Merge pull request #11 from twopirllc/qstick-indicator

added Q Stick indicator and tests

README.md

@@ -153,14 +153,15 @@ Use parameter: cumulative=**True** for cumulative results.
 |:--------:|
 | ![Example Z Score](/images/SPY_ZScore.png) |
 
-## _Trend_ (6)
+## _Trend_ (7)
 
 * _Average Directional Movement Index_: **adx**
 * _Aroon Oscillator_: **aroon**
 * _Decreasing_: **decreasing**
 * _Detrended Price Oscillator_: **dpo**
 * _Increasing_: **increasing**
-* _Vortex Indicator_: **vortex**
+* _Q Stick_: **qstick**
+* _Vortex_: **vortex**
 
 | _Average Directional Movement Index_ (ADX) |
 |:--------:|

pandas_ta/core.py

@@ -591,6 +591,13 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def qstick(self, open_=None, close=None, length=None, offset=None, **kwargs):
+        open_ = self._get_column(open_, 'open')
+        close = self._get_column(close, 'close')
+        result = qstick(open_=open_, close=close, length=length, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
+
     def vortex(self, high=None, low=None, close=None, drift=None, offset=None, **kwargs):
         high = self._get_column(high, 'high')
         low = self._get_column(low, 'low')

pandas_ta/trend.py

@@ -3,7 +3,7 @@ import numpy as np
 import pandas as pd
 
 from .momentum import roc
-from .overlap import ema, midprice, rma
+from .overlap import dema, ema, hma, midprice, rma, sma
 from .utils import get_drift, get_offset, verify_series, zero
 from .volatility import atr, true_range
 
@@ -206,6 +206,41 @@ def increasing(close, length=None, asint=True, offset=None, **kwargs):
     return increasing
 
 
+def qstick(open_, close, length=None, offset=None, **kwargs):
+    """Indicator: Q Stick"""
+    # Validate Arguments
+    open_ = verify_series(open_)
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 10
+    offset = get_offset(offset)
+    ma = kwargs.pop('ma', 'sma') if 'ma' in kwargs else 'sma'
+
+    # Calculate Result
+    diff = close - open_
+
+    if ma in [None, 'sma']: qstick = sma(diff, length=length)
+    if ma == 'dema': qstick = dema(diff, length=length)
+    if ma == 'ema': qstick = ema(diff, length=length)
+    if ma == 'hma': qstick = hma(diff, length=length)
+    if ma == 'rma': qstick = rma(diff, length=length)
+
+    # Offset
+    if offset != 0:
+        qstick = qstick.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        qstick.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        qstick.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name and Categorize it
+    qstick.name = f"QS_{length}"
+    qstick.category = 'trend'
+
+    return qstick
+
+
 def vortex(high, low, close, length=None, drift=None, offset=None, **kwargs):
     """Indicator: Vortex"""
     # Validate arguments
@@ -458,6 +493,37 @@ Returns:
 """
 
 
+qstick.__doc__ = \
+"""Q Stick
+
+The Q Stick indicator, developed by Tushar Chande, attempts to quantify and identify
+trends in candlestick charts.
+
+Sources:
+    https://library.tradingtechnologies.com/trade/chrt-ti-qstick.html
+
+Calculation:
+    Default Inputs:
+        length=10
+    xMA is one of: sma (default), dema, ema, hma, rma
+    qstick = xMA(close - open, length)
+
+Args:
+    open (pd.Series): Series of 'open's
+    close (pd.Series): Series of 'close's
+    length (int): It's period.  Default: 1
+    ma (str): The type of moving average to use.  Default: None, which is 'sma'
+    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.
+"""
+
+
 vortex.__doc__ = \
 """Vortex
 

setup.py

@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension of Technical Analys
 setup(
     name = "pandas_ta",
     packages = ["pandas_ta"],
-    version = "0.1.2a",
+    version = "0.1.3a",
     description=long_description,
     long_description=long_description,
     author = "Kevin Johnson",

tests/test_indicator_trend.py

@@ -88,6 +88,11 @@ class TestTrend(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, 'INC_1')
 
+    def test_qstick(self):
+        result = self.trend.qstick(self.open, self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'QS_10')
+
     def test_vortex(self):
         result = self.trend.vortex(self.high, self.low, self.close)
         self.assertIsInstance(result, DataFrame)

tests/test_indicator_trend_ext.py

@@ -48,6 +48,11 @@ class TestTrendExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'INC_1')
 
+    def test_qstick_ext(self):
+        self.data.ta.qstick(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'QS_10')
+
     def test_vortext_ext(self):
         self.data.ta.vortex(append=True)
         self.assertIsInstance(self.data, DataFrame)