def __init__(self, period, mul, cache_size=None):
self._p = period
self._m = mul
self._sma = SMA(period, cache_size)
self._stddev = StdDeviation([period])
super().__init__({
'args': [period, mul, cache_size],
'id': 'bbands',
'name': 'BBANDS(%f, %f)' % (period, mul),
'seed_period': period
})
def __init__(self, period, cache_size=None):
self._stddev = StdDeviation(period, cache_size)
self._uEMA = EMA(period, cache_size)
self._dEMA = EMA(period, cache_size)
self._prevInputValue = None
super().__init__({
'args': [period, cache_size],
'id': 'rvi',
'name': 'RVI(%f)' % period,
'seed_period': period,
'cache_size': cache_size
})
def __init__(self, args=[]):
[period, mul] = args
self._p = period
self._m = mul
self._sma = SMA([period])
self._stddev = StdDeviation([period])
super().__init__({
'args': args,
'id': 'bbands',
'name': 'BBANDS(%f, %f)' % (period, mul),
'seed_period': period
})
def __init__(self, args=[]):
[period] = args
self._stddev = StdDeviation([period])
self._uEMA = EMA([period])
self._dEMA = EMA([period])
self._prevInputValue = None
super().__init__({
'args': args,
'id': 'rvi',
'name': 'RVI(%f)' % period,
'seed_period': period
})
class BollingerBands(Indicator):
def __init__(self, args=[]):
[period, mul] = args
self._p = period
self._m = mul
self._sma = SMA([period])
self._stddev = StdDeviation([period])
super().__init__({
'args': args,
'id': 'bbands',
'name': 'BBANDS(%f, %f)' % (period, mul),
'seed_period': period
})
def reset(self):
super().reset()
self._sma.reset()
self._stddev.reset()
def update(self, v):
self._sma.update(v)
self._stddev.update(v)
middle = self._sma.v()
stddev = self._stddev.v()
super().update({
'top': middle + (self._m * stddev),
'middle': middle,
'bottom': middle - (self._m * stddev)
})
return self.v()
def add(self, v):
self._sma.add(v)
self._stddev.add(v)
middle = self._sma.v()
stddev = self._stddev.v()
if middle is not None and stddev is not None:
super().add({
'top': middle + (self._m * stddev),
'middle': middle,
'bottom': middle - (self._m * stddev)
})
return self.v()
class RVI(Indicator):
def __init__(self, period, cache_size=None):
self._stddev = StdDeviation(period, cache_size)
self._uEMA = EMA(period, cache_size)
self._dEMA = EMA(period, cache_size)
self._prevInputValue = None
super().__init__({
'args': [period, cache_size],
'id': 'rvi',
'name': 'RVI(%f)' % period,
'seed_period': period,
'cache_size': cache_size
})
def reset(self):
super().reset()
self._prevInputValue = None
self._stddev.reset()
self._uEMA.reset()
self._dEMA.reset()
def ud(candlePrice, prevCandlePrice, stddev):
if prevCandlePrice is None:
return [0, 0]
elif candlePrice > prevCandlePrice:
return [stddev, 0]
elif candlePrice < prevCandlePrice:
return [0, stddev]
else:
return [0, 0]
def update(self, v):
if self._prevInputValue is None:
return self.v()
self._stddev.update(v)
stddev = self._stddev.v()
if not isfinite(stddev):
return self.v()
[u, d] = RVI.ud(v, self._prevInputValue, stddev)
self._uEMA.update(u)
self._dEMA.update(d)
uSum = self._uEMA.v()
dSum = self._dEMA.v()
if uSum == dSum:
return super().update(0)
else:
return super().update(100 * (uSum / (uSum + dSum)))
def add(self, v):
if self._prevInputValue is None:
self._prevInputValue = v
return self.v()
self._stddev.add(v)
stddev = self._stddev.v()
if not isfinite(stddev):
return self.v()
[u, d] = RVI.ud(v, self._prevInputValue, stddev)
self._uEMA.add(u)
self._dEMA.add(d)
uSum = self._uEMA.v()
dSum = self._dEMA.v()
if uSum == dSum:
super().add(0)
else:
super().add(100 * (uSum / (uSum + dSum)))
self._prevInputValue = v
return self.v()