def bearish_candles(op, high, low, close): star = ta.CDLEVENINGSTAR(op, high, low, close, penetration=0) hanging = ta.CDLHANGINGMAN(op, high, low, close) engulf = engulf = ta.CDLENGULFING(op, high, low, close) # engulfing belt = ta.CDLBELTHOLD(op, high, low, close) return star, hanging, engulf, belt
def candle_patt(df,x,all_fig,params):
'''ローソク足パターンのローソク足チャートへの描画'''
# パターンチェック & シグナル値を描画用に置き換え
df['Marubozu'] = ta.CDLMARUBOZU(df['Open'],df['High'],df['Low'],df['Close']) * df['High'] / 100
df['Engulfing_Pattern'] = ta.CDLENGULFING(df['Open'],df['High'],df['Low'],df['High']) * df['Close'] / 100
df['Hammer'] = ta.CDLHAMMER(df['Open'],df['High'],df['Low'],df['Close']) * df['High'] / 100
df['Dragonfly_Doji'] = ta.CDLDRAGONFLYDOJI(df['Open'],df['High'],df['Low'],df['Close']) * df['High'] / 100
# 列名を作成
pattern_list = list(df.loc[:,'Marubozu':'Dragonfly_Doji'].columns)
label_list = [ k+'_label' for k in list(df.loc[:,'Marubozu':'Dragonfly_Doji'].columns)]
# 0をNaNで埋める
df[pattern_list] = df[pattern_list].where(~(df[pattern_list] == 0.0), np.nan)
# 売り買いラベルの作成
df[label_list] = df[pattern_list]
df[label_list] = df[label_list].where(~(df[label_list] > 0), 1)
df[label_list] = df[label_list].where(~(df[label_list] < 0), -1)
df[label_list] = df[label_list].where(~(df[label_list] == 1), '買い')
df[label_list] = df[label_list].where(~(df[label_list] == -1), '売り')
# 発生価格の絶対値化
df[pattern_list] = df[pattern_list].abs()
# 各シグナルを描画
for pattern in list(df.loc[:,'Marubozu':'Dragonfly_Doji'].columns):
all_fig.add_trace(go.Scatter(x=x, y=df[pattern],mode='markers+text',text=df[label_list],textposition="top center",name=pattern,
marker = dict(size = 9),opacity=0.8),row=1, col=1)
return all_fig
def get_cdlengulfing(ohlc):
cdlengulfing = ta.CDLENGULFING(ohlc['1_open'], ohlc['2_high'],
ohlc['3_low'], ohlc['4_close'])
ohlc['cdlengulfing'] = cdlengulfing
return ohlc
def genTA(data, y, t): #t is timeperiod
indicators = {}
y_ind = copy.deepcopy(y)
for ticker in data:
## Overlap
indicators[ticker] = ta.SMA(data[ticker].iloc[:,3], timeperiod=t).to_frame()
indicators[ticker]['EMA'] = ta.EMA(data[ticker].iloc[:,3], timeperiod=t)
indicators[ticker]['BBAND_Upper'], indicators[ticker]['BBAND_Middle' ], indicators[ticker]['BBAND_Lower' ] = ta.BBANDS(data[ticker].iloc[:,3], timeperiod=t, nbdevup=2, nbdevdn=2, matype=0)
indicators[ticker]['HT_TRENDLINE'] = ta.HT_TRENDLINE(data[ticker].iloc[:,3])
indicators[ticker]['SAR'] = ta.SAR(data[ticker].iloc[:,1], data[ticker].iloc[:,2], acceleration=0, maximum=0)
#rename SMA column
indicators[ticker].rename(columns={indicators[ticker].columns[0]: "SMA"}, inplace=True)
## Momentum
indicators[ticker]['RSI'] = ta.RSI(data[ticker].iloc[:,3], timeperiod=(t-1))
indicators[ticker]['MOM'] = ta.MOM(data[ticker].iloc[:,3], timeperiod=(t-1))
indicators[ticker]['ROC'] = ta.ROC(data[ticker].iloc[:,3], timeperiod=(t-1))
indicators[ticker]['ROCP']= ta.ROCP(data[ticker].iloc[:,3],timeperiod=(t-1))
indicators[ticker]['STOCH_SLOWK'], indicators[ticker]['STOCH_SLOWD'] = ta.STOCH(data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3], fastk_period=t, slowk_period=int(.6*t), slowk_matype=0, slowd_period=int(.6*t), slowd_matype=0)
indicators[ticker]['MACD'], indicators[ticker]['MACDSIGNAL'], indicators[ticker]['MACDHIST'] = ta.MACD(data[ticker].iloc[:,3], fastperiod=t,slowperiod=2*t,signalperiod=int(.7*t))
## Volume
indicators[ticker]['OBV'] = ta.OBV(data[ticker].iloc[:,3], data[ticker].iloc[:,4])
indicators[ticker]['AD'] = ta.AD(data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3], data[ticker].iloc[:,4])
indicators[ticker]['ADOSC'] = ta.ADOSC(data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3], data[ticker].iloc[:,4], fastperiod=int(.3*t), slowperiod=t)
## Cycle
indicators[ticker]['HT_DCPERIOD'] = ta.HT_DCPERIOD(data[ticker].iloc[:,3])
indicators[ticker]['HT_TRENDMODE']= ta.HT_TRENDMODE(data[ticker].iloc[:,3])
## Price
indicators[ticker]['AVGPRICE'] = ta.AVGPRICE(data[ticker].iloc[:,0], data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
indicators[ticker]['TYPPRICE'] = ta.TYPPRICE(data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
## Volatility
indicators[ticker]['ATR'] = ta.ATR(data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3], timeperiod=(t-1))
## Statistics
indicators[ticker]['BETA'] = ta.BETA(data[ticker].iloc[:,1], data[ticker].iloc[:,2], timeperiod=(t-1))
indicators[ticker]['LINEARREG'] = ta.LINEARREG(data[ticker].iloc[:,3], timeperiod=t)
indicators[ticker]['VAR'] = ta.VAR(data[ticker].iloc[:,3], timeperiod=t, nbdev=1)
## Math Transform
indicators[ticker]['EXP'] = ta.EXP(data[ticker].iloc[:,3])
indicators[ticker]['LN'] = ta.LN(data[ticker].iloc[:,3])
## Patterns (returns integers - but norming might not really do anything but wondering if they should be normed)
indicators[ticker]['CDLENGULFING'] = ta.CDLENGULFING(data[ticker].iloc[:,0], data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
indicators[ticker]['CDLDOJI'] = ta.CDLDOJI(data[ticker].iloc[:,0], data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
indicators[ticker]['CDLHAMMER'] = ta.CDLHAMMER(data[ticker].iloc[:,0], data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
indicators[ticker]['CDLHANGINGMAN']= ta.CDLHANGINGMAN(data[ticker].iloc[:,0], data[ticker].iloc[:,1], data[ticker].iloc[:,2], data[ticker].iloc[:,3])
#drop 'nan' values
indicators[ticker].drop(indicators[ticker].index[np.arange(0,63)], inplace=True)
y_ind[ticker].drop(y_ind[ticker].index[np.arange(0,63)], inplace=True)
#Normalize Features
indicators_norm = normData(indicators)
return indicators_norm, indicators, y_ind
def plot_Engulfing(data):
"""This function signals Engulfing pattern.
