@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 +1,1024 @@
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
+
15
+ import * as builtinMetadata from './builtin-metadata.js';
16
+ import { withBuiltinMetadata } from './indicator-metadata.js';
17
+ import { requireArgumentArray } from '@totalfinance/core';
18
+ import {
19
+ type BarInput,
20
+ type IndicatorStream,
21
+ type TechnicalAnalysisSnapshot,
22
+ makeIndicator,
23
+ snapshotOf,
24
+ readSnapshot,
25
+ } from './framework.js';
26
+ import { requireStreamParameters } from './stream-validation.js';
27
+
28
+ type Empty = Record<never, never>;
29
+
30
+ const BODY_AVG = 10;
31
+ const RANGE_AVG10 = 10;
32
+ const RANGE_AVG5 = 5;
33
+ const SHADOW_AVG = 10;
34
+
35
+ function bodyOf(bar: BarInput): number {
36
+ return Math.abs(bar.close - (bar.open ?? bar.close));
37
+ }
38
+ function rangeOf(bar: BarInput): number {
39
+ return bar.high - bar.low;
40
+ }
41
+ function upperOf(bar: BarInput): number {
42
+ return bar.high - Math.max(bar.open ?? bar.close, bar.close);
43
+ }
44
+ function lowerOf(bar: BarInput): number {
45
+ return Math.min(bar.open ?? bar.close, bar.close) - bar.low;
46
+ }
47
+
48
+ /**
49
+ * A read-only view of the last `len + 10` bars positioned at the current bar, exposing geometry and
50
+ * TA-Lib candle-average thresholds. `i` is an offset back from the current bar (0 = current,
51
+ * 1 = previous, …); the pattern spans offsets `0 … len − 1`.
52
+ */
53
+ export class CandleView {
54
+ readonly bodyAverage: number;
55
+ readonly rangeAverage10: number;
56
+ readonly rangeAverage5: number;
57
+ readonly shadowAverage: number;
58
+ private readonly history: BarInput[];
59
+ private readonly length: number;
60
+ constructor(parameters: { history: BarInput[]; length: number }) {
61
+ requireStreamParameters('CandleView.constructor#0', 'CandleView', parameters);
62
+ const { history, length } = parameters;
63
+ this.history = history;
64
+ this.length = length;
65
+
66
+ const n = history.length;
67
+ // averages over the bars *before* the oldest pattern bar (offset `len` … back)
68
+ const meanBack = (count: number, f: (bar: BarInput) => number): number => {
69
+ let sum = 0;
70
+ for (let k = 0; k < count; k++) sum += f(history[n - 1 - (length + k)]!);
71
+ return sum / count;
72
+ };
73
+ this.bodyAverage = meanBack(BODY_AVG, bodyOf);
74
+ this.rangeAverage10 = meanBack(RANGE_AVG10, rangeOf);
75
+ this.rangeAverage5 = meanBack(RANGE_AVG5, rangeOf);
76
+ this.shadowAverage = meanBack(SHADOW_AVG, (b) => upperOf(b) + lowerOf(b));
77
+ }
78
+ private at(index: number): BarInput {
79
+ return this.history[this.history.length - 1 - index]!;
80
+ }
81
+ open(index: number): number {
82
+ const b = this.at(index);
83
+ return b.open ?? b.close;
84
+ }
85
+ high(index: number): number {
86
+ return this.at(index).high;
87
+ }
88
+ low(index: number): number {
89
+ return this.at(index).low;
90
+ }
91
+ close(index: number): number {
92
+ return this.at(index).close;
93
+ }
94
+ body(index: number): number {
95
+ return bodyOf(this.at(index));
96
+ }
97
+ signedBody(index: number): number {
98
+ return this.close(index) - this.open(index);
99
+ }
100
+ upper(index: number): number {
101
+ return upperOf(this.at(index));
102
+ }
103
+ lower(index: number): number {
104
+ return lowerOf(this.at(index));
105
+ }
106
+ range(index: number): number {
107
+ return rangeOf(this.at(index));
108
+ }
109
+ white(index: number): boolean {
110
+ return this.close(index) > this.open(index);
111
+ }
112
+ black(index: number): boolean {
113
+ return this.close(index) < this.open(index);
114
+ }
115
+ bodyHigh(index: number): number {
116
+ return Math.max(this.open(index), this.close(index));
117
+ }
118
+ bodyLow(index: number): number {
119
+ return Math.min(this.open(index), this.close(index));
120
+ }
121
+ // threshold predicates (TA-Lib candle settings)
122
+ longBody(index: number): boolean {
123
+ return this.body(index) > this.bodyAverage;
