Inversion/indicadores.py at master · EstebanMenti/Inversion · GitHub

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import os
import pandas as pd #pip install pandas
#https://bbnb.media/noticias/python-for-at/ta-lib-una-libreria-para-analisis-tecnico-al-alcance-de-todos/

#Determina la media movil de "n" ruedas
def ma(df, n, add=True):
    try:
        #ma = pd.Series( pd.Series.rolling(df, n ).mean(), name='MA_' + str(n) )
        ma = df.rolling(window=n).mean()
    except:
        print("Excepcion capturada en def ma(ticket, n, add=True) ")
    if(add == True):
        df = df.join(ma)
    else:
        df =  ma
    return df

#Caclula la media movil ponderada de "n" ruedas. "add" lo agrega en los mismo datos
def ema(df, n, add=True):
    try:
        ema = pd.Series(pd.Series.ewm(df, span = n, min_periods = n -1, adjust = False).mean(), name='EMA_' + str(n))
        #ema = pd.Series(pd.Series.ewm(ticket['Close'], span = n, min_periods = n -1, adjust = False).mean(), name='EMA_' + str(n))
    except:
       print("Excepcion capturada en def ema(ticket, n, add=True)")
    if(add == True):
        df = df.join(ema)
    else:
        df = ema
    return df

#indice de fuerza relativa
def rsi(ticket, n, add=True):
    i = 0
    upi=[0]
    doi=[0]
    ticket=ticket.reset_index()

    while( i + 1 <= ticket.index[-1]):
        upMove = ticket['High'].values[i + 1] - ticket['High'].values[i ]
        downMove = ticket['Low'].values[i] - ticket['Low'].values[i + 1]

        if( upMove > downMove and upMove > 0):
            upD = upMove
        else:
            upD = 0
        upi.append(upD)

        if( downMove > upMove and downMove > 0):
            dod = downMove
        else:
            dod = 0
        doi.append(dod)

        i = i + 1

    upi = pd.Series(upi)
    doi = pd.Series(doi)
    posdi = pd.Series(pd.Series.ewm(upi, span=n, min_periods= n -1).mean())
    negdi = pd.Series(pd.Series.ewm(doi, span=n, min_periods= n -1).mean())
    rsi = pd.Series(posdi /(posdi + negdi), name= 'RSI_' + str(n))

    ticket = ticket.join(rsi)
    ticket.set_index('Date', inplace=True)

    if(add == True):
        return ticket
    return ticket['RSI_' + str(n)]