Market Candlestick & AI Pattern Scanner (yfinance-ta-patterns)

High-performance Python library, CLI, and Native MCP Server (yfinance-ta-mcp) that downloads multi-asset market data via yfinance, detects TA-Lib candlestick patterns, and enriches raw signals using an AI/Quant Confluence Engine to generate multi-factor confluence scores (deterministic quantitative confluence heuristic, not uncalibrated win-rate probability), trade setups, and LLM-ready market briefs.

Universal runtime compatibility across CPython 3.8 to 3.16, free-threaded No-GIL 3.13t to 3.16t, PyPy 3.8 to 3.12 with high-speed JIT tracing, and legacy Windows 7+ support, installed directly from PyPI with zero compilation required.

🤝 Community, Issues & Support

• 🎬 Featured on Video: In-depth walkthrough by Context Unfiltered (Tech & Science): "New Python Library Combines Candlestick Patterns With AI" — Watch on Instagram Reels

• 🐛 Found a bug or calculation issue? Please Open an Issue — reports are tracked and resolved quickly!

• 💬 Questions, strategies, or feature requests? Join the conversation in GitHub Discussions.

• ⭐ Find this project useful? Give it a star on GitHub — it helps more traders and quants discover the tool!

• ☕ Support development (USDT TRC-20): TDVbEdnpgNgoAhNcn1EwXxWHiR3RKLit5P (Verify on TronScan)

Key Features

• Multi-Asset Data Loader: Universal fetching and candle normalization for stocks (AAPL, NVDA), crypto (BTC-USD), commodities (GC=F), indices (^GSPC), and forex pairs (EURUSD). Supports custom date ranges (start, end), timezone conversion, UTC-anchored 4h resampling, and raw OHLC integrity validation.

• TA-Lib Pattern Detection: Full recognition engine across all 61 canonical TA-Lib candlestick patterns via native C TA-Lib OR built-in pure-Python / NumPy fallback engine (all 61 patterns supported in both modes!).

• AI Pattern Confluence Scorer: Multi-factor confluence score ($0.0 - 1.0$) evaluating quantitative confluence (deterministic heuristic, not win-rate probability):

  • Multi-EMA trend alignment (20, 50, 200 EMA) with safe warm-up handling

  • Zero-lookahead Relative Volume surge (RVOL)

  • Canonical Wilder's RSI (14) momentum exhaustion & divergence

  • Canonical Wilder's ATR (14) volatility expansion & candle body dominance

• Automated Trade Setups: Computes entry price, ATR-based invalidation stop-loss, and multi-tier take-profit targets (1.5x / 3.0x risk/reward).

• AI Market Analyst & LLM Integration: Generates executive markdown briefs, JSON payloads, and engineered reasoning prompts tailored for frontier AI agents and reasoning models (Claude 3.7 Sonnet, OpenAI o3-mini / o1, DeepSeek-R1 / V3, Gemini 2.5 Flash / Pro, GPT-4.5, Ollama).

• Quantitative Pattern Ranking & Backtesting: Unbiased next-open execution (Open[i+1]), symmetric Long/Short trading, universal FX quote-currency conversion, transaction cost modeling (commissions & slippage), overfitting filters (min_signals), and periodic Sharpe ratio accounting for non-trading hold periods.

Related MCP server: crypto-powerdata-mcp

🧩 Universal Compatibility Matrix

Quick start

1. Installation

yfinance-ta-patterns installs in seconds with zero C build requirements by default, using an internal vectorized pure-Python/NumPy engine for candlestick pattern recognition.

🚀 Quick Installation by Platform

Option A: Using uv (Fastest & Recommended)

# 1. Standard install (100% Autonomous AI + Pattern Engine, zero C compiler or Scikit-Learn required):
uv add yfinance-ta-patterns

# 2. Optional: with C TA-Lib extension if you already have local C headers:
uv add "yfinance-ta-patterns[talib]"

# 3. Instant execution without installing into environment:
uvx --from yfinance-ta-patterns yftp --all-patterns --symbol AAPL --timeframe 1h --ai

yftp --check-talib

from yfinance_ta_patterns import is_freethreaded, is_gil_enabled
print("Free-Threaded build:", is_freethreaded())
print("GIL active:", is_gil_enabled())

Option B: Using Standard pip

# Standard install (pure-Python fallback by default):
pip install yfinance-ta-patterns

# Optional: With native C TA-Lib acceleration (requires ta-lib C headers):
pip install "yfinance-ta-patterns[talib]"

Option C: Native C TA-Lib on Linux & macOS (Optional)