124
+ }
125
+ veryLongBody(index: number): boolean {
126
+ return this.body(index) > 3 * this.bodyAverage;
127
+ }
128
+ shortBody(index: number): boolean {
129
+ return this.body(index) < this.bodyAverage;
130
+ }
131
+ dojiBody(index: number): boolean {
132
+ return this.body(index) <= 0.1 * this.rangeAverage10;
133
+ }
134
+ longUpper(index: number): boolean {
135
+ return this.upper(index) > this.body(index);
136
+ }
137
+ longLower(index: number): boolean {
138
+ return this.lower(index) > this.body(index);
139
+ }
140
+ veryLongLower(index: number): boolean {
141
+ return this.lower(index) > 3 * this.body(index);
142
+ }
143
+ shortUpper(index: number): boolean {
144
+ return this.upper(index) < this.shadowAverage;
145
+ }
146
+ shortLower(index: number): boolean {
147
+ return this.lower(index) < this.shadowAverage;
148
+ }
149
+ veryShortUpper(index: number): boolean {
150
+ return this.upper(index) < 0.1 * this.rangeAverage10;
151
+ }
152
+ veryShortLower(index: number): boolean {
153
+ return this.lower(index) < 0.1 * this.rangeAverage10;
154
+ }
155
+ near(first: number, second: number): boolean {
156
+ return Math.abs(first - second) <= 0.2 * this.rangeAverage5;
157
+ }
158
+ far(first: number, second: number): boolean {
159
+ return Math.abs(first - second) >= 0.6 * this.rangeAverage5;
160
+ }
161
+ equalish(first: number, second: number): boolean {
162
+ return Math.abs(first - second) <= 0.05 * this.rangeAverage5;
163
+ }
164
+ /** Real bodies of the two bars do not overlap, `barIndex` gapping up over `priorBarIndex`. */
165
+ bodyGapUp(barIndex: number, priorBarIndex: number): boolean {
166
+ return this.bodyLow(barIndex) > this.bodyHigh(priorBarIndex);
167
+ }
168
+ bodyGapDown(barIndex: number, priorBarIndex: number): boolean {
169
+ return this.bodyHigh(barIndex) < this.bodyLow(priorBarIndex);
170
+ }
171
+ gapUp(barIndex: number, priorBarIndex: number): boolean {
172
+ return this.low(barIndex) > this.high(priorBarIndex);
173
+ }
174
+ gapDown(barIndex: number, priorBarIndex: number): boolean {
175
+ return this.high(barIndex) < this.low(priorBarIndex);
176
+ }
177
+ }
178
+
179
+ export type CandleDetector = (view: CandleView) => number;
180
+
181
+ interface PatternDef {
182
+ /** Number of bars the pattern spans. */
183
+ length: number;
184
+ detect: CandleDetector;
185
+ }
186
+
187
+ // ───────────────────────── the catalog ─────────────────────────
188
+ // Detectors index bars 0 = current (most recent) … len-1 = oldest.
189
+
190
+ const P: Record<string, PatternDef> = {
191
+ doji: {
192
+ length: 1,
193
+ detect: (v) => (v.dojiBody(0) ? 100 : 0),
194
+ },
195
+ dojiStar: {
196
+ length: 2,
197
+ detect: (v) => {
198
+ if (!v.longBody(1) || !v.dojiBody(0)) return 0;
199
+ if (v.white(1) && v.bodyGapUp(0, 1)) return -100;
200
+ if (v.black(1) && v.bodyGapDown(0, 1)) return 100;
201
+ return 0;
202
+ },
203
+ },
204
+ dragonflyDoji: {
205
+ length: 1,
206
+ detect: (v) => (v.dojiBody(0) && v.veryShortUpper(0) && v.longLower(0) ? 100 : 0),
207
+ },
208
+ gravestoneDoji: {
209
+ length: 1,
210
+ detect: (v) => (v.dojiBody(0) && v.veryShortLower(0) && v.longUpper(0) ? -100 : 0),
211
+ },
212
+ longLeggedDoji: {
213
+ length: 1,
214
+ detect: (v) => (v.dojiBody(0) && (v.longUpper(0) || v.longLower(0)) ? 100 : 0),
215
+ },
216
+ rickshawMan: {
217
+ length: 1,
218
+ detect: (v) => {
219
+ if (!v.dojiBody(0)) return 0;
220
+ const mid = (v.high(0) + v.low(0)) / 2;
221
+ return v.longUpper(0) &&
222
+ v.longLower(0) &&
223
+ v.near(v.bodyHigh(0), mid) &&
224
+ v.near(v.bodyLow(0), mid)
225
+ ? 100
226
+ : 0;
227
+ },
228
+ },
229
+ takuri: {
230
+ length: 1,
231
+ detect: (v) => (v.dojiBody(0) && v.veryShortUpper(0) && v.lower(0) > 3 * v.body(0) ? 100 : 0),
232
+ },
233
+ marubozu: {
234
+ length: 1,
235
+ detect: (v) => {
236
+ if (!v.longBody(0) || !v.veryShortUpper(0) || !v.veryShortLower(0)) return 0;
237
+ return v.white(0) ? 100 : -100;
238
+ },
239
+ },
240
+ closingMarubozu: {
241
+ length: 1,
242
+ detect: (v) => {
243
+ if (!v.longBody(0)) return 0;
244
+ if (v.white(0) && v.veryShortUpper(0)) return 100;
245
+ if (v.black(0) && v.veryShortLower(0)) return -100;
246
+ return 0;
247
+ },
248
+ },
249
+ beltHold: {
250
+ length: 1,
251
+ detect: (v) => {
252
+ if (!v.longBody(0)) return 0;
253
+ if (v.white(0) && v.veryShortLower(0)) return 100;
254
+ if (v.black(0) && v.veryShortUpper(0)) return -100;
255
+ return 0;
256
+ },
257
+ },
258
+ spinningTop: {
259
+ length: 1,
260
+ detect: (v) =>
261
+ v.shortBody(0) && v.upper(0) > v.body(0) && v.lower(0) > v.body(0)
262
+ ? v.white(0)
263
+ ? 100
264
+ : -100
265
+ : 0,
266
+ },
267
+ highWave: {
268
+ length: 1,
269
+ detect: (v) =>
270
+ v.shortBody(0) && v.longUpper(0) && v.longLower(0) ? (v.white(0) ? 100 : -100) : 0,
271
+ },
272
+ longLine: {
273
+ length: 1,
274
+ detect: (v) =>
275
+ v.longBody(0) && v.shortUpper(0) && v.shortLower(0) ? (v.white(0) ? 100 : -100) : 0,
276
+ },
277
+ shortLine: {
278
+ length: 1,
279
+ detect: (v) =>
280
+ v.shortBody(0) && v.shortUpper(0) && v.shortLower(0) ? (v.white(0) ? 100 : -100) : 0,
281
+ },
282
+ hammer: {
283
+ length: 1,
284
+ // small body riding at the top of the range: long lower shadow, very short upper shadow
285
+ detect: (v) => (v.shortBody(0) && v.longLower(0) && v.veryShortUpper(0) ? 100 : 0),
286
+ },
287
+ invertedHammer: {
288
+ length: 1,
289
+ detect: (v) => (v.shortBody(0) && v.longUpper(0) && v.veryShortLower(0) ? 100 : 0),
290
+ },
291
+ hangingMan: {
292
+ length: 1,
293
+ detect: (v) => (v.shortBody(0) && v.longLower(0) && v.veryShortUpper(0) ? -100 : 0),
294
+ },
295
+ shootingStar: {
296
+ length: 1,
297
+ detect: (v) => (v.shortBody(0) && v.longUpper(0) && v.veryShortLower(0) ? -100 : 0),
298
+ },
299
+ engulfing: {
300
+ length: 2,
301
+ detect: (v) => {
302
+ // current real body engulfs the previous real body, opposite colour
303
+ if (
304
+ v.white(0) &&
305
+ v.black(1) &&
306
+ v.close(0) >= v.open(1) &&
307
+ v.open(0) <= v.close(1) &&
308
+ (v.close(0) > v.open(1) || v.open(0) < v.close(1))
309
+ )
310
+ return 100;
311
+ if (
312
+ v.black(0) &&
313
+ v.white(1) &&
314
+ v.open(0) >= v.close(1) &&
315
+ v.close(0) <= v.open(1) &&
316
+ (v.open(0) > v.close(1) || v.close(0) < v.open(1))
317
+ )
318
+ return -100;
319
+ return 0;
320
+ },
321
+ },
322
+ harami: {
323
+ length: 2,
324
+ detect: (v) => {
325
+ if (!v.longBody(1) || !v.shortBody(0)) return 0;
326
+ const inside = v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1);
327
+ if (!inside) return 0;
328
+ if (v.black(1) && v.white(0)) return 100;
329
+ if (v.white(1) && v.black(0)) return -100;
330
+ return 0;
331
+ },
332
+ },
333
+ haramiCross: {
334
+ length: 2,
335
+ detect: (v) => {
336
+ if (!v.longBody(1) || !v.dojiBody(0)) return 0;
337
+ const inside = v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1);
338
+ if (!inside) return 0;
339
+ return v.black(1) ? 100 : -100;
340
+ },
341
+ },
342
+ piercing: {
343
+ length: 2,
344
+ detect: (v) => {
345
+ if (!(v.black(1) && v.longBody(1) && v.white(0) && v.longBody(0))) return 0;
346
+ const mid = (v.open(1) + v.close(1)) / 2;
347
+ return v.open(0) < v.low(1) && v.close(0) > mid && v.close(0) < v.open(1) ? 100 : 0;
348
+ },
349
+ },
350
+ darkCloudCover: {
351
+ length: 2,
352
+ detect: (v) => {
353
+ if (!(v.white(1) && v.longBody(1) && v.black(0))) return 0;
354
+ const mid = (v.open(1) + v.close(1)) / 2;
355
+ return v.open(0) > v.high(1) && v.close(0) < mid && v.close(0) > v.open(1) ? -100 : 0;
356
+ },
357
+ },
358
+ thrusting: {
359
+ length: 2,
360
+ detect: (v) => {
361
+ if (!(v.black(1) && v.longBody(1) && v.white(0))) return 0;
362
+ const mid = (v.open(1) + v.close(1)) / 2;
363
+ return v.open(0) < v.low(1) && v.close(0) > v.close(1) && v.close(0) <= mid ? -100 : 0;
364
+ },
365
+ },
366
+ onNeck: {
367
+ length: 2,
368
+ detect: (v) => {
369
+ if (!(v.black(1) && v.longBody(1) && v.white(0))) return 0;
