Add signal on macd

This commit is contained in:
Lluis
2020-05-26 16:31:06 +02:00
parent 4d5beb1e60
commit 71c8440558
+36 -3
View File
@@ -1,7 +1,7 @@
# -*- coding: utf-8 -*-
from pandas import DataFrame
from pandas import DataFrame, concat
from ..overlap.ema import ema
from ..utils import get_offset, verify_series
from ..utils import get_offset, verify_series, generate_signal_indicators
def macd(close, fast=None, slow=None, signal=None, offset=None, **kwargs):
"""Indicator: Moving Average, Convergence/Divergence (MACD)"""
@@ -51,7 +51,40 @@ def macd(close, fast=None, slow=None, signal=None, offset=None, **kwargs):
macddf.name = f"MACD_{fast}_{slow}_{signal}"
macddf.category = 'momentum'
return macddf
signal_indicators = kwargs.pop('signal_indicators', False)
if signal_indicators:
signalsdf = concat(
[
macddf,
generate_signal_indicators(
indicator=histogram,
xa=kwargs.pop('xa', 0),
xb=kwargs.pop('xb', None),
xserie=kwargs.pop('xserie', None),
xserie_a=kwargs.pop('xserie_a', None),
xserie_b=kwargs.pop('xserie_b', None),
cross_values=kwargs.pop('cross_values', True),
cross_series=kwargs.pop('cross_series', True),
offset=offset,
),
generate_signal_indicators(
indicator=macd,
xa=kwargs.pop('xa', 0),
xb=kwargs.pop('xb', None),
xserie=kwargs.pop('xserie', None),
xserie_a=kwargs.pop('xserie_a', None),
xserie_b=kwargs.pop('xserie_b', None),
cross_values=kwargs.pop('cross_values', False),
cross_series=kwargs.pop('cross_series', True),
offset=offset,
),
],
axis=1
)
return signalsdf
else:
return macddf