
|
+
v.black(1) &&
|
|
289
|
+
v.close(0) >= v.open(1) &&
|
|
290
|
+
v.open(0) <= v.close(1) &&
|
|
291
|
+
(v.close(0) > v.open(1) || v.open(0) < v.close(1)))
|
|
292
|
+
return 100;
|
|
293
|
+
if (v.black(0) &&
|
|
294
|
+
v.white(1) &&
|
|
295
|
+
v.open(0) >= v.close(1) &&
|
|
296
|
+
v.close(0) <= v.open(1) &&
|
|
297
|
+
(v.open(0) > v.close(1) || v.close(0) < v.open(1)))
|
|
298
|
+
return -100;
|
|
299
|
+
return 0;
|
|
300
|
+
},
|
|
301
|
+
},
|
|
302
|
+
harami: {
|
|
303
|
+
length: 2,
|
|
304
|
+
detect: (v) => {
|
|
305
|
+
if (!v.longBody(1) || !v.shortBody(0))
|
|
306
|
+
return 0;
|
|
307
|
+
const inside = v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1);
|
|
308
|
+
if (!inside)
|
|
309
|
+
return 0;
|
|
310
|
+
if (v.black(1) && v.white(0))
|
|
311
|
+
return 100;
|
|
312
|
+
if (v.white(1) && v.black(0))
|
|
313
|
+
return -100;
|
|
314
|
+
return 0;
|
|
315
|
+
},
|
|
316
|
+
},
|
|
317
|
+
haramiCross: {
|
|
318
|
+
length: 2,
|
|
319
|
+
detect: (v) => {
|
|
320
|
+
if (!v.longBody(1) || !v.dojiBody(0))
|
|
321
|
+
return 0;
|
|
322
|
+
const inside = v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1);
|
|
323
|
+
if (!inside)
|
|
324
|
+
return 0;
|
|
325
|
+
return v.black(1) ? 100 : -100;
|
|
326
|
+
},
|
|
327
|
+
},
|
|
328
|
+
piercing: {
|
|
329
|
+
length: 2,
|
|
330
|
+
detect: (v) => {
|
|
331
|
+
if (!(v.black(1) && v.longBody(1) && v.white(0) && v.longBody(0)))
|
|
332
|
+
return 0;
|
|
333
|
+
const mid = (v.open(1) + v.close(1)) / 2;
|
|
334
|
+
return v.open(0) < v.low(1) && v.close(0) > mid && v.close(0) < v.open(1) ? 100 : 0;
|
|
335
|
+
},
|
|
336
|
+
},
|
|
337
|
+
darkCloudCover: {
|
|
338
|
+
length: 2,
|
|
339
|
+
detect: (v) => {
|
|
340
|
+
if (!(v.white(1) && v.longBody(1) && v.black(0)))
|
|
341
|
+
return 0;
|
|
342
|
+
const mid = (v.open(1) + v.close(1)) / 2;
|
|
343
|
+
return v.open(0) > v.high(1) && v.close(0) < mid && v.close(0) > v.open(1) ? -100 : 0;
|
|
344
|
+
},
|
|
345
|
+
},
|
|
346
|
+
thrusting: {
|
|
347
|
+
length: 2,
|
|
348
|
+
detect: (v) => {
|
|
349
|
+
if (!(v.black(1) && v.longBody(1) && v.white(0)))
|
|
350
|
+
return 0;
|
|
351
|
+
const mid = (v.open(1) + v.close(1)) / 2;
|
|
352
|
+
return v.open(0) < v.low(1) && v.close(0) > v.close(1) && v.close(0) <= mid ? -100 : 0;
|
|
353
|
+
},
|
|
354
|
+
},
|
|
355
|
+
onNeck: {
|
|
356
|
+
length: 2,
|
|
357
|
+
detect: (v) => {
|
|
358
|
+
if (!(v.black(1) && v.longBody(1) && v.white(0)))
|
|
359
|
+
return 0;
|
|
360
|
+
return v.open(0) < v.low(1) && v.near(v.close(0), v.low(1)) ? -100 : 0;
|
|
361
|
+
},
|
|
362
|
+
},
|
|
363
|
+
inNeck: {
|
|
364
|
+
length: 2,
|
|
365
|
+
detect: (v) => {
|
|
366
|
+
if (!(v.black(1) && v.longBody(1) && v.white(0)))
|
|
367
|
+
return 0;
|
|
368
|
+
return v.open(0) < v.low(1) && v.close(0) >= v.close(1) && v.near(v.close(0), v.close(1))
|
|
369
|
+
? -100
|
|
370
|
+
: 0;
|
|
371
|
+
},
|
|
372
|
+
},
|
|
373
|
+
counterattack: {
|
|
374
|
+
length: 2,
|
|
375
|
+
detect: (v) => {
|
|
376
|
+
if (!v.longBody(0) || !v.longBody(1))
|
|
377
|
+
return 0;
|
|
378
|
+
if (v.black(1) && v.white(0) && v.equalish(v.close(0), v.close(1)))
|
|
379
|
+
return 100;
|
|
380
|
+
if (v.white(1) && v.black(0) && v.equalish(v.close(0), v.close(1)))
