first tsi indicator implementation and test case

mementum · mementum · commit c8fd69e3a37a · 2017-05-21T06:10:53.000+02:00
diff --git a/backtrader/indicators/__init__.py b/backtrader/indicators/__init__.py
@@ -69,6 +69,7 @@
 from .rsi import *
 from .stochastic import *
 from .trix import *
+from .tsi import *
 from .ultimateoscillator import *
 from .williams import *
 
diff --git a/backtrader/indicators/tsi.py b/backtrader/indicators/tsi.py
@@ -0,0 +1,46 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2015, 2016, 2017 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
+from . import EMA
+
+
+class TrueStrengthIndicator(bt.Indicator):
+    alias = ('TSI',)
+    params = (
+        ('period1', 25),
+        ('period2', 13),
+    )
+    lines = ('tsi',)
+
+    def __init__(self):
+        pc = self.data - self.data(-1)
+
+        sm1 = bt.ind.EMA(pc, period=self.p.period1)
+        sm12 = bt.ind.EMA(sm1, period=self.p.period2)
+
+        sm2 = bt.ind.EMA(abs(pc), period=self.p.period1)
+        sm22 = bt.ind.EMA(sm2, period=self.p.period2)
+
+        self.lines.tsi = 100.0 * (sm12 / sm22)
diff --git a/tests/test_ind_tsi.py b/tests/test_ind_tsi.py
@@ -0,0 +1,50 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2015, 2016 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 testcommon
+
+import backtrader as bt
+import backtrader.indicators as btind
+
+chkdatas = 1
+chkvals = [
+    ['16.012364', '22.866307', '4.990750']
+]
+
+chkmin = 38
+chkind = bt.ind.TSI
+
+
+def test_run(main=False):
+    datas = [testcommon.getdata(i) for i in range(chkdatas)]
+    testcommon.runtest(datas,
+                       testcommon.TestStrategy,
+                       main=main,
+                       plot=main,
+                       chkind=chkind,
+                       chkmin=chkmin,
+                       chkvals=chkvals)
+
+
+if __name__ == '__main__':
+    test_run(main=True)
