Merge pull request #78 from jocon15/revision/single-indicator-calcula…

…tions

Revision/single indicator calculations

src/StockBench/charting/singular/singular_charting_engine.py

@@ -29,17 +29,7 @@ class SingularChartingEngine(ChartingEngine):
     def build_indicator_chart(df: DataFrame, symbol: str, available_indicators: List[IndicatorInterface],
                               show_volume: bool,
                               save_option=ChartingEngine.TEMP_SAVE) -> str:
-        """Multi-plot chart for singular simulation indicators.
-
-        Args:
-            df: The full DataFrame post-simulation.
-            symbol: The symbol the simulation was run on.
-            available_indicators: The list of indicators.
-            save_option: Save the chart.
-
-        Return:
-            (str): The filepath of the chart
-        """
+        """Multi-plot chart for singular simulation indicators."""
         subplot_objects, subplot_types = SingularChartingEngine.__get_subplot_objects_and_types(df,
                                                                                                 available_indicators)
 
@@ -56,9 +46,9 @@ def build_indicator_chart(df: DataFrame, symbol: str, available_indicators: List
     def build_account_value_bar_chart(df: DataFrame, symbol: str, save_option=ChartingEngine.TEMP_SAVE) -> str:
         """Builds a chart for duration of positions.
 
-                return:
-                    str: The filepath of the built chart.
-                """
+        return:
+            str: The filepath of the built chart.
+        """
         rows = 1
         cols = 1
 

src/StockBench/gui/studio/strategy_studio.py

@@ -55,10 +55,10 @@ def on_save_btn_clicked(self):
             self.on_save_as_btn_clicked()
 
     def on_save_as_btn_clicked(self):
-        fileName, _ = QFileDialog.getSaveFileName(self, "QFileDialog.getSaveFileName()", "", "JSON (*.json)")
-        if fileName is not None and fileName != '':
+        file_name, _ = QFileDialog.getSaveFileName(self, "QFileDialog.getSaveFileName()", "", "JSON (*.json)")
+        if file_name is not None and file_name != '':
             # only save the file if the user picked a location
-            self.__save_json_file(fileName)
+            self.__save_json_file(file_name)
 
     def __set_geometry(self, config_pos, config_width):
         # place the strategy studio to the right of the config window

src/StockBench/indicators/ema/trigger.py

@@ -1,8 +1,8 @@
 import logging
-import statistics
 from StockBench.indicator.trigger import Trigger
 from StockBench.indicator.exceptions import StrategyIndicatorError
 from StockBench.simulation_data.data_manager import DataManager
+from StockBench.indicators.sma.sma import SMATrigger
 
 log = logging.getLogger()
 
@@ -75,17 +75,17 @@ def __add_ema(self, length: int, data_manager: DataManager):
 
         price_data = data_manager.get_column_data(data_manager.CLOSE)
 
-        ema_values = EMATrigger.__calculate_ema(length, price_data)
+        ema_values = EMATrigger.calculate_ema(length, price_data)
 
         data_manager.add_column(column_title, ema_values)
 
     @staticmethod
-    def __calculate_ema(length: int, price_data: list) -> list:
+    def calculate_ema(length: int, price_data: list) -> list:
         """Calculates the EMA values for a list of price values"""
         k = 2 / (length + 1)
 
         # get the initial ema value (uses sma of length days)
-        previous_ema = EMATrigger.__calculate_sma(length, price_data[0:length])[-1]
+        previous_ema = SMATrigger.calculate_sma(length, price_data[0:length])[-1]
 
         ema_values = []
         for i in range(len(price_data)):
@@ -96,19 +96,3 @@ def __calculate_ema(length: int, price_data: list) -> list:
                 ema_values.append(ema_point)
                 previous_ema = ema_point
         return ema_values
-
-    @staticmethod
-    def __calculate_sma(length: int, price_data: list) -> list:
-        """Calculates the SMA values for a list of price values."""
-        price_values = []
-        sma_values = []
-        for day in price_data:
-            if len(price_values) < length:
-                price_values.append(float(day))
-            else:
-                price_values.pop(0)
-                sma_values.pop(0)
-                price_values.append(float(day))
-            avg = round(statistics.mean(price_values), 3)
-            sma_values.append(avg)
-        return sma_values

src/StockBench/indicators/macd/trigger.py

@@ -1,10 +1,9 @@
 import logging
-import statistics
-from StockBench.constants import *
 from StockBench.indicator.trigger import Trigger
 from StockBench.indicator.exceptions import StrategyIndicatorError
 from StockBench.simulation_data.data_manager import DataManager
 from StockBench.position.position import Position
+from StockBench.indicators.ema.ema import EMATrigger
 
 log = logging.getLogger()
 
@@ -43,7 +42,7 @@ def add_to_data(self, rule_key, rule_value, side, data_manager):
 
         price_data = data_manager.get_column_data(data_manager.CLOSE)
 
-        data_manager.add_column(self.indicator_symbol, self.__calculate_macd(price_data))
+        data_manager.add_column(self.indicator_symbol, self.calculate_macd(price_data))
 
     def check_trigger(self, rule_key, rule_value, data_manager, position, current_day_index) -> bool:
         """Trigger logic for EMA.
@@ -69,11 +68,11 @@ def check_trigger(self, rule_key, rule_value, data_manager, position, current_da
 
         return Trigger.basic_trigger_check(indicator_value, operator, trigger_value)
 
-    def __calculate_macd(self, price_data: list) -> list:
+    def calculate_macd(self, price_data: list) -> list:
         """Calculate MACD values for a list of price values"""
-        large_ema_length_values = MACDTrigger.__calculate_ema(self.LARGE_EMA_LENGTH, price_data)
+        large_ema_length_values = EMATrigger.calculate_ema(self.LARGE_EMA_LENGTH, price_data)
 
-        small_ema_length_values = MACDTrigger.__calculate_ema(self.SMALL_EMA_LENGTH, price_data)
+        small_ema_length_values = EMATrigger.calculate_ema(self.SMALL_EMA_LENGTH, price_data)
 
         if len(large_ema_length_values) != len(small_ema_length_values):
             raise StrategyIndicatorError(f'{self.indicator_symbol} value lists for {self.indicator_symbol} must be the '
@@ -89,38 +88,3 @@ def __calculate_macd(self, price_data: list) -> list:
                 macd_values.append(round(small_ema_length_values[i] - large_ema_length_values[i], 3))
 
         return macd_values
-
-    @staticmethod
-    def __calculate_ema(length: int, price_data: list) -> list:
-        """Calculates the EMA values for a list of price values."""
-        k = 2 / (length + 1)
-
-        previous_ema = MACDTrigger.__calculate_sma(length, price_data[0:length])[-1]
-
-        ema_values = []
-        for i in range(len(price_data)):
-            if i < length:
-                ema_values.append(None)
-            else:
-                ema = round((k * (float(price_data[i]) - previous_ema)) + previous_ema, 3)
-                ema_values.append(ema)
-                previous_ema = ema
-        return ema_values
-
-    @staticmethod
-    def __calculate_sma(length: int, price_data: list) -> list:
-        """Calculates the SMA values for a list of price values."""
-        price_values = []
-        sma_values = []
-        all_sma_values = []
-        for element in price_data:
-            if len(price_values) < length:
-                price_values.append(float(element))
-            else:
-                price_values.pop(0)
-                sma_values.pop(0)
-                price_values.append(float(element))
-            avg = round(statistics.mean(price_values), 3)
-            sma_values.append(avg)
-            all_sma_values.append(avg)
-        return all_sma_values

src/StockBench/indicators/rsi/trigger.py

@@ -82,12 +82,12 @@ def __add_rsi_column(self, length: int, data_manager: DataManager):
 
         price_data = data_manager.get_column_data(data_manager.CLOSE)
 
-        rsi_values = RSITrigger.__calculate_rsi(length, price_data)
+        rsi_values = RSITrigger.calculate_rsi(length, price_data)
 
         data_manager.add_column(self.indicator_symbol, rsi_values)
 
     @staticmethod
-    def __calculate_rsi(length: int, price_data: list) -> list:
+    def calculate_rsi(length: int, price_data: list) -> list:
         """Calculate the RSI values for a list of price values."""
         first_day_value = 0
         gain = []

src/StockBench/indicators/sma/trigger.py

@@ -1,6 +1,5 @@
 import logging
 import statistics
-from StockBench.constants import *
 from StockBench.indicator.trigger import Trigger
 from StockBench.indicator.exceptions import StrategyIndicatorError
 from StockBench.simulation_data.data_manager import DataManager
@@ -77,12 +76,12 @@ def __add_sma(self, length: int, data_manager: DataManager):
 
         price_data = data_manager.get_column_data(data_manager.CLOSE)
 
-        sma_values = SMATrigger.__calculate_sma(length, price_data)
+        sma_values = SMATrigger.calculate_sma(length, price_data)
 
         data_manager.add_column(column_title, sma_values)
 
     @staticmethod
-    def __calculate_sma(length: int, price_data: list) -> list:
+    def calculate_sma(length: int, price_data: list) -> list:
         """Calculates the SMA values for a list of price values."""
         price_values = []
         sma_values = []

src/StockBench/indicators/stochastic/trigger.py

@@ -1,7 +1,6 @@
 import logging
 from StockBench.constants import *
 from StockBench.indicator.trigger import Trigger
-from StockBench.indicator.exceptions import StrategyIndicatorError
 from StockBench.simulation_data.data_manager import DataManager
 from StockBench.position.position import Position
 
@@ -85,12 +84,12 @@ def __add_stochastic_column(self, length: int, data_manager: DataManager):
         low_data = data_manager.get_column_data(data_manager.LOW)
         close_data = data_manager.get_column_data(data_manager.CLOSE)
 
-        stochastic_values = StochasticTrigger.__stochastic_oscillator(length, high_data, low_data, close_data)
+        stochastic_values = StochasticTrigger.stochastic_oscillator(length, high_data, low_data, close_data)
 
         data_manager.add_column(self.indicator_symbol, stochastic_values)
 
     @staticmethod
-    def __stochastic_oscillator(length: int, high_data: list, low_data: list, close_data: list) -> list:
+    def stochastic_oscillator(length: int, high_data: list, low_data: list, close_data: list) -> list:
         """Calculate the stochastic values for a list of price values."""
         past_length_days_high = []
         past_length_days_low = []