class Indicators():
def __init__(self):
self.DC=DataCollect()
#Clean up the format of indicator to every indicator
def Indic_gen(self,histprice,histindic):
histindic=pd.DataFrame(histindic)
histindic['date']=histprice['date']
histindic.columns=(['indic','date'])
histindic=histindic[['date','indic']]
return(histindic)
def Onedayback(self,histindic):
histindic['date']=histindic['date'].shift(-1)
histindic=histindic.loc[histindic['date'].isnull()==False,:].copy()
return(histindic)
#Calculate the RSI of each index
def RSI(self,ticker):
histprice=self.DC.Hist_price(ticker)
histindic=TA.momentum.rsi(histprice['close'],window=14)
histindic=self.Indic_gen(histprice,histindic,ticker)
histindic['indic']=np.nan
histindic.loc[histindic['indic']>=70,['indic']]=0
histindic.loc[histindic['indic']<=50,['indic']]=1
histindic=histindic.fillna(method='ffill')
return(histindic)
def ADX(self,histprice):
ADX=TA.trend.adx(histprice['high'], histprice['low'], histprice['close'],window=14,fillna=False)
ADX_NEG=TA.trend.adx_neg(histprice['high'], histprice['low'], histprice['close'],window=14,fillna=False)
ADX_POS=TA.trend.adx_pos(histprice['high'], histprice['low'], histprice['close'],window=14,fillna=False)
adx=pd.DataFrame([ADX,ADX_NEG,ADX_POS])
adx=adx.transpose()
adx['date']=histprice['date']
adx['adx_status']='NA'
adx.loc[adx['adx_pos']>adx['adx_neg'],'adx_status']='bull'
adx.loc[adx['adx_pos']<adx['adx_neg'],'adx_status']='bear'
return(adx)
def MACD(self,histprice):
mdff=TA.trend.macd_diff(histprice['close'])
masig=TA.trend.macd_signal(histprice['close'])
macd=pd.DataFrame([mdff,masig])
macd=macd.transpose()
macd['date']=histprice['date']
macd['diff']=macd['mdff']-macd['masig']
return(macd)
def Kama(self,histprice):
histindic=TA.momentum.kama(histprice['close'])
return(histindic)
def Ppo(self,histprice):
histindic=TA.momentum.ppo(histprice['close'])
return(histindic)
def ROC(self,histprice):
histindic=TA.momentum.ppo(histprice['close'])
return(histindic)
class Indicators():
def __init__(self):
self.DC = DataCollect()
#Clean up the format of indicator to every indicator
def Indic_gen(self, histprice, histindic):
histindic = pd.DataFrame(histindic)
histindic['date'] = histprice['date']
histindic.columns = (['indic', 'date'])
histindic = histindic[['date', 'indic']]
return (histindic)
def Onedayback(self, histindic):
histindic['date'] = histindic['date'].shift(-1)
histindic = histindic.loc[histindic['date'].isnull() ==
False, :].copy()
return (histindic)
def MACD(self, ticker):
histprice = self.DC.Hist_price(ticker)
diff = TA.trend.macd_diff(histprice['close'])
diff = self.Indic_gen(histprice, diff)
diff['MACD_sig'] = np.nan
diff.loc[diff['indic'] > 0, ['MACD_sig']] = 1
diff.loc[diff['indic'] <= 0, ['MACD_sig']] = 0
diff['MACD_sig'] = diff['MACD_sig'].fillna(method='ffill')
diff = self.Onedayback(diff)
return (diff)
def SMA(self, ticker):
histprice = self.DC.Hist_price(ticker)
sma50 = TA.trend.sma_indicator(histprice['close'], window=50)
sma50 = self.Indic_gen(histprice, sma50)
sma50 = sma50.rename(columns={'indic': 'sma50'})
sma100 = TA.trend.sma_indicator(histprice['close'], window=100)
sma100 = self.Indic_gen(histprice, sma100)
sma100 = sma100.rename(columns={'indic': 'sma100'})
sma = pd.merge(sma50,
sma100[['date', 'sma100']],
on='date',
how='left')
sma = sma.loc[sma['sma100'].isnull() == False, :].copy()
sma['diff'] = sma['sma50'] - sma['sma100']
sma['SMA_sig'] = np.nan
sma.loc[sma['diff'] > 0, ['SMA_sig']] = 1
sma.loc[sma['diff'] <= 0, ['SMA_sig']] = 0
sma['diff'] = sma['diff'].fillna(method='ffill')
sma = self.Onedayback(sma)
return (sma)
#Calculate the RSI of each index
def RSI(self, ticker):
histprice = self.DC.Hist_price(ticker)
histindic = TA.momentum.rsi(histprice['close'], window=14)
histindic = self.Indic_gen(histprice, histindic, ticker)
histindic['indic'] = np.nan
histindic.loc[histindic['indic'] >= 70, ['indic']] = 0
histindic.loc[histindic['indic'] <= 50, ['indic']] = 1
histindic = histindic.fillna(method='ffill')
return (histindic)
def ADX(self, histprice):
histindic = TA.trend.adx(histprice['high'],
histprice['low'],
histprice['close'],
window=14,
fillna=False)
return (histindic)
def Kama(self, histprice):
histindic = TA.momentum.kama(histprice['close'])
return (histindic)
def Ppo(self, histprice):
histindic = TA.momentum.ppo(histprice['close'])
return (histindic)
def ROC(self, histprice):
histindic = TA.momentum.ppo(histprice['close'])
return (histindic)