def aroon(df_stock: pd.DataFrame, length: int, scalar: int) -> pd.DataFrame:
"""Aroon technical indicator
Parameters
----------
df_stock : pd.DataFrame
Dataframe of stock prices
length : int
Length of window
scalar : int
Scalar variable
Returns
-------
df_ta: pd.DataFrame
DataFrame with aroon indicator
"""
df_ta = ta.aroon(
high=df_stock["High"],
low=df_stock["Low"],
length=length,
scalar=scalar,
).dropna()
return pd.DataFrame(df_ta)
def aroon(high_values: pd.Series,
low_values: pd.Series,
length: int = 25,
scalar: int = 100) -> pd.DataFrame:
"""Aroon technical indicator
Parameters
----------
high_values: pd.Series
High prices
low_values: pd.Series
Low prices
length : int
Length of window
scalar : int
Scalar variable
Returns
-------
pd.DataFrame
DataFrame with aroon indicator
"""
return pd.DataFrame(
ta.aroon(
high=high_values,
low=low_values,
length=length,
scalar=scalar,
).dropna())
def aroon(bs):
arn = ta.aroon(bs['close'], length=None, offset=None)
arn.plot()
def aroon(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(
prog='aroon',
description=
""" The word aroon is Sanskrit for "dawn's early light." The Aroon
indicator attempts to show when a new trend is dawning. The indicator consists
of two lines (Up and Down) that measure how long it has been since the highest
high/lowest low has occurred within an n period range. \n \n When the Aroon Up is
staying between 70 and 100 then it indicates an upward trend. When the Aroon Down
is staying between 70 and 100 then it indicates an downward trend. A strong upward
trend is indicated when the Aroon Up is above 70 while the Aroon Down is below 30.
Likewise, a strong downward trend is indicated when the Aroon Down is above 70 while
the Aroon Up is below 30. Also look for crossovers. When the Aroon Down crosses above
the Aroon Up, it indicates a weakening of the upward trend (and vice versa). """
)
parser.add_argument('-l',
"--length",
action="store",
dest="n_length",
type=check_positive,
default=25,
help='length')
parser.add_argument('-s',
"--scalar",
action="store",
dest="n_scalar",
type=check_positive,
default=100,
help='scalar')
parser.add_argument('-o',
"--offset",
action="store",
dest="n_offset",
type=check_positive,
default=0,
help='offset')
(ns_parser, l_unknown_args) = parser.parse_known_args(l_args)
if l_unknown_args:
print(
f"The following args couldn't be interpreted: {l_unknown_args}\n")
return
df_ta = ta.aroon(high=df_stock['2. high'],
low=df_stock['3. low'],
length=ns_parser.n_length,
scalar=ns_parser.n_scalar,
offset=ns_parser.n_offset).dropna()
plt.subplot(311)
# Daily
if s_interval == "1440min":
#plot_stock_and_ta(df_stock['5. adjusted close'], s_ticker, df_ta.iloc[:,-1], "AROON")
plt.plot(df_stock.index,
df_stock['5. adjusted close'].values,
'k',
lw=2)
# Intraday
else:
#plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta.iloc[:,-1], "AROON")
plt.plot(df_stock.index, df_stock['4. close'].values, 'k', lw=2)
plt.title(f"Aroon on {s_ticker}")
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.ylabel(f'Share Price ($)')
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.subplot(312)
plt.plot(df_ta.index, df_ta.iloc[:, 0].values, 'r', lw=2)
plt.plot(df_ta.index, df_ta.iloc[:, 1].values, 'g', lw=2)
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.axhline(50, linewidth=1, color='k', ls='--')
plt.legend(
[f'Aroon DOWN ({df_ta.columns[0]})', f'Aroon UP ({df_ta.columns[1]})'])
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.ylim([0, 100])
plt.subplot(313)
plt.plot(df_ta.index, df_ta.iloc[:, 2].values, 'b', lw=2)
plt.xlabel('Time')
plt.legend([f'Aroon OSC ({df_ta.columns[2]})'])
plt.grid(b=True, which='major', color='#666666', linestyle='-')
plt.minorticks_on()
plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
plt.ylim([-100, 100])
plt.show()
print("")
def aroon(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(
add_help=False,
prog="aroon",
description="""
The word aroon is Sanskrit for "dawn's early light." The Aroon
indicator attempts to show when a new trend is dawning. The indicator consists
of two lines (Up and Down) that measure how long it has been since the highest
high/lowest low has occurred within an n period range. \n \n When the Aroon Up is
staying between 70 and 100 then it indicates an upward trend. When the Aroon Down
is staying between 70 and 100 then it indicates an downward trend. A strong upward
trend is indicated when the Aroon Up is above 70 while the Aroon Down is below 30.
Likewise, a strong downward trend is indicated when the Aroon Down is above 70 while
the Aroon Up is below 30. Also look for crossovers. When the Aroon Down crosses above
the Aroon Up, it indicates a weakening of the upward trend (and vice versa).
""",
)
parser.add_argument(
"-l",
"--length",
action="store",
dest="n_length",
type=check_positive,
default=25,
help="length",
)
parser.add_argument(
"-s",
"--scalar",
action="store",
dest="n_scalar",
type=check_positive,
default=100,
help="scalar",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=check_positive,
default=0,
help="offset",
)
try:
ns_parser = parse_known_args_and_warn(parser, l_args)
if not ns_parser:
return
df_ta = ta.aroon(
high=df_stock["2. high"],
low=df_stock["3. low"],
length=ns_parser.n_length,
scalar=ns_parser.n_scalar,
offset=ns_parser.n_offset,
).dropna()
plt.figure()
plt.subplot(311)
# Daily
if s_interval == "1440min":
plt.plot(df_stock.index, df_stock["5. adjusted close"].values, "k", lw=2)
# Intraday
else:
plt.plot(df_stock.index, df_stock["4. close"].values, "k", lw=2)
plt.title(f"Aroon on {s_ticker}")
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.ylabel("Share Price ($)")
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
plt.subplot(312)
plt.plot(df_ta.index, df_ta.iloc[:, 0].values, "r", lw=2)
plt.plot(df_ta.index, df_ta.iloc[:, 1].values, "g", lw=2)
plt.xlim(df_stock.index[0], df_stock.index[-1])
plt.axhline(50, linewidth=1, color="k", ls="--")
plt.legend(
[f"Aroon DOWN ({df_ta.columns[0]})", f"Aroon UP ({df_ta.columns[1]})"]
)
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
plt.ylim([0, 100])
plt.subplot(313)
plt.plot(df_ta.index, df_ta.iloc[:, 2].values, "b", lw=2)
plt.xlabel("Time")
plt.legend([f"Aroon OSC ({df_ta.columns[2]})"])
plt.grid(b=True, which="major", color="#666666", linestyle="-")
plt.minorticks_on()
plt.grid(b=True, which="minor", color="#999999", linestyle="-", alpha=0.2)
plt.ylim([-100, 100])
plt.ion()
plt.show()
print("")
except Exception as e:
print(e)
print("")