Pratik Bhadane
124 lines
2.6 KiB
Python
124 lines
2.6 KiB
Python
"""
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Volume Indicators — Require volume data to measure buying and selling pressure.
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Functions
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---------
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AD — Chaikin A/D Line
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ADOSC — Chaikin A/D Oscillator
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OBV — On Balance Volume
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"""
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from __future__ import annotations
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import numpy as np
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from numpy.typing import ArrayLike
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from ferro_ta._ferro_ta import (
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ad as _ad,
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)
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from ferro_ta._ferro_ta import (
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adosc as _adosc,
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)
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from ferro_ta._ferro_ta import (
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obv as _obv,
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)
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from ferro_ta._utils import _to_f64
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from ferro_ta.core.exceptions import _normalize_rust_error
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def AD(
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high: ArrayLike,
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low: ArrayLike,
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close: ArrayLike,
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volume: ArrayLike,
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) -> np.ndarray:
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"""Chaikin A/D Line.
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Parameters
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----------
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high : array-like
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Sequence of high prices.
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low : array-like
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Sequence of low prices.
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close : array-like
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Sequence of closing prices.
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volume : array-like
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Sequence of volume values.
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Returns
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-------
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numpy.ndarray
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Cumulative A/D Line values.
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"""
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try:
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return _ad(_to_f64(high), _to_f64(low), _to_f64(close), _to_f64(volume))
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except ValueError as e:
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_normalize_rust_error(e)
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def ADOSC(
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high: ArrayLike,
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low: ArrayLike,
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close: ArrayLike,
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volume: ArrayLike,
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fastperiod: int = 3,
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slowperiod: int = 10,
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) -> np.ndarray:
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"""Chaikin A/D Oscillator.
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Parameters
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----------
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high : array-like
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Sequence of high prices.
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low : array-like
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Sequence of low prices.
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close : array-like
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Sequence of closing prices.
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volume : array-like
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Sequence of volume values.
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fastperiod : int, optional
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Fast EMA period (default 3).
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slowperiod : int, optional
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Slow EMA period (default 10).
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Returns
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-------
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numpy.ndarray
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Array of ADOSC values; leading ``slowperiod - 1`` entries are ``NaN``.
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"""
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try:
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return _adosc(
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_to_f64(high),
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_to_f64(low),
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_to_f64(close),
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_to_f64(volume),
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fastperiod,
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slowperiod,
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)
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except ValueError as e:
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_normalize_rust_error(e)
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def OBV(close: ArrayLike, volume: ArrayLike) -> np.ndarray:
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"""On Balance Volume.
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Parameters
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----------
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close : array-like
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Sequence of closing prices.
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volume : array-like
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Sequence of volume values.
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Returns
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-------
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numpy.ndarray
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Cumulative OBV values.
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"""
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try:
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return _obv(_to_f64(close), _to_f64(volume))
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except ValueError as e:
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_normalize_rust_error(e)
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__all__ = ["AD", "ADOSC", "OBV"]
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