linear_decay indicator added

README.md

@@ -163,7 +163,7 @@ Use parameter: cumulative=**True** for cumulative results.
 |:--------:|
 | ![Example Z Score](/images/SPY_ZScore.png) |
 
-## _Trend_ (10)
+## _Trend_ (11)
 
 * _Average Directional Movement Index_: **adx**
 * _Archer Moving Averages Trends_: **amat**
@@ -171,6 +171,7 @@ Use parameter: cumulative=**True** for cumulative results.
 * _Decreasing_: **decreasing**
 * _Detrended Price Oscillator_: **dpo**
 * _Increasing_: **increasing**
+* _Linear Decay_: **linear_decay**
 * _Long Run_: **long_run**
 * _Q Stick_: **qstick**
 * _Short Run_: **short_run**

pandas_ta/__init__.py

@@ -83,6 +83,7 @@ from .trend.aroon import aroon
 from .trend.decreasing import decreasing
 from .trend.dpo import dpo
 from .trend.increasing import increasing
+from .trend.linear_decay import linear_decay
 from .trend.long_run import long_run
 from .trend.qstick import qstick
 from .trend.short_run import short_run

pandas_ta/core.py

@@ -660,6 +660,13 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def linear_decay(self, close=None, length=None, offset=None, **kwargs):
+        close = self._get_column(close, 'close')
+        from .trend.linear_decay import linear_decay
+        result = linear_decay(close=close, length=length, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
+
     def long_run(self, fast=None, slow=None, length=None, offset=None, **kwargs):
         if fast is None and slow is None: return self._df
         else:

pandas_ta/trend/linear_decay.py

@@ -0,0 +1,60 @@
+# -*- coding: utf-8 -*-
+from pandas import DataFrame
+from ..utils import get_offset, verify_series
+
+def linear_decay(close, length=None, offset=None, **kwargs):
+    """Indicator: Linear Decay"""
+    # Validate Arguments
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 5
+    offset = get_offset(offset)
+
+    # Calculate Result
+    diff = close.shift(1) - (1 / length)
+    diff[0] = close[0]
+    tdf = DataFrame({'close': close, 'diff': diff, '0': 0})
+    ld = tdf.max(axis=1)
+
+    # Offset
+    if offset != 0:
+        ld = ld.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        ld.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        ld.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name and Categorize it
+    ld.name = f"LDECAY_{length}"
+    ld.category = 'trend'
+
+    return ld
+
+
+
+linear_decay.__doc__ = \
+"""Linear Decay
+
+Adds a linear decay moving forward from prior signals like crosses.
+
+Sources:
+    https://tulipindicators.org/decay
+
+Calculation:
+    Default Inputs:
+        length=5
+    max(close, close[-1] - (1 / length), 0)
+
+Args:
+    close (pd.Series): Series of 'close's
+    length (int): It's period.  Default: 1
+    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.
+"""

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 = "0.1.25b",
+    version = "0.1.26b",
     description=long_description,
     long_description=long_description,
     author = "Kevin Johnson",

tests/test_indicator_trend.py

@@ -91,6 +91,11 @@ class TestTrend(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, 'INC_1')
 
+    def test_linear_decay(self):
+        result = pandas_ta.linear_decay(self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'LDECAY_5')
+
     def test_long_run(self):
         result = pandas_ta.long_run(self.close, self.open)
         self.assertIsInstance(result, Series)

tests/test_indicator_trend_ext.py

@@ -53,6 +53,11 @@ class TestTrendExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'INC_1')
 
+    def test_linear_decay_ext(self):
+        self.data.ta.linear_decay(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'LDECAY_5')
+
     def test_long_run_ext(self):
         # Nothing passed, return self
         self.assertEqual(self.data.ta.long_run(append=True).shape, self.data.shape)