Some code refactor

Author: havocesp

README.md

@@ -2,7 +2,7 @@
 Collection of Technical Analysis Functions
 
  * __Author:__ Daniel J. Umpierrez
- * __Version:__ 0.0.4
+ * __Version:__ 0.0.6
  * __License:__ MIT
 
 ## Description

requirements.txt

@@ -1,2 +1,3 @@
+pandas
 pandas=>23.0
 numpy=>1.14.3

setup.py

@@ -3,7 +3,7 @@
 
 setup(
         name='techa',
-        version='v0.0.5',
+    version='v0.0.6',
         requires=['pandas'],
         packages=find_packages(exclude=['contrib', 'docs', 'tests*']),
         package_dir={'techa': 'techa'},

techa/__init__.py

@@ -5,67 +5,81 @@
 import os
 import sys
 
+import cycle
+import experimental
+import momentum
+import overlap
+import pattern
+import prices
+import statistic
+import volatility
 
 BASE_DIR = os.path.abspath(os.path.dirname(__file__))
 sys.path.append(BASE_DIR)
-from core import TaLib
-
 
 __author__ = 'Daniel J. Umpierrez'
-__version__ = '0.0.4'
+__version__ = '0.0.5'
+
+__all__ = (*cycle.__all__, *momentum.__all__, *overlap.__all__, *volatility.__all__, *pattern.__all__,
+           *statistic.__all__, *experimental.__all__, *prices.__all__, 'ASI', 'SI')
 
-__all__ = ['TaLib']
 
-def ASI(df, L):
+def ASI(data, l):
     """
     Accumulation Swing Index (J. Welles Wilder)
     source: book: New Concepts in Technical Trading Systems
     """
     asi_list = []
-    si_list = SI(df, L)
+    si_list = SI(data, l)
     i = 0
-    while i < len(df['close']):
+    asi = .0
+    while i < len(data['close']):
         if i < 1:
             asi = float('NaN')
             asi_list.append(asi)
             asi = .0
         else:
-            asi = asi + si_list[i]
+            asi += si_list[i]
             asi_list.append(asi)
         i += 1
     return asi_list
 
-def SI(df, L):
+
+def SI(data, l):
     """
     Swing Index (J. Welles Wilder)
-    source: book: New Concepts in Technical Trading Systems
+    From "New Concepts in Technical Trading Systems"
+
+    :param pd.DataFrame data:
+    :param l:
+    :return:
     """
     si_list = []
     i = 0
-    while i < len(df['close']):
+    while i < len(data['close']):
         if i < 1:
             si = float('NaN')
         else:
-            N = (df['close'][i] - df['close'][i - 1]) + (.5 * (df['close'][i] - df['open'][i])) + (
-                    .25 * (df['close'][i - 1] - df['open'][i - 1]))
-            R1 = df['high'][i] - df['close'][i - 1]
-            R2 = df['low'][i] - df['close'][i - 1]
-            R3 = df['high'][i] - df['low'][i]
-            if R1 > R2 and R1 > R3:
-                R = (df['high'][i] - df['close'][i - 1]) - (.5 * (df['low'][i] - df['close'][i - 1])) + (
-                        .25 * (df['close'][i - 1] - df['open'][i - 1]))
-            if R2 > R1 and R2 > R3:
-                R = (df['low'][i] - df['close'][i - 1]) - (.5 * (df['high'][i] - df['close'][i - 1])) + (
-                        .25 * (df['close'][i - 1] - df['open'][i - 1]))
-            if R3 > R1 and R3 > R2:
-                R = (df['high'][i] - df['low'][i]) + (.25 * (df['close'][i - 1] - df['open'][i - 1]))
-            K1 = df['high'][i] - df['close'][i - 1]
-            K2 = df['low'][i] - df['close'][i - 1]
-            if K1 > K2:
-                K = K1
+            n = (data['close'][i] - data['close'][i - 1]) + (.5 * (data['close'][i] - data['open'][i])) + (
+                    .25 * (data['close'][i - 1] - data['open'][i - 1]))
+            r1 = data['high'][i] - data['close'][i - 1]
+            r2 = data['low'][i] - data['close'][i - 1]
+            r3 = data['high'][i] - data['low'][i]
+            if r1 > r2 and r1 > r3:
+                r = (data['high'][i] - data['close'][i - 1]) - (.5 * (data['low'][i] - data['close'][i - 1])) + (
+                        .25 * (data['close'][i - 1] - data['open'][i - 1]))
+            if r2 > r1 and r2 > r3:
+                r = (data['low'][i] - data['close'][i - 1]) - (.5 * (data['high'][i] - data['close'][i - 1])) + (
+                        .25 * (data['close'][i - 1] - data['open'][i - 1]))
+            if r3 > r1 and r3 > r2:
+                r = (data['high'][i] - data['low'][i]) + (.25 * (data['close'][i - 1] - data['open'][i - 1]))
+            k1 = data['high'][i] - data['close'][i - 1]
+            k2 = data['low'][i] - data['close'][i - 1]
+            if k1 > k2:
+                k = k1
             else:
-                K = K2
-            si = 50 * (N / R) * (K / L)
+                k = k2
+            si = 50 * (n / r) * (k / l)
         si_list.append(si)
         i += 1
     return si_list

techa/core.py

@@ -1,13 +1,30 @@
 # -*- coding:utf-8 -*-
-from collections import OrderedDict
+import talib
 