###################### CDLENGULFING - Engulfing Pattern ########################
explanation:"""
engulfing_pattern = talib.CDLENGULFING(data['Open'], data['High'],
data['Low'], data['Close'])
return np.flatnonzero(engulfing_pattern)
def add_pattern_reconition_factor(df):
df['two_crows'] = talib.CDL2CROWS(df['open'], df['high'], df['low'],
df['close'])
df['three_black_crows'] = talib.CDL3BLACKCROWS(df['open'], df['high'],
df['low'], df['close'])
df['three_inside'] = talib.CDL3INSIDE(df['open'], df['high'], df['low'],
df['close'])
df['three_line_strike'] = talib.CDL3LINESTRIKE(df['open'], df['high'],
df['low'], df['close'])
df['three_outside'] = talib.CDL3OUTSIDE(df['open'], df['high'], df['low'],
df['close'])
df['three_star_south'] = talib.CDL3STARINSOUTH(df['open'], df['high'],
df['low'], df['close'])
df['three_white_soldiers'] = talib.CDL3WHITESOLDIERS(
df['open'], df['high'], df['low'], df['close'])
df['abandoned_baby'] = talib.CDLABANDONEDBABY(df['open'], df['high'],
df['low'], df['close'])
df['advance_block'] = talib.CDLADVANCEBLOCK(df['open'], df['high'],
df['low'], df['close'])
df['belt_hold'] = talib.CDLBELTHOLD(df['open'], df['high'], df['low'],
df['close'])
df['break_away'] = talib.CDLBREAKAWAY(df['open'], df['high'], df['low'],
df['close'])
df['closing_marubozu'] = talib.CDLCLOSINGMARUBOZU(df['open'], df['high'],
df['low'], df['close'])
df['conceal_baby_swall'] = talib.CDLCONCEALBABYSWALL(
df['open'], df['high'], df['low'], df['close'])
df['counter_attack'] = talib.CDLCOUNTERATTACK(df['open'], df['high'],
df['low'], df['close'])
df['dark_cloud_cover'] = talib.CDLDARKCLOUDCOVER(df['open'], df['high'],
df['low'], df['close'])
df['doji'] = talib.CDLDOJI(df['open'], df['high'], df['low'], df['close'])
df['doji_star'] = talib.CDLDOJISTAR(df['open'], df['high'], df['low'],
df['close'])
df['dragon_fly_doji'] = talib.CDLDRAGONFLYDOJI(df['open'], df['high'],
df['low'], df['close'])
df['engulfing'] = talib.CDLENGULFING(df['open'], df['high'], df['low'],
df['close'])
df['evening_doji_star'] = talib.CDLEVENINGDOJISTAR(df['open'],
df['high'],
df['low'],
df['close'],
penetration=0)
df['gap_sideside_white'] = talib.CDLGAPSIDESIDEWHITE(
df['open'], df['high'], df['low'], df['close'])
df['grave_stone_doji'] = talib.CDLGRAVESTONEDOJI(df['open'], df['high'],
df['low'], df['close'])
df['hammer'] = talib.CDLHAMMER(df['open'], df['high'], df['low'],
df['close'])
df['morning_doji_star'] = talib.CDLMORNINGDOJISTAR(df['open'],
df['high'],
df['low'],
df['close'],
penetration=0)
df['on_neck'] = talib.CDLONNECK(df['open'], df['high'], df['low'],
df['close'])
return df
def engulfing(self):
"""
名称：Engulfing Pattern 吞噬模式
简介：两日K线模式，分多头吞噬和空头吞噬，以多头吞噬为例，第一日为阴线，第二日阳线，第一日的开盘价和收盘价在第二日开盘价收盘价之内，但不能完全相同。
"""
result = talib.CDLENGULFING(open=np.array(self.dataframe['open']),
high=np.array(self.dataframe['high']),
low=np.array(self.dataframe['low']),
close=np.array(self.dataframe['close']))
self.dataframe['engulfing'] = result
def _collect_data():
live_trades = api.get_eth_eur_values(from_dt_str="now()- 1d")
candlestick_5m = create_candlesticks(live_trades, interval='5Min')
candlestick_5m['engulfing'] = talib.CDLENGULFING(
candlestick_5m['open'], candlestick_5m['high'],
candlestick_5m['low'], candlestick_5m['close'])
candlestick_5m['ema_10'] = talib.EMA(candlestick_5m['close'], 10)
candlestick_5m['ema_20'] = talib.EMA(candlestick_5m['close'], 20)
print("ema_10:", candlestick_5m[-2:-1]['ema_10'].values[0], "ema_20:",
candlestick_5m[-2:-1]['ema_20'].values[0])
return candlestick_5m
def CDLENGULFING(open, high, low, close):
''' Engulfing Pattern 吞噬模式
分组: Pattern Recognition 形态识别
简介: 两日K线模式，分多头吞噬和空头吞噬，以多头吞噬为例，
第一日为阴线， 第二日阳线，第一日的开盘价和收盘价在第二日开盘价收盘价之内，但不能完全相同。
integer = CDLENGULFING(open, high, low, close)
'''
return talib.CDLENGULFING(open, high, low, close)
def confirm_bull_patterns(self):
if (talib.CDLENGULFING(self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100
or talib.CDLMORNINGSTAR(
self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100 or talib.CDLMORNINGDOJISTAR(
self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100
or talib.CDLPIERCING(self.new.open, self.new.high,
self.new.low, self.new.close)[-1] == 100):
return True
return False
def confirm_bear_patterns(self):
if (talib.CDLENGULFING(self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == -100
or talib.CDLEVENINGSTAR(
self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100 or talib.CDLEVENINGDOJISTAR(
self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100 or talib.CDLDARKCLOUDCOVER(
self.new.open, self.new.high, self.new.low,
self.new.close)[-1] == 100):
return True
return False
def engulfing(self, sym, frequency):
if not self.kbars_ready(sym, frequency):
return []
opens = self.open(sym, frequency)
highs = self.high(sym, frequency)
lows = self.low(sym, frequency)
closes = self.close(sym, frequency)
cdl = ta.CDLENGULFING(opens, highs, lows, closes)
return cdl
def the_twelve(df,return_candlelist=False):
'''
adds candles to the data frame
if return_candle_list is True:
RETURNS:
a list of the candels:
[
'DOJI',
'EVENINGSTAR',
'MORNINGSTAR',
'SHOOTINGSTAR',
'HAMMER',
'INVERTEDHAMMER',
'HARAMI',
'ENGULFING',
'HANGINGMAN',
'PIERCING',
'BELTHOLD',
'KICKING',
'DARKCLOUDCOVER'
'''
df['DOJI'] = talib.CDLDOJI(df.open,df.high,df.low,df.close)
df['EVENINGSTAR'] = talib.CDLEVENINGSTAR(df.open,df.high,df.low,df.close)
df['MORNINGSTAR'] = talib.CDLMORNINGSTAR(df.open,df.high,df.low,df.close)
df['SHOOTINGSTAR'] = talib.CDLSHOOTINGSTAR(df.open,df.high,df.low,df.close)
df['HAMMER'] = talib.CDLHAMMER(df.open,df.high,df.low,df.close)
df['INVERTEDHAMMER'] = talib.CDLINVERTEDHAMMER(df.open,df.high,df.low,df.close)
df['HARAMI'] = talib.CDLHARAMI(df.open,df.high,df.low,df.close)
df['ENGULFING'] = talib.CDLENGULFING(df.open,df.high,df.low,df.close)
df['HANGINGMAN'] = talib.CDLHANGINGMAN(df.open,df.high,df.low,df.close)
df['PIERCING'] = talib.CDLPIERCING(df.open,df.high,df.low,df.close)
df['BELTHOLD'] = talib.CDLBELTHOLD(df.open,df.high,df.low,df.close)
df['KICKING'] = talib.CDLKICKING(df.open,df.high,df.low,df.close)
df['DARKCLOUDCOVER'] = talib.CDLDARKCLOUDCOVER(df.open,df.high,df.low,df.close)
if return_candlelist == True:
candle_list = [
'DOJI',
'EVENINGSTAR',
'MORNINGSTAR',
'SHOOTINGSTAR',
'HAMMER',
'INVERTEDHAMMER',
