@insiderfinance/totalfinance 0.1.0

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Files changed (2495) hide show
  1. package/LICENSE +201 -0
  2. package/README.md +339 -0
  3. package/STABILITY.md +23 -0
  4. package/modules/backtest/dist/artifacts.d.ts +23 -0
  5. package/modules/backtest/dist/artifacts.d.ts.map +1 -0
  6. package/modules/backtest/dist/artifacts.js +22 -0
  7. package/modules/backtest/dist/artifacts.js.map +1 -0
  8. package/modules/backtest/dist/broker.d.ts +265 -0
  9. package/modules/backtest/dist/broker.d.ts.map +1 -0
  10. package/modules/backtest/dist/broker.js +1228 -0
  11. package/modules/backtest/dist/broker.js.map +1 -0
  12. package/modules/backtest/dist/costs.d.ts +67 -0
  13. package/modules/backtest/dist/costs.d.ts.map +1 -0
  14. package/modules/backtest/dist/costs.js +171 -0
  15. package/modules/backtest/dist/costs.js.map +1 -0
  16. package/modules/backtest/dist/cross-sectional/engine.d.ts +21 -0
  17. package/modules/backtest/dist/cross-sectional/engine.d.ts.map +1 -0
  18. package/modules/backtest/dist/cross-sectional/engine.js +1399 -0
  19. package/modules/backtest/dist/cross-sectional/engine.js.map +1 -0
  20. package/modules/backtest/dist/cross-sectional/folds.d.ts +134 -0
  21. package/modules/backtest/dist/cross-sectional/folds.d.ts.map +1 -0
  22. package/modules/backtest/dist/cross-sectional/folds.js +375 -0
  23. package/modules/backtest/dist/cross-sectional/folds.js.map +1 -0
  24. package/modules/backtest/dist/cross-sectional/grid.d.ts +142 -0
  25. package/modules/backtest/dist/cross-sectional/grid.d.ts.map +1 -0
  26. package/modules/backtest/dist/cross-sectional/grid.js +394 -0
  27. package/modules/backtest/dist/cross-sectional/grid.js.map +1 -0
  28. package/modules/backtest/dist/cross-sectional/index.d.ts +18 -0
  29. package/modules/backtest/dist/cross-sectional/index.d.ts.map +1 -0
  30. package/modules/backtest/dist/cross-sectional/index.js +15 -0
  31. package/modules/backtest/dist/cross-sectional/index.js.map +1 -0
  32. package/modules/backtest/dist/cross-sectional/types.d.ts +331 -0
  33. package/modules/backtest/dist/cross-sectional/types.d.ts.map +1 -0
  34. package/modules/backtest/dist/cross-sectional/types.js +12 -0
  35. package/modules/backtest/dist/cross-sectional/types.js.map +1 -0
  36. package/modules/backtest/dist/cross-sectional/validate.d.ts +22 -0
  37. package/modules/backtest/dist/cross-sectional/validate.d.ts.map +1 -0
  38. package/modules/backtest/dist/cross-sectional/validate.js +489 -0
  39. package/modules/backtest/dist/cross-sectional/validate.js.map +1 -0
  40. package/modules/backtest/dist/diagnostics.d.ts +16 -0
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  42. package/modules/backtest/dist/diagnostics.js +63 -0
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  44. package/modules/backtest/dist/environment/bench.d.ts +34 -0
  45. package/modules/backtest/dist/environment/bench.d.ts.map +1 -0
  46. package/modules/backtest/dist/environment/bench.js +724 -0
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  48. package/modules/backtest/dist/environment/environment.d.ts +5 -0
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  50. package/modules/backtest/dist/environment/environment.js +618 -0
  51. package/modules/backtest/dist/environment/environment.js.map +1 -0
  52. package/modules/backtest/dist/environment/episode.d.ts +4 -0
  53. package/modules/backtest/dist/environment/episode.d.ts.map +1 -0
  54. package/modules/backtest/dist/environment/episode.js +121 -0
  55. package/modules/backtest/dist/environment/episode.js.map +1 -0
  56. package/modules/backtest/dist/environment/episodes.d.ts +14 -0
  57. package/modules/backtest/dist/environment/episodes.d.ts.map +1 -0
  58. package/modules/backtest/dist/environment/episodes.js +644 -0
