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b71abcfbf4
* 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>
106 lines
2.4 KiB
Python
106 lines
2.4 KiB
Python
"""Volume Technical Analysis"""
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__docformat__ = "numpy"
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import logging
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import pandas as pd
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import pandas_ta as ta
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from openbb_terminal.decorators import log_start_end
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def ad(df_stock: pd.DataFrame, use_open: bool = False) -> pd.DataFrame:
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"""Calculate AD technical indicator
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Parameters
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----------
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df_stock : pd.DataFrame
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Dataframe of prices with OHLC and Volume
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use_open : bool
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Whether to use open prices
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Returns
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-------
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pd.DataFrame
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Dataframe with technical indicator
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"""
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if use_open:
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df_ta = ta.ad(
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high=df_stock["High"],
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low=df_stock["Low"],
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close=df_stock["Close"],
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volume=df_stock["Volume"],
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open_=df_stock["Open"],
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).dropna()
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# Do not use open stock values
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else:
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df_ta = ta.ad(
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high=df_stock["High"],
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low=df_stock["Low"],
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close=df_stock["Close"],
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volume=df_stock["Volume"],
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).dropna()
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return pd.DataFrame(df_ta)
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@log_start_end(log=logger)
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def adosc(
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df_stock: pd.DataFrame, use_open: bool = False, fast: int = 3, slow: int = 10
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) -> pd.DataFrame:
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"""Calculate AD oscillator technical indicator
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Parameters
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----------
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df_stock : pd.DataFrame
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Dataframe of prices
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use_open : bool
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Whether to use open prices
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Returns
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-------
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pd.DataFrame
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Dataframe with technical indicator
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"""
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if use_open:
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df_ta = ta.adosc(
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high=df_stock["High"],
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low=df_stock["Low"],
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close=df_stock["Close"],
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volume=df_stock["Volume"],
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open_=df_stock["Open"],
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fast=fast,
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slow=slow,
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).dropna()
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else:
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df_ta = ta.adosc(
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high=df_stock["High"],
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low=df_stock["Low"],
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close=df_stock["Close"],
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volume=df_stock["Volume"],
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fast=fast,
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slow=slow,
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).dropna()
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return pd.DataFrame(df_ta)
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@log_start_end(log=logger)
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def obv(df_stock: pd.DataFrame) -> pd.DataFrame:
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"""On Balance Volume
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Parameters
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----------
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df_stock: pd.DataFrame
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Dataframe of stock prices
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Returns
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-------
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pd.DataFrame
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Dataframe with technical indicator
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"""
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return pd.DataFrame(
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ta.obv(close=df_stock["Adj Close"], volume=df_stock["Volume"]).dropna()
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)
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