Update ta_indi_pat.py
Browse files- ta_indi_pat.py +26 -18
ta_indi_pat.py
CHANGED
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@@ -1,21 +1,27 @@
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import pandas as pd
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import talib
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import numpy as np
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def patterns(df):
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df = df.copy()
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required_cols = ['Open','High','Low','Close']
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#
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pattern_df = pd.DataFrame(index=df.index)
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# Get all CDL pattern functions
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pattern_list = [f for f in dir(talib) if f.startswith("CDL")]
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# Apply each pattern function
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for pattern in pattern_list:
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func = getattr(talib, pattern)
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result = func(
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@@ -24,17 +30,22 @@ def patterns(df):
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df['Low'].values.astype(float),
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df['Close'].values.astype(float)
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)
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# Convert +100/-100 → 1, 0 stays 0
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pattern_df[pattern] = (result != 0).astype(int)
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return pattern_df
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def indicators(df):
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df_std = df.copy()
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df_std.columns = [c.lower() for c in df_std.columns]
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ohlcv = {
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'open': df_std.get('open'),
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'high': df_std.get('high'),
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@@ -43,38 +54,35 @@ def indicators(df):
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'volume': df_std.get('volume')
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}
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#indicator_list = [f for f in dir(talib) if not f.startswith("CDL") and not f.startswith("_")]
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indicator_list = [
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f for f in dir(talib)
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if not f.startswith("CDL") and not f.startswith("_") and f not in ["wraps", "wrapped_func"]
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df_list = []
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for name in indicator_list:
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func = getattr(talib, name)
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try:
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if
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result = func(ohlcv['close'].values.astype(float))
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else:
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continue
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# If function returns tuple, add each output separately
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if isinstance(result, tuple):
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for i, arr in enumerate(result):
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col_name = f"{name}_{i}"
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temp_df = pd.DataFrame(arr, index=
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df_list.append(temp_df)
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else:
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temp_df = pd.DataFrame(result, index=
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df_list.append(temp_df)
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except:
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continue
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# Concatenate all columns at once
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if df_list:
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indicator_df = pd.concat(df_list, axis=1)
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else:
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indicator_df = pd.DataFrame(index=
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return indicator_df
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import pandas as pd
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import talib
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import numpy as np
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def patterns(df):
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"""
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Return a DataFrame of all CDL patterns with 0/1, keeping Date as index.
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"""
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df = df.copy()
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required_cols = ['Open','High','Low','Close']
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# Ensure all required columns exist
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for col in required_cols:
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if col not in df.columns:
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raise ValueError(f"Missing column: {col}")
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# Use Date as index if present
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if 'Date' in df.columns:
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df.set_index('Date', inplace=True)
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pattern_df = pd.DataFrame(index=df.index)
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pattern_list = [f for f in dir(talib) if f.startswith("CDL")]
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for pattern in pattern_list:
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func = getattr(talib, pattern)
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result = func(
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df['Low'].values.astype(float),
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df['Close'].values.astype(float)
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)
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pattern_df[pattern] = (result != 0).astype(int)
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return pattern_df
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def indicators(df):
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"""
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Return a DataFrame of all numeric TA-Lib indicators, keeping Date as index.
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"""
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df_std = df.copy()
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df_std.columns = [c.lower() for c in df_std.columns]
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# Use Date as index if present
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if 'date' in df_std.columns:
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df_std.set_index('date', inplace=True)
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ohlcv = {
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'open': df_std.get('open'),
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'high': df_std.get('high'),
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'volume': df_std.get('volume')
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}
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indicator_list = [
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f for f in dir(talib)
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if not f.startswith("CDL") and not f.startswith("_") and f not in ["wraps", "wrapped_func"]
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]
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df_list = []
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for name in indicator_list:
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func = getattr(talib, name)
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try:
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if ohlcv['close'] is not None:
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result = func(ohlcv['close'].values.astype(float))
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else:
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continue
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if isinstance(result, tuple):
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for i, arr in enumerate(result):
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col_name = f"{name}_{i}"
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temp_df = pd.DataFrame(arr, index=df_std.index, columns=[col_name])
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df_list.append(temp_df)
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else:
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temp_df = pd.DataFrame(result, index=df_std.index, columns=[name])
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df_list.append(temp_df)
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except:
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continue
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if df_list:
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indicator_df = pd.concat(df_list, axis=1)
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else:
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indicator_df = pd.DataFrame(index=df_std.index)
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return indicator_df
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