Python talib.AD Examples

The following are 7 code examples of talib.AD(). You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may also want to check out all available functions/classes of the module talib , or try the search function .
Example #1
Source File: data_preprocessing.py    From StarTrader with MIT License 22 votes vote down vote up 
def technical_indicators_df(self, daily_data):
        """
        Assemble a dataframe of technical indicator series for a single stock
        """
        o = daily_data['Open'].values
        c = daily_data['Close'].values
        h = daily_data['High'].values
        l = daily_data['Low'].values
        v = daily_data['Volume'].astype(float).values
        # define the technical analysis matrix

        # Most data series are normalized by their series' mean
        ta = pd.DataFrame()
        ta['MA5'] = tb.MA(c, timeperiod=5) / tb.MA(c, timeperiod=5).mean()
        ta['MA10'] = tb.MA(c, timeperiod=10) / tb.MA(c, timeperiod=10).mean()
        ta['MA20'] = tb.MA(c, timeperiod=20) / tb.MA(c, timeperiod=20).mean()
        ta['MA60'] = tb.MA(c, timeperiod=60) / tb.MA(c, timeperiod=60).mean()
        ta['MA120'] = tb.MA(c, timeperiod=120) / tb.MA(c, timeperiod=120).mean()
        ta['MA5'] = tb.MA(v, timeperiod=5) / tb.MA(v, timeperiod=5).mean()
        ta['MA10'] = tb.MA(v, timeperiod=10) / tb.MA(v, timeperiod=10).mean()
        ta['MA20'] = tb.MA(v, timeperiod=20) / tb.MA(v, timeperiod=20).mean()
        ta['ADX'] = tb.ADX(h, l, c, timeperiod=14) / tb.ADX(h, l, c, timeperiod=14).mean()
        ta['ADXR'] = tb.ADXR(h, l, c, timeperiod=14) / tb.ADXR(h, l, c, timeperiod=14).mean()
        ta['MACD'] = tb.MACD(c, fastperiod=12, slowperiod=26, signalperiod=9)[0] / \
                     tb.MACD(c, fastperiod=12, slowperiod=26, signalperiod=9)[0].mean()
        ta['RSI'] = tb.RSI(c, timeperiod=14) / tb.RSI(c, timeperiod=14).mean()
        ta['BBANDS_U'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[0] / \
                         tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[0].mean()
        ta['BBANDS_M'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[1] / \
                         tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[1].mean()
        ta['BBANDS_L'] = tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[2] / \
                         tb.BBANDS(c, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)[2].mean()
        ta['AD'] = tb.AD(h, l, c, v) / tb.AD(h, l, c, v).mean()
        ta['ATR'] = tb.ATR(h, l, c, timeperiod=14) / tb.ATR(h, l, c, timeperiod=14).mean()
        ta['HT_DC'] = tb.HT_DCPERIOD(c) / tb.HT_DCPERIOD(c).mean()
        ta["High/Open"] = h / o
        ta["Low/Open"] = l / o
        ta["Close/Open"] = c / o

        self.ta = ta
Example #2
Source File: ta_indicator_mixin.py    From strategy with Apache License 2.0 6 votes vote down vote up 
def ad(self, sym, frequency):
        if not self.kbars_ready(sym, frequency):
            return []

        highs = self.high(sym, frequency)
        lows = self.low(sym, frequency)
        closes = self.close(sym, frequency)
        volumes = self.volume(sym, frequency)

        v = ta.AD(highs, lows, closes, volumes)

        return v
Example #3
Source File: ad.py    From jesse with MIT License 6 votes vote down vote up 
def ad(candles: np.ndarray, sequential=False) -> Union[float, np.ndarray]:
    """
    AD - Chaikin A/D Line

    :param candles: np.ndarray
    :param sequential: bool - default=False

    :return: float | np.ndarray
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    res = talib.AD(candles[:, 3], candles[:, 4], candles[:, 2], candles[:, 5])

    if sequential:
        return res
    else:
        return None if np.isnan(res[-1]) else res[-1]
Example #4
Source File: talib_indicators.py    From QUANTAXIS with MIT License 5 votes vote down vote up 
def AD(DataFrame):
    res = talib.AD(DataFrame.high.values, DataFrame.low.values,
                   DataFrame.close.values, DataFrame.volume.values)
    return pd.DataFrame({'AD': res}, index=DataFrame.index)
Example #5
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def AD(frame, high_col='high', low_col='low', close_col='close', vol_col='Volume'):
    """Chaikin A/D Line"""
    return _frame_to_series(frame, [high_col, low_col, close_col, vol_col], talib.AD)
Example #6
Source File: test_indicator_volume.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_ad(self):
        result = pandas_ta.ad(self.high, self.low, self.close, self.volume_)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'AD')

        try:
            expected = tal.AD(self.high, self.low, self.close, self.volume_)
            pdt.assert_series_equal(result, expected, check_names=False)
        except AssertionError as ae:
            try:
                corr = pandas_ta.utils.df_error_analysis(result, expected, col=CORRELATION)
                self.assertGreater(corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result, CORRELATION, ex)
Example #7
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def AD(data, **kwargs):
    _check_talib_presence()
    popen, phigh, plow, pclose, pvolume = _extract_ohlc(data)
    return talib.AD(popen, phigh, plow, pclose, pvolume, **kwargs)