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volatility_stop.py
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/
volatility_stop.py
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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 RemoveWarmupMixin
from stock_indicators.indicators.common.results import IndicatorResults, ResultBase
from stock_indicators.indicators.common.quote import Quote
def get_volatility_stop(quotes: Iterable[Quote], lookback_periods: int = 7,
multiplier: float = 3):
"""Get Volatility Stop calculated.
Volatility Stop is an ATR based indicator used to
determine trend direction, stops, and reversals.
Parameters:
`quotes` : Iterable[Quote]
Historical price quotes.
`lookback_periods` : int, defaults 7
Number of periods in the lookback window.
`multiplier` : float, defaults 3
ATR offset amount.
Returns:
`VolatilityStopResults[VolatilityStopResult]`
VolatilityStopResults is list of VolatilityStopResult with providing useful helper methods.
See more:
- [Volatility Stop Reference](https://python.stockindicators.dev/indicators/VolatilityStop/#content)
- [Helper Methods](https://python.stockindicators.dev/utilities/#content)
"""
results = CsIndicator.GetVolatilityStop[Quote](CsList(Quote, quotes), lookback_periods,
multiplier)
return VolatilityStopResults(results, VolatilityStopResult)
class VolatilityStopResult(ResultBase):
"""
A wrapper class for a single unit of Volatility Stop results.
"""
@property
def sar(self) -> Optional[float]:
return self._csdata.Sar
@sar.setter
def sar(self, value):
self._csdata.Sar = value
@property
def upper_band(self) -> Optional[float]:
return self._csdata.UpperBand
@upper_band.setter
def upper_band(self, value):
self._csdata.UpperBand = value
@property
def lower_band(self) -> Optional[float]:
return self._csdata.LowerBand
@lower_band.setter
def lower_band(self, value):
self._csdata.LowerBand = value
@property
def is_stop(self) -> Optional[bool]:
return self._csdata.IsStop
@is_stop.setter
def is_stop(self, value):
self._csdata.IsStop = value
_T = TypeVar("_T", bound=VolatilityStopResult)
class VolatilityStopResults(RemoveWarmupMixin, IndicatorResults[_T]):
"""
A wrapper class for the list of Volatility Stop results.
It is exactly same with built-in `list` except for that it provides
some useful helper methods written in CSharp implementation.
"""