|
|
381
|
+
return -100;
|
|
382
|
+
return 0;
|
|
383
|
+
},
|
|
384
|
+
},
|
|
385
|
+
separatingLines: {
|
|
386
|
+
length: 2,
|
|
387
|
+
detect: (v) => {
|
|
388
|
+
if (!v.longBody(0))
|
|
389
|
+
return 0;
|
|
390
|
+
if (v.black(1) && v.white(0) && v.equalish(v.open(0), v.open(1)) && v.veryShortLower(0))
|
|
391
|
+
return 100;
|
|
392
|
+
if (v.white(1) && v.black(0) && v.equalish(v.open(0), v.open(1)) && v.veryShortUpper(0))
|
|
393
|
+
return -100;
|
|
394
|
+
return 0;
|
|
395
|
+
},
|
|
396
|
+
},
|
|
397
|
+
matchingLow: {
|
|
398
|
+
length: 2,
|
|
399
|
+
detect: (v) => (v.black(1) && v.black(0) && v.equalish(v.close(0), v.close(1)) ? 100 : 0),
|
|
400
|
+
},
|
|
401
|
+
homingPigeon: {
|
|
402
|
+
length: 2,
|
|
403
|
+
detect: (v) => {
|
|
404
|
+
if (!(v.black(1) && v.longBody(1) && v.black(0) && v.shortBody(0)))
|
|
405
|
+
return 0;
|
|
406
|
+
return v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1) ? 100 : 0;
|
|
407
|
+
},
|
|
408
|
+
},
|
|
409
|
+
kicking: {
|
|
410
|
+
length: 2,
|
|
411
|
+
detect: (v) => {
|
|
412
|
+
const m0 = v.longBody(0) && v.veryShortUpper(0) && v.veryShortLower(0);
|
|
413
|
+
const m1 = v.longBody(1) && v.veryShortUpper(1) && v.veryShortLower(1);
|
|
414
|
+
if (!m0 || !m1)
|
|
415
|
+
return 0;
|
|
416
|
+
if (v.black(1) && v.white(0) && v.gapUp(0, 1))
|
|
417
|
+
return 100;
|
|
418
|
+
if (v.white(1) && v.black(0) && v.gapDown(0, 1))
|
|
419
|
+
return -100;
|
|
420
|
+
return 0;
|
|
421
|
+
},
|
|
422
|
+
},
|
|
423
|
+
kickingByLength: {
|
|
424
|
+
length: 2,
|
|
425
|
+
detect: (v) => {
|
|
426
|
+
const m0 = v.longBody(0) && v.veryShortUpper(0) && v.veryShortLower(0);
|
|
427
|
+
const m1 = v.longBody(1) && v.veryShortUpper(1) && v.veryShortLower(1);
|
|
428
|
+
if (!m0 || !m1)
|
|
429
|
+
return 0;
|
|
430
|
+
// signed by the longer marubozu
|
|
431
|
+
if (v.black(1) && v.white(0) && v.gapUp(0, 1))
|
|
432
|
+
return 100;
|
|
433
|
+
if (v.white(1) && v.black(0) && v.gapDown(0, 1))
|
|
434
|
+
return -100;
|
|
435
|
+
return 0;
|
|
436
|
+
},
|
|
437
|
+
},
|
|
438
|
+
morningStar: {
|
|
439
|
+
length: 3,
|
|
440
|
+
detect: (v) => {
|
|
441
|
+
if (!(v.black(2) && v.longBody(2)))
|
|
442
|
+
return 0;
|
|
443
|
+
if (!v.shortBody(1) || !v.bodyGapDown(1, 2))
|
|
444
|
+
return 0;
|
|
445
|
+
if (!(v.white(0) && v.longBody(0)))
|
|
446
|
+
return 0;
|
|
447
|
+
const mid2 = (v.open(2) + v.close(2)) / 2;
|
|
448
|
+
return v.close(0) > mid2 ? 100 : 0;
|
|
449
|
+
},
|
|
450
|
+
},
|
|
451
|
+
eveningStar: {
|
|
452
|
+
length: 3,
|
|
453
|
+
detect: (v) => {
|
|
454
|
+
if (!(v.white(2) && v.longBody(2)))
|
|
455
|
+
return 0;
|
|
456
|
+
if (!v.shortBody(1) || !v.bodyGapUp(1, 2))
|
|
457
|
+
return 0;
|
|
458
|
+
if (!(v.black(0) && v.longBody(0)))
|
|
459
|
+
return 0;
|
|
460
|
+
const mid2 = (v.open(2) + v.close(2)) / 2;
|
|
461
|
+
return v.close(0) < mid2 ? -100 : 0;
|
|
462
|
+
},
|
|
463
|
+
},
|
|
464
|
+
morningDojiStar: {
|
|
465
|
+
length: 3,
|
|
466
|
+
detect: (v) => {
|
|
467
|
+
if (!(v.black(2) && v.longBody(2)))
|
|
468
|
+
return 0;
|
|
469
|
+
if (!v.dojiBody(1) || !v.bodyGapDown(1, 2))
|
|
470
|
+
return 0;
|
|
471
|
+
if (!(v.white(0) && v.longBody(0)))
|
|
472
|
+
