elliott-wave-engine

# Elliott Wave Engine ```python import pandas as pd, numpy as np from scipy.signal import argrelextrema class ElliottWaveEngine: @staticmethod def find_waves(df: pd.DataFrame, order: int = 10) -> dict: """Attempt to identify Elliott Wave structure from swing points.""" highs_idx = argrelextrema(df["high"].values, np.greater, order=order)[0] lows_idx = argrelextrema(df["low"].values, np.less, order=order)[0] swings = [] for i in highs_idx: swings.append({"idx": int(i), "price": df["high"].iloc[i], "type": "high", "time": df.index[i]}) for i in lows_idx: swings.append({"idx": int(i), "price": df["low"].iloc[i], "type": "low", "time": df.index[i]}) swings.sort(key=lambda s: s["idx"]) # Validate impulse wave rules waves = ElliottWaveEngine._classify_impulse(swings) return { "swings_found": len(swings), "waves": waves, "current_wave": waves[-1] if waves else None, "note": "Elliott Waves are subjective. Multiple valid counts often exist. Use as confluence, not primary signal.", } @staticmethod def _classify_impulse(swings: list) -> list: """Check if swing sequence follows 5-wave impulse rules.""" waves = [] if len(swings) < 5: return [{"wave": "insufficient_data", "swings": len(swings)}] for i in range(0, len(swings) - 4, 2): s = swings[i:i+5] if len(s) < 5: break # Basic impulse: up-down-up-down-up (bullish) or reverse is_bullish = s[0]["type"] == "low" and s[2]["price"] > s[0]["price"] if is_bullish: w3_longest = (s[2]["price"] - s[1]["price"]) > (s[0]["price"] if s[0]["type"]=="high" else 0) w2_above_w1_start = s[1]["price"] > s[0]["price"] waves.append({ "type": "impulse_bullish", "wave_1": {"start": round(s[0]["price"], 5), "end": round(s[1]["price"], 5)}, "wave_2": {"start": round(s[1]["price"], 5), "end": round(s[2]["price"], 5) if len(s) > 2 else 0}, "w2_valid": w2_above_w1_start, "position": i, }) return waves if waves else [{"wave": "no_clear_impulse"}] @staticmethod def fibonacci_targets(wave_1_start: float, wave_1_end: float, wave_2_end: float) -> dict: """Project wave 3 and wave 5 targets using Fibonacci extensions.""" w1_range = abs(wave_1_end - wave_1_start) direction = 1 if wave_1_end > wave_1_start else -1 return { "wave_3_targets": { "1.000": round(wave_2_end + direction * w1_range * 1.0, 5), "1.618": round(wave_2_end + direction * w1_range * 1.618, 5), "2.618": round(wave_2_end + direction * w1_range * 2.618, 5), }, "wave_5_note": "Project from wave 4 end using wave 1 range", "invalidation": round(wave_1_start, 5), } ```