ENH #190 mcgd indicator added

README.md

@@ -471,7 +471,7 @@ print(bothhl2.name)  # "pre_HL2_post"
 |:--------:|
 | ![Example MACD](/images/SPY_MACD.png) |
 
-### **Overlap** (29)
+### **Overlap** (30)
 
 * _Double Exponential Moving Average_: **dema**
 * _Exponential Moving Average_: **ema**
@@ -485,6 +485,7 @@ print(bothhl2.name)  # "pre_HL2_post"
     * Use: help(ta.ichimoku). Returns two DataFrames.
 * _Kaufman's Adaptive Moving Average_: **kama**
 * _Linear Regression_: **linreg**
+* _McGinley Dynamic_: **mcgd**
 * _Midpoint_: **midpoint**
 * _Midprice_: **midprice**
 * _Open-High-Low-Close Average_: **ohlc4**
@@ -656,8 +657,9 @@ result = ta.cagr(df.close)
 * _Drawdown_ (**drawdown**) shows the peak-to-trough decline during a specific period for an investment,
 trading account, or fund. See: ```help(ta.drawdown)```
 * _Gann High-Low Activator_ (**hilo**) was created by Robert Krausz in a 1998. See: ```help(ta.hilo)```
+* _McGinley Dynamic_ (**mcgd**) is an overlap indicator developed by John R. McGinley, a Certified Market Technician. See: ```help(ta.mcgd)```
+* _Price Volume Rank_ (**pvr**) was created by Anthony J. Macek. See: ```help(ta.pvr)```
 * _Quantitative Qualitative Estimation_ (**qqe**) is like SuperTrend for a Smoothed RSI. See: ```help(ta.qqe)```
-* _Price Volume Rank_ (**pvr**) was created by Anthony J. Macek and is described in his
 article in the June, 1994 issue of Technical Analysis of Stocks & Commodities Magazine. See: ```help(ta.pvr)```
 * _Relative Strength Xtra_ (**rsx**) is based on the popular RSI indicator and inspired by the work Jurik Research. See: ```help(ta.rsx)```
 * _Ehler's Super Smoother Filter_ (**ssf**). Ehler's solution to reduce lag and remove aliasing noise compared to other common moving average indicators. See: ```help(ta.ssf)```

pandas_ta/__init__.py

@@ -50,7 +50,7 @@ Category = {
     # Overlap
     "overlap": [
         "dema", "ema", "fwma", "hilo", "hl2", "hlc3", "hma", "ichimoku",
-        "kama", "linreg", "mcg", "midpoint", "midprice", "ohlc4", "pwma", "rma",
+        "kama", "linreg", "mcgd", "midpoint", "midprice", "ohlc4", "pwma", "rma",
         "sinwma", "sma", "ssf", "supertrend", "swma", "t3", "tema", "trima",
         "vidya", "vwap", "vwma", "wcp", "wma", "zlma"
     ],

pandas_ta/core.py

@@ -1021,9 +1021,9 @@ class AnalysisIndicators(BasePandasObject):
         result = linreg(close=close, length=length, offset=offset, adjust=adjust, **kwargs)
         return self._post_process(result, **kwargs)
 
-    def mcg(self, length=None, offset=None, **kwargs):
+    def mcgd(self, length=None, offset=None, **kwargs):
         close = self._get_column(kwargs.pop("close", "close"))
-        result = mcg(close=close, length=length, offset=offset, **kwargs)
+        result = mcgd(close=close, length=length, offset=offset, **kwargs)
         return self._post_process(result, **kwargs)
 
     def midpoint(self, length=None, offset=None, **kwargs):

pandas_ta/overlap/__init__.py

@@ -10,7 +10,7 @@ from .kama import kama
 from .ichimoku import ichimoku
 from .linreg import linreg
 from .ma import ma
-from .mcg import mcg
+from .mcgd import mcgd
 from .midpoint import midpoint
 from .midprice import midprice
 from .ohlc4 import ohlc4

