def __init__(self, time_series=None, inputs=None, input_keys=None, desc="Bollinger Bands", length=14, num_std=3):
super(SMA, self).__init__(time_series=time_series, inputs=inputs, input_keys=input_keys, desc=desc,
length=length, num_std=num_std)
self.length = self.get_int_config("length", 14)
self.num_std = self.get_int_config("num_std", 3)
self.__sma = SMA(inputs=inputs, length=self.length)
self.__std_dev = STD(inputs=inputs, length=self.length)
def __init__(self,
input=None,
input_key=None,
length=14,
num_std=3,
desc="Bollinger Bands"):
self.length = int(length)
self.num_std = int(num_std)
self.__sma = SMA(input, self.length)
self.__std_dev = STD(input, self.length)
super(BB, self).__init__(
Indicator.get_name(BB.__name__, input, input_key, length, num_std),
input, input_key, desc)
def __init__(self, input=None, input_key=None, length=14, num_std=3, desc="Bollinger Bands"):
self.length = int(length)
self.num_std = int(num_std)
self.__sma = SMA(input, self.length)
self.__std_dev = STD(input, self.length)
super(BB, self).__init__(Indicator.get_name(BB.__name__, input, input_key, length, num_std), input, input_key,
desc)
class BB(Indicator):
UPPER = 'uppper'
LOWER = 'lower'
__slots__ = (
'length',
'num_std'
'__sma',
'__std_dev',
)
def __init__(self,
input=None,
input_key=None,
length=14,
num_std=3,
desc="Bollinger Bands"):
self.length = int(length)
self.num_std = int(num_std)
self.__sma = SMA(input, self.length)
self.__std_dev = STD(input, self.length)
super(BB, self).__init__(
Indicator.get_name(BB.__name__, input, input_key, length, num_std),
input, input_key, desc)
def on_update(self, data):
result = {}
result['timestamp'] = data['timestamp']
sma = self.__sma.now(self.input_keys[0])
std = self.__std_dev.now(self.input_keys[0])
if not np.isnan(sma):
upper = sma + std * self.num_std
lower = sma - std * self.num_std
result[BB.UPPER] = upper
result[BB.LOWER] = lower
result[Indicator.VALUE] = sma
else:
result[BB.UPPER] = np.nan
result[BB.LOWER] = np.nan
result[Indicator.VALUE] = np.nan
self.add(result)
class BB(Indicator):
UPPER = 'uppper'
LOWER = 'lower'
__slots__ = (
'length',
'num_std'
'__sma',
'__std_dev',
)
def __init__(self, input=None, input_key=None, length=14, num_std=3, desc="Bollinger Bands"):
self.length = int(length)
self.num_std = int(num_std)
self.__sma = SMA(input, self.length)
self.__std_dev = STD(input, self.length)
super(BB, self).__init__(Indicator.get_name(BB.__name__, input, input_key, length, num_std), input, input_key,
desc)
def on_update(self, data):
result = {}
result['timestamp'] = data['timestamp']
sma = self.__sma.now(self.input_keys[0])
std = self.__std_dev.now(self.input_keys[0])
if not np.isnan(sma):
upper = sma + std * self.num_std
lower = sma - std * self.num_std
result[BB.UPPER] = upper
result[BB.LOWER] = lower
result[Indicator.VALUE] = sma
else:
result[BB.UPPER] = np.nan
result[BB.LOWER] = np.nan
result[Indicator.VALUE] = np.nan
self.add(result)
class BB(Indicator):
UPPER = 'uppper'
LOWER = 'lower'
__slots__ = (
'length',
'num_std'
'__sma',
'__std_dev',
)
def __init__(self, time_series=None, inputs=None, input_keys=None, desc="Bollinger Bands", length=14, num_std=3):
super(SMA, self).__init__(time_series=time_series, inputs=inputs, input_keys=input_keys, desc=desc,
length=length, num_std=num_std)
self.length = self.get_int_config("length", 14)
self.num_std = self.get_int_config("num_std", 3)
self.__sma = SMA(inputs=inputs, length=self.length)
self.__std_dev = STD(inputs=inputs, length=self.length)
def _process_update(self, source: str, timestamp: int, data: Dict[str, float]):
result = {}
sma = self.__sma.now(self.input_keys[0])
std = self.__std_dev.now(self.input_keys[0])
if not np.isnan(sma):
upper = sma + std * self.num_std
lower = sma - std * self.num_std
result[BB.UPPER] = upper
result[BB.LOWER] = lower
result[Indicator.VALUE] = sma
else:
result[BB.UPPER] = np.nan
result[BB.LOWER] = np.nan
result[Indicator.VALUE] = np.nan
self.add(timestamp=timestamp, data=result)