ENH #163 Adding Price Volume indicator

This commit is contained in:
twrobel
2020-12-22 22:10:20 -05:00
parent 0f97532068
commit 972a1c0fe0
3 changed files with 18 additions and 0 deletions
+7
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@@ -1547,6 +1547,13 @@ class AnalysisIndicators(BasePandasObject):
result = pvol(close=close, volume=volume, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pvr(self, **kwargs):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvr(close=close, volume=volume)
return self._post_process(result, **kwargs)
def pvt(self, offset=None, **kwargs):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
+1
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@@ -10,5 +10,6 @@ from .nvi import nvi
from .obv import obv
from .pvi import pvi
from .pvol import pvol
from .pvr import pvr
from .pvt import pvt
from .vp import vp
+10
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@@ -134,6 +134,16 @@ class TestVolume(TestCase):
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "PVOL")
def test_pvr(self):
result = pandas_ta.pvr(self.close, self.volume_)
self.assertIsInstance(result, Series)
self.assertEqual(result.name, "PVR")
# sample indicator values from SPY
self.assertEqual(result[0], 1)
self.assertEqual(result[1], 3)
self.assertEqual(result[4], 2)
self.assertEqual(result[6], 4)
def test_pvt(self):
result = pandas_ta.pvt(self.close, self.volume_)
self.assertIsInstance(result, Series)