def __init__(self, equityDataFrame, tickerCode): """ Create the Average Directional-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_ADX" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, ADX, ADX_ROC) values (?,?,?,?)" % ( tableName) # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:, 'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['ADX'] = abstract.ADX( equityDataFrame, timeperiod=14, prices=['High', 'Low', 'Close']) indicatorDataFrame['ADX_ROC'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='ADX') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the EMA-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_EMA" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, EMA_5, EMA_10, EMA_15, EMA_20, EMA_50, EMA_100, EMA_200, EMA_300) values (?,?,?,?,?,?,?,?,?,?)" % (tableName) equityDataFrame = equityDataFrame # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:,'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['EMA_5'] = abstract.EMA(equityDataFrame, timeperiod=5, price='Close') indicatorDataFrame['EMA_10'] = abstract.EMA(equityDataFrame, timeperiod=10, price='Close') indicatorDataFrame['EMA_15'] = abstract.EMA(equityDataFrame, timeperiod=15, price='Close') indicatorDataFrame['EMA_20'] = abstract.EMA(equityDataFrame, timeperiod=20, price='Close') indicatorDataFrame['EMA_50'] = abstract.EMA(equityDataFrame, timeperiod=50, price='Close') indicatorDataFrame['EMA_100'] = abstract.EMA(equityDataFrame, timeperiod=100, price='Close') indicatorDataFrame['EMA_200'] = abstract.EMA(equityDataFrame, timeperiod=200, price='Close') indicatorDataFrame['EMA_300'] = abstract.EMA(equityDataFrame, timeperiod=300, price='Close') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Rate of Change-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, ROC_5, ROC_10, ROC_20) values (?,?,?,?,?)" % ( IndicatorROC.tableName) equityDataFrame = equityDataFrame # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:, 'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['ROC_5'] = abstract.ROC(equityDataFrame, timeperiod=5, price='Close') indicatorDataFrame['ROC_10'] = abstract.ROC(equityDataFrame, timeperiod=10, price='Close') indicatorDataFrame['ROC_20'] = abstract.ROC(equityDataFrame, timeperiod=20, price='Close') Indicator.__init__(self, IndicatorROC.tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the STOCH-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_STOCH" tickerCode = tickerCode insertQuery = ( "insert or replace into %s (Date, STOCH_K, STOCH_D, STOCH_K_ROC, STOCH_D_ROC, Code) values (?,?,?,?,?,?)" % (tableName) ) # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.STOCH( equityDataFrame, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0, prices=["High", "Low", "Close"], ) indicatorDataFrame["STOCH_K_ROC"] = abstract.ROC(indicatorDataFrame, timeperiod=5, price="slowk") indicatorDataFrame["STOCH_D_ROC"] = abstract.ROC(indicatorDataFrame, timeperiod=5, price="slowd") indicatorDataFrame["Code"] = tickerCode Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the STOCH-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_STOCH" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, STOCH_K, STOCH_D, STOCH_K_ROC, STOCH_D_ROC, Code) values (?,?,?,?,?,?)" % ( tableName) # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.STOCH(equityDataFrame, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0, prices=['High', 'Low', 'Close']) indicatorDataFrame['STOCH_K_ROC'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='slowk') indicatorDataFrame['STOCH_D_ROC'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='slowd') indicatorDataFrame['Code'] = tickerCode Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Bollinger Band-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_BB20" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, upperband, middleband, lowerband, Code, upperbandroc, middlebandroc, lowerbandroc) values (?,?,?,?,?,?,?,?)" % ( tableName) equityDataFrame = equityDataFrame # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.BBANDS(equityDataFrame, 20, 2, 2, price='Close') indicatorDataFrame['Code'] = tickerCode indicatorDataFrame['upperbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='upperband') indicatorDataFrame['middlebandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='middleband') indicatorDataFrame['lowerbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='lowerband') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the MACD-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_MACD" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, MACD_12_26, MACD_12_26_9, MACD_12_26_9_DIVERGENCE, Code) values (?,?,?,?,?)" % (tableName) # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.MACD(equityDataFrame, fastperiod=12, slowperiod=26, signalperiod=9, price='Close') indicatorDataFrame['Code'] = tickerCode Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Aroon-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_AROON" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, AROON_DOWN, AROON_UP, Code) values (?,?,?,?)" % (tableName) # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.AROON(equityDataFrame, timeperiod=14, prices=['High', 'Low']) indicatorDataFrame['Code'] = tickerCode Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Relative Strength-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_RSI" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, RSI) values (?,?,?)" % (tableName) # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:,'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['RSI'] = abstract.RSI(equityDataFrame, timeperiod=14, price='Close') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Directional-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_DX" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, DX, DX_ROC) values (?,?,?,?)" % (tableName) # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:,'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['DX'] = abstract.DX(equityDataFrame, timeperiod=14, prices=['High', 'Low', 'Close']) indicatorDataFrame['DX_ROC'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='DX') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Rate of Change-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, ROC_5, ROC_10, ROC_20) values (?,?,?,?,?)" % (IndicatorROC.tableName) equityDataFrame = equityDataFrame # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:,'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['ROC_5'] = abstract.ROC(equityDataFrame, timeperiod=5, price='Close') indicatorDataFrame['ROC_10'] = abstract.ROC(equityDataFrame, timeperiod=10, price='Close') indicatorDataFrame['ROC_20'] = abstract.ROC(equityDataFrame, timeperiod=20, price='Close') Indicator.__init__(self, IndicatorROC.tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Bollinger Band-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_BB20" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, upperband, middleband, lowerband, Code, upperbandroc, middlebandroc, lowerbandroc) values (?,?,?,?,?,?,?,?)" % (tableName) equityDataFrame = equityDataFrame # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.BBANDS(equityDataFrame, 20, 2, 2, price='Close') indicatorDataFrame['Code'] = tickerCode indicatorDataFrame['upperbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='upperband') indicatorDataFrame['middlebandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='middleband') indicatorDataFrame['lowerbandroc'] = abstract.ROC(indicatorDataFrame, timeperiod=5, price='lowerband') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the Relative Strength-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_RSI" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, Code, RSI) values (?,?,?)" % ( tableName) # Create a new DataFrame with just Date and Code indicatorDataFrame = equityDataFrame.ix[:, 'Code':] # Stick the Indicator Values into the new DataFrame indicatorDataFrame['RSI'] = abstract.RSI(equityDataFrame, timeperiod=14, price='Close') Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)
def __init__(self, equityDataFrame, tickerCode): """ Create the MACD-specific logic. Everything else lives in the Indicator Base Class. :param equityDataFrame: A Pandas DataFrame from the Equity Class. :param tickerCode: Ticker Code (String). """ tableName = "Indicator_MACD" tickerCode = tickerCode insertQuery = "insert or replace into %s (Date, MACD_12_26, MACD_12_26_9, MACD_12_26_9_DIVERGENCE, Code) values (?,?,?,?,?)" % ( tableName) # Stick the Indicator Values into the new DataFrame indicatorDataFrame = abstract.MACD(equityDataFrame, fastperiod=12, slowperiod=26, signalperiod=9, price='Close') indicatorDataFrame['Code'] = tickerCode Indicator.__init__(self, tableName, tickerCode, insertQuery, equityDataFrame, indicatorDataFrame)