auto-chart-patterns 0.2.0__tar.gz → 0.2.2__tar.gz

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: auto-chart-patterns
-Version: 0.2.0
+Version: 0.2.2
 Summary: Automatically identify chart patterns from OHLC data
 Project-URL: Homepage, https://github.com/FanM/auto-chart-patterns
 Project-URL: Bug Tracker, https://github.com/FanM/auto-chart-patterns/issues

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "auto-chart-patterns"
-version = "0.2.0"
+version = "0.2.2"
 authors = [
   { name="Fan Mao", email="maofan@xsmail.com" },
 ]

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/src/auto_chart_patterns/rsi_div_patterns.py

@@ -11,6 +11,8 @@ log = logging.getLogger(__name__)
 @dataclass
 class RsiDivergenceProperties(ChartPatternProperties):
     rsi_period: int = 14 # RSI period
+    rsi_overbought: int = 70 # RSI overbought level
+    rsi_oversold: int = 30 # RSI oversold level
     min_periods_lapsed: int = 5 # minimum number of days to form a pattern
     max_periods_lapsed: int = 30 # maximum number of days to form a pattern
     min_price_change_pct: float = 0.03 # minimum change percentage
@@ -73,6 +75,7 @@ class RsiDivergencePattern(ChartPattern):
             raise ValueError("Rsi Divergence must have 2 pivots")
         self.pattern_type = 0
 
+        rsi = self.divergence_line.p2.price
         # makes prices always greater than the rsi values
         price_change_dir = self.get_change_direction(self.pivots[0].point.price,
             self.pivots[1].point.price, properties.min_price_change_pct)
@@ -84,17 +87,17 @@ class RsiDivergencePattern(ChartPattern):
                   f"price_change_dir: {price_change_dir}, rsi_change_dir: {rsi_change_dir}")
 
         if price_change_dir == 1 and rsi_change_dir == -1:
-            if self.pivots[0].direction > 0:
+            if self.pivots[0].direction > 0 and rsi > properties.rsi_overbought:
                 # higher high but lower RSI
                 self.pattern_type = 2 # bearish
-            else:
+            elif self.pivots[0].direction < 0 and rsi < properties.rsi_oversold:
                 # higher low but lower RSI
                 self.pattern_type = 3 # hidden bullish
         elif price_change_dir == -1 and rsi_change_dir == 1:
-            if self.pivots[0].direction > 0:
+            if self.pivots[0].direction > 0 and rsi > properties.rsi_overbought:
                 # lower high but higher RSI
                 self.pattern_type = 4 # hidden bearish
-            else:
+            elif self.pivots[0].direction < 0 and rsi < properties.rsi_oversold:
                 # lower low but higher RSI
                 self.pattern_type = 1 # bullish
 

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/src/auto_chart_patterns/trendline_patterns.py

@@ -217,9 +217,11 @@ class TrendLinePattern(ChartPattern):
                 self.pattern_type = 0
         elif self.pattern_type == 11:
             # Converging triangle patterns
-            if self.check_profit_triangle(True, properties) and self.check_volume(properties) == 1:
+            if self.pivots[0].direction > 0 and \
+                self.check_profit_triangle(True, properties) and self.check_volume(properties) == 1:
                 self.pattern_type = 7 # Converging Triangle (Bullish)
-            elif self.check_profit_triangle(False, properties) and self.check_volume(properties) == -1:
+            elif self.pivots[0].direction < 0 and \
+                self.check_profit_triangle(False, properties) and self.check_volume(properties) == -1:
                 self.pattern_type = 8 # Converging Triangle (Bearish)
             else:
                 logger.debug(f"Pivot start {self.pivots[0].point.index}, end {self.pivots[-1].point.index} "

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/fixtures/rsi_divergences/AVAXUSDT_rsi_divergences_patterns.json

