[GH-133] Support boll window in col. name

Add a window parameter for bollinger. User could specify the
customized window in the column name, such as `boll_5`.

README.md

@@ -4,7 +4,7 @@
 [![codecov](https://codecov.io/gh/jealous/stockstats/branch/master/graph/badge.svg?token=IFMD1pVJ7T)](https://codecov.io/gh/jealous/stockstats)
 [![pypi](https://img.shields.io/pypi/v/stockstats.svg)](https://pypi.python.org/pypi/stockstats)
 
-VERSION: 0.5.1
+VERSION: 0.5.2
 
 ## Introduction
 
@@ -538,6 +538,10 @@ The Bollinger bands includes three lines
 * `df['boll_ub']` is the upper band
 * `df['boll_lb']` is the lower band
 
+The default window of boll is defined by `BOLL_PERIOD`.  The default value is 20.
+You can also supply your window with `df['boll_10']`.  It will also
+generate the `boll_ub_10` and `boll_lb_10` column.
+
 The default period of the Bollinger Band can be changed with
 `StockDataFrame.BOLL_PERIOD`.  The width of the bands can be turned with
 `StockDataFrame.BOLL_STD_TIMES`.  The default value is 2.

stockstats.py

@@ -916,7 +916,7 @@ def _get_ema(self, column, windows):
         column_name = '{}_{}_ema'.format(column, window)
         self[column_name] = self._ema(self[column], window)
 
-    def _get_boll(self):
+    def _get_boll(self, window=None):
         """ Get Bollinger bands.
 
         boll_ub means the upper band of the Bollinger bands
@@ -927,12 +927,23 @@ def _get_boll(self):
         K = BOLL_STD_TIMES
         :return: None
         """
-        moving_avg = self._sma(self['close'], self.BOLL_PERIOD)
-        moving_std = self._mstd(self['close'], self.BOLL_PERIOD)
-        self['boll'] = moving_avg
+        if window is None:
+            n = self.BOLL_PERIOD
+            boll = 'boll'
+            boll_ub = 'boll_ub'
+            boll_lb = 'boll_lb'
+        else:
+            n = self.get_int_positive(window)
+            boll = 'boll_{}'.format(n)
+            boll_ub = 'boll_ub_{}'.format(n)
+            boll_lb = 'boll_lb_{}'.format(n)
+        moving_avg = self._sma(self['close'], n)
+        moving_std = self._mstd(self['close'], n)
+
+        self[boll] = moving_avg
         width = self.BOLL_STD_TIMES * moving_std
-        self['boll_ub'] = moving_avg + width
-        self['boll_lb'] = moving_avg - width
+        self[boll_ub] = moving_avg + width
+        self[boll_lb] = moving_avg - width
 
     def _get_macd(self):
         """ Moving Average Convergence Divergence

test.py

@@ -323,6 +323,16 @@ def test_bollinger(self):
         assert_that(boll_ub.loc[idx], near_to(10.1310))
         assert_that(boll_lb.loc[idx], near_to(9.4759))
 
+    def test_bollinger_with_window(self):
+        stock = self.get_stock().within(20140930, 20141211)
+        _ = stock['boll_20']
+        idx = 20141103
+        assert_that(stock['boll_20'].loc[idx], near_to(9.8035))
+        assert_that(stock['boll_ub_20'].loc[idx], near_to(10.1310))
+        assert_that(stock['boll_lb_20'].loc[idx], near_to(9.4759))
+        _ = stock['boll_5']
+        assert_that(stock['boll_ub_5'].loc[idx], near_to(10.44107))
+
     def test_bollinger_empty(self):
         stock = self.get_stock().within(18800101, 18900101)
         s = stock['boll_ub']