'HARAMI',
'ENGULFING',
'HANGINGMAN',
'PIERCING',
'BELTHOLD',
'KICKING',
'DARKCLOUDCOVER'
]
return candle_list
def strat_RSIENGCDL(self, data=None, limit=60):
if data is None:
data = self.db.getData(60)
rsi_sig = self.sig.sig_RSI(data)
candle = talib.CDLENGULFING(data.open.values, data.high.values,
data.high.values, data.close.values)[-1]
if rsi_sig > 0 and candle == 100:
return 1
elif rsi_sig < 0 and candle == -100:
return -1
else:
return 0
def _collect_data(self):
live_trades = api.get_eth_eur_values(from_dt_str="now()- 3d",
measurement='binance_live_trades')
candlestick_5m = create_candlesticks(live_trades, interval='5Min')
candlestick_5m['engulfing'] = talib.CDLENGULFING(
candlestick_5m['open'], candlestick_5m['high'],
candlestick_5m['low'], candlestick_5m['close'])
candlestick_5m['ema_3'] = talib.EMA(candlestick_5m['close'], 3)
candlestick_5m['ema_6'] = talib.EMA(candlestick_5m['close'], 6)
candlestick_5m['ema_9'] = talib.EMA(candlestick_5m['close'], 9)
candlestick_5m['sma_21'] = talib.SMA(candlestick_5m['close'], 21)
candlestick_5m['sma_50'] = talib.SMA(candlestick_5m['close'], 50)
candlestick_5m['sma_100'] = talib.SMA(candlestick_5m['close'], 100)
return candlestick_5m
def get_indicators(data,fast=20,slow=50):
# Get MACD
data["macd"], data["macd_signal"], data["macd_hist"] = talib.MACD(data['Close'])
# Get RSI
data["rsi"] = talib.RSI(data["Close"])
# Get MAS and crossover
data["ma_fast"] = talib.MA(data["Close"], timeperiod=fast)
data["ma_slow"] = talib.MA(data["Close"], timeperiod=slow)
data['prev_ma_fast'] = data['ma_fast'].shift(1)
# data['prev_ma_slow'] = data['ma_slow'].shift(1)
# data['ma_cross'] = np.where(data['ma_fast'] > data['ma_slow'] and data['prev_ma_fast'] < data['prev_ma_slow'],1,0)
#get candle patterns
data['engulfing'] = talib.CDLENGULFING(data.Open, data.High, data.Low, data.Close)
data['morningstar'] = talib.CDLMORNINGSTAR(data.Open, data.High, data.Low, data.Close)
return data
def add_up_pattern_recognition_factor(df):
df['hammer'] = talib.CDLHAMMER(df['open'], df['high'], df['low'],
df['close'])
df['inverted_hammer'] = talib.CDLINVERTEDHAMMER(df['open'], df['high'],
df['low'], df['close'])
df['engulfing'] = talib.CDLENGULFING(df['open'], df['high'], df['low'],
df['close']) # not sure the direction
df['three_white_soldiers'] = talib.CDL3WHITESOLDIERS(
df['open'], df['high'], df['low'], df['close']) # strong up trend
df['morning_doji_star'] = talib.CDLMORNINGDOJISTAR(df['open'],
df['high'],
df['low'],
df['close'],
penetration=0)
return df
def bull_gMarubozu_rMarubozu_green_top_wick(self, *args):
mar = talib.CDLMARUBOZU(self.o, self.h, self.l, self.c)
eng = talib.CDLENGULFING(self.o, self.h, self.l, self.c)
idx = np.where(mar == 100)[0]
idx3 = np.where(eng == 100)[0]
o = []
for x in idx3:
if x - 2 in idx:
o.append(x)
a = np.zeros(len(self.o))
a[o] = 1
return a
def engulfing(exchange, symbol, timeframe, past=0) -> int:
"""
is the current candle a engulfing pattern. returns 1 when is a bullish engulfing,
and 0 when isn't, and -1 when is a bearish engulfing pattern.
"""
if past != 0:
candles = store.candles.get_candles(exchange, symbol,
timeframe)[:-abs(past)]
else:
candles = store.candles.get_candles(exchange, symbol, timeframe)
if len(candles) > 240:
candles = candles[-240:]
res = talib.CDLENGULFING(candles[:, 1], candles[:, 3], candles[:, 4],
candles[:, 2])[-1]
return int(res / 100)
def bear_engulfing_touch(self, *args):
def logic(idx):
if (np.all(self.array[idx[-1]] == self.array[-1])
and self.h[-1] != self.o[-1] and self.h[-2] != self.o[-2]):
return 1
return 0
engulf = talib.CDLENGULFING(self.o, self.h, self.l, self.c)
try:
idx = np.where(engulf == -100)[0]
if idx.size == 0 or len(self.array) < 2:
return 0
except Exception:
return 0
finally:
if self.ilist is None:
return logic(idx)
def findTAPattern(df, patternName):
if patternName == '2CROWS':
df[patternName] = talib.CDL2CROWS(df.Open.values, df.High.values,
df.Low.values, df.Close.values)
elif patternName == 'DOJI':
df[patternName] = talib.CDLDOJI(df.Open.values, df.High.values,
df.Low.values, df.Close.values)
elif patternName == 'ENGULFING':
df[patternName] = talib.CDLENGULFING(df.Open.values, df.High.values,
df.Low.values, df.Close.values)
elif patternName == 'EVENINGSTAR':
df[patternName] = talib.CDLEVENINGSTAR(df.Open.values, df.High.values,
df.Low.values, df.Close.values)
elif patternName == 'MARUBOZU':
df[patternName] = talib.CDLMARUBOZU(df.Open.values, df.High.values,
df.Low.values, df.Close.values)
else:
print('Pattern not supported yet')
patterned_df = df[df[patternName] != 0]
return patterned_df
print(patterned_df)
def engulfing_strgy(tickers, num):
for ticker in tickers:
try:
df = get_klines(pair=ticker, interval=interval, depth=depth)
if not df.empty:
for i in ema_used:
df["EMA_" + str(i)] = ta.EMA(df["Close"], timeperiod=i)
df_2 = df.tail(5)
engulfing = ta.CDLENGULFING(df_2["Open"], df_2["High"],
df_2["Low"], df_2["Close"])
last_index = find_engulging(series=engulfing)
if bool(last_index):
close_price = float(df["Close"][last_index])
volume = float(df["Volume"][last_index])
volume = round(volume, 2)
ema_50 = float(df["EMA_50"][last_index])
ema_100 = float(df["EMA_100"][last_index])
low_price = float(df["Low"][last_index])
pct_change = ((low_price * 100) / close_price) - 100
pct_change = round(pct_change, 2)
now = datetime.now()
now = now.minute
candle_time = last_index.minute
if (close_price > ema_50 or close_price > ema_100
) and ema_50 > ema_100 and pct_change > -4 and (
candle_time == now - 15):
Signals.add(collection="Signals",
ticker=ticker,
volume=volume,
pct_sl=pct_change)
except:
pass
Signals.add(collection="Signals",
ticker="End_" + str(num),
volume=0,
pct_sl=0)
def engulfing_strgy(tickers, num):
for ticker in tickers:
try:
df = get_klines(pair = ticker, interval = interval, depth = depth)
for i in ema_used:
df["EMA_"+str(i)] = ta.EMA(df["Close"], timeperiod = i)
engulfing = ta.CDLENGULFING(df["Open"], df["High"], df["Low"], df["Close"])
last_index = find_engulfing(series = engulfing)
if bool(last_index):
close_price = float(df["Close"][last_index])
volume = float(df["Volume"][last_index])
volume = round(volume, 2)
ema_50 = float(df["EMA_50"][last_index])
ema_100 = float(df["EMA_100"][last_index])
low_price = float(df["Low"][last_index])
