def bear_hammer_inverse(self, *args):
def logic(x):
nonlocal o
if (x - 1 in idx and x - 2 in idx and self.check_status(
self.array[x][0], self.array[x][-1]) == "Bearish"
and self.check_status(self.array[x - 1][0],
self.array[x - 1][-1]) == "Bearish"
and self.check_status(self.array[x - 2][0],
self.array[x - 2][-1]) == "Bearish"):
o.append(x)
ham = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
t = talib.CDLINVERTEDHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(ham == 100)[0]
idx1 = np.where(t == 100)[0]
o = []
for x in idx1:
try:
logic(x)
except Exception:
continue
a = np.zeros(len(self.o))
a[o] = 1
return a
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 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_cdlhammer(ohlc):
cdlhammer = ta.CDLHAMMER(ohlc['1_open'], ohlc['2_high'], ohlc['3_low'],
ohlc['4_close'])
ohlc['cdlhammer'] = cdlhammer
return ohlc
def hammer_doji(server):
#The idea is to look at yesterdays candles, find hammes/dragonfly dojis/dojis and then initiate trade if we get a new high.
watchlist = []
tickers = db.read_snp_tickers(server.serverSite).Symbol.tolist()
for ticker in tickers:
try:
#Get the latest data only
data = db.read_from_database(
"Select distinct date, ticker,uOpen, uHigh, uLow, uClose from dailydata where ticker ='"
+ ticker + "' ORDER BY date DESC limit 1;", server.serverSite)
data["dojidf"] = talib.CDLDRAGONFLYDOJI(data.uOpen, data.uHigh,
data.uLow, data.uClose)
data["hammer"] = talib.CDLHAMMER(data.uOpen, data.uHigh, data.uLow,
data.uClose)
data["doji"] = talib.CDLDOJI(data.uOpen, data.uHigh, data.uLow,
data.uClose)
if (int(data.dojidf) == 100 | int(data.hammer) ==
100 | int(data.doji) == 100):
watchlist.append([ticker, "buy", data.uHigh[0], "H/D"])
logging.info("Hd found", ticker)
except:
logging.info("Database fetch has failed for ticker", ticker)
#Returns an list of lists with ticker, enrty price and strategy
return watchlist
def hammer(cls, df):
"""
锤子线
:param df:
:return:
"""
return ta.CDLHAMMER(df['open'], df['high'], df['low'], df['close'])
def bull_RhammerThrice(self, *args):
hammer = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(hammer == 100)[0]
o = []
for x in idx:
try:
if (self.check_status(self.array[x - 2][0],
self.array[x - 2][-1]) == "Bearish"
and self.check_status(self.array[x - 1][0],
self.array[x - 1][-1])
== "Bearish" and self.check_status(
self.array[x][0], self.array[x][-1]) == "Bullish"
and self.array[x][0] == self.array[x - 1][-1]
and self.array[x][-1] >
((self.array[x - 1][0] + self.array[x - 1][-1]) / 2)):
o.append(x)
except Exception:
pass
a = np.zeros(len(self.o))
a[o] = 1
return a
def plot_Hammer(data):
"""This function signals Hammer pattern.
