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Fix af0 used as af

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This commit is contained in:
Abyss Alora
2022-06-13 20:32:07 +02:00
parent 227a42b36b
commit 1d8a5907de
2 changed files with 20 additions and 14 deletions
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pandas_ta/core.py
+2 -2
View File
@@ -1486,11 +1486,11 @@ class AnalysisIndicators(object):
result = long_run(fast=fast, slow=slow, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def psar(self, af0=None, af=None, max_af=None, offset: Int = None, **kwargs: DictLike):
def psar(self, af0=None, af=None, max_af=None, tv=False, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", None))
result = psar(high=high, low=low, close=close, af0=af0, af=af, max_af=max_af, offset=offset, **kwargs)
result = psar(high=high, low=low, close=close, af0=af0, af=af, max_af=max_af, tv=tv, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def qstick(self, length=None, offset: Int = None, **kwargs: DictLike):
pandas_ta/trend/psar.py
+18 -12
View File
@@ -7,7 +7,7 @@ from pandas_ta.utils import v_offset, v_pos_default, v_series, zero
def psar(
high: Series, low: Series, close: Series = None,
af0: IntFloat = None, af: IntFloat = None, max_af: IntFloat = None,
af0: IntFloat = None, af: IntFloat = None, max_af: IntFloat = None, tv=False,
offset: Int = None, **kwargs: DictLike
) -> DataFrame:
"""Parabolic Stop and Reverse (psar)
@@ -46,8 +46,11 @@ def psar(
# Validate
high = v_series(high)
low = v_series(low)
af = v_pos_default(af, 0.02)
af0 = v_pos_default(af0, af)
paf = v_pos_default(af, 0.02) # paf is used to keep af from parameters
af0 = v_pos_default(af0, paf)
af = af0
max_af = v_pos_default(max_af, 0.2)
offset = v_offset(offset)
@@ -65,9 +68,9 @@ def psar(
sar = close.iloc[0]
long = Series(nan, index=high.index)
short = long.copy()
short = Series(nan, index=high.index)
reversal = Series(0, index=high.index)
_af = long.copy()
_af = Series(0, index=high.index)
_af.iloc[0:2] = af0
# Calculate
@@ -76,30 +79,33 @@ def psar(
high_ = high.iloc[row]
low_ = low.iloc[row]
_sar = sar + af * (ep - sar)
if falling:
_sar = sar + af * (ep - sar)
reverse = high_ > _sar
if low_ < ep:
ep = low_
af = min(af + af0, max_af)
af = min(af + paf, max_af)
_sar = max(high.iloc[row - 1], high.iloc[row - 2], _sar)
else:
_sar = sar + af * (ep - sar)
reverse = low_ < _sar
if high_ > ep:
ep = high_
af = min(af + af0, max_af)
af = min(af + paf, max_af)
_sar = min(low.iloc[row - 1], low.iloc[row - 2], _sar)
if reverse:
if falling:
_sar = min(low.iloc[row - 1], low.iloc[row - 2], ep)
if tv: # handle trading view version
if falling:
_sar = min(low.iloc[row - 1], low.iloc[row - 2], ep)
else:
_sar = max(high.iloc[row - 1], high.iloc[row - 2], ep)
else:
_sar = max(high.iloc[row - 1], high.iloc[row - 2], ep)
_sar = ep
af = af0
falling = not falling # Must come before next line