def shooting_star(key, dataList, time_frame):
price_action = pd.DataFrame(
dataList,
columns=[id.time, id.open, id.close, id.high, id.low, id.volume])
if price_action.empty:
return
window_size = constants.strategy_params[id.window_size]
uptrend = utils.__uptrend(
price_action.iloc[-window_size - 1:-1][id.close].values, window_size)
shooting_star = utils.__is_wick_len(utils.__body(price_action.iloc[-1][id.open], price_action.iloc[-1][id.close]),
utils.__body(min(price_action.iloc[-1][id.open], price_action.iloc[-1][id.close]), price_action.iloc[-1][id.low])) \
and utils.__small_lower_wick(price_action.iloc[-1][id.open], price_action.iloc[-1][id.close], price_action.iloc[-1][id.low]) \
and utils.__percentage_change(price_action.iloc[-1][id.open], price_action.iloc[-1][id.close]) < \
constants.strategy_params[id.small_body_percentage]
if uptrend and shooting_star:
try:
#db.insert_strategy(key, time_frame, values.shooting_star, price_action.iloc[-1][id.time])
return {
id.name: id.shooting_star,
id.key: key,
id.price_action: dataList
}
except:
print('Unable to add to database')
return {}
def evening_star(data, w_start, window_size, ratio):
evening_star = utils.__is_bull(data['open'].values[w_start + window_size],
data['close'].values[w_start + window_size]) \
and utils.__is_gap_down(data['close'].values[w_start + window_size],
data['open'].values[w_start + window_size + 1],
data['close'].values[w_start + window_size + 1]) \
and utils.__body(data['open'].values[w_start + window_size + 1],
data['close'].values[w_start + window_size + 1]) < ratio * \
utils.__body(data['open'].values[w_start + window_size], data['close'].values[w_start + window_size]) \
and utils.__body(data['open'].values[w_start + window_size + 1],
data['close'].values[w_start + window_size + 1]) < ratio * \
utils.__body(data['open'].values[w_start + window_size + 2],
data['close'].values[w_start + window_size + 2]) \
and utils.__is_gap_down(data['open'].values[w_start + window_size + 2],
data['open'].values[w_start + window_size + 1],
data['close'].values[w_start + window_size + 1]) \
and utils.__is_bear(data['open'].values[w_start + window_size + 2],
data['close'].values[w_start + window_size + 2]) \
and utils.__threshold_up(data['open'].values[w_start + window_size],
data['close'].values[w_start + window_size],
data['close'].values[w_start + window_size + 2])
return evening_star
def __small_lower_wick(price):
return utils.__body(price[id.close], price[id.low]) / utils.__body(price[id.open], price[id.close]) \
< constants.strategy_params[id.wick_percentage]
def __small_upper_wick(price):
if utils.__body(price[id.open], price[id.close]) > 0:
return utils.__body(price[id.close], price[id.high]) / utils.__body(price[id.open], price[id.close]) \
< constants.strategy_params[id.wick_percentage]
return True