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cb145d1 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 | """Candlestick pattern detector — 14 patterns on CLOSED candles only.
Patterns are tiered by reliability:
Tier 1 (strength 3): Pattern at a key S/R level (within 0.5 × ATR)
Tier 2 (strength 2): Clear pattern, no S/R confluence
Tier 3 (strength 1): Marginal / small-body pattern
Detection runs on the last 5 closed candles of a DataFrame that already
has the forming candle dropped by the caller.
All returns are JSON-serialisable dicts — no pandas objects.
"""
from __future__ import annotations
import math
import pandas as pd
# ─────────────────────────────────────────────────────────────────────────────
# Helpers
# ─────────────────────────────────────────────────────────────────────────────
def _body(o, c):
return abs(c - o)
def _upper_wick(o, c, h):
return h - max(o, c)
def _lower_wick(o, c, l):
return min(o, c) - l
def _is_bullish(o, c):
return c > o
def _is_bearish(o, c):
return c < o
def _at_key_level(price: float, support, resistance, atr: float) -> bool:
"""True if price is within 0.5 × ATR of a support or resistance level."""
if atr <= 0:
return False
if support is not None and abs(price - support) <= 0.5 * atr:
return True
if resistance is not None and abs(price - resistance) <= 0.5 * atr:
return True
return False
def _strength(at_key: bool) -> int:
return 3 if at_key else 2
def _make(name: str, signal: str, at_key: bool, description: str) -> dict:
return {
"name": name,
"signal": signal, # "bullish" | "bearish" | "neutral"
"strength": _strength(at_key),
"at_key_level": at_key,
"description": description,
}
# ─────────────────────────────────────────────────────────────────────────────
# Single-candle patterns
# ─────────────────────────────────────────────────────────────────────────────
def _pin_bar(o, h, l, c, atr, support, resistance) -> dict | None:
"""Long lower wick ≥ 2× body, short upper wick ≤ 0.3× body → bullish reversal."""
body = _body(o, c)
if body < atr * 0.05: # ignore doji-level bodies
return None
lower = _lower_wick(o, c, l)
upper = _upper_wick(o, c, h)
if lower >= 2.0 * body and upper <= 0.3 * body:
ak = _at_key_level(l, support, resistance, atr)
return _make("Pin Bar", "bullish", ak,
f"Long lower shadow ({lower/body:.1f}× body) shows rejection of lower prices.")
return None
def _shooting_star(o, h, l, c, atr, support, resistance) -> dict | None:
"""Long upper wick ≥ 2× body, short lower wick → bearish reversal at highs."""
body = _body(o, c)
if body < atr * 0.05:
return None
upper = _upper_wick(o, c, h)
lower = _lower_wick(o, c, l)
if upper >= 2.0 * body and lower <= 0.3 * body:
ak = _at_key_level(h, support, resistance, atr)
return _make("Shooting Star", "bearish", ak,
f"Long upper shadow ({upper/body:.1f}× body) shows rejection of higher prices.")
return None
def _doji(o, h, l, c, atr, support, resistance) -> dict | None:
"""Body ≤ 5% of full candle range → indecision / potential reversal."""
full_range = h - l
if full_range < atr * 0.1:
return None
body = _body(o, c)
if body <= 0.05 * full_range:
ak = _at_key_level(c, support, resistance, atr)
return _make("Doji", "neutral", ak,
"Near-equal open/close signals market indecision — watch for breakout candle.")
return None
def _marubozu(o, h, l, c, atr, support, resistance) -> dict | None:
"""Body covers ≥ 90% of candle range, tiny wicks → strong momentum."""
full_range = h - l
if full_range < atr * 0.2:
return None
body = _body(o, c)
if body >= 0.90 * full_range:
if _is_bullish(o, c):
ak = _at_key_level(l, support, resistance, atr)
return _make("Bullish Marubozu", "bullish", ak,
"Full-body bullish candle — strong buying pressure, minimal wick.")
else:
ak = _at_key_level(h, support, resistance, atr)
return _make("Bearish Marubozu", "bearish", ak,
"Full-body bearish candle — strong selling pressure, minimal wick.")
return None
# ─────────────────────────────────────────────────────────────────────────────
# Two-candle patterns
# ─────────────────────────────────────────────────────────────────────────────
def _engulfing(p_o, p_h, p_l, p_c,
c_o, c_h, c_l, c_c,
atr, support, resistance) -> dict | None:
"""Current candle body fully engulfs prior candle body."""
p_body = _body(p_o, p_c)
c_body = _body(c_o, c_c)
if p_body < atr * 0.05 or c_body < p_body:
return None
if _is_bullish(p_o, p_c) and _is_bearish(c_o, c_c):
# Bearish engulfing: current bearish body covers bullish prior
if c_o >= p_c and c_c <= p_o:
ak = _at_key_level(c_h, support, resistance, atr)
return _make("Bearish Engulfing", "bearish", ak,
"Bears fully reversed the prior bullish candle — momentum shift down.")