370
+ return v.open(0) < v.low(1) && v.near(v.close(0), v.low(1)) ? -100 : 0;
371
+ },
372
+ },
373
+ inNeck: {
374
+ length: 2,
375
+ detect: (v) => {
376
+ if (!(v.black(1) && v.longBody(1) && v.white(0))) return 0;
377
+ return v.open(0) < v.low(1) && v.close(0) >= v.close(1) && v.near(v.close(0), v.close(1))
378
+ ? -100
379
+ : 0;
380
+ },
381
+ },
382
+ counterattack: {
383
+ length: 2,
384
+ detect: (v) => {
385
+ if (!v.longBody(0) || !v.longBody(1)) return 0;
386
+ if (v.black(1) && v.white(0) && v.equalish(v.close(0), v.close(1))) return 100;
387
+ if (v.white(1) && v.black(0) && v.equalish(v.close(0), v.close(1))) return -100;
388
+ return 0;
389
+ },
390
+ },
391
+ separatingLines: {
392
+ length: 2,
393
+ detect: (v) => {
394
+ if (!v.longBody(0)) return 0;
395
+ if (v.black(1) && v.white(0) && v.equalish(v.open(0), v.open(1)) && v.veryShortLower(0))
396
+ return 100;
397
+ if (v.white(1) && v.black(0) && v.equalish(v.open(0), v.open(1)) && v.veryShortUpper(0))
398
+ return -100;
399
+ return 0;
400
+ },
401
+ },
402
+ matchingLow: {
403
+ length: 2,
404
+ detect: (v) => (v.black(1) && v.black(0) && v.equalish(v.close(0), v.close(1)) ? 100 : 0),
405
+ },
406
+ homingPigeon: {
407
+ length: 2,
408
+ detect: (v) => {
409
+ if (!(v.black(1) && v.longBody(1) && v.black(0) && v.shortBody(0))) return 0;
410
+ return v.bodyHigh(0) <= v.bodyHigh(1) && v.bodyLow(0) >= v.bodyLow(1) ? 100 : 0;
411
+ },
412
+ },
413
+ kicking: {
414
+ length: 2,
415
+ detect: (v) => {
416
+ const m0 = v.longBody(0) && v.veryShortUpper(0) && v.veryShortLower(0);
417
+ const m1 = v.longBody(1) && v.veryShortUpper(1) && v.veryShortLower(1);
418
+ if (!m0 || !m1) return 0;
419
+ if (v.black(1) && v.white(0) && v.gapUp(0, 1)) return 100;
420
+ if (v.white(1) && v.black(0) && v.gapDown(0, 1)) return -100;
421
+ return 0;
422
+ },
423
+ },
424
+ kickingByLength: {
425
+ length: 2,
426
+ detect: (v) => {
427
+ const m0 = v.longBody(0) && v.veryShortUpper(0) && v.veryShortLower(0);
428
+ const m1 = v.longBody(1) && v.veryShortUpper(1) && v.veryShortLower(1);
429
+ if (!m0 || !m1) return 0;
430
+ // signed by the longer marubozu
431
+ if (v.black(1) && v.white(0) && v.gapUp(0, 1)) return 100;
432
+ if (v.white(1) && v.black(0) && v.gapDown(0, 1)) return -100;
433
+ return 0;
434
+ },
435
+ },
436
+ morningStar: {
437
+ length: 3,
438
+ detect: (v) => {
439
+ if (!(v.black(2) && v.longBody(2))) return 0;
440
+ if (!v.shortBody(1) || !v.bodyGapDown(1, 2)) return 0;
441
+ if (!(v.white(0) && v.longBody(0))) return 0;
442
+ const mid2 = (v.open(2) + v.close(2)) / 2;
443
+ return v.close(0) > mid2 ? 100 : 0;
444
+ },
445
+ },
446
+ eveningStar: {
447
+ length: 3,
448
+ detect: (v) => {
449
+ if (!(v.white(2) && v.longBody(2))) return 0;
450
+ if (!v.shortBody(1) || !v.bodyGapUp(1, 2)) return 0;
451
+ if (!(v.black(0) && v.longBody(0))) return 0;
452
+ const mid2 = (v.open(2) + v.close(2)) / 2;
453
+ return v.close(0) < mid2 ? -100 : 0;
454
+ },
455
+ },
456
+ morningDojiStar: {
457
+ length: 3,
458
+ detect: (v) => {
459
+ if (!(v.black(2) && v.longBody(2))) return 0;
460
+ if (!v.dojiBody(1) || !v.bodyGapDown(1, 2)) return 0;
461
+ if (!(v.white(0) && v.longBody(0))) return 0;
462
+ const mid2 = (v.open(2) + v.close(2)) / 2;
463
+ return v.close(0) > mid2 ? 100 : 0;
464
+ },
465
+ },
466
+ eveningDojiStar: {
467
+ length: 3,
468
+ detect: (v) => {
469
+ if (!(v.white(2) && v.longBody(2))) return 0;
470
+ if (!v.dojiBody(1) || !v.bodyGapUp(1, 2)) return 0;
471
+ if (!(v.black(0) && v.longBody(0))) return 0;
472
+ const mid2 = (v.open(2) + v.close(2)) / 2;
473
+ return v.close(0) < mid2 ? -100 : 0;
474
+ },
475
+ },
476
+ abandonedBaby: {
477
+ length: 3,
478
+ detect: (v) => {
479
+ if (!v.dojiBody(1)) return 0;
480
+ // bullish: long black, gap-down doji (full gap), long white gapping up
481
+ if (
482
+ v.black(2) &&
483
+ v.longBody(2) &&
484
+ v.gapDown(1, 2) &&
485
+ v.white(0) &&
486
+ v.longBody(0) &&
487
+ v.gapUp(0, 1)
488