  59. package/modules/backtest/dist/environment/episodes.js.map +1 -0
  60. package/modules/backtest/dist/environment/features.d.ts +31 -0
  61. package/modules/backtest/dist/environment/features.d.ts.map +1 -0
  62. package/modules/backtest/dist/environment/features.js +157 -0
  63. package/modules/backtest/dist/environment/features.js.map +1 -0
  64. package/modules/backtest/dist/environment/index.d.ts +14 -0
  65. package/modules/backtest/dist/environment/index.d.ts.map +1 -0
  66. package/modules/backtest/dist/environment/index.js +12 -0
  67. package/modules/backtest/dist/environment/index.js.map +1 -0
  68. package/modules/backtest/dist/environment/limits.d.ts +63 -0
  69. package/modules/backtest/dist/environment/limits.d.ts.map +1 -0
  70. package/modules/backtest/dist/environment/limits.js +253 -0
  71. package/modules/backtest/dist/environment/limits.js.map +1 -0
  72. package/modules/backtest/dist/environment/reward.d.ts +5 -0
  73. package/modules/backtest/dist/environment/reward.d.ts.map +1 -0
  74. package/modules/backtest/dist/environment/reward.js +80 -0
  75. package/modules/backtest/dist/environment/reward.js.map +1 -0
  76. package/modules/backtest/dist/environment/types.d.ts +540 -0
  77. package/modules/backtest/dist/environment/types.d.ts.map +1 -0
  78. package/modules/backtest/dist/environment/types.js +2 -0
  79. package/modules/backtest/dist/environment/types.js.map +1 -0
  80. package/modules/backtest/dist/environment/validate.d.ts +23 -0
  81. package/modules/backtest/dist/environment/validate.d.ts.map +1 -0
  82. package/modules/backtest/dist/environment/validate.js +264 -0
  83. package/modules/backtest/dist/environment/validate.js.map +1 -0
  84. package/modules/backtest/dist/event-driven.d.ts +111 -0
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  86. package/modules/backtest/dist/event-driven.js +325 -0
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  88. package/modules/backtest/dist/execution/conformance.d.ts +33 -0
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  91. package/modules/backtest/dist/execution/conformance.js.map +1 -0
  92. package/modules/backtest/dist/execution/fill-models.d.ts +35 -0
  93. package/modules/backtest/dist/execution/fill-models.d.ts.map +1 -0
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  95. package/modules/backtest/dist/execution/fill-models.js.map +1 -0
  96. package/modules/backtest/dist/execution/fill-order.d.ts +55 -0
  97. package/modules/backtest/dist/execution/fill-order.d.ts.map +1 -0
  98. package/modules/backtest/dist/execution/fill-order.js +156 -0
  99. package/modules/backtest/dist/execution/fill-order.js.map +1 -0
  100. package/modules/backtest/dist/execution/index.d.ts +33 -0
  101. package/modules/backtest/dist/execution/index.d.ts.map +1 -0
  102. package/modules/backtest/dist/execution/index.js +27 -0
  103. package/modules/backtest/dist/execution/index.js.map +1 -0
  104. package/modules/backtest/dist/execution/intrabar.d.ts +46 -0
  105. package/modules/backtest/dist/execution/intrabar.d.ts.map +1 -0
  106. package/modules/backtest/dist/execution/intrabar.js +130 -0
  107. package/modules/backtest/dist/execution/intrabar.js.map +1 -0
  108. package/modules/backtest/dist/execution/normalized.d.ts +56 -0
  109. package/modules/backtest/dist/execution/normalized.d.ts.map +1 -0
  110. package/modules/backtest/dist/execution/normalized.js +154 -0
  111. package/modules/backtest/dist/execution/normalized.js.map +1 -0
  112. package/modules/backtest/dist/execution/policy.d.ts +84 -0
  113. package/modules/backtest/dist/execution/policy.d.ts.map +1 -0
  114. package/modules/backtest/dist/execution/policy.js +341 -0
  115. package/modules/backtest/dist/execution/policy.js.map +1 -0
  116. package/modules/backtest/dist/execution/types.d.ts +217 -0
