Files
OpenBB/technical_analysis/trend.py

78 lines
4.7 KiB
Python

import argparse
import pandas_ta as ta
from stock_market_helper_funcs import *
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
# ----------------------------------------------------- ADX -----------------------------------------------------
def adx(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(prog='adx',
description=""" The ADX is a Welles Wilder style moving average of the Directional
Movement Index (DX). The values range from 0 to 100, but rarely get above 60.
To interpret the ADX, consider a high number to be a strong trend, and a low number,
a weak trend. """)
parser.add_argument('-l', "--length", action="store", dest="n_length", type=check_positive, default=14, help='length')
parser.add_argument('-s', "--scalar", action="store", dest="n_scalar", type=check_positive, default=100, help='scalar')
parser.add_argument('-d', "--drift", action="store", dest="n_drift", type=check_positive, default=1, help='drift')
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0, help='offset')
try:
(ns_parser, l_unknown_args) = parser.parse_known_args(l_args)
if l_unknown_args:
print(f"The following args couldn't be interpreted: {l_unknown_args}\n")
return
# Daily
if s_interval == "1440min":
df_ta = ta.adx(high=df_stock['2. high'], low=df_stock['3. low'], close=df_stock['5. adjusted close'], length=ns_parser.n_length,
scalar=ns_parser.n_scalar, drift=ns_parser.n_drift, offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['5. adjusted close'], s_ticker, df_ta, "ADX")
# Intraday
else:
df_ta = ta.adx(high=df_stock['2. high'], low=df_stock['3. low'], close=df_stock['4. close'], length=ns_parser.n_length,
scalar=ns_parser.n_scalar, drift=ns_parser.n_drift, offset=ns_parser.n_offset).dropna()
plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta, "ADX")
except:
print("")
# ----------------------------------------------------- AROON -----------------------------------------------------
def aroon(l_args, s_ticker, s_interval, df_stock):
parser = argparse.ArgumentParser(prog='aroon',
description=""" The word aroon is Sanskrit for "dawn's early light." The Aroon
indicator attempts to show when a new trend is dawning. The indicator consists
of two lines (Up and Down) that measure how long it has been since the highest
high/lowest low has occurred within an n period range. \n \n When the Aroon Up is
staying between 70 and 100 then it indicates an upward trend. When the Aroon Down
is staying between 70 and 100 then it indicates an downward trend. A strong upward
trend is indicated when the Aroon Up is above 70 while the Aroon Down is below 30.
Likewise, a strong downward trend is indicated when the Aroon Down is above 70 while
the Aroon Up is below 30. Also look for crossovers. When the Aroon Down crosses above
the Aroon Up, it indicates a weakening of the upward trend (and vice versa). """)
parser.add_argument('-l', "--length", action="store", dest="n_length", type=check_positive, default=14, help='length')
parser.add_argument('-s', "--scalar", action="store", dest="n_scalar", type=check_positive, default=100, help='scalar')
parser.add_argument('-o', "--offset", action="store", dest="n_offset", type=check_positive, default=0, help='offset')
try:
(ns_parser, l_unknown_args) = parser.parse_known_args(l_args)
if l_unknown_args:
print(f"The following args couldn't be interpreted: {l_unknown_args}\n")
return
df_ta = ta.aroon(high=df_stock['2. high'], low=df_stock['3. low'], length=ns_parser.n_length,
scalar=ns_parser.n_scalar, offset=ns_parser.n_offset).dropna()
# Daily
if s_interval == "1440min":
plot_stock_and_ta(df_stock['5. adjusted close'], s_ticker, df_ta.iloc[:,-1], "AROON")
# Intraday
else:
plot_stock_and_ta(df_stock['4. close'], s_ticker, df_ta.iloc[:,-1], "AROON")
except:
print("")