mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
Urban Ottosson
79 lines
2.1 KiB
Python
79 lines
2.1 KiB
Python
# -*- coding: utf-8 -*-
|
|
from pandas_ta.overlap import sma
|
|
from pandas_ta.utils import get_offset, verify_series
|
|
|
|
# - Standard definition of your custom indicator function (including docs)-
|
|
|
|
def ni(close, length=None, centered=False, offset=None, **kwargs):
|
|
"""
|
|
Example indicator ni
|
|
"""
|
|
# Validate Arguments
|
|
length = int(length) if length and length > 0 else 20
|
|
close = verify_series(close, length)
|
|
offset = get_offset(offset)
|
|
|
|
if close is None: return
|
|
|
|
# Calculate Result
|
|
t = int(0.5 * length) + 1
|
|
ma = sma(close, length)
|
|
|
|
ni = close - ma.shift(t)
|
|
if centered:
|
|
ni = (close.shift(t) - ma).shift(-t)
|
|
|
|
# Offset
|
|
if offset != 0:
|
|
ni = ni.shift(offset)
|
|
|
|
# Handle fills
|
|
if "fillna" in kwargs:
|
|
ni.fillna(kwargs["fillna"], inplace=True)
|
|
if "fill_method" in kwargs:
|
|
ni.fillna(method=kwargs["fill_method"], inplace=True)
|
|
|
|
# Name and Categorize it
|
|
ni.name = f"ni_{length}"
|
|
ni.category = "trend"
|
|
|
|
return ni
|
|
|
|
ni.__doc__ = \
|
|
"""Example indicator (NI)
|
|
|
|
Is an indicator provided solely as an example
|
|
|
|
Sources:
|
|
https://github.com/twopirllc/pandas-ta/issues/264
|
|
|
|
Calculation:
|
|
Default Inputs:
|
|
length=20, centered=False
|
|
SMA = Simple Moving Average
|
|
t = int(0.5 * length) + 1
|
|
|
|
ni = close.shift(t) - SMA(close, length)
|
|
if centered:
|
|
ni = ni.shift(-t)
|
|
|
|
Args:
|
|
close (pd.Series): Series of 'close's
|
|
length (int): It's period. Default: 20
|
|
centered (bool): Shift the ni back by int(0.5 * length) + 1. Default: False
|
|
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.
|
|
"""
|
|
|
|
# - Define a matching class method --------------------------------------------
|
|
|
|
def ni_method(self, length=None, offset=None, **kwargs):
|
|
close = self._get_column(kwargs.pop("close", "close"))
|
|
result = ni(close=close, length=length, offset=offset, **kwargs)
|
|
return self._post_process(result, **kwargs) |