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Custom period_start for Input Sampler #142

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Custom period_start for Input Sampler #142

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5ba86b8
Custom period_start for Input Sampler
CITIZENDOT Jun 27, 2024
5cbf998
Update all indicators's signature to add optional period_start argument
CITIZENDOT Jun 28, 2024
99676db
Add comment
CITIZENDOT Jun 28, 2024
ef66972
Fix spacing in comments
CITIZENDOT Jun 28, 2024
d108dee
Merge branch 'main' into custom-period-start
CITIZENDOT Jul 14, 2024
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8 changes: 6 additions & 2 deletions talipp/indicators/ADX.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from dataclasses import dataclass
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values, previous_if_exists
Expand Down Expand Up @@ -37,17 +38,20 @@ class ADX(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, di_period: int,
adx_period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
output_value_type=ADXVal,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.di_period = di_period
self.adx_period = adx_period
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/ALMA.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from math import exp
from datetime import datetime
from typing import List, Any

from talipp.indicators.Indicator import Indicator, InputModifierType
Expand All @@ -20,6 +21,7 @@ class ALMA(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
Expand All @@ -28,9 +30,11 @@ def __init__(self, period: int,
input_values: List[float] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period
self.offset = offset
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/AO.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -22,6 +23,7 @@ class AO(Indicator):
input_modifier: Input modifier.
ma_type: Moving average type.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, fast_period: int,
Expand All @@ -30,9 +32,11 @@ def __init__(self, fast_period: int,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
ma_type: MAType = MAType.SMA,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.fast_period = fast_period
self.slow_period = slow_period
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/ATR.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -19,15 +20,18 @@ class ATR(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super(ATR, self).__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period
self.tr = []
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/AccuDist.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -18,15 +19,18 @@ class AccuDist(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(
input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.initialize(input_values, input_indicator)

Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/Aroon.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from dataclasses import dataclass
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand Down Expand Up @@ -33,16 +34,19 @@ class Aroon(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
output_value_type=AroonVal,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period

Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/BB.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from dataclasses import dataclass
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand Down Expand Up @@ -37,6 +38,7 @@ class BB(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
Expand All @@ -45,10 +47,12 @@ def __init__(self, period: int,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
ma_type: MAType = MAType.SMA,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
output_value_type=BBVal,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period
self.std_dev_mult = std_dev_mult
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/BOP.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicators.Indicator import Indicator, InputModifierType
Expand All @@ -17,14 +18,17 @@ class BOP(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.initialize(input_values, input_indicator)

Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/CCI.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -20,15 +21,18 @@ class CCI(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.mean_dev = MeanDev(period)
self.add_managed_sequence(self.mean_dev)
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/CHOP.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from math import log10
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -21,15 +22,18 @@ class CHOP(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period

Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/ChaikinOsc.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -22,6 +23,7 @@ class ChaikinOsc(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, fast_period: int,
Expand All @@ -30,9 +32,11 @@ def __init__(self, fast_period: int,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
ma_type: MAType = MAType.EMA,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.fast_period = fast_period
self.slow_period = slow_period
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/ChandeKrollStop.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from dataclasses import dataclass
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand Down Expand Up @@ -35,6 +36,7 @@ class ChandeKrollStop(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, atr_period: int,
Expand All @@ -43,10 +45,12 @@ def __init__(self, atr_period: int,
input_values: List[OHLCV] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
output_value_type=ChandeKrollStopVal,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.atr_period = atr_period
self.atr_mult = atr_mult
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/CoppockCurve.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -22,6 +23,7 @@ class CoppockCurve(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, fast_roc_period: int,
Expand All @@ -30,9 +32,11 @@ def __init__(self, fast_roc_period: int,
input_values: List[float] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.fast_roc = ROC(fast_roc_period)
self.add_sub_indicator(self.fast_roc)
Expand Down
8 changes: 6 additions & 2 deletions talipp/indicators/DEMA.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
from datetime import datetime
from typing import List, Any

from talipp.indicator_util import has_valid_values
Expand All @@ -19,15 +20,18 @@ class DEMA(Indicator):
input_indicator: Input indicator.
input_modifier: Input modifier.
input_sampling: Input sampling type.
period_start: Period start for sampling (optional)
"""

def __init__(self, period: int,
input_values: List[float] = None,
input_indicator: Indicator = None,
input_modifier: InputModifierType = None,
input_sampling: SamplingPeriodType = None):
input_sampling: SamplingPeriodType = None,
period_start: datetime = None):
super().__init__(input_modifier=input_modifier,
input_sampling=input_sampling)
input_sampling=input_sampling,
period_start=period_start)

self.period = period

Expand Down
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