  117. package/modules/backtest/dist/execution/types.d.ts.map +1 -0
  118. package/modules/backtest/dist/execution/types.js +8 -0
  119. package/modules/backtest/dist/execution/types.js.map +1 -0
  120. package/modules/backtest/dist/execution/validate.d.ts +35 -0
  121. package/modules/backtest/dist/execution/validate.d.ts.map +1 -0
  122. package/modules/backtest/dist/execution/validate.js +666 -0
  123. package/modules/backtest/dist/execution/validate.js.map +1 -0
  124. package/modules/backtest/dist/generated/validation-specs.d.ts +12 -0
  125. package/modules/backtest/dist/generated/validation-specs.d.ts.map +1 -0
  126. package/modules/backtest/dist/generated/validation-specs.js +1129 -0
  127. package/modules/backtest/dist/generated/validation-specs.js.map +1 -0
  128. package/modules/backtest/dist/index.d.ts +33 -0
  129. package/modules/backtest/dist/index.d.ts.map +1 -0
  130. package/modules/backtest/dist/index.js +28 -0
  131. package/modules/backtest/dist/index.js.map +1 -0
  132. package/modules/backtest/dist/options/chain.d.ts +68 -0
  133. package/modules/backtest/dist/options/chain.d.ts.map +1 -0
  134. package/modules/backtest/dist/options/chain.js +303 -0
  135. package/modules/backtest/dist/options/chain.js.map +1 -0
  136. package/modules/backtest/dist/options/engine.d.ts +28 -0
  137. package/modules/backtest/dist/options/engine.d.ts.map +1 -0
  138. package/modules/backtest/dist/options/engine.js +1859 -0
  139. package/modules/backtest/dist/options/engine.js.map +1 -0
  140. package/modules/backtest/dist/options/index.d.ts +23 -0
  141. package/modules/backtest/dist/options/index.d.ts.map +1 -0
  142. package/modules/backtest/dist/options/index.js +21 -0
  143. package/modules/backtest/dist/options/index.js.map +1 -0
  144. package/modules/backtest/dist/options/tearsheet.d.ts +77 -0
  145. package/modules/backtest/dist/options/tearsheet.d.ts.map +1 -0
  146. package/modules/backtest/dist/options/tearsheet.js +205 -0
  147. package/modules/backtest/dist/options/tearsheet.js.map +1 -0
  148. package/modules/backtest/dist/options/types.d.ts +571 -0
  149. package/modules/backtest/dist/options/types.d.ts.map +1 -0
  150. package/modules/backtest/dist/options/types.js +19 -0
  151. package/modules/backtest/dist/options/types.js.map +1 -0
  152. package/modules/backtest/dist/paper/index.d.ts +13 -0
  153. package/modules/backtest/dist/paper/index.d.ts.map +1 -0
  154. package/modules/backtest/dist/paper/index.js +12 -0
  155. package/modules/backtest/dist/paper/index.js.map +1 -0
  156. package/modules/backtest/dist/paper/paper.d.ts +8 -0
  157. package/modules/backtest/dist/paper/paper.d.ts.map +1 -0
  158. package/modules/backtest/dist/paper/paper.js +950 -0
  159. package/modules/backtest/dist/paper/paper.js.map +1 -0
  160. package/modules/backtest/dist/paper/types.d.ts +190 -0
  161. package/modules/backtest/dist/paper/types.d.ts.map +1 -0
  162. package/modules/backtest/dist/paper/types.js +3 -0
  163. package/modules/backtest/dist/paper/types.js.map +1 -0
  164. package/modules/backtest/dist/paper/validate.d.ts +9 -0
  165. package/modules/backtest/dist/paper/validate.d.ts.map +1 -0
  166. package/modules/backtest/dist/paper/validate.js +112 -0
  167. package/modules/backtest/dist/paper/validate.js.map +1 -0
  168. package/modules/backtest/dist/portfolio/adapters.d.ts +37 -0
  169. package/modules/backtest/dist/portfolio/adapters.d.ts.map +1 -0
  170. package/modules/backtest/dist/portfolio/adapters.js +555 -0
  171. package/modules/backtest/dist/portfolio/adapters.js.map +1 -0
  172. package/modules/backtest/dist/portfolio/engine.d.ts +35 -0
  173. package/modules/backtest/dist/portfolio/engine.d.ts.map +1 -0
  174. package/modules/backtest/dist/portfolio/engine.js +1300 -0
  175. package/modules/backtest/dist/portfolio/engine.js.map +1 -0