elif _is_bearish(p_o, p_c) and _is_bullish(c_o, c_c):
# Bullish engulfing: current bullish body covers bearish prior
if c_o <= p_c and c_c >= p_o:
ak = _at_key_level(c_l, support, resistance, atr)
return _make("Bullish Engulfing", "bullish", ak,
"Bulls fully reversed the prior bearish candle — momentum shift up.")
return None
def _harami(p_o, p_h, p_l, p_c,
c_o, c_h, c_l, c_c,
atr, support, resistance) -> dict | None:
"""Small current candle body contained within prior large candle body."""
p_body = _body(p_o, p_c)
c_body = _body(c_o, c_c)
if p_body < atr * 0.3 or c_body >= p_body * 0.5:
return None
p_top = max(p_o, p_c)
p_bottom = min(p_o, p_c)
c_top = max(c_o, c_c)
c_bottom = min(c_o, c_c)
if c_top <= p_top and c_bottom >= p_bottom:
if _is_bearish(p_o, p_c) and _is_bullish(c_o, c_c):
ak = _at_key_level(p_l, support, resistance, atr)
return _make("Bullish Harami", "bullish", ak,
"Small bullish body inside large bearish candle — selling momentum fading.")
elif _is_bullish(p_o, p_c) and _is_bearish(c_o, c_c):
ak = _at_key_level(p_h, support, resistance, atr)
return _make("Bearish Harami", "bearish", ak,
"Small bearish body inside large bullish candle — buying momentum fading.")
return None
def _tweezer(p_o, p_h, p_l, p_c,
c_o, c_h, c_l, c_c,
atr, support, resistance) -> dict | None:
"""Two candles with matching highs (top) or matching lows (bottom)."""
tol = atr * 0.05
if abs(p_l - c_l) <= tol and _is_bearish(p_o, p_c) and _is_bullish(c_o, c_c):
ak = _at_key_level(c_l, support, resistance, atr)
return _make("Tweezer Bottom", "bullish", ak,
"Matching lows with opposite-colored candles — double rejection of the low.")
if abs(p_h - c_h) <= tol and _is_bullish(p_o, p_c) and _is_bearish(c_o, c_c):
ak = _at_key_level(c_h, support, resistance, atr)
return _make("Tweezer Top", "bearish", ak,
"Matching highs with opposite-colored candles — double rejection of the high.")
return None
# ─────────────────────────────────────────────────────────────────────────────
# Three-candle patterns
# ─────────────────────────────────────────────────────────────────────────────
def _morning_star(c1_o, c1_h, c1_l, c1_c,
c2_o, c2_h, c2_l, c2_c,
c3_o, c3_h, c3_l, c3_c,
atr, support, resistance) -> dict | None:
"""Bearish → small body gap down → bullish close above midpoint of c1."""
c1_body = _body(c1_o, c1_c)
c3_body = _body(c3_o, c3_c)
c2_body = _body(c2_o, c2_c)
if c1_body < atr * 0.3 or c3_body < atr * 0.3:
return None
c1_mid = (c1_o + c1_c) / 2
if (_is_bearish(c1_o, c1_c)
and c2_body <= c1_body * 0.4 # small star
and _is_bullish(c3_o, c3_c)
and c3_c > c1_mid):
ak = _at_key_level(c1_l, support, resistance, atr)
return _make("Morning Star", "bullish", ak,
"Three-candle reversal: bearish → indecision star → bullish recovery above midpoint.")
return None
def _evening_star(c1_o, c1_h, c1_l, c1_c,
c2_o, c2_h, c2_l, c2_c,
c3_o, c3_h, c3_l, c3_c,
atr, support, resistance) -> dict | None:
"""Bullish → small body gap up → bearish close below midpoint of c1."""
c1_body = _body(c1_o, c1_c)
c3_body = _body(c3_o, c3_c)
c2_body = _body(c2_o, c2_c)
if c1_body < atr * 0.3 or c3_body < atr * 0.3:
return None
c1_mid = (c1_o + c1_c) / 2
if (_is_bullish(c1_o, c1_c)
and c2_body <= c1_body * 0.4
and _is_bearish(c3_o, c3_c)
and c3_c < c1_mid):
ak = _at_key_level(c1_h, support, resistance, atr)
return _make("Evening Star", "bearish", ak,
"Three-candle reversal: bullish → indecision star → bearish close below midpoint.")
return None
def _three_soldiers(candles: list, atr: float, support, resistance) -> dict | None:
"""Three consecutive bullish candles, each closing higher than the last."""