@@ -29,36 +29,6 @@
             }
         }
     },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-02-06 00:00:00",
-                    "price": 34.16
-                },
-                "direction": -1
-            },
-            {
-                "point": {
-                    "time": "2024-02-23 00:00:00",
-                    "price": 35.92
-                },
-                "direction": -1
-            }
-        ],
-        "pattern_type": 3,
-        "pattern_name": "Hidden Bullish",
-        "divergence_line": {
-            "p1": {
-                "time": "2024-02-06 00:00:00",
-                "price": 47.55958133803281
-            },
-            "p2": {
-                "time": "2024-02-23 00:00:00",
-                "price": 43.53382045871418
-            }
-        }
-    },
     {
         "pivots": [
             {

auto_chart_patterns-0.2.2/tests/integration/fixtures/rsi_divergences/BTCUSDT_rsi_divergences_patterns.json

@@ -0,0 +1,62 @@
+[
+    {
+        "pivots": [
+            {
+                "point": {
+                    "time": "2024-03-04 00:00:00",
+                    "price": 68245.71
+                },
+                "direction": 1
+            },
+            {
+                "point": {
+                    "time": "2024-03-11 00:00:00",
+                    "price": 72078.1
+                },
+                "direction": 1
+            }
+        ],
+        "pattern_type": 2,
+        "pattern_name": "Bearish",
+        "divergence_line": {
+            "p1": {
+                "time": "2024-03-04 00:00:00",
+                "price": 86.28351204789914
+            },
+            "p2": {
+                "time": "2024-03-11 00:00:00",
+                "price": 79.33749411251938
+            }
+        }
+    },
+    {
+        "pivots": [
+            {
+                "point": {
+                    "time": "2024-06-24 00:00:00",
+                    "price": 60293.3
+                },
+                "direction": -1
+            },
+            {
+                "point": {
+                    "time": "2024-07-05 00:00:00",
+                    "price": 56628.79
+                },
+                "direction": -1
+            }
+        ],
+        "pattern_type": 1,
+        "pattern_name": "Bullish",
+        "divergence_line": {
+            "p1": {
+                "time": "2024-06-24 00:00:00",
+                "price": 25.60331378606695
+            },
+            "p2": {
+                "time": "2024-07-05 00:00:00",
+                "price": 28.0632655663522
+            }
+        }
+    }
+]

auto_chart_patterns-0.2.2/tests/integration/fixtures/rsi_divergences/ETHUSDT_rsi_divergences_patterns.json

@@ -0,0 +1 @@
+[]

auto_chart_patterns-0.2.2/tests/integration/fixtures/rsi_divergences/SHIBUSDT_rsi_divergences_patterns.json

@@ -0,0 +1,32 @@
+[
+    {
+        "pivots": [
+            {
+                "point": {
+                    "time": "2024-07-04 00:00:00",
+                    "price": 1.463e-05
+                },
+                "direction": -1
+            },
+            {
+                "point": {
+                    "time": "2024-08-07 00:00:00",
+                    "price": 1.288e-05
+                },
+                "direction": -1
+            }
+        ],
+        "pattern_type": 1,
+        "pattern_name": "Bullish",
+        "divergence_line": {
+            "p1": {
+                "time": "2024-07-04 00:00:00",
+                "price": 24.21454215271784
+            },
+            "p2": {
+                "time": "2024-08-07 00:00:00",
+                "price": 30.129162361951074
+            }
+        }
+    }
+]

auto_chart_patterns-0.2.0/tests/integration/fixtures/rsi_divergences/SHIBUSDT_rsi_divergences_patterns.json → auto_chart_patterns-0.2.2/tests/integration/fixtures/rsi_divergences/SOLUSDT_rsi_divergences_patterns.json

