def kc(high, low, close, length=None, scalar=None, mamode=None, offset=None, **kwargs):
"""Indicator: Keltner Channels (KC)"""
# Validate arguments
high = verify_series(high)
low = verify_series(low)
close = verify_series(close)
length = int(length) if length and length > 0 else 20
scalar = float(scalar) if scalar and scalar > 0 else 2
mamode = mamode.lower() if mamode else None
offset = get_offset(offset)
# Calculate Result
use_tr = kwargs.pop("tr", True)
if use_tr:
range_ = true_range(high, low, close)
else:
range_ = high_low_range(high, low)
_mode = ""
if mamode == "sma":
basis = sma(close, length)
band = sma(range_, length=length)
_mode += "s"
elif mamode is None or mamode == "ema":
basis = ema(close, length=length)
band = ema(range_, length=length)
lower = basis - scalar * band
upper = basis + scalar * band
# Offset
if offset != 0:
lower = lower.shift(offset)
basis = basis.shift(offset)
upper = upper.shift(offset)
# Handle fills
if "fillna" in kwargs:
lower.fillna(kwargs["fillna"], inplace=True)
basis.fillna(kwargs["fillna"], inplace=True)
upper.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
lower.fillna(method=kwargs["fill_method"], inplace=True)
basis.fillna(method=kwargs["fill_method"], inplace=True)
upper.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
_props = f"{_mode if len(_mode) else ''}_{length}_{scalar}"
lower.name = f"KCL{_props}"
basis.name = f"KCB{_props}"
upper.name = f"KCU{_props}"
basis.category = upper.category = lower.category = "volatility"
# Prepare DataFrame to return
data = {lower.name: lower, basis.name: basis, upper.name: upper}
kcdf = DataFrame(data)
kcdf.name = f"KC{_props}"
kcdf.category = basis.category
return kcdf
def fisher(high, low, length=None, signal=None, offset=None, **kwargs):
"""Indicator: Fisher Transform (FISHT)"""
# Validate Arguments
length = int(length) if length and length > 0 else 9
signal = int(signal) if signal and signal > 0 else 1
_length = max(length, signal)
high = verify_series(high, _length)
low = verify_series(low, _length)
offset = get_offset(offset)
if high is None or low is None: return
# Calculate Result
hl2_ = hl2(high, low)
highest_hl2 = hl2_.rolling(length).max()
lowest_hl2 = hl2_.rolling(length).min()
hlr = high_low_range(highest_hl2, lowest_hl2)
hlr[hlr < 0.001] = 0.001
position = ((hl2_ - lowest_hl2) / hlr) - 0.5
v = 0
m = high.size
result = [npNaN for _ in range(0, length - 1)] + [0]
for i in range(length, m):
v = 0.66 * position.iloc[i] + 0.67 * v
if v < -0.99: v = -0.999
if v > 0.99: v = 0.999
result.append(0.5 * (nplog((1 + v) / (1 - v)) + result[i - 1]))
fisher = Series(result, index=high.index)
signalma = fisher.shift(signal)
# Offset
if offset != 0:
fisher = fisher.shift(offset)
signalma = signalma.shift(offset)
# Handle fills
if "fillna" in kwargs:
fisher.fillna(kwargs["fillna"], inplace=True)
signalma.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
fisher.fillna(method=kwargs["fill_method"], inplace=True)
signalma.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
_props = f"_{length}_{signal}"
fisher.name = f"FISHERT{_props}"
signalma.name = f"FISHERTs{_props}"
fisher.category = signalma.category = "momentum"
# Prepare DataFrame to return
data = {fisher.name: fisher, signalma.name: signalma}
df = DataFrame(data)
df.name = f"FISHERT{_props}"
df.category = fisher.category
return df
def cdl_doji(
open_,
high,
low,
close,
length=None,
factor=None,
scalar=None,
asint=True,
offset=None,
**kwargs,
):
"""Candle Type: Doji"""
# Validate Arguments
open_ = verify_series(open_)
high = verify_series(high)
low = verify_series(low)
close = verify_series(close)
length = int(length) if length and length > 0 else 10
factor = float(factor) if is_percent(factor) else 10
scalar = float(scalar) if scalar else 100
offset = get_offset(offset)
naive = kwargs.pop("naive", False)
# Calculate Result
body = real_body(open_, close).abs()
hl_range = high_low_range(high, low).abs()
hl_range_avg = sma(hl_range, length)
doji = body < 0.01 * factor * hl_range_avg
if naive:
doji.iloc[:length] = body < 0.01 * factor * hl_range
if asint:
doji = scalar * doji.astype(int)
# Offset
if offset != 0:
doji = doji.shift(offset)
# Handle fills
if "fillna" in kwargs:
doji.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
doji.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
doji.name = f"CDL_DOJI_{length}_{0.01 * factor}"
doji.category = "candles"
return doji