pct_change = ((low_price *100) / close_price) - 100
pct_change = round(pct_change, 2)
if (close_price > ema_50 or close_price > ema_100) and ema_50 > ema_100 and pct_change > -4 :
Signals.add(collection = "Signals", ticker = ticker, volume = volume)
except:
pass
Signals.add(collection = "Signals", ticker = "End_"+num, volume = 0)
def calculate(self, para):
self.t = self.inputdata[:, 0]
self.op = self.inputdata[:, 1]
self.high = self.inputdata[:, 2]
self.low = self.inputdata[:, 3]
self.close = self.inputdata[:, 4]
#adjusted close
self.close1 = self.inputdata[:, 5]
self.volume = self.inputdata[:, 6]
#Overlap study
#Overlap Studies
#Overlap Studies
if para is 'BBANDS': #Bollinger Bands
upperband, middleband, lowerband = ta.BBANDS(self.close,
timeperiod=self.tp,
nbdevup=2,
nbdevdn=2,
matype=0)
self.output = [upperband, middleband, lowerband]
elif para is 'DEMA': #Double Exponential Moving Average
self.output = ta.DEMA(self.close, timeperiod=self.tp)
elif para is 'EMA': #Exponential Moving Average
self.output = ta.EMA(self.close, timeperiod=self.tp)
elif para is 'HT_TRENDLINE': #Hilbert Transform - Instantaneous Trendline
self.output = ta.HT_TRENDLINE(self.close)
elif para is 'KAMA': #Kaufman Adaptive Moving Average
self.output = ta.KAMA(self.close, timeperiod=self.tp)
elif para is 'MA': #Moving average
self.output = ta.MA(self.close, timeperiod=self.tp, matype=0)
elif para is 'MAMA': #MESA Adaptive Moving Average
mama, fama = ta.MAMA(self.close, fastlimit=0, slowlimit=0)
elif para is 'MAVP': #Moving average with variable period
self.output = ta.MAVP(self.close,
periods=10,
minperiod=self.tp,
maxperiod=self.tp1,
matype=0)
elif para is 'MIDPOINT': #MidPoint over period
self.output = ta.MIDPOINT(self.close, timeperiod=self.tp)
elif para is 'MIDPRICE': #Midpoint Price over period
self.output = ta.MIDPRICE(self.high, self.low, timeperiod=self.tp)
elif para is 'SAR': #Parabolic SAR
self.output = ta.SAR(self.high,
self.low,
acceleration=0,
maximum=0)
elif para is 'SAREXT': #Parabolic SAR - Extended
self.output = ta.SAREXT(self.high,
self.low,
startvalue=0,
offsetonreverse=0,
accelerationinitlong=0,
accelerationlong=0,
accelerationmaxlong=0,
accelerationinitshort=0,
accelerationshort=0,
accelerationmaxshort=0)
elif para is 'SMA': #Simple Moving Average
self.output = ta.SMA(self.close, timeperiod=self.tp)
elif para is 'T3': #Triple Exponential Moving Average (T3)
self.output = ta.T3(self.close, timeperiod=self.tp, vfactor=0)
elif para is 'TEMA': #Triple Exponential Moving Average
self.output = ta.TEMA(self.close, timeperiod=self.tp)
elif para is 'TRIMA': #Triangular Moving Average
self.output = ta.TRIMA(self.close, timeperiod=self.tp)
elif para is 'WMA': #Weighted Moving Average
self.output = ta.WMA(self.close, timeperiod=self.tp)
#Momentum Indicators
elif para is 'ADX': #Average Directional Movement Index
self.output = ta.ADX(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'ADXR': #Average Directional Movement Index Rating
self.output = ta.ADXR(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'APO': #Absolute Price Oscillator
self.output = ta.APO(self.close,
fastperiod=12,
slowperiod=26,
matype=0)
elif para is 'AROON': #Aroon
aroondown, aroonup = ta.AROON(self.high,
self.low,
timeperiod=self.tp)
self.output = [aroondown, aroonup]
elif para is 'AROONOSC': #Aroon Oscillator
self.output = ta.AROONOSC(self.high, self.low, timeperiod=self.tp)
elif para is 'BOP': #Balance Of Power
self.output = ta.BOP(self.op, self.high, self.low, self.close)
elif para is 'CCI': #Commodity Channel Index
self.output = ta.CCI(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'CMO': #Chande Momentum Oscillator
self.output = ta.CMO(self.close, timeperiod=self.tp)
elif para is 'DX': #Directional Movement Index
self.output = ta.DX(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'MACD': #Moving Average Convergence/Divergence
macd, macdsignal, macdhist = ta.MACD(self.close,
fastperiod=12,
slowperiod=26,
signalperiod=9)
self.output = [macd, macdsignal, macdhist]
elif para is 'MACDEXT': #MACD with controllable MA type
macd, macdsignal, macdhist = ta.MACDEXT(self.close,
fastperiod=12,
fastmatype=0,
slowperiod=26,
slowmatype=0,
signalperiod=9,
signalmatype=0)
self.output = [macd, macdsignal, macdhist]
elif para is 'MACDFIX': #Moving Average Convergence/Divergence Fix 12/26
macd, macdsignal, macdhist = ta.MACDFIX(self.close, signalperiod=9)
self.output = [macd, macdsignal, macdhist]
elif para is 'MFI': #Money Flow Index
self.output = ta.MFI(self.high,
self.low,
self.close,
self.volume,
timeperiod=self.tp)
elif para is 'MINUS_DI': #Minus Directional Indicator
self.output = ta.MINUS_DI(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'MINUS_DM': #Minus Directional Movement
self.output = ta.MINUS_DM(self.high, self.low, timeperiod=self.tp)
elif para is 'MOM': #Momentum
self.output = ta.MOM(self.close, timeperiod=10)
elif para is 'PLUS_DI': #Plus Directional Indicator
self.output = ta.PLUS_DI(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'PLUS_DM': #Plus Directional Movement
self.output = ta.PLUS_DM(self.high, self.low, timeperiod=self.tp)
elif para is 'PPO': #Percentage Price Oscillator
self.output = ta.PPO(self.close,
fastperiod=12,
slowperiod=26,
matype=0)
elif para is 'ROC': #Rate of change : ((price/prevPrice)-1)*100
self.output = ta.ROC(self.close, timeperiod=10)
elif para is 'ROCP': #Rate of change Percentage: (price-prevPrice)/prevPrice
self.output = ta.ROCP(self.close, timeperiod=10)
elif para is 'ROCR': #Rate of change ratio: (price/prevPrice)
self.output = ta.ROCR(self.close, timeperiod=10)
elif para is 'ROCR100': #Rate of change ratio 100 scale: (price/prevPrice)*100
self.output = ta.ROCR100(self.close, timeperiod=10)
elif para is 'RSI': #Relative Strength Index
self.output = ta.RSI(self.close, timeperiod=self.tp)
elif para is 'STOCH': #Stochastic
slowk, slowd = ta.STOCH(self.high,
self.low,
self.close,
fastk_period=5,
slowk_period=3,
slowk_matype=0,
slowd_period=3,
slowd_matype=0)
self.output = [slowk, slowd]
elif para is 'STOCHF': #Stochastic Fast
fastk, fastd = ta.STOCHF(self.high,
self.low,
self.close,
fastk_period=5,
fastd_period=3,
fastd_matype=0)
self.output = [fastk, fastd]
elif para is 'STOCHRSI': #Stochastic Relative Strength Index
fastk, fastd = ta.STOCHRSI(self.close,
