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Update psar.py

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Same issue as last PRs!
This commit is contained in:
moritzgun
2021-03-16 14:21:26 +01:00
committed by GitHub
parent a31489af18
commit 0125249658
1 changed files with 24 additions and 24 deletions
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pandas_ta/trend/psar.py
+24 -24
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@@ -35,47 +35,47 @@ def psar(high, low, close=None, af=None, max_af=None, offset=None, **kwargs):
# Calculate Result
for i in range(2, m):
reverse = False
_af[i] = af
_af.iloc[i] = af
if bullish:
sar[i] = sar[i - 1] + af * (high_point - sar[i - 1])
sar.iloc[i] = sar.iloc[i - 1] + af * (high_point - sar.iloc[i - 1])
if low[i] < sar[i]:
if low.iloc[i] < sar.iloc[i]:
bullish, reverse, af = False, True, af0
sar[i] = high_point
low_point = low[i]
sar.iloc[i] = high_point
low_point = low.iloc[i]
else:
sar[i] = sar[i - 1] + af * (low_point - sar[i - 1])
sar.iloc[i] = sar.iloc[i - 1] + af * (low_point - sar.iloc[i - 1])
if high[i] > sar[i]:
if high.iloc[i] > sar.iloc[i]:
bullish, reverse, af = True, True, af0
sar[i] = low_point
high_point = high[i]
sar.iloc[i] = low_point
high_point = high.iloc[i]
reversal[i] = reverse
reversal.iloc[i] = reverse
if not reverse:
if bullish:
if high[i] > high_point:
high_point = high[i]
if high.iloc[i] > high_point:
high_point = high.iloc[i]
af = min(af + af0, max_af)
if low[i - 1] < sar[i]:
sar[i] = low[i - 1]
if low[i - 2] < sar[i]:
sar[i] = low[i - 2]
if low.iloc[i - 1] < sar.iloc[i]:
sar.iloc[i] = low.iloc[i - 1]
if low.iloc[i - 2] < sar.iloc[i]:
sar.iloc[i] = low.iloc[i - 2]
else:
if low[i] < low_point:
low_point = low[i]
if low.iloc[i] < low_point:
low_point = low.iloc[i]
af = min(af + af0, max_af)
if high[i - 1] > sar[i]:
sar[i] = high[i - 1]
if high[i - 2] > sar[i]:
sar[i] = high[i - 2]
if high.iloc[i - 1] > sar.iloc[i]:
sar.iloc[i] = high.iloc[i - 1]
if high.iloc[i - 2] > sar.iloc[i]:
sar.iloc[i] = high.iloc[i - 2]
if bullish:
long[i] = sar[i]
long.iloc[i] = sar.iloc[i]
else:
short[i] = sar[i]
short.iloc[i] = sar.iloc[i]
# Offset
if offset != 0: