BLD added rvi indicator and tests

README.md

@@ -80,7 +80,7 @@ help(pd.DataFrame().ta.log_return)
 
 # Technical Analysis Indicators (by Category)
 
-## _Momentum_ (20)
+## _Momentum_ (21)
 
 * _Awesome Oscillator_: **ao**
 * _Absolute Price Oscillator_: **apo**
@@ -96,6 +96,7 @@ help(pd.DataFrame().ta.log_return)
 * _Percentage Price Oscillator_: **ppo**
 * _Rate of Change_: **roc**
 * _Relative Strength Index_: **rsi**
+* _Relative Vigor Index_: **rvi**
 * _Slope_: **slope**
 * _Stochastic Oscillator_: **stoch**
 * _Trix_: **trix**

pandas_ta/__init__.py

@@ -33,6 +33,7 @@ from .momentum.mom import mom
 from .momentum.ppo import ppo
 from .momentum.roc import roc
 from .momentum.rsi import rsi
+from .momentum.rvi import rvi
 from .momentum.slope import slope
 from .momentum.stoch import stoch
 from .momentum.trix import trix

pandas_ta/core.py

@@ -335,6 +335,16 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def rvi(self, open_=None, high=None, low=None, close=None, length=None, swma_length=None, offset=None, **kwargs):
+        open_ = self._get_column(open_, 'open')
+        high = self._get_column(high, 'high')
+        low = self._get_column(low, 'low')
+        close = self._get_column(close, 'close')
+        from .momentum.rvi import rvi
+        result = rvi(open_=open_, high=high, low=low, close=close, length=length, swma_length=swma_length, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
+
     def slope(self, close=None, length=None, offset=None, **kwargs):
         close = self._get_column(close, 'close')
         from .momentum.slope import slope

pandas_ta/momentum/rvi.py

@@ -0,0 +1,68 @@
+# -*- coding: utf-8 -*-
+from ..overlap.swma import swma
+from ..utils import get_offset, verify_series
+
+def rvi(open_, high, low, close, length=None, swma_length=None, offset=None, **kwargs):
+    """Indicator: RVI"""
+    # Validate Arguments
+    open_ = verify_series(open_)
+    high = verify_series(high)
+    low = verify_series(low)
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 14
+    swma_length = int(swma_length) if swma_length and swma_length > 0 else 4
+    offset = get_offset(offset)
+
+    # Calculate Result
+    numerator = swma(close - open_, length=swma_length).rolling(length).sum()
+    denominator = swma(high - low, length=swma_length).rolling(length).sum()
+    
+    rvi = numerator / denominator
+
+    # Offset
+    if offset != 0:
+        rvi = rvi.shift(offset)
+
+    # Name & Category
+    rvi.name = f"RVI_{length}_{swma_length}"
+    rvi.category = 'momentum'
+
+    return rvi
+
+
+
+rvi.__doc__ = \
+"""Relative Vigor Index (RVI)
+
+The Relative Vigor Index attempts to measure the strength of a trend relative to
+its closing price to its trading range.  It is based on the belief that it tends 
+to close higher than they open in uptrends or close lower than they open in
+downtrends.
+
+Sources:
+    https://www.investopedia.com/terms/r/relative_vigor_index.asp
+
+Calculation:
+    Default Inputs:
+        length=14, swma_length=4
+    SWMA = Symmetrically Weighted Moving Average
+    numerator = SUM(SWMA(close - open, swma_length), length)
+    denominator = SUM(SWMA(high - low, swma_length), length)
+    RVI = numerator / denominator
+
+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
+    length (int): It's period.  Default: 14
+    swma_length (int): It's period.  Default: 4
+    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.
+"""

setup.py

@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension with 80+ 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 ="0.1.32b",
+    version ="0.1.33b",
     description =long_description,
     long_description =long_description,
     author ="Kevin Johnson",

tests/test_indicator_momentum.py

@@ -207,6 +207,11 @@ class TestMomentum(TestCase):
             except Exception as ex:
                 error_analysis(result, CORRELATION, ex)
 
+    def test_rvi(self):
+        result = pandas_ta.rvi(self.open, self.high, self.low, self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'RVI_14_4')
+
     def test_slope(self):
         result = pandas_ta.slope(self.close)
         self.assertIsInstance(result, Series)

tests/test_indicator_momentum_ext.py

@@ -93,6 +93,11 @@ class TestMomentumExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'RSI_14')
 
+    def test_rvi_ext(self):
+        self.data.ta.rvi(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'RVI_14_4')
+
     def test_slope_ext(self):
         self.data.ta.slope(append=True)
         self.assertIsInstance(self.data, DataFrame)