Python talib.MIN Examples

The following are 10 code examples of talib.MIN(). 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: donchian.py    From jesse with MIT License 8 votes vote down vote up 
def donchian(candles: np.ndarray, period=20, sequential=False) -> DonchianChannel:
    """
    Donchian Channels

    :param candles: np.ndarray
    :param period: int - default: 20
    :param sequential: bool - default=False

    :return: DonchianChannel(upperband, middleband, lowerband)
    """
    if not sequential and len(candles) > 240:
        candles = candles[-240:]

    UC = talib.MAX(candles[:, 3], timeperiod=period)
    LC = talib.MIN(candles[:, 4], timeperiod=period)
    MC = ((UC + LC) / 2)

    if sequential:
        return DonchianChannel(UC, MC, LC)
    else:
        return DonchianChannel(UC[-1], MC[-1], LC[-1])
Example #2
Source File: technical_indicators.py    From 51bitqunt with MIT License 5 votes vote down vote up 
def calculate_cmi_indicator(df):  # RSI

    cmi_period = 30
    cmi_ma_period = 10
    roc = df['close'].diff(cmi_period)
    h1 = ta.MAX(df['high'], cmi_period) - ta.MIN(df['low'], cmi_period)
    cmi = abs(roc / h1) * 100
    cmi_ma = ta.MA(cmi, cmi_ma_period)  # rolling.
    return cmi_ma
Example #3
Source File: array_manager.py    From 51bitqunt with MIT License 5 votes vote down vote up 
def donchian(self, n, array=False):
        """
        Donchian Channel.
        """
        up = talib.MAX(self.high, n)
        down = talib.MIN(self.low, n)

        if array:
            return up, down
        return up[-1], down[-1]
Example #4
Source File: ta_lib.py    From ctpbee with MIT License 5 votes vote down vote up 
def donchian(self, n, array=False):
        """
        Donchian Channel.
        """
        up = talib.MAX(self.high, n)
        down = talib.MIN(self.low, n)

        if array:
            return up, down
        return up[-1], down[-1]
Example #5
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def MINMAX(series, n=30):
    return _series_to_frame(series, ['MIN', 'MAX'], talib.MINMAX, n)
Example #6
Source File: talib_wrapper.py    From tia with BSD 3-Clause "New" or "Revised" License 5 votes vote down vote up 
def MIN(series, n=30):
    return _series_to_series(series, talib.MIN, n)
Example #7
Source File: talib_indicators.py    From qtpylib with Apache License 2.0 5 votes vote down vote up 
def MIN(data, **kwargs):
    _check_talib_presence()
    prices = _extract_series(data)
    return talib.MIN(prices, **kwargs)
Example #8
Source File: strategy_model.py    From equant with GNU General Public License v2.0 5 votes vote down vote up 
def getLowest(self, price, length):
        if (not isinstance(price, np.ndarray) and not isinstance(price, list)) or len(price) == 0:
            return np.array([])

        arr = np.array(price) if isinstance(price, list) else price
        if length <= 1:
            return arr

        return talib.MIN(arr, length)
Example #9
Source File: GoStraight.py    From equant with GNU General Public License v2.0 5 votes vote down vote up 
def handle_data(context):
    MA1 = talib.MA(Close(), timeperiod=p)
    MA2 = talib.MIN(Low(), timeperiod=p)
    MA3 = talib.MAX(High(), timeperiod=p)
    #LogInfo(MA2)
    #LogInfo(MA3)
    MA4 = talib.MA(Close(), timeperiod=N1)
    MA5 = talib.MA(Close(), timeperiod=N2)
    if len(MA2) < 55 or len(MA3) < 67:
        return

    if MarketPosition() == 0:
        if (Close()[-1] > MA1[-1]) and (MA5[-1] > MA4[-1]) and (Close()[-1] > MA3[-N0]):
            Buy(1, Close()[-1])
        elif (MA1[-1] > Close()[-1]) and (MA5[-1] < MA4[-1]) and (Close()[-1] < MA4[-1]):
            SellShort(1, Close()[-1])
        else:
            pass

    else:
        if Close()[-1] < MA2[-N]:
            Sell(1, Close()[-1])
        elif Close()[-1] > MA3[-N0]:
            BuyToCover(1,Close()[-1])    #买平仓
        else:
            pass
Example #10
Source File: strategy_qsdd.py    From QUANTAXIS with MIT License 4 votes vote down vote up 
def QSDD(dataframe, SHORT=12, LONG=26, M=9):
    """
    1.line_mid向上突破line_long，买入信号参考。
    2.line_mid向下跌破line_long，卖出信号参考。
    """
    OPEN = dataframe.open
    HIGH = dataframe.high
    LOW = dataframe.low
    CLOSE = dataframe.close

    # QSDD策略
    # A = talib.MA(-100 * (talib.MAX(HIGH, 34) - CLOSE) / (talib.MAX(HIGH, 34) - talib.MIN(LOW, 34)), 19)
    # B = -100 * (talib.MAX(HIGH, 14) - CLOSE) / (talib.MAX(HIGH, 14) - talib.MIN(LOW, 14))
    # D = talib.EMA(-100 * (talib.MAX(HIGH, 34) - CLOSE) / (talib.MAX(HIGH, 34) - talib.MIN(LOW, 34)), 4)
    A = QA.MA(-100 * (QA.HHV(HIGH, 34) - CLOSE) /
              (QA.HHV(HIGH, 34) - QA.LLV(LOW, 34)), 19)
    B = -100 * (QA.HHV(HIGH, 14) - CLOSE) / \
        (QA.HHV(HIGH, 14) - QA.LLV(LOW, 14))
    D = QA.EMA(-100 * (QA.HHV(HIGH, 34) - CLOSE) /
               (QA.HHV(HIGH, 34) - QA.LLV(LOW, 34)), 4)

    line_long = A + 100
    line_short = B + 100
    line_mid = D + 100  # 信号线

    CROSS_JC = QA.CROSS(line_mid, line_long)
    CROSS_SC = QA.CROSS(line_long, line_mid)
    return pd.DataFrame({'line_mid': line_mid, 'line_long': line_long, 'CROSS_JC': CROSS_JC, 'CROSS_SC': CROSS_SC})


# create account