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add offset feature to all filters (#715)

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* add offset feature to all filters

* .

* fix wrong arguments

* .
This commit is contained in:
devwolff
2021-08-26 07:56:57 +10:00
committed by GitHub
parent 0cc14b0463
commit 9f51c88ec4
4 changed files with 183 additions and 112 deletions
Download Patch File Download Diff File Expand all files Collapse all files

81
gamestonk_terminal/common/technical_analysis/overlap_model.py
View File

@@ -5,7 +5,9 @@ import pandas as pd
import pandas_ta as ta
def ema(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataFrame:
def ema(
s_interval: str, df_stock: pd.DataFrame, length: int, offset: int
) -> pd.DataFrame:
"""Gets exponential moving average (EMA) for stock
Parameters
@@ -14,8 +16,10 @@ def ema(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
Data interval
df_stock: pd.DataFrame
Dataframe of dates and prices
window_length: int
length: int
Length of EMA window
offset: int
Length of offset
Returns
----------
@@ -24,19 +28,18 @@ def ema(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
"""
# Daily
if s_interval == "1440min":
df_ta = ta.ema(df_stock["Adj Close"], length=window_length).dropna()
df_ta = ta.ema(df_stock["Adj Close"], length=length, offset=offset).dropna()
# Intraday
else:
df_ta = ta.ema(
df_stock["Close"],
length=window_length,
).dropna()
df_ta = ta.ema(df_stock["Close"], length=length, offset=offset).dropna()
return pd.DataFrame(df_ta)
def sma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataFrame:
def sma(
s_interval: str, df_stock: pd.DataFrame, length: int, offset: int
) -> pd.DataFrame:
"""Gets simple moving average (EMA) for stock
Parameters
@@ -45,8 +48,10 @@ def sma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
Data interval
df_stock: pd.DataFrame
Dataframe of dates and prices
window_length: int
length: int
Length of SMA window
offset: int
Length of offset
Returns
----------
@@ -55,19 +60,18 @@ def sma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
"""
# Daily
if s_interval == "1440min":
df_ta = ta.sma(df_stock["Adj Close"], length=window_length).dropna()
df_ta = ta.sma(df_stock["Adj Close"], length=length, offset=offset).dropna()
# Intraday
else:
df_ta = ta.sma(
df_stock["Close"],
length=window_length,
).dropna()
df_ta = ta.sma(df_stock["Close"], length=length, offset=offset).dropna()
return pd.DataFrame(df_ta)
def wma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataFrame:
def wma(
s_interval: str, df_stock: pd.DataFrame, length: int, offset: int
) -> pd.DataFrame:
"""Gets weighted moving average (WMA) for stock
Parameters
@@ -76,8 +80,10 @@ def wma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
Data interval
df_stock: pd.DataFrame
Dataframe of dates and prices
window_length: int
length: int
Length of SMA window
offset: int
Length of offset
Returns
----------
@@ -86,19 +92,18 @@ def wma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
"""
# Daily
if s_interval == "1440min":
df_ta = ta.wma(df_stock["Adj Close"], length=window_length).dropna()
df_ta = ta.wma(df_stock["Adj Close"], length=length, offset=offset).dropna()
# Intraday
else:
df_ta = ta.wma(
df_stock["Close"],
length=window_length,
).dropna()
df_ta = ta.wma(df_stock["Close"], length=length, offset=offset).dropna()
return pd.DataFrame(df_ta)
def hma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataFrame:
def hma(
s_interval: str, df_stock: pd.DataFrame, length: int, offset: int
) -> pd.DataFrame:
"""Gets hull moving average (HMA) for stock
Parameters
@@ -107,8 +112,10 @@ def hma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
Data interval
df_stock: pd.DataFrame
Dataframe of dates and prices
window_length: int
length: int
Length of SMA window
offset: int
Length of offset
Returns
----------
@@ -117,19 +124,18 @@ def hma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataF
"""
# Daily
if s_interval == "1440min":
df_ta = ta.hma(df_stock["Adj Close"], length=window_length).dropna()
df_ta = ta.hma(df_stock["Adj Close"], length=length, offset=offset).dropna()
# Intraday
else:
df_ta = ta.hma(
df_stock["Close"],
length=window_length,
).dropna()
df_ta = ta.hma(df_stock["Close"], length=length, offset=offset).dropna()
return pd.DataFrame(df_ta)
def zlma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.DataFrame:
def zlma(
s_interval: str, df_stock: pd.DataFrame, length: int, offset: int
) -> pd.DataFrame:
"""Gets zero-lagged exponential moving average (ZLEMA) for stock
Parameters
@@ -138,8 +144,10 @@ def zlma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.Data
Data interval
df_stock: pd.DataFrame
Dataframe of dates and prices
window_length: int
length: int
Length of EMA window
offset: int
Length of offset
Returns
----------
@@ -148,26 +156,24 @@ def zlma(s_interval: str, df_stock: pd.DataFrame, window_length: int) -> pd.Data
"""
# Daily
if s_interval == "1440min":
df_ta = ta.zlma(df_stock["Adj Close"], length=window_length).dropna()
df_ta = ta.zlma(df_stock["Adj Close"], length=length, offset=offset).dropna()
# Intraday
else:
df_ta = ta.zlma(
df_stock["Close"],
length=window_length,
).dropna()
df_ta = ta.zlma(df_stock["Close"], length=length, offset=offset).dropna()
return pd.DataFrame(df_ta)
def vwap(day_df: pd.DataFrame) -> pd.DataFrame:
def vwap(day_df: pd.DataFrame, offset: int) -> pd.DataFrame:
"""Gets volume weighted average price (VWAP)
Parameters
----------
day_df: pd.DataFrame
Dataframe of dates and prices for the last trading day
offset: int
Length of offset
Returns
----------
df_vwap: pd.DataFrame
@@ -179,6 +185,7 @@ def vwap(day_df: pd.DataFrame) -> pd.DataFrame:
low=day_df["Low"],
close=day_df["Close"],
volume=day_df["Volume"],
offset=offset,
)
return pd.DataFrame(df_vwap)

