Adding new indicators: ACCBANDS, AVGDEV, IMI

Author: mrjbq7

CHANGELOG

@@ -1,3 +1,8 @@
+0.6.2
+=====
+
+- [NEW]: Adding indicators ACCBANDS, AVGDEV, IMI
+
 0.6.1
 =====
 

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "ta-lib"
-version = "0.6.1"
+version = "0.6.2"
 dynamic = ["authors", "classifiers", "description", "license", "readme"]
 dependencies = [
     "setuptools",

setup.py

@@ -151,7 +151,7 @@ def build_extensions(self):
 
 setup(
     name='TA-Lib',
-    version='0.6.1',
+    version='0.6.2',
     description='Python wrapper for TA-Lib',
     long_description=long_description,
     long_description_content_type='text/markdown',

talib/__init__.py

@@ -132,7 +132,7 @@ def wrapper(*args, **kwds):
     setattr(stream, func_name, wrapped_func)
     globals()[stream_func_name] = wrapped_func
 
-__version__ = '0.6.1'
+__version__ = '0.6.2'
 
 # In order to use this python library, talib (i.e. this __file__) will be
 # imported at some point, either explicitly or indirectly via talib.func

talib/_func.pxi

@@ -139,6 +139,33 @@ cdef np.ndarray make_int_array(np.npy_intp length, int lookback):
     return outinteger
 
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def ACCBANDS( np.ndarray high not None , np.ndarray low not None , np.ndarray close not None , int timeperiod=-2**31 ):
+    """ ACCBANDS(high, low, close[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        int begidx, endidx, lookback
+        TA_RetCode retCode
+        int outbegidx
+        int outnbelement
+        np.ndarray outrealupperband
+        np.ndarray outrealmiddleband
+        np.ndarray outreallowerband
+    high = check_array(high)
+    low = check_array(low)
+    close = check_array(close)
+    length = check_length3(high, low, close)
+    begidx = check_begidx3(length, <double*>(high.data), <double*>(low.data), <double*>(close.data))
+    endidx = <int>length - begidx - 1
+    lookback = begidx + lib.TA_ACCBANDS_Lookback( timeperiod )
+    outrealupperband = make_double_array(length, lookback)
+    outrealmiddleband = make_double_array(length, lookback)
+    outreallowerband = make_double_array(length, lookback)
+    retCode = lib.TA_ACCBANDS( 0 , endidx , <double *>(high.data)+begidx , <double *>(low.data)+begidx , <double *>(close.data)+begidx , timeperiod , &outbegidx , &outnbelement , <double *>(outrealupperband.data)+lookback , <double *>(outrealmiddleband.data)+lookback , <double *>(outreallowerband.data)+lookback )
+    _ta_check_success("TA_ACCBANDS", retCode)
+    return outrealupperband , outrealmiddleband , outreallowerband 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def ACOS( np.ndarray real not None ):
@@ -555,6 +582,27 @@ def AVGPRICE( np.ndarray open not None , np.ndarray high not None , np.ndarray l
     _ta_check_success("TA_AVGPRICE", retCode)
     return outreal 
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def AVGDEV( np.ndarray real not None , int timeperiod=-2**31 ):
+    """ AVGDEV(real[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        int begidx, endidx, lookback
+        TA_RetCode retCode
+        int outbegidx
+        int outnbelement
+        np.ndarray outreal
+    real = check_array(real)
+    length = real.shape[0]
+    begidx = check_begidx1(length, <double*>(real.data))
+    endidx = <int>length - begidx - 1
+    lookback = begidx + lib.TA_AVGDEV_Lookback( timeperiod )
+    outreal = make_double_array(length, lookback)
+    retCode = lib.TA_AVGDEV( 0 , endidx , <double *>(real.data)+begidx , timeperiod , &outbegidx , &outnbelement , <double *>(outreal.data)+lookback )
+    _ta_check_success("TA_AVGDEV", retCode)
+    return outreal 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def BBANDS( np.ndarray real not None , int timeperiod=-2**31 , double nbdevup=-4e37 , double nbdevdn=-4e37 , int matype=0 ):
@@ -3174,6 +3222,28 @@ def HT_TRENDMODE( np.ndarray real not None ):
     _ta_check_success("TA_HT_TRENDMODE", retCode)
     return outinteger 
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def IMI( np.ndarray open not None , np.ndarray close not None , int timeperiod=-2**31 ):
+    """ IMI(open, close[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        int begidx, endidx, lookback
+        TA_RetCode retCode
+        int outbegidx
+        int outnbelement
+        np.ndarray outreal
+    open = check_array(open)
+    close = check_array(close)
+    length = check_length2(open, close)
+    begidx = check_begidx2(length, <double*>(open.data), <double*>(close.data))
+    endidx = <int>length - begidx - 1
+    lookback = begidx + lib.TA_IMI_Lookback( timeperiod )
+    outreal = make_double_array(length, lookback)
+    retCode = lib.TA_IMI( 0 , endidx , <double *>(open.data)+begidx , <double *>(close.data)+begidx , timeperiod , &outbegidx , &outnbelement , <double *>(outreal.data)+lookback )
+    _ta_check_success("TA_IMI", retCode)
+    return outreal 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def KAMA( np.ndarray real not None , int timeperiod=-2**31 ):
@@ -5219,4 +5289,4 @@ def WMA( np.ndarray real not None , int timeperiod=-2**31 ):
     _ta_check_success("TA_WMA", retCode)
     return outreal 
 
