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alter lib tab_lib to ta #6

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alter lib tab_lib to ta #6

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15 changes: 8 additions & 7 deletions requirements.txt
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Original file line number Diff line number Diff line change
@@ -1,9 +1,10 @@
PyMySQL==0.9.3
scipy==1.5.0
scipy>=1.5.0
plotly==4.5.0
pytz==2019.3
pandas==1.0.1
numpy==1.18.1
TA_Lib==0.4.17
requests==2.22.0
python_dateutil==2.8.2
pytz>=2019.3
pandas>=1.0.1
numpy>=1.18.1
requests>=2.22.0
python_dateutil>=2.8.2
#TA_Lib>=0.4.17
ta==0.10.1
5 changes: 3 additions & 2 deletions sample_binance.py
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Expand Up @@ -4,7 +4,7 @@
import requests
from rsi_divergence_finder import *
from timeframe import TimeFrame
import talib
import ta

real_path = os.path.dirname(os.path.realpath(__file__))
os.chdir(real_path)
Expand Down Expand Up @@ -85,7 +85,8 @@ def plot_rsi_divergence(candles_df, divergences, pair, file_name):
candles_df[TIME_COLUMN] = pd.to_datetime(candles_df[TIME_COLUMN], unit='ms')
candles_df[BASE_COLUMN] = pd.to_numeric(candles_df[BASE_COLUMN])

candles_df[RSI_COLUMN] = talib.RSI(candles_df[BASE_COLUMN] * 100000, timeperiod=14)
#candles_df[RSI_COLUMN] = talib.RSI(candles_df[BASE_COLUMN] * 100000, timeperiod=14)
candles_df[RSI_COLUMN] = ta.momentum.RSIIndicator(candles_df[BASE_COLUMN], window=14).rsi()
candles_df.dropna(inplace=True)

div_df = get_all_rsi_divergences(candles_df, time_frame)
Expand Down
6 changes: 4 additions & 2 deletions sample_tg_poster.py
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Expand Up @@ -7,7 +7,7 @@
from timeframe import TimeFrame
from db.one_hour_candle_db import OneHourCandleDB
import logging
import talib
import ta

os.chdir(os.path.dirname(os.path.realpath(__file__)))

Expand Down Expand Up @@ -98,7 +98,9 @@ def find_divergences(time_frames):
continue

# Here I am multiplying close price to 10^5, otherwise TA-Lib is giving incorrect rsi
candles_df[RSI_COLUMN] = talib.RSI(candles_df[BASE_COLUMN] * 100000, timeperiod=14)
#candles_df[RSI_COLUMN] = talib.RSI(candles_df[BASE_COLUMN] * 100000, timeperiod=14)
candles_df[RSI_COLUMN] = ta.momentum.RSIIndicator(candles_df[BASE_COLUMN], window=14).rsi()
#ta.momentum.RSIIndicator(df['close'], window=periodos).rsi()
candles_df.dropna(inplace=True)

divergences = get_rsi_divergences(candles_df,
Expand Down