Python talib.OBV Examples

The following are 5 code examples of talib.OBV(). 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: IndicatorSubsystem.py    From cbpro-trader with GNU General Public License v3.0 7 votes vote down vote up 
def calculate_obv(self, period_name, closing_prices, volumes):
        obv = talib.OBV(closing_prices, volumes)
        obv_ema = talib.EMA(obv, timeperiod=3)

        self.current_indicators[period_name]['obv_ema'] = obv_ema[-1]
        self.current_indicators[period_name]['obv'] = obv[-1]
Example #2
Source File: obv.py    From jesse with MIT License 5 votes vote down vote up 
def obv(candles: np.ndarray, sequential=False) -> Union[float, np.ndarray]:
    """
    OBV - On Balance Volume

    :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.OBV(candles[:, 2], candles[:, 5])

    if sequential:
        return res
    else:
        return None if np.isnan(res[-1]) else res[-1]
Example #3
Source File: test_reg.py    From finta with GNU Lesser General Public License v3.0 5 votes vote down vote up 
def test_obv():
    """test OBC"""

    obv = TA.OBV(ohlc)
    talib_obv = talib.OBV(ohlc["close"], ohlc["volume"])

    #assert obv.values[-1] == talib_obv[-1]
    #assert -149123.0 == -148628.0
    pass  # close enough
Example #4
Source File: test_indicator_volume.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_obv(self):
        result = pandas_ta.obv(self.close, self.volume_)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'OBV')

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


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# Cycle Indicators
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