############################ CDLHAMMER - Hammer ################################
explanation:"""
hammer_pattern = talib.CDLHAMMER(data['Open'], data['High'], data['Low'],
data['Close'])
return np.flatnonzero(hammer_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 hummer(self):
"""
名称：Hammer 锤头
简介：一日K线模式，实体较短，无上影线，下影线大于实体长度两倍，处于下跌趋势底部，预示反转。
"""
result = talib.CDLHAMMER(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['hummer'] = result
def CDLHAMMER(open, high, low, close):
''' Hammer 锤头
分组: Pattern Recognition 形态识别
简介: 一日K线模式，实体较短，无上影线，
下影线大于实体长度两倍，处于下跌趋势底部，预示反转。
integer = CDLHAMMER(open, high, low, close)
'''
return talib.CDLHAMMER(open, high, low, close)
def hammer(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.CDLHAMMER(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 hammer(exchange, symbol, timeframe, past=0) -> int:
"""
is the current candle a hammer pattern. returns 1 when is a hammer, and 0 when isn't
"""
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.CDLHAMMER(candles[:, 1], candles[:, 3], candles[:, 4], candles[:, 2])[-1]
return int(res / 100)
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 bear_Rmarubozu_Takuri_Rmarubozu(self, *args):
mar = talib.CDLMARUBOZU(self.o, self.h, self.l, self.c)
ham = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(mar == -100)[0]
idx1 = np.where(ham == 100)[0]
o = []
for x in idx:
if (x - 1 in idx1 and x - 2 in idx and self.check_status(
self.array[x - 2][0], self.array[x - 2][-1]) == "Bearish"):
o.append(x)
a = np.zeros(len(self.o))
a[o] = 1
return a
def bear_Gmarubozu_invertedHammer_Ghammer(self, *args):
mar = talib.CDLMARUBOZU(self.o, self.h, self.l, self.c)
ham = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
inv = talib.CDLSHOOTINGSTAR(self.o, self.h, self.l, self.c)
idx = np.where(mar == 100)[0]
idx1 = np.where(ham == 100)[0]
idx2 = np.where(inv == 100)[0]
o = []
for x in idx1:
if (x - 1 in idx2 and x - 2 in idx and self.check_status(
self.array[x - 1][0], self.array[x - 1][-1]) == "Bullish"
and self.check_status(self.array[x][0],
self.array[x][-1]) == "Bullish"):
o.append(x)
a = np.zeros(len(self.o))
a[o] = 1
return a
def bull_Rmarubozu_Rhammer_RinvertedHammer(self, *args):
mar = talib.CDLMARUBOZU(self.o, self.h, self.l, self.c)
ham = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
inv = talib.CDLINVERTEDHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(mar == -100)[0]
idx1 = np.where(ham == 100)[0]
idx2 = np.where(inv == 100)[0]
o = []
for x in idx2:
if (x - 1 in idx1 and x - 2 in idx and self.check_status(
self.array[x - 1][0], self.array[x - 1][-1]) == "Bearish"
and self.check_status(self.array[x][0],
self.array[x][-1]) == "Bearish"):
o.append(x)
a = np.zeros(len(self.o))
a[o] = 1
return a
def bear_invertedHammer_marubozu_rHammer(self, *args):
ham = talib.CDLINVERTEDHAMMER(self.o, self.h, self.l, self.c)
mar = talib.CDLMARUBOZU(self.o, self.h, self.l, self.c)
red = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(ham == 100)[0]
idx1 = np.where(mar == 100)[0]
idx2 = np.where(red == 100)[0]
o = []
for x in idx2:
try:
if (x - 1 in idx1 and x - 2 in idx and self.check_status(
self.array[x - 2][0], self.array[x - 2][-1])
== "Bullish" and self.check_status(
self.array[x][0], self.array[x][-1]) == "Bearish"):
o.append(x)
except Exception:
pass
a = np.zeros(len(self.o))
a[o] = 1
return a
def bear_Takuri_redBody_longLegged_redBody(self, *args):
