class DEMA(SingleValueIndicator):
def __init__(self, period, timeSeries=None):
super(DEMA, self).__init__()
self.period = period
self.ema = EMA(period)
self.addSubIndicator(self.ema)
self.emaEma = EMA(period)
self.initialize(timeSeries)
def _calculate(self):
if len(self.ema) < 1:
return
self.emaEma.addValue(self.ema[-1])
if len(self.emaEma) < 1:
return
self.values.append(2.0 * self.ema[-1] - self.emaEma[-1])
def removeValue(self):
super(DEMA, self).removeValue()
self.emaEma.removeValue()
def removeAll(self):
super(DEMA, self).removeAll()
self.emaEma.removeAll()
class MassIndex(SingleValueIndicator):
def __init__(self,
emaPeriod,
emaEmaPeriod,
emaRatioPeriod,
timeSeries=None):
super(MassIndex, self).__init__()
self.emaPeriod = emaPeriod
self.emaEmaPeriod = emaEmaPeriod
self.emaRatioPeriod = emaRatioPeriod
self.ema = EMA(emaPeriod)
self.emaEma = EMA(emaEmaPeriod)
self.emaRatio = []
self.initialize(timeSeries)
def _calculate(self):
self.ema.addValue(self.timeSeries[-1].getHigh() -
self.timeSeries[-1].getLow())
if len(self.ema) < 1:
return
self.emaEma.addValue(self.ema[-1])
if len(self.emaEma) < 1:
return
self.emaRatio.append(self.ema[-1] / float(self.emaEma[-1]))
if len(self.emaRatio) < self.emaRatioPeriod:
return
self.values.append(sum(self.emaRatio[-self.emaRatioPeriod:]))
def removeValue(self):
super(MassIndex, self).removeValue()
self.ema.removeValue()
self.emaEma.removeValue()
if len(self.emaRatio) > 1:
self.emaRatio.pop(-1)
def removeAll(self):
super(MassIndex, self).removeAll()
self.ema.removeAll()
self.emaEma.removeAll()
self.emaRatio = []
class MACD(Indicator): def __init__(self, fastPeriod, slowPeriod, signalPeriod, timeSeries = None): super(MACD, self).__init__() self.fastPeriod = fastPeriod self.slowPeriod = slowPeriod self.signalPeriod = signalPeriod self.emaFast = EMA(fastPeriod) self.emaSlow = EMA(slowPeriod) self.signalLine = EMA(signalPeriod) self.macdLine = [] self.addSubIndicator(self.emaFast) self.addSubIndicator(self.emaSlow) self.initialize(timeSeries) def _calculate(self): if len(self.emaFast) > 0 and len(self.emaSlow) > 0: self.macdLine.append(self.emaFast[-1] - self.emaSlow[-1]) self.signalLine.addValue(self.macdLine[-1]) def removeValue(self): super(MACD, self).removeValue() if len(self.macdLine) > 0: self.macdLine.pop(-1) self.signalLine.removeValue() def removeAll(self): super(MACD, self).removeAll() self.macdLine = [] self.signalLine.removeAll() def getMACDLine(self): return self.macdLine def getSignalLine(self): return self.signalLine
class ChaikinOsc(SingleValueIndicator):
def __init__(self, periodFast, periodSlow, timeSeries=None):
super(ChaikinOsc, self).__init__()
self.periodFast = periodFast
self.periodSlow = periodSlow
self.accuDist = AccuDist()
self.emaFast = EMA(periodFast)
self.emaSlow = EMA(periodSlow)
self.addSubIndicator(self.accuDist)
self.initialize(timeSeries)
def _calculate(self):
if len(self.accuDist) < 1:
return
self.emaFast.addValue(self.accuDist[-1])
self.emaSlow.addValue(self.accuDist[-1])
if len(self.emaFast) < 1 or len(self.emaSlow) < 1:
return
self.values.append(self.emaFast[-1] - self.emaSlow[-1])
def removeValue(self):
super(ChaikinOsc, self).removeValue()
self.emaFast.removeValue()
self.emaSlow.removeValue()
def removeAll(self):
super(ChaikinOsc, self).removeAll()
self.emaFast.removeAll()
self.emaSlow.removeAll()