def test_hband2(self):
target = 'upper_band'
result = keltner_channel_hband(**self._params)
pd.testing.assert_series_equal(self._df[target].tail(),
result.tail(),
check_names=False)
def squeeze(history, sqz, symbol, t):
bbh = ta.bollinger_hband(history[symbol]['close'].dropna(), n=20, ndev=2)
bbl = ta.bollinger_lband(history[symbol]['close'].dropna(), n=20, ndev=2)
bba = ta.bollinger_mavg(history[symbol]['close'].dropna(), n=20)
kca = ta.keltner_channel_central(history[symbol]['high'],
history[symbol]['low'],
history[symbol]['close'],
n=20)
kcl = ta.keltner_channel_lband(history[symbol]['high'],
history[symbol]['low'],
history[symbol]['close'],
n=20)
kch = ta.keltner_channel_hband(history[symbol]['high'],
history[symbol]['low'],
history[symbol]['close'],
n=20)
mom = momentum.ao(history[symbol]['high'], history[symbol]['low'])
#print(bbl[-1], kcl[-1], bbh[-1], kch[-1])
sqzon = (bbl[-1] > kcl[-1]) and (bbh[-1] < kch[-1])
sqzoff = bbl[-1] < kcl[-1] and bbh[-1] > kch[-1]
nosqz = sqzon == False and sqzoff == False
"""
value = (Highest[lengthKC](high)+Lowest[lengthKC](low)+average[lengthKC](close))/3
val = linearregression[lengthKC](close-value)
val = (max(history[symbol]['high'][-20:-1]) + min(history[symbol]['low'][-20:-1]) + history[symbol]['close'].mean())/3.0
v = lr(history[symbol]['close'] - val)
"""
flag = -1
#print("hi")
if sqz[symbol][0] and sqzon:
pass
if sqz[symbol][0] and sqzoff:
sqz[symbol][0] = False
sqz[symbol][1] = True
flag = 0
if sqz[symbol][1] and sqzoff:
pass
if sqz[symbol][1] and sqzon:
sqz[symbol][1] = False
sqz[symbol][0] = True
flag = 1
if sqz[symbol][2] and sqzon:
sqz[symbol][2] = False
sqz[symbol][0] = True
flag = 1
if sqz[symbol][2] and sqzoff:
sqz[symbol][2] = False
sqz[symbol][1] = True
#print("sqeeze is OFF")
#print(time.time())
flag = -1
if flag == -1:
#print('No Change')
pass
if flag == 0:
send_message(symbol, t + " pop : " + str(mom[-1]))
if flag == 1:
send_message(symbol, "Squeeze On " + t)