Skyze_Indicators_Library/TrueRange.py at develop · skyzeio/Skyze_Indicators_Library · GitHub

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'''
Created on 04/09/2017

@author: michaelnew
'''

# 3rd parties
import pandas as pd
import numpy as np

# Our Library
from Skyze_Indicators_Library.IndicatorAbstract import IndicatorAbstract


class TrueRange(IndicatorAbstract):
    '''
    classdocs
        TR =max[high-low),abs(high-close{prev}),abs(low-close{prev})]

    '''

    # Static Variables
    name = "Average True Range v01"
    version = 1.0


    def __init__(self):
        ''' Constructor '''

#             raise exceptionality

        self.result = pd.DataFrame()
        self.error = []


    def initial(self, p_data):
        ''' Calculate the first value if the calc is different to the subsequent calculations '''

        return p_data


    def calculate (self,
                    p_data        # pd dataframe series
                 ):
        '''  Calculations '''
        p_data = self.initial(p_data)

        p_data['H-L']   = abs(p_data['High']-p_data['Low'])
        p_data['H-PC']  = abs(p_data['High']-p_data['Close'].shift(1))
        p_data['L-PC']  = abs(p_data['Low']-p_data['Close'].shift(1))
        p_data['True_Range']    = p_data[['H-L','H-PC','L-PC']].max(axis=1).round(6)

        p_data['True_Range'] = np.where(p_data['H-PC'].notnull(), p_data['True_Range'], 'NaN')
#         p_data['True Range']    = if  p_data['H-PC'] == "NaN" or p_data['L-PC'] == "NaN" :

#         del p_data['H-L']
#         del p_data['H-PC']
#         del p_data['L-PC']

        return p_data


    def getResult (self):
        ''' Getter '''
        return self.result


    def getName(self):
        ''' Getter '''
        return self.name