o ?Bi}@sTdZddlZddlZddlmZGdddeZGdddeZGdd d eZ Gd d d eZ Gd d d eZ d>ddZ d?ddZ d@ddZd@ddZd@ddZd@ddZd@ddZd@d d!Z #dAd$d%Z #dAd&d'Z #dAd(d)Z #dAd*d+Z #dAd,d-Z #dAd.d/Z #dAd0d1ZdBd2d3ZdBd4d5ZdCd6d7ZdCd8d9ZdCd:d;Zd>drrrr\szBollingerBands._runr(cCr))zjBollinger Channel Middle Band Returns: pandas.Series: New feature generated. r*mavgr,)r.rAr!r")rrGrrrbollinger_mavger0zBollingerBands.bollinger_mavgcCr))zhBollinger Channel High Band Returns: pandas.Series: New feature generated. rFr*hbandr,)r.rDr!r"rrIrrrbollinger_hbandnr0zBollingerBands.bollinger_hbandcCr))zgBollinger Channel Low Band Returns: pandas.Series: New feature generated. rFr*lbandr,)r.rEr!r"rrLrrrbollinger_lbandwr0zBollingerBands.bollinger_lbandcC2|j|j|jd}|j|dd}tj|ddS)zBollinger Channel Band Width From: https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_band_width Returns: pandas.Series: New feature generated. drr*bbiwbandr,)rDrErAr.r!r"rwbandrrrbollinger_wbandszBollingerBands.bollinger_wbandcCsF|j|j|j|j|j|jktj}|j|dd}tj|ddS)zBollinger Channel Percentage Band From: https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_band_perce Returns: pandas.Series: New feature generated. rr*bbipbandr,) r rErDwherernanr.r!r"rpbandrrrbollinger_pbands zBollingerBands.bollinger_pbandcCsFtjt|j|jkdd|jjd}|j|dd}tj||jjddS)zBollinger Channel Indicator Crossing High Band (binary). It returns 1, if close is higher than bollinger_hband. Else, it returns 0. Returns: pandas.Series: New feature generated. ?rrr*bbihband)rr-)r!r"rrVr rDrr.rJrrrbollinger_hband_indicators z(BollingerBands.bollinger_hband_indicatorcC@tjt|j|jkdd|jjd}|j|dd}tj|ddS)zBollinger Channel Indicator Crossing Low Band (binary). It returns 1, if close is lower than bollinger_lband. Else, it returns 0. Returns: pandas.Series: New feature generated. r[r\r]rr*bbilbandr,)r!r"rrVr rErr.rMrrrbollinger_lband_indicator z(BollingerBands.bollinger_lband_indicatorNr9r:F)r2r3r4r5r!r"r6r7rrrHrKrNrTrZr_rbrrrrr8Cs,       r8c@seZdZdZ     d#dejdejd ejd ed ed ed edefddZddZ dejfddZ dejfddZ dejfddZ dejfddZ dejfddZdejfddZdejfd d!Zd"S)$KeltnerChannelaKeltnerChannel Keltner Channels are a trend following indicator used to identify reversals with channel breakouts and channel direction. Channels can also be used to identify overbought and oversold levels when the trend is flat. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels multiplier(int): The multiplier has the most effect on the channel width. default is 2 r9 FTr:rrrr window_atrr original_version multiplierc Cs<||_||_||_||_||_||_||_||_|dSr ) r r r r _window_atrr_original_version _multiplierr) rrrrrrgr rhrirrrrs  zKeltnerChannel.__init__cCs|jrdn|j}|jrQ|j|j|jdj|j|d|_d|jd|j|jdj|jdd|_ d|jd|j|jdj|jdd|_ dS|jj |j|dd |_t |j|j|j|j |jd }|j|j||_ |j|j||_ dS) Nrg@r=r:rF)spanr>adjust)rrrrr )rrrkr r r r@r_tp_tp_high_tp_lowewmrrjr/rl)rr>r&rrrrsBzKeltnerChannel._runr(cCr))zhKeltner Channel Middle Band Returns: pandas.Series: New feature generated. rFr*rGr,)r.rqr!r")r tp_middlerrrkeltner_channel_mbandr0z$KeltnerChannel.keltner_channel_mbandcCr))zfKeltner Channel High Band Returns: pandas.Series: New feature generated. rFr*kc_hbandr,)r.rrr!r")rtp_highrrrkeltner_channel_hband r0z$KeltnerChannel.keltner_channel_hbandcCr))zeKeltner Channel Low Band Returns: pandas.Series: New feature generated. rFr*kc_lbandr,)r.rsr!r")rtp_lowrrrkeltner_channel_lbandr0z$KeltnerChannel.keltner_channel_lbandcCrO)zgKeltner Channel Band Width Returns: pandas.Series: New feature generated. rPrr*rQr,)rrrsrqr.r!r"rRrrrkeltner_channel_wbandsz$KeltnerChannel.keltner_channel_wbandcCs4|j|j|j|j}|j|dd}tj|ddS)zlKeltner Channel Percentage Band Returns: pandas.Series: New feature generated. rr*rUr,)r rsrrr.r!r"rXrrrkeltner_channel_pband'sz$KeltnerChannel.keltner_channel_pbandcCs@tjt|j|jkdd|jjd}|j|dd}tj|ddS)zKeltner