# ematimesd510 = noNaN(np.c_[ times[1:], (ema5[1:]-ema10[:-1])/inputs['close'][1:] ], 1)
ematimesd510 = noNaN(np.c_[ times[1:], ( (ema5[1:] - ema10[1:])-(ema5[:-1] - ema10[:-1]) ) / inputs['close'][1:] ], 1)
addToDict(ematimesd510, ticker, "EMAD510")
# #ema3 - ema7
# ema3 = ta.abstract.Function('ema')(inputs, timeperiod=3)
# ema7 = ta.abstract.Function('ema')(inputs, timeperiod=7)
# ematimes37 = noNaN(np.c_[ times, (ema3-ema7)/inputs['close'] ], 1)
# addToDict(ematimes37, ticker, "EMA37")
# # d/dt (ema3-ema7)
# ematimesd37 = noNaN(np.c_[ times[1:], (ema3[1:]-ema7[:-1])/inputs['close'][1:] ], 1)
# addToDict(ematimesd37, ticker, "EMAD37")
# know sure thing http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:know_sure_thing_kst
ksttimes = noNaN(np.c_[ times, ind.kst(inputs['close']) ], 1)
addToDict(ksttimes, ticker, "KST")
# all indicators below
indicators = ["BBANDS","DEMA","EMA","SAR","SAREXT", "ADX","ADXR","APO","AROON", \
"AROONOSC","BOP","CCI","CMO","DX","MACD","MACDEXT", "MACDFIX","MFI", \
"MINUS_DI","MINUS_DM","MOM","ROC", "RSI","STOCH","STOCHF","STOCHRSI", \
"WILLR","AD","ADOSC","HT_DCPERIOD","HT_DCPHASE", "HT_SINE","NATR","TRANGE" ]
functiongroups = ta.get_function_groups()
for fname in indicators:
fn = ta.abstract.Function(fname)
# skip candlesticks crap
if(fname in functiongroups['Pattern Recognition']): continue
(ema5[:-1] - ema10[:-1])) / inputs['close'][1:]],
1)
addToDict(ematimesd510, ticker, "EMAD510")
# #ema3 - ema7
# ema3 = ta.abstract.Function('ema')(inputs, timeperiod=3)
# ema7 = ta.abstract.Function('ema')(inputs, timeperiod=7)
# ematimes37 = noNaN(np.c_[ times, (ema3-ema7)/inputs['close'] ], 1)
# addToDict(ematimes37, ticker, "EMA37")
# # d/dt (ema3-ema7)
# ematimesd37 = noNaN(np.c_[ times[1:], (ema3[1:]-ema7[:-1])/inputs['close'][1:] ], 1)
# addToDict(ematimesd37, ticker, "EMAD37")
# know sure thing http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:know_sure_thing_kst
ksttimes = noNaN(np.c_[times, ind.kst(inputs['close'])], 1)
addToDict(ksttimes, ticker, "KST")
# all indicators below
indicators = ["BBANDS","DEMA","EMA","SAR","SAREXT", "ADX","ADXR","APO","AROON", \
"AROONOSC","BOP","CCI","CMO","DX","MACD","MACDEXT", "MACDFIX","MFI", \
"MINUS_DI","MINUS_DM","MOM","ROC", "RSI","STOCH","STOCHF","STOCHRSI", \
"WILLR","AD","ADOSC","HT_DCPERIOD","HT_DCPHASE", "HT_SINE","NATR","TRANGE" ]
functiongroups = ta.get_function_groups()
for fname in indicators:
fn = ta.abstract.Function(fname)
# skip candlesticks crap
if (fname in functiongroups['Pattern Recognition']): continue
"ema3minus7",
bkgtimes,
sigtimes,
longname="(ema3-ema7)/close")
# d/dt (ema3-ema7)
ematimesd37 = noNaN(
np.c_[times[1:], (ema3[1:] - ema7[:-1]) / inputs['close'][1:]], 1)
addToSigBkgDict(ematimesd37,
"ddtema3minus7",
bkgtimes,
sigtimes,
longname="ddt(ema3-ema7)/close")
# know sure thing http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:know_sure_thing_kst
ksttimes = noNaN(np.c_[times, ind.kst(inputs['close'])], 1)
addToSigBkgDict(ksttimes,
"KST",
bkgtimes,
sigtimes,
longname="Know Sure Thing (KST)")
# know sure thing with hull moving average
ksthmatimes = noNaN(np.c_[times, ind.hma(ind.kst(inputs['close']))], 1)
addToSigBkgDict(ksthmatimes,
"KSTHMA",
bkgtimes,
sigtimes,
longname="Know Sure Thing (KST) with HMA")
# diff b/w KST with HMA and KST without HMA
ematimesd510 = noNaN(np.c_[ times[1:], (ema5[1:]-ema10[:-1])/inputs['close'][1:] ], 1)
addToSigBkgDict(ematimesd510, "ddtema5minus10", bkgtimes, sigtimes, longname="ddt(ema5-ema10)/close")
#ema3 - ema7
ema3 = ta.abstract.Function('ema')(inputs, timeperiod=3)
ema7 = ta.abstract.Function('ema')(inputs, timeperiod=7)
ematimes37 = noNaN(np.c_[ times, (ema3-ema7)/inputs['close'] ], 1)
addToSigBkgDict(ematimes37, "ema3minus7", bkgtimes, sigtimes, longname="(ema3-ema7)/close")
# d/dt (ema3-ema7)
ematimesd37 = noNaN(np.c_[ times[1:], (ema3[1:]-ema7[:-1])/inputs['close'][1:] ], 1)
addToSigBkgDict(ematimesd37, "ddtema3minus7", bkgtimes, sigtimes, longname="ddt(ema3-ema7)/close")
# know sure thing http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:know_sure_thing_kst
ksttimes = noNaN(np.c_[ times, ind.kst(inputs['close']) ], 1)
addToSigBkgDict(ksttimes, "KST", bkgtimes, sigtimes, longname="Know Sure Thing (KST)")
# know sure thing with hull moving average
ksthmatimes = noNaN(np.c_[ times, ind.hma(ind.kst(inputs['close'])) ], 1)
addToSigBkgDict(ksthmatimes, "KSTHMA", bkgtimes, sigtimes, longname="Know Sure Thing (KST) with HMA")
# diff b/w KST with HMA and KST without HMA
kstdiff = noNaN(np.c_[ times, ind.kst(inputs['close'])-ind.hma(ind.kst(inputs['close'])) ], 1)
addToSigBkgDict(kstdiff, "KSTDIFF", bkgtimes, sigtimes, longname="KST HMA - KST")
# all indicators below
indicators = ["BBANDS","DEMA","EMA","HT_TRENDLINE","KAMA","MA","MAMA","MIDPOINT","MIDPRICE","SAR","SAREXT","SMA", \
"T3","TEMA","TRIMA","WMA","ADX","ADXR","APO","AROON","AROONOSC","BOP","CCI","CMO","DX","MACD","MACDEXT", \
"MACDFIX","MFI","MINUS_DI","MINUS_DM","MOM","PLUS_DI","PLUS_DM","PPO","ROC","ROCP","ROCR","ROCR100", \
"RSI","STOCH","STOCHF","STOCHRSI","TRIX","ULTOSC","WILLR","AD","ADOSC","OBV","HT_DCPERIOD","HT_DCPHASE", \
