Adding plot, Heikin Ashi Candlestick, Smoothed Simple Moving Average, Williams indicators.

examples_to_use/ta_plots_example.py

@@ -0,0 +1,52 @@
+from ta.plots import StreamlitPlot, PlotlyPlot
+from ta.momentum import StochasticOscillator
+from ta.volatility import BollingerBands
+import yfinance as yf
+
+def getData():
+    data = yf.download(
+        tickers='TSLA',
+        period="1y",
+        group_by='ticker',
+        auto_adjust=True,
+        prepost=False,
+        threads=True,
+    )
+    return data
+
+df = getData()
+df = df.reset_index()
+
+indicator = StochasticOscillator(high=df['High'], low=df['Low'], close=df['Close'], window=14, smooth_window=3)
+df['Stoch'] = indicator.stoch()
+df['Stoch_signal'] = indicator.stoch_signal()
+indicator_bb = BollingerBands(close=df['Close'], window=20, window_dev=2)
+df["bbh"] = indicator_bb.bollinger_hband()
+df["bbl"] = indicator_bb.bollinger_lband()
+
+
+def streamlitPlot_demo(df):
+    st_plot = StreamlitPlot(df, 'Date', 'Close', 'Open', 'High', 'Low', rows=2, row_heights=[0.7, 0.3])
+    st_plot.addLine(df['bbh'], 'bb_high', row=1)
+    st_plot.addLine(df['bbl'], 'bb_low', row=1)
+    st_plot.addLine(df['Stoch'], 'Stoch', row=2)
+    st_plot.addLine(df['Stoch_signal'], 'Stoch_signal', row=2)
+    st_plot.addHorizontalLine(20, 'oversold', row=2, showlegend=False, color='blue')
+    st_plot.addHorizontalLine(80, 'overbought', row=2, showlegend=False, color='blue')
+    st_plot.addHorizontalArea(range=(0, 20), row=2, color='green')
+    st_plot.addHorizontalArea(range=(80, 100), row=2, color='red')
+    st_plot.show()
+
+def plotlyPlot_demo(df):
+    plotly_plot = PlotlyPlot(df, 'Date', 'Close', 'Open', 'High', 'Low', rows=2, row_heights=[0.7, 0.3])
+    plotly_plot.addLine(df['Stoch'], 'Stoch', row=2)
+    plotly_plot.addLine(df['Stoch_signal'], 'Stoch_signal', row=2)
+    plotly_plot.addHorizontalLine(20, 'oversold', row=2, showlegend=False, color='blue')
+    plotly_plot.addHorizontalLine(80, 'overbought', row=2, showlegend=False, color='blue')
+    plotly_plot.addHorizontalArea(range=(0, 20), row=2, color='green')
+    plotly_plot.addHorizontalArea(range=(80, 100), row=2, color='red')
+    plotly_plot.show()
+
+
+streamlitPlot_demo(df)
+# plotlyPlot_demo(df)

ta/others.py

@@ -96,6 +96,79 @@ def cumulative_return(self) -> pd.Series:
         return pd.Series(cum_ret, name="cum_ret")
 
