Python talib.AROON屬性代碼示例

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def aroon(candles: np.ndarray, period=14, sequential=False) -> AROON:
    """
    AROON - Aroon

    :param candles: np.ndarray
    :param period: int - default=14
    :param sequential: bool - default=False

    :return: AROON(down, up)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    aroondown, aroonup = talib.AROON(candles[:, 3], candles[:, 4], timeperiod=period)

    if sequential:
        return AROON(aroondown, aroonup)
    else:
        return AROON(aroondown[-1], aroonup[-1]) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def test_aroon(self):
        result = pandas_ta.aroon(self.high, self.low)
        self.assertIsInstance(result, DataFrame)
        self.assertEqual(result.name, 'AROON_14')

        try:
            expected = tal.AROON(self.high, self.low)
            expecteddf = DataFrame({'AROOND_14': expected[0], 'AROONU_14': expected[1]})
            pdt.assert_frame_equal(result, expecteddf)
        except AssertionError as ae:
            try:
                aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,0], expecteddf.iloc[:,0], col=CORRELATION)
                self.assertGreater(aroond_corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result.iloc[:,0], CORRELATION, ex)

            try:
                aroonu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,1], expecteddf.iloc[:,1], col=CORRELATION)
                self.assertGreater(aroonu_corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result.iloc[:,1], CORRELATION, ex, newline=False) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def AROON(DataFrame, N=14):
    """阿隆指標
    
    Arguments:
        DataFrame {[type]} -- [description]
    
    Keyword Arguments:
        N {int} -- [description] (default: {14})
    
    Returns:
        [type] -- [description]
    """

    ar_up, ar_down = talib.AROON(DataFrame.high.values, DataFrame.low.values, N)
    return pd.DataFrame({'AROON_UP': ar_up,'AROON_DOWN': ar_down}, index=DataFrame.index) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def aroon(self, sym, frequency, *args, **kwargs):
        if not self.kbars_ready(sym, frequency):
            return []

        highs = self.high(sym, frequency)
        lows = self.low(sym, frequency)

        v = ta.AROON(highs, lows, *args, **kwargs)

        return v 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def add_AROON(self, timeperiod=14,
              types=['line', 'line'],
              colors=['increasing', 'decreasing'],
              **kwargs):
    """Aroon indicators.

    Note that the first argument of types and colors refers to Aroon up while
    the second argument refers to Aroon down.

    """
    if not (self.has_high and self.has_low):
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        kwargs['type'] = kwargs['kind']
    if 'kinds' in kwargs:
        types = kwargs['type']

    if 'type' in kwargs:
        types = [kwargs['type']] * 2
    if 'color' in kwargs:
        colors = [kwargs['color']] * 2

    name = 'AROON({})'.format(str(timeperiod))
    uaroon = name + ' [Up]'
    daroon = name + ' [Dn]'
    self.sec[uaroon] = dict(type=types[0], color=colors[0])
    self.sec[daroon] = dict(type=types[1], color=colors[1], on=uaroon)
    self.ind[uaroon], self.ind[daroon] = talib.AROON(self.df[self.hi].values,
                                                     self.df[self.lo].values,
                                                     timeperiod) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def handle_bar(context, bar_dict):
    highs = history_bars(context.s1, 60, '1d', 'high')
    lows = history_bars(context.s1, 60, '1d', 'low')

    down, up = talib.AROON(np.array(highs), np.array(lows), timeperiod=24)
    down = down[-1]
    up = up[-1]

    if up > down:
        order_target_percent(context.s1, 0.95)
    else:
        order_target_percent(context.s1, 0.0)


# after_trading函數會在每天交易結束後被調用，當天隻會被調用一次 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def AROON(frame, n=14, high_col='high', low_col='low'):
    return _frame_to_frame(frame, [high_col, low_col], ['AroonDown', 'AroonUp'], talib.AROON, n) 

# 需要導入模塊: import talib [as 別名]
# 或者: from talib import AROON [as 別名]
def AROON(data, **kwargs):
    _check_talib_presence()
    _, phigh, plow, _, _ = _extract_ohlc(data)
    return talib.AROON(phigh, plow, **kwargs)