mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
104 lines
3.3 KiB
Python
104 lines
3.3 KiB
Python
# -*- coding: utf-8 -*-
|
|
from pandas import DataFrame, concat
|
|
from .tsi import tsi
|
|
from pandas_ta.overlap import ema
|
|
from pandas_ta.utils import get_offset, verify_series, signals
|
|
|
|
|
|
def smi(close,
|
|
fast=None,
|
|
slow=None,
|
|
signal=None,
|
|
scalar=None,
|
|
offset=None,
|
|
**kwargs):
|
|
"""Indicator: SMI Ergodic Indicator (SMIIO)"""
|
|
# Validate arguments
|
|
close = verify_series(close)
|
|
fast = int(fast) if fast and fast > 0 else 5
|
|
slow = int(slow) if slow and slow > 0 else 20
|
|
signal = int(signal) if signal and signal > 0 else 5
|
|
if slow < fast:
|
|
fast, slow = slow, fast
|
|
scalar = float(scalar) if scalar else 1
|
|
offset = get_offset(offset)
|
|
|
|
# Calculate Result
|
|
smi = tsi(close, fast=fast, slow=slow, scalar=scalar)
|
|
signalma = ema(smi, signal)
|
|
osc = smi - signalma
|
|
|
|
# Offset
|
|
if offset != 0:
|
|
smi = smi.shift(offset)
|
|
signalma = signalma.shift(offset)
|
|
osc = osc.shift(offset)
|
|
|
|
# Handle fills
|
|
if "fillna" in kwargs:
|
|
smi.fillna(kwargs["fillna"], inplace=True)
|
|
signalma.fillna(kwargs["fillna"], inplace=True)
|
|
osc.fillna(kwargs["fillna"], inplace=True)
|
|
if "fill_method" in kwargs:
|
|
smi.fillna(method=kwargs["fill_method"], inplace=True)
|
|
signalma.fillna(method=kwargs["fill_method"], inplace=True)
|
|
osc.fillna(method=kwargs["fill_method"], inplace=True)
|
|
|
|
# Name and Categorize it
|
|
_scalar = f"_{scalar}" if scalar != 1 else ""
|
|
_props = f"_{fast}_{slow}_{signal}{_scalar}"
|
|
smi.name = f"SMI{_props}"
|
|
signalma.name = f"SMIs{_props}"
|
|
osc.name = f"SMIo{_props}"
|
|
smi.category = signalma.category = osc.category = "momentum"
|
|
|
|
# Prepare DataFrame to return
|
|
data = {smi.name: smi, signalma.name: signalma, osc.name: osc}
|
|
df = DataFrame(data)
|
|
df.name = f"SMI{_props}"
|
|
df.category = smi.category
|
|
|
|
return df
|
|
|
|
|
|
smi.__doc__ = """SMI Ergodic Indicator (SMI)
|
|
|
|
The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed
|
|
by William Blau, except the SMI includes a signal line. The SMI uses double
|
|
moving averages of price minus previous price over 2 time frames. The signal
|
|
line, which is an EMA of the SMI, is plotted to help trigger trading signals.
|
|
The trend is bullish when crossing above zero and bearish when crossing below
|
|
zero. This implementation includes both the SMI Ergodic Indicator and SMI
|
|
Ergodic Oscillator.
|
|
|
|
Sources:
|
|
https://www.motivewave.com/studies/smi_ergodic_indicator.htm
|
|
https://www.tradingview.com/script/Xh5Q0une-SMI-Ergodic-Oscillator/
|
|
https://www.tradingview.com/script/cwrgy4fw-SMIIO/
|
|
|
|
Calculation:
|
|
Default Inputs:
|
|
fast=5, slow=20, signal=5
|
|
TSI = True Strength Index
|
|
EMA = Exponential Moving Average
|
|
|
|
ERG = TSI(close, fast, slow)
|
|
Signal = EMA(ERG, signal)
|
|
OSC = ERG - Signal
|
|
|
|
Args:
|
|
close (pd.Series): Series of 'close's
|
|
fast (int): The short period. Default: 5
|
|
slow (int): The long period. Default: 20
|
|
signal (int): The signal period. Default: 5
|
|
scalar (float): How much to magnify. 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: smi, signal, oscillator columns.
|
|
"""
|