25
gamestonk_terminal/common/technical_analysis/overlap_view.py
View File

@@ -22,7 +22,8 @@ def view_ma(
s_ticker: str,
s_interval: str,
df_stock: pd.DataFrame,
window_length: List[int],
length: List[int],
offset: int,
export: str,
) -> pd.DataFrame:
"""Plots MA technical indicator
@@ -37,7 +38,7 @@ def view_ma(
Interval of data
df_stock : pd.DataFrame
Dataframe of prices
window_length : List[int]
length : List[int]
Length of EMA window
export : str
Format to export data
@@ -52,21 +53,21 @@ def view_ma(
)
l_legend = [s_ticker]
for win in window_length:
for win in length:
if ma_type == "EMA":
df_ta = overlap_model.ema(s_interval, df_stock, win)
df_ta = overlap_model.ema(s_interval, df_stock, win, offset)
l_legend.append(f"EMA {win}")
elif ma_type == "SMA":
df_ta = overlap_model.sma(s_interval, df_stock, win)
df_ta = overlap_model.sma(s_interval, df_stock, win, offset)
l_legend.append(f"SMA {win}")
elif ma_type == "WMA":
df_ta = overlap_model.wma(s_interval, df_stock, win)
df_ta = overlap_model.wma(s_interval, df_stock, win, offset)
l_legend.append(f"WMA {win}")
elif ma_type == "HMA":
df_ta = overlap_model.hma(s_interval, df_stock, win)
df_ta = overlap_model.hma(s_interval, df_stock, win, offset)
l_legend.append(f"HMA {win}")
elif ma_type == "ZLMA":
df_ta = overlap_model.zlma(s_interval, df_stock, win)
df_ta = overlap_model.zlma(s_interval, df_stock, win, offset)
l_legend.append(f"ZLMA {win}")
price_df = price_df.join(df_ta)
@@ -98,12 +99,14 @@ def view_ma(
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
f"{ma_type.lower()}{'_'.join([str(win) for win in window_length])}",
f"{ma_type.lower()}{'_'.join([str(win) for win in length])}",
price_df,
)
def view_vwap(s_ticker: str, s_interval: str, df_stock: pd.DataFrame, export: str):
def view_vwap(
s_ticker: str, s_interval: str, df_stock: pd.DataFrame, offset: int, export: str
):
"""Plots EMA technical indicator
Parameters
@@ -123,7 +126,7 @@ def view_vwap(s_ticker: str, s_interval: str, df_stock: pd.DataFrame, export: st
day_df = df_stock[df_stock.Day == df_stock.Day[-1]]
df_vwap = overlap_model.vwap(day_df)
df_vwap = overlap_model.vwap(day_df, offset)
mc = mpf.make_marketcolors(
up="green", down="red", edge="black", wick="black", volume="in", ohlc="i"
)

52
gamestonk_terminal/cryptocurrency/technical_analysis/ta_controller.py
View File

@@ -360,6 +360,15 @@ Custom:
default=[20, 50],
help="Window lengths. Multiple values indicated as comma separated values.",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -371,7 +380,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -383,7 +392,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -415,6 +425,15 @@ Custom:
default=[20, 50],
help="Window lengths. Multiple values indicated as comma separated values. ",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -426,7 +445,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
@@ -437,7 +456,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -469,6 +489,15 @@ Custom:
default=[20],
help="Window lengths. Multiple values indicated as comma separated values.",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -480,7 +509,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -492,7 +521,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -510,6 +540,15 @@ Custom:
by volume. It is typically used with intraday charts to identify general direction.
""",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -532,6 +571,7 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
offset=ns_parser.n_offset,
export=ns_parser.export,
)

137
gamestonk_terminal/stocks/technical_analysis/ta_controller.py
View File

@@ -283,10 +283,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -331,9 +327,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
@@ -376,6 +369,15 @@ Custom:
default=[20, 50],
help="Window lengths. Multiple values indicated as comma separated values.",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -387,7 +389,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -399,7 +401,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -431,6 +434,15 @@ Custom:
default=[20, 50],
help="Window lengths. Multiple values indicated as comma separated values. ",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -442,7 +454,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -454,7 +466,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -483,6 +496,15 @@ Custom:
default=[20, 50],
help="Window lengths. Multiple values indicated as comma separated values. ",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -494,7 +516,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -506,7 +528,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -535,6 +558,15 @@ Custom:
default=[10, 20],
help="Window lengths. Multiple values indicated as comma separated values. ",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -546,7 +578,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -558,7 +590,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -590,6 +623,15 @@ Custom:
default=[20],
help="Window lengths. Multiple values indicated as comma separated values.",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -601,7 +643,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -613,7 +655,8 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
window_length=ns_parser.n_length,
length=ns_parser.n_length,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -631,6 +674,15 @@ Custom:
by volume. It is typically used with intraday charts to identify general direction.
""",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -640,10 +692,6 @@ Custom:
help="Export dataframe data to csv,json,xlsx file",
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -657,6 +705,7 @@ Custom:
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
@@ -707,10 +756,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -782,10 +827,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -855,7 +896,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -927,10 +968,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -981,7 +1018,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1033,7 +1070,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1101,7 +1138,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1170,7 +1207,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1246,7 +1283,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1309,10 +1346,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -1390,7 +1423,7 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
if "-" not in other_args[0]:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
@@ -1446,10 +1479,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -1515,10 +1544,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -1561,10 +1586,6 @@ Custom:
)
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser:
return
@@ -1620,8 +1641,8 @@ Custom:
try:
if other_args:
if "-l" not in other_args and "-h" not in other_args:
other_args.insert(0, "-l")
if "-" not in other_args[0]:
other_args.insert(0, "-p")
ns_parser = parse_known_args_and_warn(parser, other_args)
if not ns_parser: