Added Renko bricks indicator #61

IntelliTrader/IntelliTrader.py

@@ -115,5 +115,6 @@
 indicator.execute_handler('vwap', datasource)
 indicator.execute_handler('adx', datasource)
 indicator.execute_handler('stochastic', datasource)
+indicator.execute_handler('renko', datasource, 5)
 
 

IntelliTrader/IntelliTrader.pyproj

@@ -30,6 +30,7 @@
     <Compile Include="src\indicators\atr.py" />
     <Compile Include="src\indicators\ma.py" />
     <Compile Include="src\indicators\macd.py" />
+    <Compile Include="src\indicators\renko.py" />
     <Compile Include="src\indicators\rsi.py" />
     <Compile Include="src\indicators\stochastic.py" />
     <Compile Include="src\indicators\vwap.py" />

IntelliTrader/src/indicator.py

@@ -12,12 +12,13 @@
 from src.indicators.vwap import vwap
 from src.indicators.adx import adx
 from src.indicators.stochastic import stochastic
+from src.indicators.renko import renko
 
 class Indicator:
     def __init__(self, params):
         self.prop = params
 
-    def execute_handler(self, indicator_option, dataset):
+    def execute_handler(self, indicator_option, dataset, period=0):
         match indicator_option:
             case 'macd':
                 self.option_macd(dataset)
@@ -37,6 +38,9 @@ def execute_handler(self, indicator_option, dataset):
                 self.option_adx(dataset)
             case 'stochastic':
                 self.option_stochastic(dataset)
+            case 'renko':
+                self.option_renko(dataset, period)
+
             case _:
                 self.invalid_option(dataset)
 
@@ -205,6 +209,23 @@ def option_stochastic(self, dataset):
             except:
                  self.prop['log'].error("The received object is not a valid DataFrame") 
 
+    def option_renko(self, dataset, period):
+            try:
+                if dataset is not None and not dataset.empty:
+                    # Calculate Renko
+                    pdf = pd.DataFrame(dataset)
+                    renko_bricks = renko(pdf, period)
+                    last_renko_brick = renko_bricks.iloc[-1]
+
+                    # Print the calculated Renko values
+                    print("\nRenko Bricks:")
+                    print(renko_bricks)
+                else:
+                    self.prop['log'].error("Failed to calculate Renko") 
+                    return False
+            except:
+                 self.prop['log'].error("The received object is not a valid DataFrame") 
+
     def invalid_option(self, dataset):
         # Invalid indicator option provided
         self.prop['log'].warn("The indicator option provided is not valid") 

IntelliTrader/src/indicators/renko.py

@@ -0,0 +1,12 @@
+import pandas as pd
+from stocktrends import Renko
+
+def renko(dataset, size=2):
+    # Check if dataset contains the required columns
+    data = dataset if 'open' in dataset and 'high' in dataset and 'low' in dataset and 'close' in dataset else None
+    data.reset_index(inplace=True)
+    r = Renko(data)
+    r.brick_size = size
+    renko_bricks = r.get_ohlc_data()
+
+    return renko_bricks