Add Stochastic indicator

Skinok · Skinok · commit e2a86e38276f · 2021-12-02T21:59:52.000+01:00
diff --git a/common.py b/common.py
@@ -69,3 +69,10 @@ def calc_stochastic_oscillator(df, n=14, m=3, smooth=3):
     d = k.rolling(m).mean()
     return k, d
 
+
+def calc_stochasticRsi_oscillator(df, n=14, m=3, smooth=3):
+    lo = df.Low.rolling(n).min()
+    hi = df.High.rolling(n).max()
+    k = 100 * (df.Close-lo) / (hi-lo)
+    d = k.rolling(m).mean()
+    return k, d
diff --git a/finplotWindow.py b/finplotWindow.py
@@ -4,6 +4,8 @@
 
 from indicators import ichimoku
 from indicators import rsi
+from indicators import stochastic
+from indicators import stochasticRsi
 
 sys.path.append('../finplot')
 import finplot as fplt
@@ -329,9 +331,13 @@ def updateChart(self):
                 self.rsi_indicator.draw(self.ax_rsi)
 
             if self.IndStochasticActivated:
+                self.stochastic_indicator = stochastic.Stochastic(self.data)
+                self.stochastic_indicator.draw(self.ax_stochastic)
                 pass
 
             if self.IndStochasticRsiActivated:
+                self.stochasticRsi_indicator = stochasticRsi.StochasticRsi(self.data)
+                self.stochasticRsi_indicator.draw(self.ax_stochasticRsi)
                 pass
 
             if self.IndVolumesActivated:
diff --git a/indicators/rsi.py b/indicators/rsi.py
@@ -4,12 +4,7 @@
 sys.path.append('../finplot')
 import finplot as fplt
 
-import backtrader.functions as func
-from pyqtgraph.functions import Color
-
 from common import calc_rsi
-from common import calc_parabolic_sar
-from common import calc_stochastic_oscillator
 
 class Rsi():
 
@@ -22,5 +17,4 @@ def draw(self, ax, rsi_color = "magenta"):
         pass
 
     def clear(self):
-
         pass
diff --git a/indicators/stochastic.py b/indicators/stochastic.py
@@ -0,0 +1,22 @@
+#!/usr/bin/env python3
+import sys
+
+sys.path.append('../finplot')
+import finplot as fplt
+
+from common import calc_stochastic_oscillator
+
+class Stochastic():
+
+    def __init__(self, dataFrames, stochastic_periods=14, stochastic_quick=3, stochastic_smooth = 3):
+        self.stochastic_df, self.stochastic_quick_df = calc_stochastic_oscillator(dataFrames, stochastic_periods, stochastic_quick, stochastic_smooth)
+        pass
+
+    def draw(self, ax, stochasticColor = "magenta", stochastic_quick_color="yellow"):
+        self.stochastic_plot = fplt.plot(self.stochastic_df, ax = ax, color=stochasticColor, width=1 )
+        self.stochastic_quick_plot = fplt.plot(self.stochastic_quick_df, ax = ax, color=stochastic_quick_color, width=1 )
+        pass
+
+    def clear(self):
+
+        pass
diff --git a/indicators/stochasticRsi.py b/indicators/stochasticRsi.py
@@ -0,0 +1,22 @@
+#!/usr/bin/env python3
+import sys
+
+sys.path.append('../finplot')
+import finplot as fplt
+
+from common import calc_stochasticRsi_oscillator
+
+class StochasticRsi():
+
+    def __init__(self, dataFrames, stochasticRsi_periods=14, stochasticRsi_quick=3, stochasticRsi_smooth = 3):
+        self.stochasticRsi_df, self.stochasticRsi_quick_df = calc_stochasticRsi_oscillator(dataFrames, stochasticRsi_periods, stochasticRsi_quick, stochasticRsi_smooth)
+        pass
+
+    def draw(self, ax, stochasticRsi_color = "red", stochasticRsi_quick_color="green"):
+        self.stochasticRsi_plot = fplt.plot(self.stochasticRsi_df, ax = ax, color=stochasticRsi_color, width=1 )
+        self.stochasticRsi_quick_plot = fplt.plot(self.stochasticRsi_quick_df, ax = ax, color=stochasticRsi_quick_color, width=1 )
+        pass
+
+    def clear(self):
+
+        pass
