def add_indicators(self):
self.candles = self.candles.drop(['Open_time', 'Close_time'], axis=1)
self.candles['EMA - 15'] = ema(self.candles['Close'].tolist(), 15)
self.candles['aaron down'] = aroon_down(self.candles['Close'].tolist(), 25)
self.candles['aaron up'] = aroon_up(self.candles['Close'].tolist(), 25)
self.candles['tenkansen'] = tenkansen(self.candles['Close'].tolist())
self.candles['kijunsen'] = kijunsen(self.candles['Close'].tolist())
self.candles['momentun'] = momentum(self.candles['Close'], 15)
return self.candles
def test_aroon_up_invalid_period(self):
period = 128
with self.assertRaises(Exception) as cm:
aroon.aroon_up(self.data, period)
expected = "Error: data_len < period"
self.assertEqual(str(cm.exception), expected)
def test_aroon_up(self):
period = 25
aroon_up = aroon.aroon_up(self.data, period)
np.testing.assert_array_equal(aroon_up, self.aroon_up_expected)
def get_analysis(self, data):
if self.params['aroon_direction'] == 'up':
return aroon_up(data, self.params['period'])[-1]
return aroon_down(data, self.params['period'])[-1]
def aroon(data):
"""
Function return result
"""
quotes = {}
# xdate = quotes['timestamp']=numpy.asarray([item[0] for item in data])
quotes['open'] = numpy.asarray([item[1] for item in data])
quotes['high'] = numpy.asarray([item[2] for item in data])
quotes['low'] = numpy.asarray([item[3] for item in data])
quotes['close'] = numpy.asarray([item[4] for item in data])
open = quotes['open']
open = open[0]
close = quotes['close']
close = close[0]
high = quotes['high']
high = high[::-1]
#print(high)
low = quotes['low']
low = low[::-1]
#print(low)
# * Logic
# print(aroon_up(high,7))
# print(aroon_down(low,7))
aroon = aroon_up(high, 7) - aroon_down(low, 7)
# print(aroon[-1])
# bar = close > open ? 1 : close < open ? -1 : 0
bar = None
# // Свеча зеленая
if (close > open):
bar = "green"
print(f'Close: {close} > Open: {open}')
print("Bar: ", bar)
# // Свеча красная
elif (close < open):
bar = "red"
print(f"Close: {close} < Open: {open}")
print("Bar: ", bar)
# // Ничего не произошло
else:
bar = "still"
print(f'Close: {close} = Open: {open}')
print("Bar: ", bar)
# * Signals
aroon_int = aroon[-1]
print(f"Aroon: {aroon_int}")
up = None
if aroon_int > 80 and bar == "red":
up = True
print(f"Aroon: {aroon_int}, Up = true")
down = None
if aroon_int < -80 and bar == "green":
down = True
print(f"Aroon: {aroon_int}, Down = true")
if up:
return 'up'
elif down:
return 'down'
else:
return 'hold'