timeperiod=self.tp,
fastk_period=5,
fastd_period=3,
fastd_matype=0)
self.output = [fastk, fastd]
elif para is 'TRIX': #1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
self.output = ta.TRIX(self.close, timeperiod=self.tp)
elif para is 'ULTOSC': #Ultimate Oscillator
self.output = ta.ULTOSC(self.high,
self.low,
self.close,
timeperiod1=self.tp,
timeperiod2=self.tp1,
timeperiod3=self.tp2)
elif para is 'WILLR': #Williams' %R
self.output = ta.WILLR(self.high,
self.low,
self.close,
timeperiod=self.tp)
# Volume Indicators : #
elif para is 'AD': #Chaikin A/D Line
self.output = ta.AD(self.high, self.low, self.close, self.volume)
elif para is 'ADOSC': #Chaikin A/D Oscillator
self.output = ta.ADOSC(self.high,
self.low,
self.close,
self.volume,
fastperiod=3,
slowperiod=10)
elif para is 'OBV': #On Balance Volume
self.output = ta.OBV(self.close, self.volume)
# Volatility Indicators: #
elif para is 'ATR': #Average True Range
self.output = ta.ATR(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'NATR': #Normalized Average True Range
self.output = ta.NATR(self.high,
self.low,
self.close,
timeperiod=self.tp)
elif para is 'TRANGE': #True Range
self.output = ta.TRANGE(self.high, self.low, self.close)
#Price Transform : #
elif para is 'AVGPRICE': #Average Price
self.output = ta.AVGPRICE(self.op, self.high, self.low, self.close)
elif para is 'MEDPRICE': #Median Price
self.output = ta.MEDPRICE(self.high, self.low)
elif para is 'TYPPRICE': #Typical Price
self.output = ta.TYPPRICE(self.high, self.low, self.close)
elif para is 'WCLPRICE': #Weighted Close Price
self.output = ta.WCLPRICE(self.high, self.low, self.close)
#Cycle Indicators : #
elif para is 'HT_DCPERIOD': #Hilbert Transform - Dominant Cycle Period
self.output = ta.HT_DCPERIOD(self.close)
elif para is 'HT_DCPHASE': #Hilbert Transform - Dominant Cycle Phase
self.output = ta.HT_DCPHASE(self.close)
elif para is 'HT_PHASOR': #Hilbert Transform - Phasor Components
inphase, quadrature = ta.HT_PHASOR(self.close)
self.output = [inphase, quadrature]
elif para is 'HT_SINE': #Hilbert Transform - SineWave #2
sine, leadsine = ta.HT_SINE(self.close)
self.output = [sine, leadsine]
elif para is 'HT_TRENDMODE': #Hilbert Transform - Trend vs Cycle Mode
self.integer = ta.HT_TRENDMODE(self.close)
#Pattern Recognition : #
elif para is 'CDL2CROWS': #Two Crows
self.integer = ta.CDL2CROWS(self.op, self.high, self.low,
self.close)
elif para is 'CDL3BLACKCROWS': #Three Black Crows
self.integer = ta.CDL3BLACKCROWS(self.op, self.high, self.low,
self.close)
elif para is 'CDL3INSIDE': #Three Inside Up/Down
self.integer = ta.CDL3INSIDE(self.op, self.high, self.low,
self.close)
elif para is 'CDL3LINESTRIKE': #Three-Line Strike
self.integer = ta.CDL3LINESTRIKE(self.op, self.high, self.low,
self.close)
elif para is 'CDL3OUTSIDE': #Three Outside Up/Down
self.integer = ta.CDL3OUTSIDE(self.op, self.high, self.low,
self.close)
elif para is 'CDL3STARSINSOUTH': #Three Stars In The South
self.integer = ta.CDL3STARSINSOUTH(self.op, self.high, self.low,
self.close)
elif para is 'CDL3WHITESOLDIERS': #Three Advancing White Soldiers
self.integer = ta.CDL3WHITESOLDIERS(self.op, self.high, self.low,
self.close)
elif para is 'CDLABANDONEDBABY': #Abandoned Baby
self.integer = ta.CDLABANDONEDBABY(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLBELTHOLD': #Belt-hold
self.integer = ta.CDLBELTHOLD(self.op, self.high, self.low,
self.close)
elif para is 'CDLBREAKAWAY': #Breakaway
self.integer = ta.CDLBREAKAWAY(self.op, self.high, self.low,
self.close)
elif para is 'CDLCLOSINGMARUBOZU': #Closing Marubozu
self.integer = ta.CDLCLOSINGMARUBOZU(self.op, self.high, self.low,
self.close)
elif para is 'CDLCONCEALBABYSWALL': #Concealing Baby Swallow
self.integer = ta.CDLCONCEALBABYSWALL(self.op, self.high, self.low,
self.close)
elif para is 'CDLCOUNTERATTACK': #Counterattack
self.integer = ta.CDLCOUNTERATTACK(self.op, self.high, self.low,
self.close)
elif para is 'CDLDARKCLOUDCOVER': #Dark Cloud Cover
self.integer = ta.CDLDARKCLOUDCOVER(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLDOJI': #Doji
self.integer = ta.CDLDOJI(self.op, self.high, self.low, self.close)
elif para is 'CDLDOJISTAR': #Doji Star
self.integer = ta.CDLDOJISTAR(self.op, self.high, self.low,
self.close)
elif para is 'CDLDRAGONFLYDOJI': #Dragonfly Doji
self.integer = ta.CDLDRAGONFLYDOJI(self.op, self.high, self.low,
self.close)
elif para is 'CDLENGULFING': #Engulfing Pattern
self.integer = ta.CDLENGULFING(self.op, self.high, self.low,
self.close)
elif para is 'CDLEVENINGDOJISTAR': #Evening Doji Star
self.integer = ta.CDLEVENINGDOJISTAR(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLEVENINGSTAR': #Evening Star
self.integer = ta.CDLEVENINGSTAR(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLGAPSIDESIDEWHITE': #Up/Down-gap side-by-side white lines
self.integer = ta.CDLGAPSIDESIDEWHITE(self.op, self.high, self.low,
self.close)
elif para is 'CDLGRAVESTONEDOJI': #Gravestone Doji
self.integer = ta.CDLGRAVESTONEDOJI(self.op, self.high, self.low,
self.close)
elif para is 'CDLHAMMER': #Hammer
self.integer = ta.CDLHAMMER(self.op, self.high, self.low,
self.close)
elif para is 'CDLHANGINGMAN': #Hanging Man
self.integer = ta.CDLHANGINGMAN(self.op, self.high, self.low,
self.close)
elif para is 'CDLHARAMI': #Harami Pattern
self.integer = ta.CDLHARAMI(self.op, self.high, self.low,
self.close)
elif para is 'CDLHARAMICROSS': #Harami Cross Pattern
self.integer = ta.CDLHARAMICROSS(self.op, self.high, self.low,
self.close)
elif para is 'CDLHIGHWAVE': #High-Wave Candle
self.integer = ta.CDLHIGHWAVE(self.op, self.high, self.low,
self.close)
elif para is 'CDLHIKKAKE': #Hikkake Pattern
self.integer = ta.CDLHIKKAKE(self.op, self.high, self.low,
self.close)
elif para is 'CDLHIKKAKEMOD': #Modified Hikkake Pattern
self.integer = ta.CDLHIKKAKEMOD(self.op, self.high, self.low,
self.close)
elif para is 'CDLHOMINGPIGEON': #Homing Pigeon
self.integer = ta.CDLHOMINGPIGEON(self.op, self.high, self.low,
self.close)
elif para is 'CDLIDENTICAL3CROWS': #Identical Three Crows
self.integer = ta.CDLIDENTICAL3CROWS(self.op, self.high, self.low,
self.close)
elif para is 'CDLINNECK': #In-Neck Pattern
self.integer = ta.CDLINNECK(self.op, self.high, self.low,
self.close)
elif para is 'CDLINVERTEDHAMMER': #Inverted Hammer
