def __init__(self, equityDataFrame, tickerCode):
"""
Create the Average Directional-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_ADX"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, ADX, ADX_ROC) values (?,?,?,?)" % (
tableName)
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:, 'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['ADX'] = abstract.ADX(
equityDataFrame, timeperiod=14, prices=['High', 'Low', 'Close'])
indicatorDataFrame['ADX_ROC'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='ADX')
Indicator.__init__(self, tableName, tickerCode, insertQuery,
equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the EMA-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_EMA"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, EMA_5, EMA_10, EMA_15, EMA_20, EMA_50, EMA_100, EMA_200, EMA_300) values (?,?,?,?,?,?,?,?,?,?)" % (tableName)
equityDataFrame = equityDataFrame
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:,'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['EMA_5'] = abstract.EMA(equityDataFrame, timeperiod=5, price='Close')
indicatorDataFrame['EMA_10'] = abstract.EMA(equityDataFrame, timeperiod=10, price='Close')
indicatorDataFrame['EMA_15'] = abstract.EMA(equityDataFrame, timeperiod=15, price='Close')
indicatorDataFrame['EMA_20'] = abstract.EMA(equityDataFrame, timeperiod=20, price='Close')
indicatorDataFrame['EMA_50'] = abstract.EMA(equityDataFrame, timeperiod=50, price='Close')
indicatorDataFrame['EMA_100'] = abstract.EMA(equityDataFrame, timeperiod=100, price='Close')
indicatorDataFrame['EMA_200'] = abstract.EMA(equityDataFrame, timeperiod=200, price='Close')
indicatorDataFrame['EMA_300'] = abstract.EMA(equityDataFrame, timeperiod=300, price='Close')
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Rate of Change-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, ROC_5, ROC_10, ROC_20) values (?,?,?,?,?)" % (
IndicatorROC.tableName)
equityDataFrame = equityDataFrame
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:, 'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['ROC_5'] = abstract.ROC(equityDataFrame,
timeperiod=5,
price='Close')
indicatorDataFrame['ROC_10'] = abstract.ROC(equityDataFrame,
timeperiod=10,
price='Close')
indicatorDataFrame['ROC_20'] = abstract.ROC(equityDataFrame,
timeperiod=20,
price='Close')
Indicator.__init__(self, IndicatorROC.tableName, tickerCode,
insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the STOCH-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_STOCH"
tickerCode = tickerCode
insertQuery = (
"insert or replace into %s (Date, STOCH_K, STOCH_D, STOCH_K_ROC, STOCH_D_ROC, Code) values (?,?,?,?,?,?)"
% (tableName)
)
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.STOCH(
equityDataFrame,
fastk_period=5,
slowk_period=3,
slowk_matype=0,
slowd_period=3,
slowd_matype=0,
prices=["High", "Low", "Close"],
)
indicatorDataFrame["STOCH_K_ROC"] = abstract.ROC(indicatorDataFrame, timeperiod=5, price="slowk")
indicatorDataFrame["STOCH_D_ROC"] = abstract.ROC(indicatorDataFrame, timeperiod=5, price="slowd")
indicatorDataFrame["Code"] = tickerCode
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the STOCH-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_STOCH"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, STOCH_K, STOCH_D, STOCH_K_ROC, STOCH_D_ROC, Code) values (?,?,?,?,?,?)" % (
tableName)
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.STOCH(equityDataFrame,
fastk_period=5,
slowk_period=3,
slowk_matype=0,
slowd_period=3,
slowd_matype=0,
prices=['High', 'Low', 'Close'])
indicatorDataFrame['STOCH_K_ROC'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='slowk')
indicatorDataFrame['STOCH_D_ROC'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='slowd')
indicatorDataFrame['Code'] = tickerCode
Indicator.__init__(self, tableName, tickerCode, insertQuery,
equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Bollinger Band-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_BB20"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, upperband, middleband, lowerband, Code, upperbandroc, middlebandroc, lowerbandroc) values (?,?,?,?,?,?,?,?)" % (
tableName)
equityDataFrame = equityDataFrame
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.BBANDS(equityDataFrame,
20,
2,
2,
price='Close')
indicatorDataFrame['Code'] = tickerCode
indicatorDataFrame['upperbandroc'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='upperband')
indicatorDataFrame['middlebandroc'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='middleband')