-__TA_FUNCTION_NAMES__ = ["ACOS","AD","ADD","ADOSC","ADX","ADXR","APO","AROON","AROONOSC","ASIN","ATAN","ATR","AVGPRICE","BBANDS","BETA","BOP","CCI","CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE","CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS","CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD","CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL","CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR","CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR","CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI","CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS","CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON","CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER","CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM","CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU","CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR","CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN","CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR","CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN","CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP","CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER","CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS","CEIL","CMO","CORREL","COS","COSH","DEMA","DIV","DX","EMA","EXP","FLOOR","HT_DCPERIOD","HT_DCPHASE","HT_PHASOR","HT_SINE","HT_TRENDLINE","HT_TRENDMODE","KAMA","LINEARREG","LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE","LN","LOG10","MA","MACD","MACDEXT","MACDFIX","MAMA","MAVP","MAX","MAXINDEX","MEDPRICE","MFI","MIDPOINT","MIDPRICE","MIN","MININDEX","MINMAX","MINMAXINDEX","MINUS_DI","MINUS_DM","MOM","MULT","NATR","OBV","PLUS_DI","PLUS_DM","PPO","ROC","ROCP","ROCR","ROCR100","RSI","SAR","SAREXT","SIN","SINH","SMA","SQRT","STDDEV","STOCH","STOCHF","STOCHRSI","SUB","SUM","T3","TAN","TANH","TEMA","TRANGE","TRIMA","TRIX","TSF","TYPPRICE","ULTOSC","VAR","WCLPRICE","WILLR","WMA"]
+__TA_FUNCTION_NAMES__ = ["ACCBANDS","ACOS","AD","ADD","ADOSC","ADX","ADXR","APO","AROON","AROONOSC","ASIN","ATAN","ATR","AVGPRICE","AVGDEV","BBANDS","BETA","BOP","CCI","CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE","CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS","CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD","CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL","CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR","CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR","CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI","CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS","CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON","CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER","CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM","CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU","CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR","CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN","CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR","CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN","CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP","CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER","CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS","CEIL","CMO","CORREL","COS","COSH","DEMA","DIV","DX","EMA","EXP","FLOOR","HT_DCPERIOD","HT_DCPHASE","HT_PHASOR","HT_SINE","HT_TRENDLINE","HT_TRENDMODE","IMI","KAMA","LINEARREG","LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE","LN","LOG10","MA","MACD","MACDEXT","MACDFIX","MAMA","MAVP","MAX","MAXINDEX","MEDPRICE","MFI","MIDPOINT","MIDPRICE","MIN","MININDEX","MINMAX","MINMAXINDEX","MINUS_DI","MINUS_DM","MOM","MULT","NATR","OBV","PLUS_DI","PLUS_DM","PPO","ROC","ROCP","ROCR","ROCR100","RSI","SAR","SAREXT","SIN","SINH","SMA","SQRT","STDDEV","STOCH","STOCHF","STOCHRSI","SUB","SUM","T3","TAN","TANH","TEMA","TRANGE","TRIMA","TRIX","TSF","TYPPRICE","ULTOSC","VAR","WCLPRICE","WILLR","WMA"]

talib/_stream.pxi

@@ -6,6 +6,35 @@ from _ta_lib cimport TA_RetCode
 
 np.import_array() # Initialize the NumPy C API
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def stream_ACCBANDS( np.ndarray high not None , np.ndarray low not None , np.ndarray close not None , int timeperiod=-2**31 ):
+    """ ACCBANDS(high, low, close[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        TA_RetCode retCode
+        double* high_data
+        double* low_data
+        double* close_data
+        int outbegidx
+        int outnbelement
+        double outrealupperband
+        double outrealmiddleband
+        double outreallowerband
+    high = check_array(high)
+    high_data = <double*>high.data
+    low = check_array(low)
+    low_data = <double*>low.data
+    close = check_array(close)
+    close_data = <double*>close.data
+    length = check_length3(high, low, close)
+    outrealupperband = NaN
+    outrealmiddleband = NaN
+    outreallowerband = NaN
+    retCode = lib.TA_ACCBANDS( <int>(length) - 1 , <int>(length) - 1 , high_data , low_data , close_data , timeperiod , &outbegidx , &outnbelement , &outrealupperband , &outrealmiddleband , &outreallowerband )
+    _ta_check_success("TA_ACCBANDS", retCode)
+    return outrealupperband , outrealmiddleband , outreallowerband 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def stream_ACOS( np.ndarray real not None ):
@@ -432,6 +461,25 @@ def stream_AVGPRICE( np.ndarray open not None , np.ndarray high not None , np.nd
     _ta_check_success("TA_AVGPRICE", retCode)
     return outreal 
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def stream_AVGDEV( np.ndarray real not None , int timeperiod=-2**31 ):
+    """ AVGDEV(real[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        TA_RetCode retCode
+        double* real_data
+        int outbegidx
+        int outnbelement
+        double outreal
+    real = check_array(real)
+    real_data = <double*>real.data
+    length = real.shape[0]
+    outreal = NaN
+    retCode = lib.TA_AVGDEV( <int>(length) - 1 , <int>(length) - 1 , real_data , timeperiod , &outbegidx , &outnbelement , &outreal )
+    _ta_check_success("TA_AVGDEV", retCode)
+    return outreal 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def stream_BBANDS( np.ndarray real not None , int timeperiod=-2**31 , double nbdevup=-4e37 , double nbdevdn=-4e37 , int matype=0 ):
@@ -3273,6 +3321,28 @@ def stream_HT_TRENDMODE( np.ndarray real not None ):
     _ta_check_success("TA_HT_TRENDMODE", retCode)
     return outinteger 
 
