Files
OpenBB/openbb_terminal/common/technical_analysis/trend_indicators_model.py
jmaslek b71abcfbf4 Updating some names (#1575)
* quick econ fix

* black

* keys and feature flags

* terminal name 👀

* some more replacements

* some more replacements

* edit pyproject

* gst -> openbb

* add example portfolios back to git

* Update api from gst

* sorry.  skipping some tests

* another round of names

* another round of test edits

* Missed some .gst refs and update timezone

* water mark stuff

* Fixing Names in terminal.spec and name of GTFF_DEFAULTS to OBBFF_DEFAULTS

* fix more GST to OpenBB Terminal

* Logging : merge conflicts with main

* Revert wrong files

Co-authored-by: Andrew <andrew.kenreich@gmail.com>
Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-03-29 09:46:26 -04:00

88 lines
1.7 KiB
Python

"""Trend Indicators Technical Analysis Model"""
__docformat__ = "numpy"
import logging
import pandas as pd
import pandas_ta as ta
from openbb_terminal.decorators import log_start_end
logger = logging.getLogger(__name__)
@log_start_end(log=logger)
def adx(
high_values: pd.Series,
low_values: pd.Series,
close_values: pd.Series,
length: int = 14,
scalar: int = 100,
drift: int = 1,
):
"""ADX technical indicator
Parameters
----------
high_values: pd.Series
High prices
low_values: pd.Series
Low prices
close_values: pd.Series
close prices
length: int
Length of window
scalar: int
Scalar variable
drift: int
Drift variable
Returns
-------
pd.DataFrame
DataFrame with adx indicator
"""
return pd.DataFrame(
ta.adx(
high=high_values,
low=low_values,
close=close_values,
length=length,
scalar=scalar,
drift=drift,
).dropna()
)
@log_start_end(log=logger)
def aroon(
high_values: pd.Series, low_values: pd.Series, length: int = 25, scalar: int = 100
) -> pd.DataFrame:
"""Aroon technical indicator
Parameters
----------
high_values: pd.Series
High prices
low_values: pd.Series
Low prices
length : int
Length of window
scalar : int
Scalar variable
Returns
-------
pd.DataFrame
DataFrame with aroon indicator
"""
return pd.DataFrame(
ta.aroon(
high=high_values,
low=low_values,
length=length,
scalar=scalar,
).dropna()
)