-
Notifications
You must be signed in to change notification settings - Fork 34
/
cmo.py
55 lines (41 loc) · 1.82 KB
/
cmo.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
from typing import Iterable, Optional, TypeVar
from stock_indicators._cslib import CsIndicator
from stock_indicators._cstypes import List as CsList
from stock_indicators.indicators.common.helpers import CondenseMixin, RemoveWarmupMixin
from stock_indicators.indicators.common.results import IndicatorResults, ResultBase
from stock_indicators.indicators.common.quote import Quote
def get_cmo(quotes: Iterable[Quote], lookback_periods: int):
"""Get CMO calculated.
The Chande Momentum Oscillator (CMO) is a momentum indicator
depicting the weighted percentof higher prices in financial markets.
Parameters:
`quotes` : Iterable[Quote]
Historical price quotes.
`lookback_periods` : int
Number of periods in the lookback window.
Returns:
`CMOResults[CMOResult]`
CMOResults is list of CMOResult with providing useful helper methods.
See more:
- [CMO Reference](https://python.stockindicators.dev/indicators/Cmo/#content)
- [Helper Methods](https://python.stockindicators.dev/utilities/#content)
"""
results = CsIndicator.GetCmo[Quote](CsList(Quote, quotes), lookback_periods)
return CMOResults(results, CMOResult)
class CMOResult(ResultBase):
"""
A wrapper class for a single unit of Chande Momentum Oscillator (CMO) results.
"""
@property
def cmo(self) -> Optional[float]:
return self._csdata.Cmo
@cmo.setter
def cmo(self, value):
self._csdata.Cmo = value
_T = TypeVar("_T", bound=CMOResult)
class CMOResults(CondenseMixin, RemoveWarmupMixin, IndicatorResults[_T]):
"""
A wrapper class for the list of Chande Momentum Oscillator (CMO) results.
It is exactly same with built-in `list` except for that it provides
some useful helper methods written in CSharp implementation.
"""