From 230453b4b8d389f6531756596ea139bc791ae6ea Mon Sep 17 00:00:00 2001 From: GSlinger <24567123+gslinger@users.noreply.github.com> Date: Wed, 5 May 2021 01:19:20 +0100 Subject: [PATCH] Delete kvo.py --- pandas_ta/volume/kvo.py | 108 ---------------------------------------- 1 file changed, 108 deletions(-) delete mode 100644 pandas_ta/volume/kvo.py diff --git a/pandas_ta/volume/kvo.py b/pandas_ta/volume/kvo.py deleted file mode 100644 index 13f7582..0000000 --- a/pandas_ta/volume/kvo.py +++ /dev/null @@ -1,108 +0,0 @@ -# -*- coding: utf-8 -*- -from numpy import where as npWhere -from pandas import DataFrame -from pandas_ta.overlap import ma -from pandas_ta.utils import get_offset, verify_series - - -def kvo(high, low, close, volume, fast=None, slow=None, length_sig=None, mamode=None, offset=None, **kwargs): - """Indicator: Klinger Volume Oscillator (KVO)""" - # Validate arguments - fast = int(fast) if fast and fast > 0 else 34 - slow = int(slow) if slow and slow > 0 else 55 - length_sig = int(length_sig) if length_sig and length_sig > 0 else 13 - mamode = mamode.lower() if mamode and isinstance(mamode, str) else "ema" - high = verify_series(high, max(fast, slow) + length_sig) - low = verify_series(low, max(fast, slow) + length_sig) - close = verify_series(close, max(fast, slow) + length_sig) - volume = verify_series(volume, max(fast, slow) + length_sig) - offset = get_offset(offset) - - if high is None or low is None or close is None or volume is None: return - - # Calculate Result - mom = (high + low + close).diff(1) - trend = npWhere(mom > 0, 1, 0) + npWhere(mom < 0, -1, 0) - dm = high - low - - cm = [0.0] * len(high) - for i in range(1, len(high)): - cm[i] = (cm[i - 1] + dm[i]) if trend[i] == trend[i - 1] else (dm[i - 1] + dm[i]) - - vf = volume * trend * abs(dm / cm * 2 - 1) * 100 - - kvo = ma(mamode, vf, length=fast) - ma(mamode, vf, length=slow) - kvo_signal = ma(mamode, kvo, length=length_sig) - - # Offset - if offset != 0: - kvo = kvo.shift(offset) - kvo_signal = kvo_signal.shift(offset) - - # Handle fills - if "fillna" in kwargs: - kvo.fillna(kwargs["fillna"], inplace=True) - kvo_signal.fillna(kwargs["fillna"], inplace=True) - if "fill_method" in kwargs: - kvo.fillna(method=kwargs["fill_method"], inplace=True) - kvo_signal.fillna(method=kwargs["fill_method"], inplace=True) - - # Name and Categorize it - kvo.name = f"KVO_{fast}_{slow}" - kvo_signal.name = f"KVOSig_{length_sig}" - kvo.category = kvo_signal.category = "volume" - - # Prepare DataFrame to return - data = {kvo.name: kvo, kvo_signal.name: kvo_signal} - kvoandsig = DataFrame(data) - kvoandsig.name = f"KVO_{fast}_{slow}_{length_sig}" - kvoandsig.category = kvo.category - - return kvoandsig - - -kvo.__doc__ = \ -"""Klinger Volume Oscillator (KVO) - -This indicator was developed by Stephen J. Klinger. It is designed to predict price reversals in a market -by comparing volume to price. - -Sources: - https://www.tradingview.com/script/Qnn7ymRK-Klinger-Volume-Oscillator/ - https://www.daytrading.com/klinger-volume-oscillator - -Calculation: - Default Inputs: - fast = 34, slow = 55, length_sig = 13. - HLC3 = (h + l + c) / 3 - MOM = HLC3t - HLC3t-1 - TREND = { 1 if MOM > 0 \ - -1 if MOM < 0 \ - 0 otherwise - DM = h - l - CM = { CMt-1 + DMt if TRENDt == TRENDt-1 \ - DMt-1 + DMt otherwise - - vf = 100 * v * TREND * abs(2 * dm / cm - 1) - kvo = ema(vf, fast) - ema(vf, slow) - kvo_signal = ema(kvo, length_sig) - - -Args: - high (pd.Series): Series of 'high's - low (pd.Series): Series of 'low's - close (pd.Series): Series of 'close's - volume (pd.Series): Series of 'volume's - fast (int): The fast period. Default: 34 - long (int): The long period. Default: 55 - length_sig (int): The signal period. Default: 13 - mamode (str): "sma", "ema", "wma" or "rma". Default: "ema" - 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.DataFrame: kvo and kvo_signal columns. -"""