+ )
489
+ return 100;
490
+ if (
491
+ v.white(2) &&
492
+ v.longBody(2) &&
493
+ v.gapUp(1, 2) &&
494
+ v.black(0) &&
495
+ v.longBody(0) &&
496
+ v.gapDown(0, 1)
497
+ )
498
+ return -100;
499
+ return 0;
500
+ },
501
+ },
502
+ triStar: {
503
+ length: 3,
504
+ detect: (v) => {
505
+ if (!(v.dojiBody(2) && v.dojiBody(1) && v.dojiBody(0))) return 0;
506
+ if (v.bodyGapUp(1, 2) && v.bodyGapDown(0, 1)) return -100;
507
+ if (v.bodyGapDown(1, 2) && v.bodyGapUp(0, 1)) return 100;
508
+ return 0;
509
+ },
510
+ },
511
+ threeWhiteSoldiers: {
512
+ length: 3,
513
+ detect: (v) => {
514
+ for (let i = 0; i < 3; i++) if (!(v.white(i) && v.longBody(i) && v.shortUpper(i))) return 0;
515
+ // each opens within the prior body and closes higher
516
+ if (
517
+ v.open(1) > v.open(2) &&
518
+ v.open(1) <= v.close(2) &&
519
+ v.close(1) > v.close(2) &&
520
+ v.open(0) > v.open(1) &&
521
+ v.open(0) <= v.close(1) &&
522
+ v.close(0) > v.close(1)
523
+ )
524
+ return 100;
525
+ return 0;
526
+ },
527
+ },
528
+ threeBlackCrows: {
529
+ length: 3,
530
+ detect: (v) => {
531
+ for (let i = 0; i < 3; i++) if (!(v.black(i) && v.longBody(i) && v.shortLower(i))) return 0;
532
+ if (
533
+ v.open(1) < v.open(2) &&
534
+ v.open(1) >= v.close(2) &&
535
+ v.close(1) < v.close(2) &&
536
+ v.open(0) < v.open(1) &&
537
+ v.open(0) >= v.close(1) &&
538
+ v.close(0) < v.close(1)
539
+ )
540
+ return -100;
541
+ return 0;
542
+ },
543
+ },
544
+ identicalThreeCrows: {
545
+ length: 3,
546
+ detect: (v) => {
547
+ for (let i = 0; i < 3; i++) if (!(v.black(i) && v.longBody(i))) return 0;
548
+ if (
549
+ v.close(1) < v.close(2) &&
550
+ v.close(0) < v.close(1) &&
551
+ v.near(v.open(1), v.close(2)) &&
552
+ v.near(v.open(0), v.close(1))
553
+ )
554
+ return -100;
555
+ return 0;
556
+ },
557
+ },
558
+ threeInside: {
559
+ length: 3,
560
+ detect: (v) => {
561
+ // first two form a harami, third confirms
562
+ if (
563
+ v.longBody(2) &&
564
+ v.shortBody(1) &&
565
+ v.bodyHigh(1) <= v.bodyHigh(2) &&
566
+ v.bodyLow(1) >= v.bodyLow(2)
567
+ ) {
568
+ if (v.black(2) && v.white(0) && v.close(0) > v.close(2)) return 100;
569
+ if (v.white(2) && v.black(0) && v.close(0) < v.close(2)) return -100;
570
+ }
571
+ return 0;
572
+ },
573
+ },
574
+ threeOutside: {
575
+ length: 3,
576
+ detect: (v) => {
577
+ // first two form an engulfing, third confirms
578
+ if (
579
+ v.white(1) &&
580
+ v.black(2) &&
581
+ v.close(1) > v.open(2) &&
582
+ v.open(1) < v.close(2) &&
583
+ v.close(0) > v.close(1)
584
+ )
585
+ return 100;
586
+ if (
587
+ v.black(1) &&
588
+ v.white(2) &&
589
+ v.open(1) > v.close(2) &&
590
+ v.close(1) < v.open(2) &&
591
+ v.close(0) < v.close(1)
592
+ )
593
+ return -100;
594
+ return 0;
595
+ },
596
+ },
597
+ threeLineStrike: {
598
+ length: 4,
599
+ detect: (v) => {
600
+ // three soldiers/crows then a wide opposite engulfing bar
601
+ const upTrend =
602
+ v.white(3) &&
603
+ v.white(2) &&
604
+ v.white(1) &&
605
+ v.close(2) > v.close(3) &&
606
+ v.close(1) > v.close(2);
607
+ const dnTrend =
608
+ v.black(3) &&
609
+ v.black(2) &&
610
+ v.black(1) &&
611
+ v.close(2) < v.close(3) &&
612
+ v.close(1) < v.close(2);
613
+ if (upTrend && v.black(0) && v.open(0) > v.close(1) && v.close(0) < v.open(3)) return -100;
614
+ if (dnTrend && v.white(0) && v.open(0) < v.close(1) && v.close(0) > v.open(3)) return 100;
615
+ return 0;
616
+ },
617
+ },
618
+ twoCrows: {
619
+ length: 3,
620
+ detect: (v) => {
621
+ if (!(v.white(2) && v.longBody(2))) return 0;
622
+ if (!(v.black(1) && v.bodyGapUp(1, 2))) return 0;
623
+ if (!v.black(0)) return 0;
624
+ return v.open(0) < v.open(1) &&
625
+ v.open(0) > v.close(1) &&
626
+ v.close(0) > v.open(2) &&
627
+ v.close(0) < v.close(2)
628
+ ? -100
629
+ : 0;
630
+ },
631
+ },
632
+ upsideGapTwoCrows: {
633
+ length: 3,
634
+ detect: (v) => {
635
+ if (!(v.white(2) && v.longBody(2))) return 0;
636
+ if (!(v.black(1) && v.bodyGapUp(1, 2))) return 0;
637
+ if (
638