  176. package/modules/backtest/dist/portfolio/index.d.ts +12 -0
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  180. package/modules/backtest/dist/portfolio/types.d.ts +418 -0
  181. package/modules/backtest/dist/portfolio/types.d.ts.map +1 -0
  182. package/modules/backtest/dist/portfolio/types.js +8 -0
  183. package/modules/backtest/dist/portfolio/types.js.map +1 -0
  184. package/modules/backtest/dist/portfolio/validate.d.ts +26 -0
  185. package/modules/backtest/dist/portfolio/validate.d.ts.map +1 -0
  186. package/modules/backtest/dist/portfolio/validate.js +556 -0
  187. package/modules/backtest/dist/portfolio/validate.js.map +1 -0
  188. package/modules/backtest/dist/run-artifacts.d.ts +425 -0
  189. package/modules/backtest/dist/run-artifacts.d.ts.map +1 -0
  190. package/modules/backtest/dist/run-artifacts.js +1843 -0
  191. package/modules/backtest/dist/run-artifacts.js.map +1 -0
  192. package/modules/backtest/dist/signals.d.ts +110 -0
  193. package/modules/backtest/dist/signals.d.ts.map +1 -0
  194. package/modules/backtest/dist/signals.js +207 -0
  195. package/modules/backtest/dist/signals.js.map +1 -0
  196. package/modules/backtest/dist/tearsheet.d.ts +126 -0
  197. package/modules/backtest/dist/tearsheet.d.ts.map +1 -0
  198. package/modules/backtest/dist/tearsheet.js +266 -0
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  200. package/modules/backtest/dist/types.d.ts +175 -0
  201. package/modules/backtest/dist/types.d.ts.map +1 -0
  202. package/modules/backtest/dist/types.js +29 -0
  203. package/modules/backtest/dist/types.js.map +1 -0
  204. package/modules/backtest/dist/validate.d.ts +13 -0
  205. package/modules/backtest/dist/validate.d.ts.map +1 -0
  206. package/modules/backtest/dist/validate.js +37 -0
  207. package/modules/backtest/dist/validate.js.map +1 -0
  208. package/modules/backtest/dist/vectorized.d.ts +53 -0
  209. package/modules/backtest/dist/vectorized.d.ts.map +1 -0
  210. package/modules/backtest/dist/vectorized.js +383 -0
  211. package/modules/backtest/dist/vectorized.js.map +1 -0
  212. package/modules/backtest/dist/walk-forward.d.ts +57 -0
  213. package/modules/backtest/dist/walk-forward.d.ts.map +1 -0
  214. package/modules/backtest/dist/walk-forward.js +125 -0
  215. package/modules/backtest/dist/walk-forward.js.map +1 -0
  216. package/modules/backtest/etc/backtest.api.md +139 -0
  217. package/modules/backtest/src/artifacts.ts +54 -0
  218. package/modules/backtest/src/broker.ts +1529 -0
  219. package/modules/backtest/src/costs.ts +225 -0
  220. package/modules/backtest/src/cross-sectional/engine.ts +1608 -0
  221. package/modules/backtest/src/cross-sectional/folds.ts +718 -0
  222. package/modules/backtest/src/cross-sectional/grid.ts +646 -0
  223. package/modules/backtest/src/cross-sectional/index.ts +76 -0
  224. package/modules/backtest/src/cross-sectional/types.ts +363 -0
  225. package/modules/backtest/src/cross-sectional/validate.ts +906 -0
  226. package/modules/backtest/src/diagnostics.ts +66 -0
  227. package/modules/backtest/src/environment/bench.ts +1022 -0
  228. package/modules/backtest/src/environment/environment.ts +766 -0
  229. package/modules/backtest/src/environment/episode.ts +146 -0
  230. package/modules/backtest/src/environment/episodes.ts +786 -0
  231. package/modules/backtest/src/environment/features.ts +184 -0
  232. package/modules/backtest/src/environment/index.ts +79 -0
  233. package/modules/backtest/src/environment/limits.ts +383 -0
  234. package/modules/backtest/src/environment/reward.ts +98 -0
  235. package/modules/backtest/src/environment/types.ts +595 -0
  236. package/modules/backtest/src/environment/validate.ts +415 -0
  237. package/modules/backtest/src/event-driven.ts +528 -0
  238. package/modules/backtest/src/execution/conformance.ts +346 -0
