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59 lines
1.6 KiB
Python
59 lines
1.6 KiB
Python
# -*- coding: utf-8 -*-
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from ..utils import get_offset, signed_series, verify_series
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def obv(close, volume, offset=None, **kwargs):
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"""Indicator: On Balance Volume (OBV)"""
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# Validate arguments
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close = verify_series(close)
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volume = verify_series(volume)
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offset = get_offset(offset)
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# Calculate Result
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signed_volume = signed_series(close, initial=1) * volume
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obv = signed_volume.cumsum()
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# Offset
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if offset != 0:
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obv = obv.shift(offset)
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# Handle fills
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if 'fillna' in kwargs:
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obv.fillna(kwargs['fillna'], inplace=True)
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if 'fill_method' in kwargs:
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obv.fillna(method=kwargs['fill_method'], inplace=True)
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# Name and Categorize it
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obv.name = f"OBV"
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obv.category = 'volume'
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return obv
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obv.__doc__ = \
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"""On Balance Volume (OBV)
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On Balance Volume is a cumulative indicator to measure buying and selling
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pressure.
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Sources:
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https://www.tradingview.com/wiki/On_Balance_Volume_(OBV)
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https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/on-balance-volume-obv/
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https://www.motivewave.com/studies/on_balance_volume.htm
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Calculation:
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signed_volume = signed_series(close, initial=1) * volume
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obv = signed_volume.cumsum()
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Args:
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close (pd.Series): Series of 'close's
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volume (pd.Series): Series of 'volume's
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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.Series: New feature generated.
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""" |