def __init__(self, rsiPeriod, streakrsiPeriod, percentRankPeriod):
MultiMetricMetric.__init__(self)
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close, period=rsiPeriod)
self.streak = Streak(metric=self.close)
self.streakrsi = RSI(period=streakrsiPeriod, metric=self.streak)
self.percentRank = PercentRank(metric=self.close,
period=percentRankPeriod)
self.average = AverageMetric(self.rsi, self.streakrsi,
self.percentRank)
self._addMetric(self.close)
self._addMetric(self.rsi)
self._addMetric(self.streak)
self._addMetric(self.streakrsi)
self._addMetric(self.percentRank)
self._addMetric(self.average)
class ConnorsRSI(MultiMetricMetric):
def __init__(self, rsiPeriod, streakrsiPeriod, percentRankPeriod):
MultiMetricMetric.__init__(self)
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close, period=rsiPeriod)
self.streak = Streak(metric=self.close)
self.streakrsi = RSI(period=streakrsiPeriod, metric=self.streak)
self.percentRank = PercentRank(metric=self.close,
period=percentRankPeriod)
self.average = AverageMetric(self.rsi, self.streakrsi,
self.percentRank)
self._addMetric(self.close)
self._addMetric(self.rsi)
self._addMetric(self.streak)
self._addMetric(self.streakrsi)
self._addMetric(self.percentRank)
self._addMetric(self.average)
def ready(self):
return MultiMetricMetric.ready(self)
def value(self):
retval = self.average.value()
return retval
def handle(self, perioddata):
MultiMetricMetric.handle(self, perioddata)
class ConnorsRSI(MultiMetricMetric):
def __init__(self, rsiPeriod, streakrsiPeriod, percentRankPeriod):
MultiMetricMetric.__init__(self)
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close,period=rsiPeriod)
self.streak = Streak(metric=self.close)
self.streakrsi = RSI(period=streakrsiPeriod, metric=self.streak)
self.percentRank = PercentRank(metric=self.close, period=percentRankPeriod)
self.average = AverageMetric(self.rsi, self.streakrsi, self.percentRank)
self._addMetric(self.close)
self._addMetric(self.rsi)
self._addMetric(self.streak)
self._addMetric(self.streakrsi)
self._addMetric(self.percentRank)
self._addMetric(self.average)
def ready(self):
return MultiMetricMetric.ready(self)
def value(self):
retval = self.average.value()
return retval
def handle(self, perioddata):
MultiMetricMetric.handle(self, perioddata)
def __init__(self, rsiPeriod, streakrsiPeriod, percentRankPeriod):
MultiMetricMetric.__init__(self)
self.close = AdjustedClose()
self.rsi = RSI(metric=self.close,period=rsiPeriod)
self.streak = Streak(metric=self.close)
self.streakrsi = RSI(period=streakrsiPeriod, metric=self.streak)
self.percentRank = PercentRank(metric=self.close, period=percentRankPeriod)
self.average = AverageMetric(self.rsi, self.streakrsi, self.percentRank)
self._addMetric(self.close)
self._addMetric(self.rsi)
self._addMetric(self.streak)
self._addMetric(self.streakrsi)
self._addMetric(self.percentRank)
self._addMetric(self.average)
