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candle_rankings.py
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candle_rankings.py
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# Note - 1
# Only some patterns have bull and bear versions.
# However, to make the process unified and for codability purposes
# all patterns are labeled with "_Bull" and "_Bear" tags.
# Both versions of the single patterns are given same performance rank,
# since they will always return only 1 version.
# Note - 2
# Following TA-Lib patterns are excluded from the analysis since the corresponding ranking not found:
# CounterAttack, Longline, Shortline, Stalledpattern, Kickingbylength
candle_rankings = {
"CDL3LINESTRIKE_Bull": 1,
"CDL3LINESTRIKE_Bear": 2,
"CDL3BLACKCROWS_Bull": 3,
"CDL3BLACKCROWS_Bear": 3,
"CDLEVENINGSTAR_Bull": 4,
"CDLEVENINGSTAR_Bear": 4,
"CDLTASUKIGAP_Bull": 5,
"CDLTASUKIGAP_Bear": 5,
"CDLINVERTEDHAMMER_Bull": 6,
"CDLINVERTEDHAMMER_Bear": 6,
"CDLMATCHINGLOW_Bull": 7,
"CDLMATCHINGLOW_Bear": 7,
"CDLABANDONEDBABY_Bull": 8,
"CDLABANDONEDBABY_Bear": 8,
"CDLBREAKAWAY_Bull": 10,
"CDLBREAKAWAY_Bear": 10,
"CDLMORNINGSTAR_Bull": 12,
"CDLMORNINGSTAR_Bear": 12,
"CDLPIERCING_Bull": 13,
"CDLPIERCING_Bear": 13,
"CDLSTICKSANDWICH_Bull": 14,
"CDLSTICKSANDWICH_Bear": 14,
"CDLTHRUSTING_Bull": 15,
"CDLTHRUSTING_Bear": 15,
"CDLINNECK_Bull": 17,
"CDLINNECK_Bear": 17,
"CDL3INSIDE_Bull": 20,
"CDL3INSIDE_Bear": 56,
"CDLHOMINGPIGEON_Bull": 21,
"CDLHOMINGPIGEON_Bear": 21,
"CDLDARKCLOUDCOVER_Bull": 22,
"CDLDARKCLOUDCOVER_Bear": 22,
"CDLIDENTICAL3CROWS_Bull": 24,
"CDLIDENTICAL3CROWS_Bear": 24,
"CDLMORNINGDOJISTAR_Bull": 25,
"CDLMORNINGDOJISTAR_Bear": 25,
"CDLXSIDEGAP3METHODS_Bull": 27,
"CDLXSIDEGAP3METHODS_Bear": 26,
"CDLTRISTAR_Bull": 28,
"CDLTRISTAR_Bear": 76,
"CDLGAPSIDESIDEWHITE_Bull": 46,
"CDLGAPSIDESIDEWHITE_Bear": 29,
"CDLEVENINGDOJISTAR_Bull": 30,
"CDLEVENINGDOJISTAR_Bear": 30,
"CDL3WHITESOLDIERS_Bull": 32,
"CDL3WHITESOLDIERS_Bear": 32,
"CDLONNECK_Bull": 33,
"CDLONNECK_Bear": 33,
"CDL3OUTSIDE_Bull": 34,
"CDL3OUTSIDE_Bear": 39,
"CDLRICKSHAWMAN_Bull": 35,
"CDLRICKSHAWMAN_Bear": 35,
"CDLSEPARATINGLINES_Bull": 36,
"CDLSEPARATINGLINES_Bear": 40,
"CDLLONGLEGGEDDOJI_Bull": 37,
"CDLLONGLEGGEDDOJI_Bear": 37,
"CDLHARAMI_Bull": 38,
"CDLHARAMI_Bear": 72,
"CDLLADDERBOTTOM_Bull": 41,
"CDLLADDERBOTTOM_Bear": 41,
"CDLCLOSINGMARUBOZU_Bull": 70,
"CDLCLOSINGMARUBOZU_Bear": 43,
"CDLTAKURI_Bull": 47,
"CDLTAKURI_Bear": 47,
"CDLDOJISTAR_Bull": 49,
"CDLDOJISTAR_Bear": 51,
"CDLHARAMICROSS_Bull": 50,
"CDLHARAMICROSS_Bear": 80,
"CDLADVANCEBLOCK_Bull": 54,
"CDLADVANCEBLOCK_Bear": 54,
"CDLSHOOTINGSTAR_Bull": 55,
"CDLSHOOTINGSTAR_Bear": 55,
"CDLMARUBOZU_Bull": 71,
"CDLMARUBOZU_Bear": 57,
"CDLUNIQUE3RIVER_Bull": 60,
"CDLUNIQUE3RIVER_Bear": 60,
"CDL2CROWS_Bull": 61,
"CDL2CROWS_Bear": 61,
"CDLBELTHOLD_Bull": 62,
"CDLBELTHOLD_Bear": 63,
"CDLHAMMER_Bull": 65,
"CDLHAMMER_Bear": 65,
"CDLHIGHWAVE_Bull": 67,
"CDLHIGHWAVE_Bear": 67,
"CDLSPINNINGTOP_Bull": 69,
"CDLSPINNINGTOP_Bear": 73,
"CDLUPSIDEGAP2CROWS_Bull": 74,
"CDLUPSIDEGAP2CROWS_Bear": 74,
"CDLGRAVESTONEDOJI_Bull": 77,
"CDLGRAVESTONEDOJI_Bear": 77,
"CDLHIKKAKEMOD_Bull": 82,
"CDLHIKKAKEMOD_Bear": 81,
"CDLHIKKAKE_Bull": 85,
"CDLHIKKAKE_Bear": 83,
"CDLENGULFING_Bull": 84,
"CDLENGULFING_Bear": 91,
"CDLMATHOLD_Bull": 86,
"CDLMATHOLD_Bear": 86,
"CDLHANGINGMAN_Bull": 87,
"CDLHANGINGMAN_Bear": 87,
"CDLRISEFALL3METHODS_Bull": 94,
"CDLRISEFALL3METHODS_Bear": 89,
"CDLKICKING_Bull": 96,
"CDLKICKING_Bear": 102,
"CDLDRAGONFLYDOJI_Bull": 98,
"CDLDRAGONFLYDOJI_Bear": 98,
"CDLCONCEALBABYSWALL_Bull": 101,
"CDLCONCEALBABYSWALL_Bear": 101,
"CDL3STARSINSOUTH_Bull": 103,
"CDL3STARSINSOUTH_Bear": 103,
"CDLDOJI_Bull": 104,
"CDLDOJI_Bear": 104
}