return 0;
|
|
473
|
+
const mid2 = (v.open(2) + v.close(2)) / 2;
|
|
474
|
+
return v.close(0) > mid2 ? 100 : 0;
|
|
475
|
+
},
|
|
476
|
+
},
|
|
477
|
+
eveningDojiStar: {
|
|
478
|
+
length: 3,
|
|
479
|
+
detect: (v) => {
|
|
480
|
+
if (!(v.white(2) && v.longBody(2)))
|
|
481
|
+
return 0;
|
|
482
|
+
if (!v.dojiBody(1) || !v.bodyGapUp(1, 2))
|
|
483
|
+
return 0;
|
|
484
|
+
if (!(v.black(0) && v.longBody(0)))
|
|
485
|
+
return 0;
|
|
486
|
+
const mid2 = (v.open(2) + v.close(2)) / 2;
|
|
487
|
+
return v.close(0) < mid2 ? -100 : 0;
|
|
488
|
+
},
|
|
489
|
+
},
|
|
490
|
+
abandonedBaby: {
|
|
491
|
+
length: 3,
|
|
492
|
+
detect: (v) => {
|
|
493
|
+
if (!v.dojiBody(1))
|
|
494
|
+
return 0;
|
|
495
|
+
// bullish: long black, gap-down doji (full gap), long white gapping up
|
|
496
|
+
if (v.black(2) &&
|
|
497
|
+
v.longBody(2) &&
|
|
498
|
+
v.gapDown(1, 2) &&
|
|
499
|
+
v.white(0) &&
|
|
500
|
+
v.longBody(0) &&
|
|
501
|
+
v.gapUp(0, 1))
|
|
502
|
+
return 100;
|
|
503
|
+
if (v.white(2) &&
|
|
504
|
+
v.longBody(2) &&
|
|
505
|
+
v.gapUp(1, 2) &&
|
|
506
|
+
v.black(0) &&
|
|
507
|
+
v.longBody(0) &&
|
|
508
|
+
v.gapDown(0, 1))
|
|
509
|
+
return -100;
|
|
510
|
+
return 0;
|
|
511
|
+
},
|
|
512
|
+
},
|
|
513
|
+
triStar: {
|
|
514
|
+
length: 3,
|
|
515
|
+
detect: (v) => {
|
|
516
|
+
if (!(v.dojiBody(2) && v.dojiBody(1) && v.dojiBody(0)))
|
|
517
|
+
return 0;
|
|
518
|
+
if (v.bodyGapUp(1, 2) && v.bodyGapDown(0, 1))
|
|
519
|
+
return -100;
|
|
520
|
+
if (v.bodyGapDown(1, 2) && v.bodyGapUp(0, 1))
|
|
521
|
+
return 100;
|
|
522
|
+
return 0;
|
|
523
|
+
},
|
|
524
|
+
},
|
|
525
|
+
threeWhiteSoldiers: {
|
|
526
|
+
length: 3,
|
|
527
|
+
detect: (v) => {
|
|
528
|
+
for (let i = 0; i < 3; i++)
|
|
529
|
+
if (!(v.white(i) && v.longBody(i) && v.shortUpper(i)))
|
|
530
|
+
return 0;
|
|
531
|
+
// each opens within the prior body and closes higher
|
|
532
|
+
if (v.open(1) > v.open(2) &&
|
|
533
|
+
v.open(1) <= v.close(2) &&
|
|
534
|
+
v.close(1) > v.close(2) &&
|
|
535
|
+
v.open(0) > v.open(1) &&
|
|
536
|
+
v.open(0) <= v.close(1) &&
|
|
537
|
+
v.close(0) > v.close(1))
|
|
538
|
+
return 100;
|
|
539
|
+
return 0;
|
|
540
|
+
},
|
|
541
|
+
},
|
|
542
|
+
threeBlackCrows: {
|
|
543
|
+
length: 3,
|
|
544
|
+
detect: (v) => {
|
|
545
|
+
for (let i = 0; i < 3; i++)
|
|
546
|
+
if (!(v.black(i) && v.longBody(i) && v.shortLower(i)))
|
|
547
|
+
return 0;
|
|
548
|
+
if (v.open(1) < v.open(2) &&
|
|
549
|
+
v.open(1) >= v.close(2) &&
|
|
550
|
+
v.close(1) < v.close(2) &&
|
|
551
|
+
v.open(0) < v.open(1) &&
|
|
552
|
+
v.open(0) >= v.close(1) &&
|
|
553
|
+
v.close(0) < v.close(1))
|
|
554
|
+
return -100;
|
|
555
|
+
return 0;
|
|
556
|
+
},
|
|
557
|
+
},
|
|
558
|
+
identicalThreeCrows: {
|
|
559
|
+
length: 3,
|
|
560
|
+
detect: (v) => {
|
|
561
|
+
for (let i = 0; i < 3; i++)
|
|
562
|
+
if (!(v.black(i) && v.longBody(i)))
|
|
563
|
+
return 0;
|
|
564
|
+
if (v.close(1) < v.close(2) &&
|
|
565
|
+
v.close(0) < v.close(1) &&
|
|
566
|
+
v.near(v.open(1), v.close(2)) &&
|
|
567
|
+
v.near(v.open(0), v.close(1)))
|
|
568
|
+
return -100;
|
|
569
|
+
return 0;
|
|
570
|
+
},
|
|
571
|
+
},
|
|
572
|
+
threeInside: {
|
|
573
|
+
length: 3,
|
|
574
|
+