+@wraparound(False)  # turn off relative indexing from end of lists
+@boundscheck(False) # turn off bounds-checking for entire function
+def stream_IMI( np.ndarray open not None , np.ndarray close not None , int timeperiod=-2**31 ):
+    """ IMI(open, close[, timeperiod=?])"""
+    cdef:
+        np.npy_intp length
+        TA_RetCode retCode
+        double* open_data
+        double* close_data
+        int outbegidx
+        int outnbelement
+        double outreal
+    open = check_array(open)
+    open_data = <double*>open.data
+    close = check_array(close)
+    close_data = <double*>close.data
+    length = check_length2(open, close)
+    outreal = NaN
+    retCode = lib.TA_IMI( <int>(length) - 1 , <int>(length) - 1 , open_data , close_data , timeperiod , &outbegidx , &outnbelement , &outreal )
+    _ta_check_success("TA_IMI", retCode)
+    return outreal 
+
 @wraparound(False)  # turn off relative indexing from end of lists
 @boundscheck(False) # turn off bounds-checking for entire function
 def stream_KAMA( np.ndarray real not None , int timeperiod=-2**31 ):

talib/_ta_lib.pxd

@@ -193,6 +193,8 @@ cdef extern from "ta-lib/ta_abstract.h":
     char* TA_FunctionDescriptionXML()
 
 cdef extern from "ta-lib/ta_func.h":
+    TA_RetCode TA_ACCBANDS(int startIdx, int endIdx, const double inHigh[], const double inLow[], const double inClose[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outRealUpperBand[], double outRealMiddleBand[], double outRealLowerBand[])
+    int TA_ACCBANDS_Lookback(int optInTimePeriod)
     TA_RetCode TA_ACOS(int startIdx, int endIdx, const double inReal[], int *outBegIdx, int *outNBElement, double outReal[])
     int TA_ACOS_Lookback()
     TA_RetCode TA_AD(int startIdx, int endIdx, const double inHigh[], const double inLow[], const double inClose[], const double inVolume[], int *outBegIdx, int *outNBElement, double outReal[])
@@ -219,6 +221,8 @@ cdef extern from "ta-lib/ta_func.h":
     int TA_ATR_Lookback(int optInTimePeriod)
     TA_RetCode TA_AVGPRICE(int startIdx, int endIdx, const double inOpen[], const double inHigh[], const double inLow[], const double inClose[], int *outBegIdx, int *outNBElement, double outReal[])
     int TA_AVGPRICE_Lookback()
+    TA_RetCode TA_AVGDEV(int startIdx, int endIdx, const double inReal[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[])
+    int TA_AVGDEV_Lookback(int optInTimePeriod)
     TA_RetCode TA_BBANDS(int startIdx, int endIdx, const double inReal[], int optInTimePeriod, double optInNbDevUp, double optInNbDevDn, TA_MAType optInMAType, int *outBegIdx, int *outNBElement, double outRealUpperBand[], double outRealMiddleBand[], double outRealLowerBand[])
     int TA_BBANDS_Lookback(int optInTimePeriod, double optInNbDevUp, double optInNbDevDn, TA_MAType optInMAType)
     TA_RetCode TA_BETA(int startIdx, int endIdx, const double inReal0[], const double inReal1[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[])
@@ -383,6 +387,8 @@ cdef extern from "ta-lib/ta_func.h":
     int TA_HT_TRENDLINE_Lookback()
     TA_RetCode TA_HT_TRENDMODE(int startIdx, int endIdx, const double inReal[], int *outBegIdx, int *outNBElement, int outInteger[])
     int TA_HT_TRENDMODE_Lookback()
+    TA_RetCode TA_IMI(int startIdx, int endIdx, const double inOpen[], const double inClose[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[])
+    int TA_IMI_Lookback(int optInTimePeriod)
     TA_RetCode TA_KAMA(int startIdx, int endIdx, const double inReal[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[])
     int TA_KAMA_Lookback(int optInTimePeriod)
     TA_RetCode TA_LINEARREG(int startIdx, int endIdx, const double inReal[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[])