def chaikin_osc(cadl: nda.NdType, fast_ma: tp.Any = 3, slow_ma: tp.Any = 10):
"""
Chaikin Accumulation Distribution Oscillator
:return:
"""
if isinstance(fast_ma, int):
fast_ma_period = fast_ma
fast_ma = lambda s: ema(s, fast_ma_period)
if isinstance(slow_ma, int):
slow_ma_period = slow_ma
slow_ma = lambda s: ema(s, slow_ma_period)
fast = fast_ma(cadl)
slow = slow_ma(cadl)
return fast - slow
def sroc(series: nda.NdType, ma: tp.Any = 13, periods: int = 21):
"""
Smooth rate of change
"""
if isinstance(ma, int):
ma_period = ma
ma = lambda s: ema(s, ma_period)
smooth = ma(series)
return roc(smooth, periods)
def macd(series: NdType, fast_ma: tp.Any = 12, slow_ma: tp.Any = 26, signal_ma: tp.Any = 9) \
-> tp.Tuple[NdType, NdType, NdType]:
"""
MACD
:return: (macd_line, signal_line, histogram)
"""
if isinstance(fast_ma, int):
fast_ma_period = fast_ma
fast_ma = lambda s: ema(s, fast_ma_period)
if isinstance(slow_ma, int):
slow_ma_period = slow_ma
slow_ma = lambda s: ema(s, slow_ma_period)
if isinstance(signal_ma, int):
signal_ma_period = signal_ma
signal_ma = lambda s: ema(s, signal_ma_period)
fast = fast_ma(series)
slow = slow_ma(series)
macd_line = fast - slow
signal_line = signal_ma(macd_line)
hist = macd_line - signal_line
return macd_line, signal_line, hist