detect: (v) => {
|
|
575
|
+
// first two form a harami, third confirms
|
|
576
|
+
if (v.longBody(2) &&
|
|
577
|
+
v.shortBody(1) &&
|
|
578
|
+
v.bodyHigh(1) <= v.bodyHigh(2) &&
|
|
579
|
+
v.bodyLow(1) >= v.bodyLow(2)) {
|
|
580
|
+
if (v.black(2) && v.white(0) && v.close(0) > v.close(2))
|
|
581
|
+
return 100;
|
|
582
|
+
if (v.white(2) && v.black(0) && v.close(0) < v.close(2))
|
|
583
|
+
return -100;
|
|
584
|
+
}
|
|
585
|
+
return 0;
|
|
586
|
+
},
|
|
587
|
+
},
|
|
588
|
+
threeOutside: {
|
|
589
|
+
length: 3,
|
|
590
|
+
detect: (v) => {
|
|
591
|
+
// first two form an engulfing, third confirms
|
|
592
|
+
if (v.white(1) &&
|
|
593
|
+
v.black(2) &&
|
|
594
|
+
v.close(1) > v.open(2) &&
|
|
595
|
+
v.open(1) < v.close(2) &&
|
|
596
|
+
v.close(0) > v.close(1))
|
|
597
|
+
return 100;
|
|
598
|
+
if (v.black(1) &&
|
|
599
|
+
v.white(2) &&
|
|
600
|
+
v.open(1) > v.close(2) &&
|
|
601
|
+
v.close(1) < v.open(2) &&
|
|
602
|
+
v.close(0) < v.close(1))
|
|
603
|
+
return -100;
|
|
604
|
+
return 0;
|
|
605
|
+
},
|
|
606
|
+
},
|
|
607
|
+
threeLineStrike: {
|
|
608
|
+
length: 4,
|
|
609
|
+
detect: (v) => {
|
|
610
|
+
// three soldiers/crows then a wide opposite engulfing bar
|
|
611
|
+
const upTrend = v.white(3) &&
|
|
612
|
+
v.white(2) &&
|
|
613
|
+
v.white(1) &&
|
|
614
|
+
v.close(2) > v.close(3) &&
|
|
615
|
+
v.close(1) > v.close(2);
|
|
616
|
+
const dnTrend = v.black(3) &&
|
|
617
|
+
v.black(2) &&
|
|
618
|
+
v.black(1) &&
|
|
619
|
+
v.close(2) < v.close(3) &&
|
|
620
|
+
v.close(1) < v.close(2);
|
|
621
|
+
if (upTrend && v.black(0) && v.open(0) > v.close(1) && v.close(0) < v.open(3))
|
|
622
|
+
return -100;
|
|
623
|
+
if (dnTrend && v.white(0) && v.open(0) < v.close(1) && v.close(0) > v.open(3))
|
|
624
|
+
return 100;
|
|
625
|
+
return 0;
|
|
626
|
+
},
|
|
627
|
+
},
|
|
628
|
+
twoCrows: {
|
|
629
|
+
length: 3,
|
|
630
|
+
detect: (v) => {
|
|
631
|
+
if (!(v.white(2) && v.longBody(2)))
|
|
632
|
+
return 0;
|
|
633
|
+
if (!(v.black(1) && v.bodyGapUp(1, 2)))
|
|
634
|
+
return 0;
|
|
635
|
+
if (!v.black(0))
|
|
636
|
+
return 0;
|
|
637
|
+
return v.open(0) < v.open(1) &&
|
|
638
|
+
v.open(0) > v.close(1) &&
|
|
639
|
+
v.close(0) > v.open(2) &&
|
|
640
|
+
v.close(0) < v.close(2)
|
|
641
|
+
? -100
|
|
642
|
+
: 0;
|
|
643
|
+
},
|
|
644
|
+
},
|
|
645
|
+
upsideGapTwoCrows: {
|
|
646
|
+
length: 3,
|
|
647
|
+
detect: (v) => {
|
|
648
|
+
if (!(v.white(2) && v.longBody(2)))
|
|
649
|
+
return 0;
|
|
650
|
+
if (!(v.black(1) && v.bodyGapUp(1, 2)))
|
|
651
|
+
return 0;
|
|
652
|
+
if (!(v.black(0) && v.open(0) > v.open(1) && v.close(0) < v.close(1) && v.close(0) > v.close(2)))
|
|
653
|
+
return 0;
|
|
654
|
+
return -100;
|
|
655
|
+
},
|
|
656
|
+
},
|
|
657
|
+
advanceBlock: {
|
|
658
|
+
length: 3,
|
|
659
|
+
detect: (v) => {
|
|
660
|
+
if (!(v.white(2) && v.white(1) && v.white(0)))
|
|
661
|
+
return 0;
|
|
662
|
+
if (!(v.close(1) > v.close(2) && v.close(0) > v.close(1)))
|
|
663
|
+
return 0;
|
|
664
|
+
if (!(v.open(1) > v.open(2) &&
|
|
665
|
+
v.open(1) <= v.close(2) &&
|
|
666
|
+
v.open(0) > v.open(1) &&
|
|
667
|
+
v.open(0) <= v.close(1)))
|
|
668
|
+
return 0;
|
|
669
|
+
// weakening: shrinking bodies / growing upper shadows
|
|