self.integer = ta.CDLINVERTEDHAMMER(self.op, self.high, self.low,
self.close)
elif para is 'CDLKICKING': #Kicking
self.integer = ta.CDLKICKING(self.op, self.high, self.low,
self.close)
elif para is 'CDLKICKINGBYLENGTH': #Kicking - bull/bear determined by the longer marubozu
self.integer = ta.CDLKICKINGBYLENGTH(self.op, self.high, self.low,
self.close)
elif para is 'CDLLADDERBOTTOM': #Ladder Bottom
self.integer = ta.CDLLADDERBOTTOM(self.op, self.high, self.low,
self.close)
elif para is 'CDLLONGLEGGEDDOJI': #Long Legged Doji
self.integer = ta.CDLLONGLEGGEDDOJI(self.op, self.high, self.low,
self.close)
elif para is 'CDLLONGLINE': #Long Line Candle
self.integer = ta.CDLLONGLINE(self.op, self.high, self.low,
self.close)
elif para is 'CDLMARUBOZU': #Marubozu
self.integer = ta.CDLMARUBOZU(self.op, self.high, self.low,
self.close)
elif para is 'CDLMATCHINGLOW': #Matching Low
self.integer = ta.CDLMATCHINGLOW(self.op, self.high, self.low,
self.close)
elif para is 'CDLMATHOLD': #Mat Hold
self.integer = ta.CDLMATHOLD(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLMORNINGDOJISTAR': #Morning Doji Star
self.integer = ta.CDLMORNINGDOJISTAR(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLMORNINGSTAR': #Morning Star
self.integer = ta.CDLMORNINGSTAR(self.op,
self.high,
self.low,
self.close,
penetration=0)
elif para is 'CDLONNECK': #On-Neck Pattern
self.integer = ta.CDLONNECK(self.op, self.high, self.low,
self.close)
elif para is 'CDLPIERCING': #Piercing Pattern
self.integer = ta.CDLPIERCING(self.op, self.high, self.low,
self.close)
elif para is 'CDLRICKSHAWMAN': #Rickshaw Man
self.integer = ta.CDLRICKSHAWMAN(self.op, self.high, self.low,
self.close)
elif para is 'CDLRISEFALL3METHODS': #Rising/Falling Three Methods
self.integer = ta.CDLRISEFALL3METHODS(self.op, self.high, self.low,
self.close)
elif para is 'CDLSEPARATINGLINES': #Separating Lines
self.integer = ta.CDLSEPARATINGLINES(self.op, self.high, self.low,
self.close)
elif para is 'CDLSHOOTINGSTAR': #Shooting Star
self.integer = ta.CDLSHOOTINGSTAR(self.op, self.high, self.low,
self.close)
elif para is 'CDLSHORTLINE': #Short Line Candle
self.integer = ta.CDLSHORTLINE(self.op, self.high, self.low,
self.close)
elif para is 'CDLSPINNINGTOP': #Spinning Top
self.integer = ta.CDLSPINNINGTOP(self.op, self.high, self.low,
self.close)
elif para is 'CDLSTALLEDPATTERN': #Stalled Pattern
self.integer = ta.CDLSTALLEDPATTERN(self.op, self.high, self.low,
self.close)
elif para is 'CDLSTICKSANDWICH': #Stick Sandwich
self.integer = ta.CDLSTICKSANDWICH(self.op, self.high, self.low,
self.close)
elif para is 'CDLTAKURI': #Takuri (Dragonfly Doji with very long lower shadow)
self.integer = ta.CDLTAKURI(self.op, self.high, self.low,
self.close)
elif para is 'CDLTASUKIGAP': #Tasuki Gap
self.integer = ta.CDLTASUKIGAP(self.op, self.high, self.low,
self.close)
elif para is 'CDLTHRUSTING': #Thrusting Pattern
self.integer = ta.CDLTHRUSTING(self.op, self.high, self.low,
self.close)
elif para is 'CDLTRISTAR': #Tristar Pattern
self.integer = ta.CDLTRISTAR(self.op, self.high, self.low,
self.close)
elif para is 'CDLUNIQUE3RIVER': #Unique 3 River
self.integer = ta.CDLUNIQUE3RIVER(self.op, self.high, self.low,
self.close)
elif para is 'CDLUPSIDEGAP2CROWS': #Upside Gap Two Crows
self.integer = ta.CDLUPSIDEGAP2CROWS(self.op, self.high, self.low,
self.close)
elif para is 'CDLXSIDEGAP3METHODS': #Upside/Downside Gap Three Methods
self.integer = ta.CDLXSIDEGAP3METHODS(self.op, self.high, self.low,
self.close)
#Statistic Functions : #
elif para is 'BETA': #Beta
self.output = ta.BETA(self.high, self.low, timeperiod=5)
elif para is 'CORREL': #Pearson's Correlation Coefficient (r)
self.output = ta.CORREL(self.high, self.low, timeperiod=self.tp)
elif para is 'LINEARREG': #Linear Regression
self.output = ta.LINEARREG(self.close, timeperiod=self.tp)
elif para is 'LINEARREG_ANGLE': #Linear Regression Angle
self.output = ta.LINEARREG_ANGLE(self.close, timeperiod=self.tp)
elif para is 'LINEARREG_INTERCEPT': #Linear Regression Intercept
self.output = ta.LINEARREG_INTERCEPT(self.close,
timeperiod=self.tp)
elif para is 'LINEARREG_SLOPE': #Linear Regression Slope
self.output = ta.LINEARREG_SLOPE(self.close, timeperiod=self.tp)
elif para is 'STDDEV': #Standard Deviation
self.output = ta.STDDEV(self.close, timeperiod=5, nbdev=1)
elif para is 'TSF': #Time Series Forecast
self.output = ta.TSF(self.close, timeperiod=self.tp)
elif para is 'VAR': #Variance
self.output = ta.VAR(self.close, timeperiod=5, nbdev=1)
else:
print('You issued command:' + para)
def CDLENGULFING(DataFrame):
res = talib.CDLENGULFING(DataFrame.open.values, DataFrame.high.values,
DataFrame.low.values, DataFrame.close.values)
return pd.DataFrame({'CDLENGULFING': res}, index=DataFrame.index)
def pattern_recognition(candles: np.ndarray, pattern_type, penetration=0, sequential=False) -> Union[int, np.ndarray]:
"""
Pattern Recognition
:param candles: np.ndarray
:param penetration: int - default = 0
:param pattern_type: str
:param sequential: bool - default=False
:return: int | np.ndarray
"""
if not sequential and len(candles) > 240:
candles = candles[-240:]
if pattern_type == "CDL2CROWS":
res = talib.CDL2CROWS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3BLACKCROWS":
res = talib.CDL3BLACKCROWS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3INSIDE":
res = talib.CDL3INSIDE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3LINESTRIKE":
res = talib.CDL3LINESTRIKE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3OUTSIDE":
res = talib.CDL3OUTSIDE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3STARSINSOUTH":
res = talib.CDL3STARSINSOUTH(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDL3WHITESOLDIERS":
res = talib.CDL3WHITESOLDIERS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLABANDONEDBABY":
res = talib.CDLABANDONEDBABY(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2],
penetration=penetration)
elif pattern_type == "CDLADVANCEBLOCK":
res = talib.CDLADVANCEBLOCK(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLBELTHOLD":
res = talib.CDLBELTHOLD(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLBREAKAWAY":
res = talib.CDLBREAKAWAY(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLCLOSINGMARUBOZU":
