[GH-121] Add aroon indicator

Add aroon oscillator.

 * Aroon Oscillator = Aroon Up - Aroon Down
 * Aroon Up = 100 * (n - periods since n-period high) / n
 * Aroon Down = 100 * (n - periods since n-period low) / n
 * n = window size

https://www.investopedia.com/terms/a/aroonoscillator.asp

The default window is 25.

stockstats.py

@@ -603,6 +603,30 @@ def _get_supertrend(self, window=None):
         self['supertrend_lb'] = lb
         self['supertrend'] = st
 
+    def _get_aroon(self, window=None):
+        if window is None:
+            window = 25
+            column_name = 'aroon'
+        else:
+            window = self.get_int_positive(window)
+            column_name = 'aroon_{}'.format(window)
+
+        def _window_pct(s: pd.Series) -> pd.Series:
+            return (window - (window - (s + 1))) / window * 100
+
+        high_since = self['high'].rolling(
+            min_periods=1,
+            window=window,
+            center=False).apply(np.argmax)
+        low_since = self['low'].rolling(
+            min_periods=1,
+            window=window,
+            center=False).apply(np.argmin)
+
+        aroon_up = _window_pct(high_since)
+        aroon_down = _window_pct(low_since)
+        self[column_name] = aroon_up - aroon_down
+
     def _atr(self, window):
         tr = self._tr()
         return self._smma(tr, window)
@@ -1278,6 +1302,7 @@ def handler(self):
             ('supertrend',
              'supertrend_lb',
              'supertrend_ub'): self._get_supertrend,
+            ('aroon',): self._get_aroon,
         }
 
     def __init_not_exist_column(self, key):

test.py

@@ -726,3 +726,15 @@ def test_drop_tail(self):
         assert_that(ret.iloc[-1].name, equal_to(20040831))
         assert_that(stock, has_length(20))
         assert_that(stock.iloc[-1].name, equal_to(20040913))
+
+    def test_aroon(self):
+        stock = self._supor[:50]
+        _ = stock['aroon']
+        assert_that(stock.loc[20040924, 'aroon'], equal_to(28))
+
+        _ = stock['aroon_25']
+        assert_that(stock.loc[20040924, 'aroon_25'], equal_to(28))
+
+        _ = stock['aroon_5']
+        assert_that(stock.loc[20040924, 'aroon_5'], equal_to(40))
+        assert_that(stock.loc[20041020, 'aroon_5'], equal_to(-80))