 
+class HeikinAshiCandlestick(IndicatorMixin):
+    """HeikinAshiCandlestick
+
+    https://www.investopedia.com/trading/heikin-ashi-better-candlestick/
+
+    Args:
+        open(pandas.Series): dataset 'Open' column.
+        high(pandas.Series): dataset 'High' column.
+        low(pandas.Series): dataset 'Low' column.
+        close(pandas.Series): dataset 'Close' column.
+        fillna(bool): if True, fill nan values.
+    """
+
+    def __init__(self,
+                 open: pd.Series,
+                 high: pd.Series,
+                 low: pd.Series,
+                 close: pd.Series,
+                 fillna: bool = False):
+        self._open = open
+        self._high = high
+        self._low = low
+        self._close = close
+        self._fillna = fillna
+        self._run()
+
+    def _run(self):
+        self._ha_close = (self._open + self._high + self._low + self._close) / 4
+        self._ha_open = pd.DataFrame(np.nan, index=self._open.index, columns=['Open'])
+        self._ha_open.iloc[0] = self._open.iloc[0]
+        for i in range(1, len(self._open)):
+            self._ha_open.iloc[i] = (self._ha_open.iloc[i - 1] + self._ha_close.iloc[i - 1]) / 2
+        self._ha_open = self._ha_open['Open']
+        self._ha_high = pd.concat([self._ha_open, self._ha_close, self._high], axis=1).max(axis=1)
+        self._ha_low = pd.concat([self._ha_open, self._ha_close, self._low], axis=1).min(axis=1)
+
+    def heikin_ashi_candlestick_open(self) -> pd.Series:
+        """Heikin-Ashi Candlestick Open
+
+        Returns:
+            pandas.Series: New feature generated.
+        """
+        ha_open = self._check_fillna(self._ha_open, value=0)
+        return pd.Series(ha_open, name='heikin_ashi_candlestick_open')
+
+    def heikin_ashi_candlestick_high(self) -> pd.Series:
+        """Heikin-Ashi Candlestick High
+
+        Returns:
+            pandas.Series: New feature generated.
+        """
+        ha_high = self._check_fillna(self._ha_high, value=0)
+        return pd.Series(ha_high, name='heikin_ashi_candlestick_high')
+
+    def heikin_ashi_candlestick_low(self) -> pd.Series:
+        """Heikin-Ashi Candlestick Low
+
+        Returns:
+            pandas.Series: New feature generated.
+        """
+        ha_low = self._check_fillna(self._ha_low, value=0)
+        return pd.Series(ha_low, name='heikin_ashi_candlestick_low')
+
+    def heikin_ashi_candlestick_close(self) -> pd.Series:
+        """Heikin-Ashi Candlestick Close
+
+        Returns:
+            pandas.Series: New feature generated.
+        """
+        ha_close = self._check_fillna(self._ha_close, value=0)
+        return pd.Series(ha_close, name='heikin_ashi_candlestick_close')
+
+
 def daily_return(close, fillna=False):
     """Daily Return (DR)
 
@@ -135,3 +208,83 @@ def cumulative_return(close, fillna=False):
         pandas.Series: New feature generated.
     """
     return CumulativeReturnIndicator(close=close, fillna=fillna).cumulative_return()
+
+
+def heikin_ashi_candlestick_open(open, high, low, close, fillna=False):
+    """Heikin-Ashi Candlestick Open
+
+    Args:
+        open(pandas.Series): dataset 'Open' column.
+        high(pandas.Series): dataset 'High' column.
+        low(pandas.Series): dataset 'Low' column.
+        close(pandas.Series): dataset 'Close' column.
+        fillna(bool): if True, fill nan values.
+
+    Returns:
+        pandas.Series: New feature generated.
+    """
+    return HeikinAshiCandlestick(open=open,
+                                 high=high,
+                                 low=low,
+                                 close=close,
+                                 fillna=fillna).heikin_ashi_candlestick_open()
+
+
+def heikin_ashi_candlestick_high(open, high, low, close, fillna=False):
+    """Heikin-Ashi Candlestick High
+
+    Args:
+        open(pandas.Series): dataset 'Open' column.
+        high(pandas.Series): dataset 'High' column.
+        low(pandas.Series): dataset 'Low' column.
+        close(pandas.Series): dataset 'Close' column.
+        fillna(bool): if True, fill nan values.
+
+    Returns:
+        pandas.Series: New feature generated.
+    """
+    return HeikinAshiCandlestick(open=open,
+                                 high=high,
+                                 low=low,
+                                 close=close,
+                                 fillna=fillna).heikin_ashi_candlestick_high()
+
+
+def heikin_ashi_candlestick_low(open, high, low, close, fillna=False):
+    """Heikin-Ashi Candlestick Low
+
+    Args:
+        open(pandas.Series): dataset 'Open' column.
+        high(pandas.Series): dataset 'High' column.
+        low(pandas.Series): dataset 'Low' column.
+        close(pandas.Series): dataset 'Close' column.
+        fillna(bool): if True, fill nan values.
+
+    Returns:
+        pandas.Series: New feature generated.
+    """
+    return HeikinAshiCandlestick(open=open,
+                                 high=high,
+                                 low=low,
+                                 close=close,
+                                 fillna=fillna).heikin_ashi_candlestick_low()
+
+
+def heikin_ashi_candlestick_close(open, high, low, close, fillna=False):
+    """Heikin-Ashi Candlestick Close
+
+    Args:
+        open(pandas.Series): dataset 'Open' column.
+        high(pandas.Series): dataset 'High' column.
+        low(pandas.Series): dataset 'Low' column.
+        close(pandas.Series): dataset 'Close' column.
+        fillna(bool): if True, fill nan values.
+
+    Returns:
+        pandas.Series: New feature generated.
+    """
+    return HeikinAshiCandlestick(open=open,
+                                 high=high,
+                                 low=low,
+                                 close=close,
+                                 fillna=fillna).heikin_ashi_candlestick_close()