mirror of
https://github.com/OpenBB-finance/OpenBB.git
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dcf3bfe1f7
* Handle no adj close * Added fixes for bad data handling * Finished switching model layout * Fixed all the bugs * Big fixes * Handle a lot more bugs * A couple more enhancements * Fixed issue Co-authored-by: Henrique Joaquim <h.joaquim@campus.fct.unl.pt> Co-authored-by: James Maslek <jmaslek11@gmail.com>
84 lines
1.8 KiB
Python
84 lines
1.8 KiB
Python
"""Trend Indicators Technical Analysis Model"""
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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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from openbb_terminal.common.technical_analysis import ta_helpers
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def adx(
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data: pd.DataFrame,
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window: int = 14,
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scalar: int = 100,
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drift: int = 1,
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) -> pd.DataFrame:
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"""ADX technical indicator
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Parameters
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----------
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data : pd.DataFrame
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Dataframe with OHLC price data
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window: int
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Length of window
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scalar: int
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Scalar variable
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drift: int
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Drift variable
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Returns
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-------
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pd.DataFrame
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DataFrame with adx indicator
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"""
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close_col = ta_helpers.check_columns(data)
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if close_col is None:
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return pd.DataFrame()
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return pd.DataFrame(
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ta.adx(
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high=data["High"],
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low=data["Low"],
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close=data[close_col],
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length=window,
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scalar=scalar,
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drift=drift,
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).dropna()
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)
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@log_start_end(log=logger)
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def aroon(data: pd.DataFrame, window: int = 25, scalar: int = 100) -> pd.DataFrame:
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"""Aroon technical indicator
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Parameters
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----------
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data : pd.DataFrame
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Dataframe with OHLC price data
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window : int
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Length of window
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scalar : int
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Scalar variable
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Returns
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-------
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pd.DataFrame
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DataFrame with aroon indicator
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"""
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close_col = ta_helpers.check_columns(data, close=False)
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if close_col is None:
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return pd.DataFrame()
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return pd.DataFrame(
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ta.aroon(
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high=data["High"],
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low=data["Low"],
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length=window,
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scalar=scalar,
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).dropna()
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)
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