Merge branch 'pr/261' into development

This commit is contained in:
Kevin Johnson
2021-04-10 11:03:15 -07:00
6 changed files with 196 additions and 14 deletions
+74 -3
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@@ -554,11 +554,82 @@ help(ta.yf)
<br/><br/>
# **Indicators** (_by Category_)
### **Candles** (3)
### **Candles** (63)
* _Doji_: **cdl_doji**
* _Inside Bar_: **cdl_inside**
* _Patterns_: cdl_pattern (Patterns that aren't bold, need TA-Lib to be installed: "```pip install TA-Lib```")
* 2crows
* 3blackcrows
* 3inside
* 3linestrike
* 3outside
* 3starsinsouth
* 3whitesoldiers
* abandonedbaby
* advanceblock
* belthold
* breakaway
* closingmarubozu
* concealbabyswall
* counterattack
* darkcloudcover
* **doji**
* dojistar
* dragonflydoji
* engulfing
* eveningdojistar
* eveningstar
* gapsidesidewhite
* gravestonedoji
* hammer
* hangingman
* harami
* haramicross
* highwave
* hikkake
* hikkakemod
* homingpigeon
* identical3crows
* inneck
* **inside**
* invertedhammer
* kicking
* kickingbylength
* ladderbottom
* longleggeddoji
* longline
* marubozu
* matchinglow
* mathold
* morningdojistar
* morningstar
* onneck
* piercing
* rickshawman
* risefall3methods
* separatinglines
* shootingstar
* shortline
* spinningtop
* stalledpattern
* sticksandwich
* takuri
* tasukigap
* thrusting
* tristar
* unique3river
* upsidegap2crows
* xsidegap3methods
* _Heikin-Ashi_: **ha**
```python
# Get all candle patterns (This is the default behaviour)
df = df.ta.cdl_pattern(name="all")
# Get only one pattern
df = df.ta.cdl_pattern(name="doji")
# Get some patterns
df = df.ta.cdl_pattern(name=["doji", "inside"])
```
<br/>
+1 -1
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@@ -40,7 +40,7 @@ Imports = {
Category = {
# Candles
"candles": [
"cdl_doji", "cdl_inside", "ha"
"cdl_pattern", "ha"
],
# Cycles
"cycles": ["ebsw"],
+1
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@@ -2,3 +2,4 @@
from .ha import ha
from .cdl_doji import cdl_doji
from .cdl_inside import cdl_inside
from .cdl_pattern import cdl_pattern, ALL_PATTERNS as CDL_PATTERN_NAMES
+107
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@@ -0,0 +1,107 @@
# -*- coding: utf-8 -*-
from typing import Sequence, Union
from pandas import Series, DataFrame
from . import cdl_doji, cdl_inside
from pandas_ta.utils import get_offset, verify_series
from pandas_ta import Imports
if Imports["talib"]:
import talib.abstract as tala
ALL_PATTERNS = [
"2crows", "3blackcrows", "3inside", "3linestrike", "3outside", "3starsinsouth",
"3whitesoldiers", "abandonedbaby", "advanceblock", "belthold", "breakaway",
"closingmarubozu", "concealbabyswall", "counterattack", "darkcloudcover", "doji",
"dojistar", "dragonflydoji", "engulfing", "eveningdojistar", "eveningstar",
"gapsidesidewhite", "gravestonedoji", "hammer", "hangingman", "harami",
"haramicross", "highwave", "hikkake", "hikkakemod", "homingpigeon",
"identical3crows", "inneck", "inside", "invertedhammer", "kicking", "kickingbylength",
"ladderbottom", "longleggeddoji", "longline", "marubozu", "matchinglow", "mathold",
"morningdojistar", "morningstar", "onneck", "piercing", "rickshawman",
"risefall3methods", "separatinglines", "shootingstar", "shortline", "spinningtop",
"stalledpattern", "sticksandwich", "takuri", "tasukigap", "thrusting", "tristar",
"unique3river", "upsidegap2crows", "xsidegap3methods"
]
def cdl_pattern(open_, high, low, close, name: Union[str, Sequence[str]]="all", scalar=None, offset=None, **kwargs) -> DataFrame:
"""Candle Pattern"""
# Validate Arguments
open_ = verify_series(open_)
high = verify_series(high)
low = verify_series(low)
close = verify_series(close)
offset = get_offset(offset)
scalar = float(scalar) if scalar else 100
# Patterns that implemented in pandas-ta
pta_patterns = {
"doji": cdl_doji, "inside": cdl_inside,
}
if name == "all":
name = ALL_PATTERNS
if type(name) is str:
name = [name]
result = {}
for n in name:
if n not in ALL_PATTERNS:
print(f"[X] There is no candle pattern named {n} available!")
continue
if n in pta_patterns:
pattern_result = pta_patterns[n](open_, high, low, close, offset=offset, scalar=scalar, **kwargs)
result[pattern_result.name] = pattern_result
else:
if not Imports["talib"]:
print(f"[X] Please install TA-Lib to use {n}. (pip install TA-Lib)")
continue
pattern_func = tala.Function("CDL" + n.upper())
pattern_result = Series(pattern_func(open_, high, low, close, **kwargs) / 100 * scalar)
pattern_result.index = close.index
# Offset
if offset != 0:
pattern_result = pattern_result.shift(offset)
# Handle fills
if "fillna" in kwargs:
pattern_result.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
pattern_result.fillna(method=kwargs["fill_method"], inplace=True)
result["CDL_" + n.upper()] = pattern_result
if len(result) == 0:
return
# Prepare DataFrame to return
df = DataFrame(result)
df.name = "CDL_PATTERN"
df.category = "candles"
return df
cdl_pattern.__doc__ = \
"""Candle Pattern
A wrapper around all candle patterns.
Args:
open_ (pd.Series): Series of 'open's
high (pd.Series): Series of 'high's
low (pd.Series): Series of 'low's
close (pd.Series): Series of 'close's
name: (Union[str, Sequence[str]]): name of the patterns
scalar (float): How much to magnify. Default: 100
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: one column for each pattern.
"""
+2 -10
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@@ -832,20 +832,12 @@ class AnalysisIndicators(BasePandasObject):
# Public DataFrame Methods: Indicators and Utilities
# Candles
def cdl_doji(self, offset=None, **kwargs):
def cdl_pattern(self, name="all", offset=None, **kwargs):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cdl_doji(open_=open_, high=high, low=low, close=close, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cdl_inside(self, offset=None, **kwargs):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cdl_inside(open_=open_, high=high, low=low, close=close, offset=offset, **kwargs)
result = cdl_pattern(open_=open_, high=high, low=low, close=close, name=name, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ha(self, offset=None, **kwargs):
+11
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@@ -39,6 +39,17 @@ class TestCandle(TestCase):
self.assertIsInstance(result, DataFrame)
self.assertEqual(result.name, "Heikin-Ashi")
def test_cdl_pattern(self):
result = pandas_ta.cdl_pattern(self.open, self.high, self.low, self.close, name="all")
self.assertIsInstance(result, DataFrame)
self.assertEqual(len(result.columns), len(pandas_ta.CDL_PATTERN_NAMES))
result = pandas_ta.cdl_pattern(self.open, self.high, self.low, self.close, name="doji")
self.assertIsInstance(result, DataFrame)
result = pandas_ta.cdl_pattern(self.open, self.high, self.low, self.close, name=["doji", "inside"])
self.assertIsInstance(result, DataFrame)
def test_cdl_doji(self):
result = pandas_ta.cdl_doji(self.open, self.high, self.low, self.close)
self.assertIsInstance(result, Series)