  239. package/modules/backtest/src/execution/fill-models.ts +410 -0
  240. package/modules/backtest/src/execution/fill-order.ts +261 -0
  241. package/modules/backtest/src/execution/index.ts +91 -0
  242. package/modules/backtest/src/execution/intrabar.ts +185 -0
  243. package/modules/backtest/src/execution/normalized.ts +216 -0
  244. package/modules/backtest/src/execution/policy.ts +447 -0
  245. package/modules/backtest/src/execution/types.ts +239 -0
  246. package/modules/backtest/src/execution/validate.ts +889 -0
  247. package/modules/backtest/src/generated/validation-specs.ts +1132 -0
  248. package/modules/backtest/src/index.ts +157 -0
  249. package/modules/backtest/src/options/chain.ts +410 -0
  250. package/modules/backtest/src/options/engine.ts +2240 -0
  251. package/modules/backtest/src/options/index.ts +68 -0
  252. package/modules/backtest/src/options/tearsheet.ts +327 -0
  253. package/modules/backtest/src/options/types.ts +573 -0
  254. package/modules/backtest/src/paper/index.ts +27 -0
  255. package/modules/backtest/src/paper/paper.ts +1288 -0
  256. package/modules/backtest/src/paper/types.ts +221 -0
  257. package/modules/backtest/src/paper/validate.ts +168 -0
  258. package/modules/backtest/src/portfolio/adapters.ts +651 -0
  259. package/modules/backtest/src/portfolio/engine.ts +1518 -0
  260. package/modules/backtest/src/portfolio/index.ts +64 -0
  261. package/modules/backtest/src/portfolio/types.ts +456 -0
  262. package/modules/backtest/src/portfolio/validate.ts +861 -0
  263. package/modules/backtest/src/run-artifacts.ts +2873 -0
  264. package/modules/backtest/src/signals.ts +267 -0
  265. package/modules/backtest/src/tearsheet.ts +425 -0
  266. package/modules/backtest/src/types.ts +200 -0
  267. package/modules/backtest/src/validate.ts +43 -0
  268. package/modules/backtest/src/vectorized.ts +541 -0
  269. package/modules/backtest/src/walk-forward.ts +215 -0
  270. package/modules/calendars/dist/cboe.d.ts +15 -0
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  298. package/modules/calendars/etc/calendars.api.md +22 -0
  299. package/modules/calendars/src/cboe.ts +17 -0
  300. package/modules/calendars/src/crypto.ts +17 -0
  301. package/modules/calendars/src/expirations.ts +200 -0
  302. package/modules/calendars/src/index.ts +23 -0
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@@ -0,0 +1,1009 @@
1
+ /**
2
+ * Candlestick pattern catalog (spec §13.3) — the full TA-Lib `CDL*` set.
3
+ *
4
+ * Each pattern is a serializable streaming indicator over `BarInput[]` that emits TA-Lib's signal
5
+ * scale: `+100` bullish, `−100` bearish, `0` no pattern (and the NaN sentinel during warmup). The
6
+ * shared `CandleView` provides TA-Lib's candle-average thresholds (body / range / shadow averages over
7
+ * the trailing 10- or 5-bar window *before* the pattern), so "long body", "doji", "short shadow",
8
+ * "near"/"equal" all scale to recent volatility exactly as TA-Lib's default candle settings do.
9
+ *
10
+ * Where TA-Lib's reference assigns a fixed bullish/bearish sign to a shape (hammer vs hanging-man,
11
+ * inverted-hammer vs shooting-star), this catalog follows the same convention — the caller applies
12
+ * trend context. Thresholds use TA-Lib's default factors (BodyLong 1×, BodyDoji 0.1×, Near 0.2×, …).
13
+ */
14
+ import * as builtinMetadata from './builtin-metadata.js';
15
+ import { withBuiltinMetadata } from './indicator-metadata.js';
16
+ import { requireArgumentArray } from '../../core/dist/index.js';
17
+ import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
18
+ import { requireStreamParameters } from './stream-validation.js';
19
+ const BODY_AVG = 10;
20
+ const RANGE_AVG10 = 10;
21
+ const RANGE_AVG5 = 5;
22
+ const SHADOW_AVG = 10;
23
+ function bodyOf(bar) {
24
+ 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