mirror of
https://github.com/wassname/pandas-ta.git
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142 lines
5.0 KiB
Python
142 lines
5.0 KiB
Python
# -*- coding: utf-8 -*-
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from pandas import DataFrame, Series
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from ._core import get_offset, verify_series
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from ._math import zero
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def _above_below(series_a: Series, series_b: Series, above: bool = True, asint: bool = True, offset: int = None, **kwargs):
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series_a = verify_series(series_a)
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series_b = verify_series(series_b)
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offset = get_offset(offset)
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series_a.apply(zero)
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series_b.apply(zero)
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# Calculate Result
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if above:
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current = series_a >= series_b
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else:
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current = series_a <= series_b
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if asint:
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current = current.astype(int)
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# Offset
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if offset != 0:
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current = current.shift(offset)
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# Name & Category
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current.name = f"{series_a.name}_{'A' if above else 'B'}_{series_b.name}"
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current.category = "utility"
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return current
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def above(series_a: Series, series_b: Series, asint: bool = True, offset: int = None, **kwargs):
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return _above_below(series_a, series_b, above=True, asint=asint, offset=offset, **kwargs)
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def above_value(series_a: Series, value: float, asint: bool = True, offset: int = None, **kwargs):
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if not isinstance(value, (int, float, complex)):
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print("[X] value is not a number")
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return
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series_b = Series(value, index=series_a.index, name=f"{value}".replace(".", "_"))
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return _above_below(series_a, series_b, above=True, asint=asint, offset=offset, **kwargs)
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def below(series_a: Series, series_b: Series, asint: bool = True, offset: int = None, **kwargs):
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return _above_below(series_a, series_b, above=False, asint=asint, offset=offset, **kwargs)
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def below_value(series_a: Series, value: float, asint: bool = True, offset: int = None, **kwargs):
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if not isinstance(value, (int, float, complex)):
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print("[X] value is not a number")
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return
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series_b = Series(value, index=series_a.index, name=f"{value}".replace(".", "_"))
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return _above_below(series_a, series_b, above=False, asint=asint, offset=offset, **kwargs)
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def cross_value(series_a: Series, value: float, above: bool = True, asint: bool = True, offset: int = None, **kwargs):
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series_b = Series(value, index=series_a.index, name=f"{value}".replace(".", "_"))
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return cross(series_a, series_b, above, asint, offset, **kwargs)
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def cross(series_a: Series, series_b: Series, above: bool = True, asint: bool = True, offset: int = None, **kwargs):
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series_a = verify_series(series_a)
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series_b = verify_series(series_b)
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offset = get_offset(offset)
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series_a.apply(zero)
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series_b.apply(zero)
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# Calculate Result
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current = series_a > series_b # current is above
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previous = series_a.shift(1) < series_b.shift(1) # previous is below
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# above if both are true, below if both are false
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cross = current & previous if above else ~current & ~previous
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# ensure there is no cross on the first entry
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cross[0] = False
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if asint:
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cross = cross.astype(int)
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# Offset
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if offset != 0:
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cross = cross.shift(offset)
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# Name & Category
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cross.name = f"{series_a.name}_{'XA' if above else 'XB'}_{series_b.name}"
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cross.category = "utility"
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return cross
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def signals(indicator, xa, xb, cross_values, xserie, xserie_a, xserie_b, cross_series, offset) -> DataFrame:
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df = DataFrame()
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if xa is not None and isinstance(xa, (int, float)):
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if cross_values:
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crossed_above_start = cross_value(indicator, xa, above=True, offset=offset)
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crossed_above_end = cross_value(indicator, xa, above=False, offset=offset)
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df[crossed_above_start.name] = crossed_above_start
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df[crossed_above_end.name] = crossed_above_end
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else:
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crossed_above = above_value(indicator, xa, offset=offset)
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df[crossed_above.name] = crossed_above
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if xb is not None and isinstance(xb, (int, float)):
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if cross_values:
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crossed_below_start = cross_value(indicator, xb, above=True, offset=offset)
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crossed_below_end = cross_value(indicator, xb, above=False, offset=offset)
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df[crossed_below_start.name] = crossed_below_start
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df[crossed_below_end.name] = crossed_below_end
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else:
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crossed_below = below_value(indicator, xb, offset=offset)
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df[crossed_below.name] = crossed_below
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# xseries is the default value for both xserie_a and xserie_b
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if xserie_a is None:
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xserie_a = xserie
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if xserie_b is None:
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xserie_b = xserie
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if xserie_a is not None and verify_series(xserie_a):
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if cross_series:
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cross_serie_above = cross(indicator, xserie_a, above=True, offset=offset)
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else:
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cross_serie_above = above(indicator, xserie_a, offset=offset)
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df[cross_serie_above.name] = cross_serie_above
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if xserie_b is not None and verify_series(xserie_b):
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if cross_series:
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cross_serie_below = cross(indicator, xserie_b, above=False, offset=offset)
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else:
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cross_serie_below = below(indicator, xserie_b, offset=offset)
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df[cross_serie_below.name] = cross_serie_below
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return df
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