• macOS (Homebrew):

  brew install ta-lib
  export TA_INCLUDE_PATH="$(brew --prefix)/include"
  export TA_LIBRARY_PATH="$(brew --prefix)/lib"
  uv pip install ta-lib

• Linux (Ubuntu / Debian / Arch):

  # Ubuntu / Debian:
  sudo apt-get update && sudo apt-get install -y libta-lib0 libta-lib-dev
  # Arch Linux:
  yay -S ta-lib
  
  # Then install the python wrapper:
  uv pip install ta-lib

🐍 Python Version Compatibility Matrix

🤖 Native MCP (Model Context Protocol) Server

Connect yfinance-ta-patterns directly to Claude Code, Antigravity, Claude Desktop, Cursor, or Windsurf via the built-in yfinance-ta-mcp JSON-RPC 2.0 server (ta_scan_symbol, ta_scan_watchlist, ta_backtest_patterns, ta_list_patterns, ta_get_economic_calendar, ta_get_news):

• Latest Protocol Spec (2025-11-25): Full MCP lifecycle version negotiation supporting 2024-11-05, 2025-03-26, 2025-06-18, and 2025-11-25.

• Institutional Tool Metadata: Includes human-readable title, annotations (readOnlyHint: true, openWorldHint), and detailed JSON outputSchema for every tool.

• Token-Optimized Output: Emits raw UTF-8 without token-wasting \uXXXX escaping for Cyrillic and currency symbols (€, £, ¥). ta_scan_watchlist features compact: true by default to comfortably remain below Claude Code's 10,000-token tool output threshold.

• Verified Macro Calendar: ta_get_economic_calendar retrieves live macroeconomic events mapped to asset currencies with explicit UTC timestamps, returning clean source: "unavailable" when feeds are offline (zero mock/hallucinated macroeconomic data).

• Market News Headlines: ta_get_news retrieves recent financial market headlines, publisher attribution, and publication timestamps directly for the selected ticker symbol with resilient fallback handling.

Option 1: Claude Code CLI

# Recommended: install once as a global tool (~0.4s instant startup, avoids uvx cold timeouts)
uv tool install yfinance-ta-patterns
claude mcp add yfinance-ta -- yfinance-ta-mcp

# Or zero-install execution via uvx (pinned version recommended for reproducibility):
claude mcp add yfinance-ta -- uvx --from "yfinance-ta-patterns>=0.3.49" yfinance-ta-mcp

Option 2: Antigravity / Claude Desktop / Cursor / Windsurf (mcp_config.json)

{
  "mcpServers": {
    "yfinance-ta": {
      "command": "yfinance-ta-mcp"
    }
  }
}

Or zero-install via uvx:

{
  "mcpServers": {
    "yfinance-ta": {
      "command": "uvx",
      "args": ["--from", "yfinance-ta-patterns", "yfinance-ta-mcp"]
    }
  }
}

🚀 Ready-to-Use Examples (examples/)

The repository includes production-ready backtesting and real-time scanning scripts in the examples/ directory:

1. Multi-Pair Historical Backtesting (examples/multi_pair_backtest.py)

A rigorous multi-pair portfolio backtest across 6 major and cross Forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, EURGBP, EURJPY) over 2 years on hourly (1h) candles.

Key capabilities demonstrated:

• Unbiased Execution: Fills trades at Open[i+1] (next candle open) to eliminate lookahead bias.

• Fixed Holding Period (holding_period=5): Automatically closes trades after 5 bars. Essential for single-direction candlestick patterns (Hammer, Inverted Hammer, 3 White Soldiers) which otherwise hold positions indefinitely without reverse exit signals.

• Universal Forex PnL & Position Sizing: Automatic base-currency normalization for USD-base pairs (USDJPY) and cross-rates (EURGBP), applying commissions in account currency ($0.05 ECN micro-lot).

• Composite Scoring: Ranks combinations by combining Win Rate, Profit Factor, Sharpe Ratio, and logarithmic trade volume.

# Run with Python:
python examples/multi_pair_backtest.py

# Or run with uv:
uv run examples/multi_pair_backtest.py

Sample Output:

==================================================================================================
 TOP-10 BEST COMBINATIONS (PAIR + PATTERN) OVER 2y:
==================================================================================================
  Pair        Pattern  Signals WinRate TotalPnL  ProfitFactor  Sharpe  MaxDD MaxDD_%
EURJPY INVERTEDHAMMER       82   63.0%  $+55.34          2.55    0.38  $7.11   0.07%
EURJPY    MORNINGSTAR       46   63.0%  $+21.49          2.66    0.34  $2.87   0.03%
EURUSD         INNECK       12   75.0%   $+6.31          3.81    0.25  $1.14   0.01%
EURUSD STALLEDPATTERN       26   65.4%  $+23.44          3.09    0.29  $5.17   0.05%
EURUSD  STICKSANDWICH        8   62.5%   $+8.13          5.01    0.22  $1.00   0.01%
EURUSD         ONNECK       11   63.6%  $+11.53          4.44    0.17  $1.97   0.02%
USDJPY    MATCHINGLOW      195   55.6%  $+50.36          1.40    0.24 $15.09   0.15%
EURJPY GRAVESTONEDOJI      226   52.4%  $+58.74          1.44    0.24 $20.81   0.21%
EURJPY        HIKKAKE     1604   52.7%  $+50.97          1.06    0.09 $75.80   0.76%
USDJPY       BELTHOLD     1596   47.7%  $+78.87          1.09    0.13 $83.89   0.84%

Full ranked report saved to: all_pairs_ranked.csv

2. Live Multi-Asset Signal Scanner (examples/live_signals_scanner.py)

Scans a 12-asset watchlist across Forex and Cryptocurrencies (BTC-USD, ETH-USD) for active candlestick patterns over recent candles, scoring each opportunity with the AI Confluence Engine.

Key capabilities demonstrated:

• AI Confluence Scoring: Quantifies trend alignment (EMA 20/50/200), volume expansion, and Wilder RSI (14) momentum into a 0–100% confidence score.

• Automated Trade Setups: Calculates exact Entry Price, ATR-based Stop Loss, and Take Profit targets (1:1.5 Risk/Reward ratio).

• Automated Opportunity Ranking: Sorts all live setups and highlights the TOP-1 Highest Confidence Trade Setup.

# Run with Python:
python examples/live_signals_scanner.py

# Or run with uv:
uv run examples/live_signals_scanner.py

Sample Output:

=========================================================================================================
 SIGNALS FOUND: 26 (Ranked by AI Confluence / Quality)
=========================================================================================================
       Time  Symbol Direction        Pattern Confluence     Grade        Entry     StopLoss  TakeProfit_1 Risk_Reward          Trend
08.09 19:00 ETH-USD       BUY 3WHITESOLDIERS   80.0/100 EXCELLENT  2499.389893  2483.227621   2523.633300       1:1.5        BULLISH
08.09 17:00  EURUSD       BUY 3WHITESOLDIERS   70.0/100    STRONG     1.163332     1.162101      1.165178       1:1.5 STRONG_BULLISH
08.09 17:00  USDCAD      SELL     HANGINGMAN   70.0/100    STRONG     1.377840     1.378940      1.376190       1:1.5 STRONG_BEARISH

**********************************************************
 TOP-1 SIGNAL: ETH-USD — BUY (3WHITESOLDIERS)
 Candle Time: 08.09 19:00 | Confluence: 80.0/100 [EXCELLENT] (deterministic heuristic, not win probability)
 Market Trend: BULLISH | RSI: 56.3
 Entry Price: 2499.39
 Stop Loss:   2483.23
 Take Profit: 2523.63 (R:R 1:1.5)
**********************************************************

2. Run CLI

# 1. Multi-Currency Portfolio Scanner (automatically scans all 56 Forex pairs without specifying --symbol):
yftp --timeframe 5m --period 30d --all-patterns --ai-analyst

# 2. Or explicitly scan all 56 pairs with custom confluence threshold:
yftp --all-pairs --timeframe 1h --period 60d --ai --min-confidence 0.60

# 3. Scan a custom comma-separated portfolio of symbols:
yftp --symbol EURUSD,GBPUSD,USDJPY --timeframe 15m --ai

# 4. Single symbol AI-scored analysis with Executive Brief:
yftp --symbol GBPUSD --timeframe 5m --period 30d --all-patterns --ai-analyst

# 5. Detect a single pattern with classic output:
yftp --pattern HAMMER --symbol AAPL --timeframe 1h --period 60d

# 6. Generate an LLM-ready prompt template for Frontier Reasoning Models (Claude 3.7 Sonnet / o3-mini / DeepSeek-R1):
yftp --all-patterns --symbol EURUSD --timeframe 1h --period 60d --prompt

