Python talib.AROON Examples

The following are 8 code examples of talib.AROON(). 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: test_indicator_trend.py    From pandas-ta with MIT License 7 votes vote down vote up 
def test_aroon(self):
        result = pandas_ta.aroon(self.high, self.low)
        self.assertIsInstance(result, DataFrame)
        self.assertEqual(result.name, 'AROON_14')

        try:
            expected = tal.AROON(self.high, self.low)
            expecteddf = DataFrame({'AROOND_14': expected[0], 'AROONU_14': expected[1]})
            pdt.assert_frame_equal(result, expecteddf)
        except AssertionError as ae:
            try:
                aroond_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,0], expecteddf.iloc[:,0], col=CORRELATION)
                self.assertGreater(aroond_corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result.iloc[:,0], CORRELATION, ex)

            try:
                aroonu_corr = pandas_ta.utils.df_error_analysis(result.iloc[:,1], expecteddf.iloc[:,1], col=CORRELATION)
                self.assertGreater(aroonu_corr, CORRELATION_THRESHOLD)
            except Exception as ex:
                error_analysis(result.iloc[:,1], CORRELATION, ex, newline=False)
Example #2
Source File: talib_indicators.py    From QUANTAXIS with MIT License 5 votes vote down vote up 
def AROON(DataFrame, N=14):
    """阿隆指标
    
    Arguments:
        DataFrame {[type]} -- [description]
    
    Keyword Arguments:
        N {int} -- [description] (default: {14})
    
    Returns:
        [type] -- [description]
    """

    ar_up, ar_down = talib.AROON(DataFrame.high.values, DataFrame.low.values, N)
    return pd.DataFrame({'AROON_UP': ar_up,'AROON_DOWN': ar_down}, index=DataFrame.index)
Example #3
Source File: ta_indicator_mixin.py    From strategy with Apache License 2.0 5 votes vote down vote up 
def aroon(self, sym, frequency, *args, **kwargs):
        if not self.kbars_ready(sym, frequency):
            return []

        highs = self.high(sym, frequency)
        lows = self.low(sym, frequency)

        v = ta.AROON(highs, lows, *args, **kwargs)

        return v
Example #4
Source File: ta.py    From dash-technical-charting with MIT License 5 votes vote down vote up 
def add_AROON(self, timeperiod=14,
              types=['line', 'line'],
              colors=['increasing', 'decreasing'],
              **kwargs):
    """Aroon indicators.

    Note that the first argument of types and colors refers to Aroon up while
    the second argument refers to Aroon down.

    """
    if not (self.has_high and self.has_low):
        raise Exception()

    utils.kwargs_check(kwargs, VALID_TA_KWARGS)
    if 'kind' in kwargs:
        kwargs['type'] = kwargs['kind']
    if 'kinds' in kwargs:
        types = kwargs['type']

    if 'type' in kwargs:
        types = [kwargs['type']] * 2
    if 'color' in kwargs:
        colors = [kwargs['color']] * 2

    name = 'AROON({})'.format(str(timeperiod))
    uaroon = name + ' [Up]'
    daroon = name + ' [Dn]'
    self.sec[uaroon] = dict(type=types[0], color=colors[0])
    self.sec[daroon] = dict(type=types[1], color=colors[1], on=uaroon)
    self.ind[uaroon], self.ind[daroon] = talib.AROON(self.df[self.hi].values,
                                                     self.df[self.lo].values,
                                                     timeperiod)
Example #5
Source File: aroon.py    From jesse with MIT License 5 votes vote down vote up 
def aroon(candles: np.ndarray, period=14, sequential=False) -> AROON:
    """
    AROON - Aroon

    :param candles: np.ndarray
    :param period: int - default=14
    :param sequential: bool - default=False

    :return: AROON(down, up)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    aroondown, aroonup = talib.AROON(candles[:, 3], candles[:, 4], timeperiod=period)

    if sequential:
        return AROON(aroondown, aroonup)
    else:
        return AROON(aroondown[-1], aroonup[-1])
Example #6
Source File: aroon.py    From Rqalpha-myquant-learning with Apache License 2.0 5 votes vote down vote up 
def handle_bar(context, bar_dict):
    highs = history_bars(context.s1, 60, '1d', 'high')
    lows = history_bars(context.s1, 60, '1d', 'low')

    down, up = talib.AROON(np.array(highs), np.array(lows), timeperiod=24)
    down = down[-1]
    up = up[-1]

    if up > down:
        order_target_percent(context.s1, 0.95)
    else:
        order_target_percent(context.s1, 0.0)


# after_trading函数会在每天交易结束后被调用，当天只会被调用一次
Example #7
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def AROON(frame, n=14, high_col='high', low_col='low'):
    return _frame_to_frame(frame, [high_col, low_col], ['AroonDown', 'AroonUp'], talib.AROON, n)
Example #8
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def AROON(data, **kwargs):
    _check_talib_presence()
    _, phigh, plow, _, _ = _extract_ohlc(data)
    return talib.AROON(phigh, plow, **kwargs)