Channel Indicator Crossing High Band (binary) It returns 1, if close is higher than keltner_channel_hband. Else, it returns 0. Returns: pandas.Series: New feature generated. r[r\r]rr*dcihbandr,)r!r"rrVr rrrr.rJrrrkeltner_channel_hband_indicator1rcz.KeltnerChannel.keltner_channel_hband_indicatorcCr`)zKeltner Channel Indicator Crossing Low Band (binary) It returns 1, if close is lower than keltner_channel_lband. Else, it returns 0. Returns: pandas.Series: New feature generated. r[r\r]rr*dcilbandr,)r!r"rrVr rsrr.rMrrrkeltner_channel_lband_indicator?rcz.KeltnerChannel.keltner_channel_lband_indicatorN)r9rfFTr:)r2r3r4r5r!r"r6r7rrrvryr|r}r~rrrrrrres@       rec @seZdZdZ   ddejdejdejded ed ef d d Zd dZ dejfddZ dejfddZ dejfddZ dejfddZ dejfddZdS)DonchianChannelaJDonchian Channel https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. r9rFrrrroffsetr cCs0||_||_||_||_||_||_|dSr )_offsetr r r rrr)rrrrrrr rrrr[s  zDonchianChannel.__init__cCsJ|jrdn|j|_|jj|j|jd|_|jj|j|jd|_ dS)Nrr=) rr _min_periodsr r@maxrDr minrErrrrrlszDonchianChannel._runr(cC4|j|jdd}|jdkr||j}tj|ddS)zgDonchian Channel High Band Returns: pandas.Series: New feature generated. rFr*rdchbandr,)r.rDrrr!r"rJrrrdonchian_channel_hbandu  z&DonchianChannel.donchian_channel_hbandcCr)zfDonchian Channel Low Band Returns: pandas.Series: New feature generated. rFr*rdclbandr,)r.rErrr!r"rMrrrdonchian_channel_lbandrz&DonchianChannel.donchian_channel_lbandcCsH|j|jd|j}|j|dd}|jdkr||j}tj|ddS)ziDonchian Channel Middle Band Returns: pandas.Series: New feature generated. g@rFr*rdcmbandr,)rDrEr.rrr!r")rmbandrrrdonchian_channel_mbands   z&DonchianChannel.donchian_channel_mbandcCs^|jj|j|jd}|j|j|d}|j|dd}|jdkr(| |j}t j |ddS)zhDonchian Channel Band Width Returns: pandas.Series: New feature generated. r=rPrr*dcwbandr,) r r@rrrrDrEr.rrr!r")rrGrSrrrdonchian_channel_wbands   z&DonchianChannel.donchian_channel_wbandcCsJ|j|j|j|j}|j|dd}|jdkr||j}tj|ddS)zmDonchian Channel Percentage Band Returns: pandas.Series: New feature generated. rr*dcpbandr,)r rErDr.rrr!r"rXrrrdonchian_channel_pbands   z&DonchianChannel.donchian_channel_pbandNr9rF)r2r3r4r5r!r"r6r7rrrrrrrrrrrrNs0      rc@sBeZdZdZddejdedefddZd d Z d ejfd d Z dS) UlcerIndexzUlcer Index https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ulcer_index Args: close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. rFrrr cCs||_||_||_|dSr )r rrr)rrrr rrrrs zUlcerIndex.__init__csRjjjdd}dj||}fdd}|jj|dd_dS)Nrr=rPcsfdd}|S)Ncst|djS)Nr:)rsqrtrsum)xrrr _ui_functionsz:UlcerIndex._run..ui_function.._ui_functionr)rrrr ui_functions z$UlcerIndex._run..ui_functionT)raw)r r@rrapply _ulcer_idx)r_ui_max_r_irrrrrs zUlcerIndex._runr(cCs||j}tj|ddS)z]Ulcer Index (UI) Returns: pandas.Series: New feature generated. uir,)r.rr!r")r ulcer_idxrrr ulcer_indexs zUlcerIndex.ulcer_indexNr1) r2r3r4r5r!r"r6r7rrrrrrrrs   rrFcCst|||||d}|S)akAverage True Range (ATR) The indicator provide an indication of the degree of price volatility. Strong moves, in either direction, are often accompanied by large ranges, or large True Ranges. http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. )rrrrr )rr/)rrrrr indicatorrrrr/s r/r9cCt|||d}|S)aBBollinger Bands (BB) N-period simple moving average (MA). https://en.wikipedia.org/wiki/Bollinger_Bands Args: close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rrr )r8rHrrr rrrrrHsrHr:cCt||||d}|S)aBollinger Bands (BB) Upper band at K times an N-period standard deviation above the moving average (MA + Kdeviation). https://en.wikipedia.org/wiki/Bollinger_Bands Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rrr;r )r8rKrrr;r rrrrrKrKcCr)uBollinger Bands (BB) Lower band at K times an N-period standard deviation below the moving average (MA − Kdeviation). https://en.wikipedia.org/wiki/Bollinger_Bands Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)r8rNrrrrrNrrNcCr)aBollinger Channel Band Width From: https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_band_width Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)r8rTrrrrrT2rTcCr)aBollinger Channel Percentage Band From: https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_band_perce Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)r8rZrrrrrZFrrZcCr)aBollinger High Band Indicator Returns 1, if close is higher than bollinger high band. Else, return 0. https://en.wikipedia.org/wiki/Bollinger_Bands Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)r8r_rrrrr_Zr_cCr)aBollinger Low Band Indicator Returns 1, if close is lower than bollinger low band. Else, return 0. https://en.wikipedia.org/wiki/Bollinger_Bands Args: close(pandas.Series): dataset 'Close' column. window(int): n period. window_dev(int): n factor standard deviation fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)r8rbrrrrrbprrbrfTc Ct|||||||d}|S)aFKeltner channel (KC) Showing a simple moving average line (central) of typical price. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. rrrrrgr rh)rervrrrrrgr rhrrrrrv rvc Cr)aCKeltner channel (KC) Showing a simple moving average line (high) of typical price. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)reryrrrrryrryc Cr)aBKeltner channel (KC) Showing a simple moving average line (low) of typical price. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)rer|rrrrr|rr|c Cr)aKeltner Channel Band Width https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)rer}rrrrr} r}c Cr)a Keltner Channel Percentage Band https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)rer~rrrrr~rr~c Cr)akKeltner Channel High Band Indicator (KC) Returns 1, if close is higher than keltner high band channel. Else, return 0. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)rerrrrrr1s rc Cr)adKeltner Channel Low Band Indicator (KC) Returns 1, if close is lower than keltner low band channel. Else, return 0. https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. window_atr(int): n atr period. Only valid if original_version param is False. fillna(bool): if True, fill nan values. original_version(bool): if True, use original version as the centerline (SMA of typical price) if False, use EMA of close as the centerline. More info: https://school.stockcharts.com/doku.php?id=technical_indicators:keltner_channels Returns: pandas.Series: New feature generated. r)rerrrrrrUrrcCt||||||d}|S)aDonchian Channel High Band (DC) The upper band marks the highest price of an issue for n periods. https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. rrrrrr )rrrrrrrr rrrrrx rcCr)aDonchian Channel Low Band (DC) The lower band marks the lowest price for n periods. https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)rrrrrrrrrcCr)aDonchian Channel Middle Band (DC) https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)rrrrrrr rcCr)aDonchian Channel Band Width (DC) https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)rrrrrrrrrcCr)aDonchian Channel Percentage Band (DC) https://www.investopedia.com/terms/d/donchianchannels.asp Args: high(pandas.Series): dataset 'High' column. low(pandas.Series): dataset 'Low' column. close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)rrrrrrrrrcCr)a>Ulcer Index https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ulcer_index Args: close(pandas.Series): dataset 'Close' column. window(int): n period. fillna(bool): if True, fill nan values. Returns: pandas.Series: New feature generated. r)rrrrrrrs rr1)r9Frd)r9rfFTr)rfrF)!r5numpyrpandasr!ta.utilsrrr8rerrr/rHrKrNrTrZr_rbrvryr|r}r~rrrrrrrrrrrrsL 5tc '        $ $ $ " " % #