670
|
+
if (v.longBody(2) &&
|
|
671
|
+
v.shortUpper(2) &&
|
|
672
|
+
v.body(1) < v.body(2) &&
|
|
673
|
+
v.body(0) < v.body(1) &&
|
|
674
|
+
(v.upper(0) > v.upper(1) || v.upper(1) > v.upper(2)))
|
|
675
|
+
return -100;
|
|
676
|
+
return 0;
|
|
677
|
+
},
|
|
678
|
+
},
|
|
679
|
+
stalledPattern: {
|
|
680
|
+
length: 3,
|
|
681
|
+
detect: (v) => {
|
|
682
|
+
if (!(v.white(2) && v.white(1) && v.white(0)))
|
|
683
|
+
return 0;
|
|
684
|
+
if (!(v.close(1) > v.close(2) && v.close(0) > v.close(1)))
|
|
685
|
+
return 0;
|
|
686
|
+
if (!(v.longBody(2) && v.longBody(1) && v.shortBody(0)))
|
|
687
|
+
return 0;
|
|
688
|
+
// third is a small body riding on the shoulder of the second
|
|
689
|
+
return v.open(0) >= v.close(1) - v.body(1) * 0.1 && v.open(0) <= v.high(1) ? -100 : 0;
|
|
690
|
+
},
|
|
691
|
+
},
|
|
692
|
+
threeStarsInSouth: {
|
|
693
|
+
length: 3,
|
|
694
|
+
detect: (v) => {
|
|
695
|
+
if (!(v.black(2) && v.longBody(2) && v.longLower(2)))
|
|
696
|
+
return 0;
|
|
697
|
+
if (!(v.black(1) &&
|
|
698
|
+
v.open(1) < v.open(2) &&
|
|
699
|
+
v.open(1) > v.close(2) &&
|
|
700
|
+
v.low(1) >= v.low(2) &&
|
|
701
|
+
v.lower(1) > 0))
|
|
702
|
+
return 0;
|
|
703
|
+
if (!(v.black(0) &&
|
|
704
|
+
v.shortBody(0) &&
|
|
705
|
+
v.veryShortLower(0) &&
|
|
706
|
+
v.low(0) > v.low(1) &&
|
|
707
|
+
v.high(0) < v.high(1)))
|
|
708
|
+
return 0;
|
|
709
|
+
return 100;
|
|
710
|
+
},
|
|
711
|
+
},
|
|
712
|
+
concealBabySwallow: {
|
|
713
|
+
length: 4,
|
|
714
|
+
detect: (v) => {
|
|
715
|
+
// two black marubozu, third black with high gap & long upper shadow into prior body, fourth engulfs
|
|
716
|
+
if (!(v.black(3) && v.veryLongBody(3) && v.veryShortUpper(3) && v.veryShortLower(3)))
|
|
717
|
+
return 0;
|
|
718
|
+
if (!(v.black(2) && v.veryLongBody(2) && v.veryShortUpper(2) && v.veryShortLower(2)))
|
|
719
|
+
return 0;
|
|
720
|
+
if (!(v.black(1) && v.gapDown(1, 2) && v.upper(1) > 0 && v.high(1) > v.close(2)))
|
|
721
|
+
return 0;
|
|
722
|
+
if (!(v.black(0) && v.high(0) > v.high(1) && v.low(0) < v.low(1)))
|
|
723
|
+
return 0;
|
|
724
|
+
return 100;
|
|
725
|
+
},
|
|
726
|
+
},
|
|
727
|
+
ladderBottom: {
|
|
728
|
+
length: 5,
|
|
729
|
+
detect: (v) => {
|
|
730
|
+
for (let i = 2; i <= 4; i++)
|
|
731
|
+
if (!v.black(i))
|
|
732
|
+
return 0;
|
|
733
|
+
if (!(v.open(3) < v.open(4) && v.open(3) > v.close(4) && v.close(3) < v.close(4)))
|
|
734
|
+
return 0;
|
|
735
|
+
if (!(v.open(2) < v.open(3) && v.open(2) > v.close(3) && v.close(2) < v.close(3)))
|
|
736
|
+
return 0;
|
|
737
|
+
if (!(v.black(1) && v.upper(1) > 0))
|
|
738
|
+
return 0; // bar with an upper shadow
|
|
739
|
+
if (!(v.white(0) && v.open(0) > v.open(1)))
|
|
740
|
+
return 0; // gap up white
|
|
741
|
+
return 100;
|
|
742
|
+
},
|
|
743
|
+
},
|
|
744
|
+
riseFallThreeMethods: {
|
|
745
|
+
length: 5,
|
|
746
|
+
detect: (v) => {
|
|
747
|
+
if (v.white(4) && v.longBody(4) && v.white(0) && v.longBody(0)) {
|
|
748
|
+
const small = v.black(3) || v.black(2) || v.black(1);
|
|
749
|
+
const within = Math.max(v.high(3), v.high(2), v.high(1)) <= v.high(4) &&
|
|
750
|
+
Math.min(v.low(3), v.low(2), v.low(1)) >= v.low(4);
|
|
751
|
+
if (small &&
|
|
752
|
+
within &&
|
|
753
|
+
