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signal.py
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63 lines (53 loc) · 1.85 KB
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#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import backtrader as bt
(
SIGNAL_NONE,
SIGNAL_LONGSHORT,
SIGNAL_LONG,
SIGNAL_LONG_INV,
SIGNAL_LONG_ANY,
SIGNAL_SHORT,
SIGNAL_SHORT_INV,
SIGNAL_SHORT_ANY,
SIGNAL_LONGEXIT,
SIGNAL_LONGEXIT_INV,
SIGNAL_LONGEXIT_ANY,
SIGNAL_SHORTEXIT,
SIGNAL_SHORTEXIT_INV,
SIGNAL_SHORTEXIT_ANY,
) = range(14)
SignalTypes = [
SIGNAL_NONE,
SIGNAL_LONGSHORT,
SIGNAL_LONG, SIGNAL_LONG_INV, SIGNAL_LONG_ANY,
SIGNAL_SHORT, SIGNAL_SHORT_INV, SIGNAL_SHORT_ANY,
SIGNAL_LONGEXIT, SIGNAL_LONGEXIT_INV, SIGNAL_LONGEXIT_ANY,
SIGNAL_SHORTEXIT, SIGNAL_SHORTEXIT_INV, SIGNAL_SHORTEXIT_ANY
]
class Signal(bt.Indicator):
SignalTypes = SignalTypes
lines = ('signal',)
def __init__(self):
self.lines.signal = self.data0.lines[0]
self.plotinfo.plotmaster = getattr(self.data0, '_clock', self.data0)