From 45a216b940824f38b4a133a1e3b7a60a72611ef6 Mon Sep 17 00:00:00 2001
From: Cedric Zhuang <jealous@163.com>
Date: Mon, 12 Jun 2023 22:07:22 +0800
Subject: [PATCH] [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.
---
 README.md     | 20 +++++++++++++++++++-
 stockstats.py | 26 ++++++++++++++++++++++++++
 test.py       | 12 ++++++++++++
 3 files changed, 57 insertions(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 149cc8e..a70be88 100644
--- a/README.md
+++ b/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: 0.5.2
+VERSION: 0.5.3
 
 ## Introduction
 
@@ -54,6 +54,7 @@ Supported statistics/indicators are:
 * StochRSI: Stochastic RSI
 * WT: LazyBear's Wave Trend
 * Supertrend: with the Upper Band and Lower Band
+* Aroon: Aroon Oscillator
 
 ## Installation
 
@@ -653,6 +654,23 @@ Examples:
 * `kdjk_xu_kdjd` returns a series that marks where KDJK crosses up KDJD
 * `kdjk_xd_kdjd` returns a series that marks where KDJD crosses down KDJD
 
+#### [Aroon Oscillator](https://www.investopedia.com/terms/a/aroonoscillator.asp)
+
+The Aroon Oscillator measures the strength of a trend and 
+the likelihood that it will continue.
+
+The default window is 25.
+
+* 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
+
+Examples:
+* `df['aroon']` returns Aroon oscillator with a window of 25
+* `df['aroon_14']` returns Aroon oscillator with a window of 14
+
+
 ## Issues
 
 We use [Github Issues](https://github.com/jealous/stockstats/issues) to track
diff --git a/stockstats.py b/stockstats.py
index 37767b6..1971cc0 100644
--- a/stockstats.py
+++ b/stockstats.py
@@ -603,6 +603,31 @@ 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):
+            n = float(window)
+            return (n - (n - (s + 1))) / n * 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 +1303,7 @@ def handler(self):
             ('supertrend',
              'supertrend_lb',
              'supertrend_ub'): self._get_supertrend,
+            ('aroon',): self._get_aroon,
         }
 
     def __init_not_exist_column(self, key):
diff --git a/test.py b/test.py
index 33b0d18..c2b6524 100644
--- a/test.py
+++ b/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))