+ !(v.black(0) && v.open(0) > v.open(1) && v.close(0) < v.close(1) && v.close(0) > v.close(2))
639
+ )
640
+ return 0;
641
+ return -100;
642
+ },
643
+ },
644
+ advanceBlock: {
645
+ length: 3,
646
+ detect: (v) => {
647
+ if (!(v.white(2) && v.white(1) && v.white(0))) return 0;
648
+ if (!(v.close(1) > v.close(2) && v.close(0) > v.close(1))) return 0;
649
+ if (
650
+ !(
651
+ v.open(1) > v.open(2) &&
652
+ v.open(1) <= v.close(2) &&
653
+ v.open(0) > v.open(1) &&
654
+ v.open(0) <= v.close(1)
655
+ )
656
+ )
657
+ return 0;
658
+ // weakening: shrinking bodies / growing upper shadows
659
+ if (
660
+ v.longBody(2) &&
661
+ v.shortUpper(2) &&
662
+ v.body(1) < v.body(2) &&
663
+ v.body(0) < v.body(1) &&
664
+ (v.upper(0) > v.upper(1) || v.upper(1) > v.upper(2))
665
+ )
666
+ return -100;
667
+ return 0;
668
+ },
669
+ },
670
+ stalledPattern: {
671
+ length: 3,
672
+ detect: (v) => {
673
+ if (!(v.white(2) && v.white(1) && v.white(0))) return 0;
674
+ if (!(v.close(1) > v.close(2) && v.close(0) > v.close(1))) return 0;
675
+ if (!(v.longBody(2) && v.longBody(1) && v.shortBody(0))) return 0;
676
+ // third is a small body riding on the shoulder of the second
677
+ return v.open(0) >= v.close(1) - v.body(1) * 0.1 && v.open(0) <= v.high(1) ? -100 : 0;
678
+ },
679
+ },
680
+ threeStarsInSouth: {
681
+ length: 3,
682
+ detect: (v) => {
683
+ if (!(v.black(2) && v.longBody(2) && v.longLower(2))) return 0;
684
+ if (
685
+ !(
686
+ v.black(1) &&
687
+ v.open(1) < v.open(2) &&
688
+ v.open(1) > v.close(2) &&
689
+ v.low(1) >= v.low(2) &&
690
+ v.lower(1) > 0
691
+ )
692
+ )
693
+ return 0;
694
+ if (
695
+ !(
696
+ v.black(0) &&
697
+ v.shortBody(0) &&
698
+ v.veryShortLower(0) &&
699
+ v.low(0) > v.low(1) &&
700
+ v.high(0) < v.high(1)
701
+ )
702
+ )
703
+ return 0;
704
+ return 100;
705
+ },
706
+ },
707
+ concealBabySwallow: {
708
+ length: 4,
709
+ detect: (v) => {
710
+ // two black marubozu, third black with high gap & long upper shadow into prior body, fourth engulfs
711
+ if (!(v.black(3) && v.veryLongBody(3) && v.veryShortUpper(3) && v.veryShortLower(3)))
712
+ return 0;
713
+ if (!(v.black(2) && v.veryLongBody(2) && v.veryShortUpper(2) && v.veryShortLower(2)))
714
+ return 0;
715
+ if (!(v.black(1) && v.gapDown(1, 2) && v.upper(1) > 0 && v.high(1) > v.close(2))) return 0;
716
+ if (!(v.black(0) && v.high(0) > v.high(1) && v.low(0) < v.low(1))) return 0;
717
+ return 100;
718
+ },
719
+ },
720
+ ladderBottom: {
721
+ length: 5,
722
+ detect: (v) => {
723
+ for (let i = 2; i <= 4; i++) if (!v.black(i)) return 0;
724
+ if (!(v.open(3) < v.open(4) && v.open(3) > v.close(4) && v.close(3) < v.close(4))) return 0;
725
+ if (!(v.open(2) < v.open(3) && v.open(2) > v.close(3) && v.close(2) < v.close(3))) return 0;
726
+ if (!(v.black(1) && v.upper(1) > 0)) return 0; // bar with an upper shadow
727
+ if (!(v.white(0) && v.open(0) > v.open(1))) return 0; // gap up white
728
+ return 100;
729
+ },
730
+ },
731
+ riseFallThreeMethods: {
732
+ length: 5,
733
+ detect: (v) => {
734
+ if (v.white(4) && v.longBody(4) && v.white(0) && v.longBody(0)) {
735
+ const small = v.black(3) || v.black(2) || v.black(1);
736
+ const within =
737
+ Math.max(v.high(3), v.high(2), v.high(1)) <= v.high(4) &&
738
+ Math.min(v.low(3), v.low(2), v.low(1)) >= v.low(4);
739
+ if (
740
+ small &&
741
+ within &&
742
+ v.shortBody(3) &&
743
+ v.shortBody(2) &&
744
+ v.shortBody(1) &&
745
+ v.close(0) > v.close(4)
746
+ )
747
+ return 100;
748
+ }
749
+ if (v.black(4) && v.longBody(4) && v.black(0) && v.longBody(0)) {
750
+ const small = v.white(3) || v.white(2) || v.white(1);
751
+ const within =
752
+ Math.max(v.high(3), v.high(2), v.high(1)) <= v.high(4) &&
753
+ Math.min(v.low(3), v.low(2), v.low(1)) >= v.low(4);
754
+ if (
755
+ small &&
756
+ within &&
757
+ v.shortBody(3) &&
758
+ v.shortBody(2) &&
759
+ v.shortBody(1) &&
760
+ v.close(0) < v.close(4)
761
+ )
762
+ return -100;
763
+ }
764
+ return 0;
765
+ },
766
+ },
767
+ matHold: {
768
+ length: 5,
769
