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Improve the indicators selection and calculate function #129

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Improve the indicators selection and calculate function #129

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91 changes: 41 additions & 50 deletions tradingview_ta/main.py
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Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,6 @@ class Exchange:


class TradingView:
# Note: Please DO NOT modify the order or DELETE existing indicators, it will break the technical analysis. You may APPEND custom indicator to the END of the list.
indicators = ["Recommend.Other", "Recommend.All", "Recommend.MA", "RSI", "RSI[1]", "Stoch.K", "Stoch.D", "Stoch.K[1]", "Stoch.D[1]", "CCI20", "CCI20[1]", "ADX", "ADX+DI", "ADX-DI", "ADX+DI[1]", "ADX-DI[1]", "AO", "AO[1]", "Mom", "Mom[1]", "MACD.macd", "MACD.signal", "Rec.Stoch.RSI", "Stoch.RSI.K", "Rec.WR", "W.R", "Rec.BBPower", "BBPower", "Rec.UO", "UO", "close", "EMA5", "SMA5", "EMA10", "SMA10", "EMA20", "SMA20", "EMA30", "SMA30", "EMA50", "SMA50", "EMA100", "SMA100", "EMA200", "SMA200", "Rec.Ichimoku", "Ichimoku.BLine", "Rec.VWMA", "VWMA", "Rec.HullMA9", "HullMA9", "Pivot.M.Classic.S3", "Pivot.M.Classic.S2", "Pivot.M.Classic.S1", "Pivot.M.Classic.Middle", "Pivot.M.Classic.R1",
"Pivot.M.Classic.R2", "Pivot.M.Classic.R3", "Pivot.M.Fibonacci.S3", "Pivot.M.Fibonacci.S2", "Pivot.M.Fibonacci.S1", "Pivot.M.Fibonacci.Middle", "Pivot.M.Fibonacci.R1", "Pivot.M.Fibonacci.R2", "Pivot.M.Fibonacci.R3", "Pivot.M.Camarilla.S3", "Pivot.M.Camarilla.S2", "Pivot.M.Camarilla.S1", "Pivot.M.Camarilla.Middle", "Pivot.M.Camarilla.R1", "Pivot.M.Camarilla.R2", "Pivot.M.Camarilla.R3", "Pivot.M.Woodie.S3", "Pivot.M.Woodie.S2", "Pivot.M.Woodie.S1", "Pivot.M.Woodie.Middle", "Pivot.M.Woodie.R1", "Pivot.M.Woodie.R2", "Pivot.M.Woodie.R3", "Pivot.M.Demark.S1", "Pivot.M.Demark.Middle", "Pivot.M.Demark.R1", "open", "P.SAR", "BB.lower", "BB.upper", "AO[2]", "volume", "change", "low", "high"]

Expand All @@ -54,6 +53,7 @@ def data(symbols, interval, indicators):
Args:
symbols (list): List of EXCHANGE:SYMBOL (ex: ["NASDAQ:AAPL"] or ["BINANCE:BTCUSDT"])
interval (string): Time Interval (ex: 1m, 5m, 15m, 1h, 4h, 1d, 1W, 1M)
indicators (dict): A dictionary of indicators used for technical analysis.

Returns:
string: JSON object as a string.
Expand Down Expand Up @@ -122,97 +122,91 @@ def search(text, type=None):
return res


def calculate(indicators, indicators_key, screener, symbol, exchange, interval):
def calculate(indicators, screener, symbol, exchange, interval):
oscillators_counter, ma_counter = {"BUY": 0, "SELL": 0, "NEUTRAL": 0}, {
"BUY": 0, "SELL": 0, "NEUTRAL": 0}
computed_oscillators, computed_ma = {}, {}

indicators = list(indicators.values())

# RECOMMENDATIONS
if None not in indicators[0:2]:
recommend_oscillators = Compute.Recommend(indicators[0])
recommend_summary = Compute.Recommend(indicators[1])
recommend_moving_averages = Compute.Recommend(indicators[2])
if None not in [indicators.get(key) for key in ['Recommend.Other', 'Recommend.All', 'Recommend.MA']]:
recommend_oscillators = Compute.Recommend(indicators['Recommend.Other'])
recommend_summary = Compute.Recommend(indicators['Recommend.All'])
recommend_moving_averages = Compute.Recommend(indicators['Recommend.MA'])
else:
return None

# OSCILLATORS
# RSI (14)
if None not in indicators[3:5]:
computed_oscillators["RSI"] = Compute.RSI(indicators[3], indicators[4])
if None not in [indicators.get(key) for key in ['RSI', 'RSI[1]']]:
computed_oscillators["RSI"] = Compute.RSI(indicators['RSI'], indicators['RSI[1]'])
oscillators_counter[computed_oscillators["RSI"]] += 1
# Stoch %K
if None not in indicators[5:9]:
if None not in [indicators.get(key) for key in ['Stoch.K', 'Stoch.D', 'Stoch.K[1]', 'Stoch.D[1]']]:
computed_oscillators["STOCH.K"] = Compute.Stoch(
indicators[5], indicators[6], indicators[7], indicators[8])
indicators['Stoch.K'], indicators['Stoch.D'], indicators['Stoch.K[1]'], indicators['Stoch.D[1]'])
oscillators_counter[computed_oscillators["STOCH.K"]] += 1
# CCI (20)
if None not in indicators[9:11]:
if None not in [indicators.get(key) for key in ['CCI20', 'CCI20[1]']]:
computed_oscillators["CCI"] = Compute.CCI20(
indicators[9], indicators[10])
indicators['CCI20'], indicators['CCI20[1]'])
oscillators_counter[computed_oscillators["CCI"]] += 1
# ADX (14)
if None not in indicators[11:16]:
if None not in [indicators.get(key) for key in ['ADX', 'ADX+DI', 'ADX-DI', 'ADX+DI[1]', 'ADX-DI[1]']]:
computed_oscillators["ADX"] = Compute.ADX(
indicators[11], indicators[12], indicators[13], indicators[14], indicators[15])
indicators['ADX'], indicators['ADX+DI'], indicators['ADX-DI'], indicators['ADX+DI[1]'], indicators['ADX-DI[1]'])
oscillators_counter[computed_oscillators["ADX"]] += 1
# AO
if None not in indicators[16:18] and indicators[86] != None:
if None not in [indicators.get(key) for key in ['AO', 'AO[1]', 'AO[2]']]:
computed_oscillators["AO"] = Compute.AO(
indicators[16], indicators[17], indicators[86])
indicators['AO'], indicators['AO[1]'], indicators['AO[2]'])
oscillators_counter[computed_oscillators["AO"]] += 1
# Mom (10)
if None not in indicators[18:20]:
if None not in [indicators.get(key) for key in ['Mom', 'Mom[1]']]:
computed_oscillators["Mom"] = Compute.Mom(
indicators[18], indicators[19])
indicators['Mom'], indicators['Mom[1]'])
oscillators_counter[computed_oscillators["Mom"]] += 1
# MACD
if None not in indicators[20:22]:
if None not in [indicators.get(key) for key in ['MACD.macd', 'MACD.signal']]:
computed_oscillators["MACD"] = Compute.MACD(
indicators[20], indicators[21])
indicators['MACD.macd'], indicators['MACD.signal'])
oscillators_counter[computed_oscillators["MACD"]] += 1
# Stoch RSI
if indicators[22] != None:
computed_oscillators["Stoch.RSI"] = Compute.Simple(indicators[22])
if indicators.get('Rec.Stoch.RSI') is not None:
computed_oscillators["Stoch.RSI"] = Compute.Simple(indicators['Rec.Stoch.RSI'])
oscillators_counter[computed_oscillators["Stoch.RSI"]] += 1
# W%R
if indicators[24] != None:
computed_oscillators["W%R"] = Compute.Simple(indicators[24])
if indicators.get('Rec.WR') is not None:
computed_oscillators["W%R"] = Compute.Simple(indicators['Rec.WR'])
oscillators_counter[computed_oscillators["W%R"]] += 1
# BBP
if indicators[26] != None:
computed_oscillators["BBP"] = Compute.Simple(indicators[26])
if indicators.get('Rec.BBPower') is not None:
computed_oscillators["BBP"] = Compute.Simple(indicators['Rec.BBPower'])
oscillators_counter[computed_oscillators["BBP"]] += 1
# UO
if indicators[28] != None:
computed_oscillators["UO"] = Compute.Simple(indicators[28])
if indicators.get('Rec.UO') is not None:
computed_oscillators["UO"] = Compute.Simple(indicators['Rec.UO'])
oscillators_counter[computed_oscillators["UO"]] += 1