pandas_ta/overlap/mcgd.py

@@ -2,12 +2,12 @@
 from pandas_ta.utils import get_offset, verify_series
 
 
-def mcg(close, length: int = 10, offset: int = 0, c: float = 1, **kwargs):
+def mcgd(close, length=None, offset=None, c=None, **kwargs):
     """Indicator: McGinley Dynamic Indicator"""
     # Validate arguments
     close = verify_series(close)
-    length = int(length) if length > 0 else 10
-    c = c if 1 >= c > 0 else 1
+    length = int(length) if length and length > 0 else 10
+    c = float(c) if c and 0 < c <= 1 else 1
     offset = get_offset(offset)
 
     # Calculate Result
@@ -32,19 +32,22 @@ def mcg(close, length: int = 10, offset: int = 0, c: float = 1, **kwargs):
         mcg_ds.fillna(method=kwargs["fill_method"], inplace=True)
 
     # Name & Category
-    mcg_ds.name = f"McGinley_{length}"
-    mcg_ds.category = 'overlap'
+    mcg_ds.name = f"MCGD_{length}"
+    mcg_ds.category = "overlap"
 
     return mcg_ds
 
 
-mcg.__doc__ = \
+mcgd.__doc__ = \
 """McGinley Dynamic Indicator
 
-The McGinley Dynamic looks like a moving average line, yet it is actually a smoothing mechanism
-for prices that minimizes price separation, price whipsaws, and hugs prices much more closely. 
-Because of the calculation, the Dynamic Line speeds up in down markets as it follows prices 
-yet moves more slowly in up markets.
+The McGinley Dynamic looks like a moving average line, yet it is actually a
+smoothing mechanism for prices that minimizes price separation, price whipsaws,
+and hugs prices much more closely. Because of the calculation, the Dynamic Line
+speeds up in down markets as it follows prices yet moves more slowly in up
+markets. The indicator was designed by John R. McGinley, a Certified Market
+Technician and former editor of the Market Technicians Association's Journal
+of Technical Analysis.
 
 Sources:
     https://www.investopedia.com/articles/forex/09/mcginley-dynamic-indicator.asp
@@ -54,7 +57,7 @@ Calculation:
         length=10
         offset=0
         c=1
-        
+
     def mcg_(series):
         denom = (constant * length * (series.iloc[1] / series.iloc[0]) ** 4)
         series.iloc[1] = (series.iloc[0] + ((series.iloc[1] - series.iloc[0]) / denom))
@@ -64,8 +67,8 @@ Calculation:
 
 Args:
     close (pd.Series): Series of 'close's
-    length (int): Indicator's period.  Default: 10
-    offset (int): Number of periods to offset the result.  Default: 0
+    length (int): Indicator's period. Default: 10
+    offset (int): Number of periods to offset the result. Default: 0
     c (float): Multiplier for the denominator, sometimes set to 0.6. Default: 1
 
 Kwargs:

setup.py

@@ -17,7 +17,7 @@ setup(
         "pandas_ta.volatility",
         "pandas_ta.volume"
     ],
-    version=".".join(("0", "2", "35b")),
+    version=".".join(("0", "2", "36b")),
     description=long_description,
     long_description=long_description,
     author="Kevin Johnson",

tests/test_ext_indicator_overlap_ext.py

@@ -68,6 +68,11 @@ class TestOverlapExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], "LR_14")
 
+    def test_mcgd_ext(self):
+        self.data.ta.mcgd(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], "MCGD_10")
+
     def test_midpoint_ext(self):
         self.data.ta.midpoint(append=True)
         self.assertIsInstance(self.data, DataFrame)

tests/test_indicator_overlap.py

@@ -189,6 +189,11 @@ class TestOverlap(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, "FWMA_15")
 
+    def test_mcgd(self):
+        result = pandas_ta.mcgd(self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, "MCGD_10")
+
     def test_midpoint(self):
         result = pandas_ta.midpoint(self.close)
         self.assertIsInstance(result, Series)