harmonic-pattern-engine

# Harmonic Pattern Engine ```python import pandas as pd, numpy as np from scipy.signal import argrelextrema HARMONIC_RATIOS = { "gartley": {"XB": (0.618, 0.618), "AC": (0.382, 0.886), "BD": (1.272, 1.618), "XD": (0.786, 0.786)}, "butterfly": {"XB": (0.786, 0.786), "AC": (0.382, 0.886), "BD": (1.618, 2.618), "XD": (1.272, 1.618)}, "bat": {"XB": (0.382, 0.500), "AC": (0.382, 0.886), "BD": (1.618, 2.618), "XD": (0.886, 0.886)}, "crab": {"XB": (0.382, 0.618), "AC": (0.382, 0.886), "BD": (2.240, 3.618), "XD": (1.618, 1.618)}, "cypher": {"XB": (0.382, 0.618), "AC": (1.130, 1.414), "BD": (1.272, 2.000), "XD": (0.786, 0.786)}, } class HarmonicEngine: @staticmethod def detect_xabcd(df: pd.DataFrame, tolerance: float = 0.05) -> list[dict]: """Detect XABCD harmonic patterns from swing points.""" highs = argrelextrema(df["high"].values, np.greater, order=5)[0] lows = argrelextrema(df["low"].values, np.less, order=5)[0] swings = [] for i in highs: swings.append({"idx": i, "price": df["high"].iloc[i], "type": "H"}) for i in lows: swings.append({"idx": i, "price": df["low"].iloc[i], "type": "L"}) swings.sort(key=lambda s: s["idx"]) patterns = [] for i in range(len(swings) - 4): X, A, B, C, D = [swings[j]["price"] for j in range(i, i + 5)] XA = abs(A - X) if XA == 0: continue AB = abs(B - A) BC = abs(C - B) CD = abs(D - C) XB_ratio = AB / XA AC_ratio = BC / AB if AB > 0 else 0 BD_ratio = CD / BC if BC > 0 else 0 XD_ratio = abs(D - X) / XA for name, ratios in HARMONIC_RATIOS.items(): xb_min, xb_max = ratios["XB"][0] - tolerance, ratios["XB"][1] + tolerance xd_min, xd_max = ratios["XD"][0] - tolerance, ratios["XD"][1] + tolerance if xb_min <= XB_ratio <= xb_max and xd_min <= XD_ratio <= xd_max: bullish = D < X if swings[i]["type"] == "L" else D > X patterns.append({ "pattern": name, "bullish": bullish, "X": round(X, 5), "A": round(A, 5), "B": round(B, 5), "C": round(C, 5), "D": round(D, 5), "XB": round(XB_ratio, 3), "XD": round(XD_ratio, 3), "prz": round(D, 5), "signal": f"{'BUY' if bullish else 'SELL'} at PRZ {round(D, 5)}", "stop": round(X, 5), "tp1": round(D + (A - D) * 0.382, 5) if bullish else round(D - (D - A) * 0.382, 5), "tp2": round(D + (A - D) * 0.618, 5) if bullish else round(D - (D - A) * 0.618, 5), }) return patterns ```