indicatorDataFrame['lowerbandroc'] = abstract.ROC(indicatorDataFrame,
timeperiod=5,
price='lowerband')
Indicator.__init__(self, tableName, tickerCode, insertQuery,
equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the MACD-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_MACD"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, MACD_12_26, MACD_12_26_9, MACD_12_26_9_DIVERGENCE, Code) values (?,?,?,?,?)" % (tableName)
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.MACD(equityDataFrame, fastperiod=12, slowperiod=26, signalperiod=9, price='Close')
indicatorDataFrame['Code'] = tickerCode
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Aroon-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_AROON"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, AROON_DOWN, AROON_UP, Code) values (?,?,?,?)" % (tableName)
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.AROON(equityDataFrame, timeperiod=14, prices=['High', 'Low'])
indicatorDataFrame['Code'] = tickerCode
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Relative Strength-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_RSI"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, RSI) values (?,?,?)" % (tableName)
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:,'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['RSI'] = abstract.RSI(equityDataFrame, timeperiod=14, price='Close')
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Directional-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_DX"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, DX, DX_ROC) values (?,?,?,?)" % (tableName)
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:,'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['DX'] = abstract.DX(equityDataFrame, timeperiod=14, prices=['High', 'Low', 'Close'])
indicatorDataFrame['DX_ROC'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='DX')
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Rate of Change-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, ROC_5, ROC_10, ROC_20) values (?,?,?,?,?)" % (IndicatorROC.tableName)
equityDataFrame = equityDataFrame
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:,'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['ROC_5'] = abstract.ROC(equityDataFrame, timeperiod=5, price='Close')
indicatorDataFrame['ROC_10'] = abstract.ROC(equityDataFrame, timeperiod=10, price='Close')
indicatorDataFrame['ROC_20'] = abstract.ROC(equityDataFrame, timeperiod=20, price='Close')
Indicator.__init__(self, IndicatorROC.tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Bollinger Band-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_BB20"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, upperband, middleband, lowerband, Code, upperbandroc, middlebandroc, lowerbandroc) values (?,?,?,?,?,?,?,?)" % (tableName)
equityDataFrame = equityDataFrame
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.BBANDS(equityDataFrame, 20, 2, 2, price='Close')
indicatorDataFrame['Code'] = tickerCode
indicatorDataFrame['upperbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='upperband')
indicatorDataFrame['middlebandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='middleband')
indicatorDataFrame['lowerbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='lowerband')
Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the Relative Strength-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_RSI"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, Code, RSI) values (?,?,?)" % (
tableName)
# Create a new DataFrame with just Date and Code
indicatorDataFrame = equityDataFrame.ix[:, 'Code':]
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame['RSI'] = abstract.RSI(equityDataFrame,
timeperiod=14,
price='Close')
Indicator.__init__(self, tableName, tickerCode, insertQuery,
equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode):
"""
Create the MACD-specific logic. Everything else lives in the Indicator Base Class.
:param equityDataFrame: A Pandas DataFrame from the Equity Class.
:param tickerCode: Ticker Code (String).
"""
tableName = "Indicator_MACD"
tickerCode = tickerCode
insertQuery = "insert or replace into %s (Date, MACD_12_26, MACD_12_26_9, MACD_12_26_9_DIVERGENCE, Code) values (?,?,?,?,?)" % (
tableName)
# Stick the Indicator Values into the new DataFrame
indicatorDataFrame = abstract.MACD(equityDataFrame,
fastperiod=12,
slowperiod=26,
signalperiod=9,
price='Close')
indicatorDataFrame['Code'] = tickerCode
Indicator.__init__(self, tableName, tickerCode, insertQuery,
equityDataFrame, indicatorDataFrame)
