def __init__(self, parameter, *args, **kwargs):
Indicator.__init__(self, parameter, *args, **kwargs)
self.input = []
self.s_ema = Ema(parameter[0], self.row)
self.l_ema = Ema(parameter[1], self.row)
self.output = [] # macd
self.ema_macd = EmaMacd(parameter[2])
def __init__(self, parameter, *args, **kwargs):
Indicator.__init__(self, parameter, *args, **kwargs)
self.input = []
self.s_ema = Ema(parameter[0], self.row)
self.l_ema = Ema(parameter[1], self.row)
self.output = [] # macd
self.ema_macd = EmaMacd(parameter[2])
class Macd(Indicator):
""" Moving Average Convergence-Divergence (MACD) indicator class
input: data = list or tuple of float or integer values
parameter = tuple (x, y, z); where x is short term ema, y is long term ema, and z is ema of the macd"""
def __init__(self, parameter, *args, **kwargs):
Indicator.__init__(self, parameter, *args, **kwargs)
self.input = []
self.s_ema = Ema(parameter[0], self.row)
self.l_ema = Ema(parameter[1], self.row)
self.output = [] # macd
self.ema_macd = EmaMacd(parameter[2])
def calculate(self, candle):
value = candle[self.row]
self.input.append(float(value))
self.s_ema.append(candle)
self.l_ema.append(candle)
outputvalue = None
if len(self.input) >= self.parameter[1]:
try:
outputvalue = self.s_ema[-1] - self.l_ema[-1]
except:
self.input = self.input[:-1]
self.s_ema = self.s_ema[:-1]
self.l_ema = self.l_ema[:-1]
raise IndicatorError, 'error calculating macd value; reverting input data back to previous state'
self.output.append(outputvalue)
ema_macd_candle = None
# make fake candle for ema_macd
if outputvalue != None: ema_macd_candle = (candle[0], outputvalue, outputvalue, outputvalue, outputvalue, 0)
self.ema_macd.append(ema_macd_candle)
def revertToPreviousState(self):
# remove previous virtual candle
Indicator.revertToPreviousState(self)
self.input = self.input[:-1]
self.output = self.output[:-1]
self.s_ema.revertToPreviousState()
self.l_ema.revertToPreviousState()
self.ema_macd.revertToPreviousState()
def validateParameter(self, parameter):
if type(parameter) is not tuple:
raise IndicatorError, 'invalid parameter for initializing Macd instance, should be an tuple; input: %s' % (self.parameter, )
if len(parameter) != 3:
raise IndicatorError, 'invalid parameter for initializing Macd instance, should be an tuple with length 3 (e.g. 4,8,5); input: %s' % (self.parameter, )
if parameter[0] >= parameter[1]:
raise IndicatorError, 'invalid parameter for initializing Macd instance, should be an tuple with length 3 (e.g. 4,8,5) and parameter 1 should be smaller than parameter 2; input: %s' % (self.parameter, )
# overrided functions
def __str__(self):
string = ''
for i in xrange(len(self.input)):
string+='%s\t%s\t%s\t%s\t%s\t%s\t%s\n' % (i+1, self.times[i], self.input[i], str(self.s_ema[i])[:7], str(self.l_ema[i])[:7], str(self.output[i])[:7], str(self.ema_macd[i]))
return 'Macd(%s):\n%s' % (self.parameter, string)
def __repr__(self):
return 'Macd(%s)' % self.parameter
def __len__(self):
return len(self.output)
def __getitem__(self, offset):
return self.output[offset]
def __getslice__(self, low, high):
return self.output[low:high]
class Macd(Indicator):
""" Moving Average Convergence-Divergence (MACD) indicator class
input: data = list or tuple of float or integer values
parameter = tuple (x, y, z); where x is short term ema, y is long term ema, and z is ema of the macd"""
def __init__(self, parameter, *args, **kwargs):
Indicator.__init__(self, parameter, *args, **kwargs)
self.input = []
self.s_ema = Ema(parameter[0], self.row)
self.l_ema = Ema(parameter[1], self.row)
self.output = [] # macd
self.ema_macd = EmaMacd(parameter[2])
def calculate(self, candle):
value = candle[self.row]
self.input.append(float(value))
self.s_ema.append(candle)
self.l_ema.append(candle)
outputvalue = None
if len(self.input) >= self.parameter[1]:
try:
outputvalue = self.s_ema[-1] - self.l_ema[-1]
except:
self.input = self.input[:-1]
self.s_ema = self.s_ema[:-1]
self.l_ema = self.l_ema[:-1]
raise IndicatorError(
'error calculating macd value; reverting input data back to previous state'
)
self.output.append(outputvalue)
ema_macd_candle = None
# make fake candle for ema_macd
if outputvalue != None:
ema_macd_candle = (candle[0], outputvalue, outputvalue,
outputvalue, outputvalue, 0)
self.ema_macd.append(ema_macd_candle)
def revertToPreviousState(self):
# remove previous virtual candle
Indicator.revertToPreviousState(self)
self.input = self.input[:-1]
self.output = self.output[:-1]
self.s_ema.revertToPreviousState()
self.l_ema.revertToPreviousState()
self.ema_macd.revertToPreviousState()
def validateParameter(self, parameter):
if type(parameter) is not tuple:
raise IndicatorError(
'invalid parameter for initializing Macd instance, should be an tuple; input: %s'
% (self.parameter, ))
if len(parameter) != 3:
raise IndicatorError(
'invalid parameter for initializing Macd instance, should be an tuple with length 3 (e.g. 4,8,5); input: %s'
% (self.parameter, ))
if parameter[0] >= parameter[1]:
raise IndicatorError(
'invalid parameter for initializing Macd instance, should be an tuple with length 3 (e.g. 4,8,5) and parameter 1 should be smaller than parameter 2; input: %s'
% (self.parameter, ))
# overrided functions
def __str__(self):
string = ''
for i in range(len(self.input)):
string += '%s\t%s\t%s\t%s\t%s\t%s\t%s\n' % (
i + 1, self.times[i], self.input[i], str(self.s_ema[i])[:7],
str(self.l_ema[i])[:7], str(
self.output[i])[:7], str(self.ema_macd[i]))
return 'Macd(%s):\n%s' % (self.parameter, string)
def __repr__(self):
return 'Macd(%s)' % self.parameter
def __len__(self):
return len(self.output)
def __getitem__(self, offset):
return self.output[offset]
def __getslice__(self, low, high):
return self.output[low:high]