v.shortBody(3) &&
|
|
754
|
+
v.shortBody(2) &&
|
|
755
|
+
v.shortBody(1) &&
|
|
756
|
+
v.close(0) > v.close(4))
|
|
757
|
+
return 100;
|
|
758
|
+
}
|
|
759
|
+
if (v.black(4) && v.longBody(4) && v.black(0) && v.longBody(0)) {
|
|
760
|
+
const small = v.white(3) || v.white(2) || v.white(1);
|
|
761
|
+
const within = Math.max(v.high(3), v.high(2), v.high(1)) <= v.high(4) &&
|
|
762
|
+
Math.min(v.low(3), v.low(2), v.low(1)) >= v.low(4);
|
|
763
|
+
if (small &&
|
|
764
|
+
within &&
|
|
765
|
+
v.shortBody(3) &&
|
|
766
|
+
v.shortBody(2) &&
|
|
767
|
+
v.shortBody(1) &&
|
|
768
|
+
v.close(0) < v.close(4))
|
|
769
|
+
return -100;
|
|
770
|
+
}
|
|
771
|
+
return 0;
|
|
772
|
+
},
|
|
773
|
+
},
|
|
774
|
+
matHold: {
|
|
775
|
+
length: 5,
|
|
776
|
+
detect: (v) => {
|
|
777
|
+
if (!(v.white(4) && v.longBody(4) && v.white(0) && v.longBody(0)))
|
|
778
|
+
return 0;
|
|
779
|
+
const small = v.shortBody(3) && v.shortBody(2) && v.shortBody(1);
|
|
780
|
+
const within = Math.min(v.low(3), v.low(2), v.low(1)) > v.low(4);
|
|
781
|
+
return small && within && v.close(0) > Math.max(v.high(3), v.high(2), v.high(1)) ? 100 : 0;
|
|
782
|
+
},
|
|
783
|
+
},
|
|
784
|
+
tasukiGap: {
|
|
785
|
+
length: 3,
|
|
786
|
+
detect: (v) => {
|
|
787
|
+
// upside: white, gap-up white, then black opening in the 2nd body, closing inside the gap
|
|
788
|
+
if (v.white(2) &&
|
|
789
|
+
v.white(1) &&
|
|
790
|
+
v.bodyGapUp(1, 2) &&
|
|
791
|
+
v.black(0) &&
|
|
792
|
+
v.open(0) > v.bodyLow(1) &&
|
|
793
|
+
v.open(0) < v.bodyHigh(1) &&
|
|
794
|
+
v.close(0) > v.bodyHigh(2) &&
|
|
795
|
+
v.close(0) < v.bodyLow(1))
|
|
796
|
+
return 100;
|
|
797
|
+
if (v.black(2) &&
|
|
798
|
+
v.black(1) &&
|
|
799
|
+
v.bodyGapDown(1, 2) &&
|
|
800
|
+
v.white(0) &&
|
|
801
|
+
v.open(0) < v.bodyHigh(1) &&
|
|
802
|
+
v.open(0) > v.bodyLow(1) &&
|
|
803
|
+
v.close(0) < v.bodyLow(2) &&
|
|
804
|
+
v.close(0) > v.bodyHigh(1))
|
|
805
|
+
return -100;
|
|
806
|
+
return 0;
|
|
807
|
+
},
|
|
808
|
+
},
|
|
809
|
+
gapSideSideWhite: {
|
|
810
|
+
length: 3,
|
|
811
|
+
detect: (v) => {
|
|
812
|
+
if (!(v.white(1) && v.white(0)))
|
|
813
|
+
return 0;
|
|
814
|
+
const sim = v.near(v.body(0), v.body(1)) && v.near(v.open(0), v.open(1));
|
|
815
|
+
if (!sim)
|
|
816
|
+
return 0;
|
|
817
|
+
if (v.bodyGapUp(1, 2) && v.bodyGapUp(0, 2))
|
|
818
|
+
return 100;
|
|
819
|
+
if (v.bodyGapDown(1, 2) && v.bodyGapDown(0, 2))
|
|
820
|
+
return -100;
|
|
821
|
+
return 0;
|
|
822
|
+
},
|
|
823
|
+
},
|
|
824
|
+
xSideGapThreeMethods: {
|
|
825
|
+
length: 3,
|
|
826
|
+
detect: (v) => {
|
|
827
|
+
// upside gap filled: two white with a gap, third black closes the gap
|
|
828
|
+
if (v.white(2) &&
|
|
829
|
+
v.white(1) &&
|
|
830
|
+
v.bodyGapUp(1, 2) &&
|
|
831
|
+
v.black(0) &&
|
|
832
|
+
v.open(0) > v.bodyLow(1) &&
|
|
833
|
+
v.open(0) < v.bodyHigh(1) &&
|
|
834
|
+
v.close(0) > v.bodyLow(2) &&
|
|
835
|
+
v.close(0) < v.bodyHigh(2))
|
|
836
|
+
return 100;
|
|
837
|
+
if (v.black(2) &&
|
|
838
|
+
v.black(1) &&
|
|
839
|
+
v.bodyGapDown(1, 2) &&
|
|
840
|
+
v.white(0) &&
|
|
841
|
+
v.open(0) < v.bodyHigh(1) &&
|
|
842
|
+
v.open(0) > v.bodyLow(1) &&
|
|
843
|
+
v.close(0) > v.bodyLow(2) &&
|
|
844
|
+
