refactor

ta/momentum.py

@@ -152,7 +152,7 @@ def tsi(self) -> pd.Series:
         return pd.Series(tsi, name='tsi')
 
 
-class UltimateOscillatorIndicator(IndicatorMixin):
+class UltimateOscillator(IndicatorMixin):
     """Ultimate Oscillator
 
     Larry Williams' (1976) signal, a momentum oscillator designed to capture
@@ -225,15 +225,15 @@ def uo(self) -> pd.Series:
         return pd.Series(uo, name='uo')
 
 
-class StochIndicator(IndicatorMixin):
+class StochasticOscillator(IndicatorMixin):
     """Stochastic Oscillator
 
     Developed in the late 1950s by George Lane. The stochastic
     oscillator presents the location of the closing price of a
     stock in relation to the high and low range of the price
     of a stock over a period of time, typically a 14-day period.
 
-    https://www.investopedia.com/terms/s/stochasticoscillator.asp
+    https://school.stockcharts.com/doku.php?id=technical_indicators:stochastic_oscillator_fast_slow_and_full
 
     Args:
         close(pandas.Series): dataset 'Close' column.
@@ -605,7 +605,7 @@ def uo(high, low, close, s=7, m=14, len=28, ws=4.0, wm=2.0, wl=1.0, fillna=False
         pandas.Series: New feature generated.
 
     """
-    return UltimateOscillatorIndicator(
+    return UltimateOscillator(
         high=high, low=low, close=close, s=7, m=14, len=28, ws=4.0, wm=2.0, wl=1.0, fillna=fillna).uo()
 
 
@@ -630,7 +630,7 @@ def stoch(high, low, close, n=14, fillna=False):
         pandas.Series: New feature generated.
     """
 
-    return StochIndicator(high=high, low=low, close=close, n=n, d_n=3, fillna=fillna).stoch()
+    return StochasticOscillator(high=high, low=low, close=close, n=n, d_n=3, fillna=fillna).stoch()
 
 
 def stoch_signal(high, low, close, n=14, d_n=3, fillna=False):
@@ -651,7 +651,7 @@ def stoch_signal(high, low, close, n=14, d_n=3, fillna=False):
     Returns:
         pandas.Series: New feature generated.
     """
-    return StochIndicator(high=high, low=low, close=close, n=n, d_n=d_n, fillna=fillna).stoch_signal()
+    return StochasticOscillator(high=high, low=low, close=close, n=n, d_n=d_n, fillna=fillna).stoch_signal()
 
 
 def wr(high, low, close, lbp=14, fillna=False):

ta/wrapper.py

@@ -9,8 +9,8 @@
 
 from ta.momentum import (AwesomeOscillatorIndicator, KAMAIndicator,
                          MFIIndicator, ROCIndicator, RSIIndicator,
-                         StochIndicator, TSIIndicator,
-                         UltimateOscillatorIndicator, WilliamsRIndicator)
+                         StochasticOscillator, TSIIndicator,
+                         UltimateOscillator, WilliamsRIndicator)
 from ta.others import (CumulativeReturnIndicator, DailyLogReturnIndicator,
                        DailyReturnIndicator)
 from ta.trend import (MACD, ADXIndicator, AroonIndicator, CCIIndicator,
@@ -238,12 +238,12 @@ def add_momentum_ta(df: pd.DataFrame, high: str, low: str, close: str, volume: s
     df[f'{colprefix}momentum_tsi'] = TSIIndicator(close=df[close], r=25, s=13, fillna=fillna).tsi()
 
     # Ultimate Oscillator
-    df[f'{colprefix}momentum_uo'] = UltimateOscillatorIndicator(
+    df[f'{colprefix}momentum_uo'] = UltimateOscillator(
         high=df[high], low=df[low], close=df[close], s=7, m=14, len=28, ws=4.0, wm=2.0, wl=1.0,
         fillna=fillna).uo()
 
     # Stoch Indicator
-    indicator = StochIndicator(high=df[high], low=df[low], close=df[close], n=14, d_n=3, fillna=fillna)
+    indicator = StochasticOscillator(high=df[high], low=df[low], close=df[close], n=14, d_n=3, fillna=fillna)
     df[f'{colprefix}momentum_stoch'] = indicator.stoch()
     df[f'{colprefix}momentum_stoch_signal'] = indicator.stoch_signal()