add trends indicator

finlab_crypto/chart.py

@@ -127,7 +127,7 @@ def chart(dfstock, overlaps=dict(), figures=dict(), markers=dict(), markerlines=
         .add_xaxis(xaxis_data=dfstock.index.astype(str).to_list())
         .add_yaxis(
             series_name="volume",
-            yaxis_data=dfstock.volume.loc[start_date:end_date].to_list(),
+            y_axis=dfstock.volume.loc[start_date:end_date].to_list(),
             xaxis_index=1,
             yaxis_index=1,
             label_opts=opts.LabelOpts(is_show=False),
@@ -187,7 +187,7 @@ def item_to_chart(name, item):
             chart.add_xaxis(xaxis_data=index)
             chart.add_yaxis(
                 series_name=name,
-                yaxis_data=values,
+                y_axis=values,
                 #xaxis_index=1,
                 #yaxis_index=1,
                 label_opts=opts.LabelOpts(is_show=False),

finlab_crypto/indicators.py

@@ -71,6 +71,7 @@ def linear_reg(price, n):
 trends = {
     'sma': sma,
     'wma': wma,
+    'highpass' : highpass,
     'lowpass': lowpass,
     'hullma': hullma,
     'zlma': zlma,

finlab_crypto/strategy.py

@@ -48,9 +48,10 @@ def __init__(self, **default_parameters):
         """inits filter."""
         self.func = None
         self._variables = None
+        self._default_parameters = None
         self.filters = {}
-        self._default_parameters = default_parameters
         self.set_parameters(default_parameters)
+        self._default_parameters = default_parameters
 
     def __call__(self, func):
         """decorator function
@@ -143,8 +144,9 @@ def __init__(self, **default_parameters):
         """inits strategy."""
         self.filters = {}
         self._variables = None
-        self._default_parameters = default_parameters
+        self._default_parameters = None
         self.set_parameters(default_parameters)
+        self._default_parameters = default_parameters
 
     def __call__(self, func):
         """decorator function

finlab_crypto/utility.py

@@ -8,13 +8,24 @@
 import seaborn as sns
 import pandas as pd
 import numpy as np
+import numbers
 import copy
 import os
 
 from . import chart
 from . import overfitting
 
 
+def crossover(s1, s2):
+    if isinstance(s2, numbers.Number):
+        return (s1 > s2) & (s1.shift() < s2)
+    return (s1 > s2) & (s1.shift() < s2.shift()) 
+
+def crossunder(s1, s2):
+    if isinstance(s2, numbers.Number):
+        return (s1 < s2) & (s1.shift() > s2)
+    return (s1 < s2) & (s1.shift() > s2.shift()) 
+
 def is_evalable(obj):
     try:
         eval(str(obj))
@@ -46,7 +57,10 @@ def enumerate_variables(variables):
             and not isinstance(v, pd.DataFrame)):
 
             enumeration_name.append(name)
-            enumeration_vars.append(v)
+            if (isinstance(v, np.ndarray)):
+                enumeration_vars.append(v.tolist())
+            else:
+                enumeration_vars.append(v)
         else:
             constant_d[name] = v