-from cycle import Cycle
-from momentum import Momentum
-from overlap import Overlap
-from pattern import Pattern
-from statistic import Statistic
-from volatility import Volatility
-from volume import Volume
+import cycle
+import experimental
+import momentum
+import overlap
+import pattern
+import prices
+import statistic
+import volatility
+import volume
+
+# from cycle import *
+# from momentum import *
+# from overlap import *
+# from pattern import *
+# from statistic import *
+# from volatility import *
+# from experimental import *
+# from prices import *
+# from volume import *
+
+_function_list = [f for f in
+                  (*cycle.__all__, *momentum.__all__, *overlap.__all__, *volatility.__all__, *pattern.__all__,
+                   *statistic.__all__, *experimental.__all__, *prices.__all__) if f[0].isupper()]
+__all__ = ['TaLib']
 
 
 # noinspection SpellCheckingInspection
@@ -17,23 +34,21 @@ class TaLib:
     """
 
     _groups_ref = {
-        'Cycle Indicators':      'Cyl',
-        'Momentum Indicators':   'Mom',
-        'Overlap studies':       'Ovlap',
-        'Patter Recognition':    'Pattr',
-        'Statistic Functions':   'Stat',
-        'Volume Indicators':     'Vol',
-        'Volatility Indicators': 'Volat'
+        'cycle': cycle.__all__,
+        'momentum': momentum.__all__,
+        'overlap': overlap.__all__,
+        'patter': pattern.__all__,
+        'statistic': statistic.__all__,
+        'volume': volatility.__all__,
+        'volatility': experimental.__all__,
+        'price': prices.__all__,
+        'experimental': volume.__all__
     }
 
-    Volat = Volatility
-    Olap = Overlap
-    Mom = Momentum
-    Cycl = Cycle
-    Vol = Volume
-    Pattr = Pattern
-    Stat = Statistic
-
+    @classmethod
+    def calculate_indicator(cls, indicator, *args, **kwargs):
+        fn = globals().get(indicator)
+        return fn(*args, **kwargs)
 
     @classmethod
     def get_groups(cls):
@@ -42,11 +57,17 @@ def get_groups(cls):
 
         :return: groups names
         """
-        groups = OrderedDict().fromkeys(sorted([grp for grp in cls.__dict__ if grp[0].isupper()]))
-        for grp in groups:
-            groups.update({grp: [fn for fn in cls.__dict__[grp].__dict__ if fn[0].isupper()]})
-        return groups
 
+        return sorted([*cls._groups_ref])
+
+    @classmethod
+    def get_talib_groups(cls):
+        """
+        Just return groups names
+
+        :return: groups names
+        """
+        return sorted([*talib.get_function_groups().keys()])
 
     @classmethod
     def get_functions(cls):
@@ -55,34 +76,18 @@ def get_functions(cls):
 
         :return: all functions supported by this lib
         """
-        result = list()
-        for grp in cls.get_groups().values():
-            result.extend(grp)
-        return sorted(result)
 
+        return sorted(sum(cls._groups_ref.values(), []))
 
     @classmethod
-    def get_function_group(cls, name, display_name=False):
+    def get_talib_functions(cls):
         """
-        Get functions grouped by type
+        Return all functions supported by this lib
 
-        :param str name: function name
-        :param bool display_name: if True, full names will be show instead shorted ones
-        :return: functions grouped by type
+        :return: all functions supported by this lib
         """
-        name = str(name).upper()
-        if name in cls.get_functions():
-            if name in cls.Pattr.__dict__:
-                return cls.Pattr.__name__ if display_name is True else 'Pattr'
-            elif name in cls.Mom.__dict__:
-                return cls.Mom.__name__ if display_name is True else 'Mom'
-            elif name in cls.Olap.__dict__:
-                return cls.Olap.__name__ if display_name is True else 'Olap'
-            elif name in cls.Vol.__dict__:
-                return cls.Vol.__name__ if display_name is True else 'Vol'
-            elif name in cls.Cycl.__dict__:
-                return cls.Cycl.__name__ if display_name is True else 'Cycl'
-            elif name in cls.Stat.__dict__:
-                return cls.Stat.__name__ if display_name is True else 'Stat'
-            elif name in cls.Volat.__dict__:
-                return cls.Volat.__name__ if display_name is True else 'Volat'
+        return sorted([*talib.get_function_groups().values()])
+
+
+if __name__ == '__main__':
+    print(TaLib.get_functions())