更新文档

docs/talib/index.md

@@ -1,3 +1,3 @@
-直接调用`TA-Lib`
+直接调用`TA-Lib`, 多输出时返回`struct`, 可以使用`.struct[0]`取到对应字段的`Series`.
 
 ::: polars_ta.talib

docs/tdx/choice.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.choice

docs/tdx/energy.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.energy

docs/tdx/logical.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.logical

docs/tdx/moving_average.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.moving_average

docs/tdx/over_bought_over_sold.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.over_bought_over_sold

docs/tdx/pressure_support.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.pressure_support

docs/tdx/reference.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.reference

docs/tdx/statistic.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.statistic

docs/tdx/trend.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.trend

docs/tdx/volume.md

@@ -0,0 +1 @@
+::: polars_ta.tdx.volume

mkdocs.yml

@@ -23,6 +23,16 @@ nav:
       - ta/volume.md
   - polars_ta.tdx:
       - tdx/arithmetic.md
+      - tdx/choice.md
+      - tdx/energy.md
+      - tdx/logical.md
+      - tdx/moving_average.md
+      - tdx/over_bought_over_sold.md
+      - tdx/pressure_support.md
+      - tdx/reference.md
+      - tdx/statistic.md
+      - tdx/trend.md
+      - tdx/volume.md
   - polars_ta.talib: talib/index.md
 
 theme:

polars_ta/_version.py

@@ -1 +1 @@
-__version__ = "0.3.1"
+__version__ = "0.4.0"

polars_ta/prefix/ta.py

@@ -17,6 +17,15 @@
 from polars_ta.ta.momentum import STOCHF_fastd as ts_STOCHF_fastd  # noqa
 from polars_ta.ta.momentum import TRIX as ts_TRIX  # noqa
 from polars_ta.ta.momentum import WILLR as ts_WILLR  # noqa
+from polars_ta.ta.operators import ADD  # noqa
+from polars_ta.ta.operators import DIV  # noqa
+from polars_ta.ta.operators import MAX as ts_MAX  # noqa
+from polars_ta.ta.operators import MAXINDEX as ts_MAXINDEX  # noqa
+from polars_ta.ta.operators import MIN as ts_MIN  # noqa
+from polars_ta.ta.operators import MININDEX as ts_MININDEX  # noqa
+from polars_ta.ta.operators import MUL  # noqa
+from polars_ta.ta.operators import SUB  # noqa
+from polars_ta.ta.operators import SUM as ts_SUM  # noqa
 from polars_ta.ta.overlap import BBANDS_upperband as ts_BBANDS_upperband  # noqa
 from polars_ta.ta.overlap import DEMA as ts_DEMA  # noqa
 from polars_ta.ta.overlap import EMA as ts_EMA  # noqa

polars_ta/prefix/tdx.py

@@ -11,7 +11,6 @@
 from polars_ta.tdx.arithmetic import EXP  # noqa
 from polars_ta.tdx.arithmetic import FLOOR  # noqa
 from polars_ta.tdx.arithmetic import FRACPART  # noqa
-from polars_ta.tdx.arithmetic import INTPART  # noqa
 from polars_ta.tdx.arithmetic import LN  # noqa
 from polars_ta.tdx.arithmetic import LOG  # noqa
 from polars_ta.tdx.arithmetic import MAX  # noqa

polars_ta/ta/momentum.py

@@ -1,10 +1,4 @@
-"""
-
-```python
-```
-
-"""
-from polars import Expr
+from polars import Expr, when
 
 from polars_ta import TA_EPSILON
 from polars_ta.ta.operators import MAX
@@ -149,50 +143,57 @@ def RSI(close: Expr, timeperiod: int = 14) -> Expr:
     return RMA(max_(dif, 0), timeperiod) / (RMA(dif.abs(), timeperiod) + TA_EPSILON)  # * 100
 
 
+def STOCHF_fastd(high: Expr, low: Expr, close: Expr, fastk_period: int = 5, fastd_period: int = 3) -> Expr:
+    return SMA(RSV(high, low, close, fastk_period), fastd_period)
+
+
+def TRIX(close: Expr, timeperiod: int = 30) -> Expr:
+    EMA1 = EMA(close, timeperiod)
+    EMA2 = EMA(EMA1, timeperiod)
+    EMA3 = EMA(EMA2, timeperiod)
+    return ROCP(EMA3, 1)
+
+
 def RSV(high: Expr, low: Expr, close: Expr, timeperiod: int = 5) -> Expr:
-    """
+    """RSV=STOCHF_FASTK
+
+                      (Today's Close - LowestLow)
+    FASTK(Kperiod) =  --------------------------- * 100
+                       (HighestHigh - LowestLow)
 
     Notes
     -----
-    Also called `STOCHF_fastk`, `talib.STOCHF` is multiplied by 100,
-    and it is very similar to the `WILLR` indicator
+    RSV = STOCHF_FASTK。没乘以100
 
-    又名STOCHF_fastk, talib.STOCHF版相当于多乘了100，与WILLR指标又很像
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_STOCHF.c#L279
 
     """
     a = MAX(high, timeperiod)
     b = MIN(low, timeperiod)
 
-    return (close - b) / (a - b + TA_EPSILON)
-
-
-def STOCHF_fastd(high: Expr, low: Expr, close: Expr, fastk_period: int = 5, fastd_period: int = 3) -> Expr:
-    return SMA(RSV(high, low, close, fastk_period), fastd_period)
-
-
-def TRIX(close: Expr, timeperiod: int = 30) -> Expr:
-    EMA1 = EMA(close, timeperiod)
-    EMA2 = EMA(EMA1, timeperiod)
-    EMA3 = EMA(EMA2, timeperiod)
-    return ROCP(EMA3, 1)
+    # return (close - b) / (a - b + TA_EPSILON)
+    return when(a != b).then((close - b) / (a - b)).otherwise(0)
 
 
 def WILLR(high: Expr, low: Expr, close: Expr, timeperiod: int = 14) -> Expr:
-    """
+    """威廉指标
 
     Notes
     -----
-    `talib.WILLR` is multiplied by -100, but I think it is unnecessary
-
-    talib.WILLR版相当于多乘了-100，但个人认为没有必要
+    WILLR=1-RSV
 
     References
     ----------
+    - https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_WILLR.c#L294
     - https://www.investopedia.com/terms/w/williamsr.asp
     - https://school.stockcharts.com/doku.php?id=technical_indicators:williams_r
 
+
     """
     a = MAX(high, timeperiod)
     b = MIN(low, timeperiod)
 
-    return (a - close) / (a - b + TA_EPSILON)
+    # return (a - close) / (a - b + TA_EPSILON)
+    return when(a != b).then((a - close) / (a - b)).otherwise(0)

polars_ta/ta/operators.py

@@ -1,61 +1,109 @@
+"""
+通过`import`直接导入或更名的函数
+
+```python
+from polars_ta.wq.arithmetic import add as ADD  # noqa
+from polars_ta.wq.arithmetic import divide as DIV  # noqa
+from polars_ta.wq.arithmetic import multiply as MUL  # noqa
+from polars_ta.wq.arithmetic import subtract as SUB  # noqa
+from polars_ta.wq.time_series import ts_max as MAX  # noqa
+from polars_ta.wq.time_series import ts_min as MIN  # noqa
+from polars_ta.wq.time_series import ts_sum as SUM  # noqa
+```
+
+"""
 from polars import Expr
 
+from polars_ta.wq.arithmetic import add as ADD  # noqa
+from polars_ta.wq.arithmetic import divide as DIV  # noqa
+from polars_ta.wq.arithmetic import multiply as MUL  # noqa
+from polars_ta.wq.arithmetic import subtract as SUB  # noqa
 from polars_ta.wq.time_series import ts_arg_max
 from polars_ta.wq.time_series import ts_arg_min
-from polars_ta.wq.time_series import ts_max
-from polars_ta.wq.time_series import ts_min
-from polars_ta.wq.time_series import ts_sum
+from polars_ta.wq.time_series import ts_max as MAX  # noqa
+from polars_ta.wq.time_series import ts_min as MIN  # noqa
+from polars_ta.wq.time_series import ts_sum as SUM  # noqa
 
 
-def ADD(high: Expr, low: Expr) -> Expr:
-    return high + low
-
-
-def DIV(high: Expr, low: Expr) -> Expr:
-    return high / low
-
-
-def MAX(close: Expr, timeperiod: int = 30) -> Expr:
+def MAXINDEX(close: Expr, timeperiod: int = 30) -> Expr:
     """
 
     Notes
     -----
-    It is the maximum value of the time series, not the maximum value of multiple columns (max_horizontal)
-
-    时序上窗口最大，不要与多列最大搞混
-
-    """
-    return ts_max(close, timeperiod)
-
-
-def MAXINDEX(close: Expr, timeperiod: int = 30) -> Expr:
-    """
     Comparing to `ts_arg_max` this also marks the abs. position of the max value
 
     与ts_arg_max的区别是，标记了每个区间最大值的绝对位置，可用来画图标记
+
+
+    Examples
+    --------
+    ```python
+    from polars_ta.ta import MAXINDEX as ta_MAXINDEX
+    from polars_ta.talib import MAXINDEX as talib_MAXINDEX
+    from polars_ta.wq import ts_arg_max
+
+    df = pl.DataFrame({
+        'a': [6, 2, 8, 5, 9, 4],
+    }).with_columns(
+        out1=ts_arg_max(pl.col('a'), 3),
+        out2=ta_MAXINDEX(pl.col('a'), 3),
+        out3=talib_MAXINDEX(pl.col('a'), 3),
+    )
+    shape: (6, 4)
+    ┌─────┬──────┬──────┬──────┐
+    │ a   ┆ out1 ┆ out2 ┆ out3 │
+    │ --- ┆ ---  ┆ ---  ┆ ---  │
+    │ i64 ┆ u16  ┆ i64  ┆ i32  │
+    ╞═════╪══════╪══════╪══════╡
+    │ 6   ┆ null ┆ null ┆ 0    │
+    │ 2   ┆ null ┆ null ┆ 0    │
+    │ 8   ┆ 0    ┆ 2    ┆ 2    │
+    │ 5   ┆ 1    ┆ 2    ┆ 2    │
+    │ 9   ┆ 0    ┆ 4    ┆ 4    │
+    │ 4   ┆ 1    ┆ 4    ┆ 4    │
+    └─────┴──────┴──────┴──────┘
+    ```
     """
     a = close.cum_count()
     b = ts_arg_max(close, timeperiod)
     return a - b - 1
 
 
-def MIN(close: Expr, timeperiod: int = 30) -> Expr:
-    return ts_min(close, timeperiod)
+def MININDEX(close: Expr, timeperiod: int = 30) -> Expr:
+    """
+
 
 
-def MININDEX(close: Expr, timeperiod: int = 30) -> Expr:
+    Examples
+    --------
+    ```python
+    from polars_ta.ta import MININDEX as ta_MININDEX
+    from polars_ta.talib import MININDEX as talib_MININDEX
+    from polars_ta.wq import ts_arg_min
+
+    df = pl.DataFrame({
+        'a': [6, 2, 8, 5, 9, 4],
+
+    }).with_columns(
+        out1=ts_arg_min(pl.col('a'), 3),
+        out2=ta_MININDEX(pl.col('a'), 3),
+        out3=talib_MININDEX(pl.col('a'), 3),
+    )
+    shape: (6, 4)
+    ┌─────┬──────┬──────┬──────┐
+    │ a   ┆ out1 ┆ out2 ┆ out3 │
+    │ --- ┆ ---  ┆ ---  ┆ ---  │
+    │ i64 ┆ u16  ┆ i64  ┆ i32  │
+    ╞═════╪══════╪══════╪══════╡
+    │ 6   ┆ null ┆ null ┆ 0    │
+    │ 2   ┆ null ┆ null ┆ 0    │
+    │ 8   ┆ 1    ┆ 1    ┆ 1    │
+    │ 5   ┆ 2    ┆ 1    ┆ 1    │
+    │ 9   ┆ 1    ┆ 3    ┆ 3    │
+    │ 4   ┆ 0    ┆ 5    ┆ 5    │
+    └─────┴──────┴──────┴──────┘
+    ```
+    """
     a = close.cum_count()
     b = ts_arg_min(close, timeperiod)
     return a - b - 1
-
-
-def MULT(high: Expr, low: Expr) -> Expr:
-    return high * low
-
-
-def SUB(high: Expr, low: Expr) -> Expr:
-    return high - low
-
-
-def SUM(close: Expr, timeperiod: int = 30) -> Expr:
-    return ts_sum(close, timeperiod)

polars_ta/ta/overlap.py

@@ -47,10 +47,24 @@ def KAMA(close: Expr, timeperiod: int = 30) -> Expr:
 
 
 def MIDPOINT(close: Expr, timeperiod: int = 14) -> Expr:
+    """MIDPOINT = (Highest Value + Lowest Value)/2
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_MIDPOINT.c#L198
+
+    """
     return (MAX(close, timeperiod) + MIN(close, timeperiod)) / 2
 
 
 def MIDPRICE(high: Expr, low: Expr, timeperiod: int = 14) -> Expr:
+    """MIDPRICE = (Highest High + Lowest Low)/2
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_MIDPRICE.c#L202
+
+    """
     return (MAX(high, timeperiod) + MIN(low, timeperiod)) / 2
 
 

polars_ta/ta/price.py

@@ -2,20 +2,44 @@
 
 
 def AVGPRICE(open: Expr, high: Expr, low: Expr, close: Expr) -> Expr:
-    """(open + high + low + close) / 4"""
+    """(open + high + low + close) / 4
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_AVGPRICE.c#L187
+
+    """
     return (open + high + low + close) / 4
 
 
 def MEDPRICE(high: Expr, low: Expr) -> Expr:
-    """(high + low) / 2"""
+    """(high + low) / 2
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_MEDPRICE.c#L180
+
+    """
     return (high + low) / 2
 
 
 def TYPPRICE(high: Expr, low: Expr, close: Expr) -> Expr:
-    """(high + low + close) / 3"""
+    """(high + low + close) / 3
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_TYPPRICE.c#L185
+
+    """
     return (high + low + close) / 3
 
 
 def WCLPRICE(high: Expr, low: Expr, close: Expr) -> Expr:
-    """(high + low + close * 2) / 4"""
+    """(high + low + close * 2) / 4
+
+    References
+    ----------
+    https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_WCLPRICE.c#L184
+
+    """
     return (high + low + close * 2) / 4