pvi indicator and tests added and nvi fix

README.md

@@ -188,7 +188,7 @@ Use parameter: cumulative=**True** for cumulative results.
 |:--------:|
 | ![Example ATR](/images/SPY_ATR.png) |
 
-## _Volume_ (11)
+## _Volume_ (12)
 
 * _Accumulation/Distribution Index_: **ad**
 * _Accumulation/Distribution Oscillator_: **adosc**
@@ -198,6 +198,7 @@ Use parameter: cumulative=**True** for cumulative results.
 * _Money Flow Index_: **mfi**
 * _Negative Volume Index_: **nvi**
 * _On-Balance Volume_: **obv**
+* _Positive Volume Index_: **pvi**
 * _Price-Volume_: **pvol**
 * _Price Volume Trend_: **pvt**
 * _Volume Profile_: **vp**

pandas_ta/core.py

@@ -748,6 +748,13 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def pvi(self, close=None, volume=None, length=None, initial=None, signed=True, offset=None, **kwargs):
+        close = self._get_column(close, 'close')
+        volume = self._get_column(volume, 'volume')
+        result = pvi(close=close, volume=volume, length=length, initial=initial, signed=signed, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
+
     def pvol(self, close=None, volume=None, signed=True, offset=None, **kwargs):
         close = self._get_column(close, 'close')
         volume = self._get_column(volume, 'volume')

pandas_ta/volume.py

@@ -249,7 +249,7 @@ def nvi(close, volume, length=None, initial=None, offset=None, **kwargs):
     offset = get_offset(offset)
 
     # Calculate Result
-    roc_ = roc(close=close)
+    roc_ = roc(close=close, length=length)
     signed_volume = signed_series(volume, initial=1)
     nvi = signed_volume[signed_volume < 0].abs() * roc_
     nvi.fillna(0, inplace=True)
@@ -301,6 +301,41 @@ def obv(close, volume, offset=None, **kwargs):
     return obv
 
 
+def pvi(close, volume, length=None, initial=None, offset=None, **kwargs):
+    """Indicator: Positive Volume Index (PVI)"""
+    # Validate arguments
+    close = verify_series(close)
+    volume = verify_series(volume)
+    length = int(length) if length and length > 0 else 1
+    min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
+    initial = int(initial) if initial and initial > 0 else 1000
+    offset = get_offset(offset)
+
+    # Calculate Result
+    roc_ = roc(close=close, length=length)
+    signed_volume = signed_series(volume, initial=1)
+    pvi = signed_volume[signed_volume > 0].abs() * roc_
+    pvi.fillna(0, inplace=True)
+    pvi.iloc[0]= initial
+    pvi = pvi.cumsum()
+
+    # Offset
+    if offset != 0:
+        pvi = pvi.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        pvi.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        pvi.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name and Categorize it
+    pvi.name = f"PVI_{length}"
+    pvi.category = 'volume'
+
+    return pvi
+
+
 def pvol(close, volume, signed=True, offset=None, **kwargs):
     """Indicator: Price-Volume (PVOL)"""
     # Validate arguments
@@ -662,7 +697,7 @@ Sources:
 
 Calculation:
     Default Inputs:
-        length=20, initial=1000
+        length=1, initial=1000
     ROC = Rate of Change
 
     roc = ROC(close, length)
@@ -717,6 +752,43 @@ Returns:
 """
 
 
+pvi.__doc__ = \
+"""Positive Volume Index (PVI)
+
+The Positive Volume Index is a cumulative indicator that uses volume change in
+an attempt to identify where smart money is active.  Used in conjunction with NVI.
+
+Sources:
+    https://www.investopedia.com/terms/p/pvi.asp
+
+Calculation:
+    Default Inputs:
+        length=1, initial=1000
+    ROC = Rate of Change
+
+    roc = ROC(close, length)
+    signed_volume = signed_series(volume, initial=1)
+    pvi = signed_volume[signed_volume > 0].abs() * roc_
+    pvi.fillna(0, inplace=True)
+    pvi.iloc[0]= initial
+    pvi = pvi.cumsum()
+
+Args:
+    close (pd.Series): Series of 'close's
+    volume (pd.Series): Series of 'volume's
+    length (int): The short period.  Default: 13
+    initial (int): The short period.  Default: 1000
+    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.
+"""
+
+
 pvol.__doc__ = \
 """Price-Volume (PVOL)
 

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 = "0.1.5a",
+    version = "0.1.6a",
     description=long_description,
     long_description=long_description,
     author = "Kevin Johnson",

tests/test_indicator_volume.py

@@ -116,6 +116,11 @@ class TestVolume(TestCase):
             except Exception as ex:
                 error_analysis(result, CORRELATION, ex)
 
+    def test_pvi(self):
+        result = self.volume.pvi(self.close, self.volume_)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'PVI_1')
+
     def test_pvol(self):
         result = self.volume.pvol(self.close, self.volume_)
         self.assertIsInstance(result, Series)

tests/test_indicator_volume_ext.py

@@ -63,6 +63,11 @@ class TestVolumeExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'OBV')
 
+    def test_pvi_ext(self):
+        self.data.ta.pvi(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'PVI_1')
+
     def test_pvol_ext(self):
         self.data.ta.pvol(append=True)
         self.assertIsInstance(self.data, DataFrame)