def pvt(close, volume, drift=None, offset=None, **kwargs):
"""Indicator: Price-Volume Trend (PVT)"""
# Validate arguments
close = verify_series(close)
volume = verify_series(volume)
drift = get_drift(drift)
offset = get_offset(offset)
# Calculate Result
pv = roc(close=close, length=drift) * volume
pvt = pv.cumsum()
# Offset
if offset != 0:
pvt = pvt.shift(offset)
# Handle fills
if "fillna" in kwargs:
pvt.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
pvt.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
pvt.name = f"PVT"
pvt.category = "volume"
return pvt
def nvi(close, volume, length=None, initial=None, offset=None, **kwargs):
"""Indicator: Negative Volume Index (NVI)"""
# Validate arguments
close = verify_series(close)
volume = verify_series(volume)
length = int(length) if length and length > 0 else 1
min_periods = int(
kwargs["min_periods"]) if "min_periods" in kwargs and kwargs[
"min_periods"] is not None else length
initial = int(initial) if initial and initial > 0 else 1000
offset = get_offset(offset)
# Calculate Result
roc_ = roc(close=close, length=length)
signed_volume = signed_series(volume, initial=1)
nvi = signed_volume[signed_volume < 0].abs() * roc_
nvi.fillna(0, inplace=True)
nvi.iloc[0] = initial
nvi = nvi.cumsum()
# Offset
if offset != 0:
nvi = nvi.shift(offset)
# Handle fills
if "fillna" in kwargs:
nvi.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
nvi.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
nvi.name = f"NVI_{length}"
nvi.category = "volume"
return nvi
def pvi(close, volume, length=None, initial=None, offset=None, **kwargs):
"""Indicator: Positive Volume Index (PVI)"""
# Validate arguments
length = int(length) if length and length > 0 else 1
# min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
initial = int(initial) if initial and initial > 0 else 1000
close = verify_series(close, length)
volume = verify_series(volume, length)
offset = get_offset(offset)
if close is None or volume is None: return
# Calculate Result
signed_volume = signed_series(volume, 1)
pvi = roc(close=close,
length=length) * signed_volume[signed_volume > 0].abs()
pvi.fillna(0, inplace=True)
pvi.iloc[0] = initial
pvi = pvi.cumsum()
# Offset
if offset != 0:
pvi = pvi.shift(offset)
# Handle fills
if "fillna" in kwargs:
pvi.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
pvi.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
pvi.name = f"PVI_{length}"
pvi.category = "volume"
return pvi