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VWAP for daily

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This commit is contained in:
didier
2021-02-05 00:53:55 +00:00
parent 98cb9683b8
commit ea492c940d
2 changed files with 20 additions and 6 deletions
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23
technical_analysis/overlap.py
View File

@@ -4,6 +4,7 @@ from stock_market_helper_funcs import *
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
# ----------------------------------------------------- EMA -----------------------------------------------------
def ema(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(prog='ema',
@@ -30,11 +31,13 @@ def ema(l_args, s_ticker, s_interval, df_stock):
if s_interval == "1440min":
df_ta = ta.ema(df_stock['5. adjusted close'], length=ns_parser.n_length, offset=ns_parser.n_offset).dropna()
plot_stock_ta(df_stock['5. adjusted close'], s_ticker, df_ta, f"{ns_parser.n_length} EMA")
# Intraday
else:
df_ta = ta.ema(df_stock['4. close'], length=ns_parser.n_length, offset=ns_parser.n_offset).dropna()
plot_stock_ta(df_stock['4. close'], s_ticker, df_ta, f"{ns_parser.n_length} EMA")
print("")
except:
print("")
@@ -64,10 +67,12 @@ def sma(l_args, s_ticker, s_interval, df_stock):
if s_interval == "1440min":
df_ta = ta.sma(df_stock['5. adjusted close'], length=ns_parser.n_length, offset=ns_parser.n_offset).dropna()
plot_stock_ta(df_stock['5. adjusted close'], s_ticker, df_ta, f"{ns_parser.n_length} SMA")
# Intraday
else:
df_ta = ta.sma(df_stock['4. close'], length=ns_parser.n_length, offset=ns_parser.n_offset).dropna()
plot_stock_ta(df_stock['4. close'], s_ticker, df_ta, f"{ns_parser.n_length} SMA")
print("")
except:
print("")
@@ -88,10 +93,20 @@ def vwap(l_args, s_ticker, s_interval, df_stock):
print(f"The following args couldn't be interpreted: {l_unknown_args}\n")
return
df_ta = ta.vwap(high=df_stock['2. high'], low=df_stock['3. low'], close=df_stock['4. close'],
volume=df_stock['5. volume'], offset=ns_parser.n_offset)
# Daily
if s_interval == "1440min":
df_ta = ta.vwap(high=df_stock['2. high'], low=df_stock['3. low'], close=df_stock['5. adjusted close'],
volume=df_stock['6. volume'], offset=ns_parser.n_offset)
plot_stock_ta(df_stock['4. close'], s_ticker, df_ta, "VWAP")
plot_stock_ta(df_stock['5. adjusted close'], s_ticker, df_ta, "VWAP")
# Intraday
else:
df_ta = ta.vwap(high=df_stock['2. high'], low=df_stock['3. low'], close=df_stock['4. close'],
volume=df_stock['5. volume'], offset=ns_parser.n_offset)
plot_stock_ta(df_stock['4. close'], s_ticker, df_ta, "VWAP")
print("")
except:
print("")

3
technical_analysis/ta_menu.py
View File

@@ -34,8 +34,7 @@ def print_technical_analysis(s_ticker, s_start, s_interval):
print("overlap:")
print(" ema exponential moving average")
print(" sma simple moving average")
if s_interval != "1440min":
print(" vwap volume weighted average price")
print(" vwap volume weighted average price")
print("momentum:")
print(" cci commodity channel index")
print(" macd moving average convergence/divergence")