ENH inertia added

README.md

@@ -34,6 +34,7 @@ All the indicators return a named Series or a DataFrame in uppercase underscore
     Chande Kroll Stop (cksp)
     Entropy (entropy)
     Heikin-Ashi Candles (ha)
+    Inertia (inertia)
     KDJ (kdj)
     Parabolic Stop and Reverse (psar)
     Price Distance (pdist)
@@ -189,7 +190,7 @@ df.ta.adjusted = None
 
 * _Heikin-Ashi_: **ha**
 
-## _Momentum_ (26)
+## _Momentum_ (27)
 
 * _Awesome Oscillator_: **ao**
 * _Absolute Price Oscillator_: **apo**
@@ -201,6 +202,7 @@ df.ta.adjusted = None
 * _Chande Momentum Oscillator_: **cmo**
 * _Coppock Curve_: **coppock**
 * _Fisher Transform_: **fisher**
+* _Inertia_: **inertia**
 * _KDJ_: **kdj**
 * _KST Oscillator_: **kst**
 * _Moving Average Convergence Divergence_: **macd**

pandas_ta/core.py

@@ -15,7 +15,7 @@ from pandas_ta.volatility import *
 from pandas_ta.volume import *
 from pandas_ta.utils import *
 
-version = ".".join(("0", "1", "67b"))
+version = ".".join(("0", "1", "68b"))
 
 def finalize(method):
     @wraps(method)
@@ -460,6 +460,16 @@ class AnalysisIndicators(BasePandasObject):
         result = fisher(high=high, low=low, length=length, offset=offset, **kwargs)
         return result
 
+    @finalize
+    def inertia(self, open_=None, high=None, low=None, close=None, length=None, swma_length=None, offset=None, **kwargs):
+        open_ = self._get_column(open_, 'open')
+        high = self._get_column(high, 'high')
+        low = self._get_column(low, 'low')
+        close = self._get_column(close, 'close')
+
+        result = inertia(open_=open_, high=high, low=low, close=close, length=length, swma_length=swma_length, offset=offset, **kwargs)
+        return result
+
     @finalize
     def kdj(self, high=None, low=None, close=None, length=None, signal=None, offset=None, **kwargs):
         high = self._get_column(high, 'high')

pandas_ta/momentum/__init__.py

@@ -9,6 +9,7 @@ from .cg import cg
 from .cmo import cmo
 from .coppock import coppock
 from .fisher import fisher
+from .inertia import inertia
 from .kdj import kdj
 from .kst import kst
 from .macd import macd

pandas_ta/momentum/inertia.py

@@ -0,0 +1,72 @@
+# -*- coding: utf-8 -*-
+from .rvi import rvi
+from pandas_ta.overlap import linreg
+from pandas_ta.utils import get_offset, non_zero_range, verify_series
+
+def inertia(open_, high, low, close, length=None, swma_length=None, offset=None, **kwargs):
+    """Indicator: Inertia (INERTIA)"""
+    # Validate Arguments
+    open_ = verify_series(open_)
+    high = verify_series(high)
+    low = verify_series(low)
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 14
+    swma_length = int(swma_length) if swma_length and swma_length > 0 else 4
+    offset = get_offset(offset)
+
+    # Calculate Result
+    rvidf = rvi(open_, high, low, close, length=length, swma_length=swma_length)
+    inertia = linreg(rvidf[rvidf.columns[0]], length=length)
+
+    # Offset
+    if offset != 0:
+        inertia = inertia.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        inertia.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        inertia.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name & Category
+    inertia.name = f"INERTIA_{length}_{swma_length}"
+    inertia.category = "momentum"
+
+    return inertia
+
+
+
+inertia.__doc__ = \
+"""Inertia (INERTIA)
+
+Inertia was developed by Donald Dorsey and was introduced his article
+in September, 1995. It is the Relative Vigor Index smoothed by the Least
+Squares Moving Average. Postive Inertia when values are greater than 50,
+Negative Inertia otherwise.
+
+Sources:
+    https://www.investopedia.com/terms/r/relative_vigor_index.asp
+
+Calculation:
+    Default Inputs:
+        length=14, swma_length=4
+    LSQRMA = Least Squares Moving Average
+
+    INERTIA = LSQRMA(RVI)
+
+Args:
+    open_ (pd.Series): Series of 'open's
+    high (pd.Series): Series of 'high's
+    low (pd.Series): Series of 'low's
+    close (pd.Series): Series of 'close's
+    length (int): It's period.  Default: 14
+    swma_length (int): It's period.  Default: 4
+    offset (int): How many periods to offset the result.  Default: 0
+
+Kwargs:
+    fillna (value, optional): pd.DataFrame.fillna(value)
+    fill_method (value, optional): Type of fill method
+
+Returns:
+    pd.Series: New feature generated.
+"""

pandas_ta/momentum/rvi.py

@@ -1,7 +1,7 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame
-from ..overlap.swma import swma
-from ..utils import get_offset, non_zero_range, verify_series
+from pandas_ta.overlap import swma
+from pandas_ta.utils import get_offset, non_zero_range, verify_series
 
 def rvi(open_, high, low, close, length=None, swma_length=None, offset=None, **kwargs):
     """Indicator: Relative Vigor Index (RVI)"""

tests/test_indicator_momentum.py

@@ -149,6 +149,11 @@ class TestMomentum(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, 'FISHERT_5')
 
+    def test_inertia(self):
+        result = pandas_ta.inertia(self.open, self.high, self.low, self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'INERTIA_14_4')
+
     def test_kdj(self):
         result = pandas_ta.kdj(self.high, self.low, self.close)
         self.assertIsInstance(result, DataFrame)

tests/test_indicator_momentum_ext.py

@@ -73,6 +73,11 @@ class TestMomentumExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'FISHERT_5')
 
+    def test_inertia_ext(self):
+        self.data.ta.inertia(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'INERTIA_14_4')
+
     def test_kdj_ext(self):
         self.data.ta.kdj(append=True)
         self.assertIsInstance(self.data, DataFrame)