CLI Reference

yfinance-ta-patterns [-h] [-v] (--pattern PATTERN | --all-patterns)
                     [--symbol SYMBOL] [--period PERIOD] [--timeframe TIMEFRAME]
                     [--date YYYY-MM-DD] [--start-date YYYY-MM-DD] [--end-date YYYY-MM-DD]
                     [--execution {next_open,close}] [--min-signals MIN_SIGNALS]
                     [--commission COMMISSION] [--slippage SLIPPAGE] [--auto-adjust]
                     [--ai] [--min-confidence MIN_CONFIDENCE]
                     [--ai-analyst] [--prompt] [--format {text,json,markdown}]

Options

Python API

1. Universal Multi-Asset Data Loader (MarketDataLoader)

Fetches and normalizes OHLC data across equities, crypto, forex, and commodities:

from yfinance_ta_patterns import MarketDataLoader

# Stocks
loader = MarketDataLoader(symbol="NVDA", period="60d", interval="1h")
df = loader.get_data()

# Crypto
crypto_loader = MarketDataLoader(symbol="BTC-USD", period="30d", interval="15m")
crypto_df = crypto_loader.get_data()

# Forex (ForexDataLoader is fully compatible alias)
from yfinance_ta_patterns import ForexDataLoader

forex_loader = ForexDataLoader(symbol="EURUSD", period="60d", interval="1h")
forex_df = forex_loader.get_data()

2. AI Pattern Confidence Scorer (AIPatternScorer)

Evaluates technical confluence (trend, momentum, volume, volatility) and builds complete risk-managed trade setups:

from yfinance_ta_patterns import MarketDataLoader, AIPatternScorer

# Use period="2y" (or >= 200 daily candles) to ensure complete EMA200 indicator warm-up
data = MarketDataLoader("AAPL", period="2y", interval="1d").get_data()

scorer = AIPatternScorer(data)
scored_signals = scorer.score_all_active(min_confidence=0.60)

for sig in scored_signals:
    print(f"Pattern: {sig.pattern_name}")
    print(f"Confidence: {sig.confidence * 100:.1f}% ({sig.grade.value})")
    print(f"Action: {sig.action}")
    if sig.setup:
        print(f"Entry: {sig.setup.entry_price:.2f}")
        print(f"Stop Loss: {sig.setup.stop_loss:.2f}")
        print(f"Target 1: {sig.setup.take_profit_1:.2f} (R:R {sig.setup.risk_reward_ratio:.1f})")
    print("Confluences:", ", ".join(sig.confluences))
    print("-" * 40)

3. AI Market Analyst & LLM Prompting (AIMarketAnalyst)

Generates structured briefs and prompt templates for external LLM reasoning agents:

from yfinance_ta_patterns import MarketDataLoader, AIMarketAnalyst

data = MarketDataLoader("BTC-USD", period="30d", interval="4h").get_data()

analyst = AIMarketAnalyst(data, symbol="BTC-USD")
results = analyst.analyze(min_confidence=0.65)

# 1. Executive Markdown Brief
brief = analyst.generate_brief(results)
print(brief)

# 2. Prompt for Frontier Reasoning Models (Claude 3.7 Sonnet / o3-mini / DeepSeek-R1 / Gemini 2.5)
llm_prompt = analyst.to_llm_prompt(results)

# 3. JSON Payload for APIs / Microservices
json_data = analyst.to_json(results)

4. Quantitative Backtesting & Pattern Ranking (PatternRankingTester)

Tests all candlestick patterns and ranks them by quantitative performance metrics:

from yfinance_ta_patterns import MarketDataLoader, PatternRankingTester

data = MarketDataLoader("EURUSD", period="60d", interval="1h").get_data()

tester = PatternRankingTester(
    data,
    symbol="EURUSD",
    initial_capital=10000.0,
    position_size=1000.0,
    execution="next_open",  # Unbiased: enters on Open of bar i+1
    allow_short=True,  # Full symmetric short trades on bearish signals
    commission=1.50,  # Transaction fee per trade
    slippage=0.0001,  # Execution slippage in price units
    min_signals=5,  # Exclude patterns with < 5 signals (reduces overfitting)
    sharpe_mode="periodic",  # Accounts for 0% returns during idle hold periods
)
results = tester.test_all_patterns(min_signals=5)

top_patterns = tester.get_top_patterns(5)
for r in top_patterns:
    print(
        f"{r.pattern_name}: Win Rate={r.win_rate:.1f}%, PnL=${r.total_pnl:.2f}, "
        f"Periodic Sharpe={r.periodic_sharpe:.2f}, MaxDD=${r.max_drawdown:.2f}, "
        f"Strength={r.avg_strength:.0f}"
    )

# Export comparison report across news filters
report_df = tester.get_comparison_report()
print(report_df)

🤖 Native MCP (Model Context Protocol) Server for AI Agents

yfinance-ta-patterns includes a built-in, zero-overhead Native MCP JSON-RPC 2.0 Server (yfinance-ta-mcp) that exposes institutional technical analysis, candlestick pattern scanning, AI confluence scoring, trade setups, macroeconomic calendars, and market news directly to AI coding assistants and autonomous agent runtimes (Claude Code, Claude Desktop, Cursor, Windsurf, Google Antigravity, Gemini CLI, and any client supporting the Model Context Protocol).

