示例#1
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def fwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Fibonacci's Weighted Moving Average (FWMA)"""
    # Validate Arguments
    length = int(length) if length and length > 0 else 10
    asc = asc if asc else True
    close = verify_series(close, length)
    offset = get_offset(offset)

    if close is None: return

    # Calculate Result
    fibs = fibonacci(n=length, weighted=True)
    fwma = close.rolling(length, min_periods=length).apply(weights(fibs), raw=True)

    # Offset
    if offset != 0:
        fwma = fwma.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        fwma.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        fwma.fillna(method=kwargs["fill_method"], inplace=True)

    # Name & Category
    fwma.name = f"FWMA_{length}"
    fwma.category = "overlap"

    return fwma
示例#2
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def sinwma(close, length=None, offset=None, **kwargs):
    """Indicator: Sine Weighted Moving Average (SINWMA) by Everget of TradingView"""
    # Validate Arguments
    length = int(length) if length and length > 0 else 14
    close = verify_series(close, length)
    offset = get_offset(offset)

    if close is None: return

    # Calculate Result
    sines = Series([npSin((i + 1) * npPi / (length + 1)) for i in range(0, length)])
    w = sines / sines.sum()

    sinwma = close.rolling(length, min_periods=length).apply(weights(w), raw=True)

    # Offset
    if offset != 0:
        sinwma = sinwma.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        sinwma.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        sinwma.fillna(method=kwargs["fill_method"], inplace=True)

    # Name & Category
    sinwma.name = f"SINWMA_{length}"
    sinwma.category = "overlap"

    return sinwma
示例#3
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def cg(close, length=None, offset=None, **kwargs):
    """Indicator: Center of Gravity (CG)"""
    # Validate Arguments
    close = verify_series(close)
    length = int(length) if length and length > 0 else 10
    offset = get_offset(offset)

    # Calculate Result
    coefficients = [length - i for i in range(0, length)]
    numerator = -close.rolling(length).apply(weights(coefficients), raw=True)
    cg = numerator / close.rolling(length).sum()

    # Offset
    if offset != 0:
        cg = cg.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        cg.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        cg.fillna(method=kwargs["fill_method"], inplace=True)

    # Name and Categorize it
    cg.name = f"CG_{length}"
    cg.category = "momentum"

    return cg
示例#4
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def swma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Symmetric Weighted Moving Average (SWMA)"""
    # Validate Arguments
    length = int(length) if length and length > 0 else 10
    # min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
    asc = asc if asc else True
    close = verify_series(close, length)
    offset = get_offset(offset)

    if close is None: return

    # Calculate Result
    triangle = symmetric_triangle(length, weighted=True)
    swma = close.rolling(length, min_periods=length).apply(weights(triangle),
                                                           raw=True)
    # swma = close.rolling(length).apply(weights(triangle), raw=True)

    # Offset
    if offset != 0:
        swma = swma.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        swma.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        swma.fillna(method=kwargs["fill_method"], inplace=True)

    # Name & Category
    swma.name = f"SWMA_{length}"
    swma.category = "overlap"

    return swma
示例#5
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def pwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Pascals Weighted Moving Average (PWMA)"""
    # Validate Arguments
    close = verify_series(close)
    length = int(length) if length and length > 0 else 10
    min_periods = int(
        kwargs["min_periods"]) if "min_periods" in kwargs and kwargs[
            "min_periods"] is not None else length
    asc = asc if asc else True
    offset = get_offset(offset)

    # Calculate Result
    triangle = pascals_triangle(n=length - 1, weighted=True)
    pwma = close.rolling(length, min_periods=length).apply(weights(triangle),
                                                           raw=True)

    # Offset
    if offset != 0:
        pwma = pwma.shift(offset)

    # Name & Category
    pwma.name = f"PWMA_{length}"
    pwma.category = "overlap"

    return pwma
示例#6
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def pwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Pascals Weighted Moving Average (PWMA)"""
    # Validate Arguments
    length = int(length) if length and length > 0 else 10
    asc = asc if asc else True
    close = verify_series(close, length)
    offset = get_offset(offset)

    if close is None: return

    # Calculate Result
    triangle = pascals_triangle(n=length - 1, weighted=True)
    pwma = close.rolling(length, min_periods=length).apply(weights(triangle), raw=True)

    # Offset
    if offset != 0:
        pwma = pwma.shift(offset)

    # Handle fills
    if "fillna" in kwargs:
        pwma.fillna(kwargs["fillna"], inplace=True)
    if "fill_method" in kwargs:
        pwma.fillna(method=kwargs["fill_method"], inplace=True)

    # Name & Category
    pwma.name = f"PWMA_{length}"
    pwma.category = "overlap"

    return pwma
示例#7
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def sinwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Sine Weighted Moving Average (SINWMA) by Everget of TradingView"""
    # Validate Arguments
    close = verify_series(close)
    length = int(length) if length and length > 0 else 14
    min_periods = int(
        kwargs["min_periods"]) if "min_periods" in kwargs and kwargs[
            "min_periods"] is not None else length
    offset = get_offset(offset)

    # Calculate Result
    sines = Series(
        [sin((i + 1) * pi / (length + 1)) for i in range(0, length)])
    w = sines / sines.sum()

    sinwma = close.rolling(length, min_periods=length).apply(weights(w),
                                                             raw=True)

    # Offset
    if offset != 0:
        sinwma = sinwma.shift(offset)

    # Name & Category
    sinwma.name = f"SINWMA_{length}"
    sinwma.category = "overlap"

    return sinwma
示例#8
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def fwma(close, length=None, asc=None, offset=None, **kwargs):
    """Indicator: Fibonacci's Weighted Moving Average (FWMA)"""
    # Validate Arguments
    close = verify_series(close)
    length = int(length) if length and length > 0 else 10
    min_periods = int(kwargs["min_periods"]) if "min_periods" in kwargs and kwargs["min_periods"] is not None else length
    asc = asc if asc else True
    offset = get_offset(offset)

    # Calculate Result
    fibs = fibonacci(n=length, weighted=True)
    fwma = close.rolling(length, min_periods=length).apply(weights(fibs), raw=True)

    # Offset
    if offset != 0:
        fwma = fwma.shift(offset)

    # Name & Category
    fwma.name = f"FWMA_{length}"
    fwma.category = "overlap"

    return fwma