class DEMA(Indicator):
"""
Double Exponential Moving Average
Output: a list of floats
"""
def __init__(self,
period: int,
input_values: List[float] = None,
input_indicator: Indicator = None):
super().__init__()
self.period = period
self.ema = EMA(period)
self.add_sub_indicator(self.ema)
self.ema_ema = EMA(period)
self.add_managed_sequence(self.ema_ema)
self.initialize(input_values, input_indicator)
def _calculate_new_value(self) -> Any:
if not self.ema.has_output_value():
return None
self.ema_ema.add_input_value(self.ema[-1])
if not self.ema_ema.has_output_value():
return None
return 2.0 * self.ema[-1] - self.ema_ema[-1]
class MassIndex(Indicator):
"""
Mass Index
Output: a list of floats
"""
def __init__(self,
ema_period: int,
ema_ema_period: int,
ema_ratio_period: int,
input_values: List[OHLCV] = None):
super().__init__()
self.ema_ratio_period = ema_ratio_period
self.ema = EMA(ema_period)
self.ema_ema = EMA(ema_ema_period)
self.ema_ratio = []
self.add_managed_sequence(self.ema)
self.add_managed_sequence(self.ema_ema)
self.add_managed_sequence(self.ema_ratio)
self.initialize(input_values)
def _calculate_new_value(self) -> Any:
value = self.input_values[-1]
self.ema.add_input_value(value.high - value.low)
if not self.ema.has_output_value():
return None
self.ema_ema.add_input_value(self.ema[-1])
if not self.ema_ema.has_output_value():
return None
self.ema_ratio.append(self.ema[-1] / float(self.ema_ema[-1]))
if len(self.ema_ratio) < self.ema_ratio_period:
return None
return sum(self.ema_ratio[-self.ema_ratio_period:])
class ChaikinOsc(Indicator):
"""
Chaikin Oscillator
Output: a list of floats
"""
def __init__(self,
period_fast: int,
period_slow: int,
input_values: List[OHLCV] = None):
super().__init__()
self.period_fast = period_fast
self.period_slow = period_slow
self.accu_dist = AccuDist()
self.add_sub_indicator(self.accu_dist)
self.ema_fast = EMA(period_fast)
self.add_managed_sequence(self.ema_fast)
self.ema_slow = EMA(period_slow)
self.add_managed_sequence(self.ema_slow)
self.initialize(input_values)
def _calculate_new_value(self) -> Any:
if not self.accu_dist.has_output_value():
return None
self.ema_fast.add_input_value(self.accu_dist[-1])
self.ema_slow.add_input_value(self.accu_dist[-1])
if not self.ema_fast.has_output_value(
) or not self.ema_slow.has_output_value():
return None
return self.ema_fast[-1] - self.ema_slow[-1]