res = talib.CDLCLOSINGMARUBOZU(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLCONCEALBABYSWALL":
res = talib.CDLCONCEALBABYSWALL(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLCOUNTERATTACK":
res = talib.CDLCOUNTERATTACK(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLDARKCLOUDCOVER":
res = talib.CDLDARKCLOUDCOVER(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2],
penetration=penetration)
elif pattern_type == "CDLDOJI":
res = talib.CDLDOJI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLDOJISTAR":
res = talib.CDLDOJISTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLDRAGONFLYDOJI":
res = talib.CDLDRAGONFLYDOJI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLENGULFING":
res = talib.CDLENGULFING(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLEVENINGDOJISTAR":
res = talib.CDLEVENINGDOJISTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2],
penetration=penetration)
elif pattern_type == "CDLEVENINGSTAR":
res = talib.CDLEVENINGSTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2], penetration=penetration)
elif pattern_type == "CDLGAPSIDESIDEWHITE":
res = talib.CDLGAPSIDESIDEWHITE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLGRAVESTONEDOJI":
res = talib.CDLGRAVESTONEDOJI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHAMMER":
res = talib.CDLHAMMER(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHANGINGMAN":
res = talib.CDLHANGINGMAN(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHARAMI":
res = talib.CDLHARAMI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHARAMICROSS":
res = talib.CDLHARAMICROSS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHIGHWAVE":
res = talib.CDLHIGHWAVE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHIKKAKE":
res = talib.CDLHIKKAKE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHIKKAKEMOD":
res = talib.CDLHIKKAKEMOD(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLHOMINGPIGEON":
res = talib.CDLHOMINGPIGEON(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLIDENTICAL3CROWS":
res = talib.CDLIDENTICAL3CROWS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLINNECK":
res = talib.CDLINNECK(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLINVERTEDHAMMER":
res = talib.CDLINVERTEDHAMMER(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLKICKING":
res = talib.CDLKICKING(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLKICKINGBYLENGTH":
res = talib.CDLKICKINGBYLENGTH(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLLADDERBOTTOM":
res = talib.CDLLADDERBOTTOM(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLLONGLEGGEDDOJI":
res = talib.CDLLONGLEGGEDDOJI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLLONGLINE":
res = talib.CDLLONGLINE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLMARUBOZU":
res = talib.CDLMARUBOZU(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLMATCHINGLOW":
res = talib.CDLMATCHINGLOW(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLMATHOLD":
res = talib.CDLMATHOLD(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2], penetration=penetration)
elif pattern_type == "CDLMORNINGDOJISTAR":
res = talib.CDLMORNINGDOJISTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2],
penetration=penetration)
elif pattern_type == "CDLMORNINGSTAR":
res = talib.CDLMORNINGSTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2], penetration=penetration)
elif pattern_type == "CDLONNECK":
res = talib.CDLONNECK(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLPIERCING":
res = talib.CDLPIERCING(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLRICKSHAWMAN":
res = talib.CDLRICKSHAWMAN(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLRISEFALL3METHODS":
res = talib.CDLRISEFALL3METHODS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSEPARATINGLINES":
res = talib.CDLSEPARATINGLINES(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSHOOTINGSTAR":
res = talib.CDLSHOOTINGSTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSHORTLINE":
res = talib.CDLSHORTLINE(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSPINNINGTOP":
res = talib.CDLSPINNINGTOP(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSTALLEDPATTERN":
res = talib.CDLSTALLEDPATTERN(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLSTICKSANDWICH":
res = talib.CDLSTICKSANDWICH(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLTAKURI":
res = talib.CDLTAKURI(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLTASUKIGAP":
res = talib.CDLTASUKIGAP(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLTHRUSTING":
res = talib.CDLTHRUSTING(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLTRISTAR":
res = talib.CDLTRISTAR(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLUNIQUE3RIVER":
res = talib.CDLUNIQUE3RIVER(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLUPSIDEGAP2CROWS":
res = talib.CDLUPSIDEGAP2CROWS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
elif pattern_type == "CDLXSIDEGAP3METHODS":
res = talib.CDLXSIDEGAP3METHODS(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])
else:
raise ValueError('pattern type string not recognised')
return res / 100 if sequential else res[-1] / 100
def TALIB_CDLENGULFING(close):
'''00416,1,1'''
return talib.CDLENGULFING(close)
import talib
import yfinance as yf
data = yf.download("GME", start="2020-01-01", end="2021-02-28")
morning_star = talib.CDLMORNINGSTAR(data['Open'], data['High'], data['Low'],
data['Close'])
engulfing = talib.CDLENGULFING(data['Open'], data['High'], data['Low'],
data['Close'])
takuri = talib.CDLTAKURI(data['Open'], data['High'], data['Low'],
data['Close'])
ladderBottom = talib.CDLLADDERBOTTOM(data['Open'], data['High'], data['Low'],
data['Close'])
kickingByLength = talib.CDLKICKINGBYLENGTH(data['Open'], data['High'],
data['Low'], data['Close'])
data['Morning Star'] = morning_star
data['Engulfing'] = engulfing
data['Takuri'] = takuri
data['Ladder Bottom'] = ladderBottom
data['Kicking By Length'] = kickingByLength
engulfing_days = data[data['Engulfing'] != 0]
morning_star_days = data[data['Morning Star'] != 0]
print('Engulfing Days ', engulfing_days, 'Morning Star ', morning_star_days)
def on_start(self, md, order, service, account):
print self.symbol
# First we need some historic data so lets grab 30 daily bars
daily_bars = md.bar.daily(start=-30, include_empty=False)
