initial commit

README.md

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+
+An algorithm for Hammer candlestick pattern recognition.
+
+[Candlestick patterns](https://en.wikipedia.org/wiki/Candlestick_pattern)
+
+## Installation
+
+To install the all the packages :
+``` 
+npm install
+```
+
+## Input
+
+A `csv` file named `data.csv` should be present in `src` directory
+
+##Run
+
+```
+node index
+```
+
+##Output
+A `csv` file named `hammer.csv` will be generated in `output` directory. Which contains all hammer candlestick pattern identified in the given dataset.
+

index.js

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+const fs = require('fs');
+const csv = require('csv-parser');
+const csvWriter = require('csv-write-stream')
+const path = require('path')
+const reorder = require('csv-reorder')
+
+function main() {
+    const inputFilePath = path.join(__dirname, "src", "data.csv")
+    const outputFilePath = path.join(__dirname, "output", "hammer.csv")
+
+    if (!fs.existsSync(inputFilePath)) throw "Should contain 'data.csv' under src folder"
+
+    //prepare for output
+    if (fs.existsSync(path.dirname(outputFilePath))) {
+
+        if (fs.existsSync(outputFilePath)) { 
+            fs.unlinkSync(outputFilePath)
+        }
+
+    } else {
+        fs.mkdirSync(path.dirname(outputFilePath))
+    }
+
+    // using streams to handle large datasets
+    var writer = csvWriter()
+    writer.pipe(fs.createWriteStream(outputFilePath, {flags: 'a'}))
+
+    console.log("Identifying hammer candlestick pattern.....")
+    fs.createReadStream(inputFilePath)
+    .on('error', (err) => {
+        console.log(err)
+    })
+    .pipe(csv())
+    .on('data', (row) => {
+       if(isHammer(row)) {
+            writer.write(row)
+        }
+    })
+    .on('end', () => {
+        writer.end()
+    })
+
+    //sort and remove duplicates
+    console.log("Sorting and removing duplicates......")
+    reorder({
+        input: outputFilePath,
+        output: outputFilePath,
+        sort: 'Date',
+        type: 'string',
+        remove: true,
+        "remove-duplicates": true,
+        metadata: false
+      })
+      .then(metadata => {
+          if (metadata.removed > 0) {
+            console.log(`removed ${metadata.removed} duplicates`)
+          }
+          var totalHammers = metadata.rows - metadata.removed
+          console.log(`There are total ${totalHammers} hammer candlestick pattern identified in the given dataset`)
+      })
+      .catch(error => {
+        console.log(error)
+      })
+
+}
+
+function isHammer(row) {
+    // defining these to perform checks later, if required any
+    const close = row.close
+    const open = row.open
+    const high = row.high
+    const low = row.low
+
+    //no body 
+    if (open == close) {
+        return false
+    }
+
+    // has a upper wick
+    if (high != open && high != close) {
+        return false
+    }
+
+    // body shouldn't be more than 30 % and should atleast have a 10 % of the candle
+    if (0.3 >= (Math.abs(close-open) / (high-low)) >= 0.1) { 
+            return true
+            /**
+              * need not check the lowerwick because we match high to either close/open  
+              * "1.0 > ((Math.min(close,open) - low) / (high-low)) >= 0.7"
+              * */
+
+    } 
+
+    /**
+     * Alternate formula to check for hammer with below listed constraints
+     * 1. Body shouldn't be more than 30 % and should atleast be 10 % of the candle
+     * 2. Upper wick shouldn't be more than 25% of the body
+     * 3. Lower wick should be atleast double the size of the body 
+     * */
+    //  if(0.3 >= (Math.abs(close - open) / (high - low)) >= 0.1 && 
+    //         (high - Math.max(close, open)) <= (0.25 * Math.abs(close - open)) && 
+    //             (Math.min(close, open)) - low >= (2 *  Math.abs(close - open)) 
+    // ) {
+
+    //     return true
+    //  } 
+
+    return false
+}
+main()
+
+// Difference between two formulas, where the second formula produces below extra data from the supplied csv 
+// 2012-07-27,540.500000,541.000000,527.325012,537.161987,402.296936,4931244
+// 2015-04-27,1000.000000,1001.000000,974.049988,992.325012,892.963989,9911320
+// 2016-05-24,1191.050049,1191.750000,1177.599976,1187.750000,1128.331055,1742530
+// 2016-07-12,1180.000000,1180.349976,1168.000000,1176.550049,1130.705444,3098684
+// 2016-11-08,986.900024,987.750000,970.599976,982.599976,954.440308,2630554
+// 2005-05-18,257.500000,257.737000,249.136993,255.281006,118.744957,11085672
+// 2005-12-28,374.875000,375.000000,370.250000,373.580994,183.468109,3432264
+// 2009-04-09,358.750000,359.225006,349.000000,356.750000,223.571716,7530844