jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-27 04:31:13 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add OBV to technical analysis

Browse Source
This commit is contained in:
didier
2020-12-27 11:53:12 +00:00
parent 165f645502
commit 64295c97e0
2 changed files with 47 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
stock_market_cli.py
View File

@@ -72,6 +72,7 @@ def print_help(s_ticker, s_start, s_interval, b_is_market_open):
print(" aroon aroon indicator")
print(" bbands bollinger bands")
print(" ad chaikin accumulation/distribution line values")
print(" obv on balance volume")
if s_interval != "1440min":
print(" vwap volume weighted average price")
@@ -114,7 +115,7 @@ def main():
# Add list of arguments that the main parser accepts
main_parser.add_argument('cmd', choices=['quit', 'help', 'gainers' ,'view', 'load', 'clear',
'sma', 'ema', 'macd', 'vwap', 'stoch', 'rsi', 'adx',
'cci', 'aroon', 'bbands', 'ad', 'ratings'])
'cci', 'aroon', 'bbands', 'ad', 'obv', 'ratings'])
# Print first welcome message and help
print("\nWelcome to Didier's Stock Market Bot\n")
@@ -232,11 +233,16 @@ def main():
smta.bbands(l_args, s_ticker, s_interval, df_stock)
continue
# --------------------------------------------------- BBANDS ---------------------------------------------------
# ----------------------------------------------------- AD -----------------------------------------------------
elif ns_known_args.cmd == 'ad':
smta.ad(l_args, s_ticker, s_interval, df_stock)
continue
# ---------------------------------------------------- OBV -----------------------------------------------------
elif ns_known_args.cmd == 'obv':
smta.obv(l_args, s_ticker, s_interval, df_stock)
continue
# --------------------------------------------------------------------------------------------------------------
# ------------------------------------------------ PREDICTION --------------------------------------------------
# --------------------------------------------------------------------------------------------------------------

42
stock_market_technical_analysis.py
View File

@@ -100,7 +100,7 @@ def macd(l_args, s_ticker, s_interval, df_stock):
help='The long period.')
parser.add_argument("--signal", action="store", dest="n_signal", type=check_positive, default=9,
help='The signal period.')
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=9,
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0,
help='How many periods to offset the result.')
try:
@@ -209,7 +209,7 @@ def rsi(l_args, s_ticker, s_interval, df_stock):
parser.add_argument('-l', "--length", action="store", dest="n_length", type=check_positive, default=14, help='length')
parser.add_argument('-s', "--scalar", action="store", dest="n_scalar", type=check_positive, default=100, help='scalar')
parser.add_argument('-d', "--drift", action="store", dest="n_drift", type=check_positive, default=0, help='drift')
parser.add_argument('-d', "--drift", action="store", dest="n_drift", type=check_positive, default=1, help='drift')
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0, help='offset')
try:
@@ -247,7 +247,7 @@ def adx(l_args, s_ticker, s_interval, df_stock):
parser.add_argument('-l', "--length", action="store", dest="n_length", type=check_positive, default=14, help='length')
parser.add_argument('-s', "--scalar", action="store", dest="n_scalar", type=check_positive, default=100, help='scalar')
parser.add_argument('-d', "--drift", action="store", dest="n_drift", type=check_positive, default=0, help='drift')
parser.add_argument('-d', "--drift", action="store", dest="n_drift", type=check_positive, default=1, help='drift')
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0, help='offset')
try:
@@ -451,6 +451,42 @@ def ad(l_args, s_ticker, s_interval, df_stock):
plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta, "AD")
except:
print("")
return
# ------------------------------------------------------- OBV -------------------------------------------------------
def obv(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(prog='obv',
description=""" The On Balance Volume (OBV) is a cumulative total of the up and
down volume. When the close is higher than the previous close, the volume is added
to the running total, and when the close is lower than the previous close, the volume
is subtracted from the running total. \n \n To interpret the OBV, look for the OBV
to move with the price or precede price moves. If the price moves before the OBV,
then it is a non-confirmed move. A series of rising peaks, or falling troughs, in the
OBV indicates a strong trend. If the OBV is flat, then the market is not trending. """)
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0, help='offset')
try:
(ns_parser, l_unknown_args) = parser.parse_known_args(l_args)
except SystemExit:
print("")
return
if l_unknown_args:
print(f"The following args couldn't be interpreted: {l_unknown_args}")
try:
# Daily
if s_interval == "1440min":
df_ta = ta.obv(close=df_stock['5. adjusted close'], volume=df_stock['6. volume'], offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['5. adjusted close'], s_ticker, df_ta, "OBV")
# Intraday
else:
df_ta = ta.ad(close=df_stock['4. close'], volume=df_stock['5. volume'], offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta, "OBV")
except:
print("")
return