# MOVING AVERAGES
ma_list = ["EMA10", "SMA10", "EMA20", "SMA20", "EMA30", "SMA30",
"EMA50", "SMA50", "EMA100", "SMA100", "EMA200", "SMA200"]
close = indicators[30]
ma_list_counter = 0
for index in range(33, 45):
if indicators[index] != None:
computed_ma[ma_list[ma_list_counter]] = Compute.MA(
indicators[index], close)
ma_counter[computed_ma[ma_list[ma_list_counter]]] += 1
ma_list_counter += 1
close = indicators['close']
for item in ma_list:
computed_ma[item] = Compute.MA(indicators[item], close)
ma_counter[computed_ma[item]] += 1

# MOVING AVERAGES, pt 2
# ICHIMOKU
if indicators[45] != None:
computed_ma["Ichimoku"] = Compute.Simple(indicators[45])
if indicators.get('Rec.Ichimoku') is not None:
computed_ma["Ichimoku"] = Compute.Simple(indicators['Rec.Ichimoku'])
ma_counter[computed_ma["Ichimoku"]] += 1
# VWMA
if indicators[47] != None:
computed_ma["VWMA"] = Compute.Simple(indicators[47])
if indicators.get('Rec.VWMA') is not None:
computed_ma["VWMA"] = Compute.Simple(indicators['Rec.VWMA'])
ma_counter[computed_ma["VWMA"]] += 1
# HullMA (9)
if indicators[49] != None:
computed_ma["HullMA"] = Compute.Simple(indicators[49])
if indicators.get('Rec.HullMA9') is not None:
computed_ma["HullMA"] = Compute.Simple(indicators['Rec.HullMA9'])
ma_counter[computed_ma["HullMA"]] += 1

analysis = Analysis()
Expand All @@ -222,10 +216,7 @@ def calculate(indicators, indicators_key, screener, symbol, exchange, interval):
analysis.interval = interval
analysis.time = datetime.datetime.now()

for x in range(len(indicators)):
analysis.indicators[indicators_key[x]] = indicators[x]

analysis.indicators = analysis.indicators.copy()
analysis.indicators = indicators.copy()

analysis.oscillators = {"RECOMMENDATION": recommend_oscillators,
"BUY": oscillators_counter["BUY"], "SELL": oscillators_counter["SELL"], "NEUTRAL": oscillators_counter["NEUTRAL"], "COMPUTE": computed_oscillators}
Expand Down Expand Up @@ -384,7 +375,7 @@ def get_analysis(self):
Analysis: Contains information about the analysis.
"""

return calculate(indicators=self.get_indicators(), indicators_key=self.indicators, screener=self.screener, symbol=self.symbol, exchange=self.exchange, interval=self.interval)
return calculate(indicators=self.get_indicators(self.indicators), screener=self.screener, symbol=self.symbol, exchange=self.exchange, interval=self.interval)


def get_multiple_analysis(screener, interval, symbols, additional_indicators=[], timeout=None, proxies=None):
Expand Down Expand Up @@ -430,7 +421,7 @@ def get_multiple_analysis(screener, interval, symbols, additional_indicators=[],
for x in range(len(analysis["d"])):
indicators[indicators_key[x]] = analysis["d"][x]

final[analysis["s"]] = calculate(indicators=indicators, indicators_key=indicators_key, screener=screener, symbol=analysis["s"].split(
final[analysis["s"]] = calculate(indicators=indicators, screener=screener, symbol=analysis["s"].split(
":")[1], exchange=analysis["s"].split(":")[0], interval=interval)

for symbol in symbols:
Expand Down