Add files via upload

SMA only

Core/Ind_Envelopes.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 Envelopes:
+
+    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 getAns(self):
+        ans={
+                'MainEnv':[],
+                'PlusEnv':[],
+                'MinusEnv':[],
+                'x':[]
+        }
+        dictResp={}
+        dictResp['MeanType']=self.options['MeanType']
+        dictResp['valueType']=self.options['valueType']
+        
+        try:
+            dictResp['window'] = self.options['window']
+            dictResp['span'] = self.options['window']
+        except:
+            pass
+        
+    
+        
+        
+        op={'dataType':'ohcl',
+            'action':'findMean',
+            'actionOptions':dictResp
+        }
+        if dictResp['MeanType']=='SMA':
+
+            y=CoreTraidMath.CoreMath(self.base_df,op).ans
+            ans['MainEnv']=y[:len(y)-self.options['shift']]
+            ans['PlusEnv']=ans['MainEnv']*(1+self.options['kProc']/100)
+            ans['MinusEnv']=ans['MainEnv']*(1-self.options['kProc']/100)
+            ans['x']=self.base_df['date'][self.options['window']-1+self.options['shift']:]
+        
+        
+        
+        
+        
+        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['MainEnv'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'MainEnv'
+            
+        })
+        req.append({
+            'vtype':'Scatter',
+            'df':pd.DataFrame(
+                {'value':self.ans['PlusEnv'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'PlusEnv'
+            
+        })
+        req.append({
+            'vtype':'Scatter',
+            'df':pd.DataFrame(
+                {'value':self.ans['MinusEnv'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'MinusEnv'
+            
+        })
+        
+        self.figDict=req
+        ans = CoreDraw.coreDraw(req,drawFig)
+        return ans