From 82d0d25bd2ba8c2d0e8f9e47a4e6143da94e1d29 Mon Sep 17 00:00:00 2001
From: Kevin Johnson <appliedmathkj@gmail.com>
Date: Wed, 24 Apr 2019 11:19:02 -0700
Subject: [PATCH] added long_run indicator and tests

---
 README.md                         |  3 ++-
 pandas_ta/core.py                 | 13 ++++++++++---
 pandas_ta/trend.py                | 30 ++++++++++++++++++++++++++++++
 tests/test_indicator_trend.py     |  5 +++++
 tests/test_indicator_trend_ext.py | 10 ++++++++++
 5 files changed, 57 insertions(+), 4 deletions(-)

diff --git a/README.md b/README.md
index eb0f47b..7f03704 100644
--- a/README.md
+++ b/README.md
@@ -163,13 +163,14 @@ Use parameter: cumulative=**True** for cumulative results.
 |:--------:|
 | ![Example Z Score](/images/SPY_ZScore.png) |
 
-## _Trend_ (7)
+## _Trend_ (8)
 
 * _Average Directional Movement Index_: **adx**
 * _Aroon Oscillator_: **aroon**
 * _Decreasing_: **decreasing**
 * _Detrended Price Oscillator_: **dpo**
 * _Increasing_: **increasing**
+* _Long Run_: **long_run**
 * _Q Stick_: **qstick**
 * _Vortex_: **vortex**
 
diff --git a/pandas_ta/core.py b/pandas_ta/core.py
index 04468e9..a9a806d 100644
--- a/pandas_ta/core.py
+++ b/pandas_ta/core.py
@@ -608,6 +608,15 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def long_run(self, fast=None, slow=None, length=None, offset=None, **kwargs):
+        if fast is None and slow is None: return self._df
+        else:
+            fast = self._get_column(fast, f"{fast}")
+            slow = self._get_column(slow, f"{slow}")
+            result = long_run(fast=fast, slow=slow, length=length, offset=offset, **kwargs)
+            self._append(result, **kwargs)
+            return result
+
     def qstick(self, open_=None, close=None, length=None, offset=None, **kwargs):
         open_ = self._get_column(open_, 'open')
         close = self._get_column(close, 'close')
@@ -627,9 +636,7 @@ class AnalysisIndicators(BasePandasObject):
 
     # Utility Indicators
     def cross(self, a=None, b=None, above=True, asint=True, offset=None, **kwargs):
-        if a is None and b is None:
-            print(f" [X] Series ")
-            return self._df
+        if a is None and b is None: return self._df
         else:
             a = self._get_column(a, f"{a}")
             b = self._get_column(b, f"{b}")
diff --git a/pandas_ta/trend.py b/pandas_ta/trend.py
index 1c6f31a..4d694ac 100644
--- a/pandas_ta/trend.py
+++ b/pandas_ta/trend.py
@@ -205,6 +205,36 @@ def increasing(close, length=None, asint=True, offset=None, **kwargs):
     return increasing
 
 
+def long_run(fast, slow, length=None, offset=None, **kwargs):
+    """Indicator: Long Run"""
+    # Validate Arguments
+    fast = verify_series(fast)
+    slow = verify_series(slow)
+    length = int(length) if length and length > 0 else 2
+    offset = get_offset(offset)
+
+    # Calculate Result
+    pb = increasing(fast, length) & decreasing(slow, length)  # potential bottom or bottom
+    bi = increasing(fast, length) & increasing(slow, length)  # fast and slow are increasing
+    long_run = pb | bi
+
+    # Offset
+    if offset != 0:
+        long_run = long_run.shift(offset)
+
+    # Handle fills
+    if 'fillna' in kwargs:
+        long_run.fillna(kwargs['fillna'], inplace=True)
+    if 'fill_method' in kwargs:
+        long_run.fillna(method=kwargs['fill_method'], inplace=True)
+
+    # Name and Categorize it
+    long_run.name = f"LR_{length}"
+    long_run.category = 'trend'
+
+    return long_run
+
+
 def qstick(open_, close, length=None, offset=None, **kwargs):
     """Indicator: Q Stick"""
     # Validate Arguments
diff --git a/tests/test_indicator_trend.py b/tests/test_indicator_trend.py
index 86b299e..17d0208 100644
--- a/tests/test_indicator_trend.py
+++ b/tests/test_indicator_trend.py
@@ -89,6 +89,11 @@ class TestTrend(TestCase):
         self.assertIsInstance(result, Series)
         self.assertEqual(result.name, 'INC_1')
 
+    def test_long_run(self):
+        result = self.trend.long_run(self.close, self.open)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'LR_2')
+
     def test_qstick(self):
         result = self.trend.qstick(self.open, self.close)
         self.assertIsInstance(result, Series)
diff --git a/tests/test_indicator_trend_ext.py b/tests/test_indicator_trend_ext.py
index 1cbc25e..3053c00 100644
--- a/tests/test_indicator_trend_ext.py
+++ b/tests/test_indicator_trend_ext.py
@@ -48,6 +48,16 @@ class TestTrendExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'INC_1')
 
+    def test_long_run_ext(self):
+        # Nothing passed, return self
+        self.assertEqual(self.data.ta.long_run(append=True).shape, self.data.shape)
+
+        fast = self.data.ta.ema('close', 8)
+        slow = self.data.ta.ema('close', 21)
+        self.data.ta.long_run(fast, slow, append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'LR_2')
+
     def test_qstick_ext(self):
         self.data.ta.qstick(append=True)
         self.assertIsInstance(self.data, DataFrame)