Coverage for source/indicators/donchain_channels_indicator.py: 100%

1# indicators/donchain_channels_indicator.py  

2 

3from .indicator_base import * 

4 

5class DonchainChannelsIndicatorHandler(IndicatorHandlerBase): 

6 """ 

7 Implements donchain channels indicator. It indicates the highest and the 

8 lowest price for the certain period, creating so called channel. It also 

9 calculates average price as the average of the lowest and the highest price. 

10 """ 

11 

12 def __init__(self, window_size: int = 20) -> None: 

13 """ 

14 Class constructor. 

15 

16 Parameters: 

17 window_size (int): Length of window that indicator should be applied over. 

18 """ 

19 

20 self.window_size = window_size 

21 

22 def calculate(self, data: pd.DataFrame) -> pd.DataFrame: 

23 """ 

24 Calculates donchain channels indicator values for given data. 

25 

26 Parameters: 

27 data (pd.DataFrame): Data frame with input data. 

28 

29 Returns: 

30 (pd.DataFrame): Output data with calculated donchain channels values. 

31 """ 

32 

33 donchian_df = pd.DataFrame(index = data.index) 

34 donchian_df['upper_channel'] = data['high'].rolling(window = self.window_size, min_periods = 1).max() 

35 donchian_df['lower_channel'] = data['low'].rolling(window = self.window_size, min_periods = 1).min() 

36 donchian_df['middle_channel'] = (donchian_df['upper_channel'] + donchian_df['lower_channel']) / 2 

37 

38 return donchian_df