Python talib.MFI Examples

The following are 9 code examples of talib.MFI(). 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: ta.py    From dash-technical-charting with MIT License 6 votes vote down vote up 
def add_MFI(self, timeperiod=14,
            type='line', color='secondary', **kwargs):
    """Money Flow Index."""

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

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

    name = 'MFI({})'.format(str(timeperiod))
    self.sec[name] = dict(type=type, color=color)
    self.ind[name] = talib.MFI(self.df[self.hi].values,
                               self.df[self.lo].values,
                               self.df[self.cl].values,
                               self.df[self.vo].values,
                               timeperiod)
Example #2
Source File: mfi.py    From jesse with MIT License 6 votes vote down vote up 
def mfi(candles: np.ndarray, period=14, sequential=False) -> Union[float, np.ndarray]:
    """
    MFI - Money Flow Index

    :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.MFI(candles[:, 3], candles[:, 4], candles[:, 2], candles[:, 5], timeperiod=period)

    if sequential:
        return res
    else:
        return None if np.isnan(res[-1]) else res[-1]
Example #3
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 #4
Source File: IndicatorSubsystem.py    From cbpro-trader with GNU General Public License v3.0 5 votes vote down vote up 
def calculate_mfi(self, period_name, highs, lows, closing_prices, volumes):
        mfi = talib.MFI(highs, lows, closing_prices, volumes)

        self.current_indicators[period_name]['mfi'] = mfi[-1]
Example #5
Source File: ta_indicator_mixin.py    From strategy with Apache License 2.0 5 votes vote down vote up 
def mfi(self, sym, frequency, *args, **kwargs):
        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.MFI(highs, lows, closes, volumes, *args, **kwargs)

        return v
Example #6
Source File: test_reg.py    From finta with GNU Lesser General Public License v3.0 5 votes vote down vote up 
def test_mfi():
    '''test TA.MFI'''

    mfi = TA.MFI(ohlc, 9)
    talib_mfi = talib.MFI(ohlc['high'], ohlc['low'], ohlc['close'], ohlc['volume'], 9)

    assert int(talib_mfi[-1]) == int(mfi.values[-1])
Example #7
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def MFI(frame, n=14, high_col='high', low_col='low', close_col='close', vol_col='Volume'):
    """money flow inedx"""
    return _frame_to_series(frame, [high_col, low_col, close_col, vol_col], talib.MFI, n)
Example #8
Source File: test_indicator_volume.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_mfi(self):
        result = pandas_ta.mfi(self.high, self.low, self.close, self.volume_)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'MFI_14')

        try:
            expected = tal.MFI(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 #9
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def MFI(data, **kwargs):
    _check_talib_presence()
    popen, phigh, plow, pclose, pvolume = _extract_ohlc(data)
    return talib.MFI(popen, phigh, plow, pclose, pvolume, **kwargs)