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series ¤

above ¤

above(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is above another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: True series1 is above series2 else False

Source code in lettrade/indicator/series.py 
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def above(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is above another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: True series1 is above series2 else False
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    i = s_above(series1=series1, series2=series2)

    if inplace:
        name = name or f"{prefix}above"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

below ¤

below(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is below another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: -100 series1 is below series2 else 0

Source code in lettrade/indicator/series.py 
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def below(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is below another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: -100 series1 is below series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    i = s_below(series1, series2)

    if inplace:
        name = name or f"{prefix}below"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

crossover ¤

crossover(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check if a Series cross over another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: 100 if series1 cross over series2 else 0

Source code in lettrade/indicator/series.py 
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def crossover(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check if a Series cross over another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: 100 if series1 cross over series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    below1 = s_below(series1, series2).shift(1)
    above0 = s_above(series1, series2)
    i = (-below1 + above0).apply(lambda v: 100 if v >= 200 else 0)

    if inplace:
        name = name or f"{prefix}crossover"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

crossunder ¤

crossunder(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check if a Series cross under another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: -100 if series1 cross under series2 else 0

Source code in lettrade/indicator/series.py 
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def crossunder(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check if a Series cross under another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: -100 if series1 cross under series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    above1 = s_above(series1, series2).shift(1)
    below0 = s_below(series1, series2)
    i = (below0 - above1).apply(lambda v: -100 if v <= -200 else 0)

    if inplace:
        name = name or f"{prefix}crossunder"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

diff ¤

diff(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Difference between 2 series

Parameters:

  • series1 (Series) –

    description

  • series2 (Series) –

    description

  • dataframe (DataFrame, default: None ) –

    description. Defaults to None.

  • name (str | None, default: None ) –

    description. Defaults to None.

  • prefix (str, default: '' ) –

    description. Defaults to "".

  • inplace (bool, default: False ) –

    description. Defaults to False.

  • plot (bool | list, default: False ) –

    description. Defaults to False.

  • plot_kwargs (dict | None, default: None ) –

    description. Defaults to None.

Raises:

Returns:

  • Series –

    pd.Series: Difference of 2 series (series1 - series2)

Source code in lettrade/indicator/series.py 
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def diff(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Difference between 2 series

    Args:
        series1 (pd.Series): _description_
        series2 (pd.Series): _description_
        dataframe (pd.DataFrame, optional): _description_. Defaults to None.
        name (str | None, optional): _description_. Defaults to None.
        prefix (str, optional): _description_. Defaults to "".
        inplace (bool, optional): _description_. Defaults to False.
        plot (bool | list, optional): _description_. Defaults to False.
        plot_kwargs (dict | None, optional): _description_. Defaults to None.

    Raises:
        RuntimeError: _description_

    Returns:
        pd.Series: Difference of 2 series (series1 - series2)
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    i = series1 - series2

    if inplace:
        name = name or f"{prefix}diff"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

direction ¤

direction(
    series1: Series | str,
    series2: Series | str,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is direction another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: -100 if series1 < series2, 100 if series1 > series2, else 0

Source code in lettrade/indicator/series.py 
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def direction(
    series1: pd.Series | str,
    series2: pd.Series | str,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is direction another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: -100 if series1 < series2, 100 if series1 > series2, else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    i = s_direction(series1, series2)

    if inplace:
        name = name or f"{prefix}direction"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

rolling_above ¤

rolling_above(
    series1: Series,
    series2: Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is rolling above another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: 100 mean series1 is rolling above series2 else 0

Source code in lettrade/indicator/series.py 
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def rolling_above(
    series1: pd.Series,
    series2: pd.Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is rolling above another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: 100 mean series1 is rolling above series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    min_periods = window if min_periods is None else min_periods

    i = s_above(series1, series2)
    i = i.rolling(window=window, min_periods=min_periods).min()
    i = i.apply(lambda v: 100 if v >= 100 else 0).astype(int)

    if inplace:
        name = name or f"{prefix}rolling_above"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

rolling_below ¤

rolling_below(
    series1: Series,
    series2: Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is rolling below another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: -100 mean series1 is rolling below series2 else 0

Source code in lettrade/indicator/series.py 
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def rolling_below(
    series1: pd.Series,
    series2: pd.Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is rolling below another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: -100 mean series1 is rolling below series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    min_periods = window if min_periods is None else min_periods

    i = s_below(series1, series2)
    i = i.rolling(window=window, min_periods=min_periods).max()
    i = i.apply(lambda v: -100 if v <= -100 else 0).astype(int)

    if inplace:
        name = name or f"{prefix}rolling_below"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i

rolling_direction ¤

rolling_direction(
    series1: Series,
    series2: Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
) -> Series

Check a Series is rolling on one side with another Series

Parameters:

  • series1 (Series) –

    first Series

  • series2 (Series) –

    second Series

Returns:

  • Series –

    pd.Series: -100 mean series1 is rolling direction series2 else 0

Source code in lettrade/indicator/series.py 
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def rolling_direction(
    series1: pd.Series,
    series2: pd.Series,
    window: int = 20,
    min_periods: int | None = None,
    dataframe: pd.DataFrame = None,
    name: str | None = None,
    prefix: str = "",
    inplace: bool = False,
    plot: bool | list[str] = False,
    plot_kwargs: dict | None = None,
    # **kwargs,
) -> pd.Series:
    """Check a Series is rolling on one side with another Series

    Args:
        series1 (pd.Series): first Series
        series2 (pd.Series): second Series

    Returns:
        pd.Series: -100 mean series1 is rolling direction series2 else 0
    """
    if __debug__:
        if plot and not inplace:
            raise RuntimeError("Cannot plot when inplace=False")

    if isinstance(series1, str):
        series1 = dataframe[series1]
    if isinstance(series2, str):
        series2 = dataframe[series2]

    min_periods = window if min_periods is None else min_periods

    i = s_direction(series1, series2)
    i = i.rolling(window=window, min_periods=min_periods).mean()
    i = i.apply(lambda v: -100 if v <= -100 else 100 if v >= 100 else 0).astype(int)

    if inplace:
        name = name or f"{prefix}rolling_direction"
        dataframe[name] = i

        if plot:
            _plot_mark(dataframe=dataframe, name=name, plot_kwargs=plot_kwargs)

    return i