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Core/Ind_LRI.py

@@ -0,0 +1,104 @@
+ 
+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 LRI:
+    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.col=self.base_df[self.options['valueType']]
+        self.ans=self.getAns()
+        if needFig:
+            self.fig=self.pltShow(showOnlyIndex,drawFig)
+            
+    def getAns(self):
+        ans=None
+        
+        l=np.asarray(list(range(len(self.col))))
+        k,b=np.polyfit(l,self.col,1)
+        setattr(self,'k',k)
+        setattr(self,'b',b)
+        b1=b+self.options['k']*pow(1-k*k,0.5)
+        b2=b-self.options['k']*pow(1-k*k,0.5)
+        ans={
+            'LRI':l*k+b,
+            'LRI+':l*k+b1,
+            'LRI-':l*k+b2,
+            'x':self.base_df['date']
+        }
+
+
+        
+        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['LRI'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'LRI'
+            
+        })
+        req.append({
+            'vtype':'Scatter',
+            'df':pd.DataFrame(
+                {'value':self.ans['LRI+'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'LRI+'
+            
+        })
+        req.append({
+            'vtype':'Scatter',
+            'df':pd.DataFrame(
+                {'value':self.ans['LRI-'],'date':self.ans['x']}) ,
+            'row':row,
+            'col':1,
+            'name':'LRI-'
+            
+        })
+        self.figDict=req
+        ans = CoreDraw.coreDraw(req,drawFig)
+        return ans