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https://github.com/OpenBB-finance/OpenBB.git
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fix cones and demark
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@@ -391,7 +391,7 @@ def calculate_cones(
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bottom_q = []
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realized = []
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allowed_windows = []
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data = data.sort_index(ascending=False)
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data = data.sort_index(ascending=True)
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model_functions = {
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"STD": standard_deviation,
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@@ -426,14 +426,14 @@ def calculate_cones(
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index={
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0: "realized",
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1: "min",
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2: f"lower_{lower_q_label}_%",
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2: f"lower_{lower_q_label}%",
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3: "median",
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4: f"upper_{upper_q_label}_%",
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4: f"upper_{upper_q_label}%",
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5: "max",
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}
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)
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cones_df = df.copy()
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return cones_df.transpose()
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return cones_df.transpose().reset_index().rename(columns={"index": "window"})
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def clenow_momentum(
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@@ -518,8 +518,8 @@ def demark(
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data: List[Data],
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index: str = "date",
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target: str = "close",
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show_all: bool = False,
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asint: bool = False,
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show_all: bool = True,
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asint: bool = True,
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offset: int = 0,
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) -> OBBject[List[Data]]:
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"""
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@@ -536,7 +536,7 @@ def demark(
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show_all : bool, optional
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Show 1 - 13. If set to False, show 6 - 9
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asint : bool, optional
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If True, fill NAs with 0 and change type to int, by default False
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If True, fill NAs with 0 and change type to int, by default True.
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offset : int, optional
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How many periods to offset the result
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@@ -554,9 +554,8 @@ def demark(
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df = basemodel_to_df(data, index=index)
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df_target = get_target_column(df, target).to_frame()
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demark = ta.td_seq(df_target[target], asint=asint, show_all=show_all, offset=offset)
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demark_df = pd.DataFrame(demark).set_index(df_target.index).dropna()
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results = df_to_basemodel(df_target.join(demark_df, how="left"), index=True)
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demark_df = df[[target]].reset_index().join(demark)
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results = df_to_basemodel(demark_df, index="date")
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return OBBject(results=results)
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