# most TALIB calls use OHLC (Open, High, Low, Close) in some form so lets pull those out so we have them ready
open = daily_bars.open
high = daily_bars.high
low = daily_bars.low
close = daily_bars.close
volume = daily_bars.volume
# now lets do a few TALIB calls and see what we get back
# TALIB calls return numpy arrays, you can use numpy.ndarray.tolist() to convert to a normal list
# These numpy arrays can contain floats such as a moving average price day to day
# or they can contain a signal, often a series of zeros with 100 (and sometimes -100) indicating a signal
# if there is insufficient data to return a result or a signal you will get a NAN
# so for a 10 period moving average your first 9 entries will be NANs, the 10th will be your first Moving Average
# TALIB.CDLENGULFING
# returns a pandas array containing -100 for an engulfing red bar and 100 for an engulfing green bar.
# CDLENGULFING is for the body of the candle only, not the wicks....
engulf = talib.CDLENGULFING(
open, high, low,
close) # call returns a numpy array of either 0 or 100
engulflist = numpy.ndarray.tolist(
engulf) # if you prefer you can convert it to a normal list
# print "Engulf Numpy",engulf
print "Engulf List", engulflist
if engulf[-1] == 100:
print "Yesterday Engulfed the previous day - Bullish (green bar) ********"
elif engulf[-1] == -100:
print "Yesterday Engulfed the previous day - Bearish (red bar) ********"
# TALIB.RSI
RSI = talib.RSI(close, timeperiod=14)
RSIlist = numpy.ndarray.tolist(RSI)
# print "RSI Numpy",RSI
print "RSI List (Last 10 entries)", RSIlist[-10:]
# TALIB.CDL3OUTSIDE
# trend has a direction, oldest of three bars has the same direction, second bar consumes first bar and has opposite direction, third bar continues this direction
ThreeOut = talib.CDL3OUTSIDE(open, high, low, close)
ThreeOutlist = numpy.ndarray.tolist(ThreeOut)
# print "ThreeOutside Numpy",ThreeOut
print "ThreeOutside List", ThreeOutlist
if abs(ThreeOut[-1]) == 100:
print "Three Outside Yesterday", self.symbol
# TALIB.ADX if you put in 10, then your 20th data item will have a result.
ADX = talib.ADX(high, low, close, timeperiod=14)
MINUS_DI = talib.MINUS_DI(high, low, close, timeperiod=14)
PLUS_DI = talib.PLUS_DI(high, low, close, timeperiod=14)
ADXlist = numpy.ndarray.tolist(ADX)
MINUS_DI_list = numpy.ndarray.tolist(MINUS_DI)
PLUS_DI_list = numpy.ndarray.tolist(PLUS_DI)
print "ADX List (last 10 entries)", ADXlist[-10:]
print "MINUS_DI List (last 3 entries)", MINUS_DI_list[-3:]
print "PLUS_DI list (last 3 entries)", PLUS_DI_list[-3:]
# if (ADX[-1] > 40.0) and (ADX[-2] < 40.0) and (PLUS_DI[-1] > MINUS_DI[-1]):
if ADX[-1] > 50.0 and (PLUS_DI[-1] > MINUS_DI[-1]):
print self.symbol, "Go Long ", ADX[-1], ADX[-2], PLUS_DI[
-1], MINUS_DI[-1]
# elif (ADX[-1] > 40.0) and (ADX[-2] < 40.0) and (PLUS_DI[-1] < MINUS_DI[-1]):
elif ADX[-1] > 50.0 and (PLUS_DI[-1] < MINUS_DI[-1]):
print self.symbol, "Go Short ", ADX[-1], ADX[-2], PLUS_DI[
-1], MINUS_DI[-1]
# TALIB.MA - Moving Average - matype=0 by default...
# 0 = SMA (Simple Moving Average) (Default)
# 1 = EMA (Exponential Moving Average)
# 2 = WMA (Weighted Moving Average)
# 3 = DEMA (Double Exponential Moving Average)
# 4 = TEMA (Triple Exponential Moving Average)
# 5 = TRIMA (Triangular Moving Average)
# 6 = KAMA (Kaufman Adaptive Moving Average)
# 7 = MAMA (MESA Adaptive Moving Average)
# 8 = T3 (Triple Exponential Moving Average)
SMA = talib.MA(close, timeperiod=20)
SMAlist = numpy.ndarray.tolist(SMA)
print "Simple Moving Average", SMAlist
EMA = talib.MA(close, timeperiod=20, matype=1)
EMAlist = numpy.ndarray.tolist(EMA)
print "Exponential Moving Average", EMAlist
print "Simple Moving Average (last 3 entries)", SMAlist[-3:]
print "Exponential Moving Average (last 3 entries)", EMAlist[-3:]
print "Average of last 20 close prices", sum(close[-20:]) / len(
close[-20:])
print "Last Three close prices...", close[-3:]
print
service.terminate()
return
# if engulf[-1]==100:
# print "Bearish Engulf yesterday",self.symbol
# else:
# print "Bullish Engulf yesterday",self.symbol
# elif max(engulf)==100:
# print engulflist,engulflist.index(100) # finds the location of the FIRST 100 entry in the list
# print engulflist,engulflist[::-1].index(100) # finds the location of the LAST 100 entry ie the most recent.. the one we want!
# elif min(engulf)==-100:
# print engulflist,engulflist.index(-100) # finds the location of the FIRST -100 entry in the list
# print engulflist,engulflist[::-1].index(-100) # finds the location of the LAST -100 entry ie the most recent.. the one we want!
# service.terminate()
df['CDL3LINESTRIKE'] = talib.CDL3LINESTRIKE(op, hp, lp, cp) df['CDL3OUTSIDE'] = talib.CDL3OUTSIDE(op, hp, lp, cp) df['CDL3STARSINSOUTH'] = talib.CDL3STARSINSOUTH(op, hp, lp, cp) df['CDL3WHITESOLDIERS'] = talib.CDL3WHITESOLDIERS(op, hp, lp, cp) df['CDLABANDONEDBABY'] = talib.CDLABANDONEDBABY(op, hp, lp, cp) df['CDLADVANCEBLOCK'] = talib.CDLADVANCEBLOCK(op, hp, lp, cp) df['CDLBELTHOLD'] = talib.CDLBELTHOLD(op, hp, lp, cp) df['CDLBREAKAWAY'] = talib.CDLBREAKAWAY(op, hp, lp, cp) df['CDLCLOSINGMARUBOZU'] = talib.CDLCLOSINGMARUBOZU(op, hp, lp, cp) df['CDLCONCEALBABYSWALL'] = talib.CDLCONCEALBABYSWALL(op, hp, lp, cp) df['CDLCOUNTERATTACK'] = talib.CDLCOUNTERATTACK(op, hp, lp, cp) df['CDLDARKCLOUDCOVER'] = talib.CDLDARKCLOUDCOVER(op, hp, lp, cp) df['CDLDOJI'] = talib.CDLDOJI(op, hp, lp, cp) df['CDLDOJISTAR'] = talib.CDLDOJISTAR(op, hp, lp, cp) df['CDLDRAGONFLYDOJI'] = talib.CDLDRAGONFLYDOJI(op, hp, lp, cp) df['CDLENGULFING'] = talib.CDLENGULFING(op, hp, lp, cp) df['CDLEVENINGDOJISTAR'] = talib.CDLEVENINGDOJISTAR(op, hp, lp, cp) df['CDLEVENINGSTAR'] = talib.CDLEVENINGSTAR(op, hp, lp, cp) df['CDLGAPSIDESIDEWHITE'] = talib.CDLGAPSIDESIDEWHITE(op, hp, lp, cp) df['CDLGRAVESTONEDOJI'] = talib.CDLGRAVESTONEDOJI(op, hp, lp, cp) df['CDLHAMMER'] = talib.CDLHAMMER(op, hp, lp, cp) df['CDLHANGINGMAN'] = talib.CDLHANGINGMAN(op, hp, lp, cp) df['CDLHARAMI'] = talib.CDLHARAMI(op, hp, lp, cp) df['CDLHARAMICROSS'] = talib.CDLHARAMICROSS(op, hp, lp, cp) df['CDLHIGHWAVE'] = talib.CDLHIGHWAVE(op, hp, lp, cp) df['CDLHIKKAKE'] = talib.CDLHIKKAKE(op, hp, lp, cp) df['CDLHIKKAKEMOD'] = talib.CDLHIKKAKEMOD(op, hp, lp, cp) df['CDLHOMINGPIGEON'] = talib.CDLHOMINGPIGEON(op, hp, lp, cp) df['CDLIDENTICAL3CROWS'] = talib.CDLIDENTICAL3CROWS(op, hp, lp, cp) df['CDLINNECK'] = talib.CDLINNECK(op, hp, lp, cp) df['CDLINVERTEDHAMMER'] = talib.CDLINVERTEDHAMMER(op, hp, lp, cp)