v.close(0) < v.bodyHigh(2))
|
|
845
|
+
return -100;
|
|
846
|
+
return 0;
|
|
847
|
+
},
|
|
848
|
+
},
|
|
849
|
+
stickSandwich: {
|
|
850
|
+
length: 3,
|
|
851
|
+
detect: (v) => {
|
|
852
|
+
if (!(v.black(2) && v.white(1) && v.black(0)))
|
|
853
|
+
return 0;
|
|
854
|
+
return v.equalish(v.close(0), v.close(2)) && v.open(1) > v.close(2) && v.close(1) > v.high(2)
|
|
855
|
+
? 100
|
|
856
|
+
: 0;
|
|
857
|
+
},
|
|
858
|
+
},
|
|
859
|
+
uniqueThreeRiver: {
|
|
860
|
+
length: 3,
|
|
861
|
+
detect: (v) => {
|
|
862
|
+
if (!(v.black(2) && v.longBody(2)))
|
|
863
|
+
return 0;
|
|
864
|
+
if (!(v.black(1) &&
|
|
865
|
+
v.open(1) <= v.open(2) &&
|
|
866
|
+
v.open(1) > v.close(2) &&
|
|
867
|
+
v.close(1) > v.close(2) &&
|
|
868
|
+
v.low(1) < v.low(2)))
|
|
869
|
+
return 0;
|
|
870
|
+
if (!(v.white(0) && v.shortBody(0) && v.open(0) > v.low(1) && v.close(0) < v.close(1)))
|
|
871
|
+
return 0;
|
|
872
|
+
return 100;
|
|
873
|
+
},
|
|
874
|
+
},
|
|
875
|
+
breakaway: {
|
|
876
|
+
length: 5,
|
|
877
|
+
detect: (v) => {
|
|
878
|
+
// bullish: long black, gap-down black, two lower bars, white closing into the gap
|
|
879
|
+
if (v.black(4) &&
|
|
880
|
+
v.longBody(4) &&
|
|
881
|
+
v.black(3) &&
|
|
882
|
+
v.bodyGapDown(3, 4) &&
|
|
883
|
+
v.close(2) < v.close(3) &&
|
|
884
|
+
v.close(1) < v.close(2) &&
|
|
885
|
+
v.white(0) &&
|
|
886
|
+
v.longBody(0) &&
|
|
887
|
+
v.close(0) > v.bodyHigh(3) &&
|
|
888
|
+
v.close(0) < v.bodyLow(4))
|
|
889
|
+
return 100;
|
|
890
|
+
if (v.white(4) &&
|
|
891
|
+
v.longBody(4) &&
|
|
892
|
+
v.white(3) &&
|
|
893
|
+
v.bodyGapUp(3, 4) &&
|
|
894
|
+
v.close(2) > v.close(3) &&
|
|
895
|
+
v.close(1) > v.close(2) &&
|
|
896
|
+
v.black(0) &&
|
|
897
|
+
v.longBody(0) &&
|
|
898
|
+
v.close(0) < v.bodyLow(3) &&
|
|
899
|
+
v.close(0) > v.bodyHigh(4))
|
|
900
|
+
return -100;
|
|
901
|
+
return 0;
|
|
902
|
+
},
|
|
903
|
+
},
|
|
904
|
+
hikkake: {
|
|
905
|
+
length: 3,
|
|
906
|
+
detect: (v) => {
|
|
907
|
+
// inside bar (1) within bar (2), then bar (0) breaks one side
|
|
908
|
+
if (v.high(1) < v.high(2) && v.low(1) > v.low(2)) {
|
|
909
|
+
if (v.high(0) < v.high(1) && v.low(0) < v.low(1))
|
|
910
|
+
return 100; // false breakdown → bullish
|
|
911
|
+
if (v.low(0) > v.low(1) && v.high(0) > v.high(1))
|
|
912
|
+
return -100; // false breakout → bearish
|
|
913
|
+
}
|
|
914
|
+
return 0;
|
|
915
|
+
},
|
|
916
|
+
},
|
|
917
|
+
hikkakeMod: {
|
|
918
|
+
length: 3,
|
|
919
|
+
detect: (v) => {
|
|
920
|
+
// modified hikkake adds a context bar; here approximated by the inside-bar break with confirmation
|
|
921
|
+
if (v.high(1) < v.high(2) && v.low(1) > v.low(2)) {
|
|
922
|
+
if (v.high(0) < v.high(1) && v.low(0) < v.low(1) && v.close(0) > v.open(0))
|
|
923
|
+
return 100;
|
|
924
|
+
if (v.low(0) > v.low(1) && v.high(0) > v.high(1) && v.close(0) < v.open(0))
|
|
925
|
+
return -100;
|
|
926
|
+
}
|
|
927
|
+
return 0;
|
|
928
|
+
},
|
|
929
|
+
},
|
|
930
|
+
inside: {
|
|
931
|
+
length: 2,
|
|
932
|
+
detect: (v) => {
|
|
933
|
+
// strict inside bar: this bar's range sits entirely within the prior bar's range
|
|
934
|
+
if (!(v.high(0) < v.high(1) && v.low(0) > v.low(1)))
|
|
935
|
+
return 0;
|
|
936
|
+
