예제 #1
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def test_apz():
    """test TA.APZ"""

    apz = TA.APZ(ohlc).round(decimals=8)

    assert isinstance(apz["UPPER"], series.Series)
    assert isinstance(apz["LOWER"], series.Series)

    assert apz["UPPER"].values[-1] == 7193.97725794
예제 #2
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def test_apz():
    """test TA.APZ"""

    apz = TA.APZ(ohlc)

    assert isinstance(apz["UPPER"], series.Series)
    assert isinstance(apz["LOWER"], series.Series)

    assert apz["UPPER"].values[-1] == 7193.9772579390283
예제 #3
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    def get_apz(data):

        if data is None:
            raise ValueError("Invalid data value")

        result = TA.APZ(data)
        if result is None:
            raise IndicatorException
        return result
예제 #4
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파일: test_unit.py 프로젝트: toledy/finta
def test_apz():
    '''test TA.APZ'''

    apz = TA.APZ(ohlc)

    assert isinstance(apz['UPPER'], series.Series)
    assert isinstance(apz['LOWER'], series.Series)

    assert apz['UPPER'].values[-1] == 7193.9772579390283
예제 #5
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    def get_apz(data):
        """Calculate the adaptive price zone of given dataframe.

        :param data: a dataframe in OHLC format
        :return: a concatenated Pandas series
        """
        if data is None:
            raise EmptyDataError("[!] Invalid data value")

        result = TA.APZ(data)
        if result is None:
            raise IndicatorException
        return result
예제 #6
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파일: overlap.py 프로젝트: xmoney/techa
def APZ(data, period=21, dev_factor=2, ma_type=None):
    """
    Adaptive Price Zone

    APZ is as a volatility based indicator developed by Lee Leibfarth that appears as a set of bands placed over a
    price chart.

    Especially useful in non-trending, choppy markets, the APZ was created to help traders find potential turning
    points in the markets.

    :param pd.DataFrame data: pandas DataFrame with open, high, low, close data
    :param int period: period used for indicator calculation
    :param float dev_factor: standard derivation factor
    :param int ma_type: moving average type (0 simple, 1 exponential)
    :return pd.Series: with indicator data calculation results
    """
    return TA.APZ(data, period, dev_factor, ma_type)
    # Chande momentum oscillator range bounded +/- 100
    prices["CMO"] = TA.CMO(ohlc)

    # Chandelier Exit sets a trailing stop loss based on ATR
    prices["C_Exit"] = TA.CHANDELIER(ohlc)

    # Qstick indicator - dominance of candlesticks
    prices["QSTICK"] = TA.QSTICK(ohlc)

    # One look equilibrium chart (ICHIMOKU)
    # indicator for support, resistance, trend direction, momentum and trading signals
    prices["tenkan_sen"], prices["kijun_sen"], prices["senkou_span_a"], prices["senkou_span_b"], prices["chikou_span"] = TA.ICHIMOKU(ohlc)

    # Adaptive price zone - help to find turning points in non-trending choppy markets
    prices["APZ"] = TA.APZ(ohlc)

    # Vector size indicator
    prices["VSI"] = TA.VR(ohlc)

    # Squeeze momentum indicator
    # Generally the market is in quiet consolidation or vertical price discovery, this helps to identify these calm periods
    prices["SQZMI"] = TA.SQZMI(ohlc)

    # Volume price trend
    prices["VPT"] = TA.VPT(ohlc)

    # Money flow indicator
    prices["FVE"] = TA.FVE(ohlc)

    # Volume based on the direction of price movements