Skip to content

Commit

Permalink
[GH-169] Add Psychological Line (PSL) Support (#170)
Browse files Browse the repository at this point in the history
The Psychological Line indicator is the ratio of the number of
rising periods over the total number of periods.

https://library.tradingtechnologies.com/trade/chrt-ti-psychological-line.html

Formular:
* PSL = (Number of Rising Periods) / (Total Number of Periods) * 100

Example:
* `df['psl']` retrieves the PSL with default window 12.
* `df['psl_10']` retrieves the PSL with window 10.
* `df['high_12_psl']` retrieves the PSL of high price with window 10.
  • Loading branch information
jealous committed Jul 8, 2023
1 parent 2aa53b2 commit ea89acb
Show file tree
Hide file tree
Showing 3 changed files with 70 additions and 31 deletions.
14 changes: 14 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -70,6 +70,7 @@ Supported statistics/indicators are:
* Inertia: Inertia Indicator
* KST: Know Sure Thing
* PGO: Pretty Good Oscillator
* PSL: Psychological Line

## Installation

Expand Down Expand Up @@ -1008,6 +1009,19 @@ Example:
* `df['pgo']` retrieves the PGO with default window 14.
* `df['pgo_10']` retrieves the PGO with window 10.

#### [Psychological Line (PSL)](https://library.tradingtechnologies.com/trade/chrt-ti-psychological-line.html)

The Psychological Line indicator is the ratio of the number of
rising periods over the total number of periods.

Formular:
* PSL = (Number of Rising Periods) / (Total Number of Periods) * 100

Example:
* `df['psl']` retrieves the PSL with default window 12.
* `df['psl_10']` retrieves the PSL with window 10.
* `df['high_12_psl']` retrieves the PSL of high price with window 10.


## Issues

Expand Down
64 changes: 34 additions & 30 deletions stockstats.py
Original file line number Diff line number Diff line change
Expand Up @@ -73,6 +73,7 @@ class StockStatsError(Exception):
'pdi': 14,
'pgo': 14,
'ppo': (12, 26, 9), # short, long, signal
'psl': 12,
'rsi': 14,
'rsv': 9,
'rvgi': 14,
Expand All @@ -99,6 +100,7 @@ def set_dft_window(name: str, windows: Union[int, tuple[int, ...]]):
'dma': 'close',
'kama': 'close',
'ker': 'close',
'psl': 'close',
'tema': 'close',
'trix': 'close',
}
Expand Down Expand Up @@ -1605,6 +1607,29 @@ def _pgo(self, window: int) -> pd.Series:
def _get_pgo(self, meta: _Meta):
self[meta.name] = self._pgo(meta.int)

def _psl(self, col_name: str, window: int) -> pd.Series:
""" Psychological Line (PSL)
The Psychological Line indicator is the ratio of the number of
rising periods over the total number of periods.
https://library.tradingtechnologies.com/trade/chrt-ti-psychological-line.html
Formular:
* PSL = (Number of Rising Periods) / (Total Number of Periods) * 100
Example:
* `df['psl']` retrieves the PSL with default window 12.
* `df['psl_10']` retrieves the PSL with window 10.
* `df['high_12_psl']` retrieves the PSL of high price with window 10.
"""
col_diff = self._col_diff(col_name)
pos = col_diff > 0
return self.mov_sum(pos, window) / window * 100

def _get_psl(self, meta: _Meta):
self[meta.name] = self._psl(meta.column, meta.int)

@staticmethod
def parse_column_name(name):
m = re.match(r'(.*)_([\d\-+~,.]+)_(\w+)', name)
Expand Down Expand Up @@ -1702,57 +1727,36 @@ def drop_head(self, n, inplace=False):
return self
return wrap(ret)

def _get_handler(self, name: str):
return getattr(self, f'_get_{name}')

