Files
pandas-ta/pandas_ta/trend/long_run.py
T
2019-05-20 09:08:51 -07:00

33 lines
1.0 KiB
Python

# -*- coding: utf-8 -*-
from .decreasing import decreasing
from .increasing import increasing
from ..utils import get_offset, verify_series
def long_run(fast, slow, length=None, offset=None, **kwargs):
"""Indicator: Long Run"""
# Validate Arguments
fast = verify_series(fast)
slow = verify_series(slow)
length = int(length) if length and length > 0 else 2
offset = get_offset(offset)
# Calculate Result
pb = increasing(fast, length) & decreasing(slow, length) # potential bottom or bottom
bi = increasing(fast, length) & increasing(slow, length) # fast and slow are increasing
long_run = pb | bi
# Offset
if offset != 0:
long_run = long_run.shift(offset)
# Handle fills
if 'fillna' in kwargs:
long_run.fillna(kwargs['fillna'], inplace=True)
if 'fill_method' in kwargs:
long_run.fillna(method=kwargs['fill_method'], inplace=True)
# Name and Categorize it
long_run.name = f"LR_{length}"
long_run.category = 'trend'
return long_run