Python talib.NATR Examples

The following are 6 code examples of talib.NATR(). 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: natr.py    From jesse with MIT License 6 votes vote down vote up 
def natr(candles: np.ndarray, period=14, sequential=False) -> Union[float, np.ndarray]:
    """
    NATR - Normalized Average True Range

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

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

    res = talib.NATR(candles[:, 3], candles[:, 4], candles[:, 2], timeperiod=period)

    if sequential:
        return res
    else:
        return None if np.isnan(res[-1]) else res[-1]
Example #2
Source File: kline_data.py    From klineyes with MIT License 6 votes vote down vote up 
def get_indicator(df, indicator):
        ret_df = df
        if 'MACD' in indicator:
            macd, macdsignal, macdhist = ta.MACD(df.close.values, fastperiod=12, slowperiod=26, signalperiod=9)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([macd, macdsignal, macdhist]).T.rename(columns={0: "macddif", 1: "macddem", 2: "macdhist"}), ret_df)
            ret_df = KlineData._merge_dataframe(line_intersections(ret_df, columns=['macddif', 'macddem']), ret_df)
        if 'MFI' in indicator:
            real = ta.MFI(df.high.values, df.low.values, df.close.values, df.volume.values, timeperiod=14)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "mfi"}), ret_df)
        if 'ATR' in indicator:
            real = ta.NATR(df.high.values, df.low.values, df.close.values, timeperiod=14)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "atr"}), ret_df)
        if 'ROCR' in indicator:
            real = ta.ROCR(df.close.values, timeperiod=10)
            ret_df = KlineData._merge_dataframe(pd.DataFrame([real]).T.rename(columns={0: "rocr"}), ret_df)
        ret_df['date'] = pd.to_datetime(ret_df['date'], format='%Y-%m-%d')
        return ret_df
Example #3
Source File: ta_indicator_mixin.py    From strategy with Apache License 2.0 5 votes vote down vote up 
def natr(self, sym, frequency, period=14):
        if not self.kbars_ready(sym, frequency):
            return []

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

        natr = ta.NATR(highs, lows, closes, timeperiod=period)
        return natr
Example #4
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def NATR(frame, n=14, high_col='high', low_col='low', close_col='close'):
    return _frame_to_series(frame, [high_col, low_col, close_col], talib.NATR, n)
Example #5
Source File: test_indicator_volatility.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_natr(self):
        result = pandas_ta.natr(self.high, self.low, self.close)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'NATR_14')

        try:
            expected = tal.NATR(self.high, self.low, self.close)
            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 #6
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def NATR(data, **kwargs):
    _check_talib_presence()
    _, phigh, plow, pclose, _ = _extract_ohlc(data)
    return talib.NATR(phigh, plow, pclose, **kwargs)