@property
def handler(self):
return {
('change',): self._get_change,
('rsi',): self._get_rsi,
('stochrsi',): self._get_stochrsi,
ret = {
('rate',): self._get_rate,
('middle',): self._get_middle,
('tp',): self._get_tp,
('boll', 'boll_ub', 'boll_lb'): self._get_boll,
('macd', 'macds', 'macdh'): self._get_macd,
('ppo', 'ppos', 'ppoh'): self._get_ppo,
('kdjk',): self._get_kdjk,
('kdjd',): self._get_kdjd,
('kdjj',): self._get_kdjj,
('rsv',): self._get_rsv,
('cr', 'cr-ma1', 'cr-ma2', 'cr-ma3'): self._get_cr,
('cci',): self._get_cci,
('tr',): self._get_tr,
('atr',): self._get_atr,
('pdi',): self._get_pdi,
('ndi',): self._get_ndi,
('dx', 'adx', 'adxr'): self._get_dmi,
('trix',): self._get_trix,
('tema',): self._get_tema,
('vr',): self._get_vr,
('dma',): self._get_dma,
('vwma',): self._get_vwma,
('chop',): self._get_chop,
('log-ret',): self._get_log_ret,
('mfi',): self._get_mfi,
('wt1', 'wt2'): self._get_wt,
('wr',): self._get_wr,
('supertrend',
'supertrend_lb',
'supertrend_ub'): self._get_supertrend,
('aroon',): self._get_aroon,
('ao',): self._get_ao,
('bop',): self._get_bop,
('cmo',): self._get_cmo,
('coppock',): self._get_coppock,
('ichimoku',): self._get_ichimoku,
('cti',): self._get_cti,
('ker',): self._get_ker,
('eribull', 'eribear'): self._get_eri,
('ftr',): self._get_ftr,
('rvgi', 'rvgis'): self._get_rvgi,
('inertia',): self._get_inertia,
('kst',): self._get_kst,
('pgo',): self._get_pgo,
}
for k in _dft_windows.keys():
if k not in ret:
ret[k] = self._get_handler(k)
return ret

def __init_not_exist_column(self, key):
for names, handler in self.handler.items():
Expand All @@ -1774,7 +1778,7 @@ def __init_not_exist_column(self, key):
raise UserWarning("Invalid number of return arguments "
f"after parsing column name: '{key}'")
meta = _Meta(name, windows=n, column=col)
getattr(self, f'_get_{name}')(meta)
self._get_handler(name)(meta)

def __init_column(self, key):
if key not in self:
Expand Down
23 changes: 22 additions & 1 deletion test.py
Original file line number Diff line number Diff line change
Expand Up @@ -744,7 +744,10 @@ def test_init_all(self):
stock = self.get_stock_90days()
stock.init_all()
columns = stock.columns
assert_that(columns, has_items('macd', 'kdjj', 'mfi', 'boll'))
assert_that(columns, has_items(
'macd', 'kdjj', 'mfi', 'boll',
'adx', 'cr-ma2', 'supertrend_lb', 'boll_lb',
'ao', 'cti', 'ftr', 'psl'))

def test_supertrend(self):
stock = self.get_stock_90days()
Expand Down Expand Up @@ -1058,3 +1061,21 @@ def test_pgo(self):
pgo10 = stock['pgo_10']
assert_that(pgo10[20110117], near_to(-0.959768))
assert_that(pgo10[20110214], near_to(1.214206))

def test_psl(self):
stock = self.get_stock_90days()
psl = stock['psl']
assert_that(psl[20110118], near_to(41.666))
assert_that(psl[20110127], near_to(50))

psl12 = stock['psl_12']
assert_that(psl12[20110118], near_to(41.666))
assert_that(psl12[20110127], near_to(50))

psl10 = stock['psl_10']
assert_that(psl10[20110118], near_to(50))
assert_that(psl10[20110131], near_to(60))

high_psl12 = stock['high_12_psl']
assert_that(high_psl12[20110118], near_to(41.666))
assert_that(high_psl12[20110127], near_to(41.666))

0 comments on commit ea89acb

Please sign in to comment.