mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
Kevin Johnson
136 lines
4.4 KiB
Python
136 lines
4.4 KiB
Python
# -*- coding: utf-8 -*-
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import re as re_
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from pathlib import Path
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from sys import float_info as sflt
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from numpy import argmax, argmin
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from pandas import DataFrame, Series
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from pandas.api.types import is_datetime64_any_dtype
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from pandas_ta import Imports
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def _camelCase2Title(x: str):
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"""https://stackoverflow.com/questions/5020906/python-convert-camel-case-to-space-delimited-using-regex-and-taking-acronyms-in"""
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return re_.sub("([a-z])([A-Z])","\g<1> \g<2>", x).title()
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def category_files(category: str) -> list:
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"""Helper function to return all filenames in the category directory."""
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files = [
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x.stem
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for x in list(Path(f"pandas_ta/{category}/").glob("*.py"))
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if x.stem != "__init__"
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]
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return files
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def get_drift(x: int) -> int:
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"""Returns an int if not zero, otherwise defaults to one."""
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return int(x) if isinstance(x, int) and x != 0 else 1
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def get_offset(x: int) -> int:
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"""Returns an int, otherwise defaults to zero."""
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return int(x) if isinstance(x, int) else 0
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def is_datetime_ordered(df: DataFrame or Series) -> bool:
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"""Returns True if the index is a datetime and ordered."""
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index_is_datetime = is_datetime64_any_dtype(df.index)
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try:
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ordered = df.index[0] < df.index[-1]
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except RuntimeWarning:
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pass
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finally:
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return True if index_is_datetime and ordered else False
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def is_percent(x: int or float) -> bool:
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if isinstance(x, (int, float)):
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return x is not None and x >= 0 and x <= 100
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return False
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def non_zero_range(high: Series, low: Series) -> Series:
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"""Returns the difference of two series and adds epsilon to any zero values. This occurs commonly in crypto data when 'high' = 'low'."""
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diff = high - low
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if diff.eq(0).any().any():
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diff += sflt.epsilon
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return diff
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def recent_maximum_index(x):
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return int(argmax(x[::-1]))
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def recent_minimum_index(x):
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return int(argmin(x[::-1]))
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def signed_series(series: Series, initial: int = None) -> Series:
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"""Returns a Signed Series with or without an initial value
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Default Example:
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series = Series([3, 2, 2, 1, 1, 5, 6, 6, 7, 5])
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and returns:
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sign = Series([NaN, -1.0, 0.0, -1.0, 0.0, 1.0, 1.0, 0.0, 1.0, -1.0])
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"""
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series = verify_series(series)
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sign = series.diff(1)
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sign[sign > 0] = 1
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sign[sign < 0] = -1
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sign.iloc[0] = initial
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return sign
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def tal_ma(name: str) -> int:
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"""Helper Function that returns the Enum value for TA Lib's MA Type"""
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if Imports["talib"] and isinstance(name, str) and len(name) > 1:
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from talib import MA_Type
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name = name.lower()
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if name == "sma": return MA_Type.SMA # 0
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elif name == "ema": return MA_Type.EMA # 1
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elif name == "wma": return MA_Type.WMA # 2
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elif name == "dema": return MA_Type.DEMA # 3
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elif name == "tema": return MA_Type.TEMA # 4
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elif name == "trima": return MA_Type.TRIMA # 5
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elif name == "kama": return MA_Type.KAMA # 6
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elif name == "mama": return MA_Type.MAMA # 7
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elif name == "t3": return MA_Type.T3 # 8
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return 0 # Default: SMA -> 0
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def unsigned_differences(series: Series, amount: int = None, **kwargs) -> Series:
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"""Unsigned Differences
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Returns two Series, an unsigned positive and unsigned negative series based
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on the differences of the original series. The positive series are only the
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increases and the negative series are only the decreases.
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Default Example:
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series = Series([3, 2, 2, 1, 1, 5, 6, 6, 7, 5, 3]) and returns
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postive = Series([0, 0, 0, 0, 0, 1, 1, 0, 1, 0, 0])
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negative = Series([0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 1])
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"""
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amount = int(amount) if amount is not None else 1
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negative = series.diff(amount)
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negative.fillna(0, inplace=True)
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positive = negative.copy()
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positive[positive <= 0] = 0
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positive[positive > 0] = 1
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negative[negative >= 0] = 0
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negative[negative < 0] = 1
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if kwargs.pop("asint", False):
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positive = positive.astype(int)
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negative = negative.astype(int)
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return positive, negative
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def verify_series(series: Series, min_length: int = None) -> Series:
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"""If a Pandas Series and it meets the min_length of the indicator return it."""
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has_length = min_length is not None and isinstance(min_length, int)
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if series is not None and isinstance(series, Series):
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return None if has_length and series.size < min_length else series |