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37 lines
1.1 KiB
Python
37 lines
1.1 KiB
Python
# -*- coding: utf-8 -*-
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from .decreasing import decreasing
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from .increasing import increasing
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from pandas_ta.utils import get_offset, verify_series
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def short_run(fast, slow, length=None, offset=None, **kwargs):
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"""Indicator: Short Run"""
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# Validate Arguments
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fast = verify_series(fast)
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slow = verify_series(slow)
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length = int(length) if length and length > 0 else 2
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offset = get_offset(offset)
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# Calculate Result
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pt = decreasing(fast, length) & increasing(slow,
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length) # potential top or top
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bd = decreasing(fast, length) & decreasing(
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slow, length) # fast and slow are decreasing
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short_run = pt | bd
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# Offset
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if offset != 0:
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short_run = short_run.shift(offset)
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# Handle fills
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if "fillna" in kwargs:
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short_run.fillna(kwargs["fillna"], inplace=True)
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if "fill_method" in kwargs:
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short_run.fillna(method=kwargs["fill_method"], inplace=True)
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# Name and Categorize it
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short_run.name = f"SR_{length}"
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short_run.category = "trend"
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return short_run
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