def call_vwap(self, other_args: List[str]):
"""Process vwap command"""
ta_overlap.vwap(other_args, self.ticker, self.interval, self.stock)
def ta_menu(df_stock, s_ticker, s_start, s_interval):
# Add list of arguments that the technical analysis parser accepts
ta_parser = argparse.ArgumentParser(prog="ta", add_help=False)
ta_parser.add_argument(
"cmd",
choices=[
"help",
"q",
"quit",
"ema",
"sma",
"vwap",
"cci",
"macd",
"rsi",
"stoch",
"adx",
"aroon",
"bbands",
"ad",
"obv",
],
)
print_technical_analysis(s_ticker, s_start, s_interval)
# Loop forever and ever
while True:
# Get input command from user
as_input = input(f"{get_flair} (ta)> ")
# Images are non blocking - allows to close them if we type other command
plt.close()
# Parse fundamental analysis command of the list of possible commands
try:
(ns_known_args,
l_args) = ta_parser.parse_known_args(as_input.split())
except SystemExit:
print("The command selected doesn't exist\n")
continue
if ns_known_args.cmd == "help":
print_technical_analysis(s_ticker, s_start, s_interval)
elif ns_known_args.cmd == "q":
# Just leave the FA menu
return False
elif ns_known_args.cmd == "quit":
# Abandon the program
return True
# OVERLAP
elif ns_known_args.cmd == "ema":
ta_overlap.ema(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "sma":
ta_overlap.sma(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "vwap":
ta_overlap.vwap(l_args, s_ticker, s_interval, df_stock)
# MOMENTUM
elif ns_known_args.cmd == "cci":
ta_momentum.cci(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "macd":
ta_momentum.macd(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "rsi":
ta_momentum.rsi(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "stoch":
ta_momentum.stoch(l_args, s_ticker, s_interval, df_stock)
# TREND
elif ns_known_args.cmd == "adx":
ta_trend.adx(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "aroon":
ta_trend.aroon(l_args, s_ticker, s_interval, df_stock)
# VOLATILITY
elif ns_known_args.cmd == "bbands":
ta_volatility.bbands(l_args, s_ticker, s_interval, df_stock)
# VOLUME
elif ns_known_args.cmd == "ad":
ta_volume.ad(l_args, s_ticker, s_interval, df_stock)
elif ns_known_args.cmd == "obv":
ta_volume.obv(l_args, s_ticker, s_interval, df_stock)
else:
print("Command not recognized!")