Elliott Wave Engine

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"])