@@ -3,15 +3,15 @@
         "pivots": [
             {
                 "point": {
-                    "time": "2024-07-04 00:00:00",
-                    "price": 1.463e-05
+                    "time": "2024-04-13 00:00:00",
+                    "price": 138.47
                 },
                 "direction": -1
             },
             {
                 "point": {
-                    "time": "2024-08-07 00:00:00",
-                    "price": 1.288e-05
+                    "time": "2024-04-17 00:00:00",
+                    "price": 131.84
                 },
                 "direction": -1
             }
@@ -20,12 +20,12 @@
         "pattern_name": "Bullish",
         "divergence_line": {
             "p1": {
-                "time": "2024-07-04 00:00:00",
-                "price": 24.21454215271784
+                "time": "2024-04-13 00:00:00",
+                "price": 31.201672642663368
             },
             "p2": {
-                "time": "2024-08-07 00:00:00",
-                "price": 30.129162361951074
+                "time": "2024-04-17 00:00:00",
+                "price": 32.810892477908
             }
         }
     },
@@ -33,29 +33,29 @@
         "pivots": [
             {
                 "point": {
-                    "time": "2024-09-23 00:00:00",
-                    "price": 1.448e-05
+                    "time": "2024-09-01 00:00:00",
+                    "price": 128.5
                 },
                 "direction": -1
             },
             {
                 "point": {
-                    "time": "2024-10-03 00:00:00",
-                    "price": 1.608e-05
+                    "time": "2024-09-06 00:00:00",
+                    "price": 125.05
                 },
                 "direction": -1
             }
         ],
-        "pattern_type": 3,
-        "pattern_name": "Hidden Bullish",
+        "pattern_type": 1,
+        "pattern_name": "Bullish",
         "divergence_line": {
             "p1": {
-                "time": "2024-09-23 00:00:00",
-                "price": 56.127499075804984
+                "time": "2024-09-01 00:00:00",
+                "price": 34.614451707427875
             },
             "p2": {
-                "time": "2024-10-03 00:00:00",
-                "price": 51.95455213721682
+                "time": "2024-09-06 00:00:00",
+                "price": 37.05437446510271
             }
         }
     }

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/fixtures/trend_lines/AVAXUSDT_trend_lines_patterns.json

@@ -57,64 +57,6 @@
             "price": 24.211428571428574
         }
     },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-08-16 00:00:00",
-                    "price": 19.78
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-08-24 00:00:00",
-                    "price": 28.0
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-09-04 00:00:00",
-                    "price": 20.48
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-09-14 00:00:00",
-                    "price": 25.66
-                },
-                "direction": 2
-            }
-        ],
-        "pattern_type": 7,
-        "pattern_name": "Converging Triangle (Bullish)",
-        "trend_line1": {
-            "p1": {
-                "time": "2024-08-16 00:00:00",
-                "price": 19.78
-            },
-            "p2": {
-                "time": "2024-09-14 00:00:00",
-                "price": 20.84842105263158
-            }
-        },
-        "trend_line2": {
-            "p1": {
-                "time": "2024-08-16 00:00:00",
-                "price": 28.89142857142857
-            },
-            "p2": {
-                "time": "2024-09-14 00:00:00",
-                "price": 25.66
-            }
-        },
-        "apex": {
-            "time": "2024-10-17 00:00:00",
-            "price": 21.982857142857146
-        }
-    },
     {
         "pivots": [
             {
@@ -226,63 +168,5 @@
             "time": "2024-05-06 00:00:00",
             "price": 30.482000000000003
         }
-    },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-01-11 00:00:00",
-                    "price": 41.85
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-01-23 00:00:00",
-                    "price": 27.24
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-01-30 00:00:00",
-                    "price": 37.15
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-02-01 00:00:00",
-                    "price": 32.3
-                },
-                "direction": -2
-            }
-        ],
-        "pattern_type": 8,
-        "pattern_name": "Converging Triangle (Bearish)",
-        "trend_line1": {
-            "p1": {
-                "time": "2024-01-11 00:00:00",
-                "price": 41.85
-            },
-            "p2": {
-                "time": "2024-02-01 00:00:00",
-                "price": 36.65526315789474
-            }
-        },
-        "trend_line2": {
-            "p1": {
-                "time": "2024-01-11 00:00:00",
-                "price": 20.493333333333332
-            },
-            "p2": {
-                "time": "2024-02-01 00:00:00",
-                "price": 32.3
-            }
-        },
-        "apex": {
-            "time": "2024-02-07 00:00:00",
-            "price": 35.171052631578945
-        }
     }
 ]

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/fixtures/trend_lines/BTCUSDT_trend_lines_patterns.json

