BUG apo correctly calculated and talib correlated

This commit is contained in:
Kevin Johnson
2020-05-21 14:47:14 -07:00
parent 1cfe48545c
commit 81e554a004
4 changed files with 9 additions and 9 deletions
+1
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@@ -42,6 +42,7 @@ All the indicators return a named Series or a DataFrame in uppercase underscore
- __Aberration__ (aberration)
- __BRAR__ (brar)
* Corrected Indicators:
- __Absolute Price Oscillator__ (apo)
- __Aroon & Aroon Oscillator__ (aroon)
* Fixed indicator and included oscillator in returned dataframe
- __Bollinger Bands__ (bbands)
+6 -7
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@@ -1,5 +1,5 @@
# -*- coding: utf-8 -*-
from ..overlap.ema import ema
from ..overlap.sma import sma
from ..utils import get_offset, verify_series
def apo(close, fast=None, slow=None, offset=None, **kwargs):
@@ -14,9 +14,8 @@ def apo(close, fast=None, slow=None, offset=None, **kwargs):
offset = get_offset(offset)
# Calculate Result
fastma = ema(close, length=fast, **kwargs)
slowma = ema(close, length=slow, **kwargs)
# EMAs are equivalent with talib, only their difference is minutely off
fastma = sma(close, length=fast)
slowma = sma(close, length=slow)
apo = fastma - slowma
# Offset
@@ -45,13 +44,13 @@ momentum. It is simply the difference of two Exponential Moving Averages
(EMA) of two different periods. Note: APO and MACD lines are equivalent.
Sources:
https://www.investopedia.com/terms/p/ppo.asp
https://www.tradingtechnologies.com/xtrader-help/x-study/technical-indicator-definitions/absolute-price-oscillator-apo/
Calculation:
Default Inputs:
fast=12, slow=26
EMA = Exponential Moving Average
APO = EMA(close, fast) - EMA(close, slow)
SMA = Simple Moving Average
APO = SMA(close, fast) - SMA(close, slow)
Args:
close (pd.Series): Series of 'close's
+1 -1
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@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension with 100+ Technical
setup(
name ="pandas_ta",
packages =['pandas_ta', 'pandas_ta.momentum', 'pandas_ta.overlap', 'pandas_ta.performance', 'pandas_ta.statistics', 'pandas_ta.trend', 'pandas_ta.volatility', 'pandas_ta.volume'],
version ="0.1.53b",
version ="0.1.54b",
description =long_description,
long_description =long_description,
author ="Kevin Johnson",
+1 -1
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@@ -70,7 +70,7 @@ class TestMomentum(TestCase):
self.assertEqual(result.name, 'APO_12_26')
try:
expected = tal.APO(self.close, 12, 26)
expected = tal.APO(self.close)
pdt.assert_series_equal(result, expected, check_names=False)
except AssertionError as ae:
try: