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add Keltner Channels to TA menu (#711)

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* add Keltner Channels to TA menu

* add ```if other_args: to call functions

Co-authored-by: didier <dro.lopes@campus.fct.unl.pt>
This commit is contained in:
devwolff
2021-08-25 13:06:41 +10:00
committed by GitHub
parent fc35dac5d1
commit bb0f3d26bc
4 changed files with 286 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
gamestonk_terminal/common/technical_analysis/momentum_view.py
View File

@@ -333,20 +333,20 @@ def view_fisher(
else:
ax.plot(df_stock.index, df_stock["Close"].values, "k", lw=1)
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_ylabel("Share Price ($)")
ax.set_ylabel("Price")
ax.grid(b=True, which="major", color="#666666", linestyle="-")
ax2 = axes[1]
ax2.plot(
df_ta.index,
df_ta["FISHERT_14_1"].values,
df_ta.iloc[:, 0].values,
"b",
lw=2,
label="Fisher",
)
ax2.plot(
df_ta.index,
df_ta["FISHERTs_14_1"].values,
df_ta.iloc[:, 1].values,
"fuchsia",
lw=2,
label="Signal",

55
gamestonk_terminal/common/technical_analysis/volatility_model.py
View File

@@ -81,3 +81,58 @@ def donchian(
).dropna()
return df_ta
def kc(
s_interval: str,
df_stock: pd.DataFrame,
length: int,
scalar: float,
mamode: str,
offset: int,
) -> pd.DataFrame:
"""Keltner Channels
Parameters
----------
s_interval : str
Interval of stock data
df_stock : pd.DataFrame
Dataframe of prices
length : int
Length of window
mamode: str
Type of filter
offset : int
Offset value
Returns
-------
df_en : pd.DataFrame
Dataframe of rolling kc
"""
# Daily
if s_interval == "1440min":
df_kc = ta.kc(
high=df_stock["High"],
low=df_stock["Low"],
close=df_stock["Adj Close"],
length=length,
scalar=scalar,
mamode=mamode,
offset=offset,
).dropna()
# Intraday
else:
df_kc = ta.kc(
high=df_stock["High"],
low=df_stock["Low"],
close=df_stock["Close"],
length=length,
scalar=scalar,
mamode=mamode,
offset=offset,
).dropna()
return df_kc

71
gamestonk_terminal/common/technical_analysis/volatility_view.py
View File

@@ -152,3 +152,74 @@ def view_donchian(
"donchian",
df_ta,
)
def view_kc(
s_ticker: str,
s_interval: str,
df_stock: pd.DataFrame,
length: int,
scalar: float,
mamode: str,
offset: int,
export: str,
):
"""View Keltner Channels Indicator
Parameters
----------
s_ticker : str
Ticker
s_interval : str
Interval of data
df_stock : pd.DataFrame
Dataframe of stock prices
length : int
Length of window
mamode: str
Type of filter
offset : int
Offset value
export : str
Format to export data
"""
df_ta = volatility_model.kc(s_interval, df_stock, length, scalar, mamode, offset)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
if s_interval == "1440min":
ax.plot(df_stock.index, df_stock["Adj Close"].values, color="fuchsia")
else:
ax.plot(df_stock.index, df_stock["Close"].values, color="fuchsia")
ax.plot(df_ta.index, df_ta.iloc[:, 0].values, "b", lw=1.5, label="upper")
ax.plot(df_ta.index, df_ta.iloc[:, 1].values, "b", lw=1.5, ls="--")
ax.plot(df_ta.index, df_ta.iloc[:, 2].values, "b", lw=1.5, label="lower")
ax.set_title(f"{s_ticker} Keltner Channels")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_xlabel("Time")
ax.set_ylabel("Price")
ax.legend([s_ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
ax.fill_between(
df_ta.index,
df_ta.iloc[:, 0].values,
df_ta.iloc[:, 2].values,
alpha=0.1,
color="b",
)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
if gtff.USE_ION:
plt.ion()
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
plt.show()
print("")
export_data(
export,
os.path.dirname(os.path.abspath(__file__)).replace("common", "stocks"),
"kc",
df_ta,
)

166
gamestonk_terminal/stocks/technical_analysis/ta_controller.py
View File

@@ -62,6 +62,7 @@ class TechnicalAnalysisController:
"aroon",
"bbands",
"donchian",
"kc",
"ad",
"adosc",
"obv",
@@ -131,6 +132,7 @@ Trend:
Volatility:
bbands bollinger bands
donchian donchian channels
kc keltner channels
Volume:
ad accumulation/distribution line
adosc chaikin oscillator
@@ -281,6 +283,10 @@ 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
@@ -325,6 +331,10 @@ 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
@@ -434,6 +444,7 @@ Custom:
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
@@ -485,6 +496,7 @@ Custom:
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
@@ -536,6 +548,7 @@ Custom:
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
@@ -627,6 +640,10 @@ 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
@@ -690,6 +707,10 @@ 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
@@ -761,6 +782,10 @@ 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
@@ -829,6 +854,10 @@ 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
@@ -898,6 +927,10 @@ 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
@@ -947,6 +980,10 @@ 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
@@ -995,9 +1032,14 @@ 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
momentum_view.view_cg(
s_ticker=self.ticker,
s_interval=self.interval,
@@ -1058,6 +1100,10 @@ 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
@@ -1113,15 +1159,6 @@ Custom:
default=100,
help="scalar",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=check_positive,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
@@ -1132,6 +1169,10 @@ 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
@@ -1204,9 +1245,14 @@ 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
volatility_view.view_bbands(
ticker=self.ticker,
s_interval=self.interval,
@@ -1263,9 +1309,14 @@ 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
volatility_view.view_donchian(
ticker=self.ticker,
s_interval=self.interval,
@@ -1278,6 +1329,87 @@ Custom:
except Exception as e:
print(e, "\n")
def call_kc(self, other_args: List[str]):
"""Process kc command"""
parser = argparse.ArgumentParser(
add_help=False,
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
prog="kc",
description="""
Keltner Channels are volatility-based bands that are placed
on either side of an asset's price and can aid in determining
the direction of a trend.The Keltner channel uses the average
true range (ATR) or volatility, with breaks above or below the top
and bottom barriers signaling a continuation.
""",
)
parser.add_argument(
"-l",
"--length",
action="store",
dest="n_length",
type=check_positive,
default=20,
help="Window length",
)
parser.add_argument(
"-s",
"--scalar",
action="store",
dest="n_scalar",
type=check_positive,
default=2,
help="scalar",
)
parser.add_argument(
"-m",
"--mamode",
action="store",
dest="s_mamode",
default="ema",
choices=["ema", "sma", "wma", "hma", "zlma"],
help="mamode",
)
parser.add_argument(
"-o",
"--offset",
action="store",
dest="n_offset",
type=int,
default=0,
help="offset",
)
parser.add_argument(
"--export",
choices=["csv", "json", "xlsx"],
default="",
type=str,
dest="export",
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
volatility_view.view_kc(
s_ticker=self.ticker,
s_interval=self.interval,
df_stock=self.stock,
length=ns_parser.n_length,
scalar=ns_parser.n_scalar,
mamode=ns_parser.s_mamode,
offset=ns_parser.n_offset,
export=ns_parser.export,
)
except Exception as e:
print(e, "\n")
def call_ad(self, other_args: List[str]):
"""Process ad command"""
parser = argparse.ArgumentParser(
@@ -1314,6 +1446,10 @@ 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
@@ -1379,6 +1515,10 @@ 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
@@ -1421,6 +1561,10 @@ 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
@@ -1475,6 +1619,10 @@ 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