added swma indicator and tests

README.md

@@ -123,6 +123,7 @@ help(pd.DataFrame().ta.log_return)
 * _Pascal's Weighted Moving Average_: **pwma**
 * _William's Moving Average_: **rma**
 * _Simple Moving Average_: **sma**
+* _Symmetric Weighted Moving Average_: **swma**
 * _T3 Moving Average_: **t3**
 * _Triple Exponential Moving Average_: **tema**
 * _Triangular Moving Average_: **trima**

pandas_ta/core.py

@@ -449,6 +449,12 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def swma(self, close=None, length=None, offset=None, **kwargs):
+        close = self._get_column(close, 'close')
+        result = swma(close=close, length=length, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
+
     def t3(self, close=None, length=None, a=None, offset=None, **kwargs):
         close = self._get_column(close, 'close')
         result = t3(close=close, length=length, a=a, offset=offset, **kwargs)

pandas_ta/overlap.py

@@ -3,7 +3,7 @@ import math
 import numpy as np
 import pandas as pd
 
-from .utils import fibonacci, get_drift, get_offset, pascals_triangle, verify_series, weights
+from .utils import fibonacci, get_drift, get_offset, pascals_triangle, symmetric_triangle, verify_series, weights
 
 
 
@@ -477,6 +477,30 @@ def sma(close, length=None, offset=None, **kwargs):
     return sma
 
 
+def swma(close, length=None, asc=None, offset=None, **kwargs):
+    """Indicator: Symmetric Weighted Moving Average (SWMA)"""
+    # Validate Arguments
+    close = verify_series(close)
+    length = int(length) if length and length > 0 else 10
+    min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
+    asc = asc if asc else True
+    offset = get_offset(offset)
+
+    # Calculate Result
+    triangle = pascals_triangle(n=length - 1, weighted=True)
+    swma = close.rolling(length, min_periods=length).apply(weights(triangle), raw=True)
+
+    # Offset
+    if offset != 0:
+        swma = swma.shift(offset)
+
+    # Name & Category
+    swma.name = f"SWMA_{length}"
+    swma.category = 'overlap'
+
+    return swma
+
+
 def t3(close, length=None, a=None, offset=None, **kwargs):
     """Indicator: T3"""
     # Validate Arguments
@@ -1097,7 +1121,7 @@ Source: Kevin Johnson
 
 Calculation:
     Default Inputs:
-        length=10, 
+        length=10
 
     def weights(w):
         def _compute(x):
@@ -1182,6 +1206,43 @@ Returns:
 """
 
 
+swma.__doc__ = \
+"""Symmetric Weighted Moving Average (SWMA)
+
+Symmetric Weighted Moving Average where weights are based on a symmetric
+triangle.  For example: n=3 -> [1, 2, 1], n=4 -> [1, 2, 2, 1], etc...  This moving
+average has variable length in contrast to TradingView's fixed length of 4.
+
+Source: 
+    https://www.tradingview.com/study-script-reference/#fun_swma
+
+Calculation:
+    Default Inputs:
+        length=10
+
+    def weights(w):
+        def _compute(x):
+            return np.dot(w * x)
+        return _compute
+
+    triangle = utils.symmetric_triangle(length - 1)
+    SWMA = close.rolling(length)_.apply(weights(triangle), raw=True)
+
+Args:
+    close (pd.Series): Series of 'close's
+    length (int): It's period.  Default: 10
+    asc (bool): Recent values weigh more.  Default: True
+    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.
+"""
+
+
 t3.__doc__ = \
 """Tim Tillson's T3 Moving Average (T3)
 

setup.py

@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension of Technical Analys
 setup(
     name = "pandas_ta",
     packages = ["pandas_ta"],
-    version = "0.1.10a",
+    version = "0.1.11a",
     description=long_description,
     long_description=long_description,
     author = "Kevin Johnson",

tests/test_indicator_overlap.py

@@ -231,6 +231,11 @@ class TestOverlap(TestCase):
             except Exception as ex:
                 error_analysis(result, CORRELATION, ex)
 
+    def test_swma(self):
+        result = self.overlap.swma(self.close)
+        self.assertIsInstance(result, Series)
+        self.assertEqual(result.name, 'SWMA_10')
+
     def test_t3(self):
         result = self.overlap.t3(self.close)
         self.assertIsInstance(result, Series)

tests/test_indicator_overlap_ext.py

@@ -93,6 +93,11 @@ class TestOverlapExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'SMA_10')
 
+    def test_swma_ext(self):
+        self.data.ta.swma(append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'SWMA_10')
+
     def test_t3_ext(self):
         self.data.ta.t3(append=True)
         self.assertIsInstance(self.data, DataFrame)