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89 lines
2.6 KiB
Python
89 lines
2.6 KiB
Python
# -*- coding: utf-8 -*-
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from numpy import argmax as npargmax
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from numpy import argmin as npargmin
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from pandas import DataFrame
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from ..utils import get_offset, verify_series
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def aroon(close, length=None, offset=None, **kwargs):
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"""Indicator: Aroon Oscillator"""
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# Validate Arguments
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close = verify_series(close)
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length = length if length and length > 0 else 14
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min_periods = int(kwargs['min_periods']) if 'min_periods' in kwargs and kwargs['min_periods'] is not None else length
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offset = get_offset(offset)
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# Calculate Result
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def maxidx(x):
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return 100 * (int(npargmax(x)) + 1) / length
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def minidx(x):
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return 100 * (int(npargmin(x)) + 1) / length
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_close = close.rolling(length, min_periods=min_periods)
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aroon_up = _close.apply(maxidx, raw=True)
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aroon_down = _close.apply(minidx, raw=True)
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# Handle fills
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if 'fillna' in kwargs:
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aroon_up.fillna(kwargs['fillna'], inplace=True)
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aroon_down.fillna(kwargs['fillna'], inplace=True)
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if 'fill_method' in kwargs:
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aroon_up.fillna(method=kwargs['fill_method'], inplace=True)
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aroon_down.fillna(method=kwargs['fill_method'], inplace=True)
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# Offset
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if offset != 0:
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aroon_up = aroon_up.shift(offset)
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aroon_down = aroon_down.shift(offset)
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# Name and Categorize it
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aroon_up.name = f"AROONU_{length}"
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aroon_down.name = f"AROOND_{length}"
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aroon_down.category = aroon_up.category = 'trend'
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# Prepare DataFrame to return
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data = {aroon_down.name: aroon_down, aroon_up.name: aroon_up}
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aroondf = DataFrame(data)
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aroondf.name = f"AROON_{length}"
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aroondf.category = 'trend'
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return aroondf
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aroon.__doc__ = \
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"""Aroon (AROON)
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Aroon attempts to identify if a security is trending and how strong.
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Sources:
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https://www.tradingview.com/wiki/Aroon
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https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/aroon-ar/
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Calculation:
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Default Inputs:
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length=1
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def maxidx(x):
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return 100 * (int(np.argmax(x)) + 1) / length
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def minidx(x):
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return 100 * (int(np.argmin(x)) + 1) / length
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_close = close.rolling(length, min_periods=min_periods)
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aroon_up = _close.apply(maxidx, raw=True)
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aroon_down = _close.apply(minidx, raw=True)
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Args:
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close (pd.Series): Series of 'close's
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length (int): It's 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: aroon_up, aroon_down columns.
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"""
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