Python talib.MOM Examples

The following are 13 code examples of talib.MOM(). 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: ao.py    From jesse with MIT License 7 votes vote down vote up 
def ao(candles: np.ndarray, sequential=False) -> AO:
    """
    Awesome Oscillator

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

    :return: AO(osc, change)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    med = talib.MEDPRICE(candles[:, 3], candles[:, 4])
    res = talib.SMA(med, 5) - talib.SMA(med, 34)

    mom = talib.MOM(res, timeperiod=1)

    if sequential:
        return AO(res, mom)
    else:
        return AO(res[-1], mom[-1])
Example #2
Source File: acosc.py    From jesse with MIT License 6 votes vote down vote up 
def acosc(candles: np.ndarray, sequential=False) -> AC:
    """
    Acceleration / Deceleration Oscillator (AC)

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

    :return: AC(osc, change)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    med = talib.MEDPRICE(candles[:, 3], candles[:, 4])
    ao = talib.SMA(med, 5) - talib.SMA(med, 34)

    res = ao - talib.SMA(ao, 5)
    mom = talib.MOM(res, timeperiod=1)

    if sequential:
        return AC(res, mom)
    else:
        return AC(res[-1], mom[-1])
Example #3
Source File: tsi.py    From jesse with MIT License 6 votes vote down vote up 
def tsi(candles: np.ndarray, long_period=25, short_period=13, source_type="close", sequential=False) -> Union[
    float, np.ndarray]:
    """
     True strength index (TSI)

    :param candles: np.ndarray
    :param long_period: int - default: 25
    :param short_period: int - default: 13
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

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

    source = get_candle_source(candles, source_type=source_type)
    r = 100 * (talib.EMA((talib.EMA(talib.MOM(source, 1), long_period)), short_period)) / (
        talib.EMA((talib.EMA(np.absolute(talib.MOM(source, 1)), long_period)), short_period))

    return r if sequential else r[-1]
Example #4
Source File: mom.py    From jesse with MIT License 6 votes vote down vote up 
def mom(candles: np.ndarray, period=10, source_type="close", sequential=False) -> Union[float, np.ndarray]:
    """
    MOM - Momentum

    :param candles: np.ndarray
    :param period: int - default=10
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

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

    source = get_candle_source(candles, source_type=source_type)
    res = talib.MOM(source, timeperiod=period)

    if sequential:
        return res
    else:
        return None if np.isnan(res[-1]) else res[-1]
Example #5
Source File: apriori.py    From cryptotrader with MIT License 5 votes vote down vote up 
def momentum(obs, period=14):
    prices = obs.xs('open', level=1, axis=1).astype(np.float64)
    # mean_volume = obs.xs('volume', level=1, axis=1).astype(np.float64).apply(lambda x: safe_div(x[-period:-1].sum(),
    #                                                                     x[-int(2 * period):-period].sum()), raw=True)
    mom = prices.apply(ta.MOM, timeperiod=period, raw=True).fillna(0.0)
    return 1 + safe_div(mom, prices.iloc[-period])# * mean_volume
Example #6
Source File: ta_indicator_mixin.py    From strategy with Apache License 2.0 5 votes vote down vote up 
def mom(self, sym, frequency, period=5):
        if not self.kbars_ready(sym, frequency):
            return []

        closes = self.close(sym, frequency)

        mom = ta.MOM(closes, timeperiod=period)
        return mom
Example #7
Source File: test_pandas_talib.py    From pandas_talib with MIT License 5 votes vote down vote up 
def test_indicator_MOM(self):
        n = 3
        price = 'Close'
        result = MOM(df, n)
        isinstance(result, pd.DataFrame)
        expected = talib.MOM(df[price].values, timeperiod=n)
        np.testing.assert_almost_equal(result.values, expected)
Example #8
Source File: ta.py    From dash-technical-charting with MIT License 5 votes vote down vote up 
def add_MOM(self, timeperiod=10,
            type='line', color='secondary', **kwargs):
    """Momentum Indicator."""

    if not self.has_close:
        raise Exception()

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

    name = 'MOM({})'.format(str(timeperiod))
    self.sec[name] = dict(type=type, color=color)
    self.ind[name] = talib.MOM(self.df[self.cl].values,
                               timeperiod)
Example #9
Source File: gatorosc.py    From jesse with MIT License 5 votes vote down vote up 
def gatorosc(candles: np.ndarray, source_type="close", sequential=False) -> GATOR:
    """
    Gator Oscillator by Bill M. Williams

    :param candles: np.ndarray
    :param source_type: str - default: "close"
    :param sequential: bool - default=False

    :return: GATOR(upper, lower, upper_change, lower_change)
    """

    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    source = get_candle_source(candles, source_type=source_type)

    jaw = shift(numpy_ewma(source, 13), 8)
    teeth = shift(numpy_ewma(source, 8), 5)
    lips = shift(numpy_ewma(source, 5), 3)

    upper = np.abs(jaw - teeth)
    lower = -np.abs(teeth - lips)

    upper_change = talib.MOM(upper, timeperiod=1)
    lower_change = -talib.MOM(lower, timeperiod=1)

    if sequential:
        return GATOR(upper, lower, upper_change, lower_change)
    else:
        return GATOR(upper[-1], lower[-1], upper_change[-1], lower_change[-1])


# preallocate empty array and assign slice by chrisaycock
Example #10
Source File: test_reg.py    From finta with GNU Lesser General Public License v3.0 5 votes vote down vote up 
def test_mom():
    '''test TA.MOM'''

    mom = TA.MOM(ohlc, 15)
    talib_mom = talib.MOM(ohlc['close'], 15)

    assert round(talib_mom[-1], 5) == round(mom.values[-1], 5)
Example #11
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def MOM(series, n=10):
    return _series_to_series(series, talib.MOM, n)
Example #12
Source File: test_indicator_momentum.py    From pandas-ta with MIT License 5 votes vote down vote up 
def test_mom(self):
        result = pandas_ta.mom(self.close)
        self.assertIsInstance(result, Series)
        self.assertEqual(result.name, 'MOM_10')

        try:
            expected = tal.MOM(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 #13
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def MOM(data, **kwargs):
    _check_talib_presence()
    prices = _extract_series(data)
    return talib.MOM(prices, **kwargs)