mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
118 lines
3.6 KiB
Python
118 lines
3.6 KiB
Python
# -*- coding: utf-8 -*-
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from pandas import DataFrame
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from .roc import roc
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from ..utils import get_drift, get_offset, verify_series
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def kst(
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close,
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roc1=None,
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roc2=None,
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roc3=None,
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roc4=None,
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sma1=None,
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sma2=None,
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sma3=None,
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sma4=None,
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signal=None,
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drift=None,
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offset=None,
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**kwargs,
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):
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"""Indicator: 'Know Sure Thing' (KST)"""
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# Validate arguments
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close = verify_series(close)
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roc1 = int(roc1) if roc1 and roc1 > 0 else 10
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roc2 = int(roc2) if roc2 and roc2 > 0 else 15
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roc3 = int(roc3) if roc3 and roc3 > 0 else 20
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roc4 = int(roc4) if roc4 and roc4 > 0 else 30
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sma1 = int(sma1) if sma1 and sma1 > 0 else 10
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sma2 = int(sma2) if sma2 and sma2 > 0 else 10
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sma3 = int(sma3) if sma3 and sma3 > 0 else 10
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sma4 = int(sma4) if sma4 and sma4 > 0 else 15
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signal = int(signal) if signal and signal > 0 else 9
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drift = get_drift(drift)
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offset = get_offset(offset)
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# Calculate Result
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rocma1 = roc(close, roc1).rolling(sma1).mean()
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rocma2 = roc(close, roc2).rolling(sma2).mean()
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rocma3 = roc(close, roc3).rolling(sma3).mean()
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rocma4 = roc(close, roc4).rolling(sma4).mean()
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kst = 100 * (rocma1 + 2 * rocma2 + 3 * rocma3 + 4 * rocma4)
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kst_signal = kst.rolling(signal).mean()
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# Offset
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if offset != 0:
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kst = kst.shift(offset)
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kst_signal = kst_signal.shift(offset)
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# Handle fills
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if "fillna" in kwargs:
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kst.fillna(kwargs["fillna"], inplace=True)
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kst_signal.fillna(kwargs["fillna"], inplace=True)
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if "fill_method" in kwargs:
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kst.fillna(method=kwargs["fill_method"], inplace=True)
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kst_signal.fillna(method=kwargs["fill_method"], inplace=True)
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# Name and Categorize it
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kst.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}"
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kst_signal.name = f"KSTs_{signal}"
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kst.category = kst_signal.category = "momentum"
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# Prepare DataFrame to return
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data = {kst.name: kst, kst_signal.name: kst_signal}
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kstdf = DataFrame(data)
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kstdf.name = f"KST_{roc1}_{roc2}_{roc3}_{roc4}_{sma1}_{sma2}_{sma3}_{sma4}_{signal}"
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kstdf.category = "momentum"
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return kstdf
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kst.__doc__ = """'Know Sure Thing' (KST)
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The 'Know Sure Thing' is a momentum based oscillator and based on ROC.
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Sources:
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https://www.tradingview.com/wiki/Know_Sure_Thing_(KST)
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https://www.incrediblecharts.com/indicators/kst.php
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Calculation:
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Default Inputs:
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roc1=10, roc2=15, roc3=20, roc4=30,
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sma1=10, sma2=10, sma3=10, sma4=15, signal=9, drift=1
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ROC = Rate of Change
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SMA = Simple Moving Average
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rocsma1 = SMA(ROC(close, roc1), sma1)
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rocsma2 = SMA(ROC(close, roc2), sma2)
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rocsma3 = SMA(ROC(close, roc3), sma3)
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rocsma4 = SMA(ROC(close, roc4), sma4)
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KST = 100 * (rocsma1 + 2 * rocsma2 + 3 * rocsma3 + 4 * rocsma4)
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KST_Signal = SMA(KST, signal)
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Args:
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close (pd.Series): Series of 'close's
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roc1 (int): ROC 1 period. Default: 10
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roc2 (int): ROC 2 period. Default: 15
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roc3 (int): ROC 3 period. Default: 20
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roc4 (int): ROC 4 period. Default: 30
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sma1 (int): SMA 1 period. Default: 10
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sma2 (int): SMA 2 period. Default: 10
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sma3 (int): SMA 3 period. Default: 10
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sma4 (int): SMA 4 period. Default: 15
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signal (int): It's period. Default: 9
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drift (int): The difference period. Default: 1
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offset (int): How many periods to offset the result. Default: 0
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Kwargs:
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fillna (value, optional): pd.DataFrame.fillna(value)
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fill_method (value, optional): Type of fill method
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Returns:
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pd.DataFrame: kst and kst_signal columns
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"""
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