tak = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
long = talib.CDLLONGLEGGEDDOJI(self.o, self.h, self.l, self.c)
idx = np.where(tak == 100)[0]
idx2 = np.where(long == 100)[0]
o = []
for x in idx:
try:
if (self.check_status(self.array[x + 1][0],
self.array[x + 1][-1]) == "Bearish" and
self.check_status(self.array[x + 3][0],
self.array[x + 3][-1]) == "Bearish"
and x + 2 in idx2):
o.append(x + 3)
except Exception:
pass
a = np.zeros(len(self.o))
a[o] = 1
return a
def bull_inverse_hammer(self, *args):
ham = talib.CDLINVERTEDHAMMER(self.o, self.h, self.l, self.c)
ham1 = talib.CDLHAMMER(self.o, self.h, self.l, self.c)
idx = np.where(ham == 100)[0]
idx1 = np.where(ham1 == 100)[0]
o = []
for x in idx1:
try:
if ((x - 1 and x - 2) in idx and self.check_status(
self.array[x][0], self.array[x][-1]) == "Bullish"
and self.check_status(self.array[x - 1][0],
self.array[x - 1][-1])
== "Bullish" and self.check_status(
self.array[x - 2][0],
self.array[x - 2][-1]) == "Bullish"):
o.append(x)
except Exception:
continue
a = np.zeros(len(self.o))
a[o] = 1
return a
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_CDLHAMMER(close):
'''00421,1,1'''
return talib.CDLHAMMER(close)
def hammer(time_series, a):
hammmer = talib.CDLHAMMER(time_series["open"].values, time_series["high"].values,
time_series["low"].values, time_series["close"].values)
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) df['CDLKICKING'] = talib.CDLKICKING(op, hp, lp, cp) df['CDLKICKINGBYLENGTH'] = talib.CDLKICKINGBYLENGTH(op, hp, lp, cp) df['CDLLADDERBOTTOM'] = talib.CDLLADDERBOTTOM(op, hp, lp, cp) df['CDLLONGLEGGEDDOJI'] = talib.CDLLONGLEGGEDDOJI(op, hp, lp, cp) df['CDLLONGLINE'] = talib.CDLLONGLINE(op, hp, lp, cp)
np.array(df['Low']),
np.array(df['Adj Close']),
penetration=0)
df['Evening_Star'] = ta.CDLEVENINGSTAR(np.array(df['Open']),
np.array(df['High']),
np.array(df['Low']),
np.array(df['Adj Close']),
penetration=0)
df['Up_Down_gap_side_by_side_white_lines'] = ta.CDLGAPSIDESIDEWHITE(
np.array(df['Open']), np.array(df['High']), np.array(df['Low']),
np.array(df['Adj Close']))
df['Gravestone_Doji'] = ta.CDLGRAVESTONEDOJI(np.array(df['Open']),
np.array(df['High']),
np.array(df['Low']),
np.array(df['Adj Close']))
df['Hammer'] = ta.CDLHAMMER(np.array(df['Open']), np.array(df['High']),
np.array(df['Low']), np.array(df['Adj Close']))
df['Hanging_Man'] = ta.CDLHANGINGMAN(np.array(df['Open']),
np.array(df['High']), np.array(df['Low']),
np.array(df['Adj Close']))
df['Harami_Pattern'] = ta.CDLHARAMI(np.array(df['Open']), np.array(df['High']),
np.array(df['Low']),
np.array(df['Adj Close']))
df['Harami_Cross_Pattern'] = ta.CDLHARAMICROSS(np.array(df['Open']),
np.array(df['High']),
np.array(df['Low']),
np.array(df['Adj Close']))
df['High_Wave_Candle'] = ta.CDLHIGHWAVE(np.array(df['Open']),
np.array(df['High']),
np.array(df['Low']),
np.array(df['Adj Close']))
df['Hikkake_Pattern'] = ta.CDLHIKKAKE(np.array(df['Open']),
def hammer(open, high, low, close):
res = talib.CDLHAMMER(open, high, low, close)
return np.array(res) == 100
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 CDLHAMMER(DataFrame):
res = talib.CDLHAMMER(DataFrame.open.values, DataFrame.high.values,
DataFrame.low.values, DataFrame.close.values)
return pd.DataFrame({'CDLHAMMER': res}, index=DataFrame.index)
def CDLHAMMER(data, **kwargs):
_check_talib_presence()
popen, phigh, plow, pclose, pvolume = _extract_ohlc(data)
return talib.CDLHAMMER(popen, phigh, plow, pclose, **kwargs)
