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Core/Ind_DonchianChannel.py

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+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