[GH-163] Add Inertia Indicator

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: 0.6.0
+VERSION: 0.6.1
 
 ## Introduction
 
@@ -67,6 +67,7 @@ Supported statistics/indicators are:
 * ERI: Elder-Ray Index
 * FTR: the Gaussian Fisher Transform Price Reversals indicator
 * RVGI: Relative Vigor Index
+* Inertia: Inertia Indicator
 
 ## Installation
 
@@ -960,6 +961,20 @@ Examples:
 * `df['rvgi_5']` retrieves the RVGI line of window 5
 * `df['rvgis_5']` retrieves the RVGI signal line of window 5
 
+#### [Inertia Indicator](https://theforexgeek.com/inertia-indicator/)
+
+In financial markets, the concept of inertia was given by Donald Dorsey
+in the 1995 issue of Technical Analysis of Stocks and Commodities
+through the Inertia Indicator. The Inertia Indicator is moment-based
+and is an extension of Dorsey’s Relative Volatility Index (RVI).
+
+Formular:
+* inertia = n periods linear regression of RVGI
+
+Examples:
+* `df['inertia']` retrieves the inertia of 20 periods linear regression of 14 periods RVGI
+* `df['inertia_10']` retrieves the inertia of 10 periods linear regression of 14 periods RVGI
+
 ## Issues
 
 We use [Github Issues](https://github.com/jealous/stockstats/issues) to track

stockstats.py

@@ -60,6 +60,7 @@ class StockStatsError(Exception):
     'eribear': 13,
     'eribull': 13,
     'ichimoku': (9, 26, 52),
+    'inertia': (20, 14),
     'ftr': 9,
     'kama': (10, 5, 34),  # window, fast, slow
     'kdjd': 9,
@@ -1534,6 +1535,25 @@ def _get_rvgi(self, meta: _Meta):
         self[meta.name] = rvgi
         self[meta.name_ex('s')] = rvgi_s
 
+    def _inertia(self, window: int, rvgi_window: int) -> pd.Series:
+        """ Inertia Indicator
+
+        https://theforexgeek.com/inertia-indicator/
+
+        In financial markets, the concept of inertia was given by Donald Dorsey
+        in the 1995 issue of Technical Analysis of Stocks and Commodities
+        through the Inertia Indicator. The Inertia Indicator is moment-based
+        and is an extension of Dorsey’s Relative Volatility Index (RVI).
+        """
+        rvgi = self._rvgi(rvgi_window)
+        value = self.linear_reg(rvgi, window)
+        value.iloc[:max(window, rvgi_window) + 2] = 0
+        return value
+
+    def _get_inertia(self, meta: _Meta):
+        value = self._inertia(meta.int0, meta.int1)
+        self[meta.name] = value
+
     @staticmethod
     def parse_column_name(name):
         m = re.match(r'(.*)_([\d\-+~,.]+)_(\w+)', name)
@@ -1678,6 +1698,7 @@ def handler(self):
             ('eribull', 'eribear'): self._get_eri,
             ('ftr',): self._get_ftr,
             ('rvgi', 'rvgis'): self._get_rvgi,
+            ('inertia',): self._get_inertia,
         }
 
     def __init_not_exist_column(self, key):

test.py

@@ -1016,3 +1016,24 @@ def test_change_group_window_defaults(self):
         assert_that(macd[i], equal_to(ref[i]))
 
         stockstats.set_dft_window('macd', orig)
+
+    def test_inertia(self):
+        stock = self.get_stock_90days()
+        inertia = stock['inertia']
+        assert_that(inertia[20110209], equal_to(0))
+        assert_that(inertia[20110210], near_to(-0.024856))
+        assert_that(inertia[20110304], near_to(0.155576))
+
+        inertia_dft = stock['inertia_20,14']
+        assert_that(inertia_dft[20110209], equal_to(0))
+        assert_that(inertia_dft[20110210], near_to(-0.024856))
+        assert_that(inertia_dft[20110304], near_to(0.155576))
+
+        inertia14 = stock['inertia_20']
+        assert_that(inertia14[20110209], equal_to(0))
+        assert_that(inertia14[20110210], near_to(-0.024856))
+        assert_that(inertia14[20110304], near_to(0.155576))
+
+        inertia10 = stock['inertia_10']
+        assert_that(inertia10[20110209], near_to(0.011085))
+        assert_that(inertia10[20110210], near_to(-0.014669))