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Python

# -*- coding: utf-8 -*-
from pandas import DataFrame, Series
from pandas_ta._typing import DictLike, Int, IntFloat
from pandas_ta.ma import ma
from pandas_ta.maps import Imports
from pandas_ta.statistics import stdev
from pandas_ta.utils import (
non_zero_range,
tal_ma,
v_mamode,
v_offset,
v_pos_default,
v_series,
v_talib
)
def bbands(
close: Series, length: Int = None, std: IntFloat = None, ddof: Int = 0,
mamode: str = None, talib: bool = None,
offset: Int = None, **kwargs: DictLike
) -> DataFrame:
"""Bollinger Bands (BBANDS)
A popular volatility indicator by John Bollinger.
Sources:
https://www.tradingview.com/wiki/Bollinger_Bands_(BB)
Args:
close (pd.Series): Series of 'close's
length (int): The short period. Default: 5
std (int): The long period. Default: 2
ddof (int): Degrees of Freedom to use. Default: 0
mamode (str): See ``help(ta.ma)``. Default: 'sma'
talib (bool): If TA Lib is installed and talib is True, Returns
the TA Lib version. Default: True
ddof (int): Delta Degrees of Freedom.
The divisor used in calculations is N - ddof, where N
represents the number of elements. The 'talib' argument
must be false for 'ddof' to work. Default: 1
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: lower, mid, upper, bandwidth, and percent columns.
"""
# Validate
length = v_pos_default(length, 5)
close = v_series(close, length)
if close is None:
return
std = v_pos_default(std, 2.0)
ddof = int(ddof) if isinstance(ddof, int) and 0 <= ddof < length else 1
mamode = v_mamode(mamode, "sma")
mode_tal = v_talib(talib)
offset = v_offset(offset)
# Calculate
if Imports["talib"] and mode_tal:
from talib import BBANDS
upper, mid, lower = BBANDS(close, length, std, std, tal_ma(mamode))
else:
standard_deviation = stdev(
close=close, length=length, ddof=ddof, talib=mode_tal
)
deviations = std * standard_deviation
# deviations = std * standard_deviation.loc[standard_deviation.first_valid_index():,]
mid = ma(mamode, close, length=length, talib=mode_tal, **kwargs)
lower = mid - deviations
upper = mid + deviations
ulr = non_zero_range(upper, lower)
bandwidth = 100 * ulr / mid
percent = non_zero_range(close, lower) / ulr
# Offset
if offset != 0:
lower = lower.shift(offset)
mid = mid.shift(offset)
upper = upper.shift(offset)
bandwidth = bandwidth.shift(offset)
percent = percent.shift(offset)
# Fill
if "fillna" in kwargs:
lower.fillna(kwargs["fillna"], inplace=True)
mid.fillna(kwargs["fillna"], inplace=True)
upper.fillna(kwargs["fillna"], inplace=True)
bandwidth.fillna(kwargs["fillna"], inplace=True)
percent.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
lower.fillna(method=kwargs["fill_method"], inplace=True)
mid.fillna(method=kwargs["fill_method"], inplace=True)
upper.fillna(method=kwargs["fill_method"], inplace=True)
bandwidth.fillna(method=kwargs["fill_method"], inplace=True)
percent.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Category
lower.name = f"BBL_{length}_{std}"
mid.name = f"BBM_{length}_{std}"
upper.name = f"BBU_{length}_{std}"
bandwidth.name = f"BBB_{length}_{std}"
percent.name = f"BBP_{length}_{std}"
upper.category = lower.category = "volatility"
mid.category = bandwidth.category = upper.category
data = {
lower.name: lower, mid.name: mid, upper.name: upper,
bandwidth.name: bandwidth, percent.name: percent
}
bbandsdf = DataFrame(data)
bbandsdf.name = f"BBANDS_{length}_{std}"
bbandsdf.category = mid.category
return bbandsdf