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[GH-169] Add Psychological Line (PSL) Support #170

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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))