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ENH: Add Aroon indicator. #1258

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merged 1 commit into from Jun 4, 2016

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femtoghoti commented Jun 3, 2016

This pull request is for adding the Aroon indicator and includes a minimal set of unit tests.
@llllllllll

out=out.up,
)
evaluate(
'100 * low_date_index / (wl - 1)',

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llllllllll Jun 3, 2016

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small request: can we indent this block by 4 spaces instead of 8

https://www.fidelity.com/learning-center/trading-investing/technical
-analysis/technical-indicator-guide/aroon-indicator
**Defaults Inputs: USEquityPricing.low, USEquityPricing.high

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llllllllll Jun 3, 2016

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We need to close the bold here, like **Defaults:**

])
def test_aroon_basic(self, lows, highs, expected_out):
aroon = Aroon(window_length=self.window_length)
today = pd.Timestamp('2014')

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llllllllll Jun 3, 2016

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While it may not matter, we will probably be passing a utc timestamp like: Timestamp('2014', tz='utc')

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llllllllll commented Jun 3, 2016

Thank you very much, this looks great!

@femtoghoti femtoghoti force-pushed the femtoghoti:add_aroon_indicator branch from 22da52e to 3cfa4c0 Jun 3, 2016

@llllllllll

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llllllllll commented Jun 3, 2016

It looks like there are some style issues:

zipline/pipeline/factors/__init__.py:16:1: F401 'Aroon' imported but unused

zipline/pipeline/factors/__init__.py:16:1: F401 'AverageDollarVolume' imported but unused

zipline/pipeline/factors/technical.py:744:1: E302 expected 2 blank lines, found 1

tests/pipeline/test_technical.py:163:47: E231 missing whitespace after ','

tests/pipeline/test_technical.py:172:24: E128 continuation line under-indented for visual indent

@femtoghoti femtoghoti force-pushed the femtoghoti:add_aroon_indicator branch from 3cfa4c0 to 696e81b Jun 3, 2016

@llllllllll llllllllll merged commit af38b02 into quantopian:master Jun 4, 2016

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