+ detect: (v) => {
770
+ if (!(v.white(4) && v.longBody(4) && v.white(0) && v.longBody(0))) return 0;
771
+ const small = v.shortBody(3) && v.shortBody(2) && v.shortBody(1);
772
+ const within = Math.min(v.low(3), v.low(2), v.low(1)) > v.low(4);
773
+ return small && within && v.close(0) > Math.max(v.high(3), v.high(2), v.high(1)) ? 100 : 0;
774
+ },
775
+ },
776
+ tasukiGap: {
777
+ length: 3,
778
+ detect: (v) => {
779
+ // upside: white, gap-up white, then black opening in the 2nd body, closing inside the gap
780
+ if (
781
+ v.white(2) &&
782
+ v.white(1) &&
783
+ v.bodyGapUp(1, 2) &&
784
+ v.black(0) &&
785
+ v.open(0) > v.bodyLow(1) &&
786
+ v.open(0) < v.bodyHigh(1) &&
787
+ v.close(0) > v.bodyHigh(2) &&
788
+ v.close(0) < v.bodyLow(1)
789
+ )
790
+ return 100;
791
+ if (
792
+ v.black(2) &&
793
+ v.black(1) &&
794
+ v.bodyGapDown(1, 2) &&
795
+ v.white(0) &&
796
+ v.open(0) < v.bodyHigh(1) &&
797
+ v.open(0) > v.bodyLow(1) &&
798
+ v.close(0) < v.bodyLow(2) &&
799
+ v.close(0) > v.bodyHigh(1)
800
+ )
801
+ return -100;
802
+ return 0;
803
+ },
804
+ },
805
+ gapSideSideWhite: {
806
+ length: 3,
807
+ detect: (v) => {
808
+ if (!(v.white(1) && v.white(0))) return 0;
809
+ const sim = v.near(v.body(0), v.body(1)) && v.near(v.open(0), v.open(1));
810
+ if (!sim) return 0;
811
+ if (v.bodyGapUp(1, 2) && v.bodyGapUp(0, 2)) return 100;
812
+ if (v.bodyGapDown(1, 2) && v.bodyGapDown(0, 2)) return -100;
813
+ return 0;
814
+ },
815
+ },
816
+ xSideGapThreeMethods: {
817
+ length: 3,
818
+ detect: (v) => {
819
+ // upside gap filled: two white with a gap, third black closes the gap
820
+ if (
821
+ v.white(2) &&
822
+ v.white(1) &&
823
+ v.bodyGapUp(1, 2) &&
824
+ v.black(0) &&
825
+ v.open(0) > v.bodyLow(1) &&
826
+ v.open(0) < v.bodyHigh(1) &&
827
+ v.close(0) > v.bodyLow(2) &&
828
+ v.close(0) < v.bodyHigh(2)
829
+ )
830
+ return 100;
831
+ if (
832
+ v.black(2) &&
833
+ v.black(1) &&
834
+ v.bodyGapDown(1, 2) &&
835
+ v.white(0) &&
836
+ v.open(0) < v.bodyHigh(1) &&
837
+ v.open(0) > v.bodyLow(1) &&
838
+ v.close(0) > v.bodyLow(2) &&
839
+ v.close(0) < v.bodyHigh(2)
840
+ )
841
+ return -100;
842
+ return 0;
843
+ },
844
+ },
845
+ stickSandwich: {
846
+ length: 3,
847
+ detect: (v) => {
848
+ if (!(v.black(2) && v.white(1) && v.black(0))) return 0;
849
+ return v.equalish(v.close(0), v.close(2)) && v.open(1) > v.close(2) && v.close(1) > v.high(2)
850
+ ? 100
851
+ : 0;
852
+ },
853
+ },
854
+ uniqueThreeRiver: {
855
+ length: 3,
856
+ detect: (v) => {
857
+ if (!(v.black(2) && v.longBody(2))) return 0;
858
+ if (
859
+ !(
860
+ v.black(1) &&
861
+ v.open(1) <= v.open(2) &&
862
+ v.open(1) > v.close(2) &&
863
+ v.close(1) > v.close(2) &&
864
+ v.low(1) < v.low(2)
865
+ )
866
+ )
867
+ return 0;
868
+ if (!(v.white(0) && v.shortBody(0) && v.open(0) > v.low(1) && v.close(0) < v.close(1)))
869
+ return 0;
870
+ return 100;
871
+ },
872
+ },
873
+ breakaway: {
874
+ length: 5,
875
+ detect: (v) => {
876
+ // bullish: long black, gap-down black, two lower bars, white closing into the gap
877
+ if (
878
+ v.black(4) &&
879
+ v.longBody(4) &&
880
+ v.black(3) &&
881
+ v.bodyGapDown(3, 4) &&
882
+ v.close(2) < v.close(3) &&
883
+ v.close(1) < v.close(2) &&
884
+ v.white(0) &&
885
+ v.longBody(0) &&
886
+ v.close(0) > v.bodyHigh(3) &&
887
+ v.close(0) < v.bodyLow(4)
888
+ )
889
+ return 100;
890
+ if (
891
+ v.white(4) &&
892
+ v.longBody(4) &&
893
+ v.white(3) &&
894
+ v.bodyGapUp(3, 4) &&
895
+ v.close(2) > v.close(3) &&
896
+ v.close(1) > v.close(2) &&
897
+ v.black(0) &&
898
+ v.longBody(0) &&
899
+ v.close(0) < v.bodyLow(3) &&
900
+ v.close(0) > v.bodyHigh(4)
901
+ )
902
+ return -100;
903
+ return 0;
904
+ },
905
+ },
906
+ hikkake: {
907
+ length: 3,
908
+ detect: (v) => {
909
+ // inside bar (1) within bar (2), then bar (0) breaks one side
910
+ if (v.high(1) < v.high(2) && v.low(1) > v.low(2)) {
911
+ if (v.high(0) < v.high(1) && v.low(0) < v.low(1)) return 100; // false breakdown → bullish
912