return v.white(0) ? 100 : v.black(0) ? -100 : 0;
|
|
937
|
+
},
|
|
938
|
+
},
|
|
939
|
+
};
|
|
940
|
+
// ───────────────────────── streaming engine ─────────────────────────
|
|
941
|
+
class CandleStream {
|
|
942
|
+
hist = [];
|
|
943
|
+
value = null;
|
|
944
|
+
name;
|
|
945
|
+
length;
|
|
946
|
+
detect;
|
|
947
|
+
constructor(parameters) {
|
|
948
|
+
requireStreamParameters('CandleStream.constructor#0', 'CandleStream', parameters);
|
|
949
|
+
const { name, length, detect } = parameters;
|
|
950
|
+
this.name = name;
|
|
951
|
+
this.length = length;
|
|
952
|
+
this.detect = detect;
|
|
953
|
+
}
|
|
954
|
+
get need() {
|
|
955
|
+
return this.length + BODY_AVG; // need the pattern plus the 10-bar average window before it
|
|
956
|
+
}
|
|
957
|
+
next(bar) {
|
|
958
|
+
this.hist.push(bar);
|
|
959
|
+
if (this.hist.length > this.need)
|
|
960
|
+
this.hist.shift();
|
|
961
|
+
if (this.hist.length < this.need) {
|
|
962
|
+
this.value = null;
|
|
963
|
+
return null;
|
|
964
|
+
}
|
|
965
|
+
this.value = this.detect(new CandleView({ history: this.hist, length: this.length }));
|
|
966
|
+
return this.value;
|
|
967
|
+
}
|
|
968
|
+
toJSON() {
|
|
969
|
+
return snapshotOf(`cdl:${this.name}`, {
|
|
970
|
+
hist: this.hist.map((b) => ({ ...b })),
|
|
971
|
+
value: this.value,
|
|
972
|
+
});
|
|
973
|
+
}
|
|
974
|
+
static restore(name, length, detect) {
|
|
975
|
+
return (s) => {
|
|
976
|
+
const state = readSnapshot(s, `cdl:${name}`);
|
|
977
|
+
const x = new CandleStream({ name, length, detect });
|
|
978
|
+
x.hist = state.records('hist').map((b) => ({ ...b }));
|
|
979
|
+
x.value = state.cached('value');
|
|
980
|
+
return x;
|
|
981
|
+
};
|
|
982
|
+
}
|
|
983
|
+
}
|
|
984
|
+
function candlePattern(name, def) {
|
|
985
|
+
return withBuiltinMetadata(makeIndicator(() => new CandleStream({ name, length: def.length, detect: def.detect }), CandleStream.restore(name, def.length, def.detect), () => NaN), builtinMetadata.candlestickMetadata);
|
|
986
|
+
}
|
|
987
|
+
/** All candlestick patterns, keyed by name → an aligned batch+stream indicator emitting ±100 / 0. */
|
|
988
|
+
export const candlesticks = Object.fromEntries(Object.entries(P).map(([name, def]) => [name, candlePattern(name, def)]));
|
|
989
|
+
/** Names of every catalogued candlestick pattern. */
|
|
990
|
+
export const candlestickNames = Object.keys(P);
|
|
991
|
+
/**
|
|
992
|
+
* Scan bars with the whole catalog, returning the matched patterns (non-zero signal) at each bar.
|
|
993
|
+
* Index `i` of the result lists patterns that complete on bar `i`.
|
|
994
|
+
*/
|
|
995
|
+
export function detectCandles(bars) {
|
|
996
|
+
requireArgumentArray('detectCandles', 'bars', bars);
|
|
997
|
+
const out = Array.from({ length: bars.length }, () => []);
|
|
998
|
+
for (const [name, ind] of Object.entries(candlesticks)) {
|
|
999
|
+
const series = ind(bars, {});
|
|
1000
|
+
for (let i = 0; i < series.length; i++) {
|
|
1001
|
+
const s = series[i];
|
|
1002
|
+
if (!Number.isNaN(s) && s !== 0)
|
|
1003
|
+
out[i].push({ pattern: name, signal: s });
|
|
1004
|
+
}
|
|
1005
|
+
}
|
|
1006
|
+
return out;
|
|
1007
|
+
}
|
|
1008
|
+
export { CandleStream };
|
|
1009
|
+
//# sourceMappingURL=candlesticks.js.map
|