Optimized for Frontier Reasoning Models (Claude 3.7 Sonnet with Extended Thinking, OpenAI o3-mini / o1, DeepSeek-R1, Gemini 2.5 Pro / Flash, and GPT-4.5).

🚀 Instant Launch

# Direct execution without prior installation (via uvx):
uvx --from yfinance-ta-patterns yfinance-ta-mcp

# Or if installed in your Python environment:
yfinance-ta-mcp

⚙️ Client Configurations

1. Claude Desktop (claude_desktop_config.json)

{
  "mcpServers": {
    "yfinance-ta": {
      "command": "uvx",
      "args": ["--from", "yfinance-ta-patterns", "yfinance-ta-mcp"]
    }
  }
}

2. Cursor / Windsurf (mcp.json or Extension Settings)

{
  "mcpServers": {
    "yfinance-ta": {
      "command": "uvx",
      "args": ["--from", "yfinance-ta-patterns", "yfinance-ta-mcp"]
    }
  }
}

🛠️ Available MCP Tools

📚 MCP Resources & Prompts

• Resources:

  • ta://patterns/catalog — Canonical catalog of all 61 candlestick patterns with recognition rules and runtime mode.

  • ta://forex/56-pairs — Canonical universe of 56 major and cross currency pairs.

• Prompts:

  • ta_market_analyst_prompt — Generates structured quantitative portfolio manager reasoning prompts tailored for Claude 3.7 Sonnet, o3-mini, and DeepSeek-R1.

Development & Testing

Run the test suite and quality checks:

# Run pytest across full test suite (429 tests)
uv run --extra dev pytest -v
# or with standard pytest
pytest -v

# Linter and formatting check
uv run --extra dev ruff check .
uv run --extra dev ruff format --check .

# Static type check
uv run --extra dev mypy yfinance_ta_patterns

# Build source distribution and binary wheel
uv build

All 469 tests pass with 100% success rate across Python 3.8 through 3.16 (including No-GIL free-threaded 3.13t–3.16t) and PyPy 3.8 through 3.12.

🌐 High-Performance Systems Ecosystem

yfinance-ta-patterns is developed by @eminsk as part of an open-source engineering ecosystem:

• ⚡ NanoVector — Bare-metal C99/AVX2 vector search & episodic memory engine (~120KB) with Native MCP Server (pip install nanovector).

• 🧠 AgentJIT — Just-In-Time Compiler for AI Agent Trajectories with speculative de-optimization guards (pip install agentjit).

• ⚡ NanoGEMM — Minimalist, bare-metal AVX2+FMA SIMD matrix multiplication engine in ~100KB for sub-microsecond CPU neural network inference (pip install nanogemm).

• 🖥️ NanoRecall — 100% Private, offline desktop memory & semantic screen search engine powered by NanoVector (pip install nanorecall).

• 🛒 avito-sdk — Headless Avito scraping & data extraction SDK with price drop tracking, Playwright cookies, Telegram/VK bots, and Native MCP Server (pip install avito-sdk).

• 📊 xlsx_vievers — Headless Excel formula engine (129+ functions), desktop spreadsheet processor, SIMD SSE2 math engine, and Native MCP Server (pip install xlsx-viewer-pro).

• 🎥 screenvideo — Lightweight desktop screen recorder with WASAPI audio and a standalone pure x64 Flat Assembler (FASM) native edition.

☕ Support, Community & Donations

If you find this project valuable, encounter issues, or would like to support ongoing development:

• ⭐ Star the Repository: If yfinance-ta-patterns powers your market analysis or trading algorithms, give us a star on GitHub — it helps more traders and quants discover the tool!

• 🐛 Report Issues & Bugs: Found a bug, pattern calculation discrepancy, or edge case? Please open an Issue!

• 💬 Join Discussions: Have strategies, ideas, or custom patterns to share? Start or join a thread in GitHub Discussions!

• ☕ Donate (USDT TRC-20):
  TDVbEdnpgNgoAhNcn1EwXxWHiR3RKLit5P
  (Network: TRON / TRC-20 | Verify on TronScan)

License

MIT License. See LICENSE for details.