@@ -114,63 +114,5 @@
             "time": "2024-08-16 00:00:00",
             "price": 74208.2642857143
         }
-    },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-03-05 00:00:00",
-                    "price": 59005.0
-                },
-                "direction": -1
-            },
-            {
-                "point": {
-                    "time": "2024-03-14 00:00:00",
-                    "price": 73777.0
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-03-20 00:00:00",
-                    "price": 60775.0
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-03-27 00:00:00",
-                    "price": 71769.54
-                },
-                "direction": 2
-            }
-        ],
-        "pattern_type": 7,
-        "pattern_name": "Converging Triangle (Bullish)",
-        "trend_line1": {
-            "p1": {
-                "time": "2024-03-05 00:00:00",
-                "price": 59005.0
-            },
-            "p2": {
-                "time": "2024-03-27 00:00:00",
-                "price": 61601.0
-            }
-        },
-        "trend_line2": {
-            "p1": {
-                "time": "2024-03-05 00:00:00",
-                "price": 75166.78
-            },
-            "p2": {
-                "time": "2024-03-27 00:00:00",
-                "price": 71769.54
-            }
-        },
-        "apex": {
-            "time": "2024-05-04 00:00:00",
-            "price": 65901.57999999999
-        }
     }
 ]

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/fixtures/trend_lines/SHIBUSDT_trend_lines_patterns.json

@@ -115,64 +115,6 @@
             "price": 2.270461538461538e-05
         }
     },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-04-13 00:00:00",
-                    "price": 1.83e-05
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-04-21 00:00:00",
-                    "price": 2.82e-05
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-05-01 00:00:00",
-                    "price": 2.057e-05
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-05-04 00:00:00",
-                    "price": 2.632e-05
-                },
-                "direction": 2
-            }
-        ],
-        "pattern_type": 7,
-        "pattern_name": "Converging Triangle (Bullish)",
-        "trend_line1": {
-            "p1": {
-                "time": "2024-04-13 00:00:00",
-                "price": 1.83e-05
-            },
-            "p2": {
-                "time": "2024-05-04 00:00:00",
-                "price": 2.0948333333333334e-05
-            }
-        },
-        "trend_line2": {
-            "p1": {
-                "time": "2024-04-13 00:00:00",
-                "price": 2.935692307692308e-05
-            },
-            "p2": {
-                "time": "2024-05-04 00:00:00",
-                "price": 2.632e-05
-            }
-        },
-        "apex": {
-            "time": "2024-05-24 00:00:00",
-            "price": 2.3427692307692305e-05
-        }
-    },
     {
         "pivots": [
             {

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/fixtures/trend_lines/SOLUSDT_trend_lines_patterns.json

@@ -110,63 +110,5 @@
                 "price": 188.89
             }
         }
-    },
-    {
-        "pivots": [
-            {
-                "point": {
-                    "time": "2024-03-11 00:00:00",
-                    "price": 136.49
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-03-18 00:00:00",
-                    "price": 210.18
-                },
-                "direction": 2
-            },
-            {
-                "point": {
-                    "time": "2024-03-20 00:00:00",
-                    "price": 162.45
-                },
-                "direction": -2
-            },
-            {
-                "point": {
-                    "time": "2024-04-01 00:00:00",
-                    "price": 204.46
-                },
-                "direction": 2
-            }
-        ],
-        "pattern_type": 7,
-        "pattern_name": "Converging Triangle (Bullish)",
-        "trend_line1": {
-            "p1": {
-                "time": "2024-03-11 00:00:00",
-                "price": 136.49
-            },
-            "p2": {
-                "time": "2024-04-01 00:00:00",
-                "price": 197.0633333333333
-            }
-        },
-        "trend_line2": {
-            "p1": {
-                "time": "2024-03-11 00:00:00",
-                "price": 213.04000000000002
-            },
-            "p2": {
-                "time": "2024-04-01 00:00:00",
-                "price": 204.46
-            }
-        },
-        "apex": {
-            "time": "2024-04-04 00:00:00",
-            "price": 203.23428571428573
-        }
     }
 ]

{auto_chart_patterns-0.2.0 → auto_chart_patterns-0.2.2}/tests/integration/helpers.py

@@ -86,6 +86,8 @@ scan_properties_rp = ReversalPatternProperties(
 zigzag_rsi = Zigzag(backcandles=2, forwardcandles=3, pivot_limit=100, offset=0)
 scan_properties_rsi = RsiDivergenceProperties(
     rsi_period=14,
+    rsi_overbought=60,
+    rsi_oversold=40,
     min_periods_lapsed=4,
     max_periods_lapsed=30,
     min_price_change_pct=0.02,