Add macd signals

pandas_ta/__init__.py

@@ -130,8 +130,9 @@ from .volume.pvol import pvol
 from .volume.pvt import pvt
 from .volume.vp import vp
 
-# Event
+# Signals
 from .signals.rsi_signals import rsi_signals
+from .signals.macd_signals import macd_signals
 
 # DataFrame Extension
 from .core import *

pandas_ta/core.py

@@ -1233,7 +1233,7 @@ class AnalysisIndicators(BasePandasObject):
 
 
 
-    # Events indicators
+    # Signals indicators
     def rsi_signals(self, close=None, above_val=None, below_val=None, length=None, drift=None, offset=None, **kwargs):
         close = self._get_column(close, 'close')
         from pandas_ta.signals.rsi_signals import rsi_signals
@@ -1241,3 +1241,11 @@ class AnalysisIndicators(BasePandasObject):
         self._add_prefix_suffix(result, **kwargs)
         self._append(result, **kwargs)
         return result
+
+    def macd_signals(self, close=None, fast=None, slow=None, signal=None, offset=None, **kwargs):
+        close = self._get_column(close, 'close')
+        from pandas_ta.signals.macd_signals import macd_signals
+        result = macd_signals(close=close, fast=fast, slow=slow, signal=signal, offset=offset, **kwargs)
+        self._add_prefix_suffix(result, **kwargs)
+        self._append(result, **kwargs)
+        return result

pandas_ta/signals/README.md

@@ -13,9 +13,9 @@
 - [ ] Extended RSI (Overbought/oversold 80/20 and positive trend when $RSI_t$ > $RSI_{t-1}$)
 - [ ] Crossing EMA(50) and EMA(200) (long term bearish/bullish signal)
 - [ ] Crossing EMA(12) and EMA(26) (short term bearish/bullish signal)
-- [ ] Crossing MACD(26,12, 9) with 0 line (bearish/bullish signal)
+- [x] Crossing MACD(26,12, 9) with 0 line (bearish/bullish signal)
 - [ ] Stochastic oscillator (Overbough/oversold 80/20)
 - [ ] Crossing Bollinger bands with close price
 - [ ] Average directional index (ADX) cross with 20 or 25 (trend/drift and 40 for strong trend)
 - [ ] Extend ADX with DI+ and DI- (strong trend/drift confirming uptrend or downtrend)
-- [ ] Aroon osicillator around 100 
+- [ ] Aroon osicillator around 100

pandas_ta/signals/macd_signals.py

@@ -0,0 +1,75 @@
+# -*- coding: utf-8 -*-
+from pandas import DataFrame
+from ..momentum.macd import macd
+from ..utils import above_value, below_value, cross_value
+
+def macd_signals(close, fast=None, slow=None, signal=None, offset=None, **kwargs):
+    """Indicator: Signals based on Moving Average, Convergence/Divergence (MACD)"""
+    macd_df = macd(close, fast=fast, slow=slow, signal=signal, offset=offset, **kwargs)
+    histogram_col = macd_df.columns.values[macd_df.columns.str.startswith('MACDH')][0]
+    histogram_serie = macd_df[histogram_col]
+    macd_col = macd_df.columns.values[macd_df.columns.str.startswith('MACD_')][0]
+    macd_serie = macd_df[macd_col]
+
+    signals_above = cross_value(histogram_serie, 0, above=True, asint=True, **kwargs)
+    signals_below = cross_value(histogram_serie, 0, above=False, asint=True, **kwargs)
+    bull = above_value(histogram_serie, 0, asint=True, **kwargs)
+    bear = below_value(histogram_serie, 0, asint=True, **kwargs)
+
+    # Name and Categorize it
+    # Not needed because above_value/below_value is already naming
+    signals_above.name = f"{macd_serie.name}_X_BULL" 
+    signals_below.name = f"{macd_serie.name}_X_BEAR"
+    bull.name = f"{macd_serie.name}_BULL" 
+    bear.name = f"{macd_serie.name}_BEAR"
+    signals_above.category = signals_below.category = bull.category = bear.category = 'signals'
+
+    # Prepare DataFrame to return
+    data = {
+        signals_above.name: signals_above,
+        signals_below.name: signals_below,
+        bull.name: bull,
+        bear.name: bear
+    }
+
+    macddf = DataFrame(data)
+    macddf.name = f"{macd_serie.name}_signals"
+    macddf.category = 'signals'
+
+    return macddf
+
+
+
+macd.__doc__ = \
+"""Moving Average Convergence Divergence (MACD)
+
+The MACD is a popular indicator to that is used to identify a security's trend.
+While APO and MACD are the same calculation, MACD also returns two more series
+called Signal and Histogram.  The Signal is an EMA of MACD and the Histogram is
+the difference of MACD and Signal.
+
+Sources:
+    https://www.tradingview.com/wiki/MACD_(Moving_Average_Convergence/Divergence)
+
+Calculation:
+    Default Inputs:
+        fast=12, slow=26, signal=9
+    EMA = Exponential Moving Average
+    MACD = EMA(close, fast) - EMA(close, slow)
+    Signal = EMA(MACD, signal)
+    Histogram = MACD - Signal
+
+Args:
+    close (pd.Series): Series of 'close's
+    fast (int): The short period.  Default: 12
+    slow (int): The long period.   Default: 26
+    signal (int): The signal period.   Default: 9
+    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.DataFrame: macd, histogram, signal columns.
+"""

pandas_ta/signals/rsi_signals.py

@@ -5,7 +5,7 @@ from ..utils import above_value, below_value, cross_value
 
 def rsi_signals(close, above_val=None, below_val=None, length=None, drift=None, offset=None, crossing=False, **kwargs):
     """Indicator: Signals based on Relative Strength Index (RSI)"""
-    rsi_series = rsi(close, length=None, drift=None, offset=None, **kwargs)
+    rsi_series = rsi(close, length=length, drift=drift, offset=offset, **kwargs)
     above_val = int(above_val) if above_val and above_val > 0 else 80
     below_val = int(below_val) if below_val and below_val > 0 else 20