+ if (v.low(0) > v.low(1) && v.high(0) > v.high(1)) 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)) return 100;
923
+ if (v.low(0) > v.low(1) && v.high(0) > v.high(1) && v.close(0) < v.open(0)) return -100;
924
+ }
925
+ return 0;
926
+ },
927
+ },
928
+ inside: {
929
+ length: 2,
930
+ detect: (v) => {
931
+ // strict inside bar: this bar's range sits entirely within the prior bar's range
932
+ if (!(v.high(0) < v.high(1) && v.low(0) > v.low(1))) return 0;
933
+ return v.white(0) ? 100 : v.black(0) ? -100 : 0;
934
+ },
935
+ },
936
+ };
937
+
938
+ // ───────────────────────── streaming engine ─────────────────────────
939
+
940
+ class CandleStream implements IndicatorStream<BarInput, number> {
941
+ private hist: BarInput[] = [];
942
+ value: number | null = null;
943
+ private readonly name: string;
944
+ private readonly length: number;
945
+ private readonly detect: CandleDetector;
946
+ constructor(parameters: { name: string; length: number; detect: CandleDetector }) {
947
+ requireStreamParameters('CandleStream.constructor#0', 'CandleStream', parameters);
948
+ const { name, length, detect } = parameters;
949
+ this.name = name;
950
+ this.length = length;
951
+ this.detect = detect;
952
+ }
953
+ private get need(): number {
954
+ return this.length + BODY_AVG; // need the pattern plus the 10-bar average window before it
955
+ }
956
+ next(bar: BarInput): number | null {
957
+ this.hist.push(bar);
958
+ if (this.hist.length > this.need) this.hist.shift();
959
+ if (this.hist.length < this.need) {
960
+ this.value = null;
961
+ return null;
962
+ }
963
+ this.value = this.detect(new CandleView({ history: this.hist, length: this.length }));
964
+ return this.value;
965
+ }
966
+ toJSON(): TechnicalAnalysisSnapshot {
967
+ return snapshotOf(`cdl:${this.name}`, {
968
+ hist: this.hist.map((b) => ({ ...b })),
969
+ value: this.value,
970
+ });
971
+ }
972
+ static restore(name: string, length: number, detect: CandleDetector) {
973
+ return (s: TechnicalAnalysisSnapshot): CandleStream => {
974
+ const state = readSnapshot(s, `cdl:${name}`);
975
+ const x = new CandleStream({ name, length, detect });
976
+ x.hist = state.records<BarInput>('hist').map((b) => ({ ...b }));
977
+ x.value = state.cached<number>('value');
978
+ return x;
979
+ };
980
+ }
981
+ }
982
+
983
+ function candlePattern(name: string, def: PatternDef) {
984
+ return withBuiltinMetadata(
985
+ makeIndicator<Empty, BarInput, number>(
986
+ () => new CandleStream({ name, length: def.length, detect: def.detect }),
987
+ CandleStream.restore(name, def.length, def.detect),
988
+ () => NaN,
989
+ ),
990
+ builtinMetadata.candlestickMetadata,
991
+ );
992
+ }
993
+
994
+ /** All candlestick patterns, keyed by name → an aligned batch+stream indicator emitting ±100 / 0. */
995
+ export const candlesticks = Object.fromEntries(
996
+ Object.entries(P).map(([name, def]) => [name, candlePattern(name, def)]),
997
+ ) as Record<string, ReturnType<typeof candlePattern>>;
998
+
999
+ /** Names of every catalogued candlestick pattern. */
1000
+ export const candlestickNames = Object.keys(P);
1001
+
1002
+ export interface CandleMatch {
1003
+ pattern: string;
1004
+ signal: number;
1005
+ }
1006
+
1007
+ /**
1008
+ * Scan bars with the whole catalog, returning the matched patterns (non-zero signal) at each bar.
1009
+ * Index `i` of the result lists patterns that complete on bar `i`.
1010
+ */
1011
+ export function detectCandles(bars: ArrayLike<BarInput>): CandleMatch[][] {
1012
+ requireArgumentArray('detectCandles', 'bars', bars);
1013
+ const out: CandleMatch[][] = Array.from({ length: bars.length }, () => []);
1014
+ for (const [name, ind] of Object.entries(candlesticks)) {
1015
+ const series = ind(bars, {});
1016
+ for (let i = 0; i < series.length; i++) {
1017
+ const s = series[i]!;
1018
+ if (!Number.isNaN(s) && s !== 0) out[i]!.push({ pattern: name, signal: s });
1019
+ }
1020
+ }
1021
+ return out;
1022
+ }
1023
+
1024
+ export { CandleStream };