def set_input_data(self, df):
super().set_input_data(df)
# Set dataFrame keys
self.low_key = Constants.get_low_key()
self.high_key = Constants.get_high_key()
self.indicator_key = Constants.get_key("ADX")
prices_temp = pd.DataFrame()
df_list = []
for ticker in self.tickers:
if ticker in df:
df_list.append(
pd.concat([
df[ticker].
loc[:, [self.low_key, self.high_key, self.prices_key]],
prices_temp
],
axis=1,
keys=[ticker]))
df_indicator = pd.concat(df_list, axis=1)
self.df = df_indicator.copy()
def set_input_data(self, df):
super().set_input_data(df)
self.low_key = Constants.get_low_key()
self.high_key = Constants.get_high_key()
self.open_key = Constants.get_open_key()
# Set dataframe keys
prices_temp = pd.DataFrame()
df_list = []
for ticker in self.tickers:
if ticker in df:
df_temp = df[ticker].loc[:, [
self.high_key, self.low_key, self.open_key, self.prices_key
]]
df_list.append(
pd.concat([df_temp, prices_temp], axis=1, keys=[ticker]))
df_indicator = pd.concat(df_list, axis=1)
self.df = df_indicator.copy()
prices_temp = pd.DataFrame()
df_list = []
for ticker in self.tickers:
df_temp = df[ticker]
df_temp.reset_index(level=0, inplace=True)
df_temp = df_temp.loc[:, [
self.date_key, self.high_key, self.low_key, self.open_key,
self.prices_key
]] # TODO: Is this rebundant???
df_temp.rename(columns={
"Date": "date",
self.high_key: "high",
self.low_key: "low",
self.open_key: "open",
self.prices_key: "close"
},
inplace=True)
df_list.append(
pd.concat([df_temp, prices_temp], axis=1, keys=[ticker]))
df_indicator = pd.concat(df_list, axis=1)
self.df_renko_input = df_indicator.copy()