if len(candles) < 3:
return None
c1, c2, c3 = candles[-3], candles[-2], candles[-1]
o1, c1c = c1["open"], c1["close"]
o2, c2c = c2["open"], c2["close"]
o3, c3c = c3["open"], c3["close"]
min_body = atr * 0.3
if (all(_is_bullish(o, c) for o, c in [(o1,c1c),(o2,c2c),(o3,c3c)])
and all(_body(o, c) >= min_body for o, c in [(o1,c1c),(o2,c2c),(o3,c3c)])
and c1c < c2c < c3c
and o2 > o1 and o3 > o2):
ak = _at_key_level(c3c, support, resistance, atr)
return _make("Three White Soldiers", "bullish", ak,
"Three consecutive strong bullish candles — sustained buying conviction.")
return None
def _three_crows(candles: list, atr: float, support, resistance) -> dict | None:
"""Three consecutive bearish candles, each closing lower than the last."""
if len(candles) < 3:
return None
c1, c2, c3 = candles[-3], candles[-2], candles[-1]
o1, c1c = c1["open"], c1["close"]
o2, c2c = c2["open"], c2["close"]
o3, c3c = c3["open"], c3["close"]
min_body = atr * 0.3
if (all(_is_bearish(o, c) for o, c in [(o1,c1c),(o2,c2c),(o3,c3c)])
and all(_body(o, c) >= min_body for o, c in [(o1,c1c),(o2,c2c),(o3,c3c)])
and c1c > c2c > c3c
and o2 < o1 and o3 < o2):
ak = _at_key_level(c3c, support, resistance, atr)
return _make("Three Black Crows", "bearish", ak,
"Three consecutive strong bearish candles — sustained selling conviction.")
return None
# ─────────────────────────────────────────────────────────────────────────────
# Public API
# ─────────────────────────────────────────────────────────────────────────────
def detect_patterns(df: pd.DataFrame,
support=None,
resistance=None,
atr: float = 0.0) -> list[dict]:
"""Detect all candlestick patterns in the last 5 closed candles.
Args:
df: OHLCV DataFrame, forming bar already dropped by caller.
support: Nearest support level (float or None).
resistance: Nearest resistance level (float or None).
atr: 14-period ATR value for body-size thresholds.
Returns:
List of pattern dicts, most-recent first.
Empty list if fewer than 3 candles or ATR is zero.
"""
if len(df) < 3 or atr <= 0:
return []
# Work with last 5 candles only (sufficient for all patterns here)
tail = df.tail(5)
rows = [
{"open": float(r["open"]), "high": float(r["high"]),
"low": float(r["low"]), "close": float(r["close"])}
for _, r in tail.iterrows()
]
found: list[dict] = []
# ── Latest candle (index -1) ─────────────────────────────────────────────
c = rows[-1]
o, h, l, cv = c["open"], c["high"], c["low"], c["close"]
for fn in [_pin_bar, _shooting_star, _doji, _marubozu]:
result = fn(o, h, l, cv, atr, support, resistance)
if result:
found.append(result)
# ── Two-candle (prior + current) ─────────────────────────────────────────
if len(rows) >= 2:
p = rows[-2]
for fn in [_engulfing, _harami, _tweezer]:
result = fn(p["open"], p["high"], p["low"], p["close"],
o, h, l, cv, atr, support, resistance)
if result:
found.append(result)
# ── Three-candle (c1, c2, current) ──────────────────────────────────────
if len(rows) >= 3:
c1, c2 = rows[-3], rows[-2]
for fn in [_morning_star, _evening_star]:
result = fn(c1["open"], c1["high"], c1["low"], c1["close"],
c2["open"], c2["high"], c2["low"], c2["close"],
o, h, l, cv, atr, support, resistance)
if result:
found.append(result)
for fn in [_three_soldiers, _three_crows]:
result = fn(rows, atr, support, resistance)
if result:
found.append(result)
# De-duplicate: keep highest-strength version of each name
seen: dict[str, dict] = {}
for pat in found:
name = pat["name"]
if name not in seen or pat["strength"] > seen[name]["strength"]:
seen[name] = pat
return list(seen.values())
def pattern_score(patterns: list[dict], max_score: float = 10.0) -> float:
"""Convert pattern list to a 0–10 score.
Scoring:
strength-3 pattern: 4 pts
strength-2 pattern: 2.5 pts
strength-1 pattern: 1 pt
Multiple patterns are additive but capped at max_score.
Returns 5.0 (neutral) if no patterns detected.
"""
if not patterns:
return 5.0
pts = {3: 4.0, 2: 2.5, 1: 1.0}
total = sum(pts.get(p["strength"], 1.0) for p in patterns)
return round(min(5.0 + total, max_score), 2)
def pattern_signal(patterns: list[dict]) -> str:
"""Aggregate signal direction from all patterns.
Returns "bullish", "bearish", or "neutral" based on majority.
"""
if not patterns:
return "neutral"
bull = sum(1 for p in patterns if p["signal"] == "bullish")
bear = sum(1 for p in patterns if p["signal"] == "bearish")
if bull > bear:
return "bullish"
if bear > bull:
return "bearish"
return "neutral"
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