More candlestick patterns detected

Changes to be committed:
	modified:   Base/Library/JRRtechnical.py
	modified:   Extras/CodeProofs/jrrTA/demo.candlesticks

Author: rapmd73

Base/Library/.JRRtechnical.py.swp

@@ -24,7 +24,7 @@ def __init__(self, exchange, account, asset, timeframe, count=200,length=16,prec
         self.account = account
         self.asset = asset
         self.tf = timeframe
-        self.count = count+1 # historical (count) + live candles
+        self.count = count+1 if count<5000 else 5000 # historical (count) + live candles
         self.window = []
         self.length=16
         self.precision=8
@@ -122,29 +122,17 @@ def ReadFile2List(fname):
         return ohlcv
 
     # Pull the OHLCV data to the limit requested.
+    # Return the RAW ohlcv data. Do NOT add it to the rolling window.
 
     def GetOHLCV(self):
         try:
             ohlcv=self.relay.GetOHLCV(symbol=self.asset,timeframe=self.tf, limit=self.count)
-        except Exception:
-            ohlcv=[]
-
-        if not ohlcv:
+        except Exception as err:
+            print(err)
             # Return a blank padded window if fetch fails
-            self.window=[[None,None,None,None,None,None] for _ in range(self.count)]
-            return self.window
-
-        # Replace the window entirely with new data
-        self.window=[list(slice_) for slice_ in ohlcv]
+            ohlcv=None
 
-        # Enforce fixed window size
-        if len(self.window)>self.count:
-            self.window=self.window[-self.count:]
-        elif len(self.window)<self.count:
-            padding=[[None,None,None,None,None,None] for _ in range(self.count-len(self.window))]
-            self.window=padding+self.window
-
-        return self.window
+        return ohlcv
 
     # Update the window with the last two OHLCV values. This replaces the
     # incomplete candle from the previous call.
@@ -1360,7 +1348,7 @@ def Hammer(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4):
         us=h-max(o,c)   # length of upper wick/shadow
         ls=max(o,c)-l   # length of lower wick/shadow
 
-        if ls>2*b and us>2*b: # spinning top
+        if b==0 or (ls>2*b and us>2*b): # spinning top
             isHammer=0
         if ls>2*b and us<b:
             isHammer=1
@@ -1390,7 +1378,7 @@ def InvertedHammer(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4):
         us=h-max(o,c)   # length of upper wick/shadow
         ls=max(o,c)-l   # length of lower wick/shadow
 
-        if ls>2*b and us>2*b: # spinning top
+        if b==0 or (ls>2*b and us>2*b): # spinning top
             isInvHammer=0
         if us>2*b and ls<b:
             isInvHammer=1
@@ -1539,7 +1527,7 @@ def BearishMarubozu(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=0.1):
 
     # Highwave candlestick pattern
 
-    def Highwave(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=2):
+    def HighWave(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=2):
         if len(self.window)<1:
             self.AddColumn(None)    # is hammer (1=yes)
             return self.window
@@ -1565,9 +1553,63 @@ def Highwave(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=2):
 
         return self.window
 
-    ## Single Candlestick Patterns
+    # Bullish Belt Hold
+
+    def BullishBeltHold(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=0.1):
+        if len(self.window)<1:
+            self.AddColumn(None)    # is hammer (1=yes)
+            return self.window
+
+        last_row=self.LastRow()
+
+        o=last_row[OpenIDX]
+        h=last_row[HighIDX]
+        l=last_row[LowIDX]
+        c=last_row[CloseIDX]
+
+        isBeltHold=0
 
-    # Belt Hold (Bullish Belt Hold, Bearish Belt Hold)
+        b=c-o
+
+        if b>0:
+            us=h-c
+            ls=o-l
+
+            if ls<=(threshold*b) and b>0 and c>o:
+                isBeltHold=1
+
+        self.AddColumn(isBeltHold)
+
+        return self.window
+
+    # Bearish Belt Hold
+
+    def BearishBeltHold(self,OpenIDX=1,HighIDX=2,LowIDX=3,CloseIDX=4,threshold=0.1):
+        if len(self.window)<1:
+            self.AddColumn(None)    # is hammer (1=yes)
+            return self.window
+
+        last_row=self.LastRow()
+
+        o=last_row[OpenIDX]
+        h=last_row[HighIDX]
+        l=last_row[LowIDX]
+        c=last_row[CloseIDX]
+
+        isBeltHold=0
+
+        b=o-c
+
+        if b>0:
+            us=h-o
+            ls=c-l
+
+            if us<=(threshold*b) and b>0 and o>c:
+                isBeltHold=1
+
+        self.AddColumn(isBeltHold)
+
+        return self.window
 
     ## Double Candlestick Patterns
 

Base/Library/JRRtechnical.py

@@ -18,8 +18,17 @@ import JackrabbitRelay as JRR
 import JRRtechnical as jrTA
 
 def main():
-    ta=jrTA.TechnicalAnalysis('kraken','MAIN','ADA/USD','1m',197)
-    ohlcv=ta.ReadOHLCV('ADAUSD.txt')
+    if len(sys.argv) > 4:
+        exchangeName=sys.argv[1]
+        account=sys.argv[2]
+        asset=sys.argv[3]
+        tf=sys.argv[4]
+    else:
+        print("An exchange, (sub)account, an asset, and a timeframe must be provided.")
+        sys.exit(1)
+
+    ta=jrTA.TechnicalAnalysis(exchangeName,account,asset,tf,5000)
+    ohlcv=ta.GetOHLCV()
 
     Opening=1
     HighIDX=2
@@ -32,10 +41,16 @@ def main():
 
         # ta.Doji()
         # ta.TriStarDoji()
+        # ta.Hammer()
+        # ta.InvertedHammer()
+        # ta.SpinningTop()
+        # ta.HangingMan()
+        # ta.ShootingStar()
         # ta.BullishMarubozu()
         # ta.BearishMarubozu()
-        ta.Hammer()
-        ta.InvertedHammer()
+        # ta.HighWave()
+        # ta.BullishBeltHold()
+        # ta.BearishBeltHold()
 
         ta.Display(-1)