From c33e65cd8308ed7869289158628e467d71a976a7 Mon Sep 17 00:00:00 2001 From: Redsandy <34872843+Redsandyg@users.noreply.github.com> Date: Fri, 11 Mar 2022 23:58:33 +0300 Subject: [PATCH] Add files via upload --- Core/Ind_DonchianChannel.py | 108 ++++++++++++++++++++++++++++++++++++ 1 file changed, 108 insertions(+) create mode 100644 Core/Ind_DonchianChannel.py diff --git a/Core/Ind_DonchianChannel.py b/Core/Ind_DonchianChannel.py new file mode 100644 index 0000000..7a6748b --- /dev/null +++ b/Core/Ind_DonchianChannel.py @@ -0,0 +1,108 @@ +import pandas as pd +import datetime +import numpy as np +import plotly as pl +import plotly.graph_objs as go +import matplotlib.pyplot as plt +import math +import scipy +import random +import statistics + + +import datetime +import matplotlib.dates as mdates +import matplotlib.pyplot as plt + +import mplfinance as mpf + +import plotly +#import plotly.plotly as py +import plotly.graph_objs as go +# these two lines allow your code to show up in a notebook +from plotly.offline import init_notebook_mode, iplot +from plotly.subplots import make_subplots +init_notebook_mode() + +import CoreTraidMath +import CoreDraw + + + +class IDC: + + def __init__(self, base_df,options={}, needFig=False,showOnlyIndex=True,drawFig=False): + self.base_df=base_df.reset_index(drop=True) + self.options=options + self.ans=self.getAns() + if needFig: + self.fig=self.pltShow(showOnlyIndex,drawFig) + + def getSMA(self,windowSMA): + return np.convolve(self.npCol, np.ones(int(windowSMA)), 'valid') / int(windowSMA) + + + + + + def getAns(self): + ans={ + 'MaxExt':[], + 'MinExt':[], + 'x':[] + + } + opMin={'dataType':'ohcl', + 'action':'findExt', + 'actionOptions':{'extremumtype':'min','valueType':'low'} + } + opMax={'dataType':'ohcl', + 'action':'findExt', + 'actionOptions':{'extremumtype':'max','valueType':'high'} + } + + for i in range(self.options['window'],len(self.base_df)-self.options['shift']+1): + ans['MaxExt'].append(CoreTraidMath.CoreMath(self.base_df[i-self.options['window']:i],opMax).ans) + ans['x'].append(self.base_df['date'][i-1+self.options['shift']]) + ans['MinExt'].append(CoreTraidMath.CoreMath(self.base_df[i-self.options['window']:i],opMin).ans) + return ans + + + def pltShow(self,showOnlyIndex,drawFig): + ans=None + req=[] + row=1 + if not showOnlyIndex: + + #row=2 + req.append({ + 'vtype':'OCHL', + 'df':self.base_df, + 'row':1, + 'col':1, + 'name':'OHCL' + + }) + req.append({ + 'vtype':'Scatter', + 'df':pd.DataFrame( + {'value':self.ans['MaxExt'],'date':self.ans['x']}) , + 'row':row, + 'col':1, + 'name':'MaxExt' + + }) + req.append({ + 'vtype':'Scatter', + 'df':pd.DataFrame( + {'value':self.ans['MinExt'],'date':self.ans['x']}) , + 'row':row, + 'col':1, + 'name':'MinExt' + + }) + + + self.figDict=req + ans = CoreDraw.coreDraw(req,drawFig) + return ans \ No newline at end of file